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 |
|---|---|---|---|
| ZOETIS INC98978V103 · ZTS | CL A | $375,000 | 9,095 |
| ZUMIEZ INC989817101 · ZUMZ | COM | $436,000 | 27,925 |
| DEUTSCHE BANK AG-REGISTEREDD18190898 | NAMEN AKT | $159,000 | 5,887 |
| ALLEGION PLCG0176J109 · ALLE | ORD SHS | $167,000 | 2,902 |
| ALLERGAN PLCG0177J108 | SHS | $1.4m | 4,993 |
| AMBARELLA INCG037AX101 · AMBA | SHS | $18,000 | 303 |
| AON PLCG0408V102 | SHS CL A | $1.2m | 13,583 |
| ASPEN INSURANCE HOLDINGS LTDG05384105 | SHS | $452,000 | 9,716 |
| ACCENTURE PLC-CL AG1151C101 · ACN | SHS CLASS A | $2.6m | 26,841 |
| CREDICORP LTDG2519Y108 | COM | $49,000 | 458 |
| DELPHI AUTOMOTIVE PLCG27823106 | SHS | $1.3m | 17,653 |
| EATON CORP PLCG29183103 · ETN | SHS | $1.7m | 33,778 |
| ENDURANCE SPECIALTY HOLDINGSG30397106 | ENH US Equity | $334,000 | 5,478 |
| ENDO INTERNATIONAL PLCG30401106 | SHS | $234,000 | 3,380 |
| ENSCO PLC-CL AG3157S106 | SHS CLASS A | $925,000 | 65,720 |
| EVEREST RE GROUP LTDG3223R108 · EG | COM | $997,000 | 5,753 |
| FABRINETG3323L100 · FN | SHS | $371,000 | 20,253 |
| GENPACT LTDG3922B107 · G | SHS | $53,000 | 2,254 |
| HELEN OF TROY LTDG4388N106 · HELE | COM | $744,000 | 8,326 |
| INGERSOLL-RAND PLCG47791101 | SHS | $1.0m | 19,893 |
| INVESCO LTDG491BT108 · IVZ | SHS | $518,000 | 16,578 |
| LUXOFT HOLDING INCG57279104 | ORD SHS CL A | $25,000 | 395 |
| MALLINCKRODT PLCG5785G107 | SHS | $211,000 | 3,299 |
| MEDTRONIC PLCG5960L103 · MDT | COM | $1.4m | 21,063 |
| MICHAEL KORS HOLDINGS LTDG60754101 | SHS | $322,000 | 7,616 |
| NABORS INDUSTRIES LTDG6359F103 | SHS | $967,000 | 102,351 |
| NIELSEN HOLDINGS PLCG6518L108 | SHS EUR | $507,000 | 11,404 |
| NOBLE CORP PLCG65431101 | NAMEN -AKT | $964,000 | 88,371 |
| RENAISSANCERE HOLDINGS LTDG7496G103 · RNR | COM | $237,000 | 2,229 |
| ROWAN COMPANIES PLC-AG7665A101 | SHS CL A | $340,000 | 21,030 |
| SEAGATE TECHNOLOGYG7945M107 | SHS | $1.1m | 24,983 |
| PENTAIR PLCG7S00T104 · PNR | SHS | $542,000 | 10,615 |
| SIGNET JEWELERS LTDG81276100 · SIG | SHS | $394,000 | 2,895 |
| UTI WORLDWIDE INCG87210103 | ORD | $1.8m | 393,054 |
| PERRIGO CO PLCG97822103 · PRGO | COM | $306,000 | 1,948 |
| XL GROUP PLCG98290102 | SHS | $756,000 | 20,821 |
| MID-AMERICA APARTMENT COMM59522J103 · MAA | COM | $350,000 | 4,275 |
| HERMAN MILLER INC600544100 · MLKN | COM | $370,000 | 12,822 |
| MIMEDX GROUP INC602496101 · MDXG | COM | $101,000 | 10,485 |
| MINERALS TECHNOLOGIES INC603158106 · MTX | COM | $327,000 | 6,787 |
| MITSUBISHI UFJ FINL-SPON ADR606822104 | SPONSORED ADR | $184,000 | 30,210 |
| MIZUHO FINANCIAL GROUP-ADR60687Y109 | SPONSORED ADR | $100,000 | 27,016 |
| MOBILE MINI INC60740F105 | COM | $257,000 | 8,349 |
| MOHAWK INDUSTRIES INC608190104 · MHK | COM | $591,000 | 3,252 |
| MOLINA HEALTHCARE INC60855R100 · MOH | COM | $1.8m | 25,605 |
| MOLSON COORS BREWING CO -B60871R209 · TAP | CL B | $376,000 | 4,524 |
| MOMENTA PHARMACEUTICALS INC60877T100 | COM | $40,000 | 2,461 |
| MONARCH CASINO & RESORT INC609027107 · MCRI | COM | $97,000 | 5,374 |
| MONDELEZ INTERNATIONAL INC-A609207105 · MDLZ | CL A | $2.7m | 64,827 |
| MONOLITHIC POWER SYSTEMS INC609839105 · MPWR | COM | $166,000 | 3,242 |
| MONOTYPE IMAGING HOLDINGS IN61022P100 | COM | $100,000 | 4,588 |
| MONRO MUFFLER BRAKE INC610236101 · MNRO | COM | $489,000 | 7,239 |
| MONSANTO CO61166W101 | COM | $1.2m | 14,064 |
| MONSTER BEVERAGE CORP611740101 · MNST | COM | $223,000 | 1,650 |
| MONSTER WORLDWIDE INC611742107 | COM | $369,000 | 57,535 |
| MOODY'S CORP615369105 · MCO | COM | $353,000 | 3,594 |
| MOOG INC-CLASS A615394202 | CL A | $1.3m | 23,141 |
| MORGAN STANLEY617446448 · MS | COM NEW | $3.5m | 111,756 |
| MOSAIC CO/THE61945C103 · MOS | COM | $627,000 | 20,163 |
| MOTOROLA SOLUTIONS INC620076307 · MSI | COM NEW | $508,000 | 7,430 |
| MOVADO GROUP INC624580106 · MOV | COM | $305,000 | 11,804 |
| MUELLER INDUSTRIES INC624756102 · MLI | COM | $1.2m | 39,569 |
| MURPHY OIL CORP626717102 · MUR | COM | $316,000 | 13,078 |
| MURPHY USA INC626755102 · MUSA | COM | $2.3m | 42,018 |
| MYERS INDUSTRIES INC628464109 · MYE | COM | $342,000 | 25,510 |
| N B T BANCORP INC628778102 · NBTB | COM | $180,000 | 6,693 |
| NCR CORPORATION62886E108 · VYX | COM | $944,000 | 41,473 |
| NCI INC-A62886K104 | CL A | $19,000 | 1,434 |
| NIC INC62914B100 | COM | $142,000 | 8,228 |
| NRG ENERGY INC629377508 · NRG | COM NEW | $1.1m | 71,999 |
| NTT DOCOMO INC-SPON ADR62942M201 | SPONS ADR | $174,000 | 10,311 |
| NVR INC62944T105 · NVR | COM | $889,000 | 583 |
| NANOMETRICS INC630077105 | COM | $77,000 | 6,315 |
| NATIONAL FUEL GAS CO636180101 · NFG | COM | $324,000 | 6,485 |
| NATIONAL GRID PLC-SP ADR636274300 | SPON ADR NEW | $112,000 | 1,605 |
| NATIONAL INSTRUMENTS CORP636518102 | COM | $209,000 | 7,503 |
| NATIONAL OILWELL VARCO INC637071101 | COM | $1.7m | 44,356 |
| NATL PENN BCSHS INC637138108 | COM | $186,000 | 15,789 |
| NATIONAL PRESTO INDS INC637215104 · NPK | COM | $238,000 | 2,822 |
| NATIONAL RETAIL PROPERTIES637417106 · NNN | COM | $151,000 | 4,175 |
| COGNIZANT TECH SOLUTIONS-A192446102 · CTSH | CL A | $1.1m | 18,280 |
| COHERENT INC192479103 · COHR | COM | $413,000 | 7,556 |
| COHU INC192576106 · COHU | COM | $180,000 | 18,272 |
| COLGATE-PALMOLIVE CO194162103 · CL | COM | $1.5m | 22,888 |
| COLUMBIA BANKING SYSTEM INC197236102 · COLB | COM | $206,000 | 6,627 |
| COMFORT SYSTEMS USA INC199908104 · FIX | COM | $804,000 | 29,489 |
| COMCAST CORP-CLASS A20030N101 · CMCSA | CL A | $3.0m | 53,589 |
| COMCAST CORP-SPECIAL CL A20030N200 | CL A SPL | $3.0m | 51,982 |
| COMERICA INC200340107 | COM | $262,000 | 6,379 |
| COMMERCE BANCSHARES INC200525103 · CBSH | COM | $182,000 | 3,986 |
| COMMERCIAL METALS CO201723103 · CMC | COM | $1.1m | 80,997 |
| COMMUNICATIONS SALES & LE20341J104 | COM | $23,000 | 1,299 |
| COMMUNITY BANK SYSTEM INC203607106 · CBU | COM | $200,000 | 5,379 |
| COMMUNITY HEALTH SYSTEMS INC203668108 · CYH | COM | $2.8m | 66,077 |
| COMMVAULT SYSTEMS INC204166102 · CVLT | COM | $101,000 | 2,982 |
| CEMIG SA -SPONS ADR204409601 · CIG | SP ADR N-V PFD | $32,000 | 17,744 |
| CIA SIDERURGICA NACL-SP ADR20440W105 | SPONSORED ADR | $18,000 | 19,180 |
| CIA DE MINAS BUENAVENTUR-ADR204448104 | SPONSORED ADR | $16,000 | 2,751 |
| COMPASS MINERALS INTERNATION20451N101 · CMP | COM | $206,000 | 2,624 |
| COMSCORE INC20564W105 | COM | $179,000 | 3,883 |
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 |