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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
HEALTHPEAK PROPERTIES INC42250P103 · DOC COM $1.2m 35,194
HEARTLAND FINL USA INC42234Q102 COM $264,000 5,600
HEIDRICK & STRUGGLES INTL IN422819102 COM $500,000 11,220
HELIX ENERGY SOLUTIONS GRP I42330P107 · HOS COM $70,000 12,100
HELMERICH & PAYNE INC423452101 · HP COM $384,000 11,750
HENRY JACK & ASSOC INC426281101 · JKHY COM $257,000 1,570
HENRY SCHEIN INC806407102 · HSIC COM $261,000 3,505
HERBALIFE NUTRITION LTDG4412G101 · HLF COM SHS $1.2m 22,042
HERC HLDGS INC42704L104 · HRI COM $1.1m 10,150
HERSHA HOSPITALITY TR427825500 PR SHS BEN INT $1.1m 101,700
HERSHEY CO427866108 · HSY COM $11.3m 64,803
HESS CORP42809H107 COM $3.0m 34,822
HEWLETT PACKARD ENTERPRISE C42824C109 · HPE COM $314,000 21,527
HEXO CORP428304307 COM NEW $726,000 183,000
HIBBETT INC428567101 COM $1.7m 18,800
HIGHWOODS PPTYS INC431284108 · HIW COM $3.0m 67,400
HILTON WORLDWIDE HLDGS INC43300A203 · HLT COM $395,000 3,267
HOLLYFRONTIER CORP436106108 COM $517,000 15,684
HOLOGIC INC436440101 COM $500,000 7,487
HOME DEPOT INC437076102 · HD COM $14.7m 45,966
HOMESTREET INC43785V102 · MCHB COM $465,000 11,400
HOMETRUST BANCSHARES INC437872104 · HTB COM $341,000 12,200
HOMOLOGY MEDICINES INC438083107 COM $185,000 25,400
HONEYWELL INTL INC438516106 COM $2.4m 10,823
HOPE BANCORP INC43940T109 · HOPE COM $697,000 49,100
HORMEL FOODS CORP440452100 · HRL COM $8.2m 172,721
HOST HOTELS & RESORTS INC44107P104 · HST COM $704,000 41,189
HP INC40434L105 · HPQ COM $6.0m 197,729
HUBSPOT INC443573100 · HUBS COM $1.6m 2,740
HUMANA INC444859102 · HUM COM $18.3m 41,399
HUNTINGTON BANCSHARES INC446150104 · HBAN COM $402,000 28,137
HUNTINGTON INGALLS INDS INC446413106 · HII COM $2.2m 10,233
HUNTSMAN CORP447011107 · HUN COM $7.7m 290,088
IBIO INC451033203 COM NEW $107,000 70,300
ICHOR HOLDINGSG4740B105 · ICHR SHS $274,000 5,075
ICON PLCG4705A100 · ICLR SHS $6.0m 29,062
ICU MED INC44930G107 · ICUI COM $779,000 3,785
IDACORP INC451107106 · IDA COM $4.0m 41,090
IDEXX LABS INC45168D104 · IDXX COM $8.6m 13,680
IHS MARKIT LTDG47567105 SHS $633,000 5,615
ILLINOIS TOOL WKS INC452308109 · ITW COM $1.0m 4,637
ILLUMINA INC452327109 · ILMN COM $2.3m 4,931
IMMUNITYBIO INC45256X103 · IBRX COM $279,000 19,500
INCYTE CORP45337C102 · INCY COM $445,000 5,288
INDUSTRIAL LOGISTICS PPTYS T456237106 · ILPT COM SHS BEN INT $614,000 23,475
INFINITY PHARMACEUTICALS INC45665G303 COM $336,000 112,100
INFLARX NVN44821101 · IFRX COM $517,000 174,200
INFUSYSTEM HLDGS INC45685K102 · INFU COM $381,000 18,300
INGREDION INC457187102 · INGR COM $414,000 4,567
INMODE LTDM5425M103 · INMD SHS $3.4m 35,600
INNOVIVA INC45781M101 · INVA COM $329,000 24,500
INSPERITY INC45778Q107 · NSP COM $993,000 10,980
INSULET CORP45784P101 · PODD COM $254,000 923
INTEL CORP458140100 · INTC COM $20.8m 370,775
INTERCONTINENTAL EXCHANGE IN45866F104 · ICE COM $1.0m 8,511
INTERNATIONAL BUSINESS MACHS459200101 · IBM COM $6.7m 45,487
INTERNATIONAL FLAVORS&FRAGRA459506101 · IFF COM $882,000 5,897
INTERNATIONAL GAME TECHNOLOGG4863A108 · BRSL SHS USD $853,000 35,600
INTERNATIONAL PAPER CO460146103 · IP COM $16.0m 260,158
INTERNATIONAL SEAWAYS INCY41053102 · INSW COM $195,000 10,150
INTERPUBLIC GROUP COS INC460690100 COM $10.8m 332,950
INTERSECT ENT INC46071F103 COM $188,000 11,000
INTUIT461202103 · INTU COM $2.7m 5,528
INTUITIVE SURGICAL INC46120E602 · ISRG COM NEW $3.5m 3,822
INVESCO EXCH TRADED FD TR II46138E362 S&P500 HDL VOL $13.0m 293,798
INVESCO EXCHANGE TRADED FD T46137V233 S&P 500 TOP 50 $9.8m 30,069
INVESCO EXCHANGE TRADED FD T46137V241 S&P500 QUALITY $5.7m 117,403
INVESTORS BANCORP INC NEW46146L101 COM $398,000 27,900
INVITATION HOMES INC46187W107 · INVH COM $971,000 26,026
IQVIA HLDGS INC46266C105 · IQV COM $1.6m 6,781
IRON MTN INC NEW46284V101 · IRM COM $9.1m 214,023
ISHARES INC464286525 MSCI GBL MIN VOL $3.3m 32,415
ISHARES TR464287176 TIPS BD ETF $35.1m 274,282
ISHARES TR464287200 CORE S&P500 ETF $766.7m 1,783,416
ISHARES TR464287226 CORE US AGGBD ET $397.4m 3,445,364
ISHARES TR464287432 20 YR TR BD ETF $117.1m 810,984
ISHARES TR464287465 MSCI EAFE ETF $78.5m 995,056
ISHARES TR464287507 CORE S&P MCP ETF $11.3m 42,093
ISHARES TR464287598 RUS 1000 VAL ETF $14.7m 92,629
ISHARES TR464287614 RUS 1000 GRW ETF $15.3m 56,538
ISHARES TR464287622 RUS 1000 ETF $754.4m 3,116,360
ISHARES TR464287655 RUSSELL 2000 ETF $16.6m 72,302
ISHARES TR464288182 MSCI AC ASIA ETF $435,000 4,600
ISHARES TR464288281 JPMORGAN USD EMG $472,000 4,196
ISHARES TR46429B663 CORE HIGH DV ETF $15.6m 161,694
ISHARES TR46429B689 MSCI EAFE MIN VL $28.5m 376,959
ISHARES TR46429B697 MSCI USA MIN VOL $29.0m 393,426
ISHARES TR46432F842 CORE MSCI EAFE $66.8m 892,022
ITERUM THERAPEUTICS PLCG6333L101 SHS $888,000 384,200
JABIL INC466313103 · JBL COM $1.8m 31,552
JACK IN THE BOX INC466367109 · JACK COM $790,000 7,085
JACOBS ENGR GROUP INC469814107 COM $203,000 1,517
JAZZ PHARMACEUTICALS PLCG50871105 · JAZZ SHS USD $2.0m 11,287
JD.COM INC47215P106 · JD SPON ADR CL A $1.5m 18,750
JOHNSON & JOHNSON478160104 · JNJ COM $47.3m 287,113
JOHNSON CTLS INTL PLCG51502105 · JCI SHS $926,000 13,489
JOINT CORP47973J102 · JYNT COM $2.0m 24,200
JONES LANG LASALLE INC48020Q107 · JLL COM $6.6m 33,823
JOUNCE THERAPEUTICS INC481116101 COM $243,000 35,700
JPMORGAN CHASE & CO46625H100 · JPM COM $22.8m 146,796

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.