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 |
|---|---|---|---|
| GARTNER INC366651107 · IT | Common Stock | $109.8m | 369,041 |
| GATES INDUSTRIAL CORP PLCG39108108 | Common Stock | $4.5m | 297,044 |
| Gatos Silver Inc368036109 | Common Stock | $245,000 | 56,605 |
| GATX CORP361448103 · GATX | Common Stock | $17.0m | 137,980 |
| GBDC - Golub Capital BDC Inc38173M102 · GBDC | Common Stock | $992,000 | 65,203 |
| GCM Grosvenor Inc36831E108 · GCMG | Common Stock | $274,000 | 28,199 |
| GCP APPLIED TECHNOLOGIES36164Y101 | Common Stock | $4.9m | 155,342 |
| GDS HOLDINGS LTD - ADR36165L108 · GDS | ADR | $8.2m | 208,065 |
| GENCO SHIPPING & TRADING LTDY2685T131 · GNK | Common Stock | $4.0m | 171,029 |
| GENERAC HOLDINGS INC368736104 · GNRC | Common Stock | $47.9m | 161,200 |
| GENERAL AMERICAN INVESTORS368802104 | Closed-End Fund | $20.8m | 490,844 |
| GENERAL DYNAMICS CORP369550108 · GD | Common Stock | $218.0m | 903,817 |
| GENERAL ELECTRIC CO369604301 · GE | Common Stock | $242.1m | 2,645,700 |
| GENERAL MILLS INC370334104 · GIS | Common Stock | $181.6m | 2,681,572 |
| GENERAL MOTORS CO37045V100 · GM | Common Stock | $172.8m | 3,951,469 |
| GENERATION BIO CO37148K100 | Common Stock | $128,000 | 17,454 |
| GENESCO INC371532102 · GCO | Common Stock | $4.2m | 66,515 |
| GENIE ENERGY LTD372284208 · GNE | Common Stock | $73,000 | 10,831 |
| GENIUS SPORTSG3934V109 · GENI | Common Stock | $114,000 | 24,834 |
| GENMAB A/S -SP ADR372303206 | ADR | $29.8m | 823,618 |
| GENPACT LTDG3922B107 · G | Common Stock | $23.4m | 537,709 |
| GENTEX CORP371901109 · GNTX | Common Stock | $29.0m | 995,169 |
| GENTHERM INC37253A103 · THRM | Common Stock | $10.3m | 140,528 |
| GENUINE PARTS CO372460105 · GPC | Common Stock | $103.2m | 819,049 |
| GENWORTH FINANCIAL INC37247D106 · GNW | Common Stock | $5.1m | 1,347,864 |
| GEO GROUP INC/THE36162J106 · GEO | REIT | $2.7m | 409,710 |
| GEOPARK LTDG38327105 · GPRK | Common Stock | $506,000 | 33,851 |
| GERDAU S A SPONSORED ADR373737105 | ADR | $4.5m | 700,362 |
| GERMAN AMERICAN BANCORP INC373865104 · GABC | Common Stock | $470,000 | 12,374 |
| GERON CORP COM374163103 · GERN | Common Stock | $23,000 | 16,920 |
| GETNET ADQUIRENCIA E SER-W/I37428A103 | ADR | $17,000 | 11,168 |
| GETTY REALTY CORP REIT374297109 · GTY | REIT | $5.8m | 202,202 |
| GEVO INC374396406 · GEVO | Common Stock | $849,000 | 181,338 |
| GFL Environmental Inc36168Q104 | Common Stock | $2.8m | 85,443 |
| GH RESEARCH PLCG3855L106 · GHRS | Common Stock | $849,000 | 46,417 |
| GIBRALTAR INDUSTRIES INC374689107 · ROCK | Common Stock | $4.5m | 103,645 |
| CSG SYSTEMS INTERNATIONAL INC126349109 | Common Stock | $14.4m | 226,638 |
| CSW INDUSTRIALS INC126402106 · CSW | Common Stock | $1.3m | 10,764 |
| CSX CORP126408103 · CSX | Common Stock | $304.8m | 8,138,130 |
| CTI BIOPHARMA CORP12648L601 | Common Stock | $1.1m | 236,065 |
| CTO REALTY GROWTH INC22948Q101 · CTO | REIT | $554,000 | 8,350 |
| CTS CORP126501105 · CTS | Common Stock | $6.5m | 182,975 |
| CUBESMART REIT229663109 · CUBE | REIT | $19.5m | 374,025 |
| CUE BIOPHARMA INC22978P106 | Common Stock | $163,000 | 33,467 |
| CUE HEALTH INC229790100 | Common Stock | $211,000 | 32,783 |
| CULLEN/FROST BANKERS INC229899109 · CFR | Common Stock | $37.5m | 270,965 |
| Cullinan Oncology Inc230031106 · CGEM | Common Stock | $685,000 | 65,443 |
| CULP INC COM230215105 · CULP | Common Stock | $93,000 | 11,733 |
| NOBLE INTL LTD COM74348A467 | ETF | $644,000 | 6,786 |
| NOKIA CORP SPONSORED ADR654902204 | ADR | $33.6m | 6,147,287 |
| NOMAD FOODS LTDG6564A105 · NOMD | Common Stock | $4.1m | 183,002 |
| NOMURA HLDGS INC SPONSORED ADR65535H208 | ADR | $38.7m | 9,178,906 |
| NOODLES & CO65540B105 | Common Stock | $71,000 | 11,948 |
| NORDIC AMERICAN TANKERS LTDG65773106 · NAT | Common Stock | $2.9m | 1,368,915 |
| NORDSON CORP655663102 · NDSN | Common Stock | $28.4m | 125,284 |
| NORDSTROM INC655664100 | Common Stock | $5.1m | 187,147 |
| NORFOLK SOUTHERN CORP655844108 · NSC | Common Stock | $271.4m | 951,572 |
| NORTHERN OIL & GAS INC665531307 · NOG | Common Stock | $6.4m | 228,602 |
| NORTHERN TRUST CORP665859104 · NTRS | Common Stock | $75.1m | 644,532 |
| NORTHFIELD BANCORP INC/NJ66611T108 | Common Stock | $2.4m | 165,900 |
| NORTHRIM BANCORP INC666762109 · NRIM | Common Stock | $938,000 | 21,538 |
| NORTHROP GRUMMAN CORP666807102 · NOC | Common Stock | $287.5m | 642,858 |
| NORTHWEST BANCSHARES INC667340103 · NWBI | Common Stock | $8.1m | 603,129 |
| NORTHWEST NATURAL HOLDING CO66765N105 · NWN | Common Stock | $7.9m | 152,575 |
| NORTHWEST PIPE CO667746101 · NWPX | Common Stock | $547,000 | 21,508 |
| NORTHWESTERN CORP668074305 · NWE | Common Stock | $9.1m | 150,359 |
| NORTONLIFELOCK INC668771108 · GEN | Common Stock | $38.4m | 1,446,329 |
| NORWEGIAN CRUISE LINE SHSG66721104 · NCLH | Common Stock | $42.9m | 1,961,972 |
| NOV INC62955J103 · NOV | Common Stock | $20.3m | 1,036,845 |
| Nova LtdM7516K103 · NVMI | Common Stock | $4.3m | 39,944 |
| NOVAGOLD RES INC COM NEW66987E206 · NG | Common Stock | $2.4m | 307,337 |
| NOVANTA INC67000B104 · NOVT | Common Stock | $8.8m | 62,191 |
| NOVARTIS A G SPONSORED ADR66987V109 | ADR | $250.5m | 2,854,907 |
| NOVAVAX INC COM670002401 · NVAX | Common Stock | $2.9m | 39,826 |
| NOVOCURE LTDG6674U108 · NVCR | Common Stock | $17.8m | 215,042 |
| NOVO-NORDISK A S ADR670100205 · NVO | ADR | $274.2m | 2,468,869 |
| NOW INC/DE67011P100 · DNOW | Common Stock | $3.9m | 354,273 |
| NRG ENERGY INC629377508 · NRG | Common Stock | $62.2m | 1,621,678 |
| NU HOLDINGS LTD/CAYMAN ISL-AG6683N103 · NU | Common Stock | $5.2m | 668,707 |
| NU SKIN ENTERPRISES INC67018T105 · NUS | Common Stock | $19.9m | 415,026 |
| NUCOR CORP670346105 · NUE | Common Stock | $180.3m | 1,212,830 |
| NUTANIX INC-A67059N108 · NTNX | Common Stock | $4.7m | 175,490 |
| NUTRIEN LTD67077M108 · NTR | Common Stock | $38.9m | 373,852 |
| Nuvalent Inc670703107 | Common Stock | $343,000 | 24,675 |
| NUVASIVE INC670704105 | Common Stock | $5.2m | 91,441 |
| Nuvation Bio Inc67080N101 · NUVB | Common Stock | $208,000 | 39,636 |
| Nuveen AMT-Free Municipal Cred67071L106 | Closed-End Fund | $272,000 | 18,377 |
| Nuveen AMT-Free Quality Munici670657105 | Closed-End Fund | $52.7m | 4,012,941 |
| NUVEEN CORE PLUS IMPACT FUND67080D103 | Closed-End Fund | $1.0m | 68,081 |
| Nuveen Credit Strategies Incom67073D102 | Closed-End Fund | $55.7m | 9,020,851 |
| NUVEEN DOW 30 DYN OVER SHS67075F105 | Closed-End Fund | $867,000 | 52,180 |
| Nuveen Enhanced Municipal Valu67074M101 | Closed-End Fund | $507,000 | 38,929 |
| Nuveen Global High Income Fund67075G103 | Closed-End Fund | $14.2m | 995,181 |
| NUVEEN MULTI-ASSET INCOME670750108 | Closed-End Fund | $4.3m | 262,732 |
| Nuveen Municipal Credit Income67070X101 | Closed-End Fund | $280,000 | 19,178 |
| Nuveen Preferred & Income Oppo67073B106 | Closed-End Fund | $12.4m | 1,444,327 |
| Nuveen Preferred & Income Secu67072C105 | Closed-End Fund | $15.0m | 1,783,251 |
| Nuveen Quality Municipal Incom67066V101 | Closed-End Fund | $47.9m | 3,586,365 |
| Nuveen Real Asset Income and G67074Y105 | Closed-End Fund | $35.8m | 2,344,353 |
| Nuveen Senior Income Fund67067Y104 | Closed-End Fund | $1.4m | 246,293 |
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 |