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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
ISHARES TRUST ISHARES 1-5 YEAR464288646 ETF $10.6m 205,827
ISHARES TRUST ISHARES MSCI ACWI INDEX FUND464288257 ETF $2.6m 25,857
iShares US Consumer Discretion464287580 ETF $536,000 7,143
iShares US Transportation ETF464287192 ETF $2.6m 9,772
IsoPlexis Corp465005106 Common Stock $169,000 49,416
ISTAR INC45031U101 REIT $6.7m 286,925
ITAU CORPBANCA45033E105 ADR $34,000 10,245
Itau Unibanco Holding SA465562106 ADR $7.3m 1,270,896
iTeos Therapeutics Inc46565G104 Common Stock $3.1m 97,215
ITERIS INC COM46564T107 Common Stock $272,000 91,409
ITRON INC465741106 · ITRI Common Stock $4.5m 86,127
ITT CORP45073V108 · ITT Common Stock $17.1m 226,804
IVERIC BIO INC46583P102 Common Stock $1.7m 99,278
Ivy High Income Opportunities246107106 Closed-End Fund $4.2m 330,996
J&J SNACK FOODS CORP466032109 · JJSF Common Stock $10.9m 70,111
JABIL INC466313103 · JBL Common Stock $43.2m 699,720
JACK HENRY & ASSOCIATES INC426281101 · JKHY Common Stock $68.6m 348,183
JACK IN THE BOX INC466367109 · JACK Common Stock $6.2m 66,678
JACKSON FINANCIAL INC46817M107 · JXN Common Stock $1.5m 34,895
JACOBS ENGINEERING GROUP INC469814107 Common Stock $56.2m 408,131
REPUBLIC SERVICES INC760759100 · RSG Common Stock $104.6m 789,430
Reservoir Media Inc76119X105 · RSVR Common Stock $688,000 69,955
RESIDEO TECHNOLOGIES INC76118Y104 · REZI Common Stock $11.7m 492,667
RESMED INC761152107 · RMD Common Stock $114.6m 472,500
RESOLUTE FOREST PRODUCTS76117W109 Common Stock $1.9m 150,950
RESOURCES CONNECTION INC76122Q105 · RGP Common Stock $3.7m 217,719
RESTAURANT BRANDS INTERN76131D103 · QSR Common Stock $14.0m 240,283
RETAIL OPPORTUNITY INVESTMEN REIT76131N101 REIT $13.9m 716,211
Retractable Technologies Inc76129W105 · RVP Common Stock $112,000 23,639
REV GROUP INC COM749527107 Common Stock $574,000 42,858
REVANCE THERAPEUTICS INC761330109 Common Stock $5.4m 277,250
REVOLVE GROUP INC76156B107 · RVLV Common Stock $2.9m 53,769
REX AMERICAN RESOURCES CORP761624105 · REX Common Stock $5.0m 50,225
REXFORD INDUSTRIAL REALTY IN76169C100 · REXR REIT $23.9m 320,072
Reynolds Consumer Products Inc76171L106 · REYN Common Stock $3.1m 104,447
RH74967X103 · RH Common Stock $11.6m 35,444
Rhythm Pharmaceuticals Inc76243J105 · RYTM Common Stock $119,000 10,309
RIBBON COMMUNICATIONS INC762544104 · RBBN Common Stock $535,000 173,054
RIGEL PHARMACEUTICALS INC COM NEW766559603 · RIGL Common Stock $1.5m 485,638
RIMINI STREET INC76674Q107 · RMNI Common Stock $136,000 23,435
RINGCENTRAL INC -CLASS A76680R206 · RNG Common Stock $17.3m 147,263
RIO TINTO PLC SPONSORED ADR767204100 ADR $128.3m 1,595,973
RIOT BLOCKCHAIN INC767292105 · RIOT Common Stock $1.0m 48,266
Riskified LtdM8216R109 · RSKD Common Stock $182,000 30,171
RITCHIE BROS AUCTIONEERS INC767744105 Common Stock $9.4m 158,980
RITE AID CORP COM767754872 Common Stock $559,000 63,916
RIVERNORTH FLEX MUNI II76883Y107 Closed-End Fund $411,000 25,048
RiverNorth/DoubleLine Strategi76882G107 Closed-End Fund $6.0m 485,134
RIVERVIEW BANCORP INC769397100 · RVSB Common Stock $241,000 31,924
Rivian Automotive Inc76954A103 · RIVN Common Stock $8.5m 169,860
RLI CORP749607107 · RLI Common Stock $9.4m 84,944
RLJ LODGING TR COM74965L101 · RLJ REIT $6.8m 485,451
RLX TECHNOLOGY INC-ADR74969N103 · RLX ADR $793,000 442,886
RMR GROUP INC/THE - A74967R106 · RMR Common Stock $1.8m 57,613
ROBERT HALF INTERNATIONAL INC770323103 · RHI Common Stock $82.5m 722,505
ROBINHOOD MARKETS INC - A770700102 · HOOD Common Stock $2.7m 202,486
ROBLOX CORP - CLASS A771049103 · RBLX Common Stock $4.5m 98,112
ROCKET COS INC-CLASS A77311W101 · RKT Common Stock $1.5m 139,319
ROCKET PHARMACEUTICALS INC77313F106 · RCKT Common Stock $685,000 43,161
ROCKWELL AUTOMATION INC773903109 · ROK Common Stock $128.8m 460,069
ROCKY BRANDS INC774515100 · RCKY Common Stock $420,000 10,092
ROGERS COMMUNICATIONS INC775109200 Common Stock $13.2m 232,957
ROGERS CORP775133101 · ROG Common Stock $20.1m 73,977
ROKU INC77543R102 · ROKU Common Stock $17.6m 140,231
ROLLINS INC775711104 · ROL Common Stock $28.3m 808,219
ROMEO POWER INC776153108 Common Stock $274,000 183,696
ROPER TECHNOLOGIES INC776696106 · ROP Common Stock $240.8m 509,984
ROSS STORES INC778296103 · ROST Common Stock $134.5m 1,486,450
ROYAL BANK OF CANADA780087102 · RY Common Stock $75.6m 685,213
ROYAL CARIBBEAN CRUISES LTD COMV7780T103 · RCL Common Stock $92.8m 1,107,787
ROYAL GOLD INC780287108 · RGLD Common Stock $34.3m 242,955
ROYALTY PHARMA PLC- CL AG7709Q104 · RPRX Common Stock $15.4m 394,985
Royce Micro-Cap Trust Inc780915104 Closed-End Fund $8.9m 846,014
Royce Value Trust Inc780910105 Closed-End Fund $41.2m 2,425,143
RPC INC749660106 · RES Common Stock $6.7m 630,331
RPM INTERNATIONAL INC749685103 · RPM Common Stock $34.1m 419,267
RPT REALTY74971D101 REIT $5.9m 430,920
RSX - VanEck Vectors Russia ETF92189F403 ETF $865,000 153,150
RUBIUS THERAPEUTICS INC78116T103 Common Stock $289,000 52,432
RUSH ENTERPRISES INC781846209 · RUSHA Common Stock $5.6m 109,086
American Well Corp03044L105 Common Stock $1.1m 264,774
AMERICAN WOODMARK CORP030506109 Common Stock $3.2m 64,600
AMERICA'S CAR-MART INC03062T105 · CRMT Common Stock $1.8m 22,186
AMERICOLD REALTY TRUST03064D108 · COLD REIT $6.4m 230,584
AMERIPRISE FINANCIAL INC03076C106 · AMP Common Stock $255.2m 849,745
AMERIS BANCORP03076K108 · ABCB Common Stock $9.9m 224,664
AMERISAFE INC03071H100 · AMSF Common Stock $1.9m 39,098
AMERISOURCEBERGEN CORP COM03073E105 · COR Common Stock $168.0m 1,085,866
AMETEK INC NEW COM031100100 · AME Common Stock $130.8m 982,129
AMGEN INC031162100 · AMGN Common Stock $627.7m 2,595,883
AMICUS THERAPEUTICS COM03152W109 Common Stock $1.3m 141,326
AMKOR TECHNOLOGY INC031652100 · AMKR Common Stock $11.9m 548,427
AMMO Inc00175J107 · POWW Common Stock $50,000 10,378
AMN HEALTHCARE SERVICES INC001744101 · AMN Common Stock $23.2m 222,829
AMNEAL PHARMACEUTICALS INC03168L105 · AMRX Common Stock $932,000 223,514
AMPHASTAR PHARMACEUTICALS03209R103 · AMPH Common Stock $12.2m 339,347
AMPHENOL CORP032095101 · APH Common Stock $218.2m 2,895,190
AMPIO PHARMACEUTICALS INC03209T109 Common Stock $6,000 13,488
AMPLITUDE CLASS A EQUITY03213A104 · AMPL Common Stock $468,000 25,390
AMYRIS INC03236M200 Common Stock $484,000 111,040

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.