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 |
|---|---|---|---|
| COMTECH TELECOMMUNICATIONS205826209 · CMTL | COM NEW | $140,000 | 6,805 |
| CONAGRA FOODS INC205887102 · CAG | COM | $1.3m | 32,165 |
| CON-WAY INC205944101 | COM | $1.0m | 21,203 |
| ACE LTDH0023R105 | SHS | $2.1m | 20,254 |
| GARMIN LTDH2906T109 · GRMN | SHS | $243,000 | 6,782 |
| UBS GROUP AG-REGH42097107 · UBS | SHS | $126,000 | 6,819 |
| TE CONNECTIVITY LTDH84989104 · TEL | REG SHS | $1.1m | 17,702 |
| TRANSOCEAN LTDH8817H100 · RIG | REG SHS | $1.7m | 128,675 |
| TYCO INTERNATIONAL PLCH89128104 | SHS | $802,000 | 23,968 |
| GLOBANT SAL44385109 · GLOB | COM | $20,000 | 651 |
| ASML HOLDING NV-NY REG SHSN07059210 · ASML | N Y REGISTRY SHS | $29,000 | 332 |
| CNH INDUSTRIAL NVN20944109 · CNH | CNHI US Equity | $8,000 | 1,386 |
| FIAT CHRYSLER AUTOMOBILES NVN31738102 | SHS | $34,000 | 2,912 |
| LYONDELLBASELL INDU-CL AN53745100 · LYB | SHS -A - | $3.4m | 40,505 |
| MYLAN NVN59465109 | COM | $582,000 | 14,466 |
| QIAGEN N.V.N72482107 | REG SHS | $5,000 | 212 |
| SAPIENS INTERNATIONAL CORPN7716A151 | SHS NEW | $19,000 | 1,650 |
| ROYAL CARIBBEAN CRUISES LTDV7780T103 · RCL | COM | $640,000 | 7,188 |
| AEGEAN MARINE PETROLEUM NETWY0017S102 | SHS | $27,000 | 3,935 |
| AVAGO TECHNOLOGIES LTDY0486S104 | SHS | $487,000 | 3,894 |
| DRYSHIPS INCY2109Q101 | SHS | $8,000 | 47,981 |
| SEADRILL LTDY7545W109 | COMUNIT REP LB | $52,000 | 1,039 |
| CONMED CORP207410101 · CNMD | COM | $361,000 | 7,567 |
| CONOCOPHILLIPS20825C104 · COP | COM | $6.8m | 140,735 |
| CONSOL ENERGY INC20854P109 | COM | $206,000 | 20,971 |
| CONSOLIDATED COMMUNICATIONS209034107 | COM | $386,000 | 20,019 |
| CONSOLIDATED EDISON INC209115104 · ED | COM | $3.2m | 48,446 |
| CONSTELLATION BRANDS INC-A21036P108 · STZ | CL A | $487,000 | 3,893 |
| CONTANGO OIL & GAS21075N204 | COM NEW | $80,000 | 10,561 |
| CONVERGYS CORP212485106 | COM | $520,000 | 22,504 |
| COOPER COS INC/THE216648402 | COM NEW | $313,000 | 2,100 |
| COPART INC217204106 · CPRT | COM | $190,000 | 5,785 |
| CORESITE REALTY CORP21870Q105 | COM | $185,000 | 3,599 |
| CORELOGIC INC21871D103 | COM | $248,000 | 6,662 |
| CORNING INC219350105 · GLW | COM | $776,000 | 45,309 |
| CORPORATE OFFICE PROPERTIES22002T108 · CDP | SH BEN INT | $208,000 | 9,874 |
| CORRECTIONS CORP OF AMERICA22025Y407 | COM NEW | $549,000 | 18,593 |
| CORVEL CORP221006109 · CRVL | COM | $265,000 | 8,197 |
| COSTCO WHOLESALE CORP22160K105 · COST | COM | $10.0m | 69,313 |
| COUSINS PROPERTIES INC222795106 · CUZ | COM | $202,000 | 21,940 |
| CRACKER BARREL OLD COUNTRY22410J106 · CBRL | COM | $536,000 | 3,640 |
| CRANE CO224399105 | COM | $456,000 | 9,783 |
| CREDIT SUISSE GROUP-SPON ADR225401108 | SPONSORED ADR | $107,000 | 4,468 |
| CREE INC225447101 | COM | $268,000 | 11,058 |
| CROCS INC227046109 · CROX | COM | $563,000 | 43,527 |
| CROSS COUNTRY HEALTHCARE INC227483104 | COM | $399,000 | 29,350 |
| CROWN CASTLE INTL CORP22822V101 · CCI | COM | $394,000 | 4,993 |
| CRYOLIFE INC228903100 · AORT | COM | $77,000 | 7,965 |
| CUBIC CORP229669106 | COM | $752,000 | 17,936 |
| CULLEN/FROST BANKERS INC229899109 · CFR | COM | $182,000 | 2,867 |
| CUMMINS INC231021106 · CMI | COM | $1.5m | 13,854 |
| DR HORTON INC23331A109 · DHI | COM | $898,000 | 30,581 |
| DHI GROUP INC23331S100 · DHX | COM | $140,000 | 19,216 |
| DST SYSTEMS INC233326107 | COM | $476,000 | 4,524 |
| DSP GROUP INC23332B106 | COM | $84,000 | 9,201 |
| DTE ENERGY COMPANY233331107 · DTE | COM | $981,000 | 12,206 |
| DTS INC23335C101 | COM | $72,000 | 2,700 |
| DXP ENTERPRISES INC233377407 · DXPE | COM NEW | $723,000 | 26,512 |
| DANAHER CORP235851102 · DHR | COM | $1.7m | 19,546 |
| DARDEN RESTAURANTS INC237194105 · DRI | COM | $579,000 | 9,440 |
| DAVITA HEALTHCARE PARTNERS I23918K108 · DVA | COM | $1.1m | 15,100 |
| DEAN FOODS CO242370203 | COM | $1.5m | 90,432 |
| DECKERS OUTDOOR CORP243537107 · DECK | COM | $281,000 | 4,840 |
| DEERE & CO244199105 · DE | COM | $2.6m | 34,591 |
| DELTA AIR LINES INC247361702 · DAL | COM NEW | $3.3m | 74,506 |
| DELTIC TIMBER CORP247850100 | COM | $110,000 | 1,831 |
| DENBURY RESOURCES INC247916208 | COM NEW | $275,000 | 112,584 |
| DELUXE CORP248019101 · DLX | COM | $287,000 | 5,149 |
| DENTSPLY INTERNATIONAL INC249030107 | COM | $221,000 | 4,375 |
| DEPOMED INC249908104 | COM | $138,000 | 7,340 |
| DEVON ENERGY CORP25179M103 · DVN | COM | $1.2m | 33,473 |
| DEVRY EDUCATION GROUP INC251893103 | COM | $343,000 | 12,616 |
| DIAGEO PLC-SPONSORED ADR25243Q205 | SPON ADR NEW | $73,000 | 681 |
| DIAMOND FOODS INC252603105 | COM | $479,000 | 15,530 |
| DIAMOND OFFSHORE DRILLING25271C102 | COM | $176,000 | 10,174 |
| DIAMONDROCK HOSPITALITY CO252784301 · DRH | COM | $468,000 | 42,338 |
| DICK'S SPORTING GOODS INC253393102 · DKS | COM | $1.1m | 22,277 |
| DIEBOLD INC253651103 | COM | $501,000 | 16,820 |
| DIGI INTERNATIONAL INC253798102 · DGII | COM | $122,000 | 10,367 |
| DIME COMMUNITY BANCSHARES253922108 | COM | $74,000 | 4,357 |
| DINEEQUITY INC254423106 · DIN | COM | $359,000 | 3,921 |
| DIODES INC254543101 · DIOD | COM | $460,000 | 21,508 |
| WALT DISNEY CO/THE254687106 · DIS | COM DISNEY | $4.3m | 41,856 |
| DISCOVER FINANCIAL SERVICES254709108 | COM | $735,000 | 14,133 |
| DISCOVERY COMMUNICATIONS-A25470F104 | COM SER A | $528,000 | 20,296 |
| DISCOVERY COMMUNICATIONS-C25470F302 | COM SER C | $525,000 | 21,626 |
| DOLLAR GENERAL CORP256677105 · DG | COM | $1.6m | 22,084 |
| DOLLAR TREE INC256746108 · DLTR | COM | $700,000 | 10,501 |
| DOMINION RESOURCES INC/VA25746U109 · D | COM | $1.1m | 15,246 |
| DOMINO'S PIZZA INC25754A201 · DPZ | COM | $352,000 | 3,262 |
| DOMTAR CORP257559203 | COM NEW | $866,000 | 24,219 |
| DONALDSON CO INC257651109 · DCI | COM | $402,000 | 14,306 |
| RR DONNELLEY & SONS CO257867101 | COM | $3.6m | 248,813 |
| DORMAN PRODUCTS INC258278100 · DORM | COM | $411,000 | 8,071 |
| DOT HILL SYSTEMS CORP25848T109 | COM | $19,000 | 1,965 |
| DOUGLAS EMMETT INC25960P109 · DEI | COM | $106,000 | 3,689 |
| DOVER CORP260003108 · DOV | COM | $581,000 | 10,165 |
| DOW CHEMICAL CO/THE260543103 | COM | $4.5m | 106,111 |
| DR PEPPER SNAPPLE GROUP INC26138E109 | COM | $545,000 | 6,894 |
| DREAMWORKS ANIMATION SKG-A26153C103 | CL A | $123,000 | 7,021 |
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 |