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
CORE-MARK HOLDING CO INC218681104 COM $1.2m 18,973
CREDIT ACCEPTANCE CORP225310101 · CACC COM $27,000 138
CUBESMART229663109 · CUBE COM $24,000 891
CULP INC230215105 · CULP COM $22,000 682
CURTISS-WRIGHT CORP231561101 · CW COM $1.1m 17,805
CYNOSURE INC-A232577205 CL A $143,000 4,764
CYPRESS SEMICONDUCTOR CORP232806109 COM $161,000 18,907
CYTEC INDUSTRIES INC232820100 COM $351,000 4,748
DAKTRONICS INC234264109 · DAKT COM $331,000 38,212
DANA HOLDING CORP235825205 · DAN COM $1.0m 65,083
DARLING INGREDIENTS INC237266101 · DAR COM $1.9m 170,711
ENTERPRISE FINANCIAL SERVICE293712105 · EFSC COM $21,000 816
EPLUS INC294268107 · PLUS COM $632,000 7,988
FIDELITY SOUTHERN CORP316394105 COM $23,000 1,081
HP INC428236103 COM $4.0m 342,635
ISLE OF CAPRI CASINOS464592104 COM $29,000 1,636
KRAFT HEINZ CO/THE500754106 · KHC COM $873,000 12,371
LEMAITRE VASCULAR INC525558201 · LMAT COM $14,000 1,122
LENDINGTREE INC526057104 · LEN COM $778,000 15,162
MARTEN TRANSPORT LTD573075108 · MRTN COM $293,000 18,130
MULTI-COLOR CORP625383104 COM $33,000 437
NASDAQ INC631103108 · NDAQ COM $370,000 6,946
PATRICK INDUSTRIES INC703343103 · PATK COM $25,000 630
REX AMERICAN RESOURCES CORP761624105 · REX COM $341,000 6,746
SMITH & WESSON HOLDING CORP831756101 COM $21,000 1,252
SUFFOLK BANCORP864739107 COM $18,000 677
UNITED CONTINENTAL HOLDINGS910047109 · UAL COM $2.9m 54,763
VIAVI SOLUTIONS INC925550105 · VIAV COM $910,000 169,473
AAON INC000360206 · AAON COM PAR $0.004 $182,000 9,411
AAR CORP000361105 · AIR COM $786,000 41,443
ABB LTD-SPON ADR000375204 SPONSORED ADR $157,000 8,912
ABM INDUSTRIES INC000957100 · ABM COM $2.5m 92,546
ADT CORP/THE00101J106 COM $281,000 9,401
AFLAC INC001055102 · AFL COM $2.3m 39,119
AGCO CORP001084102 · AGCO COM $1.4m 30,537
AGL RESOURCES INC001204106 COM $1.1m 17,486
AES CORP00130H105 · AES COM $1.2m 126,167
AK STEEL HOLDING CORP001547108 COM $3.3m 1,379,336
AMC NETWORKS INC-A00164V103 · AMCX CL A $414,000 5,652
AMN HEALTHCARE SERVICES INC001744101 · AMN COM $586,000 19,542
ANI PHARMACEUTICALS INC00182C103 · ANIP COM $27,000 689
AT&T INC00206R102 · T COM $14.4m 440,980
AZZ INC002474104 · AZZ COM $396,000 8,134
AARON'S INC002535300 COM PAR $0.50 $554,000 15,355
ABAXIS INC002567105 COM $88,000 2,009
ABBOTT LABORATORIES002824100 · ABT COM $1.6m 39,875
ABBVIE INC00287Y109 · ABBV COM $1.6m 30,195
ABERCROMBIE & FITCH CO-CL A002896207 · ANF CL A $730,000 34,438
ABIOMED INC003654100 COM $122,000 1,315
ACADIA REALTY TRUST004239109 · AKR COM SH BEN INT $119,000 3,966
ACETO CORP004446100 COM $267,000 9,730
ACI WORLDWIDE INC004498101 · ACIW COM $175,000 8,300
ACORDA THERAPEUTICS INC00484M106 COM $191,000 7,202
ACTIVISION BLIZZARD INC00507V109 COM $410,000 13,262
ACTUANT CORP-A00508X203 CL A NEW $701,000 38,125
ACUITY BRANDS INC00508Y102 · AYI COM $405,000 2,306
ACXIOM CORP005125109 COM $166,000 8,397
ADOBE SYSTEMS INC00724F101 · ADBE COM $384,000 4,670
ADTRAN INC00738A106 · ADTN COM $316,000 21,658
ADVANCE AUTO PARTS INC00751Y106 · AAP COM $907,000 4,786
AECOM00766T100 · ACM COM $2.3m 84,531
AEGION CORP00770F104 COM $658,000 39,951
AEROJET ROCKETDYNE HOLDINGS007800105 COM $669,000 41,374
ADVANCED MICRO DEVICES007903107 · AMD COM $752,000 437,183
AEGON N.V.-NY REG SHR007924103 NY REGISTRY SH $195,000 33,977
ADVANCED ENERGY INDUSTRIES007973100 · AEIS COM $323,000 12,266
AEROVIRONMENT INC008073108 · AVAV COM $128,000 6,400
NORTHFIELD BANCORP INC66611T108 COM $39,000 2,538
NORTHROP GRUMMAN CORP666807102 · NOC COM $2.0m 11,989
NORTHWEST BANCSHARES INC667340103 · NWBI COM $167,000 12,847
NORTHWEST NATURAL GAS CO667655104 · NWN COM $415,000 9,063
NORTHWESTERN CORP668074305 · NWE COM NEW $686,000 12,748
NOVARTIS AG-SPONSORED ADR66987V109 SPONSORED ADR $217,000 2,360
NOVO-NORDISK A/S-SPONS ADR670100205 · NVO ADR $65,000 1,202
NOW INC67011P100 · DNOW COM $600,000 40,521
NUCOR CORP670346105 · NUE COM $1.5m 40,664
NVIDIA CORP67066G104 · NVDA COM $404,000 16,398
NUTRISYSTEM INC67069D108 COM $248,000 9,365
NUVASIVE INC670704105 COM $382,000 7,914
OGE ENERGY CORP670837103 · OGE COM $409,000 14,938
OM GROUP INC670872100 COM $518,000 15,758
O'REILLY AUTOMOTIVE INC67103H107 · ORLY COM $774,000 3,096
OFG BANCORP67103X102 · OFG COM $151,000 17,335
OSI SYSTEMS INC671044105 · OSIS COM $513,000 6,669
OCCIDENTAL PETROLEUM CORP674599105 · OXY COM $1.1m 17,258
OCEANEERING INTL INC675232102 · OII COM $585,000 14,896
OFFICE DEPOT INC676220106 COM $2.3m 362,634
OIL STATES INTERNATIONAL INC678026105 · OIS COM $250,000 9,563
OLD DOMINION FREIGHT LINE679580100 · ODFL COM $453,000 7,434
OLD NATIONAL BANCORP680033107 · ONB COM $302,000 21,663
OLD REPUBLIC INTL CORP680223104 · ORI COM $1.8m 113,629
OLIN CORP680665205 · OLN COM PAR $1 $339,000 20,174
OLYMPIC STEEL INC68162K106 COM $632,000 63,510
OMNICOM GROUP681919106 · OMC COM $1.3m 19,046
OMEGA HEALTHCARE INVESTORS681936100 · OHI COM $206,000 5,872
OMNICELL INC68213N109 · OMCL COM $231,000 7,443
ON ASSIGNMENT INC682159108 COM $1.0m 27,636
ONE GAS INC68235P108 · OGS COM $314,000 6,926
ONEOK INC682680103 · OKE COM $2.2m 68,225
ORACLE CORP68389X105 · ORCL COM $3.2m 87,527

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.