Quantinno Capital Management LP

Q4 2023 13F-HR Detailed 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)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 11/14/2023 Next filing: 5/14/2024 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 Discretion Other Manager Sole Shared None