R

RUSSELL FRANK CO/ Portfolio Analytics

Investment Analysis & Holdings Breakdown

Comprehensive portfolio analytics for RUSSELL FRANK CO/ with $44.7B in long positions as of Q1 2016, 20% allocated to Financial Services, and 13% concentrated in top 10 positions.

Portfolio Value
$44.7B
Top 10 Concentration
13%
Top Sector
Financial Services (20%)
US Exposure
89%
Market Cap Focus
Large Cap
Countries
23

Composition Analysis

Portfolio breakdown by sector, industry, and market capitalization

Sector Allocation

Financial Services: 19.50%Financial ServicesHealthcare: 13.60%HealthcareTechnology: 11.00%TechnologyConsumer Cyclical: 10.80%Consumer CyclicalIndustrials: 10.70%IndustrialsConsumer Defensive: 7.60%Communication Services: 7.20%Real Estate: 6.90%Energy: 5.80%Utilities: 4.00%Basic Materials: 2.60%ETF: 0.10%
Financial Services
19.50%
Healthcare
13.60%
Technology
11.00%
Consumer Cyclical
10.80%
Industrials
10.70%
Consumer Defensive
7.60%
Communication Services
7.20%
Real Estate
6.90%
Energy
5.80%
Utilities
4.00%
Basic Materials
2.60%
ETF
0.10%

Industry Breakdown

135 industries across all sectors

Banks - Diversified: 6.77%Drug Manufacturers - General: 5.06%Software - Infrastructure: 3.80%Internet Content & Information: 3.19%Regulated Electric: 2.95%Telecommunications Services: 2.94%Banks - Regional: 2.87%Financial - Credit Services: 2.72%Semiconductors: 2.43%Aerospace & Defense: 2.37%Specialty Retail: 2.23%Medical - Devices: 2.05%Medical - Healthcare Plans: 1.97%Household & Personal Products: 1.70%Oil & Gas Integrated: 1.63%Medical - Diagnostics & Research: 1.57%REIT - Retail: 1.51%Insurance - Property & Casualty: 1.50%Oil & Gas Exploration & Production: 1.49%Asset Management: 1.42%Beverages - Non-Alcoholic: 1.42%Information Technology Services: 1.38%Chemicals - Specialty: 1.32%Conglomerates: 1.23%Restaurants: 1.22%Discount Stores: 1.20%REIT - Office: 1.17%Tobacco: 1.12%REIT - Residential: 1.12%Industrial - Machinery: 1.11%Software - Application: 1.04%Railroads: 1.01%Financial - Data & Stock Exchanges: 1.00%Auto - Parts: 0.99%REIT - Specialty: 0.98%Communication Equipment: 0.96%Airlines, Airports & Air Services: 0.93%Oil & Gas Equipment & Services: 0.91%Apparel - Retail: 0.89%Packaged Foods: 0.87%Entertainment: 0.85%Travel Services: 0.84%Hardware, Equipment & Parts: 0.82%Residential Construction: 0.80%Oil & Gas Refining & Marketing: 0.80%Insurance - Diversified: 0.77%Home Improvement: 0.72%88 more: 20.18%88 more
Banks - Diversified
Financial Services
6.77%
Drug Manufacturers - General
Healthcare
5.06%
Software - Infrastructure
Technology
3.80%
Internet Content & Information
Communication Services
3.19%
Regulated Electric
Utilities
2.95%
Telecommunications Services
Communication Services
2.94%
Banks - Regional
Financial Services
2.87%
Financial - Credit Services
Financial Services
2.72%
Semiconductors
Technology
2.43%
Aerospace & Defense
Industrials
2.37%
Specialty Retail
Consumer Cyclical
2.23%
Medical - Devices
Healthcare
2.05%

Filter by Sector

Select a sector to filter industries

Market Cap Distribution

Mega Cap (> $200B): 5.87%Large Cap ($10B - $200B): 59.41%Large Cap ($10B - $200B)Mid Cap ($2B - $10B): 13.88%Mid Cap ($2B - $10B)Small Cap ($300M - $2B): 4.33%Micro Cap ($50M - $300M): 0.47%Nano Cap (< $50M): 15.90%Nano Cap (< $50M)N/A (ETF or Unknown): 0.14%
Mega Cap (> $200B)
5.87%
Large Cap ($10B - $200B)
59.41%
Mid Cap ($2B - $10B)
13.88%
Small Cap ($300M - $2B)
4.33%
Micro Cap ($50M - $300M)
0.47%
Nano Cap (< $50M)
15.90%
N/A (ETF or Unknown)
0.14%

Portfolio Concentration

Top 10 Holdings %
12.62%
Top 20 Holdings %
20.74%
Top 50 Holdings %
35.73%
Top 100 Holdings %
51.47%

Geographic Exposure

Portfolio breakdown by country of incorporation

Domestic (US)
88.63%
International
11.37%
Countries
23
Largest Int'l Market
Canada - 5.53%
United States of America
88.63% ($39.6B)
1,635 holdings
Canada
5.53% ($2.5B)
58 holdings
Ireland
2.92% ($1.3B)
18 holdings
Switzerland
0.81% ($362.0M)
5 holdings
Bermuda
0.65% ($291.8M)
20 holdings
Netherlands
0.43% ($192.4M)
3 holdings
United Kingdom
0.40% ($178.8M)
10 holdings
Peru
0.19% ($85.5M)
1 holdings
Russian Federation (the)
0.09% ($39.8M)
1 holdings
Uruguay
0.08% ($36.0M)
2 holdings
Israel
0.07% ($30.4M)
9 holdings
China
0.06% ($25.1M)
1 holdings

Holding Behavior

Investment patterns and position management analysis

Portfolio Stability & Commitment

Avg. Top 10
10.6 quarters
Avg. Top 20
10.8 quarters
Avg. All Positions
9.2 quarters
Median Holding Period
11 quarters
Persistence Rate
88.62%
Persistent Holdings Weight
98.72%
Persistent Positions
1,581
Longest Held
Arch Capital Group Ltd logo
Arch Capital Group LtdACGL - 11 quarters

Position Sizing & Influence

Current Quarter

Avg. New Position
0.006%
Avg. Position Weight
0.06%
Largest Position
Microsoft Corp logo
Microsoft CorpMSFT - 1.81%
Largest Ownership Stake
Nabors Industries Ltd. logo
Nabors Industries Ltd.NBR - 35.94%
Avg. Ownership Stake
0.40%
Ownership Stake >5%
2
Ownership Stake >1%
114

Historical (Since Q2 2013)

Avg. New Position
0.05%
Avg. Ownership Stake
0.39%
Largest Position
Kinder Morgan, Inc. logo
Kinder Morgan, Inc.KMI - 2.36% (Q2 2013)
Largest Ownership Stake
Nabors Industries Ltd. logo
Nabors Industries Ltd.NBR - 35.94% (Q1 2016)

Portfolio Turnover

Current Quarter

Turnover Ratio
9.3%
Value Traded
$4.16B
Positions Added
123
Positions Exited
188

Historical (Since Q2 2013)

Avg. Turnover Ratio
13.0%
Avg. Positions Added
284
Avg. Positions Exited
179
Highest Turnover
11.1%
Q4 2013
Lowest Turnover
8.6%
Q3 2013

Cookie Preferences

We use cookies for analytics. See our Privacy and Cookie Policy.