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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
PAYPAL HLDGS INC70450Y103 · PYPL COM $20.6m 70,636
PBF ENERGY INC69318G106 · PBF CL A $153,000 10,000
PDC ENERGY INC69327R101 COM $367,000 8,013
PEBBLEBROOK HOTEL TR70509V100 · PEB COM $750,000 31,824
PENN NATL GAMING INC707569109 · PENN COM $600,000 7,834
PENNANT GROUP INC70805E109 · PNTG COM $298,000 7,274
PEOPLES BANCORP INC709789101 · PEBO COM $320,000 10,800
PEOPLES UNITED FINANCIAL INC712704105 COM $5.9m 342,506
PEPSICO INC713448108 · PEP COM $32.5m 219,451
PERDOCEO ED CORP71363P106 · PRDO COM $348,000 28,300
PERFORMANCE FOOD GROUP CO71377A103 · PFGC COM $280,000 5,773
PERION NETWORK LTDM78673114 · PERI SHS NEW $549,000 25,600
PERKINELMER INC714046109 · RVTY COM $494,000 3,193
PFIZER INC717081103 · PFE COM $34.4m 877,216
PG&E CORP69331C108 · PCG COM $569,000 55,924
PHILIP MORRIS INTL INC718172109 · PM COM $33.9m 341,751
PHILLIPS 66718546104 · PSX COM $4.8m 55,846
PHOTRONICS INC719405102 · PLAB COM $542,000 41,000
PHYSICIANS RLTY TR71943U104 COM $2.6m 142,784
PIEDMONT OFFICE REALTY TR IN720190206 · PDM COM CL A $1.7m 89,665
PINDUODUO INC722304102 · PDD SPONSORED ADS $343,000 2,700
PINNACLE WEST CAP CORP723484101 · PNW COM $7.1m 86,241
PINTEREST INC72352L106 · PINS CL A $431,000 5,453
PIONEER NAT RES CO723787107 COM $4.2m 25,704
PITNEY BOWES INC724479100 · PBI COM $535,000 61,000
PLUG POWER INC72919P202 · PLUG COM NEW $209,000 6,100
PNC FINL SVCS GROUP INC693475105 · PNC COM $1.2m 6,338
POOL CORP73278L105 · POOL COM $216,000 470
POPULAR INC733174700 · BPOP COM NEW $2.7m 35,895
PORTLAND GEN ELEC CO736508847 · POR COM NEW $8.8m 189,982
POST HLDGS INC737446104 · POST COM $363,000 3,344
POTLATCHDELTIC CORPORATION737630103 COM $212,000 3,984
PPG INDS INC693506107 · PPG COM $1.1m 6,290
PPL CORP69351T106 · PPL COM $11.6m 413,660
PRA HEALTH SCIENCES INC69354M108 COM $200,000 1,206
PRECISION DRILLING CORP74022D407 · PDS COM NEW $762,000 22,890
PRICE T ROWE GROUP INC74144T108 · TROW COM $728,000 3,676
PRIMORIS SVCS CORP74164F103 · PRIM COM $850,000 28,851
PRINCIPAL FINANCIAL GROUP IN74251V102 · PFG COM $1.3m 20,212
PROCTER AND GAMBLE CO742718109 · PG COM $53.2m 394,291
PROGRESSIVE CORP743315103 · PGR COM $835,000 8,500
PROLOGIS INC.74340W103 · PLD COM $5.0m 42,152
PROVIDENT FINL SVCS INC74386T105 · PFS COM $560,000 24,428
PRUDENTIAL FINL INC744320102 · PRU COM $3.2m 31,273
PTC INC69370C100 · PTC COM $324,000 2,290
PUBLIC STORAGE74460D109 · PSA COM $22.5m 74,789
PUBLIC SVC ENTERPRISE GRP IN744573106 · PEG COM $9.5m 158,823
PULTE GROUP INC745867101 · PHM COM $14.8m 271,289
QIAGEN NVN72482123 SHS NEW $301,000 6,212
QORVO INC74736K101 COM $4.3m 21,744
QUALCOMM INC747525103 · QCOM COM $2.2m 15,545
QUALIGEN THERAPEUTICS INC74754R103 COM $164,000 82,000
QUALYS INC74758T303 · QLYS COM $4.3m 43,025
QUEST DIAGNOSTICS INC74834L100 · DGX COM $427,000 3,233
QUIDEL CORP74838J101 COM $5.2m 40,320
RADIAN GROUP INC750236101 · RDN COM $1.2m 53,218
RADWARE LTDM81873107 · RDWR ORD $201,000 6,500
RANGE RES CORP75281A109 · RRC COM $306,000 18,219
RAPT THERAPEUTICS INC75382E109 COM $404,000 12,700
RAYONIER ADVANCED MATLS INC75508B104 · RYAM COM $864,000 129,100
RAYTHEON TECHNOLOGIES CORP75513E101 · RTX COM $2.1m 24,301
REALOGY HLDGS CORP75605Y106 COM $964,000 52,900
WINNEBAGO INDS INC974637100 · WGO COM $422,000 6,200
WIX COM LTDM98068105 · WIX SHS $363,000 1,249
WORKDAY INC98138H101 · WDAY CL A $223,000 930
WORKIVA INC98139A105 · WK COM CL A $1.5m 13,200
WP CAREY INC92936U109 · WPC COM $655,000 8,771
XCEL ENERGY INC98389B100 · XEL COM $1.8m 26,742
XENCOR INC98401F105 · XNCR COM $332,000 9,601
XENIA HOTELS & RESORTS INC984017103 · XHR COM $332,000 17,679
XEROX HOLDINGS CORP98421M106 · XRX COM NEW $1.5m 64,000
XILINX INC983919101 COM $394,000 2,718
XYLEM INC98419M100 · XYL COM $242,000 2,014
YANDEX N VN97284108 · NBIS SHS CLASS A $2.2m 31,364
YELP INC985817105 · YELP CL A $3.3m 81,352
YUM BRANDS INC988498101 · YUM COM $774,000 6,721
YUM CHINA HLDGS INC98850P109 · YUMC COM $363,000 5,466
ZAI LAB LTD98887Q104 · ZLAB ADR $358,000 2,020
ZEBRA TECHNOLOGIES CORPORATI989207105 · ZBRA CL A $319,000 601
ZILLOW GROUP INC98954M200 · Z CL C CAP STK $217,000 1,770
ZIMMER BIOMET HOLDINGS INC98956P102 · ZBH COM $965,000 5,995
ZIONS BANCORPORATION N A989701107 · ZION COM $5.9m 111,942
ZOETIS INC98978V103 · ZTS CL A $2.9m 15,291
ZOOM VIDEO COMMUNICATIONS IN98980L101 · ZM CL A $11.3m 29,125
ZTO EXPRESS CAYMAN INC98980A105 · ZTO SPONSORED ADS A $571,000 18,798
ZUMIEZ INC989817101 · ZUMZ COM $275,000 5,600
CABOT OIL & GAS CORP127097103 COM $836,000 47,850
CADENCE BANCORPORATION12739A100 CL A $892,000 42,700
CADENCE DESIGN SYSTEM INC127387108 · CDNS COM $716,000 5,231
CAESARS ENTERTAINMENT INC NE12769G100 · CZR COM $266,000 2,558
CAESARSTONE LTDM20598104 · CSTE ORD SHS $1.3m 88,900
CAI INTERNATIONAL INC12477X106 COM $1.4m 24,400
CALITHERA BIOSCIENCES INC13089P101 COM $279,000 133,200
CAMDEN PPTY TR133131102 · CPT SH BEN INT $536,000 4,033
CAMPBELL SOUP CO134429109 · CPB COM $8.1m 178,552
CAMPING WORLD HLDGS INC13462K109 · CWH CL A $812,000 19,800
CANADIAN IMP BK COMM136069101 · CM COM $2.1m 18,290
CANADIAN NAT RES LTD136385101 · CNQ COM $3.1m 94,568
CANADIAN NATL RY CO136375102 COM $427,000 3,931
CANADIAN PAC RY LTD13645T100 COM $296,000 3,853

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.