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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

Copy-performance statistics: August 9, 2013 to August 26, 2022. Holdings history can start earlier than the price data used for performance.

Historical holdings

Holdings across the available history, including securities outside our stock coverage. Select a date to view the holdings for that period.

Related reporting managers

SEC notices identify these reporting relationships. Each manager retains its own holdings history; changes in reporting scope can involve several managers.

3,673 reported entries for March 31, 2022.

IssuerClass / typeReported valueQuantity
FIFTH THIRD BANCORP316773100 · FITB Common Stock $203.6m 4,731,155
Figs Inc30260D103 · FIGS Common Stock $4.0m 184,018
FINANCE OF AMERICA COS INC-A31738L107 Common Stock $261,000 85,718
FINANCIAL INSTITUTIONS INC317585404 · FISI Common Stock $2.6m 86,086
FINANCIAL SELECT SECTOR SPDR FUND81369Y605 ETF $3.6m 93,243
FIRST ADVANTAGE EQUITY31846B108 · FA Common Stock $1.9m 91,641
FIRST AMERICAN FINANCIAL CORP31847R102 · FAF Common Stock $17.1m 264,337
FIRST BANCORP INC/ME31866P102 · FNLC Common Stock $325,000 10,806
FIRST BANCORP P R COM318672706 · FBP Common Stock $17.2m 1,312,744
FIRST BANCORP/TROY NC318910106 · FBNC Common Stock $2.9m 68,274
FIRST BANCSHARES MS COM318916103 Common Stock $413,000 12,264
FIRST BANK/HAMILTON NJ31931U102 Common Stock $730,000 51,302
FIRST BUSEY CORP319383204 · BUSE Common Stock $8.4m 332,131
FIRST CASH INC33768G107 · FCFS Common Stock $5.3m 75,310
FIRST CITIZENS BANCSHARES INC/31946M103 · FCNCA Common Stock $25.4m 38,235
FIRST COMMONWEALTH FINANCIAL C319829107 · FCF Common Stock $17.0m 1,124,596
FIRST COMMUNITY BANCSHARES INC31983A103 · FCBC Common Stock $2.7m 94,973
FIRST FINANCIAL BANCORP320209109 · FFBC Common Stock $9.6m 414,499
FIRST FINANCIAL BANKSHARES INC32020R109 · FFIN Common Stock $9.7m 219,053
FIRST FINANCIAL CORP/IN320218100 · THFF Common Stock $733,000 16,925
FIRST FNDTN INC COM32026V104 Common Stock $384,000 15,811
FIRST HAWAIIAN INC32051X108 · FHB Common Stock $16.1m 578,751
FIRST HORIZON CORP320517105 · FHN Common Stock $63.8m 2,716,957
FIRST INDUSTRIAL REALTY TRUS COM REIT32054K103 · FR REIT $22.6m 364,857
FIRST INTERNET BANCORP320557101 · INBK Common Stock $295,000 6,859
FIRST INTERSTATE BANCSYSTEM IN32055Y201 · FIBK Common Stock $11.0m 297,840
FIRST MERCHANTS CORP320817109 · FRME Common Stock $10.2m 245,368
FIRST MID ILL BANCSHARES INC320866106 · FMBH Common Stock $336,000 8,719
FIRST NORTHWEST BANCOR COM335834107 · FNWB Common Stock $691,000 31,265
FIRST OF LONG ISLAND CORP/THE320734106 Common Stock $479,000 24,601
FIRST REP BK SAN FRANCISCO COM33616C100 Common Stock $131.7m 812,721
FIRST SOLAR INC336433107 · FSLR Common Stock $17.8m 212,282
FIRST TR DYN EUR EQTY INC33740D107 Closed-End Fund $1.7m 133,366
FIRST TR ENERGY INFRAS COM33738C103 Closed-End Fund $2.2m 145,858
FIRST TR EXCH TRD FD DJ INTERNT IDX33733E302 ETF $750,000 3,990
FIRST TR EXCHANGE-TRAD NO AMER ENERGY33738D101 ETF $1.5m 52,748
FIRST TR EXCHANGE-TRAD PFD SECS INC ETF33739E108 ETF $825,000 43,398
FIRST TR HIGH INCOME L COM33738E109 Closed-End Fund $20.2m 1,501,807
FIRST TRUST DEVELP MKT EX-US33737J174 ETF $900,000 15,554
FIRST TRUST ENERGY ALPHADEX FUND33734X127 ETF $170,000 10,650
FIRST TRUST INTERMEDIATE DURATION PREFERRED & INCOME FUND33718W103 Closed-End Fund $37.9m 1,722,625
FIRST TRUST RISING DIVIDEND33738R506 ETF $301,000 6,152
FIRST VALUE LINE DIVIDEND INDEX ETF33734H106 ETF $380,000 8,975
FIRST WATCH RESTAURANT GROUP33748L101 · FWRG Common Stock $216,000 16,585
FIRSTENERGY CORP337932107 · FE Common Stock $102.1m 2,226,167
FIRSTSERVICE CORP33767E202 · FSV Common Stock $2.6m 18,253
FISERV INC337738108 · FISV Common Stock $211.3m 2,084,269
FISKER INC33813J106 Common Stock $1.6m 124,798
FIVE BELOW INC COM33829M101 · FIVE Common Stock $20.6m 130,288
FIVE POINT HOLDINGS LLC-CL A33833Q106 · FPH Common Stock $645,000 105,578
FIVE9 INC COM338307101 · FIVN Common Stock $11.3m 102,550
FIVERR INTERNATIONAL LTDM4R82T106 · FVRR Common Stock $10.1m 133,050
FLAGSTAR BANCORP INC337930705 Common Stock $8.9m 210,821
FLEETCOR TECHNOLOGIES INC339041105 Common Stock $68.4m 274,706
FLEX LTDY2573F102 · FLEX Common Stock $11.6m 623,260
FLEXSHARES GLOBAL QUALITY RE33939L787 ETF $337,000 4,800
FLEXSTEEL INDS INC COM339382103 · FLXS Common Stock $296,000 15,325
ISHARES MSCI SAUDI ARABIA ET46434V423 ETF $10.2m 214,990
ISHARES MSCI SOUTH KOREA ETF464286772 ETF $1.8m 25,880
ISHARES MSCI TAIWAN ETF46434G772 ETF $1.1m 18,023
ISHARES MSCI THAILAND ETF464286624 ETF $600,000 7,690
ISHARES MSCI USA ESG SELECT464288802 ETF $1.8m 18,677
iShares MSCI USA Min Vol Factor ETF46429B697 ETF $4.2m 53,897
iShares MSCI USA Momentum Factor ETF46432F396 ETF $249,000 1,480
iShares MSCI USA Quality Factor ETF46432F339 ETF $539,000 4,000
iShares MSCI USA Value Factor ETF46432F388 ETF $286,000 2,735
ISHARES MSCI WORLD ETF464286392 ETF $657,000 5,125
ISHARES NATIONAL MUNI BOND ETF464288414 ETF $18.6m 169,312
ISHARES RUSSELL TOP 200 GROW464289438 ETF $1.2m 7,257
ISHARES S&P MID-CAP 400 VALU464287705 ETF $1.5m 13,256
ISHARES S&P SMALL CAP 600 GRO464287887 ETF $383,000 3,061
iShares Semiconductor ETF464287523 ETF $1.4m 2,865
iShares Short-Term National Mu464288158 ETF $294,000 2,815
ISHARES TR464289875 ETF $7.6m 176,253
ISHARES TR CORE DIV GRWTH46434V621 ETF $1.2m 22,885
ISHARES TR CORE MSCI EAFE46432F842 ETF $278.4m 4,005,563
ISHARES TR DJ US TECH SEC464287721 ETF $967,000 9,380
ISHARES TR GLOBAL REIT ETF46434V647 ETF $280,000 9,581
ISHARES TR HDG MSCI EAFE46434V803 ETF $1.6m 46,720
ISHARES TR MSCI CHINA IDX46429B671 ETF $593,000 11,217
ISHARES TR MSCI EAFE IDX464287465 ETF $9.6m 131,101
ISHARES TR MSCI EMERG MKT464287234 ETF $71.5m 1,583,981
ISHARES TR MSCI INDIA IDX46429B598 ETF $26.7m 598,400
ISHARES TR MSCI VAL IDX464288877 ETF $76.3m 1,517,468
ISHARES TR RUSL 2000 GROW464287648 ETF $2.1m 8,307
ISHARES TR RUSL 2000 VALU464287630 ETF $119.3m 739,206
ISHARES TR RUSSELL 1000464287622 ETF $2.1m 8,531
ISHARES TR RUSSELL 2000464287655 ETF $15.5m 75,371
ISHARES TR RUSSELL 3000464287689 ETF $5.4m 20,393
ISHARES TR RUSSELL MCP GR464287481 ETF $2.5m 24,628
ISHARES TR RUSSELL MCP VL464287473 ETF $1.7m 14,413
ISHARES TR RUSSELL MIDCAP464287499 ETF $11.3m 144,889
ISHARES TR RUSSELL1000GRW464287614 ETF $11.7m 42,158
ISHARES TR RUSSELL1000VAL464287598 ETF $161.0m 969,758
ISHARES TR S&P 100 IDX FD464287101 ETF $955,000 4,582
ISHARES TR S&P MIDCP GROW464287606 ETF $809,000 10,468
ISHARES TR S&P SMLCP 600 VALU464287879 ETF $387,000 3,782
ISHARES TR S&P500/BAR GRW464287309 ETF $5.5m 72,080
ISHARES TR S&P500/BAR VAL464287408 ETF $2.9m 18,436
ISHARES TR US TIPS BD FD464287176 ETF $6.4m 51,129

Values use the units disclosed in the source. Where a dollar scale cannot be established, the original amount is shown as filed. Rows may include separate allocations, options and principal amounts; these are kept separate from the covered-stock portfolio used for performance.

How copying its 13F would have done

$10.0k$20.0k 20132015201720192021 $29.2k$28.3k
CopyS&P 500 $10,000 copying Parametric Portfolio Associates LLC's usable filed holdings in companies we cover from August 9, 2013, rebalancing at the first weekly close after each usable filing and holding until the next, against the S&P 500 (total return). Missing prices carry their last observed value. 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 −32.6% (S&P 500 −31.8%); beta 1.02; alpha +0.2% a year (t = 0.42); last 12 months −7.5% against −7.3%.

Reported value by quarter

Parametric Portfolio Associates LLC: 13F reported value Total reported value where the source's dollar units can be established. Earlier filings in thousands of dollars are converted; dates with unresolved value units are omitted.
$0 $50B $100B $150B $200B Reported value, 2013-06-30: $34.3B Reported value, 2013-09-30: $36.8B Reported value, 2013-12-31: $41.3B Reported value, 2014-03-31: $42.2B Reported value, 2014-06-30: $44.4B Reported value, 2014-09-30: $45.2B Reported value, 2014-12-31: $47.4B Reported value, 2015-03-31: $49.7B Reported value, 2015-06-30: $51.2B Reported value, 2015-09-30: $51.3B Reported value, 2015-12-31: $58.6B Reported value, 2016-03-31: $61.9B Reported value, 2016-06-30: $63.4B Reported value, 2016-09-30: $66.7B Reported value, 2016-12-31: $71.8B Reported value, 2017-03-31: $65.5B Reported value, 2017-06-30: $83.5B Reported value, 2017-09-30: $92.1B Reported value, 2017-12-31: $100.3B Reported value, 2018-03-31: $101.4B Reported value, 2018-06-30: $105.6B Reported value, 2018-09-30: $114.4B Reported value, 2018-12-31: $100.8B Reported value, 2019-03-31: $115.7B Reported value, 2019-06-30: $121.1B Reported value, 2019-09-30: $124B Reported value, 2019-12-31: $136.9B Reported value, 2020-03-31: $109.3B Reported value, 2020-06-30: $130.3B Reported value, 2020-09-30: $139.3B Reported value, 2020-12-31: $160.2B Reported value, 2021-03-31: $174.3B Reported value, 2021-06-30: $178.4B Reported value, 2021-09-30: $176B Reported value, 2021-12-31: $195.5B Reported value, 2022-03-31: $190.2B 2013-06-30 2015-03-31 2016-12-31 2018-09-30 2020-06-30 2022-03-31 $190.2B
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

Covered holdings as of March 31, 2022.

CompanyShare of portfolioValueSharesChange in shares
MSFTMicrosoft Corporation5.68%$10.8bn35.04M+3.2% Added
AAPLApple Inc.5.22%$9.9bn56.89M+2.3% Added
AMZNAmazon2.61%$5.0bn1.52M+1.2% Added
GOOGLAlphabet Inc. (Class A)1.78%$3.4bn1.22M+3.4% Added
TSLATesla, Inc.1.47%$2.8bn2.59M+3.1% Added
NVDANVIDIA Corporation1.30%$2.5bn9.08M+3.0% Added
UNHUnitedHealth Group1.13%$2.2bn4.23M+3.1% Added
JNJJohnson & Johnson1.06%$2.0bn11.36M+3.9% Added
METAMeta Platforms1.03%$2.0bn8.78M−7.5% Reduced
VVisa Inc.0.86%$1.6bn7.42M+7.3% Added
JPMJPMorgan Chase0.79%$1.5bn11.20M−2.0% Reduced
PGProcter & Gamble0.76%$1.4bn9.42M+2.7% Added
MAMastercard0.69%$1.3bn3.69M+6.1% Added
HDThe Home Depot0.67%$1.3bn4.23M−0.3%
ABBVAbbVie0.60%$1.1bn7.08M+5.2% Added
PFEPfizer0.60%$1.1bn21.91M+1.0% Added
BACBank of America0.57%$1.1bn26.09M+0.6% Added
COSTCostco0.55%$1.1bn1.83M+3.4% Added
CVXChevron Corporation0.55%$1.0bn6.44M+6.6% Added
CSCOCisco0.54%$1.0bn18.49M+5.1% Added
PEPPepsiCo0.53%$1.0bn6.07M+3.9% Added
AVGOBroadcom0.51%$973.9m1.55M+5.3% Added
ADBEAdobe Inc.0.50%$943.5m2.07M−4.6% Reduced
LLYLilly (Eli)0.49%$927.6m3.24M+1.6% Added
TMOThermo Fisher Scientific0.48%$914.9m1.55M−0.3%
MRKMerck & Co.0.47%$903.4m11.01M+6.0% Added
KOThe Coca-Cola Company0.47%$902.2m14.56M+5.5% Added
DISThe Walt Disney Company0.45%$852.2m6.21M+10.1% Added
ACNAccenture0.44%$833.7m2.47M−1.4% Reduced
WMTWalmart0.43%$825.5m5.54M+4.6% Added
ORCLOracle Corporation0.43%$816.1m9.86M−2.0% Reduced
ABTAbbott Laboratories0.42%$798.3m6.74M−1.8% Reduced
CMCSAComcast0.41%$790.1m16.87M+3.7% Added
VZVerizon0.41%$789.8m15.50M+10.8% Added
UNPUnion Pacific Corporation0.41%$788.9m2.89M+4.6% Added
BMYBristol Myers Squibb0.40%$762.2m10.44M+7.3% Added
INTCIntel0.40%$754.8m15.23M+1.5% Added
TXNTexas Instruments0.40%$754.0m4.11M−2.4% Reduced
DHRDanaher Corporation0.40%$752.3m2.56M−1.0% Reduced
MCDMcDonald's0.38%$728.2m2.94M+0.9% Added
NKENike, Inc.0.38%$722.4m5.37M−2.8% Reduced
NEENextEra Energy0.37%$698.1m8.24M−6.0% Reduced
CRMSalesforce0.36%$688.5m3.24M−4.4% Reduced
INTUIntuit0.36%$681.9m1.42M+0.8% Added
LOWLowe's0.35%$674.0m3.33M+2.2% Added
AMDAdvanced Micro Devices0.35%$669.2m6.12M+39.2% Added
QCOMQualcomm0.34%$650.7m4.26M−1.2% Reduced
AMGNAmgen0.33%$627.7m2.60M+7.1% Added
UPSUnited Parcel Service0.33%$619.8m2.89M+10.6% Added
SPGIS&P Global0.32%$608.4m1.48M+30.9% Added
CVSCVS Health0.32%$603.6m5.96M+3.1% Added
TGTTarget Corporation0.30%$570.4m2.69M+3.3% Added
MDTMedtronic0.29%$544.9m4.91M+17.1% Added
RTXRTX Corporation0.28%$541.6m5.47M+8.6% Added
NFLXNetflix0.28%$539.5m1.44M−6.2% Reduced
AMATApplied Materials0.28%$522.5m3.96M−3.4% Reduced
WFCWells Fargo0.26%$495.3m10.22M+3.8% Added
AXPAmerican Express0.26%$486.5m2.60M+9.1% Added
SCHWCharles Schwab Corporation0.25%$477.3m5.66M+5.2% Added
PYPLPayPal0.25%$477.0m4.12M+1.7% Added
PLDPrologis0.25%$476.1m2.95M+6.1% Added
ELVElevance Health0.25%$467.7m952.1K+5.4% Added
DEDeere & Company0.24%$465.6m1.12M+6.7% Added
COPConocoPhillips0.24%$459.9m4.60M+5.4% Added
AMTAmerican Tower0.24%$458.9m1.83M+4.2% Added
PMPhilip Morris International0.23%$445.9m4.75M+0.3%
ADPAutomatic Data Processing0.23%$435.5m1.91M−5.4% Reduced
MSMorgan Stanley0.23%$434.0m6.81M−1.3% Reduced
BLKBlackRock0.23%$431.4m564.6K+0.4%
SBUXStarbucks0.23%$430.0m4.73M−1.4% Reduced
CATCaterpillar Inc.0.22%$413.1m1.85M+4.9% Added
TAT&T0.21%$403.8m17.09M+19.6% Added
NOWServiceNow0.21%$401.4m720.7K+4.5% Added
ISRGIntuitive Surgical0.21%$391.0m1.30M−1.3% Reduced
ASMLAsml Holding NV0.20%$388.6m581.8K+4.4% Added
GSGoldman Sachs0.20%$388.4m1.18M0.0%
MRSHMarsh McLennan0.20%$382.3m2.24M+2.9% Added
ZTSZoetis0.20%$379.5m2.01M+2.3% Added
LMTLockheed Martin0.20%$376.9m853.9K+10.1% Added
MCOMoody's Corporation0.20%$375.3m1.11M+1.6% Added
KRKroger0.19%$365.6m6.37M−2.9% Reduced
MDLZMondelez International0.19%$355.2m5.66M+1.5% Added
ADIAnalog Devices0.19%$354.1m2.14M+0.1%
MUMicron Technology0.18%$345.4m4.43M+4.4% Added
DUKDuke Energy0.18%$342.3m3.07M+1.7% Added
DVNDevon Energy0.18%$341.5m5.78M−7.2% Reduced
ETNEaton Corporation0.18%$334.7m2.21M+2.9% Added
MOAltria0.18%$334.5m6.40M+3.3% Added
CMECME Group0.17%$333.4m1.40M+11.2% Added
SYKStryker Corporation0.17%$327.4m1.22M+7.9% Added
CBChubb Limited0.17%$321.8m1.50M+7.9% Added
ICEIntercontinental Exchange0.17%$321.0m2.43M+5.4% Added
BDXBecton Dickinson0.17%$319.4m1.20M+4.9% Added
CCICrown Castle0.17%$316.9m1.72M+3.2% Added
IBMIBM0.17%$313.2m2.41M+15.2% Added
AZNAstrazeneca PLC0.16%$309.2m4.66M+5.5% Added
CCitigroup0.16%$309.1m5.79M−1.2% Reduced
CICigna0.16%$305.4m1.27M+7.5% Added
CSXCSX Corporation0.16%$304.8m8.14M+5.7% Added
EWEdwards Lifesciences0.16%$300.7m2.55M+5.4% Added
BKNGBooking Holdings0.16%$298.1m126.9K+10.4% Added
DGDollar General0.16%$296.2m1.33M−2.0% Reduced
TFCTruist Financial0.16%$296.2m5.22M+6.1% Added
LRCXLam Research0.15%$292.8m544.7K−2.8% Reduced
PNCPNC Financial Services0.15%$292.3m1.58M+1.9% Added
MMM3M0.15%$290.7m1.95M−14.0% Reduced
ITWIllinois Tool Works0.15%$290.1m1.39M−3.4% Reduced
SHWSherwin-Williams0.15%$288.3m1.15M−3.2% Reduced
NOCNorthrop Grumman0.15%$287.5m642.9K+6.5% Added
CHTRCharter Communications0.15%$284.2m520.9K−4.0% Reduced
TJXTJX Companies0.15%$280.9m4.64M−8.1% Reduced
NEMNewmont0.15%$278.7m3.51M+5.1% Added
PGRProgressive Corporation0.15%$277.1m2.43M+6.6% Added
USBU.S. Bancorp0.14%$275.1m5.18M+0.3%
NVONovo Nordisk A S0.14%$274.2m2.47M+1.6% Added
BABoeing0.14%$273.2m1.43M+2.8% Added
NSCNorfolk Southern0.14%$271.4m951.6K+3.1% Added
AONAon plc0.14%$269.9m829.0K+4.5% Added
SOSouthern Company0.14%$261.8m3.61M+2.8% Added
MPCMarathon Petroleum0.14%$261.7m3.06M−0.9% Reduced
HCAHCA Healthcare0.14%$261.4m1.04M+0.1%
APDAir Products0.14%$260.6m1.04M+1.1% Added
VRTXVertex Pharmaceuticals0.13%$255.3m978.4K+11.6% Added
AMPAmeriprise Financial0.13%$255.2m849.7K+3.9% Added
HUMHumana0.13%$252.1m579.2K−1.7% Reduced
TMUST-Mobile US0.13%$249.1m1.94M+9.0% Added
PRUPrudential Financial0.13%$246.0m2.08M+3.6% Added
WMWaste Management0.13%$245.8m1.55M+1.8% Added
FCXFreeport-McMoRan0.13%$243.7m4.90M+6.6% Added
AZOAutoZone0.13%$242.7m118.7K+5.3% Added
GEGE Aerospace0.13%$242.1m2.65M+14.0% Added
TDGTransDigm Group0.13%$241.9m371.3K+17.3% Added
ROPRoper Technologies0.13%$240.8m510.0K+1.0% Added
ELThe Estée Lauder Companies0.13%$240.2m882.2K−4.4% Reduced
TRVThe Travelers Companies0.13%$238.2m1.30M+3.0% Added
EQIXEquinix0.13%$237.9m320.8K+0.2%
FFord Motor Company0.12%$234.9m13.89M−2.4% Reduced
MCKMcKesson0.12%$230.3m752.3K+1.6% Added
CLColgate-Palmolive0.12%$229.2m3.02M0.0%
REGNRegeneron Pharmaceuticals0.12%$228.4m327.0K+8.7% Added
ORLYO'Reilly Automotive0.12%$227.5m332.1K+10.2% Added
BHPBHP Group Ltd0.12%$227.4m2.94M+45.8% Added
SHELShell plc0.12%$225.7m4.11MNew
DDominion Energy0.12%$223.8m2.63M+3.7% Added
EOGEOG Resources0.12%$223.6m1.88M+5.0% Added
MCHPMicrochip Technology Inc0.12%$222.7m2.96M+5.0% Added
EMREmerson Electric0.12%$222.5m2.27M+14.1% Added
KLACKLA Corporation0.12%$220.6m602.5K+2.6% Added
MTDMettler Toledo0.12%$218.6m159.2K+1.9% Added
APHAmphenol0.12%$218.2m2.90M+14.9% Added
CompanyBought (value)Shares
MSFTMicrosoft Corporation$337.6m1.09M
SHELShell plc$225.7m4.11M
AAPLApple Inc.$223.6m1.28M
AMDAdvanced Micro Devices$188.3m1.72M
SPGIS&P Global$143.7m350.4K
VVisa Inc.$111.6m503.2K
GOOGLAlphabet Inc. (Class A)$109.7m39.4K
TSLATesla, Inc.$84.6m78.5K
MDTMedtronic$79.6m717.4K
DISThe Walt Disney Company$77.8m567.6K
VZVerizon$77.1m1.51M
MAMastercard$76.4m213.7K
JNJJohnson & Johnson$74.8m422.2K
DINOHF Sinclair Corp$72.6m1.82M
NVDANVIDIA Corporation$71.7m262.7K

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

CompanySold (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

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

CompanyValue last quarterShares
BFHBread Financial Holdings, Inc.$34.9m524.1K
NBISNebius Group N.V.$23.1m381.6K
MFAMFA Financial, Inc.$6.0m1.32M
WESWestern Midstream Partners, LP$1.7m76.8K
ASPNAspen Aerogels Inc$1.6m32.5K
PAAPlains ALL American Pipeline LP$1.6m168.5K
USIOUsio, Inc.$1.5m339.7K
FHTXFoghorn Therapeutics Inc.$1.4m62.7K
MTLSMaterialise NV$839,00035.2K
RVMDRevolution Medicines, Inc.$579,00023.0K
BTGB2gold Corp$535,000136.0K
CLYMClimb Bio, Inc.$494,00047.2K
ARCTArcturus Therapeutics Holdings Inc.$486,00013.1K
AFYAAfya Ltd$465,00029.6K
ACMRACM Research, Inc.$422,0004.9K
ONEWOnewater Marine Inc.$395,0006.5K
MGTXMeiragtx Holdings plc$337,00014.2K
KRUSKura Sushi USA, Inc.$320,0004.0K
GRPNGroupon, Inc.$318,00013.7K
NRIXNurix Therapeutics, Inc.$285,0009.8K
SRRKScholar Rock Holding Corp$255,00010.2K
AFCGAdvanced Flower Capital Inc.$251,00011.0K
VSECVSE Corp$248,0004.1K
KROSKeros Therapeutics, Inc.$233,0004.0K
HUYAHuya Inc.$229,00033.0K
FRHCFreedom Holding Corp.$229,0003.3K
PCVXVaxcyte, Inc.$228,0009.6K
REPLReplimune Group, Inc.$219,0008.1K
DJCODaily Journal Corp$209,000587
IDYAIdeaya Biosciences, Inc.$208,0008.8K
  • Technology26.5%
  • Health Care14.0%
  • Financials13.5%
  • Consumer Discretionary11.5%
  • Industrials9.0%
  • Consumer Staples7.0%
  • Communication Services6.5%
  • Energy3.3%
  • Real Estate3.0%
  • Materials2.9%
  • Utilities2.8%

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

PeriodCopy, a yearS&P 500SharpeS&P 500Biggest dropBeta
Whole backtestAugust 9, 2013 to August 26, 2022+12.6%+12.2%0.740.74−32.6%1.02
2018 onwardsJanuary 5, 2018 to August 26, 2022+10.5%+10.7%0.530.54−32.6%1.02
Last three yearsAugust 30, 2019 to August 26, 2022+12.9%+13.4%0.620.65−32.6%1.02
Last yearAugust 27, 2021 to August 26, 2022−9.2%−8.7%−0.41−0.39−22.7%1.01

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.