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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
MASTEC INC576323109 · MTZ COM $17.9m 352,889
MASTERCARD INCORPORATED57636Q104 · MA CL A $2.2m 11,109
MCCORMICK & CO INC579780206 · MKC COM NON VTG $12.1m 104,019
MCKESSON CORP58155q103 COM $330,000 2,474
MEDTRONIC PLCG5960L103 · MDT SHS $1.4m 16,040
MERIDIAN BANCORP INC MD58958U103 COM $18.8m 983,086
METLIFE INC59156R108 · MET COM $463,000 10,620
MICHAEL KORS HLDGS LTDG60754101 SHS $4.7m 70,899
MICHAELS COS INC59408Q106 COM $13.0m 680,665
MICROSOFT CORP594918104 · MSFT COM $45.3m 459,310
MONDELEZ INTL INC609207105 · MDLZ CL A $11.4m 278,748
MOODYS CORP615369105 · MCO COM $359,000 2,107
MRC GLOBAL INC55345K103 COM $27.3m 1,260,570
NATUS MEDICAL INC DEL639050103 COM $29.1m 844,445
NEWELL BRANDS INC651229106 · NWL COM $3.7m 143,403
NEWMONT MINING CORP651639106 · NEM COM $5.6m 147,333
NVENT ELECTRIC PLCG6700G107 · NVT SHS $1.1m 43,172
OCCIDENTAL PETE CORP DEL674599105 · OXY COM $761,000 9,095
OMNICOM GROUP INC681919106 · OMC COM $212,000 2,778
ONE GAS INC68235P108 · OGS COM $5.2m 69,044
ORACLE CORP68389x105 COM $1.6m 37,086
ORBCOMM INC68555P100 COM $8.7m 866,213
PARSLEY ENERGY INC701877102 CL A $14.1m 466,814
PENTAIR PLCG7S00T104 · PNR SHS $1.8m 43,172
PEPSICO INC713448108 · PEP COM $21.0m 192,778
PERFORMANCE FOOD GROUP CO71377A103 · PFGC COM $15.0m 409,521
PHILLIPS 66718546104 · PSX COM $584,000 5,204
PIONEER NAT RES CO723787107 COM $15.6m 82,214
PNC FINL SVCS GROUP INC693475105 · PNC COM $763,000 5,650
POWER INTEGRATIONS INC739276103 · POWI COM $12.4m 170,377
PRINCIPAL FINL GROUP INC74251V102 · PFG COM $4.5m 85,559
PROCTER AND GAMBLE CO742718109 · PG COM $4.1m 52,351
PROGRESSIVE CORP OHIO743315103 · PGR COM $408,000 6,902
PROLOGIS INC74340W103 · PLD COM $18.6m 282,400
PRUDENTIAL FINL INC744320102 · PRU COM $11.6m 123,700
RENAISSANCERE HOLDINGS LTDG7496G103 · RNR COM $10.4m 86,438
ROBERT HALF INTL INC770323103 · RHI COM $2.5m 38,579
ROSS STORES INC778296103 · ROST COM $2.1m 25,000
ROYAL GOLD INC780287108 · RGLD COM $12.5m 135,000
RYMAN HOSPITALITY PPTYS INC78377t107 COM $16.4m 197,012
S&P GLOBAL INC78409V104 · SPGI COM $619,000 3,034
SALESFORCE COM INC79466L302 · CRM COM $13.4m 98,562
SCHLUMBERGER LTD806857108 · SLB COM $14.3m 213,277
SEMPRA ENERGY816851109 · SRE COM $901,000 7,764
SINCLAIR BROADCAST GROUP INC829226109 CL A $16.4m 509,022
SKYWORKS SOLUTIONS INC83088M102 · SWKS COM $1.6m 16,500
SS&C TECHNOLOGIES HLDGS INC78467J100 · SSNC COM $2.7m 52,915
STANLEY BLACK & DECKER INC854502101 · SWK COM $14.3m 107,344
STARBUCKS CORP855244109 · SBUX COM $823,000 16,844
STRYKER CORP863667101 · SYK COM $689,000 4,079
SYNCHRONY FINL87165B103 · SYF COM $311,000 9,309
TARGET CORP87612E106 · TGT COM $4.7m 62,258
TE CONNECTIVITY LTDH84989104 · TEL REG SHS $16.5m 183,000
TERRENO RLTY CORP88146M101 · TRNO COM $8.7m 232,170
TEXAS INSTRS INC882508104 · TXN COM $4.1m 36,930
THERMO FISHER SCIENTIFIC INC883556102 · TMO COM $13.4m 64,927
THERMON GROUP HLDGS INC88362t103 COM $5.3m 232,230
THESTREET INC88368Q103 COM $3.8m 1,752,775
TIFFANY & CO NEW886547108 COM $206,000 1,562
TJX COS INC NEW872540109 · TJX COM $715,000 7,516
T MOBILE US INC872590104 · TMUS COM $11.4m 191,500
TRAVELERS COMPANIES INC89417E109 · TRV COM $397,000 3,241
TWITTER INC90184L102 COM $329,000 7,541
TYSON FOODS INC902494103 · TSN CL A $245,000 3,555
US BANCORP DEL902973304 · USB COM NEW $980,000 19,594
ULTA BEAUTY INC90384S303 · ULTA COM $3.6m 15,297
UNITED PARCEL SERVICE INC911312106 · UPS CL B $865,000 8,140
UNITIL CORP913259107 · UTL COM $25.6m 500,954
US FOODS HLDG CORP912008109 · USFD COM $3.0m 79,399
VALERO ENERGY CORP NEW91913y100 COM $579,000 5,227
VALVOLINE INC92047w101 COM $19.2m 890,129
VERINT SYS INC92343X100 COM $16.4m 370,000
VERSUM MATLS INC92532w103 COM $7.3m 197,138
VERTEX PHARMACEUTICALS INC92532F100 · VRTX COM $510,000 2,998
VIACOM INC NEW92553P201 CL B $1.4m 47,768
VICTORY CAP HLDGS INC92645B103 · VCTR COM CL A $15.0m 1,415,710
VISA INC92826C839 · V COM CL A $20.8m 157,381
VOYA FINL INC929089100 · VOYA COM $10.2m 217,481
VULCAN MATLS CO929160109 · VMC COM $10.3m 79,800
WALGREENS BOOTS ALLIANCE INC931427108 COM $598,000 9,957
DISNEY WALT CO254687106 · DIS COM DISNEY $13.9m 133,025
WASTE MGMT INC DEL94106L109 · WM COM $18.4m 225,727
WATTS WATER TECHNOLOGIES INC942749102 · WTS CL A $5.5m 70,351
WEB COM GROUP INC94733a104 COM $14.9m 576,544
WEC ENERGY GROUP INC92939u106 COM $243,000 3,766
WENDYS CO95058W100 · WEN COM $18.1m 1,050,944
WESCO INTL INC95082P105 · WCC COM $18.6m 325,753
WEYERHAEUSER CO962166104 · WY COM $3.9m 107,413
WHITE MTNS INS GROUP LTDG9618E107 · WTM COM $21.6m 23,829
WILLIAMS SONOMA INC969904101 · WSM COM $8.7m 141,900
WILLIS TOWERS WATSON PUB LTDG96629103 · WTW SHS $228,000 1,502
WYNDHAM HOTELS & RESORTS INC98311A105 · WH COM $1.1m 18,770
XYLEM INC98419M100 · XYL COM $10.2m 150,700
YUM BRANDS INC988498101 · YUM COM $3.1m 40,044
ZIONS BANCORPORATION989701107 · ZION COM $3.2m 60,000
ZOETIS INC98978V103 · ZTS CL A $14.0m 164,854
ISHARES TR46432F842 CORE MSCI EAFE $8.8m 138,249
ISHARES TR464287200 CORE S&P500 ETF $1.5m 5,462
ISHARES TR464287226 CORE US AGGBD ET $4.0m 37,750
RLJ LODGING TR74965L200 CUM CONV PFD A $1.0m 38,500

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.