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Institution

Capstone Asset Management Co

13F for June 30, 2017, filed July 10, 2017 · SEC CIK 825204 · Holdings history from December 31, 1998

The latest available holdings for this manager are dated June 30, 2017.

Reported value
$3.6bn
71% in companies we cover
Positions we cover
1,001
Largest AAPL 2.1%
Copy, a year
+13.4%
S&P 500 +12.7%
Copy Sharpe ratio
1.12
S&P 500 1.11

Copy-performance statistics: August 9, 2013 to October 20, 2017. 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.

1,595 reported entries for June 30, 2017.

IssuerClass / typeReported valueQuantity
ISHARES BARCLAYS MBS464288588 ETF - FIXED INCO $253,000 2,367
ISHARES IBOXX HIGH YIELD CORP464288513 ETF - FIXED INCO $1.6m 17,905
ISHARES IBOXX INV GRADE CORPOR464287242 ETF - FIXED INCO $784,000 6,509
ISHARES JP MORGAN EMERGING MKT464288281 ETF - FIXED INCO $1.8m 15,505
ISHARES MSCI EMERGING MARKETS464287234 ETF - EQUITY $1.8m 43,763
ISHARES MSCI INDIA46429B598 ETF - EQUITY $977,000 30,438
ISHARES MSCI INTERNATIONAL EAF464287465 ETF - EQUITY $2.9m 45,075
ISHARES S&P 500 INDEX FUND464287200 ETF - EQUITY $8.1m 33,400
ISHARES S&P MIDCAP 400464287507 ETF - EQUITY $4.6m 26,583
ISHARES S&P MIDCAP 400/VALUE464287705 ETF - EQUITY $1.8m 11,801
ISHARES S&P SMALLCAP 600464287804 ETF - EQUITY $4.3m 61,840
ISHARES S&P/CITI 1-3 YR INTL T464288125 ETF - FIXED INCO $656,000 8,000
ISHARES S&P/CITI INTL TREASURY464288117 ETF - FIXED INCO $813,000 8,500
ISHARES TR FLTG RATE NT46429B655 ETF - FIXED INCO $22.6m 443,100
ISHARES TRUST DOW JONES SEL DI464287168 ETF - EQUITY $3.5m 38,070
ITAU UNIBANCO BANCO BRASILEIRO465562106 COM $4.9m 443,315
ITRON INC465741106 · ITRI COM $517,000 7,626
ITT INC COM45073V108 · ITT COM $266,000 6,625
J & J SNACK FOODS CORP466032109 · JJSF COM $438,000 3,314
J P MORGAN CHASE & CO46625H100 · JPM COM $27.7m 303,137
J2 GLOBAL INC COM48123V102 · ZD COM $330,000 3,873
JABIL CIRCUIT INC466313103 · JBL COM $798,000 27,326
JACK IN THE BOX INC466367109 · JACK COM $424,000 4,300
JACOBS ENGINEERING GROUP INC469814107 COM $842,000 15,481
JAMES HARDIE INDS N V SPONSORE47030M106 COM $827,000 52,439
JANUS HENDERSON GROUP PLC ORDG4474Y214 COM $426,000 12,871
JD COM INC SPON ADR CL A47215P106 · JD COM $2.2m 55,137
JETBLUE AWYS CORP477143101 · JBLU COM $756,000 33,135
JOHN BEAN TECHNOLOGIES CORP CO477839104 · JBTM COM $747,000 7,627
JOHNSON & JOHNSON478160104 · JNJ COM $10.6m 80,080
JOHNSON CONTROLS INTERNATIONALG51502105 · JCI COM $3.1m 71,510
JONES LANG LASALLE INC48020Q107 · JLL COM $688,000 5,501
JPMORGAN CHASE & CO48127X542 PREFERRED STOCKS $1.2m 46,000
JUNIPER NETWORKS INC48203R104 COM $845,000 30,303
K B HOME48666K109 · KBH COM $666,000 27,805
KAISER ALUMINUM CORP PAR $0.01483007704 · KALU COM $308,000 3,483
KAMAN CORP CL A483548103 COM $200,000 4,009
KANSAS CITY SOUTHN INDS INC485170302 COM $790,000 7,549
KAPSTONE PAPER & PACKAGING CCO48562P103 COM $402,000 19,502
KATE SPADE & CO COM485865109 COM $431,000 23,295
KB FINANCIAL GROUP INC SPONSOR48241A105 COM $3.0m 59,971
KBR INC48242W106 · KBR COM $240,000 15,761
KELLOGG CO487836108 COM $2.4m 35,156
KELLY SERVICES INC CL A488152208 · KELYA COM $474,000 21,110
KEMPER CORP DEL COM488401100 · KMPR COM $304,000 7,882
KENNAMETAL INC489170100 · KMT COM $230,000 6,155
KEYCORP493267108 · KEY COM $1.7m 89,484
KEYSIGHT TECHNOLOGIES INC COM49338L103 · KEYS COM $572,000 14,690
KILROY RLTY CORP49427F108 · KRC COM $817,000 10,872
KIMBERLY CLARK CORP494368103 · KMB COM $5.4m 41,808
KIMCO RLTY CORP49446R109 · KIM COM $948,000 51,670
KINDER MORGAN INC DEL COM49456B101 · KMI COM $2.5m 131,415
KINDRED HEALTHCARE INC494580103 COM $344,000 29,526
CORECIVIC INC COM21871N101 · CXW COM $355,000 12,876
CORELOGIC INC COM21871D103 COM $507,000 11,682
CORESITE RLTY CORP COM21870Q105 COM $713,000 6,883
CORNING INC219350105 · GLW COM $2.8m 91,515
CORPORATE OFFICE PPTYS TR SH B22002T108 · CDP COM $296,000 8,445
COSTAR GROUP INC22160N109 · CSGP COM $211,000 800
COSTCO WHOLESALE CORP22160K105 · COST COM $8.0m 50,249
COTY INC COM CL A222070203 · COTY COM $721,000 38,444
COUSINS PROPERTIES INC222795106 · CUZ COM $229,000 26,062
CPFL ENERGIA S A SPONSORED ADR126153105 COM $1.2m 74,711
CRACKER BARREL OLD COUNTRY STO22410J106 · CBRL COM $420,000 2,511
CRANE CO224399105 COM $423,000 5,329
CREDICORP LTD COMG2519Y108 COM $1.4m 7,582
CREDIT SUISSE GROUP ADR SPONSO225401108 COM $2.8m 192,684
CRESCENT PT ENERGY CORP COM22576C101 COM $399,000 52,200
CRH PLC ADR12626K203 COM $3.0m 83,273
CROCS INC227046109 · CROX COM $162,000 21,069
CROSS CTRY HEALTHCARE INC227483104 COM $258,000 19,950
CROWN CASTLE INTL CORP NEW COM22822V101 · CCI COM $3.3m 33,171
CRYOLIFE INC228903100 · AORT COM $212,000 10,640
CSRA INC COM12650T104 COM $319,000 10,061
CTRIP COM INTL LTD AMERICAN DE22943F100 COM $1.3m 24,517
CUBIC CORP229669106 COM $237,000 5,126
CULLEN FROST BANKERS INC229899109 · CFR COM $692,000 7,366
CUMMINS ENGINE INC231021106 · CMI COM $2.6m 16,179
CURTISS WRIGHT CORP231561101 · CW COM $418,000 4,552
CUSTOMERS BANCORP INC COM23204G100 · CUBI COM $246,000 8,710
CVB FINL CORP126600105 · CVBF COM $351,000 15,670
CYPRESS SEMICONDUCTOR CORP232806109 COM $320,000 23,441
CYRUSONE INC COM23283R100 COM $427,000 7,660
CYTOKINETICS INC COM NEW23282W605 · CYTK COM $238,000 19,660
D R HORTON INC23331A109 · DHI COM $1.5m 42,659
D S T SYSTEMS INC DEL233326107 COM $340,000 5,516
D T E ENERGY CO233331107 · DTE COM $2.1m 19,929
DANA HOLDING CORP COM235825205 · DAN COM $408,000 18,278
DANAHER CORP235851102 · DHR COM $5.9m 69,438
DARDEN RESTAURANTS INC237194105 · DRI COM $782,000 8,642
DARLING INTL INC237266101 · DAR COM $701,000 44,523
DAVE & BUSTERS ENTMT INC COM238337109 · PLAY COM $296,000 4,450
DAVITA INC23918K108 · DVA COM $1.5m 23,361
DCT INDUSTRIAL TRUST INC COM N233153204 COM $519,000 9,720
DEAN FOODS CO NEW COM NEW242370203 COM $243,000 14,320
DEERE & CO244199105 · DE COM $4.7m 38,390
DELL TECHNOLOGIES INC COM CL V24703L103 · DELL COM $375,000 6,132
DELPHI AUTOMOTIVE PLC SHSG27823106 COM $1.8m 20,041
DELTA AIR LINES INC DEL NEW247361702 · DAL COM $9.5m 177,121
DELUXE CORP248019101 · DLX COM $271,000 3,910

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 20132014201520162017 $16.9k$16.5k
CopyS&P 500 $10,000 copying Capstone Asset Management Co's usable filed holdings in companies we cover from August 9, 2013, 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 −12.0% (S&P 500 −11.2%); beta 1.03; alpha +0.3% a year (t = 0.36); last 12 months +25.4% against +23.1%.

Reported value by quarter

Capstone Asset Management Co: 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 $2B $4B $6B Reported value, 1998-12-31: $1.7B Reported value, 1999-03-31: $1.4B Reported value, 1999-12-31: $1.8B Reported value, 2013-06-30: $3.8B Reported value, 2013-09-30: $4.1B Reported value, 2013-12-31: $3.4B Reported value, 2014-03-31: $3.3B Reported value, 2014-06-30: $3.1B Reported value, 2014-09-30: $2.9B Reported value, 2014-12-31: $3.4B Reported value, 2015-03-31: $3.5B Reported value, 2015-06-30: $3.5B Reported value, 2015-09-30: $3.2B Reported value, 2015-12-31: $3.5B Reported value, 2016-03-31: $3.5B Reported value, 2016-06-30: $3.3B Reported value, 2016-09-30: $3.5B Reported value, 2016-12-31: $3.5B Reported value, 2017-03-31: $3.6B Reported value, 2017-06-30: $3.6B 1998-12-31 2013-09-30 2014-09-30 2015-09-30 2016-09-30 2017-06-30 $3.6B
View chart data
Period Reported value
1998-12-31 $1.7B
1999-03-31 $1.4B
1999-12-31 $1.8B
2013-06-30 $3.8B
2013-09-30 $4.1B
2013-12-31 $3.4B
2014-03-31 $3.3B
2014-06-30 $3.1B
2014-09-30 $2.9B
2014-12-31 $3.4B
2015-03-31 $3.5B
2015-06-30 $3.5B
2015-09-30 $3.2B
2015-12-31 $3.5B
2016-03-31 $3.5B
2016-06-30 $3.3B
2016-09-30 $3.5B
2016-12-31 $3.5B
2017-03-31 $3.6B
2017-06-30 $3.6B

Latest covered holdings and moves

Covered holdings as of June 30, 2017.

CompanyShare of portfolioValueSharesChange in shares
AAPLApple Inc.2.07%$74.7m518.7K−3.1% Reduced
MSFTMicrosoft Corporation1.87%$67.2m975.6K−3.9% Reduced
KOThe Coca-Cola Company0.94%$33.7m751.9K+24.5% Added
TSMTaiwan Semiconductor Manufacturing Co LTD0.88%$31.6m905.0K−0.7% Reduced
PEPPepsiCo0.81%$29.0m251.4K−1.5% Reduced
METAMeta Platforms0.80%$28.6m189.7K−1.3% Reduced
MMM3M0.79%$28.5m137.1K−5.6% Reduced
CSCOCisco0.79%$28.4m906.5K−1.0% Reduced
JPMJPMorgan Chase0.77%$27.7m303.1K−3.4% Reduced
INTCIntel0.71%$25.5m754.8K−0.9% Reduced
AMZNAmazon0.69%$24.8m25.6K−2.5% Reduced
UNHUnitedHealth Group0.65%$23.4m126.1K−28.6% Reduced
MCDMcDonald's0.65%$23.3m152.0K+1.0% Added
PGProcter & Gamble0.64%$22.9m262.6K−2.8% Reduced
VZVerizon0.63%$22.7m508.7K−1.5% Reduced
CCitigroup0.60%$21.8m325.8K−5.4% Reduced
GOOGLAlphabet Inc. (Class A)0.60%$21.7m23.3K−2.3% Reduced
AMGNAmgen0.60%$21.6m125.1K−4.8% Reduced
HDThe Home Depot0.57%$20.7m134.7K−4.0% Reduced
VVisa Inc.0.57%$20.6m219.5K−6.1% Reduced
IBMIBM0.55%$19.8m128.9K−2.4% Reduced
TMToyota Motor Corp/0.55%$19.7m187.5K−1.2% Reduced
ORCLOracle Corporation0.54%$19.3m384.7K−5.2% Reduced
WMTWalmart0.53%$19.1m252.0K−9.5% Reduced
CMCSAComcast0.53%$18.9m486.2K−14.7% Reduced
ABTAbbott Laboratories0.51%$18.5m379.9K−8.0% Reduced
MDTMedtronic0.51%$18.4m206.9K−3.9% Reduced
BACBank of America0.50%$18.0m740.7K−3.2% Reduced
UBSUBS Group AG0.47%$17.1m1.01M−0.2%
WFCWells Fargo0.47%$17.1m308.1K−8.6% Reduced
NKENike, Inc.0.47%$17.1m289.3K−5.8% Reduced
EMREmerson Electric0.47%$17.0m284.6K−0.3%
RYRoyal Bank Of Canada0.46%$16.7m230.2K−1.5% Reduced
TAT&T0.46%$16.6m439.9K−2.5% Reduced
DISThe Walt Disney Company0.46%$16.5m155.5K−5.3% Reduced
GILDGilead Sciences0.44%$15.8m223.6K+4.0% Added
HSBCHsbc Holdings PLC0.44%$15.7m339.5K−3.9% Reduced
ABBVAbbVie0.43%$15.6m214.6K−1.5% Reduced
SBUXStarbucks0.42%$15.3m262.8K−2.5% Reduced
ADPAutomatic Data Processing0.42%$15.2m148.0K−3.1% Reduced
PUKPrudential PLC0.42%$15.1m327.7K+0.1%
SCHWCharles Schwab Corporation0.38%$13.7m319.1K−1.4% Reduced
PYPLPayPal0.38%$13.5m252.1K−0.7% Reduced
BNSBank Of Nova Scotia0.37%$13.3m221.8K−0.8% Reduced
DGXQuest Diagnostics0.37%$13.3m119.7K+0.6% Added
AIGAmerican International Group0.37%$13.3m212.7K−2.3% Reduced
LOWLowe's0.36%$13.1m168.8K−5.7% Reduced
VLOValero Energy0.35%$12.8m189.2K−1.2% Reduced
ALLAllstate0.35%$12.7m144.0K−0.4%
MPCMarathon Petroleum0.33%$11.9m228.4K+286.0% Added
MSMorgan Stanley0.33%$11.8m265.5K−2.1% Reduced
MDLZMondelez International0.33%$11.8m273.3K−2.7% Reduced
PFEPfizer0.32%$11.5m342.5K+79.4% Added
MCHPMicrochip Technology Inc0.31%$11.3m146.7K+12.3% Added
ENBEnbridge Inc0.31%$11.1m279.9K+0.1%
GMGeneral Motors0.30%$10.9m312.2K−2.0% Reduced
JNJJohnson & Johnson0.29%$10.6m80.1K−11.1% Reduced
GISGeneral Mills0.29%$10.6m191.1K−17.4% Reduced
MAMastercard0.29%$10.5m86.3K0.0%
TXNTexas Instruments0.29%$10.4m135.5K−2.3% Reduced
EXCExelon0.29%$10.4m287.2K−2.5% Reduced
PSXPhillips 660.28%$10.2m123.2K−30.9% Reduced
CVXChevron Corporation0.27%$9.9m94.6K−2.5% Reduced
LMTLockheed Martin0.27%$9.7m34.9K−0.8% Reduced
ADIAnalog Devices0.27%$9.7m124.5K+1.6% Added
SAPSAP SE0.27%$9.5m91.2K−1.8% Reduced
DALDelta Air Lines0.26%$9.5m177.1K−11.1% Reduced
QCOMQualcomm0.26%$9.5m171.4K−5.0% Reduced
PBAPembina Pipeline Corp0.26%$9.3m282.2K+3.5% Added
MFCManulife Financial Corp0.26%$9.3m493.3K+1.0% Added
UNPUnion Pacific Corporation0.25%$9.1m83.9K−7.0% Reduced
CLColgate-Palmolive0.24%$8.8m118.8K−9.8% Reduced
CVSCVS Health0.24%$8.8m108.9K−14.4% Reduced
WPPWPP plc0.24%$8.6m81.3K−0.3%
TDToronto Dominion Bank0.24%$8.6m169.8K−4.3% Reduced
BKNGBooking Holdings0.23%$8.5m4.5K−2.7% Reduced
BABAAlibaba Group Holding Ltd0.23%$8.5m60.2K−3.4% Reduced
LLYLilly (Eli)0.23%$8.4m102.3K−1.3% Reduced
NVDANVIDIA Corporation0.23%$8.3m57.6K−0.2%
TRIThomson Reuters Corp0.23%$8.3m178.9K−4.8% Reduced
SLBSchlumberger0.23%$8.3m125.8K−2.3% Reduced
UPSUnited Parcel Service0.23%$8.2m74.4K−2.6% Reduced
TUTelus Corp0.23%$8.1m235.1K−3.3% Reduced
BCEBCE Inc0.23%$8.1m180.1K−3.1% Reduced
MGAMagna International Inc0.23%$8.1m174.8K−0.9% Reduced
COSTCostco0.22%$8.0m50.2K−9.4% Reduced
RMDResMed|0.22%$8.0m102.5K+1.5% Added
GPCGenuine Parts Company0.21%$7.6m82.2K+0.5%
TXTTextron0.21%$7.5m159.1K−2.9% Reduced
CBChubb Limited0.21%$7.4m51.2K−2.7% Reduced
NEENextEra Energy0.20%$7.4m52.8K−8.3% Reduced
ECLEcolab0.20%$7.3m55.2K−3.8% Reduced
ACNAccenture0.20%$7.2m58.4K−5.6% Reduced
STZConstellation Brands0.20%$7.1m36.5K−2.0% Reduced
WECWEC Energy Group0.19%$7.0m113.9K+0.5% Added
USBU.S. Bancorp0.19%$6.7m129.4K−1.9% Reduced
VODVodafone Group Public LTD Co0.18%$6.6m230.5K+0.6% Added
CLXClorox0.18%$6.5m49.0K−2.5% Reduced
PBIPitney Bowes Inc0.18%$6.5m249.5K+2.9% Added
CHTRCharter Communications0.18%$6.4m19.0K−5.1% Reduced
ADBEAdobe Inc.0.17%$6.3m44.5K−1.0% Reduced
ELVElevance Health0.17%$6.3m33.2K+4.5% Added
GSGoldman Sachs0.17%$6.1m27.6K−5.2% Reduced
AFLAflac0.17%$6.0m77.7K−2.5% Reduced
DHRDanaher Corporation0.16%$5.9m69.4K−6.0% Reduced
BABoeing0.16%$5.8m29.3K+0.3%
LTCLTC Properties Inc0.16%$5.8m112.5K+1.5% Added
EPREPR Properties0.16%$5.7m79.9K+1.8% Added
BLKBlackRock0.16%$5.7m13.5K−8.3% Reduced
AMATApplied Materials0.16%$5.7m138.2K−1.4% Reduced
CSXCSX Corporation0.16%$5.7m104.5K−3.7% Reduced
TTCToro Co0.16%$5.7m82.2K−1.0% Reduced
SYKStryker Corporation0.15%$5.5m39.8K−11.0% Reduced
ASMLAsml Holding NV0.15%$5.5m42.0K−3.4% Reduced
KMBKimberly-Clark0.15%$5.4m41.8K+11.7% Added
METMetLife0.15%$5.4m97.4K−3.8% Reduced
AMTAmerican Tower0.15%$5.3m40.4K−0.9% Reduced
FDXFedEx0.15%$5.3m24.2K−6.2% Reduced
PNCPNC Financial Services0.15%$5.3m42.1K−3.4% Reduced
CRMSalesforce0.14%$5.2m60.4K−0.5%
CDWCDW Corporation0.14%$5.2m82.4K−0.7% Reduced
TJXTJX Companies0.14%$5.1m71.2K−22.6% Reduced
DUKDuke Energy0.14%$5.1m61.3K−0.2%
PRUPrudential Financial0.14%$5.1m47.0K−0.6% Reduced
AXPAmerican Express0.14%$5.1m60.1K−4.1% Reduced
ITWIllinois Tool Works0.14%$5.1m35.3K−17.7% Reduced
TRVThe Travelers Companies0.13%$4.8m38.1K−0.5%
CATCaterpillar Inc.0.13%$4.8m44.5K+1.7% Added
CICigna0.13%$4.8m28.5K+12.3% Added
DEDeere & Company0.13%$4.7m38.4K+0.6% Added
BMOBank Of Montreal0.13%$4.7m64.1K−2.5% Reduced
BDXBecton Dickinson0.13%$4.7m24.1K−2.5% Reduced
BIIBBiogen0.13%$4.6m17.0K−3.1% Reduced
BNYBNY Mellon0.13%$4.6m90.3K−2.0% Reduced
FISVFiserv0.13%$4.6m37.6K−3.3% Reduced
MRKMerck & Co.0.13%$4.6m71.4K−4.1% Reduced
SPGSimon Property Group0.13%$4.5m27.8K+1.1% Added
THOThor Industries Inc0.13%$4.5m42.9K0.0%
HMCHonda Motor Co LTD0.12%$4.4m161.7K−2.3% Reduced
ZTSZoetis0.12%$4.4m70.2K−6.7% Reduced
HUMHumana0.12%$4.3m17.8K+5.8% Added
KHCKraft Heinz0.12%$4.3m49.7K−1.7% Reduced
YUMYum! Brands0.12%$4.2m57.4K−0.9% Reduced
BSXBoston Scientific0.12%$4.2m152.4K−1.5% Reduced
ROPRoper Technologies0.12%$4.2m18.1K−6.2% Reduced
BHPBHP Group Ltd0.12%$4.2m117.6K−5.3% Reduced
RPMRPM International Inc0.12%$4.2m76.7K+2.2% Added
NFLXNetflix0.11%$4.1m27.6K−4.0% Reduced
CPTCamden Property Trust0.11%$4.1m47.8K+3.3% Added
SUSuncor Energy Inc0.11%$4.1m140.0K+0.8% Added
CompanyBought (value)Shares
MPCMarathon Petroleum$8.9m169.2K
KOThe Coca-Cola Company$6.6m148.2K
PFEPfizer$5.1m151.6K
CRLCharles River Laboratories$1.9m18.7K
DXCDXC Technology Co$1.7m22.4K
RJFRaymond James Financial$1.5m18.7K
MCHPMicrochip Technology Inc$1.2m16.1K
MTNVail Resorts Inc$1.1m5.5K
MTArcelormittal$1.1m48.0K
WPMWheaton Precious Metals Corp.$1.1m54.4K
NXPINXP Semiconductors$923,0008.4K
ALGNAlign Technology$855,7465.7K
GILDGilead Sciences$611,7398.6K
KMBKimberly-Clark$564,8744.4K
BALLBall Corporation$539,66012.8K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanySold (value)Shares
UNHUnitedHealth Group−$9.4m−50.5K
PSXPhillips 66−$4.5m−55.0K
KRKroger−$4.2m−180.5K
CMCSAComcast−$3.3m−83.8K
MSFTMicrosoft Corporation−$2.7m−39.4K
AAPLApple Inc.−$2.4m−16.5K
GISGeneral Mills−$2.2m−40.2K
WMTWalmart−$2.0m−26.5K
MMM3M−$1.7m−8.1K
ABTAbbott Laboratories−$1.6m−33.2K
WFCWells Fargo−$1.6m−29.0K
TJXTJX Companies−$1.5m−20.8K
CVSCVS Health−$1.5m−18.3K
VVisa Inc.−$1.3m−14.2K
JNJJohnson & Johnson−$1.3m−10.0K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanyValue last quarterShares
XRXXerox Holdings Corp$1.1m153.3K
AUAnglogold Ashanti PLC$276,00025.6K
SHOEShoe Station Group Inc$238,0009.7K
STBAS&T Bancorp Inc$223,0006.4K
DXCMDexcom$213,0002.5K
LNNLindsay Corp$211,0002.4K
UFIUnifi Inc$211,0007.4K
SMSM Energy Co$205,0008.5K
CMPCompass Minerals International Inc$205,0003.0K
DDD3d Systems Corp$203,0003.7K
HTLDHeartland Express Inc$201,00010.0K
ZUMZZumiez Inc$187,00010.2K
FTKFlotek Industries Inc$134,00010.5K
  • Financials18.6%
  • Technology17.4%
  • Health Care12.3%
  • Consumer Discretionary11.4%
  • Industrials11.0%
  • Consumer Staples8.6%
  • Communication Services7.2%
  • Energy4.4%
  • Utilities3.5%
  • Real Estate2.9%
  • Materials2.7%

Share of the value held in companies we cover, by sector.

PeriodCopy, a yearS&P 500SharpeS&P 500Biggest dropBeta
Whole backtestAugust 9, 2013 to October 20, 2017+13.4%+12.7%1.121.11−12.0%1.03
Last three yearsOctober 24, 2014 to October 20, 2017+12.6%+11.7%1.020.99−12.0%1.04
Last yearOctober 21, 2016 to October 20, 2017+25.1%+22.7%2.722.64−2.6%1.05

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.