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
KIMCO REALTY CORP49446R109 · KIM COM $120,000 4,927
KINDER MORGAN INC49456B101 · KMI COM $3.4m 121,754
KINDRED HEALTHCARE INC494580103 COM $2.6m 164,185
PEARSON PLC-SPONSORED ADR705015105 SPONSORED ADR $33,000 1,912
PEMBINA PIPELINE CORP706327103 · PBA COM $18,000 741
PENN VIRGINIA CORP707882106 COM $171,000 322,453
J.C. PENNEY CO INC708160106 COM $2.0m 217,946
PENN REAL ESTATE INVEST TST709102107 SH BEN INT $235,000 11,831
PEOPLE'S UNITED FINANCIAL712704105 COM $318,000 20,209
PEP BOYS-MANNY MOE & JACK713278109 COM $1.2m 96,395
PEPCO HOLDINGS INC713291102 COM $1.2m 50,575
PEPSICO INC713448108 · PEP COM $5.7m 60,579
PERFICIENT INC71375U101 COM $231,000 14,962
PERICOM SEMICONDUCTOR CORP713831105 COM $77,000 4,239
PERKINELMER INC714046109 · RVTY COM $182,000 3,955
PETMED EXPRESS INC716382106 · PETS COM $119,000 7,417
PETROCHINA CO LTD -ADR71646E100 SPONSORED ADR $1.3m 19,255
PETROLEO BRASIL-SP PREF ADR71654V101 SP ADR NON VTG $495,000 134,615
PFIZER INC717081103 · PFE COM $3.9m 124,073
PHARMERICA CORP71714F104 COM $945,000 33,192
PHILIP MORRIS INTERNATIONAL718172109 · PM COM $5.5m 68,935
PHILLIPS 66718546104 · PSX COM $9.3m 121,143
PIEDMONT NATURAL GAS CO720186105 COM $804,000 20,056
PINNACLE ENTERTAINMENT INC723456109 COM $1.1m 33,835
PINNACLE FINANCIAL PARTNERS72346Q104 COM $162,000 3,283
PINNACLE WEST CAPITAL723484101 · PNW COM $315,000 4,917
PIONEER ENERGY SERVICES CORP723664108 COM $428,000 203,870
PIONEER NATURAL RESOURCES CO723787107 COM $318,000 2,614
PIPER JAFFRAY COS724078100 COM $327,000 9,038
PITNEY BOWES INC724479100 · PBI COM $300,000 15,123
PLANTRONICS INC727493108 COM $139,000 2,724
PLEXUS CORP729132100 · PLXS COM $1.5m 37,707
PLUM CREEK TIMBER CO729251108 COM $433,000 10,968
POLARIS INDUSTRIES INC731068102 · PII COM $783,000 6,529
POLYCOM INC73172K104 COM $235,000 22,442
POLYONE CORPORATION73179P106 COM $589,000 20,063
POOL CORP73278L105 · POOL COM $1.2m 17,112
POPEYES LOUISIANA KITCHEN IN732872106 COM $131,000 2,333
POST HOLDINGS INC737446104 · POST COM $580,000 9,813
POST PROPERTIES INC737464107 COM $211,000 3,617
POTASH CORP OF SASKATCHEWAN73755L107 COM $23,000 1,125
POTLATCH CORP737630103 COM $96,000 3,333
POWELL INDUSTRIES INC739128106 · POWL COM $354,000 11,746
POWER INTEGRATIONS INC739276103 · POWI COM $188,000 4,464
PRAXAIR INC74005P104 COM $958,000 9,402
PRECISION CASTPARTS CORP740189105 COM $846,000 3,683
PRESTIGE BRANDS HOLDINGS INC74112D101 · PBH COM $322,000 7,125
T ROWE PRICE GROUP INC74144T108 · TROW COM $430,000 6,185
PRICELINE GROUP INC/THE741503403 · BKNG COM NEW $703,000 568
PRIMERICA INC74164M108 · PRI COM $237,000 5,258
PRINCIPAL FINANCIAL GROUP74251V102 · PFG COM $1.2m 24,319
PROASSURANCE CORP74267C106 COM $448,000 9,139
PROCTER & GAMBLE CO/THE742718109 · PG COM $7.0m 97,826
PRIVATEBANCORP INC742962103 COM $310,000 8,100
PROGRESS SOFTWARE CORP743312100 · PRGS COM $178,000 6,902
PROGRESSIVE CORP743315103 · PGR COM $2.1m 69,590
PROLOGIS INC74340W103 · PLD COM $218,000 5,592
PROSPERITY BANCSHARES INC743606105 · PB COM $129,000 2,620
PROVIDENCE SERVICE CORP743815102 COM $953,000 21,864
PROVIDENT FINANCIAL SERVICES74386T105 · PFS COM $159,000 8,135
PRUDENTIAL FINANCIAL INC744320102 · PRU COM $6.1m 80,680
PRUDENTIAL PLC-ADR74435K204 · PUK ADR $359,000 8,520
PUBLIC SERVICE ENTERPRISE GP744573106 · PEG COM $988,000 23,436
PUBLIC STORAGE74460D109 · PSA COM $260,000 1,230
PULTEGROUP INC745867101 · PHM COM $454,000 24,035
QLOGIC CORP747277101 COM $257,000 25,111
QUAKER CHEMICAL CORP747316107 · KWR COM $393,000 5,100
QEP RESOURCES INC74733V100 COM $520,000 41,463
QORVO INC74736K101 COM $90,000 1,993
QUALCOMM INC747525103 · QCOM COM $2.3m 42,823
KINROSS GOLD CORP496902404 COM NO PAR $16,000 9,479
KIRBY CORP497266106 · KEX COM $389,000 6,273
KIRKLAND'S INC497498105 COM $249,000 11,538
KITE REALTY GROUP TRUST49803T300 · KRG COM $188,000 7,901
KNIGHT TRANSPORTATION INC499064103 COM $547,000 22,806
KNOWLES CORP49926D109 · KN COM $207,000 11,250
KOHLS CORP500255104 · KSS COM $1.5m 32,064
KONINKLIJKE PHILIPS NVR- NY500472303 · PHG NY REG SH NEW $106,000 4,509
KOPIN CORP500600101 · KOPN COM $21,000 6,693
KOPPERS HOLDINGS INC50060P106 · KOP COM $884,000 43,809
KORN/FERRY INTERNATIONAL500643200 · KFY COM NEW $526,000 15,895
KRATON PERFORMANCE POLYMERS50077C106 COM $535,000 29,884
KROGER CO501044101 · KR COM $8.6m 238,883
KULICKE & SOFFA INDUSTRIES501242101 · KLIC COM $334,000 36,364
KYOCERA CORP -SPONS ADR501556203 ADR $57,000 1,238
L BRANDS INC501797104 COM $926,000 10,279
LHC GROUP INC50187A107 COM $410,000 9,147
LKQ CORP501889208 · LKQ COM $1.1m 40,253
LSB INDUSTRIES INC502160104 · LXU COM $270,000 17,622
LTC PROPERTIES INC502175102 · LTC COM $67,000 1,565
L-3 COMMUNICATIONS HOLDINGS502424104 COM $967,000 9,252
LA-Z-BOY INC505336107 · LZB COM $708,000 26,656
LABORATORY CRP OF AMER HLDGS50540R409 COM NEW $544,000 5,019
LACLEDE GROUP INC/THE505597104 COM $1.1m 20,792
LAM RESEARCH CORP512807108 · LRCX COM $367,000 5,623
LAMAR ADVERTISING CO-A512816109 · LAMR CL A $431,000 8,252
LANCASTER COLONY CORP513847103 · MZTI COM $183,000 1,877
LANDAUER INC51476K103 COM $85,000 2,298
LANDSTAR SYSTEM INC515098101 · LSTR COM $541,000 8,524
LANNETT CO INC516012101 COM $147,000 3,533

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.