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 |
|---|---|---|---|
| AVANTOR INC05352A100 · AVTR | Common Stock | $15.4m | 456,824 |
| AVAYA HLDGS CORP COM05351X101 | Common Stock | $1.3m | 103,264 |
| AVEANNA HEALTHCARE HOLDINGS05356F105 · AVAH | Common Stock | $1.1m | 318,915 |
| AVEPOINT INC053604104 · AVPT | Common Stock | $219,000 | 41,725 |
| AVERY DENNISON CORP053611109 · AVY | Common Stock | $74.2m | 426,777 |
| AVID BIOSERVICES INC05368M106 | Common Stock | $3.6m | 177,246 |
| AVID TECHNOLOGY INC05367P100 | Common Stock | $3.0m | 85,373 |
| AvidXchange Holdings Inc05368X102 | Common Stock | $286,000 | 35,527 |
| Avient Corp05368V106 · AVNT | Common Stock | $11.5m | 239,869 |
| AVIS BUDGET GROUP INC053774105 · CAR | Common Stock | $22.6m | 86,021 |
| AVISTA CORP05379B107 · AVA | Common Stock | $12.8m | 282,884 |
| AVITA MEDICAL INC05380C102 · RCEL | Common Stock | $300,000 | 35,334 |
| AVNET INC053807103 · AVT | Common Stock | $15.3m | 375,795 |
| AVROBIO INC05455M100 | Common Stock | $111,000 | 84,127 |
| AXALTA COATING SYSTEMS LTDG0750C108 · AXTA | Common Stock | $20.4m | 829,488 |
| AXCELIS TECHNOLOGIES INC054540208 · ACLS | Common Stock | $13.6m | 180,357 |
| AXIS CAPITAL HOLDINGS LTDG0692U109 · AXS | Common Stock | $7.2m | 118,940 |
| AXOGEN INC05463X106 · AXGN | Common Stock | $711,000 | 89,487 |
| AXON ENTERPRISE INC05464C101 · AXON | Common Stock | $16.4m | 119,313 |
| AXONICS INC05465P101 | Common Stock | $2.7m | 43,844 |
| AXOS FINANCIAL INC05465C100 · AX | Common Stock | $12.8m | 276,737 |
| AXSOME THERAPEUTICS IN COM05464T104 · AXSM | Common Stock | $1.5m | 35,194 |
| AXT INC00246W103 · AXTI | Common Stock | $80,000 | 11,353 |
| AZEK CO INC/THE05478C105 | Common Stock | $6.5m | 260,810 |
| Azenta Inc114340102 · AZTA | Common Stock | $13.3m | 160,527 |
| AZURE POWER GLOBAL LTDV0393H103 | Common Stock | $346,000 | 20,786 |
| AZZ INC002474104 · AZZ | Common Stock | $3.1m | 63,309 |
| B&G FOODS INC05508R106 · BGS | Common Stock | $7.8m | 287,617 |
| B. RILEY FINANCIAL INC05580M108 · RILY | Common Stock | $2.3m | 33,162 |
| BABCOCK AND WILCOX ENTERPR05614L209 · BW | Common Stock | $339,000 | 41,557 |
| BADGER METER INC056525108 · BMI | Common Stock | $9.9m | 98,927 |
| BAIDU COM INC SPON ADR REP A056752108 · BIDU | ADR | $18.4m | 139,017 |
| BAKER HUGHES CO05722G100 · BKR | Common Stock | $135.5m | 3,721,816 |
| BALCHEM CORP057665200 · BCPC | Common Stock | $17.0m | 124,027 |
| BALL CORP058498106 · BALL | Common Stock | $121.2m | 1,346,156 |
| BALLY'S CORP05875B106 | Common Stock | $326,000 | 10,596 |
| BANC OF CALIFORNIA INC05990K106 · BANC | Common Stock | $2.4m | 124,802 |
| BANCFIRST CORP05945F103 · BANF | Common Stock | $7.1m | 85,652 |
| BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR05946K101 | ADR | $51.6m | 9,062,954 |
| BANCO BRADESCO-SPONSORED ADR059460303 · BBD | ADR | $10.0m | 2,150,782 |
| BANCO DE CHILE SPONSORED ADR059520106 | ADR | $5.1m | 236,960 |
| BANCO MACRO SA SPON ADR B05961W105 | ADR | $276,000 | 15,934 |
| BANCO SANTANDER BRAZIL S.A.05967A107 | ADR | $7.5m | 978,759 |
| BANCO SANTANDER CENT HISPANO ADR05964H105 | ADR | $46.9m | 13,875,130 |
| BANCO SANTANDER CHILE NEW SP ADR REP COM05965X109 | ADR | $6.5m | 287,793 |
| BANCOLOMBIA S A SPON ADR PREF05968L102 | ADR | $14.5m | 338,747 |
| BANCORP INC/DE05969A105 · TBBK | Common Stock | $3.5m | 124,279 |
| JOUNCE THERAPEUTICS IN COM481116101 | Common Stock | $101,000 | 14,942 |
| JOYY INC ADS REPCOM CLA46591M109 · JOYY | ADR | $1.6m | 42,737 |
| JPMORGAN ALERIAN MLP ETN46625H365 · JPM | ETN | $3.0m | 145,598 |
| JPMORGAN CHASE & CO46625H100 · JPM | Common Stock | $1.5bn | 11,052,296 |
| JUNIPER NETWORKS INC48203R104 | Common Stock | $78.5m | 2,112,656 |
| KADANT INC48282T104 · KAI | Common Stock | $6.6m | 33,959 |
| KAISER ALUMINUM CORP483007704 · KALU | Common Stock | $5.9m | 62,700 |
| KALA PHARMACEUTICALS INC483119103 | Common Stock | $53,000 | 38,156 |
| KALEIDO BIOSCIENCES INC483347100 | Common Stock | $174,000 | 105,446 |
| Kaltura Inc483467106 · KLTR | Common Stock | $62,000 | 34,702 |
| KAMAN CORP483548103 | Common Stock | $13.7m | 315,221 |
| KANZHUN LTD48553T106 · BZ | ADR | $1.4m | 54,725 |
| KAR AUCTION SERVICES INC48238T109 · OPLN | Common Stock | $12.5m | 693,914 |
| KARUNA THERAPEUTICS INC48576A100 | Common Stock | $478,000 | 3,767 |
| KARYOPHARM THERAPEUTICS INC48576U106 · KPTI | Common Stock | $1.9m | 256,291 |
| Kayne Anderson NextGen Energy48661E108 | Closed-End Fund | $18.1m | 2,112,207 |
| KB FINANCIAL GROUP INC - ADR48241A105 | ADR | $38.7m | 793,483 |
| KB HOME48666K109 · KBH | Common Stock | $10.9m | 336,249 |
| KBR INC48242W106 · KBR | Common Stock | $17.3m | 316,914 |
| KE HOLDINGS INC482497104 · BEKE | ADR | $3.3m | 267,942 |
| KEARNY FINANCIAL CORP48716P108 · KRNY | Common Stock | $2.1m | 165,619 |
| KELLOGG CO487836108 | Common Stock | $69.1m | 1,071,846 |
| KELLY SERVICES INC488152208 · KELYA | Common Stock | $6.1m | 279,278 |
| KEMPER CORP488401100 · KMPR | Common Stock | $7.1m | 125,651 |
| KENNAMETAL INC489170100 · KMT | Common Stock | $4.2m | 147,329 |
| KENNEDY-WILSON HLDGS I COM489398107 | Common Stock | $8.3m | 341,630 |
| KEURIG DR PEPPER INC49271V100 · KDP | Common Stock | $43.7m | 1,153,336 |
| KEYCORP493267108 · KEY | Common Stock | $153.7m | 6,865,676 |
| KEYSIGHT TECHNOLOGIES INC49338L103 · KEYS | Common Stock | $120.1m | 760,452 |
| KEZAR LIFE SCIENCES INC49372L100 | Common Stock | $2.2m | 131,657 |
| KFORCE INC493732101 · KFRC | Common Stock | $5.3m | 71,585 |
| KILROY REALTY CORP REIT49427F108 · KRC | REIT | $10.0m | 130,740 |
| KIMBALL ELECTRONICS INC49428J109 · KE | Common Stock | $433,000 | 21,665 |
| KIMBALL INTL INC CL B494274103 | Common Stock | $481,000 | 56,911 |
| KIMBERLY-CLARK CORP494368103 · KMB | Common Stock | $166.2m | 1,349,156 |
| KIMCO REALTY CORP COM REIT49446R109 · KIM | REIT | $51.2m | 2,073,297 |
| KINDER MORGAN INC DELAWARE49456B101 · KMI | Common Stock | $118.9m | 6,286,042 |
| Kinetik Holdings Inc02215L209 · KNTK | Common Stock | $1.5m | 22,352 |
| Kingsoft Cloud Holdings Ltd49639K101 · KC | ADR | $3.0m | 501,789 |
| KINIKSA PHARMACEUTICALS-AG5269C101 | Common Stock | $1.1m | 114,766 |
| Kinnate Biopharma Inc49705R105 | Common Stock | $410,000 | 36,423 |
| KINROSS GOLD CORP496902404 | Common Stock | $7.8m | 1,321,260 |
| KINSALE CAPITAL GROUP INC49714P108 · KNSL | Common Stock | $10.0m | 43,713 |
| KIRBY CORP497266106 · KEX | Common Stock | $19.7m | 272,799 |
| KITE RLTY GROUP TR COM REIT49803T300 · KRG | REIT | $17.8m | 779,883 |
| KKR & CO INC 6 FIXED48251W401 | PUBLIC | $305,000 | 4,106 |
| KKR & CO INC- A48251W104 · KKR | Common Stock | $42.5m | 726,050 |
| KKR REAL ESTATE FIN TR COM48251K100 · KREF | REIT | $2.9m | 142,277 |
| KLA CORP482480100 · KLAC | Common Stock | $220.6m | 602,517 |
| KLX ENERGY SERVICES HOLDINGS INC48253L205 · KLXE | Common Stock | $267,000 | 51,722 |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC499049104 · KNX | Common Stock | $20.4m | 404,533 |
| KnowBe4 Inc49926T104 | Common Stock | $926,000 | 40,243 |
| KNOWLES CORP COM49926D109 · KN | Common Stock | $6.0m | 278,363 |
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 |