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 |
|---|---|---|---|
| ORANGE-SPON ADR684060106 | SPONSORED ADR | $207,000 | 13,688 |
| ORBITAL ATK INC68557N103 | COM | $697,000 | 9,692 |
| ORION MARINE GROUP INC68628V308 · ORN | COM | $179,000 | 29,979 |
| ORIX - SPONSORED ADR686330101 | SPONSORED ADR | $71,000 | 1,093 |
| ORITANI FINANCIAL CORP68633D103 | COM | $55,000 | 3,529 |
| OSHKOSH CORP688239201 · OSK | COM | $1.0m | 28,885 |
| OUTERWALL INC690070107 | COM | $1.1m | 20,076 |
| OWENS & MINOR INC690732102 · ACH | COM | $1.6m | 49,288 |
| OWENS-ILLINOIS INC690768403 | COM NEW | $521,000 | 25,159 |
| OXFORD INDUSTRIES INC691497309 · OXM | COM | $455,000 | 6,153 |
| PDC ENERGY INC69327R101 | COM | $207,000 | 3,900 |
| P G & E CORP69331C108 · PCG | COM | $1.6m | 30,376 |
| PGT INC69336V101 | COM | $172,000 | 14,018 |
| PNC FINANCIAL SERVICES GROUP693475105 · PNC | COM | $1.6m | 17,510 |
| POSCO- SPON ADR693483109 | SPONSORED ADR | $225,000 | 6,438 |
| PNM RESOURCES INC69349H107 · TXNM | COM | $278,000 | 9,913 |
| PPG INDUSTRIES INC693506107 · PPG | COM | $1.2m | 13,977 |
| PPL CORP69351T106 · PPL | COM | $3.0m | 91,753 |
| PRA GROUP INC69354N106 · PRAA | COM | $509,000 | 9,627 |
| PS BUSINESS PARKS INC/CA69360J107 | COM | $214,000 | 2,691 |
| PVH CORP693656100 · PVH | COM | $632,000 | 6,201 |
| PTC INC69370C100 · PTC | COM | $226,000 | 7,125 |
| PACCAR INC693718108 · PCAR | COM | $1.5m | 29,297 |
| PACIFIC PREMIER BANCORP INC69478X105 | COM | $19,000 | 958 |
| PACKAGING CORP OF AMERICA695156109 · PKG | COM | $927,000 | 15,403 |
| PACWEST BANCORP695263103 | COM | $260,000 | 6,082 |
| PANERA BREAD COMPANY-CLASS A69840W108 | CL A | $483,000 | 2,499 |
| PAPA JOHN'S INTL INC698813102 · PZZA | COM | $880,000 | 12,850 |
| PAREXEL INTERNATIONAL CORP699462107 | COM | $325,000 | 5,246 |
| PARK ELECTROCHEMICAL CORP700416209 | COM | $93,000 | 5,278 |
| PARKER HANNIFIN CORP701094104 · PH | COM | $1.0m | 10,497 |
| PARKWAY PROPERTIES INC70159Q104 | COM | $264,000 | 16,992 |
| PATTERSON COS INC703395103 | COM | $349,000 | 8,064 |
| PATTERSON-UTI ENERGY INC703481101 · PTEN | COM | $466,000 | 35,431 |
| PAYCHEX INC704326107 · PAYX | COM | $233,000 | 4,885 |
| PAYPAL HOLDINGS INC70450Y103 · PYPL | COM | $711,000 | 22,895 |
| AETNA INC00817Y108 | COM | $5.2m | 47,802 |
| AFFILIATED MANAGERS GROUP008252108 · AMG | COM | $262,000 | 1,530 |
| AFFYMETRIX INC00826T108 | COM | $171,000 | 20,024 |
| INTER PARFUMS INC458334109 · IPAR | COM | $252,000 | 10,154 |
| INTERACTIVE BROKERS GRO-CL A45841N107 · IBKR | COM | $700,000 | 17,727 |
| INTERACTIVE INTELLIGENCE GRO45841V109 | COM | $174,000 | 5,873 |
| INTERCONTINENTAL HOTELS-ADR45857P509 | SPON ADR NEW 12 | $8,000 | 217 |
| INTERFACE INC458665304 · TILE | COM | $523,000 | 23,306 |
| INTERCONTINENTAL EXCHANGE IN45866F104 · ICE | COM | $339,000 | 1,443 |
| INTERDIGITAL INC45867G101 · IDCC | COM | $73,000 | 1,435 |
| INTERNATIONAL BANCSHARES CRP459044103 | COM | $81,000 | 3,248 |
| INTL BUSINESS MACHINES CORP459200101 · IBM | COM | $7.3m | 50,339 |
| INTL FLAVORS & FRAGRANCES459506101 · IFF | COM | $255,000 | 2,472 |
| INTERNATIONAL PAPER CO460146103 · IP | COM | $1.8m | 48,339 |
| INTL SPEEDWAY CORP-CL A460335201 | CL A | $105,000 | 3,325 |
| INTERPUBLIC GROUP OF COS INC460690100 | COM | $625,000 | 32,684 |
| INTERSIL CORP-A46069S109 | CL A | $101,000 | 8,611 |
| INTERVAL LEISURE GROUP46113M108 | COM | $337,000 | 18,333 |
| INTUIT INC461202103 · INTU | COM | $368,000 | 4,149 |
| INVACARE CORP461203101 | COM | $609,000 | 42,121 |
| INTUITIVE SURGICAL INC46120E602 · ISRG | COM NEW | $173,000 | 376 |
| INTREPID POTASH INC46121Y102 · IPI | COM | $143,000 | 25,812 |
| INVESTMENT TECHNOLOGY GROUP46145F105 | COM | $324,000 | 24,308 |
| ION GEOPHYSICAL CORP462044108 | COM | $134,000 | 342,867 |
| IRIDIUM COMMUNICATIONS INC46269C102 · IRDM | COM | $197,000 | 32,029 |
| IROBOT CORP462726100 | COM | $295,000 | 10,120 |
| IRON MOUNTAIN INC46284V101 · IRM | COM | $859,000 | 27,691 |
| ITAU UNIBANCO H-SPON PRF ADR465562106 | SPON ADR REP PFD | $110,000 | 16,544 |
| ITRON INC465741106 · ITRI | COM | $1.1m | 34,740 |
| J & J SNACK FOODS CORP466032109 · JJSF | COM | $503,000 | 4,423 |
| JPMORGAN CHASE & CO46625H100 · JPM | COM | $9.3m | 151,711 |
| JABIL CIRCUIT INC466313103 · JBL | COM | $3.3m | 145,870 |
| JACK IN THE BOX INC466367109 · JACK | COM | $284,000 | 3,689 |
| JACOBS ENGINEERING GROUP INC469814107 | COM | $1.0m | 27,314 |
| JAMES HARDIE IND PLC-SP ADR47030M106 | COM | $6,000 | 535 |
| JANUS CAPITAL GROUP INC47102X105 | COM | $164,000 | 12,072 |
| JARDEN CORP471109108 | COM | $1.4m | 27,726 |
| JETBLUE AIRWAYS CORP477143101 · JBLU | COM | $1.1m | 40,761 |
| JOHN BEAN TECHNOLOGIES CORP477839104 · JBTM | COM | $558,000 | 14,599 |
| JOHNSON & JOHNSON478160104 · JNJ | COM | $6.1m | 65,000 |
| JOHNSON CONTROLS INC478366107 · JCI | COM | $3.4m | 82,905 |
| JONES LANG LASALLE INC48020Q107 · JLL | COM | $960,000 | 6,674 |
| JOY GLOBAL INC481165108 | COM | $247,000 | 16,527 |
| J2 GLOBAL INC48123V102 · ZD | COM | $361,000 | 5,096 |
| JUNIPER NETWORKS INC48203R104 | COM | $384,000 | 14,948 |
| KB FINANCIAL GROUP INC-ADR48241A105 | SPONSORED ADR | $25,000 | 864 |
| KBR INC48242W106 · KBR | COM | $991,000 | 59,458 |
| KLA-TENCOR CORP482480100 · KLAC | COM | $234,000 | 4,688 |
| KLX INC482539103 | COM | $304,000 | 8,506 |
| KAISER ALUMINUM CORP483007704 · KALU | COM PAR $0.01 | $744,000 | 9,277 |
| KAMAN CORP483548103 | COM | $930,000 | 25,935 |
| KANSAS CITY SOUTHERN485170302 | COM NEW | $206,000 | 2,270 |
| KAPSTONE PAPER AND PACKAGING48562P103 | COM | $1.1m | 65,825 |
| KATE SPADE & CO485865109 | COM | $197,000 | 10,311 |
| KB HOME48666K109 · KBH | COM | $414,000 | 30,548 |
| KELLOGG CO487836108 | COM | $1.2m | 17,984 |
| KELLY SERVICES INC -A488152208 · KELYA | CL B | $2.9m | 206,119 |
| KEMPER CORP488401100 · KMPR | COM | $376,000 | 10,626 |
| KENNAMETAL INC489170100 · KMT | COM | $456,000 | 18,324 |
| KEURIG GREEN MOUNTAIN INC49271M100 | COM | $369,000 | 7,086 |
| KEYCORP493267108 · KEY | COM | $402,000 | 30,891 |
| KEYSIGHT TECHNOLOGIES IN49338L103 · KEYS | COM | $485,000 | 15,725 |
| KILROY REALTY CORP49427F108 · KRC | COM | $93,000 | 1,420 |
| KIMBERLY-CLARK CORP494368103 · KMB | COM | $1.7m | 15,845 |
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 |