Institution
Vtl Associates, LLC
13F for September 30, 2015, filed November 16, 2015 · SEC CIK 1388712 · Holdings history from December 31, 2006
The latest available holdings for this manager are dated September 30, 2015.
- Reported value
- $1.6bn 71% in companies we cover
- Positions we cover
- 969 Largest WMT 2.7%
- Copy, a year
- +6.3% S&P 500 +6.9%
- Copy Sharpe ratio
- 0.40 S&P 500 0.42
Historical holdings
| Issuer | Class / type | Reported value | Quantity |
|---|---|---|---|
| LYDALL INC550819106 | COM | $285,000 | 9,998 |
| M & T BANK CORP55261F104 · MTB | COM | $462,000 | 3,791 |
| MB FINANCIAL INC55264U108 | COM | $385,000 | 11,782 |
| MDC HOLDINGS INC552676108 | COM | $285,000 | 10,891 |
| MDU RESOURCES GROUP INC552690109 · MDU | COM | $780,000 | 45,332 |
| M/I HOMES INC55305B101 · MHO | COM | $633,000 | 26,824 |
| MKS INSTRUMENTS INC55306N104 · MKSI | COM | $430,000 | 12,810 |
| MSA SAFETY INC553498106 · MSA | COM | $173,000 | 4,331 |
| MSC INDUSTRIAL DIRECT CO-A553530106 · MSM | CL A | $461,000 | 7,556 |
| MSCI INC55354G100 · MSCI | COM | $175,000 | 2,939 |
| MTS SYSTEMS CORP553777103 · DDD | COM | $318,000 | 5,286 |
| MYR GROUP INC/DELAWARE55405W104 · MYRG | COM | $536,000 | 20,472 |
| MACERICH CO/THE554382101 · MAC | COM | $130,000 | 1,782 |
| MACK-CALI REALTY CORP554489104 | COM | $100,000 | 5,274 |
| MACY'S INC55616P104 · M | COM | $2.2m | 42,073 |
| STEVEN MADDEN LTD556269108 · SHOO | COM | $687,000 | 18,761 |
| MAGELLAN HEALTH INC559079207 | COM NEW | $2.1m | 37,552 |
| MAGNA INTERNATIONAL INC559222401 · MGA | COM | $145,000 | 3,014 |
| MANHATTAN ASSOCIATES INC562750109 · MANH | COM | $115,000 | 1,848 |
| MANPOWERGROUP INC56418H100 · MAN | COM | $3.2m | 39,341 |
| MANTECH INTERNATIONAL CORP-A564563104 | CL A | $838,000 | 32,624 |
| MANULIFE FINANCIAL CORP56501R106 · MFC | COM | $156,000 | 10,101 |
| MARATHON OIL CORP565849106 | COM | $709,000 | 46,050 |
| MARATHON PETROLEUM CORP56585A102 · MPC | COM | $6.5m | 141,288 |
| MARCUS CORPORATION566330106 · MCS | COM | $249,000 | 12,880 |
| MARINEMAX INC567908108 · HZO | COM | $367,000 | 25,999 |
| MARKETAXESS HOLDINGS INC57060D108 · MKTX | COM | $168,000 | 1,804 |
| MARRIOTT VACATIONS WORLD57164Y107 · VAC | COM | $725,000 | 10,644 |
| MARSH & MCLENNAN COS571748102 · MRSH | COM | $1.3m | 24,862 |
| MARRIOTT INTERNATIONAL -CL A571903202 · MAR | CL A | $229,000 | 3,363 |
| MARTIN MARIETTA MATERIALS573284106 · MLM | COM | $235,000 | 1,549 |
| MASCO CORP574599106 · MAS | COM | $616,000 | 24,461 |
| MASIMO CORP574795100 | COM | $328,000 | 8,500 |
| MASTERCARD INC-CLASS A57636Q104 · MA | CL A | $797,000 | 8,843 |
| MATERION CORP576690101 · MTRN | COM | $581,000 | 19,349 |
| MATRIX SERVICE CO576853105 · MTRX | COM | $746,000 | 33,196 |
| MATSON INC57686G105 · MATX | COM | $948,000 | 24,634 |
| MATTEL INC577081102 · MAT | COM | $1.3m | 61,634 |
| MATTHEWS INTL CORP-CLASS A577128101 · MATW | CL A | $683,000 | 13,952 |
| MAXIMUS INC577933104 · MMS | COM | $339,000 | 5,686 |
| MCCORMICK & CO-NON VTG SHRS579780206 · MKC | COM NON VTG | $364,000 | 4,433 |
| MCDONALD'S CORP580135101 · MCD | COM | $2.2m | 22,585 |
| MCGRAW HILL FINANCIAL INC580645109 | COM | $499,000 | 5,770 |
| MCKESSON CORP58155Q103 · MCK | COM | $12.3m | 66,281 |
| MEAD JOHNSON NUTRITION CO582839106 | COM | $342,000 | 4,856 |
| MEDASSETS INC584045108 | COM | $378,000 | 18,827 |
| MEDICAL PROPERTIES TRUST INC58463J304 · MPT | COM | $196,000 | 17,751 |
| MEDICINES COMPANY584688105 | COM | $276,000 | 7,282 |
| MEDIFAST INC58470H101 · MED | COM | $141,000 | 5,256 |
| MEDIDATA SOLUTIONS INC58471A105 | COM | $174,000 | 4,135 |
| MEDNAX INC58502B106 · MD | COM | $424,000 | 5,517 |
| MEN'S WEARHOUSE INC/THE587118100 | COM | $1.3m | 29,939 |
| MENTOR GRAPHICS CORP587200106 | COM | $203,000 | 8,232 |
| MERCK & CO. INC.58933Y105 · MRK | COM | $3.2m | 64,162 |
| MERCURY SYSTEMS INC589378108 · MRCY | COM | $119,000 | 7,468 |
| MERCURY GENERAL CORP589400100 · MCY | COM | $956,000 | 18,936 |
| MEREDITH CORP589433101 | COM | $236,000 | 5,537 |
| MERIDIAN BIOSCIENCE INC589584101 | COM | $100,000 | 5,859 |
| MERIT MEDICAL SYSTEMS INC589889104 · MMSI | COM | $282,000 | 11,778 |
| MERITAGE HOMES CORP59001A102 · MTH | COM | $1.2m | 32,823 |
| METHODE ELECTRONICS INC591520200 · MEI | COM | $453,000 | 14,216 |
| METLIFE INC59156R108 · MET | COM | $7.4m | 156,403 |
| METTLER-TOLEDO INTERNATIONAL592688105 · MTD | COM | $413,000 | 1,449 |
| MICROSOFT CORP594918104 · MSFT | COM | $8.0m | 181,454 |
| MICROSTRATEGY INC-CL A594972408 · MSTR | CL A NEW | $306,000 | 1,558 |
| MICROCHIP TECHNOLOGY INC595017104 · MCHP | COM | $171,000 | 3,980 |
| MICRON TECHNOLOGY INC595112103 · MU | COM | $1.3m | 88,989 |
| MICROSEMI CORP595137100 | COM | $635,000 | 19,344 |
| SVB FINANCIAL GROUP78486Q101 | COM | $215,000 | 1,861 |
| SABRA HEALTH CARE REIT INC78573L106 · SBRA | COM | $112,000 | 4,823 |
| SAFETY INSURANCE GROUP INC78648T100 · SAFT | COM | $428,000 | 7,905 |
| SAGENT PHARMACEUTICALS INC786692103 | COM | $133,000 | 8,654 |
| SAIA INC78709Y105 · SAIA | COM | $572,000 | 18,494 |
| WHOLE FOODS MARKET INC966837106 | COM | $1.2m | 39,398 |
| WILEY (JOHN) & SONS-CLASS A968223206 · WLY | CL A | $320,000 | 6,401 |
| WILLIAMS COS INC969457100 · WMB | COM | $1.6m | 42,799 |
| WILLIAMS-SONOMA INC969904101 · WSM | COM | $803,000 | 10,520 |
| WILSHIRE BANCORP INC97186T108 | COM | $99,000 | 9,398 |
| WINNEBAGO INDUSTRIES974637100 · WGO | COM | $485,000 | 25,319 |
| WINTRUST FINANCIAL CORP97650W108 · WTFC | COM | $447,000 | 8,371 |
| WISDOMTREE INVESTMENTS INC97717P104 · WT | COM | $37,000 | 2,309 |
| WOLVERINE WORLD WIDE INC978097103 · WWW | COM | $1.2m | 56,081 |
| WOODWARD INC980745103 · WWD | COM | $339,000 | 8,327 |
| WORLD ACCEPTANCE CORP981419104 · WRLD | COM | $320,000 | 11,930 |
| WORLD FUEL SERVICES CORP981475106 · WKC | COM | $6.2m | 174,382 |
| WORTHINGTON INDUSTRIES981811102 · WOR | COM | $658,000 | 24,849 |
| WPX ENERGY INC98212B103 | COM | $313,000 | 47,328 |
| WYNDHAM WORLDWIDE CORP98310W108 | COM | $423,000 | 5,883 |
| WYNN RESORTS LTD983134107 · WYNN | COM | $303,000 | 5,708 |
| XO GROUP INC983772104 | COM | $75,000 | 5,325 |
| XCEL ENERGY INC98389B100 · XEL | COM | $1.0m | 29,117 |
| XILINX INC983919101 | COM | $203,000 | 4,791 |
| XEROX CORP984121103 · XRX | COM | $1.5m | 154,926 |
| XYLEM INC98419M100 · XYL | COM | $319,000 | 9,726 |
| YAHOO! INC984332106 | COM | $389,000 | 13,465 |
| YAMANA GOLD INC98462Y100 | COM | $9,000 | 5,578 |
| YUM! BRANDS INC988498101 · YUM | COM | $1.1m | 13,557 |
| ZEBRA TECHNOLOGIES CORP-CL A989207105 · ZBRA | CL A | $463,000 | 6,051 |
| ZIMMER BIOMET HOLDINGS INC98956P102 · ZBH | COM | $372,000 | 3,958 |
| ZIONS BANCORPORATION989701107 · ZION | COM | $212,000 | 7,714 |
How copying its 13F would have done
Reported value by quarter
View chart data
| Period | Reported value |
|---|---|
| 2006-12-31 | $780.8M |
| 2008-03-31 | $890.2M |
| 2008-06-30 | $458.9M |
| 2008-09-30 | $423.5M |
| 2011-09-30 | $678.8M |
| 2011-12-31 | $745.5M |
| 2012-03-31 | $829.3M |
| 2012-06-30 | $751.2M |
| 2013-03-31 | $919.9M |
| 2013-06-30 | $963.3M |
| 2013-09-30 | $1B |
| 2013-12-31 | $1.2B |
| 2014-03-31 | $1.3B |
| 2014-06-30 | $1.4B |
| 2014-09-30 | $1.4B |
| 2014-12-31 | $1.6B |
| 2015-03-31 | $1.7B |
| 2015-06-30 | $1.7B |
| 2015-09-30 | $1.6B |
Latest covered holdings and moves
| Company | Share of portfolio | Value | Shares | Change in shares |
|---|---|---|---|---|
| WMTWalmart | 2.67% | $41.4m | 638.2K | +6.4% Added |
| AAPLApple Inc. | 1.11% | $17.2m | 156.1K | +5.7% Added |
| CVXChevron Corporation | 1.08% | $16.8m | 212.5K | +33.6% Added |
| TAT&T | 0.93% | $14.4m | 441.0K | −0.7% Reduced |
| VZVerizon | 0.86% | $13.3m | 304.9K | −4.1% Reduced |
| GMGeneral Motors | 0.81% | $12.6m | 421.1K | +7.4% Added |
| MCKMcKesson | 0.79% | $12.3m | 66.3K | +13.8% Added |
| CVSCVS Health | 0.76% | $11.8m | 122.3K | −2.4% Reduced |
| FFord Motor Company | 0.74% | $11.5m | 846.8K | −1.8% Reduced |
| UNHUnitedHealth Group | 0.74% | $11.4m | 98.4K | −7.9% Reduced |
| COSTCostco | 0.65% | $10.0m | 69.3K | −7.6% Reduced |
| CORCencora | 0.64% | $9.8m | 103.7K | +2.0% Added |
| PSXPhillips 66 | 0.60% | $9.3m | 121.1K | −18.6% Reduced |
| JPMJPMorgan Chase | 0.60% | $9.3m | 151.7K | −2.4% Reduced |
| VLOValero Energy | 0.59% | $9.1m | 151.1K | −16.5% Reduced |
| KRKroger | 0.56% | $8.6m | 238.9K | +78.3% Added |
| WFCWells Fargo | 0.55% | $8.5m | 165.3K | −1.4% Reduced |
| BACBank of America | 0.53% | $8.2m | 524.6K | −2.7% Reduced |
| AMZNAmazon | 0.52% | $8.1m | 15.8K | −18.7% Reduced |
| MSFTMicrosoft Corporation | 0.52% | $8.0m | 181.5K | +0.5% |
| BABoeing | 0.50% | $7.8m | 59.5K | +1.6% Added |
| SNXTD Synnex Corp | 0.48% | $7.4m | 86.8K | −10.9% Reduced |
| METMetLife | 0.48% | $7.4m | 156.4K | +2.4% Added |
| IBMIBM | 0.47% | $7.3m | 50.3K | +4.4% Added |
| CAHCardinal Health | 0.47% | $7.2m | 94.3K | +2.0% Added |
| CCitigroup | 0.46% | $7.1m | 142.4K | 0.0% |
| PGProcter & Gamble | 0.45% | $7.0m | 97.8K | +6.0% Added |
| HDThe Home Depot | 0.44% | $6.8m | 59.2K | −9.3% Reduced |
| COPConocoPhillips | 0.43% | $6.8m | 140.7K | +104.7% Added |
| MPCMarathon Petroleum | 0.42% | $6.5m | 141.3K | −6.1% Reduced |
| AIGAmerican International Group | 0.42% | $6.5m | 113.7K | −3.8% Reduced |
| TGTTarget Corporation | 0.41% | $6.4m | 81.3K | −0.2% |
| WKCWorld Kinect Corp | 0.40% | $6.2m | 174.4K | +14.0% Added |
| ELVElevance Health | 0.40% | $6.2m | 44.2K | −1.7% Reduced |
| PRUPrudential Financial | 0.40% | $6.1m | 80.7K | +3.1% Added |
| JNJJohnson & Johnson | 0.39% | $6.1m | 65.0K | −3.8% Reduced |
| ADMArcher Daniels Midland | 0.39% | $6.0m | 144.8K | +3.7% Added |
| PEPPepsiCo | 0.37% | $5.7m | 60.6K | −5.5% Reduced |
| GOOGLAlphabet Inc. (Class A) | 0.37% | $5.7m | 9.2K | −20.0% Reduced |
| GPIGroup 1 Automotive Inc | 0.37% | $5.7m | 66.9K | +3.1% Added |
| PMPhilip Morris International | 0.35% | $5.5m | 68.9K | −6.5% Reduced |
| DUKDuke Energy | 0.35% | $5.4m | 74.6K | +0.4% |
| UPSUnited Parcel Service | 0.32% | $4.9m | 49.5K | −6.6% Reduced |
| SAHSonic Automotive Inc | 0.31% | $4.8m | 235.3K | +5.8% Added |
| INTCIntel | 0.31% | $4.8m | 158.7K | −0.2% |
| AVTAvnet Inc | 0.31% | $4.8m | 112.0K | −7.1% Reduced |
| KOThe Coca-Cola Company | 0.30% | $4.7m | 114.7K | −5.0% Reduced |
| LOWLowe's | 0.30% | $4.6m | 67.1K | −4.6% Reduced |
| SOSouthern Company | 0.29% | $4.5m | 100.8K | −12.9% Reduced |
| MOAltria | 0.29% | $4.5m | 82.1K | −19.9% Reduced |
| DISThe Walt Disney Company | 0.28% | $4.3m | 41.9K | +3.0% Added |
| HUMHumana | 0.27% | $4.2m | 23.7K | +2.1% Added |
| CSCOCisco | 0.27% | $4.2m | 158.2K | +6.2% Added |
| SYYSysco | 0.26% | $4.1m | 104.1K | −10.2% Reduced |
| CATCaterpillar Inc. | 0.26% | $4.0m | 60.6K | +5.7% Added |
| PFEPfizer | 0.25% | $3.9m | 124.1K | −5.7% Reduced |
| LMTLockheed Martin | 0.25% | $3.9m | 18.6K | −13.4% Reduced |
| ARWArrow Electronics, Inc. | 0.25% | $3.8m | 69.6K | −2.5% Reduced |
| FDXFedEx | 0.24% | $3.7m | 26.0K | +8.9% Added |
| ALLAllstate | 0.24% | $3.7m | 64.0K | +5.9% Added |
| SANMSanmina Corp | 0.24% | $3.7m | 172.7K | −0.1% |
| LADLithia Motors Inc | 0.23% | $3.6m | 33.3K | +5.5% Added |
| SLBSchlumberger | 0.23% | $3.6m | 51.8K | +5.6% Added |
| MSMorgan Stanley | 0.23% | $3.5m | 111.8K | +8.6% Added |
| GSGoldman Sachs | 0.23% | $3.5m | 20.2K | +4.4% Added |
| CICigna | 0.23% | $3.5m | 25.9K | +22.9% Added |
| JCIJohnson Controls | 0.22% | $3.4m | 82.9K | +14.9% Added |
| TSNTyson Foods | 0.22% | $3.4m | 79.2K | −7.8% Reduced |
| LYBLyondellBasell | 0.22% | $3.4m | 40.5K | +8.2% Added |
| KMIKinder Morgan | 0.22% | $3.4m | 121.8K | +11.2% Added |
| EMEEmcor | 0.22% | $3.4m | 75.8K | −3.7% Reduced |
| DALDelta Air Lines | 0.22% | $3.3m | 74.5K | −18.1% Reduced |
| AALAmerican Airlines Group Inc. | 0.21% | $3.3m | 84.2K | −13.6% Reduced |
| JBLJabil | 0.21% | $3.3m | 145.9K | +19.9% Added |
| AXPAmerican Express | 0.21% | $3.3m | 43.9K | −4.7% Reduced |
| EDConsolidated Edison | 0.21% | $3.2m | 48.4K | −19.0% Reduced |
| NKENike, Inc. | 0.21% | $3.2m | 26.2K | +4.9% Added |
| MANManpowergroup Inc. | 0.21% | $3.2m | 39.3K | −7.4% Reduced |
| MRKMerck & Co. | 0.20% | $3.2m | 64.2K | −1.3% Reduced |
| ORCLOracle Corporation | 0.20% | $3.2m | 87.5K | +7.9% Added |
| BNEDBarnes & Noble Education, Inc. | 0.20% | $3.1m | 257.2K | +86.0% Added |
| CNCCentene Corporation | 0.20% | $3.0m | 56.2K | +32.9% Added |
| CMCSAComcast | 0.20% | $3.0m | 53.6K | −49.2% Reduced |
| PPLPPL Corporation | 0.20% | $3.0m | 91.8K | −13.4% Reduced |
| HCAHCA Healthcare | 0.19% | $3.0m | 38.2K | −7.6% Reduced |
| NSITInsight Enterprises Inc | 0.19% | $3.0m | 114.2K | +19.1% Added |
| ETREntergy | 0.19% | $2.9m | 45.3K | −3.7% Reduced |
| BBYBest Buy | 0.19% | $2.9m | 78.8K | −18.6% Reduced |
| KELYAKelly Services Inc | 0.19% | $2.9m | 206.1K | −3.5% Reduced |
| UALUnited Airlines Holdings | 0.19% | $2.9m | 54.8K | New |
| CYHCommunity Health Systems Inc | 0.18% | $2.8m | 66.1K | +2.7% Added |
| TRVThe Travelers Companies | 0.18% | $2.8m | 28.3K | −8.8% Reduced |
| MDLZMondelez International | 0.17% | $2.7m | 64.8K | −13.4% Reduced |
| GDGeneral Dynamics | 0.17% | $2.6m | 19.1K | −3.2% Reduced |
| ACNAccenture | 0.17% | $2.6m | 26.8K | −6.8% Reduced |
| MMM3M | 0.17% | $2.6m | 18.5K | +1.5% Added |
| DEDeere & Company | 0.17% | $2.6m | 34.6K | +0.6% Added |
| ABMABM Industries Inc | 0.16% | $2.5m | 92.5K | +3.0% Added |
| HALHalliburton | 0.16% | $2.5m | 70.3K | +6.8% Added |
| EXCExelon | 0.16% | $2.5m | 82.6K | +6.3% Added |
| TJXTJX Companies | 0.16% | $2.4m | 34.0K | −11.0% Reduced |
| ANDEAndersons, Inc. | 0.15% | $2.3m | 68.8K | +10.8% Added |
| ACMAecom | 0.15% | $2.3m | 84.5K | +44.6% Added |
| MUSAMurphy USA Inc. | 0.15% | $2.3m | 42.0K | −6.9% Reduced |
| QCOMQualcomm | 0.15% | $2.3m | 42.8K | +16.2% Added |
| AFLAflac | 0.15% | $2.3m | 39.1K | −4.4% Reduced |
| MCDMcDonald's | 0.14% | $2.2m | 22.6K | −11.6% Reduced |
| HIGThe Hartford | 0.14% | $2.2m | 48.6K | −4.4% Reduced |
| GILDGilead Sciences | 0.14% | $2.2m | 22.5K | −1.5% Reduced |
| OKEOneok | 0.14% | $2.2m | 68.2K | +178.2% Added |
| MMacy's, Inc. | 0.14% | $2.2m | 42.1K | +16.2% Added |
| PGRProgressive Corporation | 0.14% | $2.1m | 69.6K | −13.3% Reduced |
| AAAlcoa Corp | 0.13% | $2.1m | 215.3K | +15.5% Added |
| UNPUnion Pacific Corporation | 0.13% | $2.0m | 22.7K | +5.3% Added |
| NOCNorthrop Grumman | 0.13% | $2.0m | 12.0K | −10.8% Reduced |
| CNPCenterPoint Energy | 0.13% | $2.0m | 109.5K | −8.2% Reduced |
| EMREmerson Electric | 0.13% | $2.0m | 44.6K | +16.3% Added |
| DARDarling Ingredients Inc. | 0.12% | $1.9m | 170.7K | +17.0% Added |
| USBU.S. Bancorp | 0.12% | $1.9m | 46.0K | −3.2% Reduced |
| COFCapital One | 0.12% | $1.9m | 25.9K | +4.7% Added |
| NJRNEW Jersey Resources Corp | 0.12% | $1.8m | 61.5K | −20.2% Reduced |
| IPInternational Paper | 0.12% | $1.8m | 48.3K | +21.6% Added |
| RGAReinsurance Group Of America Inc | 0.12% | $1.8m | 20.1K | −3.1% Reduced |
| HUBGHub Group, Inc. | 0.12% | $1.8m | 49.6K | +2.8% Added |
| BKRBaker Hughes | 0.12% | $1.8m | 34.3K | +0.4% |
| ORIOLD Republic International Corp | 0.12% | $1.8m | 113.6K | −9.6% Reduced |
| CACICACI International Inc | 0.11% | $1.8m | 23.9K | −0.3% |
| MOHMolina Healthcare, Inc. | 0.11% | $1.8m | 25.6K | +59.7% Added |
| ETNEaton Corporation | 0.11% | $1.7m | 33.8K | +17.1% Added |
| KMBKimberly-Clark | 0.11% | $1.7m | 15.8K | −7.5% Reduced |
| RSReliance, Inc. | 0.11% | $1.7m | 31.6K | +3.2% Added |
| BCOBrinks Co | 0.11% | $1.7m | 63.1K | +0.2% |
| ANAutonation, Inc. | 0.11% | $1.7m | 29.2K | +2.7% Added |
| LLYLilly (Eli) | 0.11% | $1.7m | 20.3K | −6.0% Reduced |
| SKYWSkywest Inc | 0.11% | $1.7m | 100.6K | −23.5% Reduced |
| DHRDanaher Corporation | 0.11% | $1.7m | 19.5K | −9.4% Reduced |
| RIGTransocean Ltd. | 0.11% | $1.7m | 128.7K | −6.5% Reduced |
| BNYBNY Mellon | 0.11% | $1.7m | 42.3K | −0.9% Reduced |
| ABBVAbbVie | 0.11% | $1.6m | 30.2K | +10.5% Added |
| FLRFluor Corp | 0.11% | $1.6m | 38.6K | +13.2% Added |
| SCSCScansource, Inc. | 0.10% | $1.6m | 45.5K | +3.2% Added |
| AMGNAmgen | 0.10% | $1.6m | 11.7K | −1.8% Reduced |
| ABTAbbott Laboratories | 0.10% | $1.6m | 39.9K | +8.1% Added |
| PCGPG&E Corporation | 0.10% | $1.6m | 30.4K | −0.4% |
| DGDollar General | 0.10% | $1.6m | 22.1K | +5.8% Added |
| BCCBoise Cascade Co | 0.10% | $1.6m | 63.1K | +13.0% Added |
| LUVSouthwest Airlines | 0.10% | $1.6m | 41.7K | −18.3% Reduced |
| GPREGreen Plains Inc. | 0.10% | $1.6m | 81.3K | +35.7% Added |
| WMBWilliams Companies | 0.10% | $1.6m | 42.8K | −0.5% Reduced |
| ACHAccendra Health Inc | 0.10% | $1.6m | 49.3K | −5.3% Reduced |
| Company | Bought (value) | Shares |
|---|---|---|
| CVXChevron Corporation | $4.2m | 53.4K |
| KRKroger | $3.8m | 104.9K |
| COPConocoPhillips | $3.5m | 72.0K |
| UALUnited Airlines Holdings | $2.9m | 54.8K |
| WMTWalmart | $2.5m | 38.2K |
| MCKMcKesson | $1.5m | 8.0K |
| BNEDBarnes & Noble Education, Inc. | $1.4m | 118.9K |
| CCChemours Co | $1.4m | 222.4K |
| OKEOneok | $1.4m | 43.7K |
| WELLWelltower | $970,000 | 14.3K |
| AAPLApple Inc. | $931,476 | 8.4K |
| VIAVViavi Solutions Inc. | $910,000 | 169.5K |
| KHCKraft Heinz | $873,000 | 12.4K |
| GMGeneral Motors | $872,260 | 29.1K |
| WKCWorld Kinect Corp | $766,243 | 21.4K |
| Company | Sold (value) | Shares |
|---|---|---|
| MYRGMYR Group Inc. | −$4.8m | −184.3K |
| NKTRNektar Therapeutics | −$3.2m | −289.8K |
| CMCSAComcast | −$2.9m | −51.9K |
| FEFirstEnergy | −$2.4m | −76.9K |
| PSXPhillips 66 | −$2.1m | −27.7K |
| PEGPublic Service Enterprise Group | −$2.1m | −49.5K |
| AMZNAmazon | −$1.9m | −3.6K |
| VLOValero Energy | −$1.8m | −29.8K |
| GOOGLAlphabet Inc. (Class A) | −$1.4m | −2.3K |
| AAPAdvance Auto Parts Inc | −$1.3m | −6.8K |
| MDXGMimedx Group, Inc. | −$1.1m | −118.6K |
| WECWEC Energy Group | −$1.1m | −21.9K |
| CBRLCracker Barrel OLD Country Store, Inc | −$1.1m | −7.5K |
| MOAltria | −$1.1m | −20.4K |
| UNHUnitedHealth Group | −$980,061 | −8.4K |
| Company | Value last quarter | Shares |
|---|---|---|
| STESteris | $310,000 | 4.8K |
| CRKComstock Resources Inc | $243,000 | 73.1K |
| ULTAUlta Beauty | $50,000 | 326 |
| NTESNetease, Inc. | $40,000 | 276 |
| ICLRIcon PLC | $36,000 | 542 |
| NICENice Ltd. | $32,000 | 501 |
| IBPInstalled Building Products, Inc. | $30,000 | 1.2K |
| MMIMarcus & Millichap, Inc. | $29,000 | 628 |
| HRTGHeritage Insurance Holdings, Inc. | $29,000 | 1.2K |
| SBCFSeacoast Banking Corp Of Florida | $28,000 | 1.8K |
| SFBSServisfirst Bancshares, Inc. | $27,000 | 718 |
| SIMOSilicon Motion Technology Corp | $27,000 | 773 |
| CSVCarriage Services Inc | $27,000 | 1.1K |
| PAYCPaycom Software, Inc. | $24,000 | 706 |
| TACTransalta Corp | $10,000 | 1.2K |
| Period | Copy, a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta |
|---|---|---|---|---|---|---|
| Whole backtestFebruary 22, 2008 to February 26, 2016 | +6.3% | +6.9% | 0.40 | 0.42 | −49.8% | 0.81 |
| 2010 to 2017January 8, 2010 to February 26, 2016 | +7.7% | +11.3% | 0.81 | 0.78 | −13.7% | 0.38 |
| Last three yearsMarch 1, 2013 to February 26, 2016 | +9.3% | +10.9% | 0.77 | 0.89 | −13.7% | 0.94 |
| Last yearFebruary 27, 2015 to February 26, 2016 | −7.0% | −5.5% | −0.40 | −0.31 | −13.7% | 1.01 |