QCM

Quantinno Capital Management Portfolio holdings

AUM $36.7B

1-Year Est. Return 26.5%

This Quarter Est. Return

1 Year Est. Return

+26.5%

3 Year Est. Return

5 Year Est. Return

10 Year Est. Return

AUM

$36.7B

AUM Growth

+$13.5B (+59%)

Cap. Flow

Cap. Flow % of AUM

Top 10 Holdings % Top 10 Hldgs %

Holding

3,004

New

Increased

Reduced

Closed

Top Buys

1		+$735M
2		+$653M
3		+$463M
4	Microsoft MSFT	+$425M
5	Amazon AMZN	+$224M

Top Sells

1		+$30.7M
2		+$22.2M
3		+$17.2M
4	AMED Amedisys AMED	+$16.2M
5	Masimo MASI	+$11.9M

Sector Composition

1	Technology	28.99%
2	Financials	12.47%
3	Consumer Discretionary	10.83%
4	Communication Services	9.44%
5	Industrials	9.34%

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal
451	451 Dimensional US Core Equity 2 ETF DFAC $40.7B	$17.1M	0.05%	444,283 +311,047
452	452 Envista NVST $4B	$17.1M	0.05%	839,936 +613,666
453	453 Textron TXT $16.4B	$17.1M	0.05%	202,145 +51,953
454	454 Leggett & Platt LEG $1.64B	$17.1M	0.05%	1,920,100 +776,936
455	455 Unilever UL $142B	$17M	0.05%	255,660 +54,749
456	456 Freeport-McMoran FCX $86.3B	$16.9M	0.05%	430,784 +47,240
457	457 Littelfuse LFUS $7.13B	$16.8M	0.05%	64,766 +38,138
458	458 Floor & Decor FND $7.8B	$16.7M	0.05%	226,666 +171,115
459	K 459 DELISTED Kellanova K	$16.6M	0.05%	202,733 +26,598
460	460 Cboe Global Markets CBOE $28.5B	$16.5M	0.05%	67,380 +17,810
461	461 Apollo Global Management APO $80.5B	$16.5M	0.05%	123,929 +39,337
462	462 Marvell Technology MRVL $67.7B	$16.5M	0.05%	196,393 +73,706
463	463 Jefferies Financial Group JEF $12.6B	$16.5M	0.05%	251,886 +56,440
464	464 Voya Financial VOYA $6.97B	$16.4M	0.04%	219,810 +84,205
465	465 British American Tobacco BTI $122B	$16.4M	0.04%	309,391 +51,527
466	466 American Tower AMT $83.2B	$16.4M	0.04%	85,309 +3,407
467	467 ORIX IX $33.6B	$16.4M	0.04%	628,109 +146,782
468	468 CSX Corp CSX $66.1B	$16.3M	0.04%	458,133 +143,570
469	469 PTC PTC $19.2B	$16.2M	0.04%	80,038 +33,086
470	470 Take-Two Interactive TTWO $44.5B	$16.2M	0.04%	62,884 +8,597
471	471 Targa Resources TRGP $39.7B	$16.2M	0.04%	96,825 +32,389
472	472 Best Buy BBY $13.8B	$16.2M	0.04%	214,352 +47,175
473	473 Toyota TM $287B	$16.1M	0.04%	84,423 +22,949
474	474 Expeditors International EXPD $21.3B	$16M	0.04%	130,530 +10,784
475	475 Trimble TRMB $16.6B	$16M	0.04%	195,566 +79,402