13F for March 31, 2019, filed May 14, 2019 · SEC CIK 1109426 · Holdings history from December 31, 1999
The latest available holdings for this manager are dated March 31, 2019.
Reported value
$6.4bn
86% in companies we cover
Positions we cover
39
Largest MSFT 4.8%
Copy, a year
+10.8%
S&P 500 +8.9%
Copy Sharpe ratio
0.66
S&P 500 0.53
Copy-performance statistics: February 15, 2008 to August 23, 2019. 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.
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
CopyS&P 500$10,000 copying Santa Barbara 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 −44.0% (S&P 500 −50.8%); beta 0.91; alpha +2.3% a year (t = 1.96); last 12 months +6.7% against +1.9%.
Reported value by quarter
Santa Barbara Asset Management, LLC: 13F reported valueTotal 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.View chart data
Share of the value held in companies we cover, by sector.
Period
Copy, a year
S&P 500
Sharpe
S&P 500
Biggest drop
Beta
Whole backtestFebruary 15, 2008 to August 23, 2019
+10.8%
+8.9%
0.66
0.53
−44.0%
0.91
2010 to 2017January 8, 2010 to December 29, 2017
+14.4%
+13.5%
1.05
0.98
−16.6%
0.97
2018 onwardsJanuary 5, 2018 to August 23, 2019
+7.2%
+4.3%
0.39
0.21
−15.7%
0.94
Last three yearsAugust 26, 2016 to August 23, 2019
+13.7%
+11.6%
0.97
0.79
−15.7%
0.94
Last yearAugust 24, 2018 to August 23, 2019
+5.9%
+1.0%
0.29
0.01
−15.7%
0.93
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.