Quantinno Capital Management LP

Q3 2024 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2024
Date filed
11/14/2024
Form type
13F-HR
Num holdings
1,468
Total value ($000)
$7,692,313
Net value change ($000)
+2,131,778 (38.3%)
New positions
188
Sold out positions
34
Turnover %
1.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2024 Next filing: 2/14/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
AAPL 128,785 44.9%
NVDA 79,017 32.1%
MSFT 67,011 22.7%
ELS 50,606 15381.8%
META 44,902 36.3%
TSLA 31,652 100.3%
BRK-B 26,612 40.9%
AMZN 25,580 20.0%
AVGO 21,138 50.1%
JPM 19,316 54.3%
Top Reduces (Value $000, Stocks/ETFs)
MRNA -7,205 -92.0%
Ferguson (Jersey) Ltd -5,618 -100.0%
HUM -5,314 -70.0%
DG -4,254 -87.9%
DXCM -4,238 -73.7%
DVN -3,826 -68.5%
NXPI -3,579 -34.3%
NKE -3,574 -46.0%
TM -3,030 -29.1%
SCHW -2,839 -44.8%
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