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Institution

Impax Asset Management LLC

13F for June 30, 2018, filed August 14, 2018 · SEC CIK 1127990 · Holdings history from September 30, 2000

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

Reported value
$1.7bn
68% in companies we cover
Positions we cover
145
Largest MSFT 2.7%
Copy, a year
+7.9%
S&P 500 +8.6%
Copy Sharpe ratio
0.49
S&P 500 0.52

Copy-performance statistics: February 15, 2008 to November 23, 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.

200 reported entries for June 30, 2018.

IssuerClass / typeReported valueQuantity
ABBOTT LABS002824100 · ABT COM $1.3m 20,627
ACCENTURE PLC IRELANDG1151C101 · ACN SHS CLASS A $1.2m 7,352
AETNA INC NEW00817Y108 COM $725,000 3,951
ALCOA CORP013872106 · AA COM $1.2m 24,999
ALLEGHANY CORP DEL017175100 COM $1.4m 2,500
ALLSTATE CORP020002101 · ALL COM $395,000 4,332
ALPHABET INC02079K305 · GOOGL CAP STK CL A $23.7m 21,008
ALPHABET INC02079K107 CAP STK CL C $24.0m 21,479
AMAZON COM INC023135106 · AMZN COM $33.3m 19,604
AMC NETWORKS INC00164V103 · AMCX CL A $8.0m 128,416
AMDOCS LTDG02602103 · DOX SHS $2.8m 42,500
AMERICAN ELEC PWR INC025537101 · AEP COM $409,000 5,907
AMERICAN WTR WKS CO INC NEW030420103 · AWK COM $4.9m 57,657
AMERIPRISE FINL INC03076C106 · AMP COM $249,000 1,780
ANTERO RES CORP03674X106 · AR COM $29.7m 1,389,656
AON PLCG0408V102 SHS CL A $408,000 2,976
APPLE INC037833100 · AAPL COM $26.4m 142,375
APPTIO INC03835c108 CL A $12.2m 335,937
APTIV PLCG6095L109 SHS $14.4m 157,200
ARAMARK03852U106 · ARMK COM $1.9m 50,000
AUTODESK INC052769106 · ADSK COM $316,000 2,414
AXA EQUITABLE HLDGS INC054561105 COM $9.3m 450,000
BANK AMER CORP060505104 · BAC COM $22.9m 812,421
BEACON ROOFING SUPPLY INC073685109 COM $19.2m 449,764
BECTON DICKINSON & CO075887109 · BDX COM $18.8m 78,466
BEST BUY INC086516101 · BBY COM $300,000 4,017
BIOGEN INC09062X103 · BIIB COM $25.7m 88,559
BJS RESTAURANTS INC09180C106 · BJRI COM $5.9m 98,081
BLACKROCK INC09247X101 · BLK COM $11.5m 23,100
CAPITOL FED FINL INC14057j101 COM $22.3m 1,691,152
CARTER INC146229109 · CRI COM $12.6m 116,475
CATALENT INC148806102 COM $17.5m 417,676
CATCHMARK TIMBER TR INC14912Y202 CL A $15.7m 1,235,976
CELANESE CORP DEL150870103 · CE COM SER A $4.7m 42,000
CISCO SYS INC17275R102 · CSCO COM $4.2m 97,138
CITIZENS FINL GROUP INC174610105 · CFG COM $17.4m 448,558
CITRIX SYS INC177376100 COM $3.3m 31,393
CLOROX CO DEL189054109 · CLX COM $219,000 1,622
COCA COLA CO191216100 · KO COM $2.1m 47,771
COLGATE PALMOLIVE CO194162103 · CL COM $11.5m 176,871
COMFORT SYS USA INC199908104 · FIX COM $14.5m 315,946
CONCHO RES INC20605P101 COM $2.8m 20,459
CONOCOPHILLIPS20825C104 · COP COM $16.8m 241,107
CONSOLIDATED EDISON INC209115104 · ED COM $286,000 3,662
CORNERSTONE ONDEMAND INC21925Y103 COM $761,000 16,050
CSX CORP126408103 · CSX COM $641,000 10,055
CUMMINS INC231021106 · CMI COM $9.1m 68,718
CVS HEALTH CORP126650100 · CVS COM $772,000 11,999
DISCOVER FINL SVCS254709108 COM $304,000 4,311
DISCOVERY INC25470F104 COM SER A $13.3m 483,790
DOLLAR GEN CORP NEW256677105 · DG COM $320,000 3,241
DOMINION ENERGY INC25746U109 · D COM $524,000 7,687
DOWDUPONT INC26078J100 COM $15.0m 227,600
EDISON INTL281020107 · EIX COM $247,000 3,909
LILLY ELI & CO532457108 · LLY COM $15.3m 179,713
EMCOR GROUP INC29084Q100 · EME COM $11.5m 151,400
ENTEGRIS INC29362U104 · ENTG COM $5.3m 156,100
ENVESTNET INC29404K106 COM $12.4m 225,476
LAUDER ESTEE COS INC518439104 · EL CL A $8.5m 59,483
EXPEDITORS INTL WASH INC302130109 · EXPD COM $1.7m 23,575
FACEBOOK INC30303M102 · META CL A $5.5m 28,156
FCB FINL HLDGS INC30255G103 CL A $10.7m 181,945
GENERAL MLS INC370334104 · GIS COM $1.1m 23,867
GENPACT LIMITEDG3922B107 · G SHS $1.2m 42,110
HAIN CELESTIAL GROUP INC405217100 · HAIN COM $8.7m 290,263
HANOVER INS GROUP INC410867105 · THG COM $13.6m 114,061
HARTFORD FINL SVCS GROUP INC416515104 · HIG COM $658,000 12,875
HEWLETT PACKARD ENTERPRISE C42824C109 · HPE COM $275,000 18,835
HILTON WORLDWIDE HLDGS INC43300A203 · HLT COM $271,000 3,429
HOME DEPOT INC437076102 · HD COM $24.1m 123,476
HOMETRUST BANCSHARES INC437872104 · HTB COM $27.0m 960,606
HP INC40434L105 · HPQ COM $449,000 19,801
HUMANA INC444859102 · HUM COM $16.2m 54,300
INTERNATIONAL BUSINESS MACHS459200101 · IBM COM $15.0m 107,402
IDEXX LABS INC45168D104 · IDXX COM $224,000 1,030
IMPERVA INC45321l100 COM $11.0m 227,912
INGERSOLL-RAND PLCG47791101 SHS $17.4m 193,403
INGREDION INC457187102 · INGR COM $982,000 8,871
INTUIT461202103 · INTU COM $4.6m 22,574
INVESTORS BANCORP INC NEW46146L101 COM $15.0m 1,169,175
IQVIA HLDGS INC46266C105 · IQV COM $2.9m 29,469
JOHNSON & JOHNSON478160104 · JNJ COM $3.9m 31,751
JONES LANG LASALLE INC48020Q107 · JLL COM $1.0m 6,042
JPMORGAN CHASE & CO46625H100 · JPM COM $18.3m 175,818
KAISER ALUMINUM CORP483007704 · KALU COM PAR $0.01 $12.1m 116,174
KELLOGG CO487836108 COM $5.0m 71,637
KEYCORP NEW493267108 · KEY COM $10.8m 554,495
KIMBERLY CLARK CORP494368103 · KMB COM $439,000 4,169
KLX INC482539103 COM $22.4m 311,777
KORN FERRY INTL500643200 · KFY COM NEW $15.7m 254,141
KROGER CO501044101 · KR COM $296,000 10,415
LABORATORY CORP AMER HLDGS50540R409 COM NEW $2.7m 15,263
LAM RESEARCH CORP512807108 · LRCX COM $7.4m 42,655
LAMB WESTON HLDGS INC513272104 · LW COM $2.6m 38,333
LEGACY TEX FINL GROUP INC52471Y106 COM $15.6m 400,366
LEGG MASON INC524901105 COM $1.2m 33,993
LIGAND PHARMACEUTICALS INC53220K504 · LGND COM NEW $19.9m 96,259
MACYS INC55616P104 · M COM $4.7m 124,971
MARRIOTT INTL INC NEW571903202 · MAR CL A $2.2m 17,384
MASCO CORP574599106 · MAS COM $1.5m 40,597

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 200820102012201420162018 $24.3k$22.7k
CopyS&P 500 $10,000 copying Impax Asset Management LLC's usable filed holdings in companies we cover from February 15, 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 −49.1% (S&P 500 −50.8%); beta 0.97; alpha −0.4% a year (t = −0.33); last 12 months +3.9% against +4.0%.

Reported value by quarter

Impax Asset Management 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 $500M $1B $1.5B $2B Reported value, 2001-03-31: $695.1M Reported value, 2001-06-30: $751.7M Reported value, 2001-09-30: $644.6M Reported value, 2001-12-31: $677.6M Reported value, 2002-03-31: $714.7M Reported value, 2002-06-30: $656.9M Reported value, 2003-09-30: $817.8M Reported value, 2003-12-31: $895.8M Reported value, 2004-06-30: $973.1M Reported value, 2004-09-30: $983.1M Reported value, 2004-12-31: $1.1B Reported value, 2005-03-31: $1.1B Reported value, 2005-06-30: $1.2B Reported value, 2005-09-30: $1.3B Reported value, 2007-03-31: $1.7B Reported value, 2007-09-30: $1.9B Reported value, 2007-12-31: $1.9B Reported value, 2008-03-31: $1.8B Reported value, 2008-06-30: $1.8B Reported value, 2008-09-30: $1.5B Reported value, 2008-12-31: $1.2B Reported value, 2009-03-31: $1.1B Reported value, 2009-06-30: $1.3B Reported value, 2009-09-30: $1.5B Reported value, 2009-12-31: $1.5B Reported value, 2010-03-31: $1.6B Reported value, 2010-06-30: $1.3B Reported value, 2010-09-30: $1.5B Reported value, 2010-12-31: $1.6B Reported value, 2011-03-31: $1.7B Reported value, 2011-06-30: $1.6B Reported value, 2011-09-30: $1.3B Reported value, 2011-12-31: $1.4B Reported value, 2012-03-31: $1.5B Reported value, 2012-06-30: $1.4B Reported value, 2012-09-30: $1.4B Reported value, 2012-12-31: $1.5B Reported value, 2013-03-31: $1.6B Reported value, 2013-06-30: $1.5B Reported value, 2013-09-30: $1.5B Reported value, 2013-12-31: $1.6B Reported value, 2014-03-31: $1.6B Reported value, 2014-06-30: $1.6B Reported value, 2014-09-30: $1.5B Reported value, 2014-12-31: $1.7B Reported value, 2015-03-31: $1.8B Reported value, 2015-06-30: $1.9B Reported value, 2015-09-30: $1.7B Reported value, 2015-12-31: $1.8B Reported value, 2016-03-31: $1.9B Reported value, 2016-06-30: $1.7B Reported value, 2016-09-30: $1.7B Reported value, 2016-12-31: $1.8B Reported value, 2017-03-31: $1.8B Reported value, 2017-06-30: $1.8B Reported value, 2017-09-30: $1.8B Reported value, 2017-12-31: $1.7B Reported value, 2018-03-31: $1.7B Reported value, 2018-06-30: $1.7B 2001-03-31 2005-06-30 2009-12-31 2012-12-31 2015-12-31 2018-06-30 $1.7B
View chart data
Period Reported value
2001-03-31 $695.1M
2001-06-30 $751.7M
2001-09-30 $644.6M
2001-12-31 $677.6M
2002-03-31 $714.7M
2002-06-30 $656.9M
2003-09-30 $817.8M
2003-12-31 $895.8M
2004-06-30 $973.1M
2004-09-30 $983.1M
2004-12-31 $1.1B
2005-03-31 $1.1B
2005-06-30 $1.2B
2005-09-30 $1.3B
2007-03-31 $1.7B
2007-09-30 $1.9B
2007-12-31 $1.9B
2008-03-31 $1.8B
2008-06-30 $1.8B
2008-09-30 $1.5B
2008-12-31 $1.2B
2009-03-31 $1.1B
2009-06-30 $1.3B
2009-09-30 $1.5B
2009-12-31 $1.5B
2010-03-31 $1.6B
2010-06-30 $1.3B
2010-09-30 $1.5B
2010-12-31 $1.6B
2011-03-31 $1.7B
2011-06-30 $1.6B
2011-09-30 $1.3B
2011-12-31 $1.4B
2012-03-31 $1.5B
2012-06-30 $1.4B
2012-09-30 $1.4B
2012-12-31 $1.5B
2013-03-31 $1.6B
2013-06-30 $1.5B
2013-09-30 $1.5B
2013-12-31 $1.6B
2014-03-31 $1.6B
2014-06-30 $1.6B
2014-09-30 $1.5B
2014-12-31 $1.7B
2015-03-31 $1.8B
2015-06-30 $1.9B
2015-09-30 $1.7B
2015-12-31 $1.8B
2016-03-31 $1.9B
2016-06-30 $1.7B
2016-09-30 $1.7B
2016-12-31 $1.8B
2017-03-31 $1.8B
2017-06-30 $1.8B
2017-09-30 $1.8B
2017-12-31 $1.7B
2018-03-31 $1.7B
2018-06-30 $1.7B

Latest covered holdings and moves

Covered holdings as of June 30, 2018.

CompanyShare of portfolioValueSharesChange in shares
MSFTMicrosoft Corporation2.68%$45.3m459.3K+1.9% Added
AMZNAmazon1.98%$33.3m19.6K−11.0% Reduced
ARAntero Resources Corp1.76%$29.7m1.39M−5.1% Reduced
HTBHometrust Bancshares, Inc.1.60%$27.0m960.6K+2.7% Added
AAPLApple Inc.1.56%$26.4m142.4K0.0%
BIIBBiogen1.52%$25.7m88.6K+25.5% Added
UTLUnitil Corp1.51%$25.6m501.0K+0.3%
HDThe Home Depot1.43%$24.1m123.5K−11.8% Reduced
GOOGLAlphabet Inc. (Class A)1.41%$23.7m21.0K+2.0% Added
BACBank of America1.36%$22.9m812.4K+1.3% Added
WTMWhite Mountains Insurance Group LTD1.28%$21.6m23.8K−29.6% Reduced
PEPPepsiCo1.24%$21.0m192.8K+0.8% Added
VVisa Inc.1.24%$20.8m157.4K−5.5% Reduced
LGNDLigand Pharmaceuticals Inc1.18%$19.9m96.3K−44.8% Reduced
BDXBecton Dickinson1.11%$18.8m78.5K+0.4%
WCCWesco International Inc1.10%$18.6m325.8K0.0%
PLDPrologis1.10%$18.6m282.4K+25.5% Added
WMWaste Management1.09%$18.4m225.7K0.0%
JPMJPMorgan Chase1.09%$18.3m175.8K+10.4% Added
WENWendy's Co1.07%$18.1m1.05M+122.9% Added
MTZMastec Inc1.06%$17.9m352.9K+19.7% Added
CFGCitizens Financial Group1.03%$17.4m448.6K+0.1%
COPConocoPhillips0.99%$16.8m241.1K+0.5%
TELTE Connectivity0.98%$16.5m183.0K+6.3% Added
HUMHumana0.96%$16.2m54.3K0.0%
KFYKorn Ferry0.93%$15.7m254.1K−23.6% Reduced
LLYLilly (Eli)0.91%$15.3m179.7K+1594.3% Added
PFGCPerformance Food Group Co0.89%$15.0m409.5K0.0%
IBMIBM0.89%$15.0m107.4K+1030.5% Added
VCTRVictory Capital Holdings, Inc.0.89%$15.0m1.42M+44.1% Added
FIXComfort Systems USA0.86%$14.5m315.9K+15.7% Added
SLBSchlumberger0.85%$14.3m213.3K+10.6% Added
SWKStanley Black & Decker0.84%$14.3m107.3K+10.4% Added
ZTSZoetis0.83%$14.0m164.9K−39.8% Reduced
DISThe Walt Disney Company0.83%$13.9m133.0K−29.4% Reduced
THGHanover Insurance Group, Inc.0.81%$13.6m114.1KNew
TMOThermo Fisher Scientific0.80%$13.4m64.9K0.0%
CRMSalesforce0.80%$13.4m98.6K+17.1% Added
CRICarters Inc0.75%$12.6m116.5K−9.4% Reduced
RGLDRoyal Gold Inc0.74%$12.5m135.0KNew
POWIPower Integrations Inc0.74%$12.4m170.4K−8.0% Reduced
KALUKaiser Aluminum Corp0.72%$12.1m116.2K0.0%
MKCMcCormick & Company0.72%$12.1m104.0K+0.1%
PRUPrudential Financial0.69%$11.6m123.7K−31.9% Reduced
EMEEmcor0.68%$11.5m151.4K0.0%
BLKBlackRock0.68%$11.5m23.1K0.0%
CLColgate-Palmolive0.68%$11.5m176.9K+1872.2% Added
TMUST-Mobile US0.68%$11.4m191.5K0.0%
MDLZMondelez International0.68%$11.4m278.7K+0.6% Added
KEYKeyCorp0.64%$10.8m554.5K+168.8% Added
RNRRenaissancere Holdings LTD0.62%$10.4m86.4K−2.3% Reduced
VMCVulcan Materials Company0.61%$10.3m79.8K−16.0% Reduced
VOYAVoya Financial, Inc.0.61%$10.2m217.5K+0.1%
XYLXylem Inc.0.60%$10.2m150.7K+4.6% Added
CMICummins0.54%$9.1m68.7K+0.3%
TRNOTerreno Realty Corp0.52%$8.7m232.2K0.0%
WSMWilliams-Sonoma, Inc.0.52%$8.7m141.9KNew
HAINHain Celestial Group Inc0.51%$8.7m290.3K0.0%
ELThe Estée Lauder Companies0.50%$8.5m59.5K−56.5% Reduced
AMCXAMC Global Media Inc.0.47%$8.0m128.4KNew
LRCXLam Research0.44%$7.4m42.7K0.0%
BJRIBjs Restaurants Inc0.35%$5.9m98.1K+30.8% Added
NEMNewmont0.33%$5.6m147.3K−7.4% Reduced
WTSWatts Water Technologies Inc0.33%$5.5m70.4K0.0%
METAMeta Platforms0.32%$5.5m28.2K+11.5% Added
ENTGEntegris Inc0.31%$5.3m156.1K0.0%
OGSONE Gas, Inc.0.31%$5.2m69.0K0.0%
AWKAmerican Water Works0.29%$4.9m57.7K+9.1% Added
TGTTarget Corporation0.28%$4.7m62.3K+1.6% Added
MMacy's, Inc.0.28%$4.7m125.0K+1.7% Added
CECelanese Corp0.28%$4.7m42.0K+13.5% Added
INTUIntuit0.27%$4.6m22.6K−8.0% Reduced
PFGPrincipal Financial Group0.27%$4.5m85.6K+22.4% Added
CSCOCisco0.25%$4.2m97.1K−0.4%
PGProcter & Gamble0.24%$4.1m52.4K−0.5% Reduced
TXNTexas Instruments0.24%$4.1m36.9K−71.5% Reduced
WYWeyerhaeuser0.23%$3.9m107.4K+0.8% Added
JNJJohnson & Johnson0.23%$3.9m31.8K−80.9% Reduced
NWLNewell Brands Inc.0.22%$3.7m143.4K0.0%
ULTAUlta Beauty0.21%$3.6m15.3K+3.1% Added
ZIONZions Bancorporation, National Association0.19%$3.2m60.0KNew
YUMYum! Brands0.19%$3.1m40.0K−15.8% Reduced
USFDUS Foods Holding Corp.0.18%$3.0m79.4K0.0%
IQVIQVIA0.17%$2.9m29.5K−26.3% Reduced
DOXAmdocs LTD0.17%$2.8m42.5K0.0%
SSNCSS&C Technologies Holdings Inc0.16%$2.7m52.9K0.0%
LWLamb Weston Holdings, Inc.0.16%$2.6m38.3K0.0%
RHIRobert Half Inc.0.15%$2.5m38.6K0.0%
MARMarriott International0.13%$2.2m17.4K−0.3%
MAMastercard0.13%$2.2m11.1K+10.2% Added
ROSTRoss Stores0.13%$2.1m25.0KNew
KOThe Coca-Cola Company0.12%$2.1m47.8K+10.5% Added
ARMKAramark0.11%$1.9m50.0K−33.3% Reduced
PNRPentair0.11%$1.8m43.2K0.0%
EXPDExpeditors International0.10%$1.7m23.6K0.0%
SWKSSkyworks Solutions, Inc.0.10%$1.6m16.5K0.0%
MASMasco0.09%$1.5m40.6K0.0%
MDTMedtronic0.08%$1.4m16.0K+10.4% Added
ABTAbbott Laboratories0.07%$1.3m20.6K+11.4% Added
GGenpact LTD0.07%$1.2m42.1K0.0%
ACNAccenture0.07%$1.2m7.4K+10.6% Added
AAAlcoa Corp0.07%$1.2m25.0K0.0%
WHWyndham Hotels & Resorts, Inc.0.07%$1.1m18.8KNew
NVTnVent Electric plc0.06%$1.1m43.2KNew
GISGeneral Mills0.06%$1.1m23.9K−0.2%
JLLJones Lang Lasalle Inc0.06%$1.0m6.0K−48.7% Reduced
INGRIngredion Inc0.06%$982,0008.9K−0.2%
USBU.S. Bancorp0.06%$980,00019.6K+9.5% Added
SRESempra0.05%$901,0007.8K−0.2%
UPSUnited Parcel Service0.05%$865,0008.1K+11.0% Added
SBUXStarbucks0.05%$823,00016.8K+9.1% Added
CVSCVS Health0.05%$772,00012.0K+10.1% Added
PNCPNC Financial Services0.04%$763,0005.7K+9.8% Added
OXYOccidental Petroleum0.04%$761,0009.1K+11.1% Added
TJXTJX Companies0.04%$715,0007.5K+10.4% Added
SYKStryker Corporation0.04%$689,0004.1K+11.0% Added
HIGThe Hartford0.04%$658,00012.9K−0.2%
CSXCSX Corporation0.04%$641,00010.1K+3.0% Added
SPGIS&P Global0.04%$619,0003.0K+7.1% Added
PSXPhillips 660.04%$584,0005.2K+10.7% Added
DDominion Energy0.03%$524,0007.7K+11.7% Added
VRTXVertex Pharmaceuticals0.03%$510,0003.0K+11.2% Added
METMetLife0.03%$463,00010.6K+9.3% Added
HPQHP Inc.0.03%$449,00019.8K+10.1% Added
KMBKimberly-Clark0.03%$439,0004.2K+10.6% Added
AEPAmerican Electric Power0.02%$409,0005.9K+11.4% Added
PGRProgressive Corporation0.02%$408,0006.9K+11.4% Added
TRVThe Travelers Companies0.02%$397,0003.2K+6.6% Added
ALLAllstate0.02%$395,0004.3K+10.3% Added
MCOMoody's Corporation0.02%$359,0002.1K+10.6% Added
DGDollar General0.02%$320,0003.2K+10.2% Added
ADSKAutodesk, Inc.0.02%$316,0002.4K+9.1% Added
SYFSynchrony Financial0.02%$311,0009.3K+9.5% Added
BBYBest Buy0.02%$300,0004.0K−0.1%
KRKroger0.02%$296,00010.4K+8.4% Added
EDConsolidated Edison0.02%$286,0003.7K+8.9% Added
HPEHewlett Packard Enterprise0.02%$275,00018.8K+8.7% Added
HLTHilton Worldwide0.02%$271,0003.4KNew
AMPAmeriprise Financial0.01%$249,0001.8K+6.0% Added
EIXEdison International0.01%$247,0003.9K+11.5% Added
TSNTyson Foods0.01%$245,0003.6K+12.8% Added
WTWWillis Towers Watson0.01%$228,0001.5K+7.1% Added
IDXXIdexx Laboratories0.01%$224,0001.0KNew
CLXClorox0.01%$219,0001.6KNew
OMCOmnicom Group0.01%$212,0002.8KNew
CompanyBought (value)Shares
LLYLilly (Eli)$14.4m169.1K
IBMIBM$13.7m97.9K
THGHanover Insurance Group, Inc.$13.6m114.1K
RGLDRoyal Gold Inc$12.5m135.0K
CLColgate-Palmolive$10.9m167.9K
WENWendy's Co$10.0m579.4K
WSMWilliams-Sonoma, Inc.$8.7m141.9K
AMCXAMC Global Media Inc.$8.0m128.4K
KEYKeyCorp$6.8m348.2K
BIIBBiogen$5.2m18.0K
VCTRVictory Capital Holdings, Inc.$4.6m433.4K
PLDPrologis$3.8m57.4K
ZIONZions Bancorporation, National Association$3.2m60.0K
MTZMastec Inc$3.0m58.2K
ROSTRoss Stores$2.1m25.0K

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

CompanySold (value)Shares
JNJJohnson & Johnson−$16.4m−134.8K
LGNDLigand Pharmaceuticals Inc−$16.2m−78.3K
CMECME Group−$14.8m−91.5K
ELThe Estée Lauder Companies−$11.0m−77.1K
TXNTexas Instruments−$10.2m−92.7K
ZTSZoetis−$9.3m−109.2K
SMGScotts Miracle-gro Co−$9.3m−108.2K
WTMWhite Mountains Insurance Group LTD−$9.1m−10.0K
EXLSExlservice Holdings, Inc.−$8.1m−144.6K
BKDBrookdale Senior Living Inc.−$6.0m−901.3K
DISThe Walt Disney Company−$5.8m−55.3K
DECKDeckers Brands−$5.7m−62.8K
PRUPrudential Financial−$5.4m−57.9K
KFYKorn Ferry−$4.8m−78.3K
AMZNAmazon−$4.1m−2.4K

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

CompanyValue last quarterShares
CMECME Group$14.8m91.5K
SMGScotts Miracle-gro Co$9.3m108.2K
EXLSExlservice Holdings, Inc.$8.1m144.6K
BKDBrookdale Senior Living Inc.$6.0m901.3K
DECKDeckers Brands$5.7m62.8K
CAHCardinal Health$215,0003.4K
  • Financials19.7%
  • Technology14.4%
  • Industrials12.7%
  • Health Care11.7%
  • Consumer Discretionary11.1%
  • Consumer Staples9.4%
  • Communication Services5.5%
  • Energy5.4%
  • Materials4.0%
  • Utilities3.3%
  • Real Estate2.8%

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

PeriodCopy, a yearS&P 500SharpeS&P 500Biggest dropBeta
Whole backtestFebruary 15, 2008 to November 23, 2018+7.9%+8.6%0.490.52−49.1%0.97
2010 to 2017January 8, 2010 to December 29, 2017+12.9%+13.5%0.890.98−18.7%1.05
2018 onwardsJanuary 5, 2018 to November 23, 2018−1.4%−2.8%−0.13−0.22−10.8%0.96
Last three yearsNovember 27, 2015 to November 23, 2018+9.4%+10.1%0.710.78−11.9%1.00
Last yearNovember 24, 2017 to November 23, 2018+3.2%+3.0%0.160.14−10.8%0.96

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.