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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
NV5 GLOBAL INC COM62945V109 Common Stock $3.0m 22,564
NVE CORP COM NEW629445206 · NVEC Common Stock $1.4m 25,557
NVENT ELECTRICG6700G107 · NVT Common Stock $14.3m 411,992
NVIDIA CORP67066G104 · NVDA Common Stock $2.5bn 9,075,522
NVR INC62944T105 · NVR Common Stock $33.4m 7,471
NXP SEMICONDUCTORS N V COMN6596X109 · NXPI Common Stock $113.5m 613,035
OAK STREET HEALTH INC67181A107 Common Stock $4.7m 174,844
OASIS PETROLEUM INC674215207 · CHRD Common Stock $7.0m 47,890
SEACOAST BKG CORP FLA COM811707801 · SBCF Common Stock $5.8m 166,056
SEAGATE TECHNOLOGY PLCG7997R103 · STX Common Stock $100.1m 1,112,959
SEAGEN INC81181C104 Common Stock $30.7m 213,180
SEALED AIR CORP81211K100 Common Stock $41.4m 618,265
SEAWORLD ENTMT INC COM81282V100 · PRKS Common Stock $9.0m 121,546
SECTOR SPDR TR SBI CONS STPLS81369Y308 ETF $5.8m 76,545
SECTOR SPDR TR SBI INT-ENERGY81369Y506 ETF $72.3m 945,256
SECTOR SPDR TR SBI INT-TECH81369Y803 ETF $9.0m 56,553
Seer Inc81578P106 · SEER Common Stock $448,000 29,405
SEI INVESTMENTS CO784117103 · SEIC Common Stock $26.8m 444,370
SELECT ENERGY SVCS INC CL A COM81617J301 · WTTR Common Stock $2.9m 342,647
SELECT MEDICAL HOLDINGS CORP81619Q105 Common Stock $9.6m 399,707
SELECT SECTOR SPDR TR SBI CONS DISCR81369Y407 ETF $8.7m 47,216
SELECTA BIOSCIENCES IN COM816212104 Common Stock $23,000 19,032
SELECTIVE INSURANCE GROUP INC816300107 · SIGI Common Stock $17.8m 198,915
SELECTQUOTE INC816307300 · SLQT Common Stock $1.4m 513,334
SEMPRA816851109 · SRE Common Stock $158.7m 943,811
SEMTECH CORP816850101 · SMTC Common Stock $13.7m 197,915
Sendas Distribuidora SA81689T104 ADR $1.2m 67,201
SENECA FOODS CORP817070501 · SENEA Common Stock $944,000 18,310
SENSATA TECHNOLOGIES HOLDING NG8060N102 · ST Common Stock $12.7m 249,304
SENSEONICS HLDGS INC COM81727U105 Common Stock $170,000 86,122
SENSIENT TECHNOLOGIES CORP81725T100 · SXT Common Stock $8.7m 104,101
Sensus Healthcare Inc81728J109 · SRTS Common Stock $1.5m 144,210
SentinelOne Inc81730H109 · S Common Stock $3.5m 91,598
SERES THERAPEUTICS INC COM81750R102 · MCRB Common Stock $190,000 26,654
SERITAGE GROWTH PPTYS CL A81752R100 · SRG REIT $808,000 63,812
SERVICE CORP INTERNATIONAL/US817565104 · SCI Common Stock $40.4m 614,367
SERVICE PROPERTIES TRUST81761L102 REIT $18.1m 2,044,250
SERVICENOW INC COM81762P102 · NOW Common Stock $401.4m 720,710
SERVISFIRST BANCSHARES COM81768T108 · SFBS Common Stock $16.9m 177,111
Sesen Bio Inc817763105 Common Stock $21,000 34,977
SFL CORP LTDG7738W106 · SFL Common Stock $5.5m 544,834
SHAKE SHACK INC.819047101 · SHAK Common Stock $7.2m 106,694
SHARECARE INC81948W104 Common Stock $105,000 42,576
Sharps Compliance Corp820017101 Common Stock $59,000 10,026
SHAW COMMUNICATIONS INC82028K200 Common Stock $21.2m 681,958
SHELL PLC ADR780259305 · SHEL ADR $225.7m 4,108,679
SHENANDOAH TELECOMMUNICATIONS82312B106 · SHEN Common Stock $4.0m 169,036
SHERWIN-WILLIAMS CO/THE824348106 · SHW Common Stock $288.3m 1,154,939
SHIFT TECHNOLOGIES INC82452T107 Common Stock $363,000 164,876
SHIFT4 PAYMENTS INC-CLASS A82452J109 · FOUR Common Stock $5.9m 95,426
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTR824596100 ADR $37.8m 1,131,738
SHOALS TECHNOLOGIES GROUP -A82489W107 · SHLS Common Stock $4.3m 252,719
US PHYSICAL THERAPY INC90337L108 · USPH Common Stock $7.3m 73,164
US SILICA HOLDINGS INC90346E103 Common Stock $4.2m 225,349
US XPRESS ENTERPRISES INC -A90338N202 Common Stock $435,000 112,150
USANA HEALTH SCIENCES INC90328M107 · USNA Common Stock $4.2m 53,273
UTAH MEDICAL PRODUCTS INC917488108 · UTMD Common Stock $840,000 9,345
UTILITIES SELECT SECTOR SPDR81369Y886 ETF $1.4m 18,895
UTZ BRANDS INC918090101 · UTZ Common Stock $611,000 41,346
UWM Holdings Corp91823B109 · UWMC Common Stock $2.6m 578,931
VAALCO ENERGY INC91851C201 · EGY Common Stock $185,000 28,275
VAIL RESORTS INC91879Q109 · MTN Common Stock $17.0m 65,430
VALE SA91912E105 · VALE ADR $31.6m 1,582,776
VALERO ENERGY CORP91913Y100 · VLO Common Stock $198.8m 1,957,649
VALLEY NATIONAL BANCORP919794107 · VLY Common Stock $8.5m 653,199
VALMONT INDUSTRIES INC920253101 · VMI Common Stock $6.9m 29,098
VALVOLINE INC92047W101 · VVV Common Stock $15.3m 484,791
VANDA PHARMACEUTICALS COM921659108 · VNDA Common Stock $2.4m 209,062
VANGARD TOTAL WORLD STOCK INDEX FUND ETF922042742 ETF $3.2m 31,979
ASTRONICS CORP046433108 · ATRO Common Stock $398,000 30,791
ASURE SOFTWARE INC04649U102 · ASUR Common Stock $510,000 85,648
AT&T INC00206R102 · T Common Stock $403.8m 17,087,114
ATARA BIOTHERAPEUTICS COM046513107 · ATRA Common Stock $295,000 31,731
ATEA PHARMACEUTICALS INC04683R106 · AVIR Common Stock $386,000 53,433
ATERIAN INC02156U101 Common Stock $41,000 16,700
ATI Physical Therapy Inc00216W109 Common Stock $45,000 24,135
ATKORE INC047649108 · ATKR Common Stock $15.8m 160,626
ATLANTIC UNION BANKSHARES CO04911A107 · AUB Common Stock $3.0m 82,736
ATLANTICA SUSTAINABLE INFRASTRUCTUREG0751N103 Common Stock $1.3m 36,186
ATLAS AIR WORLDWIDE HOLDINGS I049164205 Common Stock $20.5m 237,693
ATLAS CORPY0436Q109 Common Stock $181,000 12,311
ATLASSIAN CORP PLC-CLASS AG06242104 Common Stock $66.4m 226,046
ATMOS ENERGY CORP049560105 · ATO Common Stock $52.1m 435,849
ATN INTERNATIONAL INC00215F107 · ATNI Common Stock $2.4m 61,188
ATOMERA INC04965B100 · ATOM Common Stock $342,000 26,201
ATRECA INC - A04965G109 Common Stock $1.3m 413,818
ATRICURE INC COM04963C209 · ATRC Common Stock $2.8m 42,075
ATRION CORP049904105 Common Stock $1.4m 1,919
Audacy Inc05070N103 Common Stock $771,000 266,643
AUDIOCODES LTDM15342104 · AUDC Common Stock $2.2m 85,356
AURINIA PHARMACEUTICALS INC05156V102 · AUPH Common Stock $248,000 20,057
AUTODESK INC052769106 · ADSK Common Stock $184.3m 859,873
AUTOHOME INC ADR05278C107 · ATHM ADR $4.7m 155,420
AUTOLIV INC052800109 · ALV Common Stock $7.0m 91,456
AUTOMATIC DATA PROCESSING INC053015103 · ADP Common Stock $435.5m 1,913,734
AUTONATION INC05329W102 · AN Common Stock $14.1m 141,783
AUTOZONE INC053332102 · AZO Common Stock $242.7m 118,680
AVALARA INC05338G106 Common Stock $10.6m 106,027
AVALONBAY CMNTYS INC COM REIT053484101 REIT $108.1m 435,249
AVANGRID INC05351W103 Common Stock $22.0m 471,373

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.