undamentalytics Newsletter

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

Copy-performance statistics: February 22, 2008 to February 26, 2016. 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.

1,703 reported entries for September 30, 2015.

IssuerClass / typeReported valueQuantity
TRINITY INDUSTRIES INC896522109 · TRN COM $966,000 42,605
TRISTATE CAPITAL HLDGS INC89678F100 COM $16,000 1,310
TRIUMPH GROUP INC896818101 COM $583,000 13,846
TRIPADVISOR INC896945201 · TRIP COM $108,000 1,719
TRUEBLUE INC89785X101 · TBI COM $1.2m 55,158
TRUSTCO BANK CORP NY898349105 COM $84,000 14,453
TRUSTMARK CORP898402102 · TRMK COM $96,000 4,138
TUCOWS INC-CLASS A898697206 · TCX COM NEW $19,000 806
TUESDAY MORNING CORP899035505 COM NEW $364,000 67,237
TUPPERWARE BRANDS CORP899896104 COM $762,000 15,397
TWENTY-FIRST CENTURY FOX - B90130A200 CL B $1.4m 51,803
TWENTY-FIRST CENTURY FOX-A90130A101 CL A $1.4m 52,240
II-VI INC902104108 COM $376,000 23,406
TYLER TECHNOLOGIES INC902252105 · TYL COM $137,000 918
TYSON FOODS INC-CL A902494103 · TSN CL A $3.4m 79,222
UDR INC902653104 · UDR COM $156,000 4,527
UGI CORP902681105 · UGI COM $1.3m 37,748
UIL HOLDINGS CORP902748102 COM $925,000 18,393
UMB FINANCIAL CORP902788108 · UMBF COM $453,000 8,925
US BANCORP902973304 · USB COM NEW $1.9m 46,003
USANA HEALTH SCIENCES INC90328M107 · USNA COM $29,000 214
US SILICA HOLDINGS INC90346E103 COM $360,000 25,572
ULTIMATE SOFTWARE GROUP INC90385D107 COM $108,000 605
ULTRAPAR PARTICPAC-SPON ADR90400P101 · UGP SP ADR REP COM $109,000 6,536
ULTRATECH INC904034105 COM $89,000 5,529
UMPQUA HOLDINGS CORP904214103 COM $187,000 11,464
UNDER ARMOUR INC-CLASS A904311107 · UAA CL A $287,000 2,962
UNIFI INC904677200 · UFI COM NEW $388,000 13,017
UNIFIRST CORP/MA904708104 · UNF COM $752,000 7,036
CBS CORP-CLASS B NON VOTING124857202 CL B $1.1m 26,909
CBOE HOLDINGS INC12503M108 · CBOE COM $108,000 1,611
CBRE GROUP INC - A12504L109 · CBRE CL A $977,000 30,528
CDI CORP125071100 COM $556,000 65,025
CDK GLOBAL INC12508E101 COM $328,000 6,862
CEB INC125134106 COM $156,000 2,278
CF INDUSTRIES HOLDINGS INC125269100 · CF COM $308,000 6,869
C.H. ROBINSON WORLDWIDE INC12541W209 · CHRW COM NEW $1.1m 16,745
CIGNA CORP125509109 · CI COM $3.5m 25,901
CLECO CORPORATION12561W105 COM $220,000 4,134
CME GROUP INC12572Q105 · CME COM $829,000 8,936
CMS ENERGY CORP125896100 · CMS COM $611,000 17,286
CNOOC LTD-SPON ADR126132109 SPONSORED ADR $147,000 1,427
CPFL ENERGIA SA-ADR126153105 SPONSORED ADR $29,000 3,829
CNO FINANCIAL GROUP INC12621E103 · CNO COM $702,000 37,321
CRH PLC-SPONSORED ADR12626K203 ADR $91,000 3,439
CSG SYSTEMS INTL INC126349109 COM $409,000 13,280
CSX CORP126408103 · CSX COM $996,000 37,026
CST BRANDS INC12646R105 COM $1.8m 52,948
CTS CORP126501105 · CTS COM $214,000 11,557
CVS HEALTH CORP126650100 · CVS COM $11.8m 122,312
CA INC12673P105 COM $362,000 13,244
CABELA'S INC126804301 COM $635,000 13,931
CABLE ONE INC12685J105 · CABO COM $156,000 373
CABLEVISION SYSTEMS-NY GRP-A12686C109 CL A NY CABLVS $654,000 20,141
CABOT CORP127055101 · CBT COM $549,000 17,393
CABOT OIL & GAS CORP127097103 COM $135,000 6,189
CABOT MICROELECTRONICS CORP12709P103 COM $212,000 5,484
CACI INTERNATIONAL INC -CL A127190304 · CACI CL A $1.8m 23,855
CADENCE DESIGN SYS INC127387108 · CDNS COM $283,000 13,661
CAL-MAINE FOODS INC128030202 · CALM COM NEW $777,000 14,228
CALAMOS ASSET MANAGEMENT-A12811R104 CL A $125,000 13,226
CALAMP CORP128126109 COM $125,000 7,796
CALAVO GROWERS INC128246105 COM $444,000 9,945
CALGON CARBON CORP129603106 COM $292,000 18,766
CALIFORNIA RESOURCES CORP13057Q107 COM $464,000 178,490
CAMBREX CORP132011107 COM $200,000 5,035
CAMDEN PROPERTY TRUST133131102 · CPT SH BEN INT $157,000 2,118
CAMECO CORP13321L108 · CCJ COM $8,000 697
CAMERON INTERNATIONAL CORP13342B105 COM $806,000 13,145
CAMPBELL SOUP CO134429109 · CPB COM $715,000 14,113
CAN IMPERIAL BK OF COMMERCE136069101 · CM COM $48,000 665
CANADIAN NATL RAILWAY CO136375102 COM $46,000 817
CANADIAN NATURAL RESOURCES136385101 · CNQ COM $56,000 2,901
CANADIAN PACIFIC RAILWAY LTD13645T100 COM $25,000 173
CANON INC-SPONS ADR138006309 SPONSORED ADR $132,000 4,556
CANTEL MEDICAL CORP138098108 COM $301,000 5,317
CAPELLA EDUCATION CO139594105 COM $229,000 4,629
CAPITAL ONE FINANCIAL CORP14040H105 · COF COM $1.9m 25,851
CAPSTEAD MORTGAGE CORP14067E506 COM NO PAR $71,000 7,130
CARBO CERAMICS INC140781105 COM $228,000 11,984
CARDINAL FINANCIAL CORP14149F109 COM $85,000 3,697
CARDINAL HEALTH INC14149Y108 · CAH COM $7.2m 94,286
CARDTRONICS INC14161H108 COM $588,000 17,986
CAREER EDUCATION CORP141665109 COM $327,000 86,849
CARETRUST REIT INC14174T107 · CTRE COM $35,000 3,119
CARLISLE COS INC142339100 · CSL COM $530,000 6,071
CARMAX INC143130102 · KMX COM $1.1m 18,797
CARNIVAL CORP143658300 PAIRED CTF $1.3m 25,910
CARNIVAL PLC-ADR14365C103 ADR $67,000 1,296
CARPENTER TECHNOLOGY144285103 · CRS COM $347,000 11,670
CARRIZO OIL & GAS INC144577103 COM $296,000 9,696
CARTER'S INC146229109 · CRI COM $479,000 5,287
CASEY'S GENERAL STORES INC147528103 · CASY COM $1.2m 11,943
CASH AMERICA INTL INC14754D100 COM $693,000 24,792
CATERPILLAR INC149123101 · CAT COM $4.0m 60,577
CATHAY GENERAL BANCORP149150104 · CATY COM $64,000 2,151
CATO CORP-CLASS A149205106 · CATO CL A $519,000 15,254
UNILEVER PLC-SPONSORED ADR904767704 SPON ADR NEW $134,000 3,278
UNILEVER N V -NY SHARES904784709 N Y SHS NEW $134,000 3,329
UNION PACIFIC CORP907818108 · UNP COM $2.0m 22,697

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

$5.0k$10.0k 200820092010201120122013201420152016 $17.0k$16.4k
CopyS&P 500 $10,000 copying Vtl Associates, LLC's usable filed holdings in companies we cover from February 22, 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 −49.8% (S&P 500 −50.8%); beta 0.81; alpha +1.0% a year (t = 0.26); last 12 months −7.2% against −5.7%.

Reported value by quarter

Vtl Associates, LLC: 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 $500M $1B $1.5B $2B Reported value, 2006-12-31: $780.8M Reported value, 2008-03-31: $890.2M Reported value, 2008-06-30: $458.9M Reported value, 2008-09-30: $423.5M Reported value, 2011-09-30: $678.8M Reported value, 2011-12-31: $745.5M Reported value, 2012-03-31: $829.3M Reported value, 2012-06-30: $751.2M Reported value, 2013-03-31: $919.9M Reported value, 2013-06-30: $963.3M Reported value, 2013-09-30: $1B Reported value, 2013-12-31: $1.2B Reported value, 2014-03-31: $1.3B Reported value, 2014-06-30: $1.4B Reported value, 2014-09-30: $1.4B Reported value, 2014-12-31: $1.6B Reported value, 2015-03-31: $1.7B Reported value, 2015-06-30: $1.7B Reported value, 2015-09-30: $1.6B 2006-12-31 2011-09-30 2013-03-31 2014-03-31 2015-09-30 $1.6B
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

Covered holdings as of September 30, 2015.

CompanyShare of portfolioValueSharesChange in shares
WMTWalmart2.67%$41.4m638.2K+6.4% Added
AAPLApple Inc.1.11%$17.2m156.1K+5.7% Added
CVXChevron Corporation1.08%$16.8m212.5K+33.6% Added
TAT&T0.93%$14.4m441.0K−0.7% Reduced
VZVerizon0.86%$13.3m304.9K−4.1% Reduced
GMGeneral Motors0.81%$12.6m421.1K+7.4% Added
MCKMcKesson0.79%$12.3m66.3K+13.8% Added
CVSCVS Health0.76%$11.8m122.3K−2.4% Reduced
FFord Motor Company0.74%$11.5m846.8K−1.8% Reduced
UNHUnitedHealth Group0.74%$11.4m98.4K−7.9% Reduced
COSTCostco0.65%$10.0m69.3K−7.6% Reduced
CORCencora0.64%$9.8m103.7K+2.0% Added
PSXPhillips 660.60%$9.3m121.1K−18.6% Reduced
JPMJPMorgan Chase0.60%$9.3m151.7K−2.4% Reduced
VLOValero Energy0.59%$9.1m151.1K−16.5% Reduced
KRKroger0.56%$8.6m238.9K+78.3% Added
WFCWells Fargo0.55%$8.5m165.3K−1.4% Reduced
BACBank of America0.53%$8.2m524.6K−2.7% Reduced
AMZNAmazon0.52%$8.1m15.8K−18.7% Reduced
MSFTMicrosoft Corporation0.52%$8.0m181.5K+0.5%
BABoeing0.50%$7.8m59.5K+1.6% Added
SNXTD Synnex Corp0.48%$7.4m86.8K−10.9% Reduced
METMetLife0.48%$7.4m156.4K+2.4% Added
IBMIBM0.47%$7.3m50.3K+4.4% Added
CAHCardinal Health0.47%$7.2m94.3K+2.0% Added
CCitigroup0.46%$7.1m142.4K0.0%
PGProcter & Gamble0.45%$7.0m97.8K+6.0% Added
HDThe Home Depot0.44%$6.8m59.2K−9.3% Reduced
COPConocoPhillips0.43%$6.8m140.7K+104.7% Added
MPCMarathon Petroleum0.42%$6.5m141.3K−6.1% Reduced
AIGAmerican International Group0.42%$6.5m113.7K−3.8% Reduced
TGTTarget Corporation0.41%$6.4m81.3K−0.2%
WKCWorld Kinect Corp0.40%$6.2m174.4K+14.0% Added
ELVElevance Health0.40%$6.2m44.2K−1.7% Reduced
PRUPrudential Financial0.40%$6.1m80.7K+3.1% Added
JNJJohnson & Johnson0.39%$6.1m65.0K−3.8% Reduced
ADMArcher Daniels Midland0.39%$6.0m144.8K+3.7% Added
PEPPepsiCo0.37%$5.7m60.6K−5.5% Reduced
GOOGLAlphabet Inc. (Class A)0.37%$5.7m9.2K−20.0% Reduced
GPIGroup 1 Automotive Inc0.37%$5.7m66.9K+3.1% Added
PMPhilip Morris International0.35%$5.5m68.9K−6.5% Reduced
DUKDuke Energy0.35%$5.4m74.6K+0.4%
UPSUnited Parcel Service0.32%$4.9m49.5K−6.6% Reduced
SAHSonic Automotive Inc0.31%$4.8m235.3K+5.8% Added
INTCIntel0.31%$4.8m158.7K−0.2%
AVTAvnet Inc0.31%$4.8m112.0K−7.1% Reduced
KOThe Coca-Cola Company0.30%$4.7m114.7K−5.0% Reduced
LOWLowe's0.30%$4.6m67.1K−4.6% Reduced
SOSouthern Company0.29%$4.5m100.8K−12.9% Reduced
MOAltria0.29%$4.5m82.1K−19.9% Reduced
DISThe Walt Disney Company0.28%$4.3m41.9K+3.0% Added
HUMHumana0.27%$4.2m23.7K+2.1% Added
CSCOCisco0.27%$4.2m158.2K+6.2% Added
SYYSysco0.26%$4.1m104.1K−10.2% Reduced
CATCaterpillar Inc.0.26%$4.0m60.6K+5.7% Added
PFEPfizer0.25%$3.9m124.1K−5.7% Reduced
LMTLockheed Martin0.25%$3.9m18.6K−13.4% Reduced
ARWArrow Electronics, Inc.0.25%$3.8m69.6K−2.5% Reduced
FDXFedEx0.24%$3.7m26.0K+8.9% Added
ALLAllstate0.24%$3.7m64.0K+5.9% Added
SANMSanmina Corp0.24%$3.7m172.7K−0.1%
LADLithia Motors Inc0.23%$3.6m33.3K+5.5% Added
SLBSchlumberger0.23%$3.6m51.8K+5.6% Added
MSMorgan Stanley0.23%$3.5m111.8K+8.6% Added
GSGoldman Sachs0.23%$3.5m20.2K+4.4% Added
CICigna0.23%$3.5m25.9K+22.9% Added
JCIJohnson Controls0.22%$3.4m82.9K+14.9% Added
TSNTyson Foods0.22%$3.4m79.2K−7.8% Reduced
LYBLyondellBasell0.22%$3.4m40.5K+8.2% Added
KMIKinder Morgan0.22%$3.4m121.8K+11.2% Added
EMEEmcor0.22%$3.4m75.8K−3.7% Reduced
DALDelta Air Lines0.22%$3.3m74.5K−18.1% Reduced
AALAmerican Airlines Group Inc.0.21%$3.3m84.2K−13.6% Reduced
JBLJabil0.21%$3.3m145.9K+19.9% Added
AXPAmerican Express0.21%$3.3m43.9K−4.7% Reduced
EDConsolidated Edison0.21%$3.2m48.4K−19.0% Reduced
NKENike, Inc.0.21%$3.2m26.2K+4.9% Added
MANManpowergroup Inc.0.21%$3.2m39.3K−7.4% Reduced
MRKMerck & Co.0.20%$3.2m64.2K−1.3% Reduced
ORCLOracle Corporation0.20%$3.2m87.5K+7.9% Added
BNEDBarnes & Noble Education, Inc.0.20%$3.1m257.2K+86.0% Added
CNCCentene Corporation0.20%$3.0m56.2K+32.9% Added
CMCSAComcast0.20%$3.0m53.6K−49.2% Reduced
PPLPPL Corporation0.20%$3.0m91.8K−13.4% Reduced
HCAHCA Healthcare0.19%$3.0m38.2K−7.6% Reduced
NSITInsight Enterprises Inc0.19%$3.0m114.2K+19.1% Added
ETREntergy0.19%$2.9m45.3K−3.7% Reduced
BBYBest Buy0.19%$2.9m78.8K−18.6% Reduced
KELYAKelly Services Inc0.19%$2.9m206.1K−3.5% Reduced
UALUnited Airlines Holdings0.19%$2.9m54.8KNew
CYHCommunity Health Systems Inc0.18%$2.8m66.1K+2.7% Added
TRVThe Travelers Companies0.18%$2.8m28.3K−8.8% Reduced
MDLZMondelez International0.17%$2.7m64.8K−13.4% Reduced
GDGeneral Dynamics0.17%$2.6m19.1K−3.2% Reduced
ACNAccenture0.17%$2.6m26.8K−6.8% Reduced
MMM3M0.17%$2.6m18.5K+1.5% Added
DEDeere & Company0.17%$2.6m34.6K+0.6% Added
ABMABM Industries Inc0.16%$2.5m92.5K+3.0% Added
HALHalliburton0.16%$2.5m70.3K+6.8% Added
EXCExelon0.16%$2.5m82.6K+6.3% Added
TJXTJX Companies0.16%$2.4m34.0K−11.0% Reduced
ANDEAndersons, Inc.0.15%$2.3m68.8K+10.8% Added
ACMAecom0.15%$2.3m84.5K+44.6% Added
MUSAMurphy USA Inc.0.15%$2.3m42.0K−6.9% Reduced
QCOMQualcomm0.15%$2.3m42.8K+16.2% Added
AFLAflac0.15%$2.3m39.1K−4.4% Reduced
MCDMcDonald's0.14%$2.2m22.6K−11.6% Reduced
HIGThe Hartford0.14%$2.2m48.6K−4.4% Reduced
GILDGilead Sciences0.14%$2.2m22.5K−1.5% Reduced
OKEOneok0.14%$2.2m68.2K+178.2% Added
MMacy's, Inc.0.14%$2.2m42.1K+16.2% Added
PGRProgressive Corporation0.14%$2.1m69.6K−13.3% Reduced
AAAlcoa Corp0.13%$2.1m215.3K+15.5% Added
UNPUnion Pacific Corporation0.13%$2.0m22.7K+5.3% Added
NOCNorthrop Grumman0.13%$2.0m12.0K−10.8% Reduced
CNPCenterPoint Energy0.13%$2.0m109.5K−8.2% Reduced
EMREmerson Electric0.13%$2.0m44.6K+16.3% Added
DARDarling Ingredients Inc.0.12%$1.9m170.7K+17.0% Added
USBU.S. Bancorp0.12%$1.9m46.0K−3.2% Reduced
COFCapital One0.12%$1.9m25.9K+4.7% Added
NJRNEW Jersey Resources Corp0.12%$1.8m61.5K−20.2% Reduced
IPInternational Paper0.12%$1.8m48.3K+21.6% Added
RGAReinsurance Group Of America Inc0.12%$1.8m20.1K−3.1% Reduced
HUBGHub Group, Inc.0.12%$1.8m49.6K+2.8% Added
BKRBaker Hughes0.12%$1.8m34.3K+0.4%
ORIOLD Republic International Corp0.12%$1.8m113.6K−9.6% Reduced
CACICACI International Inc0.11%$1.8m23.9K−0.3%
MOHMolina Healthcare, Inc.0.11%$1.8m25.6K+59.7% Added
ETNEaton Corporation0.11%$1.7m33.8K+17.1% Added
KMBKimberly-Clark0.11%$1.7m15.8K−7.5% Reduced
RSReliance, Inc.0.11%$1.7m31.6K+3.2% Added
BCOBrinks Co0.11%$1.7m63.1K+0.2%
ANAutonation, Inc.0.11%$1.7m29.2K+2.7% Added
LLYLilly (Eli)0.11%$1.7m20.3K−6.0% Reduced
SKYWSkywest Inc0.11%$1.7m100.6K−23.5% Reduced
DHRDanaher Corporation0.11%$1.7m19.5K−9.4% Reduced
RIGTransocean Ltd.0.11%$1.7m128.7K−6.5% Reduced
BNYBNY Mellon0.11%$1.7m42.3K−0.9% Reduced
ABBVAbbVie0.11%$1.6m30.2K+10.5% Added
FLRFluor Corp0.11%$1.6m38.6K+13.2% Added
SCSCScansource, Inc.0.10%$1.6m45.5K+3.2% Added
AMGNAmgen0.10%$1.6m11.7K−1.8% Reduced
ABTAbbott Laboratories0.10%$1.6m39.9K+8.1% Added
PCGPG&E Corporation0.10%$1.6m30.4K−0.4%
DGDollar General0.10%$1.6m22.1K+5.8% Added
BCCBoise Cascade Co0.10%$1.6m63.1K+13.0% Added
LUVSouthwest Airlines0.10%$1.6m41.7K−18.3% Reduced
GPREGreen Plains Inc.0.10%$1.6m81.3K+35.7% Added
WMBWilliams Companies0.10%$1.6m42.8K−0.5% Reduced
ACHAccendra Health Inc0.10%$1.6m49.3K−5.3% Reduced
CompanyBought (value)Shares
CVXChevron Corporation$4.2m53.4K
KRKroger$3.8m104.9K
COPConocoPhillips$3.5m72.0K
UALUnited Airlines Holdings$2.9m54.8K
WMTWalmart$2.5m38.2K
MCKMcKesson$1.5m8.0K
BNEDBarnes & Noble Education, Inc.$1.4m118.9K
CCChemours Co$1.4m222.4K
OKEOneok$1.4m43.7K
WELLWelltower$970,00014.3K
AAPLApple Inc.$931,4768.4K
VIAVViavi Solutions Inc.$910,000169.5K
KHCKraft Heinz$873,00012.4K
GMGeneral Motors$872,26029.1K
WKCWorld Kinect Corp$766,24321.4K

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

CompanySold (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

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

CompanyValue last quarterShares
STESteris$310,0004.8K
CRKComstock Resources Inc$243,00073.1K
ULTAUlta Beauty$50,000326
NTESNetease, Inc.$40,000276
ICLRIcon PLC$36,000542
NICENice Ltd.$32,000501
IBPInstalled Building Products, Inc.$30,0001.2K
MMIMarcus & Millichap, Inc.$29,000628
HRTGHeritage Insurance Holdings, Inc.$29,0001.2K
SBCFSeacoast Banking Corp Of Florida$28,0001.8K
SFBSServisfirst Bancshares, Inc.$27,000718
SIMOSilicon Motion Technology Corp$27,000773
CSVCarriage Services Inc$27,0001.1K
PAYCPaycom Software, Inc.$24,000706
TACTransalta Corp$10,0001.2K
  • Industrials14.6%
  • Consumer Discretionary13.7%
  • Financials13.2%
  • Consumer Staples13.0%
  • Health Care11.6%
  • Technology11.1%
  • Energy7.4%
  • Utilities4.9%
  • Communication Services4.8%
  • Materials4.4%
  • Real Estate1.4%

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

PeriodCopy, a yearS&P 500SharpeS&P 500Biggest dropBeta
Whole backtestFebruary 22, 2008 to February 26, 2016+6.3%+6.9%0.400.42−49.8%0.81
2010 to 2017January 8, 2010 to February 26, 2016+7.7%+11.3%0.810.78−13.7%0.38
Last three yearsMarch 1, 2013 to February 26, 2016+9.3%+10.9%0.770.89−13.7%0.94
Last yearFebruary 27, 2015 to February 26, 2016−7.0%−5.5%−0.40−0.31−13.7%1.01

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.