1y return+17.1%S&P 500 +20.9%
3y return+54.6%S&P 500 +68.5%
5y return+51.5%S&P 500 +74.5%
These returns are for its stock picks as disclosed on Form 13F: last quarter's holdings, valued at this quarter's prices. They miss trades within each quarter, short positions, options, bonds, cash and fees, so they aren't the returns its clients got.
$100 invested in its stock picks
Since December 31, 2018: $257 against $299 in the S&P 500.2
Quantinno Capital Management LPS&P 500 (SPY)
Top holdings
At the end of June 30, 2026. Change is in shares since the quarter before.2
| Stock | Value | Share of portfolio | Change |
|---|---|---|---|
| NVDANvidia Corporation | $4.7B | 5.6% | +19.8% |
| AAPLApple Inc | $4.0B | 4.9% | +18.9% |
| MSFTMicrosoft Corp | $1.8B | 2.1% | +16.7% |
| GOOGLAlphabet Inc | $1.6B | 1.9% | +17.8% |
| AMZNAmazon Com Inc | $1.6B | 1.9% | +26.9% |
| GOOGAlphabet Inc | $1.4B | 1.6% | +21.8% |
| AVGOBroadcom Inc | $1.1B | 1.3% | +22.1% |
| METAMeta Platforms Inc | $973.0M | 1.2% | +14.4% |
| MUMicron Technology Inc | $830.0M | 1.0% | +23.3% |
| TSLATesla Inc | $739.7M | 0.9% | +20.5% |
| BRK/BBerkshire Hathaway Inc Del | $709.9M | 0.9% | +15.1% |
| SPYState Str Spdr S&p 500 Etf T | $678.4M | 0.8% | +15.7% |
| LLYEli Lilly & Co | $656.7M | 0.8% | +26.2% |
| JPMJpmorgan Chase & Co | $619.5M | 0.7% | +19.2% |
| AMDAdvanced Micro Devices Inc | $572.1M | 0.7% | +36.7% |
| VOOVanguard Index Fds | $530.0M | 0.6% | +12.1% |
| LRCXLam Research Corp | $480.2M | 0.6% | +4.2% |
| JNJJohnson & Johnson | $446.0M | 0.5% | +9.2% |
| VTIVanguard Index Fds | $426.5M | 0.5% | +28.0% |
| IVVIshares Tr | $418.1M | 0.5% | +29.6% |
| VVisa Inc | $412.6M | 0.5% | +35.1% |
| CATCaterpillar Inc | $382.1M | 0.5% | +16.3% |
| INTCIntel Corp | $378.5M | 0.5% | +66.2% |
| Exxon Mobil CorpCUSIP 30231G102 | $372.6M | 0.4% | +13.6% |
| AMATApplied Matls Inc | $372.2M | 0.4% | +9.1% |
Best picks still held
How each current holding has done since the quarter it first appeared in its filings (up to six years back).
| Stock | Held since | Return since | Now worth |
|---|---|---|---|
| NVDANvidia Corporation | December 31, 2021 | +580.3% | $4.7B |
| LRCXLam Research Corp | December 31, 2024 | +499.9% | $480.2M |
| AVGOBroadcom Inc | December 31, 2021 | +467.7% | $1.1B |
| AMDAdvanced Micro Devices Inc | March 31, 2022 | +431.3% | $572.1M |
| CATCaterpillar Inc | December 31, 2021 | +415.1% | $382.1M |
| AMATApplied Matls Inc | December 31, 2021 | +359.5% | $372.2M |
| GEGe Aerospace | December 31, 2022 | +346.0% | $240.4M |
| LLYEli Lilly & Co | December 31, 2021 | +334.2% | $656.7M |
| GSGoldman Sachs Group Inc | June 30, 2022 | +240.5% | $256.4M |
| CSCOCisco Sys Inc | June 30, 2020 | +151.8% | $361.9M |
Sold off last quarter
- Honeywell Intl IncCUSIP 438516106 was $86.5M
- Dupont De Nemours IncCUSIP 26614N102 was $77.8M
- Carnival CorpCUSIP 143658300 was $52.1M
- Hologic IncCUSIP 436440101 was $43.9M
- CTRACoterra Energy Inc was $17.1M
- Air Lease CorpCUSIP 00912X302 was $12.8M
- Sealed Air Corp NewCUSIP 81211K100 was $11.0M
- Clearway Energy IncCUSIP 18539C105 was $9.3M
- Thomson Reuters CorpCUSIP 884903808 was $8.1M
- Apellis Pharmaceuticals IncCUSIP 03753U106 was $4.9M
Quarter by quarter
| Quarter | Its picks | S&P 500 |
|---|---|---|
| June 30, 2026 | +12.3% | +14.8% |
| March 31, 2026 | −4.4% | −4.6% |
| December 31, 2025 | +1.6% | +2.4% |
| September 30, 2025 | +7.3% | +7.8% |
| June 30, 2025 | +9.2% | +10.5% |
| March 31, 2025 | −4.4% | −4.6% |
| December 31, 2024 | +0.9% | +2.1% |
| September 30, 2024 | +6.5% | +5.4% |
| June 30, 2024 | +1.3% | +4.0% |
| March 31, 2024 | +8.8% | +10.0% |
| December 31, 2023 | +11.0% | +11.2% |
| September 30, 2023 | −3.6% | −3.6% |
| June 30, 2023 | +7.1% | +8.3% |
| March 31, 2023 | +5.9% | +7.0% |
| December 31, 2022 | +7.3% | +7.1% |
| September 30, 2022 | −4.3% | −5.3% |
| June 30, 2022 | −16.8% | −16.5% |
| March 31, 2022 | −6.0% | −4.9% |
| December 31, 2021 | +8.9% | +10.7% |
| September 30, 2021 | −1.2% | +0.3% |
Sources
Every number on this page points here. Each one links to the public record.
- 1SEC EDGAR: Quantinno Capital Management LP Form 13F filingshttps://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1759654&type=13F-HR&dateb=&owner=include&count=40CIK 1759654
- 2SEC: 13F for the quarter ended June 30, 2026https://www.sec.gov/Archives/edgar/data/1759654/000175965426000006/Filed August 13, 2026 · accession 0001759654-26-000006