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Institution

Qs Investors, LLC

13F for June 30, 2021, filed August 13, 2021 · SEC CIK 1501436 · Holdings history from September 30, 2010

The latest available holdings for this manager are dated June 30, 2021.

Reported value
$8.5bn
40% in companies we cover
Positions we cover
830
Largest AAPL 1.6%
Copy, a year
+14.2%
S&P 500 +14.6%
Copy Sharpe ratio
0.84
S&P 500 0.90

Copy-performance statistics: April 15, 2011 to November 26, 2021. 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.

1,094 reported entries for June 30, 2021.

IssuerClass / typeReported valueQuantity
STORE CAP CORP862121100 COM $3.9m 113,260
STRYKER CORPORATION863667101 · SYK COM $2.9m 11,253
SUMMIT HOTEL PPTYS INC866082100 · INN COM $470,000 50,318
SUN CMNTYS INC866674104 · SUI COM $811,000 4,726
SUNCOKE ENERGY INC86722A103 · SXC COM $988,000 138,260
SUNPOWER CORP867652406 COM $713,000 24,400
SUNSTONE HOTEL INVS INC NEW867892101 · SHO COM $1.1m 91,919
SURMODICS INC868873100 COM $353,000 6,500
SVB FINANCIAL GROUP78486Q101 COM $385,000 691
SYNCHRONY FINANCIAL87165B103 · SYF COM $15.2m 314,207
SYNLOGIC INC87166L100 COM $396,000 101,700
SYNOPSYS INC871607107 · SNPS COM $609,000 2,207
SYROS PHARMACEUTICALS INC87184Q107 COM $349,000 64,000
SYSCO CORP871829107 · SYY COM $2.8m 35,841
T2 BIOSYSTEMS INC89853L104 COM $133,000 111,550
TACTILE SYS TECHNOLOGY INC87357P100 · TCMD COM $208,000 4,000
TAKE-TWO INTERACTIVE SOFTWAR874054109 · TTWO COM $6.8m 38,215
TARGA RES CORP87612G101 · TRGP COM $985,000 22,140
TARGET CORP87612E106 · TGT COM $20.5m 84,689
TC ENERGY CORP87807B107 · TRP COM $399,000 8,054
TE CONNECTIVITY LTDH84989104 · TEL REG SHS $804,000 5,940
TELADOC HEALTH INC87918A105 · TDOC COM $428,000 2,569
TELEDYNE TECHNOLOGIES INC879360105 · TDY COM $216,000 514
TELEFLEX INCORPORATED879369106 · TFX COM $528,000 1,314
TELEPHONE & DATA SYS INC879433829 · TDS COM NEW $4.9m 215,672
TELUS CORPORATION87971M103 · TU COM $920,000 41,420
TENABLE HLDGS INC88025T102 · TENB COM $715,000 17,290
TENET HEALTHCARE CORP88033G407 · THC COM NEW $1.3m 19,400
TERADYNE INC880770102 · TER COM $1.7m 12,458
TEREX CORP NEW880779103 · TEX COM $1.1m 23,700
TESLA INC88160R101 · TSLA COM $17.6m 25,956
TEXAS INSTRS INC882508104 · TXN COM $28.5m 148,207
TEXTAINER GROUP HOLDINGS LTDG8766E109 SHS $1.4m 40,800
TFI INTL INC87241L109 · TFII COM $4.5m 40,500
THE TRADE DESK INC88339J105 · TTD COM CL A $4.9m 63,840
THERMO FISHER SCIENTIFIC INC883556102 · TMO COM $6.3m 12,587
TITAN INTL INC ILL88830M102 · TWI COM $1.3m 151,200
TITAN MACHY INC88830R101 · TITN COM $472,000 15,250
TIVITY HEALTH INC88870R102 COM $829,000 31,500
TJX COS INC NEW872540109 · TJX COM $6.1m 90,684
T-MOBILE US INC872590104 · TMUS COM $3.2m 22,131
TOLL BROTHERS INC889478103 · TOL COM $5.4m 94,000
TORONTO DOMINION BK ONT891160509 · TD COM NEW $358,000 5,385
TRACON PHARMACEUTICALS INC89237H209 COM NEW $284,000 43,700
TRACTOR SUPPLY CO892356106 · TSCO COM $343,000 1,839
TRANE TECHNOLOGIES PLCG8994E103 · TT SHS $6.4m 34,825
TRANSDIGM GROUP INC893641100 · TDG COM $576,000 889
TRANSOCEAN LTDH8817H100 · RIG REG SHS $258,000 57,069
TRAVELCENTERS OF AMERICA INC89421B109 COM NEW $375,000 12,800
TRAVELERS COMPANIES INC89417E109 · TRV COM $460,000 3,070
TREVENA INC89532E109 COM $53,000 31,141
TRI POINTE HOMES INC87265H109 COM $618,000 28,800
TRIMBLE INC896239100 · TRMB COM $232,000 2,823
TRINET GROUP INC896288107 · TNET COM $312,000 4,300
TRINSEO S AL9340P101 SHS $1.3m 22,350
TRIP COM GROUP LTD89677Q107 · TCOM ADS $274,000 7,700
TRIPLE-S MGMT CORP896749108 COM $453,000 20,335
TRITON INTL LTDG9078F107 CL A $738,000 14,100
TRUEBLUE INC89785X101 · TBI COM $573,000 20,349
TRUECAR INC89785L107 COM $632,000 111,800
TRUIST FINL CORP89832Q109 · TFC COM $1.2m 21,870
TTM TECHNOLOGIES INC87305R109 · TTMI COM $464,000 32,400
TURNING POINT THERAPEUTICS I90041T108 COM $258,000 3,300
TUTOR PERINI CORP901109108 · TPC COM $337,000 24,300
TWILIO INC90138F102 · TWLO CL A $330,000 837
TWITTER INC90184L102 COM $993,000 14,423
TYLER TECHNOLOGIES INC902252105 · TYL COM $214,000 472
TYSON FOODS INC902494103 · TSN CL A $3.0m 41,292
UBS GROUP AGH42097107 · UBS SHS $1.2m 74,255
UDR INC902653104 · UDR COM $858,000 17,498
UGI CORP NEW902681105 · UGI COM $348,000 7,510
ULTA BEAUTY INC90384S303 · ULTA COM $209,000 602
ULTRAGENYX PHARMACEUTICAL IN90400D108 · RARE COM $371,000 3,884
UMPQUA HLDGS CORP904214103 COM $449,000 24,300
UNION PAC CORP907818108 · UNP COM $2.4m 10,915
UNITED NAT FOODS INC911163103 · UNFI COM $1.7m 46,200
UNITED PARCEL SERVICE INC911312106 · UPS CL B $7.4m 35,415
UNITED RENTALS INC911363109 · URI COM $293,000 918
UNITED STATES CELLULAR CORP911684108 · AD COM $335,000 9,220
UNITED THERAPEUTICS CORP DEL91307C102 · UTHR COM $6.4m 35,716
UNITEDHEALTH GROUP INC91324P102 · UNH COM $32.5m 81,131
UNIVERSAL HLTH SVCS INC913903100 · UHS CL B $842,000 5,750
UNUM GROUP91529Y106 · UNM COM $5.1m 178,576
US BANCORP DEL902973304 · USB COM NEW $4.0m 70,970
US FOODS HLDG CORP912008109 · USFD COM $433,000 11,274
USANA HEALTH SCIENCES INC90328M107 · USNA COM $840,000 8,200
V F CORP918204108 · VFC COM $300,000 3,654
VALERO ENERGY CORP91913Y100 · VLO COM $11.2m 143,194
VANDA PHARMACEUTICALS INC921659108 · VNDA COM $614,000 28,500
VANGUARD BD INDEX FDS921937835 TOTAL BND MRKT $816.8m 9,509,887
VANGUARD CHARLOTTE FDS92203J407 INTL BD IDX ETF $96.3m 1,686,586
VANGUARD INDEX FDS922908363 S&P 500 ETF SHS $35.6m 90,423
VANGUARD INDEX FDS922908553 REAL ESTATE ETF $12.4m 122,226
VANGUARD INDEX FDS922908595 SML CP GRW ETF $60.2m 207,835
VANGUARD INDEX FDS922908611 SM CP VAL ETF $28.2m 162,421
VANGUARD INDEX FDS922908751 SMALL CP ETF $67.5m 299,613
VANGUARD INDEX FDS922908769 TOTAL STK MKT $7.2m 32,474
VANGUARD INTL EQUITY INDEX F922042775 ALLWRLD EX US $306.5m 4,834,458
VANGUARD INTL EQUITY INDEX F922042858 FTSE EMR MKT ETF $17.0m 312,810
VANGUARD SCOTTSDALE FDS92206C870 INT-TERM CORP $19.4m 204,171

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

$10.0k$20.0k$40.0k 201120132015201720192021 $42.6k$41.0k
CopyS&P 500 $10,000 copying Qs Investors, LLC's usable filed holdings in companies we cover from April 15, 2011, 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 −34.7% (S&P 500 −31.8%); beta 1.04; alpha −0.8% a year (t = −0.79); last 12 months +29.8% against +31.0%.

Reported value by quarter

Qs Investors, 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 $500B $1T Reported value, 2010-09-30: $898.3B Reported value, 2010-12-31: $6.8B Reported value, 2011-03-31: $7B Reported value, 2011-06-30: $7.3B Reported value, 2013-03-31: $6B Reported value, 2013-06-30: $2.8B Reported value, 2013-09-30: $2.3B Reported value, 2013-12-31: $2.6B Reported value, 2014-03-31: $3.3B Reported value, 2014-06-30: $3.7B Reported value, 2014-09-30: $3.7B Reported value, 2014-12-31: $8.7B Reported value, 2015-03-31: $8.8B Reported value, 2015-06-30: $8.1B Reported value, 2015-09-30: $9.5B Reported value, 2015-12-31: $10.4B Reported value, 2016-03-31: $10.5B Reported value, 2016-06-30: $11.7B Reported value, 2016-09-30: $12.8B Reported value, 2016-12-31: $12.2B Reported value, 2017-03-31: $11.6B Reported value, 2017-06-30: $11.7B Reported value, 2017-09-30: $12.3B Reported value, 2017-12-31: $10.6B Reported value, 2018-03-31: $9.8B Reported value, 2018-06-30: $10.1B Reported value, 2018-09-30: $10.4B Reported value, 2018-12-31: $7.8B Reported value, 2019-03-31: $9.1B Reported value, 2019-06-30: $9.3B Reported value, 2019-09-30: $9.2B Reported value, 2019-12-31: $10B Reported value, 2020-03-31: $6.3B Reported value, 2020-06-30: $7.2B Reported value, 2020-09-30: $7.5B Reported value, 2020-12-31: $8.3B Reported value, 2021-03-31: $8.6B Reported value, 2021-06-30: $8.5B 2010-09-30 2014-03-31 2016-03-31 2018-03-31 2021-06-30 $8.5B
View chart data
Period Reported value
2010-09-30 $898.3B
2010-12-31 $6.8B
2011-03-31 $7B
2011-06-30 $7.3B
2013-03-31 $6B
2013-06-30 $2.8B
2013-09-30 $2.3B
2013-12-31 $2.6B
2014-03-31 $3.3B
2014-06-30 $3.7B
2014-09-30 $3.7B
2014-12-31 $8.7B
2015-03-31 $8.8B
2015-06-30 $8.1B
2015-09-30 $9.5B
2015-12-31 $10.4B
2016-03-31 $10.5B
2016-06-30 $11.7B
2016-09-30 $12.8B
2016-12-31 $12.2B
2017-03-31 $11.6B
2017-06-30 $11.7B
2017-09-30 $12.3B
2017-12-31 $10.6B
2018-03-31 $9.8B
2018-06-30 $10.1B
2018-09-30 $10.4B
2018-12-31 $7.8B
2019-03-31 $9.1B
2019-06-30 $9.3B
2019-09-30 $9.2B
2019-12-31 $10B
2020-03-31 $6.3B
2020-06-30 $7.2B
2020-09-30 $7.5B
2020-12-31 $8.3B
2021-03-31 $8.6B
2021-06-30 $8.5B

Latest covered holdings and moves

Covered holdings as of June 30, 2021.

CompanyShare of portfolioValueSharesChange in shares
AAPLApple Inc.1.56%$132.5m967.1K−7.5% Reduced
MSFTMicrosoft Corporation1.52%$128.5m474.4K−3.8% Reduced
AMZNAmazon0.83%$70.7m20.6K−9.2% Reduced
METAMeta Platforms0.65%$54.9m158.0K−1.3% Reduced
PGProcter & Gamble0.63%$53.2m394.3K+0.2%
JNJJohnson & Johnson0.56%$47.3m287.1K+1.5% Added
GOOGLAlphabet Inc. (Class A)0.56%$47.2m19.3K0.0%
CSCOCisco0.52%$44.1m831.2K+63.7% Added
KRKroger0.45%$37.7m984.4K−2.7% Reduced
PFEPfizer0.41%$34.4m877.2K+7.1% Added
PMPhilip Morris International0.40%$33.9m341.8K+115.2% Added
PEPPepsiCo0.38%$32.5m219.5K+3.0% Added
UNHUnitedHealth Group0.38%$32.5m81.1K−4.9% Reduced
KOThe Coca-Cola Company0.38%$32.4m598.3K−1.8% Reduced
VZVerizon0.38%$32.0m571.7K+0.1%
WMTWalmart0.37%$31.4m222.5K+24.0% Added
MRKMerck & Co.0.35%$30.1m387.0K+3.9% Added
CVSCVS Health0.35%$30.1m360.2K−5.1% Reduced
LMTLockheed Martin0.35%$29.8m78.8K+87.1% Added
TXNTexas Instruments0.34%$28.5m148.2K−4.1% Reduced
MMM3M0.30%$25.8m130.1K+0.4%
CVXChevron Corporation0.30%$25.7m245.0K−2.1% Reduced
GISGeneral Mills0.29%$24.4m399.6K+4.3% Added
EMREmerson Electric0.28%$24.0m249.7K+15.5% Added
COSTCostco0.28%$23.7m59.9K−1.5% Reduced
CLColgate-Palmolive0.28%$23.4m287.6K+361.5% Added
MCDMcDonald's0.28%$23.3m100.8K+392.3% Added
JPMJPMorgan Chase0.27%$22.8m146.8K+2.0% Added
CLXClorox0.27%$22.6m125.5K+3.7% Added
PSAPublic Storage0.27%$22.5m74.8K−22.3% Reduced
NVDANVIDIA Corporation0.26%$21.6m27.0K−31.4% Reduced
AMATApplied Materials0.25%$21.3m149.3K−7.0% Reduced
INTCIntel0.25%$20.8m370.8K+32.3% Added
CCICrown Castle0.25%$20.8m106.6K−1.2% Reduced
SOSouthern Company0.24%$20.7m342.0K+313.6% Added
ETNEaton Corporation0.24%$20.7m139.6K−5.3% Reduced
PYPLPayPal0.24%$20.6m70.6K−20.4% Reduced
TGTTarget Corporation0.24%$20.5m84.7K−11.6% Reduced
ADBEAdobe Inc.0.23%$19.9m33.9K−0.4%
STXSeagate Technology0.23%$19.8m225.1KNew
AEPAmerican Electric Power0.22%$18.9m222.9K−2.2% Reduced
HUMHumana0.22%$18.3m41.4K−19.9% Reduced
EXCExelon0.21%$18.0m407.0K+227.3% Added
TSLATesla, Inc.0.21%$17.6m26.0K+2.5% Added
LRCXLam Research0.21%$17.5m26.8K−14.9% Reduced
GDGeneral Dynamics0.20%$17.1m90.7K−9.5% Reduced
LOGILogitech International S.a.0.20%$17.0m155.0K+6.7% Added
LLYLilly (Eli)0.19%$16.4m71.5K−18.1% Reduced
SJMThe J.M. Smucker Company0.19%$16.4m126.5K+122.3% Added
IPInternational Paper0.19%$16.0m260.2K+47.8% Added
REGNRegeneron Pharmaceuticals0.19%$15.9m28.5K+2.4% Added
PAYXPaychex0.18%$15.4m143.3K−17.4% Reduced
SYFSynchrony Financial0.18%$15.2m314.2K+1.7% Added
FTNTFortinet0.18%$15.0m63.1K−25.3% Reduced
TAT&T0.17%$14.8m515.9K+3.1% Added
PHMPulteGroup0.17%$14.8m271.3K−2.6% Reduced
BMYBristol Myers Squibb0.17%$14.7m220.6K−11.1% Reduced
HDThe Home Depot0.17%$14.7m46.0K−49.5% Reduced
ORealty Income0.17%$14.2m212.4K+6.0% Added
EDConsolidated Edison0.17%$14.1m195.9K−8.7% Reduced
VRTXVertex Pharmaceuticals0.16%$13.6m67.7K+19.7% Added
ADMArcher Daniels Midland0.15%$12.8m211.4K−36.0% Reduced
FASTFastenal0.15%$12.8m246.1K+225.4% Added
MOHMolina Healthcare, Inc.0.15%$12.6m49.7K−8.2% Reduced
NKENike, Inc.0.15%$12.4m80.3K+16.2% Added
ACNAccenture0.15%$12.4m42.0K+252.7% Added
NEMNewmont0.14%$11.9m188.4K+27.8% Added
OMCOmnicom Group0.14%$11.9m148.9K−47.9% Reduced
ABBVAbbVie0.14%$11.6m103.1K−64.8% Reduced
PPLPPL Corporation0.14%$11.6m413.7K−26.9% Reduced
WSTWest Pharmaceutical Services0.13%$11.4m31.7K−14.1% Reduced
HSYThe Hershey Company0.13%$11.3m64.8K−10.0% Reduced
STLDSteel Dynamics0.13%$11.3m189.3K−9.3% Reduced
ZMZoom Communications, Inc.0.13%$11.3m29.1K0.0%
FFord Motor Company0.13%$11.2m756.7K+12.4% Added
VLOValero Energy0.13%$11.2m143.2K−2.0% Reduced
MAMastercard0.13%$11.1m30.5K−22.2% Reduced
LAMRLamar Advertising Co0.13%$10.9m104.8K+0.4%
MNSTMonster Beverage0.13%$10.8m118.3K−28.6% Reduced
VVisa Inc.0.13%$10.7m45.9K−2.6% Reduced
BACBank of America0.13%$10.7m259.2K+36.6% Added
BIOBio-rad Laboratories, Inc.0.13%$10.5m16.4K+36.3% Added
COPConocoPhillips0.12%$10.5m171.9K−2.2% Reduced
ETREntergy0.12%$10.4m104.5K+896.2% Added
VEEVVeeva Systems Inc0.12%$10.4m33.4K+1.3% Added
CAGConagra Brands Inc.0.12%$10.4m285.2K+5.5% Added
CFGCitizens Financial Group0.12%$10.1m221.2K+1.6% Added
AMGNAmgen0.12%$10.1m41.3K−63.7% Reduced
PEGPublic Service Enterprise Group0.11%$9.5m158.8K−46.0% Reduced
CRWDCrowdStrike0.11%$9.5m37.6K−3.0% Reduced
CMICummins0.11%$9.4m38.5K+0.1%
MOAltria0.11%$9.2m193.1K−34.5% Reduced
BNSBank Of Nova Scotia0.11%$9.2m147.3K+56.3% Added
ELThe Estée Lauder Companies0.11%$9.2m28.8K+26.5% Added
CBRECBRE Group0.11%$9.1m106.6K−1.5% Reduced
DECKDeckers Brands0.11%$9.1m23.7K−35.2% Reduced
IRMIron Mountain0.11%$9.1m214.0K+28.8% Added
DTEDTE Energy0.11%$9.0m69.4K−50.6% Reduced
FDXFedEx0.10%$8.9m29.8K+177.0% Added
PORPortland General Electric Co0.10%$8.8m190.0K+28.4% Added
CCitigroup0.10%$8.7m122.4K+3.8% Added
IDXXIdexx Laboratories0.10%$8.6m13.7K+7.4% Added
NFLXNetflix0.10%$8.5m16.1K−29.1% Reduced
EGEverest Group0.10%$8.5m33.5K−1.7% Reduced
HRLHormel Foods0.10%$8.2m172.7K+1.6% Added
PHParker Hannifin0.10%$8.2m26.8K+0.7% Added
LOWLowe's0.10%$8.2m42.4K−0.5%
DISThe Walt Disney Company0.10%$8.2m46.4K+1.6% Added
CPBCampbell's Co0.10%$8.1m178.6K−14.0% Reduced
ALLAllstate0.10%$8.1m62.4K−7.2% Reduced
KEYKeyCorp0.10%$8.1m391.6K+3367.4% Added
RFRegions Financial Corporation0.10%$8.1m399.1K+3.1% Added
MTGMgic Investment Corp0.09%$8.0m586.4K−30.4% Reduced
DBXDropbox, Inc.0.09%$8.0m262.3K0.0%
HUNHuntsman Corp0.09%$7.7m290.1K+15.5% Added
KMBKimberly-Clark0.09%$7.5m56.1K−69.7% Reduced
EVRGEvergy0.09%$7.5m123.7K+1039.2% Added
GILDGilead Sciences0.09%$7.5m108.3K−15.5% Reduced
UPSUnited Parcel Service0.09%$7.4m35.4K−72.3% Reduced
ODFLOld Dominion0.09%$7.4m29.0K+3.0% Added
CORCencora0.09%$7.2m63.2K−14.7% Reduced
FCNFTI Consulting, Inc0.08%$7.1m52.1K−0.1%
PNWPinnacle West Capital0.08%$7.1m86.2K−32.5% Reduced
CSLCarlisle Companies Inc0.08%$7.1m36.9K−15.8% Reduced
MCKMcKesson0.08%$7.0m36.9K−11.1% Reduced
MSIMotorola Solutions0.08%$7.0m32.3K−16.6% Reduced
DVNDevon Energy0.08%$7.0m239.8K−38.9% Reduced
KIMKimco Realty0.08%$7.0m335.2K0.0%
EXPOExponent Inc0.08%$6.9m77.6K−19.7% Reduced
AESAES Corporation0.08%$6.9m263.8K−34.9% Reduced
NEENextEra Energy0.08%$6.8m92.5K+0.1%
ELVElevance Health0.08%$6.8m17.7K+106.2% Added
TTWOTake TWO Interactive Software Inc0.08%$6.8m38.2K+4.4% Added
GLPIGaming & Leisure Properties, Inc.0.08%$6.7m144.0K−19.9% Reduced
AMTAmerican Tower0.08%$6.7m24.7K−8.2% Reduced
IBMIBM0.08%$6.7m45.5K−9.7% Reduced
MGAMagna International Inc0.08%$6.6m79.0K−29.1% Reduced
DKSDick's Sporting Goods, Inc.0.08%$6.6m66.2K−5.8% Reduced
JLLJones Lang Lasalle Inc0.08%$6.6m33.8K+5.1% Added
HCAHCA Healthcare0.08%$6.6m31.7K+61.3% Added
OTEXOpen Text Corp0.08%$6.5m127.7K−24.9% Reduced
TTTrane Technologies0.08%$6.4m34.8K+0.4%
UTHRUnited Therapeutics Corp0.08%$6.4m35.7K0.0%
TMOThermo Fisher Scientific0.07%$6.3m12.6K+2.1% Added
ABTAbbott Laboratories0.07%$6.3m54.4K+0.1%
PKGPackaging Corporation of America0.07%$6.3m46.3K−44.2% Reduced
AMPAmeriprise Financial0.07%$6.2m25.1K−15.3% Reduced
AMDAdvanced Micro Devices0.07%$6.2m66.3K+4.9% Added
TJXTJX Companies0.07%$6.1m90.7K+0.4%
MANManpowergroup Inc.0.07%$6.1m51.3K+4.0% Added
CompanyBought (value)Shares
STXSeagate Technology$19.8m225.1K
MCDMcDonald's$18.5m80.3K
CLColgate-Palmolive$18.3m225.3K
PMPhilip Morris International$18.1m182.9K
CSCOCisco$17.1m323.6K
SOSouthern Company$15.7m259.3K
LMTLockheed Martin$13.9m36.7K
EXCExelon$12.5m282.6K
ETREntergy$9.4m94.0K
SJMThe J.M. Smucker Company$9.0m69.6K
ACNAccenture$8.9m30.1K
FASTFastenal$8.9m170.5K
KEYKeyCorp$7.9m380.4K
EVRGEvergy$6.8m112.8K
WMTWalmart$6.1m43.1K

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

CompanySold (value)Shares
ABBVAbbVie−$21.4m−189.6K
UPSUnited Parcel Service−$19.2m−92.2K
AMGNAmgen−$17.7m−72.6K
KMBKimberly-Clark−$17.2m−128.9K
HDThe Home Depot−$14.4m−45.1K
WUWestern Union Co−$14.3m−580.8K
OMCOmnicom Group−$11.0m−137.0K
AAPLApple Inc.−$10.8m−78.9K
NVDANVIDIA Corporation−$9.9m−12.4K
DTEDTE Energy−$9.2m−71.0K
JBLJabil−$8.9m−153.2K
EBAYeBay Inc.−$8.8m−125.6K
PEGPublic Service Enterprise Group−$8.1m−135.3K
HIGThe Hartford−$8.0m−128.8K
ADMArcher Daniels Midland−$7.2m−119.0K

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

CompanyValue last quarterShares
WUWestern Union Co$14.3m580.8K
MACMacerich Co$7.1m607.5K
KSSKohls Corp$3.4m57.2K
ACADAcadia Pharmaceuticals Inc$1.8m69.0K
MSMMSC Industrial Direct Co Inc$1.5m16.6K
CSIQCanadian Solar Inc.$1.4m28.7K
EIGEmployers Holdings, Inc.$1.4m31.9K
WSOWatsco Inc$1.4m5.2K
NWLNewell Brands Inc.$1.3m48.9K
BAHBooz Allen Hamilton Holding Corp$1.2m15.3K
AIZAssurant$1.2m8.7K
MPLXMplx LP$1.2m46.4K
DPZDomino's$1.1m3.1K
SLGNSilgan Holdings Inc$1.1m26.6K
PAHCPhibro Animal Health Corp$1.1m44.1K
RSReliance, Inc.$1.1m7.0K
AFGAmerican Financial Group Inc$1.0m8.8K
SCIService Corp International$1.0m19.6K
CHRWC.H. Robinson$984,00010.3K
SFMSprouts Farmers Market, Inc.$966,00036.3K
BCCBoise Cascade Co$898,00015.0K
THGHanover Insurance Group, Inc.$835,0006.4K
CBOECboe Global Markets$777,0007.9K
APOGApogee Enterprises, Inc.$757,00018.5K
SPBSpectrum Brands Holdings, Inc.$749,0008.8K
JOUTJohnson Outdoors Inc$743,0005.2K
IMKTAIngles Markets Inc$722,00011.7K
AMSFAmerisafe Inc$717,00011.2K
TTECTtec Holdings, Inc.$704,0007.0K
HCKTHackett Group, Inc.$689,00042.0K
  • Technology19.5%
  • Consumer Staples14.5%
  • Health Care14.5%
  • Industrials9.8%
  • Financials9.5%
  • Consumer Discretionary7.9%
  • Communication Services6.7%
  • Utilities6.1%
  • Real Estate5.5%
  • Energy3.4%
  • Materials2.6%

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

PeriodCopy, a yearS&P 500SharpeS&P 500Biggest dropBeta
Whole backtestApril 15, 2011 to November 26, 2021+14.2%+14.6%0.840.90−34.7%1.04
2018 onwardsJanuary 5, 2018 to November 26, 2021+12.9%+16.2%0.630.79−34.7%1.03
Last three yearsNovember 30, 2018 to November 26, 2021+16.2%+20.7%0.740.96−34.7%1.06
Last yearNovember 27, 2020 to November 26, 2021+27.0%+28.1%2.352.25−4.0%0.88

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.