Institution

Quantinno Capital Management LP

13F for the quarter to June 30, 2026, filed August 13, 2026 · SEC CIK 1759654

Reported value: $83.3bn
Positions we cover: 2,553
Copy, a year: +16.7%
Copy Sharpe ratio: 0.84

How copying its 13F would have done

CopyS&P 500 $10,000 copying Quantinno Capital Management LP's filed holdings in companies we cover from February 17, 2023, buying on the first trading day after each 13F was filed and holding until the next, against the S&P 500 (total return). Marked weekly, log scale. Before costs and taxes; misses trading within each quarter and anything 13F does not show (shorts, cash, bonds, non-US holdings).

Biggest drop −17.5% (S&P 500 −16.9%); beta 0.98; alpha −2.2% a year (t = −1.44); last 12 months +12.4% against +12.1%.

Reported value by quarter

Quantinno Capital Management LP: 13F reported value Total value of all positions in each quarter's 13F, as filed (values before 2023 were filed in thousands of dollars and are converted).

View chart data

Period	Reported value
2022-12-31	$1.3T
2023-03-31	$1.5B
2023-06-30	$1.8B
2023-09-30	$2.2B
2023-12-31	$2.9B
2024-03-31	$4.6B
2024-06-30	$5.6B
2024-09-30	$7.7B
2024-12-31	$10.2B
2025-03-31	$15.4B
2025-06-30	$23.1B
2025-09-30	$36.7B
2025-12-31	$49.7B
2026-03-31	$59.9B
2026-06-30	$83.3B

Holdings and moves

Company	Share of portfolio	Value	Shares	Change in shares
NVDANVIDIA Corporation	5.61%	$4.7bn	23.34M	+19.8% Added
AAPLApple Inc.	4.86%	$4.0bn	13.98M	+18.9% Added
MSFTMicrosoft Corporation	2.13%	$1.8bn	4.76M	+16.7% Added
GOOGLAlphabet Inc. (Class A)	1.92%	$1.6bn	4.47M	+17.8% Added
AMZNAmazon	1.90%	$1.6bn	6.65M	+26.9% Added
AVGOBroadcom	1.29%	$1.1bn	2.85M	+22.1% Added
METAMeta Platforms	1.17%	$973.0m	1.73M	+14.4% Added
MUMicron Technology	1.00%	$830.0m	719.1K	+23.3% Added
TSLATesla, Inc.	0.89%	$739.7m	1.76M	+20.5% Added
LLYLilly (Eli)	0.79%	$656.7m	547.5K	+26.2% Added
JPMJPMorgan Chase	0.74%	$619.5m	1.89M	+19.2% Added
AMDAdvanced Micro Devices	0.69%	$572.1m	984.9K	+36.7% Added
LRCXLam Research	0.58%	$480.2m	1.11M	+4.2% Added
JNJJohnson & Johnson	0.54%	$446.0m	1.76M	+9.2% Added
VVisa Inc.	0.49%	$412.6m	1.20M	+35.1% Added
CATCaterpillar Inc.	0.46%	$382.1m	358.8K	+16.3% Added
INTCIntel	0.45%	$378.5m	2.71M	+66.2% Added
AMATApplied Materials	0.45%	$372.2m	514.7K	+9.1% Added
RDDTReddit, Inc.	0.44%	$369.0m	2.13M	+0.9% Added
WMTWalmart	0.44%	$362.7m	3.20M	+11.1% Added
CSCOCisco	0.43%	$361.9m	3.08M	+9.1% Added
COSTCostco	0.40%	$336.5m	359.7K	+20.3% Added
ABBVAbbVie	0.34%	$286.6m	1.14M	+19.6% Added
MAMastercard	0.34%	$285.5m	555.8K	+30.5% Added
KLACKLA Corporation	0.33%	$274.9m	911.1K	+965.3% Added
BACBank of America	0.33%	$270.3m	4.74M	+35.4% Added
GSGoldman Sachs	0.31%	$256.4m	253.5K	+18.9% Added
PGProcter & Gamble	0.30%	$254.1m	1.73M	+26.2% Added
CCitigroup	0.30%	$251.2m	1.79M	+19.8% Added
UNHUnitedHealth Group	0.30%	$250.0m	601.5K	+51.4% Added
GEGE Aerospace	0.29%	$240.4m	643.3K	+31.3% Added
MNSTMonster Beverage	0.27%	$225.4m	2.35M	+15.7% Added
MSMorgan Stanley	0.27%	$221.8m	1.06M	+15.6% Added
TXG10x Genomics, Inc.	0.25%	$209.7m	5.47M	+1.1% Added
RTXRTX Corporation	0.25%	$208.9m	1.10M	+13.7% Added
ABNBAirbnb	0.25%	$206.5m	1.44M	−3.9% Reduced
DELLDell Technologies	0.24%	$203.0m	470.5K	+7.3% Added
CLColgate-Palmolive	0.24%	$201.9m	2.20M	+52.0% Added
HDThe Home Depot	0.23%	$195.7m	555.0K	+16.1% Added
MRKMerck & Co.	0.23%	$195.7m	1.52M	+14.2% Added
SNDKSandisk	0.23%	$195.6m	86.0K	+28.5% Added
TJXTJX Companies	0.23%	$190.1m	1.25M	+55.6% Added
TSMTaiwan Semiconductor Manufacturing Co LTD	0.23%	$188.0m	393.7K	+42.1% Added
KOThe Coca-Cola Company	0.22%	$186.4m	2.29M	+48.3% Added
PLTRPalantir Technologies Inc.	0.22%	$186.1m	1.59M	+14.0% Added
ANETArista Networks	0.22%	$185.6m	1.09M	−2.6% Reduced
GEVGE Vernova	0.22%	$181.2m	154.2K	+20.4% Added
CVXChevron Corporation	0.22%	$180.7m	1.09M	+21.2% Added
SSDSimpson Manufacturing Co., Inc.	0.22%	$180.5m	862.0K	+0.5%
NFLXNetflix	0.21%	$179.3m	2.51M	+14.1% Added
WDCWestern Digital	0.21%	$179.0m	280.3K	−17.2% Reduced
CMICummins	0.21%	$177.8m	249.3K	+5.7% Added
MASMasco	0.20%	$170.8m	2.10M	+36.0% Added
APHAmphenol	0.20%	$170.7m	968.1K	+34.7% Added
QCOMQualcomm	0.20%	$167.1m	904.4K	+28.4% Added
TXNTexas Instruments	0.20%	$166.8m	559.5K	+29.5% Added
JBHTJ.B. Hunt	0.20%	$165.8m	572.7K	+22.7% Added
GDGeneral Dynamics	0.20%	$163.1m	460.4K	+13.4% Added
PMPhilip Morris International	0.20%	$162.8m	900.1K	+19.4% Added
PANWPalo Alto Networks	0.19%	$160.8m	471.5K	+11.6% Added
HWMHowmet Aerospace	0.19%	$159.0m	591.6K	+18.0% Added
APPApplovin Corp	0.19%	$155.6m	301.9K	+19.9% Added
ESSEssex Property Trust	0.18%	$154.3m	529.3K	+38.9% Added
AMGNAmgen	0.18%	$154.1m	425.6K	+16.7% Added
ORCLOracle Corporation	0.18%	$153.6m	1.05M	+20.2% Added
ADIAnalog Devices	0.18%	$151.4m	381.2K	+31.0% Added
CVSCVS Health	0.18%	$150.2m	1.45M	+4.2% Added
ASMLAsml Holding NV	0.18%	$148.7m	74.8K	+24.6% Added
LINLinde plc	0.18%	$148.2m	285.5K	+27.2% Added
CRUSCirrus Logic, Inc.	0.18%	$147.9m	995.7K	+5.7% Added
MTCHMatch Group, Inc.	0.17%	$145.9m	3.84M	+38.6% Added
HOODRobinhood Markets	0.17%	$145.3m	1.45M	+6.5% Added
JBLJabil	0.17%	$142.4m	369.4K	−1.5% Reduced
EBAYeBay Inc.	0.17%	$141.3m	1.26M	+41.3% Added
TWLOTwilio Inc	0.17%	$139.8m	677.7K	+4.4% Added
EXPEExpedia Group	0.17%	$139.7m	546.1K	+22.5% Added
RLRalph Lauren Corporation	0.17%	$138.9m	346.0K	+5.3% Added
CWCurtiss Wright Corp	0.17%	$138.7m	183.0K	+12.1% Added
SNASnap-on	0.16%	$136.5m	339.3K	+33.7% Added
LAMRLamar Advertising Co	0.16%	$136.3m	873.6K	+29.0% Added
ORLYO'Reilly Automotive	0.16%	$136.1m	1.48M	+67.6% Added
JCIJohnson Controls	0.16%	$136.1m	931.6K	+31.0% Added
PEPPepsiCo	0.16%	$135.7m	1.00M	+57.1% Added
BNYBNY Mellon	0.16%	$132.8m	918.4K	+19.6% Added
WFCWells Fargo	0.16%	$132.7m	1.61M	+22.1% Added
CCKCrown Holdings, Inc.	0.16%	$132.6m	1.19M	+2.5% Added
FFIVF5, Inc.	0.16%	$131.7m	316.7K	+30.4% Added
MCDMcDonald's	0.16%	$131.2m	485.4K	−7.3% Reduced
DALDelta Air Lines	0.16%	$130.3m	1.39M	+20.5% Added
KEYSKeysight Technologies	0.16%	$130.0m	371.3K	+14.9% Added
SBUXStarbucks	0.16%	$129.6m	1.27M	+23.2% Added
ROKURoku, Inc	0.15%	$129.2m	935.6K	+59.8% Added
STSensata Technologies Holding plc	0.15%	$128.9m	2.70M	+12.4% Added
EDConsolidated Edison	0.15%	$127.9m	1.16M	+46.2% Added
GLWCorning Inc.	0.15%	$126.8m	496.6K	+1.4% Added
UNPUnion Pacific Corporation	0.15%	$126.8m	466.3K	+44.6% Added
GWWW. W. Grainger	0.15%	$126.4m	92.9K	+23.3% Added
CNCCentene Corporation	0.15%	$126.3m	1.97M	+133.7% Added
DLTRDollar Tree	0.15%	$126.3m	1.04M	+44.4% Added
ITWIllinois Tool Works	0.15%	$126.1m	466.3K	+68.3% Added
EPREPR Properties	0.15%	$124.6m	2.15M	+36.6% Added
UALUnited Airlines Holdings	0.15%	$124.3m	913.9K	+19.1% Added
AXPAmerican Express	0.15%	$123.4m	364.9K	+20.5% Added
OHIOmega Healthcare Investors Inc	0.15%	$123.1m	2.58M	+21.5% Added
EGPEastgroup Properties Inc	0.15%	$121.5m	599.9K	+19.7% Added
NNNNNN Reit, Inc.	0.14%	$119.9m	2.58M	+46.6% Added
CGNXCognex Corp	0.14%	$119.6m	1.65M	+19.9% Added
ETNEaton Corporation	0.14%	$119.2m	279.7K	+18.7% Added
ILMNIllumina, Inc.	0.14%	$117.9m	670.8K	+8.6% Added
AAgilent Technologies	0.14%	$115.6m	870.6K	+65.0% Added
YETIYeti Holdings, Inc.	0.14%	$115.4m	2.33M	+24.4% Added
CFGCitizens Financial Group	0.14%	$115.2m	1.64M	+25.4% Added
ROKRockwell Automation	0.14%	$115.0m	232.4K	+53.0% Added
BBYBest Buy	0.14%	$114.7m	1.51M	+119.9% Added
STTState Street Corporation	0.14%	$114.7m	676.4K	+16.2% Added
RHIRobert Half Inc.	0.14%	$114.7m	3.74M	+49.6% Added
VMIValmont Industries Inc	0.14%	$114.6m	198.4K	+23.9% Added
KRCKilroy Realty Corp	0.14%	$114.5m	3.06M	+116.0% Added
STXSeagate Technology	0.14%	$113.5m	117.6K	−6.4% Reduced
EWEdwards Lifesciences	0.14%	$113.3m	1.25M	+95.8% Added
DASHDoorDash	0.14%	$113.3m	613.8K	−6.3% Reduced
IBMIBM	0.14%	$113.1m	402.2K	+11.6% Added
ELVElevance Health	0.14%	$112.9m	292.0K	+48.7% Added
CBChubb Limited	0.13%	$111.9m	328.4K	+57.4% Added
ADPAutomatic Data Processing	0.13%	$111.2m	496.5K	+41.9% Added
DDOGDatadog, Inc.	0.13%	$110.8m	425.7K	+2.3% Added
WSTWest Pharmaceutical Services	0.13%	$110.6m	308.1K	+90.8% Added
NVSTEnvista Holdings Corp	0.13%	$110.5m	4.19M	+55.7% Added
ZIONZions Bancorporation, National Association	0.13%	$110.5m	1.60M	+28.5% Added
PCTYPaylocity Holding Corp	0.13%	$110.4m	1.06M	+110.0% Added
DUKDuke Energy	0.13%	$110.0m	868.8K	+46.5% Added
TERTeradyne	0.13%	$109.4m	226.0K	−6.6% Reduced
KHCKraft Heinz	0.13%	$108.2m	4.58M	+117.4% Added
CRMSalesforce	0.13%	$108.0m	689.1K	+36.6% Added
TNLTravel & Leisure Co.	0.13%	$107.6m	1.41M	+7.8% Added
MRVLMarvell Technology	0.13%	$106.9m	359.0K	+16.2% Added
SHWSherwin-Williams	0.13%	$106.9m	310.5K	+10.3% Added
ROSTRoss Stores	0.13%	$106.9m	502.2K	+53.2% Added
CASYCasey's	0.13%	$106.9m	134.5K	−0.9% Reduced
CFCF Industries	0.13%	$106.8m	986.2K	−5.8% Reduced
NTRSNorthern Trust	0.13%	$106.7m	613.6K	+11.8% Added
MANManpowergroup Inc.	0.13%	$106.0m	3.14M	+75.0% Added
MPWRMonolithic Power Systems, Inc.	0.13%	$104.6m	75.7K	+4.0% Added
TPRTapestry, Inc.	0.13%	$104.3m	712.4K	+12.4% Added
WWDWoodward, Inc.	0.13%	$104.3m	245.1K	+58.7% Added
DEDeere & Company	0.13%	$104.1m	164.1K	+11.7% Added
CLHClean Harbors Inc	0.12%	$102.3m	342.6K	−10.1% Reduced
EMREmerson Electric	0.12%	$102.3m	714.7K	+52.8% Added
XYZBlock, Inc.	0.12%	$102.1m	1.34M	+24.2% Added
NEENextEra Energy	0.12%	$101.7m	1.16M	+22.4% Added

Company	Bought (value)	Shares
NVDANVIDIA Corporation	$771.1m	3.85M
AAPLApple Inc.	$642.7m	2.22M
AMZNAmazon	$335.6m	1.41M
MSFTMicrosoft Corporation	$253.3m	679.1K
KLACKLA Corporation	$249.1m	825.6K
GOOGLAlphabet Inc. (Class A)	$241.4m	675.4K
AVGOBroadcom	$194.9m	516.1K
MUMicron Technology	$156.9m	136.0K
AMDAdvanced Micro Devices	$153.7m	264.6K
INTCIntel	$150.7m	1.08M
LLYLilly (Eli)	$136.3m	113.7K
TSLATesla, Inc.	$125.7m	298.8K
METAMeta Platforms	$122.4m	217.3K
VVisa Inc.	$107.2m	312.6K
JPMJPMorgan Chase	$99.9m	305.1K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Sold (value)	Shares
INGRIngredion Inc	−$69.0m	−729.0K
CMCSAComcast	−$53.2m	−2.17M
OKTAOkta, Inc.	−$41.5m	−304.4K
AOSA. O. Smith	−$39.5m	−630.1K
WDCWestern Digital	−$37.3m	−58.4K
CAHCardinal Health	−$29.4m	−123.7K
GGGGraco Inc	−$28.9m	−381.6K
GAPGAP Inc	−$28.7m	−1.54M
LOPEGrand Canyon Education, Inc.	−$26.4m	−184.2K
TOLToll Brothers, Inc.	−$26.1m	−158.4K
ECLEcolab	−$24.1m	−86.4K
JKHYJack Henry & Associates Inc	−$23.9m	−173.4K
LOWLowe's	−$23.5m	−106.5K
KDPKeurig Dr Pepper	−$23.1m	−705.8K
SAMBoston Beer Co Inc	−$22.7m	−128.0K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Value last quarter	Shares
MIAXMiami International Holdings, Inc.	$2.2m	55.5K
FDUSFidus Investment Corp	$473,214	27.2K
BTGB2gold Corp	$472,474	104.3K
UWMCUWM Holdings Corp	$433,424	119.7K
CRVSCorvus Pharmaceuticals, Inc.	$336,227	23.0K
ATHMAutohome Inc.	$325,861	18.8K
CATXPerspective Therapeutics, Inc.	$273,110	65.5K
TSSITSS, Inc.	$260,720	20.0K
WPPWPP plc	$257,255	16.5K
MEOHMethanex Corp	$252,404	4.2K
NAGENiagen Bioscience, Inc.	$224,672	50.9K
CIGIColliers International Group Inc.	$222,443	2.1K
QFINQfin Holdings, Inc.	$211,956	16.4K
FULCFulcrum Therapeutics, Inc.	$196,881	25.7K
HUCKHuckleberry.ai, Inc.	$188,298	61.5K
OTFBlue Owl Technology Finance Corp.	$184,004	14.9K
QTRXQuanterix Corp	$167,531	47.6K
EMBCEmbecta Corp.	$150,415	17.0K
VYGRVoyager Therapeutics, Inc.	$137,814	35.7K
PHATPhathom Pharmaceuticals, Inc.	$128,165	11.5K
ADCTADC Therapeutics SA	$55,196	14.7K
AVDAmerican Vanguard Corp	$35,677	14.3K
ALTAltimmune, Inc.	$32,759	10.6K
RXRXRecursion Pharmaceuticals, Inc.	$31,707	10.3K
PLUGPlug Power Inc	$27,280	12.1K

Technology32.2%
Industrials13.0%
Financials12.4%
Consumer Discretionary10.5%
Health Care9.1%
Communication Services6.2%
Consumer Staples5.2%
Real Estate4.1%
Materials3.1%
Utilities2.5%
Energy1.9%

Share of the value held in companies we cover, by sector.

Period	Copy, a year	S&P 500	Sharpe	S&P 500	Biggest drop	Beta
Whole backtestFebruary 17, 2023 to November 2, 2026	+16.7%	+19.7%	0.84	1.02	−17.5%	0.98
Last three yearsNovember 3, 2023 to November 2, 2026	+19.3%	+21.8%	1.02	1.16	−17.5%	0.97
Last yearNovember 7, 2025 to November 2, 2026	+14.3%	+14.2%	0.87	0.84	−9.6%	0.90

From SEC Form 13F data sets. A 13F lists long positions in US-listed shares at the quarter's end, filed up to 45 days later; it does not show shorts, cash, bonds, non-US holdings or trades within the quarter. Positions in companies outside our coverage are not listed here. Research, not investment advice.