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Institution

Hermes Investment Management Ltd

13F for June 30, 2018, filed July 24, 2018 · SEC CIK 1013143 · Holdings history from March 31, 1999

The latest available holdings for this manager are dated June 30, 2018.

Reported value
$7.5bn
85% in companies we cover
Positions we cover
174
Largest BABA 7.9%
Copy, a year
+12.4%
S&P 500 +8.5%
Copy Sharpe ratio
0.65
S&P 500 0.52

Copy-performance statistics: January 11, 2008 to November 2, 2018. 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.

220 reported entries for June 30, 2018.

IssuerClass / typeReported valueQuantity
NISOURCE INC65473P105 · NI COM $1.5m 57,966
O REILLY AUTOMOTIVE INC NEW67103H107 · ORLY COM $13.4m 48,840
OASIS PETE INC NEW674215108 COM $56.6m 4,361,458
OCCIDENTAL PETE CORP DEL674599105 · OXY COM $2.7m 32,586
OCEANEERING INTL INC675232102 · OII COM $18.5m 727,393
ORACLE CORP68389X105 · ORCL COM $205,000 4,657
PAYPAL HLDGS INC70450Y103 · PYPL COM $1.3m 15,132
PETROCHINA CO LTD71646E100 SPONSORED ADR $1.1m 14,807
PFIZER INC717081103 · PFE COM $30.6m 844,779
PHILLIPS 66718546104 · PSX COM $1.0m 8,939
PIONEER NAT RES CO723787107 COM $936,000 4,944
PNC FINL SVCS GROUP INC693475105 · PNC COM $240,000 1,777
PPG INDS INC693506107 · PPG COM $6.0m 57,477
PROCTER AND GAMBLE CO742718109 · PG COM $78.8m 1,009,034
PRUDENTIAL FINL INC744320102 · PRU COM $1.2m 12,318
PTC INC69370C100 · PTC COM $27.5m 293,672
REINSURANCE GROUP AMER INC759351604 · RGA COM NEW $56.8m 425,283
RETAIL OPPORTUNITY INVTS COR76131N101 COM $44.7m 2,334,605
ROPER TECHNOLOGIES INC776696106 · ROP COM $828,000 3,000
ROYAL CARIBBEAN CRUISES LTDV7780T103 · RCL COM $32.7m 315,369
RPM INTL INC749685103 · RPM COM $75.5m 1,295,304
SALESFORCE COM INC79466L302 · CRM COM $50.4m 369,352
SCHLUMBERGER LTD806857108 · SLB COM $391,000 5,832
SCHWAB CHARLES CORP NEW808513105 · SCHW COM $292,000 5,710
SEI INVESTMENTS CO784117103 · SEIC COM $26.3m 421,375
SHERWIN WILLIAMS CO824348106 · SHW COM $1.3m 3,074
SIGNATURE BK NEW YORK N Y82669G104 COM $30.6m 239,339
SILICON LABORATORIES INC826919102 · SLAB COM $70.4m 707,061
SIMPSON MANUFACTURING CO INC829073105 · SSD COM $29.3m 470,839
SMUCKER J M CO832696405 · SJM COM NEW $837,000 7,787
SNAP ON INC833034101 · SNA COM $47.2m 293,472
STARBUCKS CORP855244109 · SBUX COM $623,000 12,751
STATE STR CORP857477103 · STT COM $69.4m 745,761
STERIS PLCG84720104 SHS USD $86.7m 825,676
STERLING BANCORP DEL85917A100 COM $31.6m 1,346,321
SUNTRUST BKS INC867914103 COM $968,000 14,663
SUPERIOR ENERGY SVCS INC868157108 COM $15.4m 1,578,994
SYSCO CORP871829107 · SYY COM $48.0m 702,410
TAIWAN SEMICONDUCTOR MFG LTD874039100 · TSM SPONSORED ADR $418.8m 11,454,210
THERMO FISHER SCIENTIFIC INC883556102 · TMO COM $118.5m 571,922
TJX COS INC NEW872540109 · TJX COM $72.6m 762,869
TORCHMARK CORP891027104 COM $839,000 10,300
TRAVELERS COMPANIES INC89417E109 · TRV COM $55.1m 450,724
TUNIU CORP89977P106 SPONSORED ADS CL $4.6m 537,332
UGI CORP NEW902681105 · UGI COM $28.7m 551,354
UNITED RENTALS INC911363109 · URI COM $957,000 6,485
UNITEDHEALTH GROUP INC91324P102 · UNH COM $1.9m 7,923
V F CORP918204108 · VFC COM $604,000 7,414
VALERO ENERGY CORP NEW91913Y100 · VLO COM $767,000 6,918
VERIZON COMMUNICATIONS INC92343V104 · VZ COM $51.7m 1,027,720
VISA INC92826C839 · V COM CL A $59.2m 446,614
WABCO HLDGS INC92927K102 COM $23.4m 199,788
WABTEC CORP929740108 · WAB COM $34.3m 347,678
WALGREENS BOOTS ALLIANCE INC931427108 COM $628,000 10,463
WD-40 CO929236107 · WDFC COM $31.1m 212,531
WEINGARTEN RLTY INVS948741103 SH BEN INT $36.8m 1,194,890
WELLS FARGO CO NEW949746101 · WFC COM $22.7m 410,300
WEST PHARMACEUTICAL SVSC INC955306105 · WST COM $96.2m 968,945
WESTERN DIGITAL CORP958102105 · WDC COM $32.7m 422,256
WEX INC96208T104 · WEX COM $79.3m 416,242
WEYERHAEUSER CO962166104 · WY COM $41.6m 1,142,042
WHITE MTNS INS GROUP LTDG9618E107 · WTM COM $25.5m 28,139
WILEY JOHN & SONS INC968223206 · WLY CL A $51.6m 826,216
WINTRUST FINL CORP97650W108 · WTFC COM $84.1m 966,370
WOODWARD INC980745103 · WWD COM $38.7m 503,303
WORLDPAY INC981558109 CL A $2.9m 34,858
XYLEM INC98419M100 · XYL COM $5.9m 87,786
ZIMMER BIOMET HLDGS INC98956P102 · ZBH COM $698,000 6,262
ZOETIS INC98978V103 · ZTS CL A $32.1m 377,267
ABBOTT LABS002824100 · ABT COM $78.2m 1,282,189
ABIOMED INC003654100 COM $40.2m 98,309
ACCENTURE PLC IRELANDG1151C101 · ACN SHS CLASS A $74.5m 455,411
ACTIVISION BLIZZARD INC00507V109 COM $1.6m 20,900
ADOBE SYS INC00724F101 · ADBE COM $29.7m 121,681
AETNA INC NEW00817Y108 COM $1.4m 7,755
AGCO CORP001084102 · AGCO COM $577,000 9,500
AGILENT TECHNOLOGIES INC00846U101 · A COM $5.9m 95,856
ALIBABA GROUP HLDG LTD01609W102 · BABA SPONSORED ADS $592.4m 3,192,955
ALIGN TECHNOLOGY INC016255101 · ALGN COM $7.2m 21,026
ALLEGHANY CORP DEL017175100 COM $37.2m 64,620
ALLIANT ENERGY CORP018802108 · LNT COM $33.2m 784,403
ALLSTATE CORP020002101 · ALL COM $27.8m 305,057
ALPHABET INC02079K107 CAP STK CL C $28.2m 25,302
ALPHABET INC02079K305 · GOOGL CAP STK CL A $118.5m 104,922
AMAZON COM INC023135106 · AMZN COM $184.6m 108,579
AMERICAN EXPRESS CO025816109 · AXP COM $485,000 4,950
AMERICAN INTL GROUP INC026874784 · AIG COM NEW $1.5m 28,896
AMERICAN TOWER CORP NEW03027X100 · AMT COM $61.8m 428,455
AMERICAN WTR WKS CO INC NEW030420103 · AWK COM $79.3m 929,305
AMGEN INC031162100 · AMGN COM $51.3m 277,951
AMN HEALTHCARE SERVICES INC001744101 · AMN COM $69.9m 1,192,647
ANALOG DEVICES INC032654105 · ADI COM $35.3m 368,351
ANSYS INC03662Q105 COM $45.6m 261,723
APPLE INC037833100 · AAPL COM $84.4m 455,814
APTARGROUP INC038336103 · ATR COM $53.5m 573,187
ARCHER DANIELS MIDLAND CO039483102 · ADM COM $956,000 20,850
ARISTA NETWORKS INC040413106 · ANET COM $16.1m 62,677
ASSURANT INC04621X108 · AIZ COM $631,000 6,100
AT&T INC00206R102 · T COM $1.4m 44,551
AUTODESK INC052769106 · ADSK COM $316,000 2,413

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

$5.0k$10.0k$20.0k$40.0k 200820102012201420162018 $35.3k$24.2k
CopyS&P 500 $10,000 copying Hermes Investment Management Ltd's usable filed holdings in companies we cover from January 11, 2008, 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 −50.5% (S&P 500 −50.8%); beta 1.05; alpha +3.4% a year (t = 1.63); last 12 months +1.5% against +7.4%.

Reported value by quarter

Hermes Investment Management Ltd: 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 $2B $4B $6B $8B Reported value, 2008-03-31: $565.5M Reported value, 2008-06-30: $573.9M Reported value, 2008-09-30: $559.1M Reported value, 2008-12-31: $423.8M Reported value, 2009-03-31: $373.8M Reported value, 2009-06-30: $493.5M Reported value, 2009-09-30: $617.4M Reported value, 2009-12-31: $898.8M Reported value, 2010-03-31: $680.6M Reported value, 2010-06-30: $1B Reported value, 2010-09-30: $1.1B Reported value, 2010-12-31: $1.3B Reported value, 2011-03-31: $1.3B Reported value, 2011-06-30: $1.2B Reported value, 2011-09-30: $876.8M Reported value, 2011-12-31: $1.4B Reported value, 2012-03-31: $1.5B Reported value, 2012-06-30: $1.5B Reported value, 2012-09-30: $1.8B Reported value, 2012-12-31: $2B Reported value, 2013-03-31: $2.4B Reported value, 2013-06-30: $2.6B Reported value, 2013-09-30: $3B Reported value, 2013-12-31: $3.3B Reported value, 2014-03-31: $3.2B Reported value, 2014-06-30: $3.6B Reported value, 2014-09-30: $3.9B Reported value, 2014-12-31: $3.9B Reported value, 2015-03-31: $4.3B Reported value, 2015-06-30: $4.4B Reported value, 2015-09-30: $3.9B Reported value, 2015-12-31: $4.4B Reported value, 2016-03-31: $4.8B Reported value, 2016-06-30: $5B Reported value, 2016-09-30: $5.9B Reported value, 2016-12-31: $5.9B Reported value, 2017-03-31: $6.2B Reported value, 2017-06-30: $6.1B Reported value, 2017-09-30: $6.7B Reported value, 2017-12-31: $7B Reported value, 2018-03-31: $6.9B Reported value, 2018-06-30: $7.5B 2008-03-31 2010-06-30 2012-09-30 2014-12-31 2018-06-30 $7.5B
View chart data
Period Reported value
2008-03-31 $565.5M
2008-06-30 $573.9M
2008-09-30 $559.1M
2008-12-31 $423.8M
2009-03-31 $373.8M
2009-06-30 $493.5M
2009-09-30 $617.4M
2009-12-31 $898.8M
2010-03-31 $680.6M
2010-06-30 $1B
2010-09-30 $1.1B
2010-12-31 $1.3B
2011-03-31 $1.3B
2011-06-30 $1.2B
2011-09-30 $876.8M
2011-12-31 $1.4B
2012-03-31 $1.5B
2012-06-30 $1.5B
2012-09-30 $1.8B
2012-12-31 $2B
2013-03-31 $2.4B
2013-06-30 $2.6B
2013-09-30 $3B
2013-12-31 $3.3B
2014-03-31 $3.2B
2014-06-30 $3.6B
2014-09-30 $3.9B
2014-12-31 $3.9B
2015-03-31 $4.3B
2015-06-30 $4.4B
2015-09-30 $3.9B
2015-12-31 $4.4B
2016-03-31 $4.8B
2016-06-30 $5B
2016-09-30 $5.9B
2016-12-31 $5.9B
2017-03-31 $6.2B
2017-06-30 $6.1B
2017-09-30 $6.7B
2017-12-31 $7B
2018-03-31 $6.9B
2018-06-30 $7.5B

Latest covered holdings and moves

Covered holdings as of June 30, 2018.

CompanyShare of portfolioValueSharesChange in shares
BABAAlibaba Group Holding Ltd7.87%$592.4m3.19M+6.8% Added
TSMTaiwan Semiconductor Manufacturing Co LTD5.57%$418.8m11.45M+28.8% Added
BIDUBaidu, Inc.3.49%$262.5m1.08M+18.6% Added
AMZNAmazon2.45%$184.6m108.6K+9.5% Added
JDJd.com, Inc.2.36%$177.8m4.57M−10.7% Reduced
GOOGLAlphabet Inc. (Class A)1.57%$118.5m104.9K+6.4% Added
TMOThermo Fisher Scientific1.57%$118.5m571.9K+6.8% Added
MSFTMicrosoft Corporation1.29%$97.1m984.5K+18.4% Added
WSTWest Pharmaceutical Services1.28%$96.2m968.9K+4.8% Added
BACBank of America1.23%$92.6m3.28M+14.7% Added
DALDelta Air Lines1.22%$91.4m1.84M+16.2% Added
AAPLApple Inc.1.12%$84.4m455.8K−0.3%
WTFCWintrust Financial Corp1.12%$84.1m966.4K+1.4% Added
AWKAmerican Water Works1.05%$79.3m929.3K+6.6% Added
WEXWEX Inc.1.05%$79.3m416.2K+2.7% Added
PGProcter & Gamble1.05%$78.8m1.01M+12.3% Added
DISThe Walt Disney Company1.05%$78.7m751.0K+27.5% Added
ABTAbbott Laboratories1.04%$78.2m1.28M+8.7% Added
MUMicron Technology1.02%$77.1m1.47M+12.5% Added
RPMRPM International Inc1.00%$75.5m1.30M+0.4%
ACNAccenture0.99%$74.5m455.4K+3.1% Added
EWBCEast West Bancorp Inc0.99%$74.3m1.14M+6.8% Added
EXPEagle Materials Inc0.97%$72.7m692.3K+9.9% Added
TJXTJX Companies0.96%$72.6m762.9K+13.8% Added
SLABSilicon Laboratories Inc.0.94%$70.4m707.1K+2.6% Added
AMNAMN Healthcare Services Inc0.93%$69.9m1.19M+12.8% Added
STTState Street Corporation0.92%$69.4m745.8K+21.0% Added
KEXKirby Corp0.91%$68.7m822.2K−5.1% Reduced
BCBrunswick Corp0.89%$66.7m1.03M+9.7% Added
AMTAmerican Tower0.82%$61.8m428.5K+2.6% Added
BAXBaxter International0.80%$59.8m809.8K+9.8% Added
COFCapital One0.79%$59.6m648.9K+12.0% Added
VVisa Inc.0.79%$59.2m446.6K+14.3% Added
RGAReinsurance Group Of America Inc0.76%$56.8m425.3K+1.7% Added
LIVNLivanova PLC0.75%$56.3m564.3K+4.1% Added
BIOBio-rad Laboratories, Inc.0.75%$56.2m194.9K+1.4% Added
TRVThe Travelers Companies0.73%$55.1m450.7K+8.6% Added
CGNXCognex Corp0.73%$54.9m1.23M+1.3% Added
CMICummins0.73%$54.8m412.2K+11.7% Added
BROBrown & Brown0.73%$54.7m1.97M+1.3% Added
ATRAptargroup, Inc.0.71%$53.5m573.2K+3.0% Added
VZVerizon0.69%$51.7m1.03M+40.3% Added
WLYJohn Wiley & Sons, Inc.0.69%$51.6m826.2K+2.7% Added
AMGNAmgen0.68%$51.3m278.0K+14.7% Added
CBChubb Limited0.68%$51.1m402.1K−7.6% Reduced
CRMSalesforce0.67%$50.4m369.4KNew
CLHClean Harbors Inc0.65%$49.2m885.3K+2.9% Added
JKHYJack Henry & Associates Inc0.65%$48.9m375.1K+1.3% Added
SYYSysco0.64%$48.0m702.4K+31.0% Added
SNASnap-on0.63%$47.2m293.5K+12.0% Added
LKQLKQ Corp0.59%$44.7m1.40M+16.3% Added
MDUMDU Resources Group Inc0.58%$43.9m1.53M+1.4% Added
LRCXLam Research0.57%$42.6m246.5K−18.3% Reduced
INGRIngredion Inc0.56%$42.5m383.8K+23.8% Added
WYWeyerhaeuser0.55%$41.6m1.14M+114.1% Added
MANHManhattan Associates Inc0.53%$39.7m844.4K+1.5% Added
WWDWoodward, Inc.0.51%$38.7m503.3K+4.5% Added
MPCMarathon Petroleum0.47%$35.6m507.0K+19.9% Added
ADIAnalog Devices0.47%$35.3m368.4K−0.8% Reduced
WABWabtec0.46%$34.3m347.7K−17.5% Reduced
LMTLockheed Martin0.45%$33.5m113.4K−1.3% Reduced
LNTAlliant Energy0.44%$33.2m784.4K+4.8% Added
WDCWestern Digital0.43%$32.7m422.3K+8.2% Added
RCLRoyal Caribbean Group0.43%$32.7m315.4K+33.9% Added
FBINFortune Brands Innovations, Inc.0.43%$32.2m600.3K+38.0% Added
ZTSZoetis0.43%$32.1m377.3K+18.6% Added
BRBroadridge Financial Solutions0.42%$32.0m277.9K+2.4% Added
HDBHdfc Bank LTD0.42%$31.9m304.0K+27.4% Added
WDFCWD 40 Co0.41%$31.1m212.5K+0.4%
PFEPfizer0.41%$30.6m844.8K+20.2% Added
MATXMatson, Inc.0.40%$30.2m787.6K+2.3% Added
HUMHumana0.40%$29.7m99.7K+20.7% Added
ADBEAdobe Inc.0.39%$29.7m121.7KNew
SSDSimpson Manufacturing Co., Inc.0.39%$29.3m470.8K+4.5% Added
MTBM&T Bank0.39%$29.0m170.6K+17.5% Added
UGIUGI Corp0.38%$28.7m551.4K+37.2% Added
METAMeta Platforms0.38%$28.5m146.6K−18.9% Reduced
FFord Motor Company0.37%$27.9m2.52M+21.0% Added
ALLAllstate0.37%$27.8m305.1K+7.9% Added
PTCPTC Inc.0.37%$27.5m293.7K+49.4% Added
AXTAAxalta Coating Systems Ltd.0.37%$27.5m907.4K+2.3% Added
SEICSEI Investments Co0.35%$26.3m421.4K+2.3% Added
ITGartner0.35%$26.0m195.9K+2.3% Added
GISGeneral Mills0.34%$25.9m585.3K+25.2% Added
BWABorgwarner Inc0.34%$25.6m594.2K−0.1%
WTMWhite Mountains Insurance Group LTD0.34%$25.5m28.1K+2.3% Added
CBUCommunity Financial System, Inc.0.34%$25.3m429.1KNew
CACICACI International Inc0.32%$23.9m141.8K+0.4%
MLMMartin Marietta Materials0.32%$23.9m107.0K+2.3% Added
WFCWells Fargo0.30%$22.7m410.3K−33.2% Reduced
GILGildan Activewear Inc.0.29%$21.7m772.1K+2.1% Added
JPMJPMorgan Chase0.28%$20.7m198.5K+3.2% Added
MDPediatrix Medical Group, Inc.0.25%$18.6m430.7K+2.0% Added
OIIOceaneering International Inc0.25%$18.5m727.4K+2.3% Added
HDThe Home Depot0.22%$16.5m84.5K+1.9% Added
BHFBrighthouse Financial, Inc.0.22%$16.4m409.0K+45.6% Added
ANETArista Networks0.21%$16.1m62.7K+63.0% Added
METMetLife0.19%$14.5m331.7K+10.0% Added
MRKMerck & Co.0.19%$14.5m238.2K−1.0% Reduced
ORLYO'Reilly Automotive0.18%$13.4m48.8K+44.5% Added
MSMMSC Industrial Direct Co Inc0.17%$12.9m151.5K−56.9% Reduced
FLSFlowserve Corp0.15%$11.5m285.7K0.0%
STZConstellation Brands0.14%$10.1m46.3K−7.3% Reduced
BABoeing0.13%$9.9m29.6K−0.4%
DLTRDollar Tree0.13%$9.4m110.9K−8.3% Reduced
DUKDuke Energy0.10%$7.8m98.0K−0.9% Reduced
ALGNAlign Technology0.10%$7.2m21.0K+32.4% Added
ILMNIllumina, Inc.0.09%$7.0m25.2K+11.3% Added
AVGOBroadcom0.09%$6.9m28.5KNew
EBSEmergent Biosolutions Inc.0.09%$6.5m129.5K+11.3% Added
MASMasco0.09%$6.5m174.1K0.0%
ECLEcolab0.08%$6.3m44.7K+11.3% Added
PPGPPG Industries0.08%$6.0m57.5K−16.0% Reduced
AAgilent Technologies0.08%$5.9m95.9K+24.3% Added
XYLXylem Inc.0.08%$5.9m87.8K+11.8% Added
JNJJohnson & Johnson0.06%$4.4m36.3K+0.5%
MIDDMiddleby Corp0.05%$3.5m33.2K+29.9% Added
MAMastercard0.04%$2.9m14.8K−2.6% Reduced
OXYOccidental Petroleum0.04%$2.7m32.6K−26.7% Reduced
IDXXIdexx Laboratories0.03%$2.0m9.4K0.0%
CCitigroup0.03%$2.0m30.4K−2.6% Reduced
UNHUnitedHealth Group0.03%$1.9m7.9K−4.8% Reduced
HCAHCA Healthcare0.02%$1.7m17.0K−3.4% Reduced
GILDGilead Sciences0.02%$1.6m23.0K0.0%
AIGAmerican International Group0.02%$1.5m28.9K−5.8% Reduced
NINiSource0.02%$1.5m58.0K0.0%
CTASCintas0.02%$1.5m8.1K0.0%
TAT&T0.02%$1.4m44.6K0.0%
MKLMarkel Group Inc.0.02%$1.3m1.2K−1.5% Reduced
PYPLPayPal0.02%$1.3m15.1K+6.2% Added
SHWSherwin-Williams0.02%$1.3m3.1K0.0%
AUTLAutolus Therapeutics plc0.02%$1.2m46.6KNew
ITWIllinois Tool Works0.02%$1.2m8.9K0.0%
FDXFedEx0.02%$1.2m5.4K−5.3% Reduced
BLKBlackRock0.02%$1.2m2.4K0.0%
CNPCenterPoint Energy0.02%$1.2m42.9K0.0%
PRUPrudential Financial0.01%$1.2m12.3K0.0%
CFCF Industries0.01%$1.1m25.4K0.0%
FITBFifth Third Bancorp0.01%$1.1m39.2K−2.0% Reduced
LYBLyondellBasell0.01%$1.1m9.7K0.0%
DLBDolby Laboratories, Inc.0.01%$1.1m17.2K0.0%
PSXPhillips 660.01%$1.0m8.9K0.0%
URIUnited Rentals0.01%$957,0006.5K0.0%
ADMArcher Daniels Midland0.01%$956,00020.9K0.0%
GAPGAP Inc0.01%$947,00029.3K0.0%
MRSHMarsh McLennan0.01%$923,00011.3K0.0%
NWLNewell Brands Inc.0.01%$874,00033.9K−95.9% Reduced
SJMThe J.M. Smucker Company0.01%$837,0007.8K−6.3% Reduced
FISFidelity National Information Services0.01%$835,0007.9K+4.7% Added
ROPRoper Technologies0.01%$828,0003.0K−9.1% Reduced
CompanyBought (value)Shares
TSMTaiwan Semiconductor Manufacturing Co LTD$93.7m2.56M
CRMSalesforce$50.4m369.4K
BIDUBaidu, Inc.$41.1m169.3K
BABAAlibaba Group Holding Ltd$37.6m202.5K
ADBEAdobe Inc.$29.7m121.7K
CBUCommunity Financial System, Inc.$25.3m429.1K
WYWeyerhaeuser$22.2m608.6K
DISThe Walt Disney Company$17.0m162.0K
AMZNAmazon$16.0m9.4K
MSFTMicrosoft Corporation$15.1m153.3K
VZVerizon$14.9m295.2K
DALDelta Air Lines$12.7m256.6K
STTState Street Corporation$12.0m129.4K
BACBank of America$11.9m421.6K
SYYSysco$11.3m166.2K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanySold (value)Shares
JDJd.com, Inc.−$21.3m−548.0K
NWLNewell Brands Inc.−$20.5m−794.3K
MSMMSC Industrial Direct Co Inc−$17.0m−200.0K
WFCWells Fargo−$11.3m−204.2K
LRCXLam Research−$9.5m−55.1K
WABWabtec−$7.3m−73.8K
METAMeta Platforms−$6.6m−34.1K
CBChubb Limited−$4.2m−33.2K
KEXKirby Corp−$3.7m−43.8K
SBUXStarbucks−$2.4m−49.7K
PPGPPG Industries−$1.1m−11.0K
OXYOccidental Petroleum−$993,021−11.9K
DLTRDollar Tree−$857,788−10.1K
STZConstellation Brands−$802,995−3.7K
LMTLockheed Martin−$441,370−1.5K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanyValue last quarterShares
FENGPhoenix New Media Ltd$211,00048.5K
  • Consumer Discretionary20.1%
  • Technology19.1%
  • Financials16.4%
  • Health Care11.8%
  • Industrials9.4%
  • Communication Services9.3%
  • Materials4.2%
  • Consumer Staples3.9%
  • Utilities3.1%
  • Real Estate1.6%
  • Energy1.0%

Share of the value held in companies we cover, by sector.

PeriodCopy, a yearS&P 500SharpeS&P 500Biggest dropBeta
Whole backtestJanuary 11, 2008 to November 2, 2018+12.4%+8.5%0.650.52−50.5%1.05
2010 to 2017January 8, 2010 to December 29, 2017+16.0%+13.5%1.010.98−20.6%1.10
2018 onwardsJanuary 5, 2018 to November 2, 2018−5.9%+0.9%−0.370.01−12.7%1.08
Last three yearsNovember 6, 2015 to November 2, 2018+11.8%+11.2%0.790.86−12.9%1.12
Last yearNovember 3, 2017 to November 2, 2018+0.7%+7.2%0.010.42−12.7%1.08

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.