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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
AUTOLUS THERAPEUTICS PLC05280R100 · AUTL SPON ADS $1.2m 46,600
AXALTA COATING SYS LTDG0750C108 · AXTA COM $27.5m 907,399
AXIS CAPITAL HOLDINGS LTDG0692U109 · AXS SHS $682,000 12,263
BAIDU INC056752108 · BIDU SPON ADR REP A $262.5m 1,080,443
BANK AMER CORP060505104 · BAC COM $92.6m 3,284,039
BANK OF THE OZARKS063904106 COM $17.6m 390,684
BAXTER INTL INC071813109 · BAX COM $59.8m 809,773
BB&T CORP054937107 COM $429,000 8,500
BERKSHIRE HATHAWAY INC DEL084670702 CL B NEW $61.1m 327,453
BIO RAD LABS INC090572207 · BIO CL A $56.2m 194,945
BLACKROCK INC09247X101 · BLK COM $1.2m 2,386
BOEING CO097023105 · BA COM $9.9m 29,556
BORGWARNER INC099724106 · BWA COM $25.6m 594,215
BRIGHTHOUSE FINL INC10922N103 · BHF COM $16.4m 409,036
BROADCOM INC11135F101 · AVGO COM $6.9m 28,496
BROADRIDGE FINL SOLUTIONS IN11133T103 · BR COM $32.0m 277,946
BROWN & BROWN INC115236101 · BRO COM $54.7m 1,972,769
BRUNSWICK CORP117043109 · BC COM $66.7m 1,033,698
BUNGE LIMITEDG16962105 COM $719,000 10,321
CA INC12673P105 COM $593,000 16,621

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.