Quantinno Capital Management LP

Q2 2024 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2024
Date filed
8/14/2024
Form type
13F-HR
Num holdings
1,314
Total value ($000)
$5,560,535
Net value change ($000)
+960,064 (20.9%)
New positions
127
Sold out positions
27
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2024 Next filing: 11/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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)
NVDA 112,816 84.4%
AAPL 88,961 45.0%
MSFT 56,351 23.6%
META 39,614 47.1%
AMZN 25,036 24.3%
GOOGL 23,568 59.8%
GOOGL 22,608 31.3%
AVGO 18,039 74.8%
XOM 11,676 38.2%
UBER 11,030 116.4%
Top Reduces (Value $000, Stocks/ETFs)
MSCI -13,276 -19.1%
USFR -8,999 -100.0%
INTC -8,360 -79.0%
PIONEER NATURAL RESOURCES CO -5,228 -100.0%
CBRE -4,473 -32.4%
BALL -4,315 -20.4%
VXUS -3,917 -65.3%
BMY -3,696 -42.2%
HON -3,459 -15.6%
TRIP -3,429 -50.5%
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