Institution
Parametric Portfolio Associates LLC
13F for March 31, 2022, filed May 16, 2022 · SEC CIK 932859 · Holdings history from June 30, 2001
The latest available holdings for this manager are dated March 31, 2022.
- Reported value
- $190.2bn 85% in companies we cover
- Positions we cover
- 2,316 Largest MSFT 5.7%
- Copy, a year
- +12.6% S&P 500 +12.2%
- Copy Sharpe ratio
- 0.74 S&P 500 0.74
Historical holdings
| Issuer | Class / type | Reported value | Quantity |
|---|---|---|---|
| RBB BANCORP74930B105 · RBB | Common Stock | $748,000 | 31,838 |
| RBC BEARINGS INC75524B104 · RBC | Common Stock | $11.4m | 58,761 |
| RCI HOSPITALITY HOLDINGS INC74934Q108 · RICK | Common Stock | $244,000 | 3,974 |
| RE/MAX HOLDINGS INCL - CL A75524W108 | Common Stock | $1.3m | 48,472 |
| READY CAPITAL CORP75574U101 · RC | REIT | $2.7m | 181,482 |
| REAL ESTATE SELECT SECT SPDR81369Y860 | ETF | $869,000 | 17,986 |
| REALOGY HLDGS CORP COM75605Y106 | Common Stock | $6.2m | 397,298 |
| REALREAL INC/THE88339P101 · REAL | Common Stock | $1.6m | 216,267 |
| REALTY INCOME CORP COM REIT756109104 · O | REIT | $104.0m | 1,500,475 |
| REATA PHARMACEUTICALS CL A75615P103 | Common Stock | $1.5m | 45,505 |
| RECURSION PHARMACEUTICALS-A75629V104 · RXRX | Common Stock | $168,000 | 23,424 |
| RED ROBIN GOURMET BURGERS INC75689M101 · RRGB | Common Stock | $1.0m | 61,659 |
| RED ROCK RESORTS INC -CLASS A75700L108 · RRR | Common Stock | $3.7m | 75,346 |
| REDFIN CORP75737F108 | Common Stock | $3.3m | 180,139 |
| REDWOOD TRUST INC REIT758075402 · RWT | REIT | $4.0m | 379,178 |
| Regal Rexnord Corp758750103 · RRX | Common Stock | $27.6m | 185,205 |
| REGENCY CENTERS CORP REIT758849103 · REG | REIT | $41.5m | 581,468 |
| REGENERON PHARMACEUTICALS75886F107 · REGN | Common Stock | $228.4m | 326,954 |
| REGENXBIO INC COM75901B107 · RGNX | Common Stock | $2.7m | 82,347 |
| REGIONAL MGMT CORP COM75902K106 · RM | Common Stock | $442,000 | 9,097 |
| REGIONS FINANCIAL CORP7591EP100 · RF | Common Stock | $168.0m | 7,549,092 |
| REGIS CORP758932107 | Common Stock | $225,000 | 106,283 |
| REINSURANCE GROUP OF AMERICA I759351604 · RGA | Common Stock | $28.9m | 264,271 |
| Rekor Systems Inc759419104 · REKR | Common Stock | $56,000 | 12,275 |
| RELAY THERAPEUTICS INC75943R102 · RLAY | Common Stock | $2.3m | 75,283 |
| RELIANCE STEEL & ALUMINUM CO759509102 · RS | Common Stock | $59.9m | 326,912 |
| RELMADA THERAPEUTICS INC75955J402 · RLMD | Common Stock | $529,000 | 19,618 |
| RELX PLC - SPONSORED ADR759530108 | ADR | $102.7m | 3,301,381 |
| REMITLY GLOBAL INC75960P104 · RELY | Common Stock | $204,000 | 20,653 |
| RENAISSANCERE HOLDINGS LTDG7496G103 · RNR | Common Stock | $15.1m | 95,134 |
| RENASANT CORP75970E107 · RNST | Common Stock | $3.9m | 117,460 |
| RENEWABLE ENERGY GROUP INC75972A301 | Common Stock | $9.3m | 152,998 |
| RENT THE RUNWAY INC-A76010Y103 | Common Stock | $231,000 | 33,547 |
| RENT-A-CENTER INC/TX76009N100 · UPBD | Common Stock | $5.2m | 206,720 |
| Repare Therapeutics Inc760273102 | Common Stock | $804,000 | 56,439 |
| Repay Holdings Corp76029L100 · RPAY | Common Stock | $1.8m | 119,258 |
| REPLIGEN CORP COM759916109 · RGEN | Common Stock | $25.3m | 134,617 |
| REPUBLIC BANCORP INC/KY760281204 · RBCAA | Common Stock | $1.7m | 37,781 |
| REPUBLIC FIRST BANCORP INC760416107 | Common Stock | $445,000 | 86,238 |
| ALLIANT ENERGY CORP018802108 · LNT | Common Stock | $65.6m | 1,050,111 |
| AllianzGI Artificial Intellige92838Y100 | Closed-End Fund | $5.4m | 246,910 |
| ALLIED MOTION TECHNOLOGIES019330109 · ALNT | Common Stock | $232,000 | 7,774 |
| ALLISON TRANSMISSION H COM01973R101 · ALSN | Common Stock | $17.5m | 446,524 |
| ALLOGENE THERAPEUTICS INC019770106 · ALLO | Common Stock | $617,000 | 67,750 |
| ALLSCRIPTS HEALTHCARE SOLUTION01988P108 | Common Stock | $11.7m | 519,759 |
| Allspring Global Dividend Oppo94987C103 | Closed-End Fund | $2.8m | 528,976 |
| Allspring Income Opportunities94987B105 | Closed-End Fund | $18.2m | 2,309,356 |
| Allspring Multi-Sector Income94987D101 | Closed-End Fund | $934,000 | 89,721 |
| ALLSTATE CORP/THE020002101 · ALL | Common Stock | $213.7m | 1,543,002 |
| ALLY FINANCIAL INC02005N100 · ALLY | Common Stock | $30.1m | 691,582 |
| ALNYLAM PHARMACEUTICALS INC02043Q107 · ALNY | Common Stock | $30.9m | 189,206 |
| ALPHA & OMEGA SEMICONDUCTOR LTG6331P104 · AOSL | Common Stock | $5.0m | 91,096 |
| ALPHA ARCH US QNT VALUE ETF02072L102 | ETF | $220,000 | 6,026 |
| ALPHA METALLURGICAL RESOURCES020764106 · AMR | Common Stock | $1.6m | 12,073 |
| ALPHABET INC - CL A02079K305 · GOOGL | Common Stock | $3.4bn | 1,216,251 |
| ALPHABET INC - CL C02079K107 | Common Stock | $2.7bn | 976,743 |
| ALPHATEC HOLDINGS INC02081G201 · ATEC | Common Stock | $147,000 | 12,750 |
| ALPINE TOTAL DYNAMIC DIVIDEND FUND00326L100 | Closed-End Fund | $108.2m | 11,256,601 |
| ALTAIR ENGINEERING INC021369103 | Common Stock | $4.2m | 65,197 |
| ALTERYX INC COM CL A02156B103 | Common Stock | $5.6m | 78,741 |
| ALTICE USA INC CL A02156K103 · OPTU | Common Stock | $10.2m | 817,821 |
| ALTRA INDUSTRIAL MOTION CORP02208R106 | Common Stock | $8.1m | 207,190 |
| ALTRIA GROUP INC02209S103 · MO | Common Stock | $334.5m | 6,402,838 |
| ALUMINUM CORP CHINA LTD SPON ADR H SHS022276109 | ADR | $3.2m | 223,646 |
| AMAZON.COM INC023135106 · AMZN | Common Stock | $5.0bn | 1,522,719 |
| AMBAC FINL GROUP INC COM NEW023139884 · OSG | Common Stock | $378,000 | 36,388 |
| AMBARELLA INC SHSG037AX101 · AMBA | Common Stock | $6.6m | 62,709 |
| AMBEV SA02319V103 · ABEV | ADR | $11.1m | 3,422,603 |
| AMC ENTERTAINMENT HLDS-CL A00165C104 | Common Stock | $8.4m | 340,119 |
| AMC NETWORKS INC A00164V103 · AMCX | Common Stock | $6.4m | 157,050 |
| AMCOR PLCG0250X107 | Common Stock | $41.2m | 3,637,974 |
| AMDOCS LTDG02602103 · DOX | Common Stock | $44.7m | 543,843 |
| AMEDISYS INC023436108 | Common Stock | $13.0m | 75,619 |
| AMERANT BANCORP INC023576101 · AMTB | Common Stock | $2.2m | 69,143 |
| AMERCO INC023586100 · UHAL | Common Stock | $15.7m | 26,290 |
| AMEREN CORP023608102 · AEE | Common Stock | $80.8m | 861,431 |
| AMERESCO INC CL A02361E108 · AMRC | Common Stock | $5.4m | 67,907 |
| AMERICA MOVIL S A DE C V SPON ADR L SHS02364W105 | ADR | $7.7m | 362,825 |
| AMERICAN AIRLINES GROUP INC02376R102 · AAL | Common Stock | $26.6m | 1,460,020 |
| AMERICAN ASSETS TR INC COM REIT024013104 · AAT | REIT | $9.2m | 242,764 |
| AMERICAN AXLE & MANUFACTURING024061103 · DCH | Common Stock | $4.5m | 574,932 |
| AMERICAN CAMPUS COMMUNITIES REIT024835100 | REIT | $22.1m | 394,700 |
| AMERICAN EAGLE OUTFITTERS INC02553E106 · AEO | Common Stock | $18.6m | 1,105,384 |
| AMERICAN ELECTRIC POWER CO INC025537101 · AEP | Common Stock | $181.2m | 1,816,658 |
| AMERICAN EQUITY INVESTMENT LIF025676206 | Common Stock | $33.0m | 825,780 |
| AMERICAN EXPRESS CO025816109 · AXP | Common Stock | $486.5m | 2,601,845 |
| AMERICAN FINANCIAL GROUP INC/O025932104 · AFG | Common Stock | $48.1m | 330,203 |
| AMERICAN HOMES 4 RENT CLASS A02665T306 · AMH | REIT | $25.4m | 635,385 |
| AMERICAN INTERNATIONAL GROUP I026874784 · AIG | Common Stock | $182.1m | 2,901,501 |
| AMERICAN NATIONAL BANKSHARES I027745108 | Common Stock | $209,000 | 5,551 |
| AMERICAN NATIONAL INSURANCE CO02772A109 | Common Stock | $8.7m | 45,945 |
| AMERICAN PUBLIC EDUCATION INC02913V103 · APEI | Common Stock | $813,000 | 38,280 |
| AMERICAN SOFTWARE INC/GEORGIA029683109 | Common Stock | $2.0m | 94,904 |
| AMERICAN STATES WATER CO029899101 · AWR | Common Stock | $13.7m | 153,994 |
| AMERICAN SUPERCONDUCTOR CORP030111207 · AMSC | Common Stock | $173,000 | 22,766 |
| AMERICAN TOWER REIT INC03027X100 · AMT | REIT | $458.9m | 1,826,558 |
| AMERICAN VANGUARD CORP030371108 · AVD | Common Stock | $810,000 | 39,849 |
| AMERICAN WATER WORKS CO INC030420103 · AWK | Common Stock | $115.3m | 696,786 |
| FIDELITY NATIONAL INFORMATION31620M106 · FIS | Common Stock | $164.1m | 1,633,680 |
| FIESTA RESTAURANT GR COM31660B101 | Common Stock | $467,000 | 62,464 |
How copying its 13F would have done
Reported value by quarter
View chart data
| Period | Reported value |
|---|---|
| 2013-06-30 | $34.3B |
| 2013-09-30 | $36.8B |
| 2013-12-31 | $41.3B |
| 2014-03-31 | $42.2B |
| 2014-06-30 | $44.4B |
| 2014-09-30 | $45.2B |
| 2014-12-31 | $47.4B |
| 2015-03-31 | $49.7B |
| 2015-06-30 | $51.2B |
| 2015-09-30 | $51.3B |
| 2015-12-31 | $58.6B |
| 2016-03-31 | $61.9B |
| 2016-06-30 | $63.4B |
| 2016-09-30 | $66.7B |
| 2016-12-31 | $71.8B |
| 2017-03-31 | $65.5B |
| 2017-06-30 | $83.5B |
| 2017-09-30 | $92.1B |
| 2017-12-31 | $100.3B |
| 2018-03-31 | $101.4B |
| 2018-06-30 | $105.6B |
| 2018-09-30 | $114.4B |
| 2018-12-31 | $100.8B |
| 2019-03-31 | $115.7B |
| 2019-06-30 | $121.1B |
| 2019-09-30 | $124B |
| 2019-12-31 | $136.9B |
| 2020-03-31 | $109.3B |
| 2020-06-30 | $130.3B |
| 2020-09-30 | $139.3B |
| 2020-12-31 | $160.2B |
| 2021-03-31 | $174.3B |
| 2021-06-30 | $178.4B |
| 2021-09-30 | $176B |
| 2021-12-31 | $195.5B |
| 2022-03-31 | $190.2B |
Latest covered holdings and moves
| Company | Share of portfolio | Value | Shares | Change in shares |
|---|---|---|---|---|
| MSFTMicrosoft Corporation | 5.68% | $10.8bn | 35.04M | +3.2% Added |
| AAPLApple Inc. | 5.22% | $9.9bn | 56.89M | +2.3% Added |
| AMZNAmazon | 2.61% | $5.0bn | 1.52M | +1.2% Added |
| GOOGLAlphabet Inc. (Class A) | 1.78% | $3.4bn | 1.22M | +3.4% Added |
| TSLATesla, Inc. | 1.47% | $2.8bn | 2.59M | +3.1% Added |
| NVDANVIDIA Corporation | 1.30% | $2.5bn | 9.08M | +3.0% Added |
| UNHUnitedHealth Group | 1.13% | $2.2bn | 4.23M | +3.1% Added |
| JNJJohnson & Johnson | 1.06% | $2.0bn | 11.36M | +3.9% Added |
| METAMeta Platforms | 1.03% | $2.0bn | 8.78M | −7.5% Reduced |
| VVisa Inc. | 0.86% | $1.6bn | 7.42M | +7.3% Added |
| JPMJPMorgan Chase | 0.79% | $1.5bn | 11.20M | −2.0% Reduced |
| PGProcter & Gamble | 0.76% | $1.4bn | 9.42M | +2.7% Added |
| MAMastercard | 0.69% | $1.3bn | 3.69M | +6.1% Added |
| HDThe Home Depot | 0.67% | $1.3bn | 4.23M | −0.3% |
| ABBVAbbVie | 0.60% | $1.1bn | 7.08M | +5.2% Added |
| PFEPfizer | 0.60% | $1.1bn | 21.91M | +1.0% Added |
| BACBank of America | 0.57% | $1.1bn | 26.09M | +0.6% Added |
| COSTCostco | 0.55% | $1.1bn | 1.83M | +3.4% Added |
| CVXChevron Corporation | 0.55% | $1.0bn | 6.44M | +6.6% Added |
| CSCOCisco | 0.54% | $1.0bn | 18.49M | +5.1% Added |
| PEPPepsiCo | 0.53% | $1.0bn | 6.07M | +3.9% Added |
| AVGOBroadcom | 0.51% | $973.9m | 1.55M | +5.3% Added |
| ADBEAdobe Inc. | 0.50% | $943.5m | 2.07M | −4.6% Reduced |
| LLYLilly (Eli) | 0.49% | $927.6m | 3.24M | +1.6% Added |
| TMOThermo Fisher Scientific | 0.48% | $914.9m | 1.55M | −0.3% |
| MRKMerck & Co. | 0.47% | $903.4m | 11.01M | +6.0% Added |
| KOThe Coca-Cola Company | 0.47% | $902.2m | 14.56M | +5.5% Added |
| DISThe Walt Disney Company | 0.45% | $852.2m | 6.21M | +10.1% Added |
| ACNAccenture | 0.44% | $833.7m | 2.47M | −1.4% Reduced |
| WMTWalmart | 0.43% | $825.5m | 5.54M | +4.6% Added |
| ORCLOracle Corporation | 0.43% | $816.1m | 9.86M | −2.0% Reduced |
| ABTAbbott Laboratories | 0.42% | $798.3m | 6.74M | −1.8% Reduced |
| CMCSAComcast | 0.41% | $790.1m | 16.87M | +3.7% Added |
| VZVerizon | 0.41% | $789.8m | 15.50M | +10.8% Added |
| UNPUnion Pacific Corporation | 0.41% | $788.9m | 2.89M | +4.6% Added |
| BMYBristol Myers Squibb | 0.40% | $762.2m | 10.44M | +7.3% Added |
| INTCIntel | 0.40% | $754.8m | 15.23M | +1.5% Added |
| TXNTexas Instruments | 0.40% | $754.0m | 4.11M | −2.4% Reduced |
| DHRDanaher Corporation | 0.40% | $752.3m | 2.56M | −1.0% Reduced |
| MCDMcDonald's | 0.38% | $728.2m | 2.94M | +0.9% Added |
| NKENike, Inc. | 0.38% | $722.4m | 5.37M | −2.8% Reduced |
| NEENextEra Energy | 0.37% | $698.1m | 8.24M | −6.0% Reduced |
| CRMSalesforce | 0.36% | $688.5m | 3.24M | −4.4% Reduced |
| INTUIntuit | 0.36% | $681.9m | 1.42M | +0.8% Added |
| LOWLowe's | 0.35% | $674.0m | 3.33M | +2.2% Added |
| AMDAdvanced Micro Devices | 0.35% | $669.2m | 6.12M | +39.2% Added |
| QCOMQualcomm | 0.34% | $650.7m | 4.26M | −1.2% Reduced |
| AMGNAmgen | 0.33% | $627.7m | 2.60M | +7.1% Added |
| UPSUnited Parcel Service | 0.33% | $619.8m | 2.89M | +10.6% Added |
| SPGIS&P Global | 0.32% | $608.4m | 1.48M | +30.9% Added |
| CVSCVS Health | 0.32% | $603.6m | 5.96M | +3.1% Added |
| TGTTarget Corporation | 0.30% | $570.4m | 2.69M | +3.3% Added |
| MDTMedtronic | 0.29% | $544.9m | 4.91M | +17.1% Added |
| RTXRTX Corporation | 0.28% | $541.6m | 5.47M | +8.6% Added |
| NFLXNetflix | 0.28% | $539.5m | 1.44M | −6.2% Reduced |
| AMATApplied Materials | 0.28% | $522.5m | 3.96M | −3.4% Reduced |
| WFCWells Fargo | 0.26% | $495.3m | 10.22M | +3.8% Added |
| AXPAmerican Express | 0.26% | $486.5m | 2.60M | +9.1% Added |
| SCHWCharles Schwab Corporation | 0.25% | $477.3m | 5.66M | +5.2% Added |
| PYPLPayPal | 0.25% | $477.0m | 4.12M | +1.7% Added |
| PLDPrologis | 0.25% | $476.1m | 2.95M | +6.1% Added |
| ELVElevance Health | 0.25% | $467.7m | 952.1K | +5.4% Added |
| DEDeere & Company | 0.24% | $465.6m | 1.12M | +6.7% Added |
| COPConocoPhillips | 0.24% | $459.9m | 4.60M | +5.4% Added |
| AMTAmerican Tower | 0.24% | $458.9m | 1.83M | +4.2% Added |
| PMPhilip Morris International | 0.23% | $445.9m | 4.75M | +0.3% |
| ADPAutomatic Data Processing | 0.23% | $435.5m | 1.91M | −5.4% Reduced |
| MSMorgan Stanley | 0.23% | $434.0m | 6.81M | −1.3% Reduced |
| BLKBlackRock | 0.23% | $431.4m | 564.6K | +0.4% |
| SBUXStarbucks | 0.23% | $430.0m | 4.73M | −1.4% Reduced |
| CATCaterpillar Inc. | 0.22% | $413.1m | 1.85M | +4.9% Added |
| TAT&T | 0.21% | $403.8m | 17.09M | +19.6% Added |
| NOWServiceNow | 0.21% | $401.4m | 720.7K | +4.5% Added |
| ISRGIntuitive Surgical | 0.21% | $391.0m | 1.30M | −1.3% Reduced |
| ASMLAsml Holding NV | 0.20% | $388.6m | 581.8K | +4.4% Added |
| GSGoldman Sachs | 0.20% | $388.4m | 1.18M | 0.0% |
| MRSHMarsh McLennan | 0.20% | $382.3m | 2.24M | +2.9% Added |
| ZTSZoetis | 0.20% | $379.5m | 2.01M | +2.3% Added |
| LMTLockheed Martin | 0.20% | $376.9m | 853.9K | +10.1% Added |
| MCOMoody's Corporation | 0.20% | $375.3m | 1.11M | +1.6% Added |
| KRKroger | 0.19% | $365.6m | 6.37M | −2.9% Reduced |
| MDLZMondelez International | 0.19% | $355.2m | 5.66M | +1.5% Added |
| ADIAnalog Devices | 0.19% | $354.1m | 2.14M | +0.1% |
| MUMicron Technology | 0.18% | $345.4m | 4.43M | +4.4% Added |
| DUKDuke Energy | 0.18% | $342.3m | 3.07M | +1.7% Added |
| DVNDevon Energy | 0.18% | $341.5m | 5.78M | −7.2% Reduced |
| ETNEaton Corporation | 0.18% | $334.7m | 2.21M | +2.9% Added |
| MOAltria | 0.18% | $334.5m | 6.40M | +3.3% Added |
| CMECME Group | 0.17% | $333.4m | 1.40M | +11.2% Added |
| SYKStryker Corporation | 0.17% | $327.4m | 1.22M | +7.9% Added |
| CBChubb Limited | 0.17% | $321.8m | 1.50M | +7.9% Added |
| ICEIntercontinental Exchange | 0.17% | $321.0m | 2.43M | +5.4% Added |
| BDXBecton Dickinson | 0.17% | $319.4m | 1.20M | +4.9% Added |
| CCICrown Castle | 0.17% | $316.9m | 1.72M | +3.2% Added |
| IBMIBM | 0.17% | $313.2m | 2.41M | +15.2% Added |
| AZNAstrazeneca PLC | 0.16% | $309.2m | 4.66M | +5.5% Added |
| CCitigroup | 0.16% | $309.1m | 5.79M | −1.2% Reduced |
| CICigna | 0.16% | $305.4m | 1.27M | +7.5% Added |
| CSXCSX Corporation | 0.16% | $304.8m | 8.14M | +5.7% Added |
| EWEdwards Lifesciences | 0.16% | $300.7m | 2.55M | +5.4% Added |
| BKNGBooking Holdings | 0.16% | $298.1m | 126.9K | +10.4% Added |
| DGDollar General | 0.16% | $296.2m | 1.33M | −2.0% Reduced |
| TFCTruist Financial | 0.16% | $296.2m | 5.22M | +6.1% Added |
| LRCXLam Research | 0.15% | $292.8m | 544.7K | −2.8% Reduced |
| PNCPNC Financial Services | 0.15% | $292.3m | 1.58M | +1.9% Added |
| MMM3M | 0.15% | $290.7m | 1.95M | −14.0% Reduced |
| ITWIllinois Tool Works | 0.15% | $290.1m | 1.39M | −3.4% Reduced |
| SHWSherwin-Williams | 0.15% | $288.3m | 1.15M | −3.2% Reduced |
| NOCNorthrop Grumman | 0.15% | $287.5m | 642.9K | +6.5% Added |
| CHTRCharter Communications | 0.15% | $284.2m | 520.9K | −4.0% Reduced |
| TJXTJX Companies | 0.15% | $280.9m | 4.64M | −8.1% Reduced |
| NEMNewmont | 0.15% | $278.7m | 3.51M | +5.1% Added |
| PGRProgressive Corporation | 0.15% | $277.1m | 2.43M | +6.6% Added |
| USBU.S. Bancorp | 0.14% | $275.1m | 5.18M | +0.3% |
| NVONovo Nordisk A S | 0.14% | $274.2m | 2.47M | +1.6% Added |
| BABoeing | 0.14% | $273.2m | 1.43M | +2.8% Added |
| NSCNorfolk Southern | 0.14% | $271.4m | 951.6K | +3.1% Added |
| AONAon plc | 0.14% | $269.9m | 829.0K | +4.5% Added |
| SOSouthern Company | 0.14% | $261.8m | 3.61M | +2.8% Added |
| MPCMarathon Petroleum | 0.14% | $261.7m | 3.06M | −0.9% Reduced |
| HCAHCA Healthcare | 0.14% | $261.4m | 1.04M | +0.1% |
| APDAir Products | 0.14% | $260.6m | 1.04M | +1.1% Added |
| VRTXVertex Pharmaceuticals | 0.13% | $255.3m | 978.4K | +11.6% Added |
| AMPAmeriprise Financial | 0.13% | $255.2m | 849.7K | +3.9% Added |
| HUMHumana | 0.13% | $252.1m | 579.2K | −1.7% Reduced |
| TMUST-Mobile US | 0.13% | $249.1m | 1.94M | +9.0% Added |
| PRUPrudential Financial | 0.13% | $246.0m | 2.08M | +3.6% Added |
| WMWaste Management | 0.13% | $245.8m | 1.55M | +1.8% Added |
| FCXFreeport-McMoRan | 0.13% | $243.7m | 4.90M | +6.6% Added |
| AZOAutoZone | 0.13% | $242.7m | 118.7K | +5.3% Added |
| GEGE Aerospace | 0.13% | $242.1m | 2.65M | +14.0% Added |
| TDGTransDigm Group | 0.13% | $241.9m | 371.3K | +17.3% Added |
| ROPRoper Technologies | 0.13% | $240.8m | 510.0K | +1.0% Added |
| ELThe Estée Lauder Companies | 0.13% | $240.2m | 882.2K | −4.4% Reduced |
| TRVThe Travelers Companies | 0.13% | $238.2m | 1.30M | +3.0% Added |
| EQIXEquinix | 0.13% | $237.9m | 320.8K | +0.2% |
| FFord Motor Company | 0.12% | $234.9m | 13.89M | −2.4% Reduced |
| MCKMcKesson | 0.12% | $230.3m | 752.3K | +1.6% Added |
| CLColgate-Palmolive | 0.12% | $229.2m | 3.02M | 0.0% |
| REGNRegeneron Pharmaceuticals | 0.12% | $228.4m | 327.0K | +8.7% Added |
| ORLYO'Reilly Automotive | 0.12% | $227.5m | 332.1K | +10.2% Added |
| BHPBHP Group Ltd | 0.12% | $227.4m | 2.94M | +45.8% Added |
| SHELShell plc | 0.12% | $225.7m | 4.11M | New |
| DDominion Energy | 0.12% | $223.8m | 2.63M | +3.7% Added |
| EOGEOG Resources | 0.12% | $223.6m | 1.88M | +5.0% Added |
| MCHPMicrochip Technology Inc | 0.12% | $222.7m | 2.96M | +5.0% Added |
| EMREmerson Electric | 0.12% | $222.5m | 2.27M | +14.1% Added |
| KLACKLA Corporation | 0.12% | $220.6m | 602.5K | +2.6% Added |
| MTDMettler Toledo | 0.12% | $218.6m | 159.2K | +1.9% Added |
| APHAmphenol | 0.12% | $218.2m | 2.90M | +14.9% Added |
| Company | Bought (value) | Shares |
|---|---|---|
| MSFTMicrosoft Corporation | $337.6m | 1.09M |
| SHELShell plc | $225.7m | 4.11M |
| AAPLApple Inc. | $223.6m | 1.28M |
| AMDAdvanced Micro Devices | $188.3m | 1.72M |
| SPGIS&P Global | $143.7m | 350.4K |
| VVisa Inc. | $111.6m | 503.2K |
| GOOGLAlphabet Inc. (Class A) | $109.7m | 39.4K |
| TSLATesla, Inc. | $84.6m | 78.5K |
| MDTMedtronic | $79.6m | 717.4K |
| DISThe Walt Disney Company | $77.8m | 567.6K |
| VZVerizon | $77.1m | 1.51M |
| MAMastercard | $76.4m | 213.7K |
| JNJJohnson & Johnson | $74.8m | 422.2K |
| DINOHF Sinclair Corp | $72.6m | 1.82M |
| NVDANVIDIA Corporation | $71.7m | 262.7K |
| Company | Sold (value) | Shares |
|---|---|---|
| METAMeta Platforms | −$158.0m | −710.4K |
| MMM3M | −$47.4m | −318.1K |
| ADBEAdobe Inc. | −$45.1m | −98.9K |
| GILDGilead Sciences | −$44.9m | −756.1K |
| NEENextEra Energy | −$44.2m | −521.9K |
| LUMNLumen Technologies, Inc. | −$41.3m | −3.67M |
| NFLXNetflix | −$35.7m | −95.3K |
| BFHBread Financial Holdings, Inc. | −$34.9m | −524.1K |
| CRMSalesforce | −$32.0m | −150.7K |
| JPMJPMorgan Chase | −$30.1m | −223.4K |
| KMBKimberly-Clark | −$26.8m | −217.2K |
| DVNDevon Energy | −$26.7m | −451.3K |
| ADPAutomatic Data Processing | −$24.8m | −109.2K |
| TJXTJX Companies | −$24.8m | −408.9K |
| NBISNebius Group N.V. | −$23.1m | −381.6K |
| Company | Value last quarter | Shares |
|---|---|---|
| BFHBread Financial Holdings, Inc. | $34.9m | 524.1K |
| NBISNebius Group N.V. | $23.1m | 381.6K |
| MFAMFA Financial, Inc. | $6.0m | 1.32M |
| WESWestern Midstream Partners, LP | $1.7m | 76.8K |
| ASPNAspen Aerogels Inc | $1.6m | 32.5K |
| PAAPlains ALL American Pipeline LP | $1.6m | 168.5K |
| USIOUsio, Inc. | $1.5m | 339.7K |
| FHTXFoghorn Therapeutics Inc. | $1.4m | 62.7K |
| MTLSMaterialise NV | $839,000 | 35.2K |
| RVMDRevolution Medicines, Inc. | $579,000 | 23.0K |
| BTGB2gold Corp | $535,000 | 136.0K |
| CLYMClimb Bio, Inc. | $494,000 | 47.2K |
| ARCTArcturus Therapeutics Holdings Inc. | $486,000 | 13.1K |
| AFYAAfya Ltd | $465,000 | 29.6K |
| ACMRACM Research, Inc. | $422,000 | 4.9K |
| ONEWOnewater Marine Inc. | $395,000 | 6.5K |
| MGTXMeiragtx Holdings plc | $337,000 | 14.2K |
| KRUSKura Sushi USA, Inc. | $320,000 | 4.0K |
| GRPNGroupon, Inc. | $318,000 | 13.7K |
| NRIXNurix Therapeutics, Inc. | $285,000 | 9.8K |
| SRRKScholar Rock Holding Corp | $255,000 | 10.2K |
| AFCGAdvanced Flower Capital Inc. | $251,000 | 11.0K |
| VSECVSE Corp | $248,000 | 4.1K |
| KROSKeros Therapeutics, Inc. | $233,000 | 4.0K |
| HUYAHuya Inc. | $229,000 | 33.0K |
| FRHCFreedom Holding Corp. | $229,000 | 3.3K |
| PCVXVaxcyte, Inc. | $228,000 | 9.6K |
| REPLReplimune Group, Inc. | $219,000 | 8.1K |
| DJCODaily Journal Corp | $209,000 | 587 |
| IDYAIdeaya Biosciences, Inc. | $208,000 | 8.8K |
| Period | Copy, a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta |
|---|---|---|---|---|---|---|
| Whole backtestAugust 9, 2013 to August 26, 2022 | +12.6% | +12.2% | 0.74 | 0.74 | −32.6% | 1.02 |
| 2018 onwardsJanuary 5, 2018 to August 26, 2022 | +10.5% | +10.7% | 0.53 | 0.54 | −32.6% | 1.02 |
| Last three yearsAugust 30, 2019 to August 26, 2022 | +12.9% | +13.4% | 0.62 | 0.65 | −32.6% | 1.02 |
| Last yearAugust 27, 2021 to August 26, 2022 | −9.2% | −8.7% | −0.41 | −0.39 | −22.7% | 1.01 |