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 |
|---|---|---|---|
| FEDERATED INVESTORS INC-CL B314211103 · FHI | CL B | $144,000 | 4,982 |
| FEDEX CORP31428X106 · FDX | COM | $3.7m | 25,958 |
| F5 NETWORKS INC315616102 · FFIV | COM | $154,000 | 1,334 |
| FIDELITY NATIONAL INFO SERV31620M106 · FIS | COM | $526,000 | 7,844 |
| FNF GROUP31620R303 · FNF | FNF GROUP COM | $135,000 | 3,814 |
| FIFTH THIRD BANCORP316773100 · FITB | COM | $552,000 | 29,216 |
| FINANCIAL ENGINES INC317485100 | COM | $151,000 | 5,123 |
| FINISH LINE/THE - CL A317923100 | CL A | $732,000 | 37,919 |
| FIRST AMERICAN FINANCIAL31847R102 · FAF | COM | $943,000 | 24,147 |
| FIRST BANCORP PUERTO RICO318672706 · FBP | COM NEW | $230,000 | 64,548 |
| FIRST CASH FINL SVCS INC31942D107 | COM | $393,000 | 9,820 |
| FIRST COMMONWEALTH FINL CORP319829107 · FCF | COM | $125,000 | 13,721 |
| FIRST FINANCIAL BANCORP320209109 · FFBC | COM | $161,000 | 8,416 |
| FIRST FINL BANKSHARES INC32020R109 · FFIN | COM | $144,000 | 4,535 |
| FIRST HORIZON NATIONAL CORP320517105 · FHN | COM | $193,000 | 13,631 |
| FIRST MIDWEST BANCORP INC/IL320867104 | COM | $214,000 | 12,191 |
| FIRST NBC BANK HOLDING CO32115D106 | COM | $31,000 | 890 |
| FIRST NIAGARA FINANCIAL GRP33582V108 | COM | $249,000 | 24,347 |
| FIRST SOLAR INC336433107 · FSLR | COM | $257,000 | 6,011 |
| FISERV INC337738108 · FISV | COM | $439,000 | 5,065 |
| FIRSTMERIT CORP337915102 | COM | $168,000 | 9,533 |
| FIRSTENERGY CORP337932107 · FE | COM | $1.2m | 39,193 |
| FLOTEK INDUSTRIES INC343389102 · FTK | COM | $188,000 | 11,278 |
| FLUOR CORP343412102 · FLR | COM | $1.6m | 38,634 |
| FLOWERS FOODS INC343498101 · FLO | COM | $668,000 | 27,009 |
| FLOWSERVE CORP34354P105 · FLS | COM | $389,000 | 9,453 |
| FOMENTO ECONOMICO MEX-SP ADR344419106 | SPON ADR UNITS | $82,000 | 916 |
| FOOT LOCKER INC344849104 | COM | $1.3m | 18,342 |
| FORD MOTOR CO345370860 · F | COM PAR $0.01 | $11.5m | 846,786 |
| FORESTAR GROUP INC346233109 · FOR | COM | $138,000 | 10,461 |
| FORRESTER RESEARCH INC346563109 · FORR | COM | $170,000 | 5,423 |
| FORTINET INC34959E109 · FTNT | COM | $144,000 | 3,400 |
| FORTUNE BRANDS HOME & SECURI34964C106 · FBIN | COM | $664,000 | 13,978 |
| FORWARD AIR CORP349853101 · FWRD | COM | $436,000 | 10,503 |
| FOSSIL GROUP INC34988V106 · FOSL | COM | $280,000 | 5,019 |
| FRANCESCAS HOLDINGS CORP351793104 | COM | $201,000 | 16,475 |
| FRANKLIN ELECTRIC CO INC353514102 · FELE | COM | $510,000 | 18,747 |
| FRANKLIN RESOURCES INC354613101 · BEN | COM | $838,000 | 22,483 |
| FRANKLIN STREET PROPERTIES C35471R106 · FSP | COM | $135,000 | 12,520 |
| FRED'S INC-CLASS A356108100 | CL A | $967,000 | 81,575 |
| FREEPORT-MCMORAN INC35671D857 · FCX | COM | $1.4m | 148,634 |
| FRESENIUS MEDICAL CARE-ADR358029106 | SPONSORED ADR | $72,000 | 1,845 |
| FRONTIER COMMUNICATIONS CORP35906A108 | COM | $1.1m | 235,193 |
| H.B. FULLER CO.359694106 · FUL | COM | $1.1m | 32,589 |
| FULTON FINANCIAL CORP360271100 · FULT | COM | $115,000 | 9,470 |
| FUTUREFUEL CORP36116M106 · FF | COM | $188,000 | 18,996 |
| G & K SERVICES INC -CL A361268105 | CL A | $484,000 | 7,271 |
| GATX CORP361448103 · GATX | COM | $242,000 | 5,481 |
| GEO GROUP INC/THE36162J106 · GEO | COM | $930,000 | 31,279 |
| G-III APPAREL GROUP LTD36237H101 · GIII | COM | $1.0m | 16,419 |
| ARTHUR J GALLAGHER & CO363576109 · AJG | COM | $868,000 | 21,020 |
| GAMESTOP CORP-CLASS A36467W109 · GME | CL A | $778,000 | 18,885 |
| GANNETT CO INC364730101 | COM | $1.9m | 126,840 |
| GAP INC/THE364760108 · GAP | COM | $1.2m | 43,828 |
| GARTNER INC366651107 · IT | COM | $349,000 | 4,160 |
| GENERAL CABLE CORP369300108 | COM | $2.4m | 197,803 |
| GENERAL COMMUNICATION INC-A369385109 | CL A | $517,000 | 29,966 |
| GENERAL DYNAMICS CORP369550108 · GD | COM | $2.6m | 19,131 |
| GENERAL ELECTRIC CO369604103 | COM | $11.8m | 469,034 |
| GENERAL GROWTH PROPERTIES370023103 | COM | $279,000 | 10,753 |
| GENERAL MILLS INC370334104 · GIS | COM | $1.5m | 26,537 |
| GENERAL MOTORS CO37045V100 · GM | COM | $12.6m | 421,053 |
| GENESCO INC371532102 · GCO | COM | $1.4m | 25,222 |
| GENESEE & WYOMING INC-CL A371559105 | CL A | $282,000 | 4,765 |
| GENTEX CORP371901109 · GNTX | COM | $245,000 | 15,793 |
| GENUINE PARTS CO372460105 · GPC | COM | $1.3m | 15,580 |
| GENWORTH FINANCIAL INC-CL A37247D106 · GNW | COM CL A | $894,000 | 193,416 |
| GENTHERM INC37253A103 · THRM | COM | $429,000 | 9,544 |
| GEOSPACE TECHNOLOGIES CORP37364X109 · GEOS | COM | $54,000 | 3,898 |
| GERDAU SA -SPON ADR373737105 | SPON ADR REP PFD | $56,000 | 40,760 |
| GETTY REALTY CORP374297109 · GTY | COM | $55,000 | 3,464 |
| GIBRALTAR INDUSTRIES INC374689107 · ROCK | COM | $518,000 | 28,246 |
| GILEAD SCIENCES INC375558103 · GILD | COM | $2.2m | 22,465 |
| GILDAN ACTIVEWEAR INC375916103 · GIL | COM | $10,000 | 348 |
| GLACIER BANCORP INC37637Q105 · GBCI | COM | $195,000 | 7,378 |
| GLATFELTER377316104 | COM | $928,000 | 53,886 |
| GLAXOSMITHKLINE PLC-SPON ADR37733W105 | SPONSORED ADR | $153,000 | 3,975 |
| GLOBAL PAYMENTS INC37940X102 · GPN | COM | $265,000 | 4,623 |
| GLOBAL BRASS & COPPER HOLDIN37953G103 | COM | $41,000 | 1,981 |
| GLOBE SPECIALTY METALS INC37954N206 | COM | $368,000 | 30,365 |
| GOLDCORP INC380956409 | COM | $17,000 | 1,330 |
| GOLDMAN SACHS GROUP INC38141G104 · GS | COM | $3.5m | 20,234 |
| GOODYEAR TIRE & RUBBER CO382550101 · GT | COM | $1.5m | 49,557 |
| GOOGLE INC-CL A38259P508 · GOOGL | CL A | $2.9m | 4,475 |
| GOOGLE INC-CL C38259P706 · GOOGL | CL C | $2.9m | 4,686 |
| GOVERNMENT PROPERTIES INCOME38376A103 | COM SHS BEN INT | $139,000 | 8,713 |
| GRACO INC384109104 · GGG | COM | $206,000 | 3,075 |
| GRAHAM HOLDINGS CO-CLASS B384637104 · GHC | COM | $593,000 | 1,028 |
| WW GRAINGER INC384802104 · GWW | COM | $828,000 | 3,851 |
| GRANITE CONSTRUCTION INC387328107 · GVA | COM | $347,000 | 11,689 |
| GREAT PLAINS ENERGY INC391164100 | COM | $471,000 | 17,437 |
| GREATBATCH INC39153L106 | COM | $336,000 | 5,960 |
| GREEN DOT CORP-CLASS A39304D102 · GDOT | CL A | $358,000 | 20,367 |
| GREEN PLAINS INC393222104 · GPRE | COM | $1.6m | 81,254 |
| GREENHILL & CO INC395259104 | COM | $142,000 | 4,976 |
| GREIF INC-CL A397624107 · GEF | CL A | $1.2m | 36,768 |
| GRIFFON CORP398433102 · GFF | COM | $1.1m | 67,358 |
| GROUP 1 AUTOMOTIVE INC398905109 · GPI | COM | $5.7m | 66,858 |
| CGI GROUP INC - CLASS A39945C109 | CL A SUB VTG | $39,000 | 1,088 |
| GRUPO TELEVISA SA-SPON ADR40049J206 | SPON ADR REP ORD | $23,000 | 871 |
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 |