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 |
|---|---|---|---|
| INTEGRA LIFESCIENCES HOLDING457985208 · IART | COM NEW | $481,000 | 8,075 |
| INTEGRATED DEVICE TECH INC458118106 | COM | $92,000 | 4,509 |
| INTEL CORP458140100 · INTC | COM | $4.8m | 158,684 |
| ST JUDE MEDICAL INC790849103 | COM | $434,000 | 6,880 |
| SALESFORCE.COM INC79466L302 · CRM | COM | $397,000 | 5,711 |
| SANDERSON FARMS INC800013104 | COM | $1.6m | 23,128 |
| SANDISK CORP80004C101 | COM | $504,000 | 9,281 |
| SANMINA CORP801056102 · SANM | COM | $3.7m | 172,735 |
| SANOFI-ADR80105N105 | SPONSORED ADR | $176,000 | 3,717 |
| SAP SE-SPONSORED ADR803054204 · SAP | SPON ADR | $94,000 | 1,458 |
| SAUL CENTERS INC804395101 · BFS | COM | $114,000 | 2,212 |
| SCANA CORP80589M102 | COM | $1.2m | 21,626 |
| SCANSOURCE INC806037107 · SCSC | COM | $1.6m | 45,525 |
| HENRY SCHEIN INC806407102 · HSIC | COM | $873,000 | 6,575 |
| SCHLUMBERGER LTD806857108 · SLB | COM | $3.6m | 51,767 |
| SCHOLASTIC CORP807066105 · SCHL | COM | $785,000 | 20,159 |
| SCHULMAN (A.) INC808194104 | COM | $1.4m | 41,790 |
| SCHWAB (CHARLES) CORP808513105 · SCHW | COM | $599,000 | 20,984 |
| SCHWEITZER-MAUDUIT INTL INC808541106 · MATV | COM | $411,000 | 11,955 |
| SCIENCE APPLICATIONS INTE808625107 · SAIC | COM | $647,000 | 16,086 |
| SCIENTIFIC GAMES CORP-A80874P109 | CL A | $1.1m | 107,720 |
| SCOTTS MIRACLE-GRO CO-CL A810186106 · SMG | CL A | $496,000 | 8,152 |
| EW SCRIPPS CO/THE-A811054402 · SSP | CL A NEW | $441,000 | 24,977 |
| SCRIPPS NETWORKS INTER-CL A811065101 | CL A COM | $214,000 | 4,352 |
| SEACOR HOLDINGS INC811904101 | COM | $645,000 | 10,788 |
| SEALED AIR CORP81211K100 | COM | $581,000 | 12,394 |
| AGILENT TECHNOLOGIES INC00846U101 · A | COM | $389,000 | 11,325 |
| AGNICO EAGLE MINES LTD008474108 · AEM | COM | $10,000 | 385 |
| AGILYSYS INC00847J105 · AGYS | COM | $57,000 | 5,108 |
| AGREE REALTY CORP008492100 · ADC | COM | $34,000 | 1,131 |
| AGRIUM INC008916108 | COM | $58,000 | 653 |
| AIR METHODS CORP009128307 | COM PAR $.06 | $531,000 | 15,563 |
| AIR PRODUCTS & CHEMICALS INC009158106 · APD | COM | $827,000 | 6,481 |
| AIRGAS INC009363102 | COM | $421,000 | 4,711 |
| AKAMAI TECHNOLOGIES INC00971T101 · AKAM | COM | $165,000 | 2,382 |
| AKORN INC009728106 | COM | $71,000 | 2,485 |
| ALASKA AIR GROUP INC011659109 · ALK | COM | $1.1m | 13,249 |
| ALBANY INTL CORP-CL A012348108 · AIN | CL A | $380,000 | 13,265 |
| ALBANY MOLECULAR RESEARCH012423109 | COM | $142,000 | 8,151 |
| ALBEMARLE CORP012653101 · ALB | COM | $531,000 | 12,049 |
| ALCOA INC013817101 · AA | COM | $2.1m | 215,343 |
| ALCATEL-LUCENT-SPONSORED ADR013904305 | SPONSORED ADR | $72,000 | 19,602 |
| ALEXANDER & BALDWIN INC014491104 | COM | $107,000 | 3,130 |
| ALEXANDRIA REAL ESTATE EQUIT015271109 · ARE | COM | $128,000 | 1,508 |
| ALEXION PHARMACEUTICALS INC015351109 | COM | $190,000 | 1,212 |
| ALIGN TECHNOLOGY INC016255101 · ALGN | COM | $141,000 | 2,490 |
| ALLEGHANY CORP017175100 | COM | $892,000 | 1,906 |
| ALLEGHENY TECHNOLOGIES INC01741R102 · ATI | COM | $620,000 | 43,708 |
| ALLEGIANT TRAVEL CO01748X102 · ALGT | COM | $692,000 | 3,200 |
| ALLETE INC018522300 | COM NEW | $693,000 | 13,716 |
| ALLIANCE DATA SYSTEMS CORP018581108 · BFH | COM | $510,000 | 1,969 |
| ALLIANT ENERGY CORP018802108 · LNT | COM | $601,000 | 10,273 |
| ALLSCRIPTS HEALTHCARE SOLUTI01988P108 | COM | $217,000 | 17,528 |
| ALLSTATE CORP020002101 · ALL | COM | $3.7m | 64,023 |
| ALMOST FAMILY INC020409108 | COM | $233,000 | 5,825 |
| ALTERA CORP021441100 | COM | $154,000 | 3,084 |
| ALTRIA GROUP INC02209S103 · MO | COM | $4.5m | 82,128 |
| AMAZON.COM INC023135106 · AMZN | COM | $8.1m | 15,758 |
| AMBEV SA-ADR02319V103 · ABEV | SPONSORED ADR | $64,000 | 13,101 |
| AMEDISYS INC023436108 | COM | $596,000 | 15,703 |
| AMEREN CORPORATION023608102 · AEE | COM | $1.5m | 35,468 |
| AMERICA MOVIL-SPN ADR CL L02364W105 | SPON ADR L SHS | $244,000 | 14,766 |
| AMERICAN AIRLINES GROUP INC02376R102 · AAL | COM | $3.3m | 84,235 |
| AMERICAN ASSETS TRUST INC024013104 · AAT | COM | $148,000 | 3,622 |
| AMERICAN CAMPUS COMMUNITIES024835100 | COM | $141,000 | 3,887 |
| AMERICAN ELECTRIC POWER025537101 · AEP | COM | $1.5m | 26,955 |
| AMERICAN EAGLE OUTFITTERS02553E106 · AEO | COM | $583,000 | 37,307 |
| AMERICAN EQUITY INVT LIFE HL025676206 | COM | $980,000 | 42,056 |
| AMERICAN EXPRESS CO025816109 · AXP | COM | $3.3m | 43,870 |
| AMERICAN FINANCIAL GROUP INC025932104 · AFG | COM | $1.0m | 15,093 |
| AMERICAN INTERNATIONAL GROUP026874784 · AIG | COM NEW | $6.5m | 113,732 |
| AMERICAN PUBLIC EDUCATION02913V103 · APEI | COM | $190,000 | 8,090 |
| AMERICAN SCIENCE & ENGINEERI029429107 | COM | $85,000 | 2,377 |
| AMERICAN STATES WATER CO029899101 · AWR | COM | $266,000 | 6,431 |
| AMERICAN TOWER CORP03027X100 · AMT | COM | $451,000 | 5,127 |
| AMERICAN VANGUARD CORP030371108 · AVD | COM | $140,000 | 12,110 |
| AMERICAN WOODMARK CORP030506109 | COM | $427,000 | 6,583 |
| AMERISAFE INC03071H100 · AMSF | COM | $229,000 | 4,613 |
| AMERISOURCEBERGEN CORP03073E105 · COR | COM | $9.8m | 103,684 |
| AMERIPRISE FINANCIAL INC03076C106 · AMP | COM | $1.3m | 11,972 |
| AMETEK INC031100100 · AME | COM | $338,000 | 6,461 |
| AMGEN INC031162100 · AMGN | COM | $1.6m | 11,657 |
| AMPHENOL CORP-CL A032095101 · APH | CL A | $455,000 | 8,925 |
| AMSURG CORP03232P405 | COM | $1.2m | 15,095 |
| ANADARKO PETROLEUM CORP032511107 | COM | $1.0m | 16,744 |
| ANALOG DEVICES INC032654105 · ADI | COM | $260,000 | 4,601 |
| ANALOGIC CORP032657207 | COM PAR $0.05 | $276,000 | 3,367 |
| ANDERSONS INC/THE034164103 · ANDE | COM | $2.3m | 68,780 |
| ANGIODYNAMICS INC03475V101 · ANGO | COM | $177,000 | 13,394 |
| ANHEUSER-BUSCH INBEV-SPN ADR03524A108 · BUD | SPONSORED ADR | $197,000 | 1,853 |
| ANIKA THERAPEUTICS INC035255108 · ANIK | COM | $40,000 | 1,265 |
| SELECT COMFORT CORPORATION81616X103 | COM | $653,000 | 29,839 |
| SELECT MEDICAL HOLDINGS CORP81619Q105 | COM | $1.5m | 136,804 |
| SELECTIVE INSURANCE GROUP816300107 · SIGI | COM | $1.1m | 34,851 |
| SEMTECH CORP816850101 · SMTC | COM | $242,000 | 16,045 |
| SEMPRA ENERGY816851109 · SRE | COM | $964,000 | 9,968 |
| SENECA FOODS CORP - CL A817070501 · SENEA | CL A | $690,000 | 26,172 |
| SENIOR HOUSING PROP TRUST81721M109 | SH BEN INT | $317,000 | 19,559 |
| SENSIENT TECHNOLOGIES CORP81725T100 · SXT | COM | $238,000 | 3,875 |
| SERVICE CORP INTERNATIONAL817565104 · SCI | COM | $541,000 | 19,965 |
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 |