Quantinno Capital Management LP

Q4 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
1,070
Total value ($000)
$2,857,056
Net value change ($000)
+660,260 (30.1%)
New positions
120
Sold out positions
53
Turnover %
3.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2023 Next filing: 5/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 2023
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
MSFT 44,014 44.9%
AAPL 33,447 27.6%
NVDA 16,322 52.4%
AMZN 16,174 37.8%
USFR 10,185 NEW
META 9,596 36.8%
SPY 7,034 53.6%
YUM 6,905 813.3%
KO 6,783 228.5%
AVGO 6,620 65.5%
Top Reduces (Value $000, Stocks/ETFs)
HSY -2,899 -59.0%
BMY -2,662 -38.6%
GMED -2,634 -100.0%
VEU -2,626 -72.9%
SAM -2,588 -81.3%
EBAY -2,435 -73.5%
AIY -2,418 -100.0%
FOXA -2,400 -57.6%
HCA -2,161 -54.5%
CF -2,127 -84.5%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type