Quantinno Capital Management LP
Q1 2024 13F-HR Holdings
Net value change ($000)
+1,743,415
(61.0%)
New positions
169
Sold out positions
25
Turnover %
2.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 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 | 96,975 | 68.3% |
| NVDA | 86,216 | 181.7% |
| MSCI | 67,676 | 3819.2% |
| META | 48,454 | 135.9% |
| AMZN | 43,961 | 74.5% |
| AAPL | 43,114 | 27.9% |
| BRK-B | 31,899 | 107.1% |
| GOOGL | 31,469 | 77.4% |
| BALL | 20,092 | 1965.9% |
| TMO | 19,587 | 166.7% |
Top Reduces (Value $000, Stocks/ETFs)
| TSLA | -6,663 | -23.4% |
| COO | -6,603 | -100.0% |
| SPLUNK INC | -3,339 | -100.0% |
| SPIRIT REALTY CAPITAL, INC. | -2,854 | -100.0% |
| LMT | -2,641 | -39.5% |
| GIS | -2,576 | -52.9% |
| DT | -2,460 | -62.5% |
| QGEN | -2,023 | -100.0% |
| CPAY | -1,811 | -100.0% |
| AZN | -1,675 | -31.4% |
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 |
|---|