Institution
Aperio Group, LLC
13F for December 31, 2020, filed February 5, 2021 · SEC CIK 1364615 · Holdings history from June 30, 2006
The latest available holdings for this manager are dated December 31, 2020.
- Reported value
- $33.8bn 87% in companies we cover
- Positions we cover
- 1,709 Largest AAPL 5.9%
- Copy, a year
- +15.0% S&P 500 +15.6%
- Copy Sharpe ratio
- 0.93 S&P 500 0.96
Historical holdings
| Issuer | Class / type | Reported value | Quantity |
|---|---|---|---|
| MODERNA INC60770K107 · MRNA | COM | $12.2m | 116,442 |
| MOELIS & CO60786M105 · MC | CL A | $403,000 | 8,621 |
| MOHAWK INDS INC608190104 · MHK | COM | $3.9m | 27,376 |
| MOLINA HEALTHCARE INC60855R100 · MOH | COM | $7.4m | 34,833 |
| MOLSON COORS BEVERAGE COMPANY CL B60871R209 · TAP | CL B | $4.4m | 97,855 |
| MOMO INC60879B107 | ADR | $2.0m | 142,025 |
| MONARCH CASINO & RESORT INC609027107 · MCRI | COM | $460,000 | 7,522 |
| MONDELEZ INTL INC609207105 · MDLZ | CL A | $75.8m | 1,296,241 |
| MONGODB INC CL A60937P106 · MDB | CL A | $5.6m | 15,654 |
| MONMOUTH REAL ESTATE INVT CORP609720107 | CL A | $686,000 | 39,563 |
| MONOLITHIC PWR SYS INC609839105 · MPWR | COM | $12.0m | 32,775 |
| MONRO INC610236101 · MNRO | COM | $311,000 | 5,837 |
| MONSTER BEVERAGE CORP NEW61174X109 · MNST | COM | $23.5m | 254,035 |
| MOODYS CORP615369105 · MCO | COM | $40.7m | 140,226 |
| MOOG INC615394202 | CL A | $775,000 | 9,776 |
| MORGAN STANLEY617446448 · MS | COM NEW | $82.0m | 1,196,211 |
| MORNINGSTAR INC617700109 · MORN | COM | $18.2m | 78,596 |
| MOSAIC CO NEW61945C103 · MOS | COM | $6.9m | 299,254 |
| MOTOROLA SOLUTIONS INC620076307 · MSI | COM NEW | $29.8m | 175,284 |
| MR COOPER GROUP INC62482R107 | COM | $3.3m | 107,083 |
| MRC GLOBAL INC55345K103 | COM | $661,000 | 99,767 |
| MSA SAFETY INC553498106 · MSA | COM | $1.7m | 11,619 |
| MSC INDL DIRECT INC553530106 · MSM | CL A | $16.1m | 190,522 |
| MSCI INC55354G100 · MSCI | COM | $26.1m | 58,458 |
| MSG NETWORK INC553573106 | CL A | $507,000 | 34,379 |
| MTS SYS CORP553777103 · DDD | COM | $1.9m | 32,950 |
| MUELLER INDS INC624756102 · MLI | COM | $631,000 | 17,975 |
| MUELLER WTR PRODS INC624758108 · MWA | COM SER A | $385,000 | 31,126 |
| MURPHY OIL CORP626717102 · MUR | COM | $4.8m | 394,744 |
| MURPHY USA INC626755102 · MUSA | COM | $3.2m | 24,427 |
| MYERS INDS INC628464109 · MYE | COM | $667,000 | 32,108 |
| MYR GROUP INC DEL55405W104 · MYRG | COM | $2.8m | 46,457 |
| MYRIAD GENETICS INC62855J104 · MYGN | COM | $417,000 | 21,088 |
| NANOSTRING TECHNOLOGIES INC63009R109 | COM | $672,000 | 10,055 |
| NASDAQ INC631103108 · NDAQ | COM | $17.9m | 134,976 |
| NATERA INC632307104 · NTRA | COM | $1.1m | 10,814 |
| NATIONAL BEVERAGE CORP635017106 · FIZZ | COM | $477,000 | 5,620 |
| NATIONAL BK HLDGS CORP633707104 · NBHC | CL A | $281,000 | 8,570 |
| NATIONAL CINEMEDIA INC635309107 · NCMI | COM | $55,000 | 14,892 |
| NATIONAL ENERGY SERVICES REUNIG6375R107 · NESR | SHS | $426,000 | 42,916 |
| NATIONAL FUEL GAS CO N J636180101 · NFG | COM | $5.2m | 126,246 |
| NATIONAL GEN HLDGS CORP636220303 | COM | $1.5m | 42,774 |
| NATIONAL GRID PLC636274409 | SPONSORED ADR NE | $18.7m | 317,211 |
| NATIONAL HEALTH INVS INC63633D104 · NHI | COM | $817,000 | 11,816 |
| NATIONAL HEALTHCARE CORP635906100 · NHC | COM | $910,000 | 13,699 |
| NATIONAL INSTRS CORP636518102 | COM | $5.3m | 120,443 |
| NATIONAL OILWELL VARCO INC637071101 | COM | $3.6m | 262,241 |
| NATIONAL PRESTO INDS INC637215104 · NPK | COM | $783,000 | 8,852 |
| NATIONAL RETAIL PPTYS INC637417106 · NNN | COM | $3.2m | 79,397 |
| WHIRLPOOL CORP963320106 · WHR | COM | $7.0m | 38,683 |
| WHITE MTNS INS GROUP LTDG9618E107 · WTM | COM | $3.8m | 3,835 |
| WIDEOPENWEST INC96758W101 | COM | $278,000 | 26,074 |
| WILEY JOHN & SONS INC968223206 · WLY | CL A | $2.6m | 56,450 |
| WILLIAMS COS INC DEL969457100 · WMB | COM | $13.9m | 691,526 |
| WILLIAMS SONOMA INC969904101 · WSM | COM | $5.6m | 55,332 |
| WILLIS TOWERS WATSON PUB LTDG96629103 · WTW | SHS | $12.7m | 60,101 |
| WILLSCOT MOBIL MINI HLDNG CORP CL A971378104 · WSC | COM CL A | $1.0m | 43,280 |
| WINGSTOP INC974155103 · WING | COM | $874,000 | 6,592 |
| WINNEBAGO INDS INC974637100 · WGO | COM | $1.5m | 25,416 |
| WINTRUST FINL CORP97650W108 · WTFC | COM | $5.2m | 84,748 |
| WIPRO LTD97651M109 | SPON ADR 1 SH | $26.8m | 4,741,413 |
| WISDOMTREE INVTS INC97717P104 · WT | COM | $600,000 | 112,185 |
| WIX COM LTDM98068105 · WIX | SHS | $5.5m | 22,031 |
| WNS HOLDINGS LTD92932M101 | SPON ADR | $2.3m | 32,352 |
| WOLVERINE WORLD WIDE INC978097103 · WWW | COM | $781,000 | 24,986 |
| WOODWARD INC980745103 · WWD | COM | $2.5m | 20,290 |
| WOORI FINANCIAL GROUP INC981064108 | SPONSORED ADS | $33.6m | 1,226,061 |
| WORKDAY INC98138H101 · WDAY | CL A | $14.6m | 61,092 |
| WORKIVA INC98139A105 · WK | COM CL A | $872,000 | 9,522 |
| WORLD ACCEP CORP DEL981419104 · WRLD | COM | $443,000 | 4,330 |
| WORLD FUEL SVCS CORP981475106 · WKC | COM | $1.4m | 43,498 |
| WORLD WRESTLING ENTMT INC98156Q108 | CL A | $1.9m | 39,183 |
| WORTHINGTON INDS INC981811102 · WOR | COM | $2.5m | 48,773 |
| WPP PLC92937A102 · WPP | ADR | $17.4m | 321,710 |
| WPX ENERGY INC98212B103 | COM | $8.5m | 1,038,553 |
| WSFS FINL CORP929328102 · WSFS | COM | $535,000 | 11,928 |
| WW INTL INC98262P101 | COM | $265,000 | 10,853 |
| WYNDHAM DESTINATIONS INC98310W108 | COM | $6.2m | 138,028 |
| WYNDHAM HOTELS & RESORTS INC98311A105 · WH | COM | $3.6m | 60,288 |
| WYNN RESORTS LTD983134107 · WYNN | COM | $4.2m | 37,416 |
| XBIOTECH INC98400H102 · XBIT | COM | $233,000 | 14,909 |
| XCEL ENERGY INC98389B100 · XEL | COM | $28.0m | 420,474 |
| XENCOR INC98401F105 · XNCR | COM | $390,000 | 8,949 |
| XENIA HOTELS & RESORTS INC984017103 · XHR | COM | $387,000 | 25,488 |
| XEROX HOLDINGS CORP NEW98421M106 · XRX | COM NEW | $2.9m | 124,276 |
| XILINX INC983919101 | COM | $29.3m | 206,565 |
| XPENG INC98422D105 · XPEV | ADS | $649,000 | 15,142 |
| XPERI HOLDING CORP98390M103 | COM | $360,000 | 17,239 |
| XPO LOGISTICS INC983793100 · XPO | COM | $4.0m | 33,864 |
| XYLEM INC98419M100 · XYL | COM | $28.5m | 280,387 |
| Y MABS THERAPEUTICS INC984241109 | COM | $281,000 | 5,685 |
| YAMANA GOLD INC98462Y100 | COM | $1.7m | 304,353 |
| YANDEX NVN97284108 · NBIS | SHS CLASS A | $410,000 | 5,897 |
| YELP INC985817105 · YELP | CL A | $1.4m | 43,738 |
| YETI HOLDINGS INC98585X104 · YETI | COM | $804,000 | 11,737 |
| YEXT INC98585N106 · YEXT | COM | $190,000 | 12,088 |
| YIREN DIGITAL LTD98585L100 · YRD | SPONSORED ADS | $42,000 | 12,531 |
| YORK WTR CO987184108 · YORW | COM | $312,000 | 6,691 |
| YPF SOCIEDAD ANONIMA984245100 | SPON ADR CL D | $55,000 | 11,770 |
| YUM BRANDS INC988498101 · YUM | COM | $28.6m | 263,133 |
How copying its 13F would have done
Reported value by quarter
View chart data
| Period | Reported value |
|---|---|
| 2012-09-30 | $2.7B |
| 2013-06-30 | $4.2B |
| 2013-09-30 | $5.2B |
| 2013-12-31 | $6.4B |
| 2014-03-31 | $7.1B |
| 2014-06-30 | $6.9B |
| 2014-09-30 | $7.4B |
| 2014-12-31 | $8.1B |
| 2015-03-31 | $8.9B |
| 2015-06-30 | $9.7B |
| 2015-09-30 | $9.8B |
| 2015-12-31 | $10.9B |
| 2016-03-31 | $11.7B |
| 2016-06-30 | $12.8B |
| 2016-09-30 | $13.8B |
| 2016-12-31 | $13.1B |
| 2017-03-31 | $14.6B |
| 2017-06-30 | $16.3B |
| 2017-09-30 | $17.7B |
| 2017-12-31 | $19.7B |
| 2018-03-31 | $20.1B |
| 2018-06-30 | $20.9B |
| 2018-09-30 | $22.7B |
| 2018-12-31 | $19.8B |
| 2019-03-31 | $23.2B |
| 2019-06-30 | $24.5B |
| 2019-09-30 | $25.3B |
| 2019-12-31 | $27.8B |
| 2020-03-31 | $22.6B |
| 2020-06-30 | $27.1B |
| 2020-09-30 | $29.6B |
| 2020-12-31 | $33.8B |
Latest covered holdings and moves
| Company | Share of portfolio | Value | Shares | Change in shares |
|---|---|---|---|---|
| AAPLApple Inc. | 5.90% | $2.0bn | 15.03M | +0.1% |
| MSFTMicrosoft Corporation | 4.29% | $1.4bn | 6.51M | +1.2% Added |
| AMZNAmazon | 3.25% | $1.1bn | 337.5K | −1.4% Reduced |
| GOOGLAlphabet Inc. (Class A) | 1.80% | $609.1m | 347.5K | +1.9% Added |
| METAMeta Platforms | 1.47% | $497.0m | 1.82M | +1.4% Added |
| JNJJohnson & Johnson | 1.11% | $375.1m | 2.38M | −5.4% Reduced |
| VVisa Inc. | 1.06% | $356.9m | 1.63M | +1.0% Added |
| TSMTaiwan Semiconductor Manufacturing Co LTD | 1.00% | $338.9m | 3.11M | +0.6% Added |
| TSLATesla, Inc. | 0.97% | $326.4m | 462.5K | +21.6% Added |
| UNHUnitedHealth Group | 0.91% | $306.3m | 873.4K | +1.8% Added |
| JPMJPMorgan Chase | 0.87% | $292.7m | 2.30M | +3.5% Added |
| PGProcter & Gamble | 0.83% | $280.4m | 2.01M | +0.6% Added |
| HDThe Home Depot | 0.83% | $279.0m | 1.05M | +0.9% Added |
| NVDANVIDIA Corporation | 0.81% | $274.6m | 525.9K | +1.0% Added |
| MAMastercard | 0.79% | $266.3m | 746.1K | +1.0% Added |
| WMTWalmart | 0.79% | $266.0m | 1.85M | −1.4% Reduced |
| DISThe Walt Disney Company | 0.72% | $241.9m | 1.34M | +8.2% Added |
| ADBEAdobe Inc. | 0.70% | $235.5m | 470.9K | +2.0% Added |
| PYPLPayPal | 0.65% | $219.5m | 937.3K | +2.4% Added |
| ACNAccenture | 0.65% | $218.3m | 835.9K | +1.7% Added |
| VZVerizon | 0.63% | $214.4m | 3.65M | −2.6% Reduced |
| TMOThermo Fisher Scientific | 0.63% | $212.8m | 456.9K | +1.0% Added |
| NEENextEra Energy | 0.58% | $195.0m | 2.53M | +298.6% Added |
| CMCSAComcast | 0.57% | $192.3m | 3.67M | −0.3% |
| INTCIntel | 0.56% | $188.4m | 3.78M | −5.4% Reduced |
| MRKMerck & Co. | 0.55% | $186.9m | 2.28M | −2.4% Reduced |
| PEPPepsiCo | 0.54% | $183.5m | 1.24M | +0.6% Added |
| NKENike, Inc. | 0.53% | $178.7m | 1.26M | +2.7% Added |
| NFLXNetflix | 0.50% | $170.0m | 314.3K | +0.9% Added |
| TXNTexas Instruments | 0.50% | $168.4m | 1.03M | −0.6% Reduced |
| ABTAbbott Laboratories | 0.50% | $168.0m | 1.53M | +1.8% Added |
| BACBank of America | 0.48% | $162.8m | 5.37M | +2.5% Added |
| COSTCostco | 0.47% | $159.1m | 422.4K | −1.4% Reduced |
| DHRDanaher Corporation | 0.47% | $159.1m | 716.1K | +0.1% |
| CSCOCisco | 0.47% | $159.0m | 3.55M | −4.1% Reduced |
| ABBVAbbVie | 0.45% | $150.8m | 1.41M | +2.0% Added |
| BABAAlibaba Group Holding Ltd | 0.43% | $146.8m | 630.9K | +0.1% |
| PFEPfizer | 0.43% | $144.2m | 3.92M | −0.5% Reduced |
| MCDMcDonald's | 0.41% | $138.0m | 643.3K | +3.3% Added |
| CRMSalesforce | 0.39% | $132.0m | 593.3K | +1.9% Added |
| ORCLOracle Corporation | 0.37% | $126.2m | 1.95M | +2.0% Added |
| LLYLilly (Eli) | 0.37% | $126.0m | 746.0K | −4.4% Reduced |
| KOThe Coca-Cola Company | 0.37% | $125.9m | 2.31M | −1.7% Reduced |
| AMGNAmgen | 0.37% | $125.9m | 547.5K | −5.9% Reduced |
| TGTTarget Corporation | 0.37% | $125.0m | 708.1K | −0.2% |
| QCOMQualcomm | 0.37% | $125.0m | 820.4K | +5.4% Added |
| UNPUnion Pacific Corporation | 0.35% | $119.1m | 571.9K | +2.0% Added |
| NVONovo Nordisk A S | 0.35% | $116.8m | 1.67M | +5.6% Added |
| AVGOBroadcom | 0.32% | $109.4m | 249.8K | +3.7% Added |
| SBUXStarbucks | 0.32% | $109.3m | 1.02M | +3.6% Added |
| ASMLAsml Holding NV | 0.32% | $107.3m | 220.0K | +5.7% Added |
| BMYBristol Myers Squibb | 0.31% | $103.3m | 1.66M | −1.7% Reduced |
| INTUIntuit | 0.29% | $99.1m | 260.8K | +2.6% Added |
| LOWLowe's | 0.27% | $92.1m | 574.1K | +3.8% Added |
| TMToyota Motor Corp/ | 0.27% | $90.5m | 585.5K | −3.8% Reduced |
| MDTMedtronic | 0.26% | $88.7m | 757.5K | +2.8% Added |
| TAT&T | 0.26% | $88.5m | 3.08M | −22.4% Reduced |
| TJXTJX Companies | 0.26% | $86.2m | 1.26M | +1.5% Added |
| ELVElevance Health | 0.25% | $84.8m | 264.2K | +2.7% Added |
| CLColgate-Palmolive | 0.25% | $84.5m | 988.1K | +11.2% Added |
| CHTRCharter Communications | 0.24% | $82.9m | 125.3K | +0.2% |
| BLKBlackRock | 0.24% | $82.7m | 114.6K | +1.4% Added |
| SPGIS&P Global | 0.24% | $82.2m | 250.1K | −4.9% Reduced |
| MSMorgan Stanley | 0.24% | $82.0m | 1.20M | +21.0% Added |
| ADPAutomatic Data Processing | 0.24% | $80.7m | 457.7K | +3.2% Added |
| CHTChunghwa Telecom Co LTD | 0.24% | $79.8m | 2.07M | −1.1% Reduced |
| MDLZMondelez International | 0.22% | $75.8m | 1.30M | +16.2% Added |
| AMTAmerican Tower | 0.22% | $74.5m | 332.0K | −4.7% Reduced |
| CVSCVS Health | 0.22% | $74.0m | 1.08M | +4.5% Added |
| AWKAmerican Water Works | 0.21% | $71.5m | 466.2K | +1.2% Added |
| NOWServiceNow | 0.21% | $71.1m | 129.2K | −0.8% Reduced |
| PLDPrologis | 0.20% | $68.9m | 691.6K | +0.9% Added |
| MMM3M | 0.20% | $68.0m | 389.1K | +2.9% Added |
| AZNAstrazeneca PLC | 0.20% | $67.9m | 1.36M | −5.0% Reduced |
| ZTSZoetis | 0.20% | $67.9m | 410.3K | +12.8% Added |
| DGDollar General | 0.20% | $67.4m | 320.6K | +2.4% Added |
| ALLAllstate | 0.20% | $66.9m | 608.8K | +9.9% Added |
| AMDAdvanced Micro Devices | 0.20% | $66.4m | 724.3K | +1.9% Added |
| UPSUnited Parcel Service | 0.20% | $66.4m | 394.4K | +6.7% Added |
| ITWIllinois Tool Works | 0.20% | $66.2m | 324.6K | +4.4% Added |
| ISRGIntuitive Surgical | 0.20% | $66.1m | 80.8K | +12.9% Added |
| NEMNewmont | 0.19% | $65.4m | 1.09M | −5.6% Reduced |
| AXPAmerican Express | 0.19% | $65.3m | 540.4K | +2.8% Added |
| BHPBHP Group Ltd | 0.19% | $64.3m | 983.4K | +0.5% Added |
| UMCUnited Microelectronics Corp | 0.19% | $63.8m | 7.56M | −6.8% Reduced |
| CCitigroup | 0.19% | $63.5m | 1.03M | −9.5% Reduced |
| CMICummins | 0.18% | $61.9m | 272.5K | −0.8% Reduced |
| CATCaterpillar Inc. | 0.18% | $61.9m | 339.9K | −0.7% Reduced |
| LMTLockheed Martin | 0.18% | $61.3m | 172.6K | −9.8% Reduced |
| MUMicron Technology | 0.18% | $61.0m | 810.7K | +1.3% Added |
| BDXBecton Dickinson | 0.18% | $60.8m | 242.9K | +2.6% Added |
| BABoeing | 0.18% | $60.6m | 283.0K | −1.4% Reduced |
| GSGoldman Sachs | 0.18% | $60.5m | 229.3K | +6.8% Added |
| ADSKAutodesk, Inc. | 0.18% | $60.3m | 197.6K | +2.3% Added |
| AMATApplied Materials | 0.18% | $60.1m | 696.7K | +5.6% Added |
| CDNSCadence Design Systems Inc | 0.17% | $58.9m | 432.0K | −2.3% Reduced |
| ECLEcolab | 0.17% | $58.6m | 271.0K | +1.5% Added |
| CVXChevron Corporation | 0.17% | $58.3m | 690.7K | +2.6% Added |
| TMUST-Mobile US | 0.17% | $57.9m | 429.4K | +14.1% Added |
| RYRoyal Bank Of Canada | 0.17% | $56.7m | 691.3K | +10.2% Added |
| HUMHumana | 0.17% | $56.0m | 136.6K | −2.1% Reduced |
| DEDeere & Company | 0.16% | $55.3m | 205.5K | +5.1% Added |
| RTXRTX Corporation | 0.16% | $54.5m | 762.7K | −2.4% Reduced |
| PGRProgressive Corporation | 0.16% | $54.5m | 551.2K | +0.9% Added |
| LRCXLam Research | 0.16% | $54.1m | 114.6K | −0.7% Reduced |
| PNCPNC Financial Services | 0.16% | $53.8m | 361.1K | +3.8% Added |
| SYKStryker Corporation | 0.16% | $53.7m | 219.1K | +0.9% Added |
| WMWaste Management | 0.16% | $53.6m | 454.2K | +3.3% Added |
| APDAir Products | 0.16% | $53.5m | 195.8K | −3.5% Reduced |
| CSXCSX Corporation | 0.16% | $53.3m | 587.8K | +4.6% Added |
| METMetLife | 0.16% | $52.9m | 1.13M | −2.9% Reduced |
| PMPhilip Morris International | 0.16% | $52.8m | 637.9K | −6.2% Reduced |
| CLXClorox | 0.16% | $52.6m | 260.3K | +7.5% Added |
| FISFidelity National Information Services | 0.15% | $52.3m | 370.0K | −0.3% |
| SHWSherwin-Williams | 0.15% | $51.9m | 70.6K | +1.3% Added |
| ETNEaton Corporation | 0.15% | $51.6m | 429.8K | +0.2% |
| SAPSAP SE | 0.15% | $51.2m | 393.0K | −16.8% Reduced |
| CICigna | 0.15% | $50.9m | 244.5K | +4.6% Added |
| IBMIBM | 0.15% | $50.6m | 402.0K | −15.9% Reduced |
| ELThe Estée Lauder Companies | 0.15% | $50.1m | 188.4K | −1.0% Reduced |
| BKNGBooking Holdings | 0.15% | $49.7m | 22.3K | +0.2% |
| KMBKimberly-Clark | 0.14% | $48.6m | 360.6K | −18.6% Reduced |
| PRUPrudential Financial | 0.14% | $48.0m | 614.3K | −0.5% Reduced |
| TRVThe Travelers Companies | 0.14% | $47.6m | 339.2K | +2.3% Added |
| ICEIntercontinental Exchange | 0.14% | $46.0m | 399.4K | +2.8% Added |
| EQIXEquinix | 0.14% | $45.6m | 63.8K | +1.4% Added |
| HRLHormel Foods | 0.13% | $45.4m | 974.4K | −11.4% Reduced |
| SNPSSynopsys Inc | 0.13% | $44.8m | 173.0K | +0.5% Added |
| EWEdwards Lifesciences | 0.13% | $44.6m | 488.6K | −0.5% Reduced |
| MRSHMarsh McLennan | 0.13% | $44.3m | 378.8K | +1.2% Added |
| ROPRoper Technologies | 0.13% | $44.1m | 102.2K | +1.4% Added |
| GISGeneral Mills | 0.13% | $44.0m | 747.9K | −5.4% Reduced |
| NSCNorfolk Southern | 0.13% | $43.8m | 184.5K | +6.2% Added |
| BAXBaxter International | 0.13% | $43.8m | 545.8K | −6.8% Reduced |
| CMECME Group | 0.13% | $43.4m | 238.2K | +5.3% Added |
| SCHWCharles Schwab Corporation | 0.13% | $43.1m | 812.3K | +35.6% Added |
| AAgilent Technologies | 0.13% | $42.8m | 361.1K | +3.9% Added |
| NICENice Ltd. | 0.13% | $42.7m | 150.5K | +3.1% Added |
| FISVFiserv | 0.13% | $42.5m | 372.9K | +5.1% Added |
| TDToronto Dominion Bank | 0.13% | $42.2m | 747.7K | +4.5% Added |
| VRTXVertex Pharmaceuticals | 0.12% | $41.5m | 175.6K | −6.0% Reduced |
| EBAYeBay Inc. | 0.12% | $41.2m | 820.5K | −3.3% Reduced |
| GILDGilead Sciences | 0.12% | $41.0m | 702.9K | −17.6% Reduced |
| KRKroger | 0.12% | $40.9m | 1.29M | −17.5% Reduced |
| MCOMoody's Corporation | 0.12% | $40.7m | 140.2K | −0.7% Reduced |
| FDXFedEx | 0.12% | $40.0m | 154.1K | +6.6% Added |
| CBChubb Limited | 0.12% | $39.4m | 256.1K | +3.2% Added |
| DOXAmdocs LTD | 0.12% | $39.3m | 554.0K | +9.8% Added |
| ADIAnalog Devices | 0.12% | $39.3m | 265.9K | +3.5% Added |
| AONAon plc | 0.11% | $38.6m | 182.7K | −0.5% |
| Company | Bought (value) | Shares |
|---|---|---|
| NEENextEra Energy | $146.1m | 1.89M |
| TSLATesla, Inc. | $58.0m | 82.2K |
| NTESNetease, Inc. | $19.8m | 207.1K |
| DISThe Walt Disney Company | $18.3m | 100.9K |
| MSFTMicrosoft Corporation | $17.5m | 78.8K |
| VTRSViatris | $17.1m | 914.9K |
| MKCMcCormick & Company | $14.7m | 154.0K |
| MSMorgan Stanley | $14.2m | 207.5K |
| GOOGLAlphabet Inc. (Class A) | $11.4m | 6.5K |
| SCHWCharles Schwab Corporation | $11.3m | 213.4K |
| MDLZMondelez International | $10.6m | 181.2K |
| JPMJPMorgan Chase | $9.9m | 78.1K |
| CLColgate-Palmolive | $8.5m | 99.5K |
| ZTSZoetis | $7.7m | 46.4K |
| ISRGIntuitive Surgical | $7.5m | 9.2K |
| Company | Sold (value) | Shares |
|---|---|---|
| TAT&T | −$25.6m | −890.2K |
| JNJJohnson & Johnson | −$21.3m | −135.4K |
| AMZNAmazon | −$16.0m | −4.9K |
| BIIBBiogen | −$11.7m | −47.7K |
| KMBKimberly-Clark | −$11.1m | −82.6K |
| INTCIntel | −$10.8m | −217.5K |
| SAPSAP SE | −$10.3m | −79.3K |
| IBMIBM | −$9.5m | −75.7K |
| GILDGilead Sciences | −$8.7m | −149.6K |
| KRKroger | −$8.7m | −272.5K |
| AMGNAmgen | −$7.9m | −34.2K |
| DDominion Energy | −$7.3m | −96.6K |
| CSCOCisco | −$6.7m | −150.6K |
| CCitigroup | −$6.7m | −108.0K |
| LMTLockheed Martin | −$6.6m | −18.7K |
| Company | Value last quarter | Shares |
|---|---|---|
| HCMHutchmed (china) Ltd | $835,000 | 25.9K |
| HRTGHeritage Insurance Holdings, Inc. | $432,000 | 42.6K |
| PAHCPhibro Animal Health Corp | $349,000 | 20.1K |
| GCOGenesco Inc | $235,000 | 10.9K |
| COLLCollegium Pharmaceutical, Inc | $219,000 | 10.5K |
| GOSSGossamer Bio, Inc. | $205,000 | 16.5K |
| ATEXAnterix Inc. | $204,000 | 6.2K |
| TGTredegar Corp | $183,000 | 12.3K |
| FENGPhoenix New Media Ltd | $161,000 | 131.0K |
| LXLexinfintech Holdings Ltd. | $146,000 | 21.3K |
| WVEWave Life Sciences, Inc. | $115,000 | 13.5K |
| BTUPeabody Energy Corp | $74,000 | 32.0K |
| MERCMercer International Inc. | $72,000 | 10.9K |
| DBVTDBV Technologies S.a. | $64,000 | 37.3K |
| EZPWEzcorp Inc | $57,000 | 11.4K |
| NAKNorthern Dynasty Minerals LTD | $12,000 | 12.1K |
| Period | Copy, a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta |
|---|---|---|---|---|---|---|
| Whole backtestNovember 2, 2012 to May 21, 2021 | +15.0% | +15.6% | 0.93 | 0.96 | −31.8% | 0.98 |
| 2018 onwardsJanuary 5, 2018 to May 21, 2021 | +15.3% | +15.2% | 0.72 | 0.71 | −31.8% | 0.99 |
| Last three yearsMay 25, 2018 to May 21, 2021 | +17.4% | +17.3% | 0.80 | 0.79 | −31.8% | 0.99 |
| Last yearMay 22, 2020 to May 21, 2021 | +43.6% | +42.9% | 2.20 | 2.15 | −6.2% | 0.98 |