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 |
|---|---|---|---|
| DREW INDUSTRIES INC26168L205 | COM NEW | $696,000 | 12,754 |
| DRIL-QUIP INC262037104 | COM | $147,000 | 2,533 |
| DU PONT (E.I.) DE NEMOURS263534109 | COM | $2.8m | 58,109 |
| DUKE REALTY CORP264411505 | COM NEW | $199,000 | 10,420 |
| DUKE ENERGY CORP26441C204 · DUK | COM NEW | $5.4m | 74,640 |
| DUN & BRADSTREET CORP26483E100 | COM | $138,000 | 1,315 |
| DUNKIN' BRANDS GROUP INC265504100 | COM | $141,000 | 2,878 |
| DYCOM INDUSTRIES INC267475101 · DY | COM | $976,000 | 13,494 |
| EMC CORP/MA268648102 | COM | $2.1m | 85,972 |
| ENI SPA-SPONSORED ADR26874R108 | SPONSORED ADR | $475,000 | 15,136 |
| EOG RESOURCES INC26875P101 · EOG | COM | $1.0m | 14,147 |
| EPIQ SYSTEMS INC26882D109 | COM | $257,000 | 19,889 |
| EQT CORP26884L109 · EQT | COM | $179,000 | 2,768 |
| EPR PROPERTIES26884U109 · EPR | COM SH BEN INT | $218,000 | 4,227 |
| ERA GROUP INC26885G109 | COM | $148,000 | 9,897 |
| E*TRADE FINANCIAL CORP269246401 | COM NEW | $179,000 | 6,787 |
| EAGLE MATERIALS INC26969P108 · EXP | COM | $143,000 | 2,094 |
| EAST WEST BANCORP INC27579R104 · EWBC | COM | $163,000 | 4,247 |
| EASTGROUP PROPERTIES INC277276101 · EGP | COM | $121,000 | 2,229 |
| EASTMAN CHEMICAL CO277432100 · EMN | COM | $768,000 | 11,864 |
| EATON VANCE CORP278265103 | COM NON VTG | $243,000 | 7,272 |
| EBAY INC278642103 · EBAY | COM | $1.4m | 58,385 |
| EBIX INC278715206 | COM NEW | $135,000 | 5,410 |
| ECHO GLOBAL LOGISTICS INC27875T101 | COM | $624,000 | 31,815 |
| ECOLAB INC278865100 · ECL | COM | $1.2m | 10,894 |
| ECOPETROL SA-SPONSORED ADR279158109 | SPONSORED ADS | $104,000 | 12,055 |
| EDGEWELL PERSONAL CARE CO28035Q102 · EPC | COM | $732,000 | 8,967 |
| EDISON INTERNATIONAL281020107 · EIX | COM | $1.2m | 18,650 |
| EDUCATION REALTY TRUST INC28140H203 | COM | $141,000 | 4,279 |
| EDWARDS LIFESCIENCES CORP28176E108 · EW | COM | $211,000 | 1,486 |
| EHEALTH INC28238P109 · EHTH | COM | $90,000 | 7,060 |
| 8X8 INC282914100 · EGHT | COM | $81,000 | 9,785 |
| EL PASO ELECTRIC CO283677854 | COM NEW | $495,000 | 13,450 |
| ELDORADO GOLD CORP284902103 · EGO | COM | $5,000 | 1,600 |
| ELECTRO SCIENTIFIC INDS INC285229100 | COM | $86,000 | 18,490 |
| ELECTRONIC ARTS INC285512109 | COM | $425,000 | 6,268 |
| ELECTRONICS FOR IMAGING286082102 | COM | $413,000 | 9,536 |
| ELLIE MAE INC28849P100 | COM | $18,000 | 275 |
| PERRY ELLIS INTERNATIONAL288853104 | COM | $450,000 | 20,498 |
| EMBRAER SA-SPON ADR29082A107 · EMBJ | SP ADR REP 4 COM | $24,000 | 948 |
| EMCOR GROUP INC29084Q100 · EME | COM NEW | $3.4m | 75,757 |
| EMERGENT BIOSOLUTIONS INC29089Q105 · EBS | COM | $225,000 | 7,899 |
| EMERSON ELECTRIC CO291011104 · EMR | COM | $2.0m | 44,591 |
| EMPLOYERS HOLDINGS INC292218104 · EIG | COM | $408,000 | 18,303 |
| EMPRESA NAC ELEC-CHIL-SP ADR29244T101 | SPONSORED ADR | $18,000 | 495 |
| ENCANA CORP292505104 | COM | $26,000 | 4,082 |
| ENBRIDGE INC29250N105 · ENB | COM | $120,000 | 3,237 |
| ENANTA PHARMACEUTICALS INC29251M106 · ENTA | COM | $106,000 | 2,941 |
| ENCORE CAPITAL GROUP INC292554102 · ECPG | COM | $565,000 | 15,260 |
| ENCORE WIRE CORP292562105 | COM | $589,000 | 18,024 |
| ENERGEN CORP29265N108 | COM | $186,000 | 3,733 |
| ENERGIZER HOLDINGS INC29266R108 | COM | $277,000 | 7,161 |
| ENERSIS S.A. -SPONS ADR29274F104 | SPONSORED ADR | $51,000 | 4,015 |
| ENERSYS29275Y102 · ENS | COM | $1.4m | 26,052 |
| ENGILITY HOLDINGS INC29286C107 | COM | $833,000 | 32,322 |
| ENPRO INDUSTRIES INC29355X107 · NPO | COM | $578,000 | 14,744 |
| ENOVA INTERNATIONAL INC29357K103 · ENVA | COM | $312,000 | 30,483 |
| ENSIGN GROUP INC/THE29358P101 · ENSG | COM | $573,000 | 13,440 |
| ENTERGY CORP29364G103 · ETR | COM | $2.9m | 45,290 |
| EQUIFAX INC294429105 · EFX | COM | $267,000 | 2,748 |
| EQUINIX INC29444U700 · EQIX | COM NEW | $246,000 | 936 |
| EQUITY ONE INC294752100 | COM | $62,000 | 2,549 |
| EQUITY RESIDENTIAL29476L107 · VMRK | SH BEN INT | $296,000 | 3,938 |
| ERICSSON (LM) TEL-SP ADR294821608 · ERIC | ADR B SEK 10 | $133,000 | 13,591 |
| ESCO TECHNOLOGIES INC296315104 · ESE | COM | $285,000 | 7,930 |
| ESSENDANT INC296689102 | COM | $2.9m | 89,358 |
| ESSEX PROPERTY TRUST INC297178105 · ESS | COM | $127,000 | 567 |
| ESTERLINE TECHNOLOGIES CORP297425100 | COM | $306,000 | 4,252 |
| DELHAIZE GROUP - SPONS ADR29759W101 | SPONSORED ADR | $115,000 | 5,205 |
| ETHAN ALLEN INTERIORS INC297602104 · ETD | COM | $349,000 | 13,227 |
| EVERCORE PARTNERS INC-CL A29977A105 · EVR | CLASS A | $541,000 | 10,776 |
| EVERSOURCE ENERGY30040W108 · ES | COM | $751,000 | 14,827 |
| EXAR CORP300645108 | COM | $71,000 | 11,935 |
| EXAMWORKS GROUP INC30066A105 | COM | $404,000 | 13,824 |
| EXELON CORP30161N101 · EXC | COM | $2.5m | 82,589 |
| EXLSERVICE HOLDINGS INC302081104 · EXLS | COM | $287,000 | 7,781 |
| EXPEDIA INC30212P303 · EXPE | COM NEW | $518,000 | 4,403 |
| EXPEDITORS INTL WASH INC302130109 · EXPD | COM | $557,000 | 11,831 |
| EXPONENT INC30214U102 · EXPO | COM | $161,000 | 3,620 |
| EXPRESS INC30219E903 | COM | $1.1m | 63,414 |
| EXPRESS SCRIPTS HOLDING CO30219G108 | COM | $8.3m | 102,863 |
| EXTERRAN PARTNERS LP30225N105 | COM UNITS | $794,000 | 72,868 |
| EXTRA SPACE STORAGE INC30225T102 · EXR | COM | $128,000 | 1,660 |
| EZCORP INC-CL A302301106 · EZPW | CL A NON VTG | $532,000 | 86,221 |
| EXXON MOBIL CORP30231G102 | COM | $26.0m | 349,418 |
| FEI COMPANY30241L109 | COM | $153,000 | 2,101 |
| FLIR SYSTEMS INC302445101 | COM | $129,000 | 4,623 |
| FMC CORP302491303 · FMC | COM NEW | $265,000 | 7,817 |
| FMC TECHNOLOGIES INC30249U101 | COM | $592,000 | 19,098 |
| FNB CORP302520101 · FNB | COM | $323,000 | 24,916 |
| FTD COS INC30281V108 | COM | $547,000 | 18,350 |
| FTI CONSULTING INC302941109 · FCN | COM | $301,000 | 7,256 |
| FACEBOOK INC-A30303M102 · META | CL A | $1.2m | 13,462 |
| FACTSET RESEARCH SYSTEMS INC303075105 · FDS | COM | $167,000 | 1,043 |
| FAIR ISAAC CORP303250104 · FICO | COM | $141,000 | 1,672 |
| FAIRCHILD SEMICONDUCTOR INTE303726103 | COM | $259,000 | 18,417 |
| FARO TECHNOLOGIES INC311642102 | COM | $177,000 | 5,070 |
| FASTENAL CO311900104 · FAST | COM | $312,000 | 8,528 |
| FEDERAL REALTY INVS TRUST313747206 | SH BEN INT NEW | $133,000 | 978 |
| FEDERAL SIGNAL CORP313855108 · FSS | COM | $502,000 | 36,650 |
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 |