Quantinno Capital Management LP
Q4 2021 13F-HR Holdings
Net value change ($000)
+462,766
(516.6%)
New positions
327
Sold out positions
65
Turnover %
75.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 2021
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)
| AAPL | 24,044 | NEW |
| MSFT | 22,218 | 5924.8% |
| AMZN | 13,994 | NEW |
| TMO | 11,079 | 2074.7% |
| GOOGL | 10,516 | NEW |
| NEE | 10,347 | NEW |
| ACN | 9,489 | NEW |
| META | 7,926 | NEW |
| DHR | 7,724 | NEW |
| PG | 6,913 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| SVB FINANCIAL GROUP | -703 | -100.0% |
| CROX | -689 | -100.0% |
| AMN | -627 | -100.0% |
| TTEC | -625 | -100.0% |
| ATLAS AIR WORLDWIDE HOLDINGS INC | -606 | -100.0% |
| RMD | -598 | -100.0% |
| SPX FLOW, Inc. | -583 | -100.0% |
| SHW | -562 | -100.0% |
| UNFI | -541 | -100.0% |
| ACLS | -516 | -100.0% |
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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|