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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
CLEARWAY ENERGY INC-C18539C204 · CWEN Common Stock $5.1m 140,489
Clene Inc185634102 Common Stock $158,000 40,003
CLIFFS NATURAL RESOURCES INC185899101 · CLF Common Stock $25.2m 782,575
CLIPPER REALTY INC18885T306 · CLPR REIT $636,000 70,100
CLOROX CO/THE189054109 · CLX Common Stock $89.2m 641,607
CLOUDFLARE INC - CLASS A18915M107 · NET Common Stock $43.2m 360,640
CLOVIS ONCOLOGY INC COM189464100 Common Stock $304,000 150,446
CMC Materials Inc12571T100 Common Stock $10.5m 56,672
CME GROUP INC12572Q105 · CME Common Stock $333.4m 1,401,501
CMS ENERGY CORP125896100 · CMS Common Stock $94.4m 1,350,384
CNA FINANCIAL CORP126117100 · CNA Common Stock $8.4m 172,906
CNB FINL CORP PA COM126128107 · CCNE Common Stock $1.6m 61,718
CNH INDUSTRIAL NVN20944109 · CNH Common Stock $3.5m 223,686
CNO FINANCIAL GROUP INC12621E103 · CNO Common Stock $28.6m 1,141,288
CNX RESOURCES CORP12653C108 · CNX Common Stock $9.1m 439,700
CO BRASILEIRA DE DISTR ADR20440T300 ADR $127,000 25,200
COCA-COLA CO/THE191216100 · KO Common Stock $896.9m 14,466,430
COCA-COLA CONSOLIDATED INC191098102 · COKE Common Stock $13.1m 26,444
COCA-COLA EUROPACIFIC PARTNERSG25839104 · CCEP Common Stock $34.5m 710,380
COCA-COLA FEMSA S A DE SPON ADR REP L191241108 · KO ADR $5.3m 96,891
Codex DNA Inc192003101 Common Stock $63,000 11,693
CODEXIS INC COM192005106 · CDXS Common Stock $593,000 28,765
Co-Diagnostics Inc189763105 Common Stock $2.0m 331,410
COEUR MINING INC192108504 · CDE Common Stock $1.5m 330,376
COGENT BIOSCIENCES INC19240Q201 · COGT Common Stock $211,000 28,131
COGENT COMMUNICATIONS HOLDINGS19239V302 · CCOI Common Stock $18.7m 281,709
COGNEX CORP192422103 · CGNX Common Stock $37.2m 481,553
COGNIZANT TECHNOLOGY SOLUTIONS192446102 · CTSH Common Stock $181.5m 2,024,016
COGNYTE SOFTWARE LTDM25133105 · CGNT Common Stock $4.1m 364,764
COHEN & STEERS INC19247A100 · CNS Common Stock $9.0m 104,605
Cohen & Steers Limited Duratio19248C105 Closed-End Fund $1.1m 46,228
COHEN & STEERS TAX-ADVANTAGE19249X108 Closed-End Fund $6.4m 291,355
COHERENT INC192479103 · COHR Common Stock $9.0m 32,778
COHERUS BIOSCIENCES INC19249H103 · CHRS Common Stock $1.5m 116,069
COHU INC192576106 · COHU Common Stock $3.7m 123,751
COINBASE GLOBAL INC -CLASS A19260Q107 · COIN Common Stock $12.9m 67,727
COLGATE-PALMOLIVE CO194162103 · CL Common Stock $229.2m 3,022,070
COLLEGIUM PHARMACEUTIC COM19459J104 · COLL Common Stock $4.4m 217,248
COLLIERS INTERNATIONAL GROUP INC194693107 · CIGI Common Stock $651,000 4,996
COLONY CAPITAL INC25401T108 REIT $8.8m 1,228,291
COLUMBIA BANKING SYSTEM INC197236102 · COLB Common Stock $14.0m 432,333
COLUMBIA FINANCIAL INC197641103 Common Stock $3.8m 177,445
COLUMBIA SPORTSWEAR CO198516106 · COLM Common Stock $15.9m 175,351
COLUMBUS MCKINNON CORP/NY199333105 · CMCO Common Stock $2.6m 60,760
COMCAST CORP20030N101 · CMCSA Common Stock $790.1m 16,874,894
COMERICA INC200340107 Common Stock $134.2m 1,483,729
COMFORT SYSTEMS USA INC199908104 · FIX Common Stock $8.1m 90,989
COMM SERV SELECT SECTOR SPDR81369Y852 ETF $2.5m 36,277
COMMERCE BANCSHARES INC/MO200525103 · CBSH Common Stock $18.1m 253,335
COMMERCIAL METALS CO201723103 · CMC Common Stock $30.6m 734,664
COMMERCIAL VEHICLE GROUP INC202608105 · CVGI Common Stock $170,000 20,083
COMMSCOPE HOLDING CO INC20337X109 · VISN Common Stock $2.8m 358,644
COMMUNITY BANK SYSTEM INC203607106 · CBU Common Stock $9.2m 131,672
COMMUNITY HEALTH SYSTEMS INC203668108 · CYH Common Stock $3.8m 316,947
COMMUNITY HEALTHCARE T COM20369C106 · CHCT REIT $4.7m 112,377
COMMUNITY TRUST BANCORP INC204149108 · CTBI Common Stock $3.1m 75,887
COMMVAULT SYSTEMS INC204166102 · CVLT Common Stock $8.8m 132,945
COMPANHIA PARA ENER SPON ADR PFD20441B605 ADR $807,000 103,188
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR204448104 ADR $12.5m 1,237,785
EMCORE CORP COM290846203 Common Stock $77,000 20,726
EMERALD HOLDINGS INC29103W104 Common Stock $320,000 94,189
EMERGENT BIOSOLUTIONS INC29089Q105 · EBS Common Stock $5.9m 143,222
EMERSON ELECTRIC CO291011104 · EMR Common Stock $222.5m 2,269,566
EMPIRE ST RLTY TR INC CL A292104106 · ESRT REIT $7.1m 724,541
EMPLOYERS HOLDINGS INC292218104 · EIG Common Stock $4.0m 96,645
ENACT HOLDINGS INC29249E109 · ACT Common Stock $214,000 9,640
ENANTA PHARMACEUT INC COM29251M106 · ENTA Common Stock $5.7m 79,959
ENBRIDGE INC29250N105 · ENB Common Stock $40.2m 872,702
ENCOMPASS HEALTH CORP29261A100 · EHC Common Stock $19.7m 276,488
ENCORE CAPITAL GROUP INC292554102 · ECPG Common Stock $5.2m 82,671
ENCORE WIRE CORP292562105 Common Stock $6.7m 58,885
ENDAVA PLC- SPON ADR29260V105 ADR $5.6m 42,283
ENDO INTERNATIONAL PLCG30401106 Common Stock $1.0m 447,169
ENERGIZER HOLDINGS INC29272W109 · ENR Common Stock $5.0m 162,554
ENERGY FUELS INC COM NEW292671708 · UUUU Common Stock $2.0m 219,058
ENERGY RECOVERY INC29270J100 · ERII Common Stock $362,000 17,967
ENERGY TRANSFER LP29273V100 MLP $603,000 53,886
ENERPAC TOOL GROUP CORP292765104 · EPAC Common Stock $4.3m 195,948
ENERPLUS CORP292766102 Common Stock $729,000 57,427
ENERSIS CHILE SA-ADR W/I29278D105 ADR $1.8m 1,114,635
ENERSIS S A SPONSORED ADR29274F104 ADR $1.9m 309,883
ENERSYS29275Y102 · ENS Common Stock $6.1m 81,471
Enfusion Inc292812104 Common Stock $194,000 15,251
EngageSmart Inc29283F103 Common Stock $361,000 16,923
ENI S P A SPONSORED ADR26874R108 ADR $45.2m 1,544,230
ENLINK MIDSTREAM LLC29336T100 Unit $105,000 10,900
ENNIS INC293389102 · EBF Common Stock $1.8m 97,903
ENOCHIAN BIOSCIENCES INC29350E104 Common Stock $139,000 16,872
ENOVA INTERNATIONAL INC29357K103 · ENVA Common Stock $4.9m 128,350
ENPHASE ENERGY INC29355A107 · ENPH Common Stock $90.7m 449,570
ENPRO INDUSTRIES INC29355X107 · NPO Common Stock $8.6m 87,651
ENSIGN GROUP INC/THE29358P101 · ENSG Common Stock $26.1m 289,444
ENSTAR GROUP LTDG3075P101 Common Stock $2.7m 10,208
ENTEGRIS INC29362U104 · ENTG Common Stock $39.4m 300,177
ENTERGY CORP29364G103 · ETR Common Stock $79.2m 678,617
ENTERPRISE FINANCIAL SERVICES293712105 · EFSC Common Stock $1.9m 39,726
ENTERPRISE PRODS PARTNERS L COM293792107 · EPD MLP $1.2m 47,871
ENTRAVISION COMMUNICATIONS COR29382R107 · EVC Common Stock $452,000 70,545
ENVESTNET INC COM29404K106 Common Stock $5.3m 71,459
ENVISTA HOLDINGS CORP29415F104 · NVST Common Stock $28.4m 582,477

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.