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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
LOCKHEED MARTIN CORP539830109 · LMT Common Stock $376.9m 853,935
LOEWS CORP540424108 · L Common Stock $50.1m 773,429
LOGITECH INTL S A SHSH50430232 · LOGI Common Stock $29.6m 401,431
LOMA NEGRA CIA IND-SPON ADR54150E104 ADR $144,000 25,091
LORDSTOWN MOTORS CORP-CL A54405Q100 Common Stock $1.5m 427,090
LOUISIANA-PACIFIC CORP546347105 · LPX Common Stock $17.5m 282,172
LOVESAC CO/THE54738L109 · LOVE Common Stock $803,000 14,848
LOWE'S COS INC548661107 · LOW Common Stock $674.0m 3,333,307
LOYALTY VENTURES INC54911Q107 Common Stock $1.9m 116,940
LPL FINANCIAL HOLDINGS INC50212V100 · LPLA Common Stock $25.3m 138,754
LSB INDUSTRIES INC502160104 · LXU Common Stock $3.3m 148,812
LTC PROPERTIES INC REIT502175102 · LTC REIT $3.9m 100,779
Lucid Group Inc549498103 Common Stock $2.0m 80,449
LUFAX HOLDING LTD54975P102 ADR $3.1m 552,777
LULULEMON ATHLETICA INC550021109 · LULU Common Stock $82.2m 224,996
Lulu's Fashion Lounge Holdings55003A108 Common Stock $569,000 83,952
LUMEN TECHNOLOGIES INC550241103 · LUMN Common Stock $53.0m 4,705,595
LUMENTUM HOLDINGS INC55024U109 · LITE Common Stock $22.4m 229,304
Luna Innovations Inc550351100 Common Stock $304,000 39,488
LUTHER BURBANK CORP550550107 Common Stock $303,000 22,797
LXP Industrial Trust529043101 REIT $17.4m 1,106,632
Lyell Immunopharma Inc55083R104 Common Stock $185,000 36,701
LYFT INC-A55087P104 · LYFT Common Stock $10.8m 280,553
LYONDELLBASELL INDUSTRIES NVN53745100 · LYB Common Stock $122.0m 1,186,054
M&T BANK CORP55261F104 · MTB Common Stock $96.7m 570,401
M/I HOMES INC55305B101 · MHO Common Stock $4.8m 107,613
MACATAWA BK CORP COM554225102 Common Stock $4.3m 478,215
MACERICH CO/THE REIT554382101 · MAC REIT $18.1m 1,157,786
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC55405Y100 · MTSI Common Stock $6.3m 105,469
Macquarie Global Infrastructur55608D101 Closed-End Fund $11.3m 441,136
MACROGENICS INC556099109 · MGNX Common Stock $364,000 41,280
MACY'S INC55616P104 · M Common Stock $28.6m 1,173,192
MADISON SQUARE GARDEN ENTERTAINMENT CORP CLASS A55826T102 · SPHR Common Stock $6.7m 80,590
MADISON SQUARE GARDEN SPORTS55825T103 · MSGS Common Stock $8.4m 46,613
MADRIGAL PHARMACEUTICA COM558868105 · MDGL Common Stock $1.1m 11,136
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP L559080106 MLP $221,000 4,495
MAGENTA THERAPEUTICS INC55910K108 Common Stock $61,000 21,153
MAGNA INTERNATIONAL INC559222401 · MGA Common Stock $25.9m 403,153
Magnachip Semiconductor Corp55933J203 · MX Common Stock $495,000 29,246
VOXX INTERNATIONAL CORP91829F104 Common Stock $490,000 49,105
VOYA EMERGING MKTS HIG COM92912P108 Closed-End Fund $277,000 41,317
VOYA FINANCIAL INC929089100 · VOYA Common Stock $54.6m 822,428
Voya Global Advantage and Prem92912R104 Closed-End Fund $1.7m 179,726
Voya Global Equity Dividend an92912T100 Closed-End Fund $26.0m 4,433,899
Vroom Inc92918V109 Common Stock $2.1m 798,484
VTEXG9470A102 · VTEX Common Stock $195,000 31,672
VULCAN MATERIALS CO929160109 · VMC Common Stock $105.7m 575,201
Vuzix Corp92921W300 · VUZI Common Stock $79,000 11,980
W P CAREY INC COM92936U109 · WPC REIT $22.6m 279,393
W&T OFFSHORE INC92922P106 · WTI Common Stock $3.4m 889,604
WABASH NATIONAL CORP929566107 · WNC Common Stock $3.5m 234,028
WABTEC CORP929740108 · WAB Common Stock $82.7m 860,390
WALGREEN BOOTS ALLIANCE INC931427108 Common Stock $133.5m 2,982,290
WALKER & DUNLOP INC COM93148P102 · WD Common Stock $8.5m 65,888
WALMART INC931142103 · WMT Common Stock $825.5m 5,543,179
WALT DISNEY CO/THE254687106 · DIS Common Stock $852.2m 6,213,432
WARBY PARKER INC-CLASS A93403J106 · WRBY Common Stock $3.0m 88,015
WARNER MUSIC GROUP CORP-CL A934550203 · WMG Common Stock $1.6m 42,033
WARRIOR MET COAL INC93627C101 · HCC Common Stock $7.2m 194,209
WARRIOR TECHNOLOGIES ACQUISI936273200 Unit $758,000 75,954
WASHINGTON FEDERAL INC938824109 · WAFD Common Stock $5.2m 159,618
WASHINGTON REIT939653101 · ELME REIT $4.8m 187,132
WASHINGTON TRUST BANCORP INC940610108 · WASH Common Stock $1.1m 20,175
WASTE CONNECTIONS INC94106B101 · WCN Common Stock $21.5m 153,580
WASTE MANAGEMENT INC94106L109 · WM Common Stock $245.8m 1,550,539
WATERS CORP941848103 · WAT Common Stock $76.1m 245,132
WATERSTONE FINANCIAL INC94188P101 · WSBF Common Stock $1.7m 88,221
WATSCO INC942622200 · WSO Common Stock $32.1m 105,252
WATTS WATER TECHNOLOGIES INC942749102 · WTS Common Stock $7.1m 50,602
WAVE LIFE SCIENCES LTD SHSY95308105 · WVE Common Stock $113,000 56,544
WAYFAIR INC CL A94419L101 · W Common Stock $15.4m 138,914
WD-40 CO929236107 · WDFC Common Stock $8.0m 43,864
WEATHERFORD INTERNATIONAL PLG48833118 · WFRD Common Stock $201,000 6,029
WEAVE COMMUNICATIONS INC94724R108 · WEAV Common Stock $99,000 16,668
WEBER INC - CLASS A94770D102 Common Stock $765,000 77,803
WEBSTER FINANCIAL CORP947890109 Common Stock $38.9m 693,731
WEC ENERGY CORP INC92939U106 · WEC Common Stock $145.8m 1,460,556
WEIBO CORP SPONSORED ADR948596101 · WB ADR $3.2m 130,666
WEIS MARKETS INC948849104 · WMK Common Stock $5.8m 81,520
WELBILT INC949090104 Common Stock $5.3m 223,950
WELLS FARGO & CO949746101 · WFC Common Stock $495.3m 10,220,799
WELLTOWER INC95040Q104 · WELL REIT $131.6m 1,368,717
WENDY'S CO/THE95058W100 · WEN Common Stock $8.2m 371,301
WERNER ENTERPRISES INC950755108 · WERN Common Stock $7.7m 187,281
WESBANCO INC950810101 · WSBC Common Stock $5.1m 148,855
WESCO INTERNATIONAL INC95082P105 · WCC Common Stock $33.9m 260,614
WEST BANCORPORATION INC CAP STK95123P106 · WTBA Common Stock $1.1m 40,670
WEST PHARMACEUTICAL SERVICES I955306105 · WST Common Stock $111.5m 271,511
WESTAMERICA BANCORPORATION957090103 · WABC Common Stock $4.7m 77,844
WESTERN ALLIANCE BANCORP957638109 · WAL Common Stock $13.9m 167,490
WESTERN ASSET DIVERS INC95790K109 Closed-End Fund $8.1m 497,273
WESTERN ASSET EMERGING MARKET95766A101 Closed-End Fund $63.4m 5,910,763
WESTERN ASSET GLBL CP COM95790C107 Closed-End Fund $3.5m 233,545
Western Asset High Income Oppo95766K109 Closed-End Fund $1.6m 350,324
Western Asset Inflation - Link95766Q106 Closed-End Fund $2.5m 212,685
Western Asset Inflation-Linked95766R104 Closed-End Fund $19.7m 1,638,998
Western Asset Intermediate Mun958435109 Closed-End Fund $2.7m 315,918
Western Asset Managed Municipa95766M105 Closed-End Fund $9.5m 821,516
WESTERN ASSET MTG CAP COM95790D105 REIT $59,000 34,597
CLEARWAY ENERGY INC-A18539C105 Common Stock $1.4m 40,536

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.