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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
AMGEN INC031162100 · AMGN COM $10.1m 41,315
AMKOR TECHNOLOGY INC031652100 · AMKR COM $1.4m 58,817
AMPHASTAR PHARMACEUTICALS IN03209R103 · AMPH COM $321,000 15,900
AMPHENOL CORP NEW032095101 · APH CL A $697,000 10,184
ANALOG DEVICES INC032654105 · ADI COM $744,000 4,317
ANAPTYSBIO INC032724106 · ANAB COM $387,000 14,900
ANGI INC00183L102 COM CL A NEW $403,000 29,800
ANNALY CAPITAL MANAGEMENT IN035710409 · NLY COM $4.9m 555,050
ANSYS INC03662Q105 COM $426,000 1,226
ANTARES PHARMA INC036642106 COM $525,000 120,200
ANTERO MIDSTREAM CORP03676B102 COM $311,000 29,897
ANTERO RESOURCES CORP03674X106 · AR COM $298,000 19,800
ANTHEM INC036752103 · ELV COM $6.8m 17,743
AON PLCG0403H108 · AON SHS CL A $788,000 3,298
APA CORPORATION03743Q108 · APA COM $842,000 38,923
APARTMENT INCOME REIT CORP03750L109 COM $220,000 4,637
APPLE HOSPITALITY REIT INC03784Y200 · APLE COM NEW $168,000 10,979
APPLE INC037833100 · AAPL COM $132.5m 967,143
APPLIED MATLS INC038222105 · AMAT COM $21.3m 149,265
APPLIED OPTOELECTRONICS INC03823U102 · AAOI COM $448,000 52,800
APTEVO THERAPEUTICS INC03835L207 COM NEW $352,000 15,650
APYX MEDICAL CORPORATION03837C106 · APYX COM $557,000 54,000
ARAVIVE INC03890D108 COM $227,000 37,800
ARCHER DANIELS MIDLAND CO039483102 · ADM COM $12.8m 211,428
ARCHROCK INC03957W106 · AROC COM $149,000 16,707
ARGAN INC04010E109 · AGX COM $617,000 12,893
ARISTA NETWORKS INC040413106 · ANET COM $269,000 741
ARLO TECHNOLOGIES INC04206A101 · ARLO COM $464,000 68,500
ARROWHEAD PHARMACEUTICALS IN04280A100 · ARWR COM $352,000 4,248
ARTISAN PARTNERS ASSET MGMT04316A108 · APAM CL A $438,000 8,600
ASSOCIATED BANC CORP045487105 · ASB COM $3.2m 154,424
ASTRONICS CORP046433108 · ATRO COM $357,000 20,350
AT HOME GROUP INC04650Y100 COM $1.2m 33,500
AT&T INC00206R102 · T COM $14.8m 515,904
ATARA BIOTHERAPEUTICS INC046513107 · ATRA COM $475,000 30,500
ATLASSIAN CORP PLCG06242104 CL A $267,000 1,039
ATMOS ENERGY CORP049560105 · ATO COM $519,000 5,393
ATN INTL INC00215F107 · ATNI COM $314,000 6,900
AUTODESK INC052769106 · ADSK COM $999,000 3,419
AUTOMATIC DATA PROCESSING IN053015103 · ADP COM $1.5m 7,434
AUTOZONE INC053332102 · AZO COM $572,000 383
AVALONBAY CMNTYS INC053484101 COM $1.7m 8,117
AVANTOR INC05352A100 · AVTR COM $317,000 8,900
AVERY DENNISON CORP053611109 · AVY COM $474,000 2,252
AVID BIOSERVICES INC05368M106 COM $325,000 12,641
AVISTA CORP05379B107 · AVA COM $468,000 10,950
AVNET INC053807103 · AVT COM $2.7m 66,500
AXIS CAP HLDGS LTDG0692U109 · AXS SHS $2.2m 44,293
BAIDU INC056752108 · BIDU SPON ADR REP A $802,000 3,932
BAKER HUGHES COMPANY05722G100 · BKR CL A $2.0m 86,667
BALL CORP058498106 · BALL COM $674,000 8,313
BANCORP INC DEL05969A105 · TBBK COM $415,000 18,000
BANK NEW YORK MELLON CORP064058100 · BNY COM $4.9m 96,582
BANK NOVA SCOTIA B C064149107 · BNS COM $9.2m 147,322
BANK OF NT BUTTERFIELD&SON LG0772R208 · NTB SHS NEW $679,000 19,150
BARRICK GOLD CORP067901108 COM $256,000 12,402
BAXTER INTL INC071813109 · BAX COM $1.1m 14,211
BCE INC05534B760 · BCE COM NEW $5.2m 106,427
BEAZER HOMES USA INC07556Q881 · BZH COM NEW $1.3m 67,000
BECTON DICKINSON & CO075887109 · BDX COM $2.3m 9,515
BEIGENE LTD07725L102 · ONC SPONSORED ADR $618,000 1,800
BELLRING BRANDS INC079823100 COM CL A $251,000 8,000
BERKSHIRE HATHAWAY INC DEL084670702 CL B NEW $12.8m 45,880
BERKSHIRE HILLS BANCORP INC084680107 · BBT COM $782,000 28,501
BERRY CORP08579X101 COM $491,000 73,000
BEST BUY INC086516101 · BBY COM $4.2m 36,837
BEYOND MEAT INC08862E109 COM $414,000 2,628
BGC PARTNERS INC05541T101 CL A $8.1m 1,426,900
BIG 5 SPORTING GOODS CORP08915P101 COM $1.1m 42,700
BIG LOTS INC089302103 COM $786,000 11,900
BIO RAD LABS INC090572207 · BIO CL A $10.5m 16,363
BIOGEN INC09062X103 · BIIB COM $2.0m 5,767
BIOMARIN PHARMACEUTICAL INC09061G101 · BMRN COM $249,000 2,974
BIO-TECHNE CORP09073M104 · TECH COM $285,000 631
BJS WHSL CLUB HLDGS INC05550J101 · BJ COM $264,000 5,546
BK OF AMERICA CORP060505104 · BAC COM $10.7m 259,180
BLACK HILLS CORP092113109 · BKH COM $1.7m 26,540
BLACKROCK INC09247X101 · BLK COM $2.1m 2,351
BLACKSTONE GROUP INC09260D107 · BX COM $360,000 3,700
BLOCK H & R INC093671105 · HRB COM $237,000 10,060
BLOOMIN BRANDS INC094235108 · BLMN COM $1.1m 39,600
BLUELINX HLDGS INC09624H208 · BXC COM NEW $946,000 18,800
BLUEPRINT MEDICINES CORP09627Y109 COM $714,000 8,112
BOEING CO097023105 · BA COM $2.3m 9,423
BOOKING HOLDINGS INC09857L108 · BKNG COM $1.4m 646
BORGWARNER INC099724106 · BWA COM $587,000 12,085
BOSTON BEER INC100557107 · SAM CL A $1.1m 1,087
BOSTON PROPERTIES INC101121101 · BXP COM $1.1m 9,889
BOSTON SCIENTIFIC CORP101137107 · BSX COM $2.0m 45,990
BOX INC10316T104 · BOX CL A $1.4m 56,543
BRAEMAR HOTELS & RESORTS INC10482B101 · BHR COM $316,000 50,800
BRIGHTSPHERE INVT GROUP INC10948W103 · AAMI COM $1.2m 52,769
BRINKER INTL INC109641100 · EAT COM $816,000 13,178
BRISTOL-MYERS SQUIBB CO110122108 · BMY COM $14.7m 220,550

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.