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 |
|---|---|---|---|
| GUESS? INC401617105 | COM | $784,000 | 36,727 |
| GULF ISLAND FABRICATION INC402307102 | COM | $203,000 | 19,285 |
| GULFMARK OFFSHORE INC-CL A402629208 | CL A NEW | $191,000 | 31,181 |
| GULFPORT ENERGY CORP402635304 | COM NEW | $114,000 | 3,830 |
| HCA HOLDINGS INC40412C101 · HCA | COM | $3.0m | 38,181 |
| HCC INSURANCE HOLDINGS INC404132102 | COM | $479,000 | 6,180 |
| HCP INC40414L109 | COM | $634,000 | 17,016 |
| HCI GROUP INC40416E103 · HCI | COM | $159,000 | 4,110 |
| HFF INC-CLASS A40418F108 | CL A | $243,000 | 7,189 |
| HNI CORP404251100 · HNI | COM | $390,000 | 9,084 |
| HMS HOLDINGS CORP40425J101 | COM | $212,000 | 24,172 |
| HSBC HOLDINGS PLC-SPONS ADR404280406 · HSBC | SPON ADR NEW | $252,000 | 6,655 |
| HSN INC404303109 | COM | $636,000 | 11,103 |
| HACKETT GROUP INC/THE404609109 · HCKT | COM | $20,000 | 1,419 |
| HAEMONETICS CORP/MASS405024100 · HAE | COM | $458,000 | 14,168 |
| HAIN CELESTIAL GROUP INC405217100 · HAIN | COM | $383,000 | 7,428 |
| HALLIBURTON CO406216101 · HAL | COM | $2.5m | 70,283 |
| HALYARD HEALTH INC40650V100 | COM | $242,000 | 8,515 |
| HANCOCK HOLDING CO410120109 · HWC | COM | $135,000 | 4,996 |
| HANESBRANDS INC410345102 | COM | $467,000 | 16,126 |
| HANGER INC41043F208 | COM NEW | $221,000 | 16,178 |
| HANMI FINANCIAL CORPORATION410495204 · HAFC | COM NEW | $97,000 | 3,843 |
| HANOVER INSURANCE GROUP INC/410867105 · THG | COM | $943,000 | 12,142 |
| HARLEY-DAVIDSON INC412822108 · HOG | COM | $511,000 | 9,307 |
| HARMAN INTERNATIONAL413086109 | COM | $478,000 | 4,979 |
| HARMONIC INC413160102 · HLIT | COM | $216,000 | 37,304 |
| HARRIS CORP413875105 · LHX | COM | $419,000 | 5,722 |
| HARSCO CORP415864107 | COM | $950,000 | 104,707 |
| HARTE-HANKS INC416196103 · HHS | COM | $267,000 | 75,623 |
| HARTFORD FINANCIAL SVCS GRP416515104 · HIG | COM | $2.2m | 48,570 |
| HASBRO INC418056107 · HAS | COM | $332,000 | 4,598 |
| HAVERTY FURNITURE419596101 · HVT | COM | $426,000 | 18,152 |
| HAWAIIAN ELECTRIC INDS419870100 · HE | COM | $994,000 | 34,635 |
| HAWAIIAN HOLDINGS INC419879101 | COM | $1.2m | 50,072 |
| HAWKINS INC420261109 · HWKN | COM | $193,000 | 5,005 |
| HAYNES INTERNATIONAL INC420877201 | COM NEW | $274,000 | 7,246 |
| HEALTHCARE SERVICES GROUP421906108 · HCSG | COM | $730,000 | 21,657 |
| HEALTHCARE REALTY TRUST INC421946104 · HR | COM | $221,000 | 8,905 |
| HEADWATERS INC42210P102 | COM | $443,000 | 23,553 |
| HEALTH NET INC42222G108 | COM | $2.5m | 41,703 |
| HEALTHSTREAM INC42222N103 · HSTM | COM | $90,000 | 4,149 |
| HEALTHWAYS INC422245100 | COM | $384,000 | 34,553 |
| HEALTHEQUITY INC42226A107 · HQY | COM | $47,000 | 1,578 |
| HEARTLAND EXPRESS INC422347104 · HTLD | COM | $407,000 | 20,396 |
| HEARTLAND FINANCIAL USA INC42234Q102 | COM | $22,000 | 613 |
| HEARTLAND PAYMENT SYSTEMS IN42235N108 | COM | $1.4m | 21,631 |
| HEIDRICK & STRUGGLES INTL422819102 | COM | $266,000 | 13,675 |
| HELIX ENERGY SOLUTIONS GROUP42330P107 · HOS | COM | $126,000 | 26,298 |
| HELMERICH & PAYNE423452101 · HP | COM | $317,000 | 6,718 |
| JACK HENRY & ASSOCIATES INC426281101 · JKHY | COM | $214,000 | 3,071 |
| HERSHEY CO/THE427866108 · HSY | COM | $647,000 | 7,042 |
| HESKA CORP42805E306 | COM RESTRC NEW | $16,000 | 540 |
| HESS CORP42809H107 | COM | $692,000 | 13,820 |
| HIBBETT SPORTS INC428567101 | COM | $426,000 | 12,179 |
| HIGHWOODS PROPERTIES INC431284108 · HIW | COM | $108,000 | 2,786 |
| HILL-ROM HOLDINGS INC431475102 | COM | $306,000 | 5,894 |
| HILLENBRAND INC431571108 | COM | $918,000 | 35,293 |
| HOLLYFRONTIER CORP436106108 | COM | $5.7m | 115,908 |
| HOLOGIC INC436440101 | COM | $430,000 | 10,989 |
| HOME BANCSHARES INC436893200 · HOMB | COM | $199,000 | 4,909 |
| HOME DEPOT INC437076102 · HD | COM | $6.8m | 59,234 |
| HOME PROPERTIES INC437306103 | COM | $119,000 | 1,596 |
| HONDA MOTOR CO LTD-SPONS ADR438128308 · HMC | AMERN SHS | $513,000 | 17,153 |
| HONEYWELL INTERNATIONAL INC438516106 | COM | $3.2m | 33,484 |
| HOOKER FURNITURE CORP439038100 · HOFT | COM | $20,000 | 842 |
| HORACE MANN EDUCATORS440327104 · HMN | COM | $578,000 | 17,393 |
| HORMEL FOODS CORP440452100 · HRL | COM | $827,000 | 13,062 |
| HORNBECK OFFSHORE SERVICES440543106 · HOS | COM | $259,000 | 19,140 |
| HOSPITALITY PROPERTIES TRUST44106M102 | COM SH BEN INT | $590,000 | 23,072 |
| HOST HOTELS & RESORTS INC44107P104 · HST | COM | $524,000 | 33,113 |
| HUB GROUP INC-CL A443320106 · HUBG | CL A | $1.8m | 49,615 |
| HUBBELL INC -CL B443510201 · HUBB | CL B | $537,000 | 6,327 |
| HUDSON CITY BANCORP INC443683107 | COM | $53,000 | 5,166 |
| HUMANA INC444859102 · HUM | COM | $4.2m | 23,712 |
| HUNT (JB) TRANSPRT SVCS INC445658107 · JBHT | COM | $484,000 | 6,784 |
| HUNTINGTON BANCSHARES INC446150104 · HBAN | COM | $290,000 | 27,326 |
| HUNTINGTON INGALLS INDUSTRIE446413106 · HII | COM | $1.1m | 10,466 |
| ICU MEDICAL INC44930G107 · ICUI | COM | $186,000 | 1,701 |
| IPG PHOTONICS CORP44980X109 · IPGP | COM | $137,000 | 1,809 |
| IPC HEALTHCARE INC44984A105 | COM | $375,000 | 4,833 |
| IXIA45071R109 | COM | $257,000 | 17,722 |
| ITT CORP450911201 · ITT | COM NEW | $405,000 | 12,104 |
| ICONIX BRAND GROUP INC451055107 | COM | $204,000 | 15,053 |
| IDACORP INC451107106 · IDA | COM | $249,000 | 3,842 |
| IDEX CORP45167R104 · IEX | COM | $365,000 | 5,114 |
| IDEXX LABORATORIES INC45168D104 · IDXX | COM | $261,000 | 3,515 |
| ILLINOIS TOOL WORKS452308109 · ITW | COM | $1.2m | 14,126 |
| IMPAX LABORATORIES INC45256B101 | COM | $279,000 | 7,934 |
| IMPERIAL OIL LTD453038408 · IMO | COM NEW | $112,000 | 3,553 |
| INDEPENDENT BANK CORP/MA453836108 · INDB | COM | $149,000 | 3,231 |
| INFINITY PROPERTY & CASUALTY45665Q103 | COM | $836,000 | 10,383 |
| ING GROEP N.V.-SPONSORED ADR456837103 | SPONSORED ADR | $73,000 | 5,133 |
| INGRAM MICRO INC-CL A457153104 | CL A | $8.0m | 295,082 |
| INGREDION INC457187102 · INGR | COM | $989,000 | 11,330 |
| INLAND REAL ESTATE CORP457461200 | COM NEW | $109,000 | 13,396 |
| INSIGHT ENTERPRISES INC45765U103 · NSIT | COM | $3.0m | 114,155 |
| INNOSPEC INC45768S105 · IOSP | COM | $534,000 | 11,474 |
| INNOPHOS HOLDINGS INC45774N108 | COM | $391,000 | 9,872 |
| INSPERITY INC45778Q107 · NSP | COM | $1.4m | 32,044 |
| INOGEN INC45780L104 · INGN | COM | $64,000 | 1,321 |
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 |