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 |
|---|---|---|---|
| LASALLE HOTEL PROPERTIES517942108 | COM SH BEN INT | $354,000 | 12,455 |
| LATAM AIRLINES GROUP-SP ADR51817R106 | SPONSORED ADR | $44,000 | 9,083 |
| ESTEE LAUDER COMPANIES-CL A518439104 · EL | CL A | $974,000 | 12,072 |
| LEGGETT & PLATT INC524660107 | COM | $313,000 | 7,587 |
| LEGACYTEXAS FINANCIAL GROUP52471Y106 | COM | $114,000 | 3,733 |
| LEGG MASON INC524901105 | COM | $288,000 | 6,914 |
| LEIDOS HOLDINGS INC525327102 · LDOS | COM | $888,000 | 21,498 |
| LENNOX INTERNATIONAL INC526107107 · LII | COM | $546,000 | 4,819 |
| LEUCADIA NATIONAL CORP527288104 | COM | $1.3m | 64,421 |
| LEVEL 3 COMMUNICATIONS INC52729N308 | COM NEW | $624,000 | 14,284 |
| LEXINGTON REALTY TRUST529043101 | COM | $232,000 | 28,696 |
| LEXMARK INTERNATIONAL INC-A529771107 | CL A | $640,000 | 22,077 |
| LIBERTY PROPERTY TRUST531172104 | SH BEN INT | $269,000 | 8,536 |
| LIFEPOINT HEALTH INC53219L109 | COM | $777,000 | 10,959 |
| LIGAND PHARMACEUTICALS53220K504 · LGND | COM NEW | $51,000 | 590 |
| ELI LILLY & CO532457108 · LLY | COM | $1.7m | 20,265 |
| LINCOLN ELECTRIC HOLDINGS533900106 · LECO | COM | $431,000 | 8,216 |
| LINCOLN NATIONAL CORP534187109 · LNC | COM | $1.4m | 28,994 |
| LINDSAY CORP535555106 · LNN | COM | $288,000 | 4,248 |
| LINEAR TECHNOLOGY CORP535678106 | COM | $121,000 | 3,002 |
| LIQUIDITY SERVICES INC53635B107 · LQDT | COM | $253,000 | 34,274 |
| LITHIA MOTORS INC-CL A536797103 · LAD | CL A | $3.6m | 33,296 |
| LITTELFUSE INC537008104 · LFUS | COM | $453,000 | 4,975 |
| LIVE NATION ENTERTAINMENT IN538034109 · LYV | COM | $1.2m | 48,034 |
| LIVEPERSON INC538146101 | COM | $116,000 | 15,329 |
| LLOYDS BANKING GROUP PLC-ADR539439109 | SPONSORED ADR | $110,000 | 23,927 |
| LOCKHEED MARTIN CORP539830109 · LMT | COM | $3.9m | 18,616 |
| LOEWS CORP540424108 · L | COM | $1.5m | 40,598 |
| LOGMEIN INC54142L109 | COM | $141,000 | 2,072 |
| LOUISIANA-PACIFIC CORP546347105 · LPX | COM | $288,000 | 20,192 |
| LOWE'S COS INC548661107 · LOW | COM | $4.6m | 67,137 |
| LUMBER LIQUIDATORS HOLDINGS55003T107 | COM | $469,000 | 35,663 |
| LUMENTUM HOLDINGS INC55024U109 · LITE | COM | $436,000 | 25,748 |
| LUMINEX CORP55027E102 | COM | $112,000 | 6,602 |
| LUMOS NETWORKS CORP550283105 | COM | $109,000 | 8,971 |
| LUXOTTICA GROUP SPA-SPON ADR55068R202 | SPONSORED ADR | $44,000 | 636 |
| QUALITY SYSTEMS INC747582104 | COM | $231,000 | 18,537 |
| QUANEX BUILDING PRODUCTS747619104 · NX | COM | $297,000 | 16,364 |
| QUANTA SERVICES INC74762E102 · PWR | COM | $669,000 | 27,640 |
| QUEST DIAGNOSTICS INC74834L100 · DGX | COM | $594,000 | 9,664 |
| QUESTAR CORP748356102 | COM | $209,000 | 10,759 |
| QUINSTREET INC74874Q100 · QNST | COM | $137,000 | 24,636 |
| RLI CORP749607107 · RLI | COM | $412,000 | 7,704 |
| RPM INTERNATIONAL INC749685103 · RPM | COM | $734,000 | 17,534 |
| RACKSPACE HOSTING INC750086100 | COM | $266,000 | 10,777 |
| RALPH LAUREN CORP751212101 · RL | CL A | $700,000 | 5,926 |
| RANDGOLD RESOURCES LTD-ADR752344309 | ADR | $5,000 | 79 |
| RANGE RESOURCES CORP75281A109 · RRC | COM | $117,000 | 3,629 |
| RAYMOND JAMES FINANCIAL INC754730109 · RJF | COM | $830,000 | 16,730 |
| RAYONIER INC754907103 · RYN | COM | $93,000 | 4,218 |
| RAYONIER ADVANCED MATERIALS75508B104 · RYAM | COM | $514,000 | 84,003 |
| RAYTHEON COMPANY755111507 | COM NEW | $2.0m | 18,323 |
| REALTY INCOME CORP756109104 · O | COM | $265,000 | 5,595 |
| RED HAT INC756577102 | COM | $143,000 | 1,984 |
| RED ROBIN GOURMET BURGERS75689M101 · RRGB | COM | $638,000 | 8,417 |
| REGAL BELOIT CORP758750103 · RRX | COM | $537,000 | 9,510 |
| REGENCY CENTERS CORP758849103 · REG | COM | $99,000 | 1,594 |
| REGENERON PHARMACEUTICALS75886F107 · REGN | COM | $308,000 | 662 |
| REGIS CORP758932107 | COM | $1.1m | 83,878 |
| REGIONS FINANCIAL CORP7591EP100 · RF | COM | $488,000 | 54,214 |
| REINSURANCE GROUP OF AMERICA759351604 · RGA | COM NEW | $1.8m | 20,051 |
| RELIANCE STEEL & ALUMINUM759509102 · RS | COM | $1.7m | 31,591 |
| REPLIGEN CORP759916109 · RGEN | COM | $30,000 | 1,069 |
| RENT-A-CENTER INC76009N100 · UPBD | COM | $519,000 | 21,385 |
| REPUBLIC AIRWAYS HOLDINGS IN760276105 | COM | $1.4m | 236,452 |
| REPUBLIC SERVICES INC760759100 · RSG | COM | $775,000 | 18,803 |
| RESMED INC761152107 · RMD | COM | $283,000 | 5,555 |
| RESOURCES CONNECTION INC76122Q105 · RGP | COM | $300,000 | 19,914 |
| RESTAURANT BRANDS INTERN76131D103 · QSR | COM | $11,000 | 313 |
| RETAIL OPPORTUNITY INVESTMEN76131N101 | COM | $96,000 | 5,807 |
| REX ENERGY CORP761565100 | COM | $126,000 | 60,816 |
| REYNOLDS AMERICAN INC761713106 | COM | $2.4m | 53,841 |
| RIO TINTO PLC-SPON ADR767204100 | SPONSORED ADR | $165,000 | 4,873 |
| ROADRUNNER TRANSPORTATION SY76973Q105 | COM | $949,000 | 51,573 |
| ROBERT HALF INTL INC770323103 · RHI | COM | $412,000 | 8,052 |
| ROCKWELL AUTOMATION INC773903109 · ROK | COM | $534,000 | 5,266 |
| ROCKWELL COLLINS INC774341101 | COM | $430,000 | 5,253 |
| ROFIN-SINAR TECHNOLOGIES INC775043102 | COM | $286,000 | 11,024 |
| ROGERS COMMUNICATIONS INC-B775109200 | CL B | $50,000 | 1,448 |
| ROGERS CORP775133101 · ROG | COM | $330,000 | 6,210 |
| ROLLINS INC775711104 · ROL | COM | $238,000 | 8,882 |
| ROPER TECHNOLOGIES INC776696106 · ROP | COM | $300,000 | 1,912 |
| ROSS STORES INC778296103 · ROST | COM | $884,000 | 18,229 |
| ROVI CORP779376102 | COM | $84,000 | 8,031 |
| ROYAL BANK OF CANADA780087102 · RY | COM | $130,000 | 2,344 |
| ROYAL BANK OF SCOT-SPON ADR780097689 | SPONS ADR 20 ORD | $91,000 | 9,548 |
| ROYAL DUTCH SHELL-SPON ADR-B780259107 | SPONS ADR B | $697,000 | 14,687 |
| ROYAL DUTCH SHELL-SPON ADR-A780259206 | SPONS ADR A | $695,000 | 14,669 |
| ROYAL GOLD INC780287108 · RGLD | COM | $47,000 | 1,009 |
| RUBY TUESDAY INC781182100 | COM | $587,000 | 94,497 |
| RUDOLPH TECHNOLOGIES INC781270103 | COM | $110,000 | 8,854 |
| RUTH'S HOSPITALITY GROUP INC783332109 | COM | $190,000 | 11,729 |
| RYANAIR HOLDINGS PLC-SP ADR783513104 | SPONSORED ADR | $30,000 | 378 |
| RYDER SYSTEM INC783549108 · R | COM | $496,000 | 6,695 |
| RYLAND GROUP INC/THE783764103 | COM | $1.3m | 32,729 |
| S & T BANCORP INC783859101 · STBA | COM | $115,000 | 3,517 |
| SEI INVESTMENTS COMPANY784117103 · SEIC | COM | $219,000 | 4,532 |
| SL GREEN REALTY CORP78440X101 · SLG | COM | $172,000 | 1,588 |
| SLM CORP78442P106 · SLM | COM | $122,000 | 16,422 |
| SM ENERGY CO78454L100 · SM | COM | $323,000 | 10,090 |
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 |