IKOS CIF LTD

Open in PORT →← all managers

CIK 1372270

13F portfolio (2016-Q3)

$17M

Positions

133

Implied 1Y CAGR

modeled · as filed

Long positions in SEC Section 13(f) securities (US-listed stocks, ADRs and ETFs), largest first · Δ vs 2016-Q2. A lagged quarterly snapshot (filed ≤45 days after quarter-end); excludes shorts, options, cash, and shares listed only on non-US exchanges — foreign companies held via a US listing or ADR (e.g. Alibaba, TSMC) ARE included.

Implied return what this book implies · modeled, not advice methodology →

Open in PORT →

As filed = each book applied at its quarter-end (what the reported book did) · As copyable = applied at its statutory 45-day filing deadline (what a 13F follower could have earned).

Computing…

Hypothetical modeled performance constructed with hindsight — not actual results, and not indicative of future results. See the Disclaimer.

Exposures · what this manager owns, by sector & size (2016-Q3)

Holdings

133

Top 5

22.2%

Top 10

36.5%

Effective N

46.7

HHI

0.021

This quarter

101 new · 0 exit →

By sector

Unclassified68.8%

Materials6.5%

Industrials4.9%

Health Care4.7%

Information Technology4.0%

Real Estate3.4%

Financials3.4%

Consumer Discretionary3.2%

Other1.0%

By market cap

Unknown68.8%

Large ($10–200B)20.9%

Mega (>$200B)6.5%

Mid ($2–10B)2.8%

Small ($300M–2B)1.1%

By region

Other68.8%

North America31.2%

By industry group GICS — finer than sector

Industry group	Weight	Names
Unclassified	68.76%	87
Chemicals	6.12%	4
Electrical Equipment & Components	3.85%	1
Equity Real Estate Investment Trusts (REITs)	3.42%	5
Capital Markets	3.36%	3
Pharmaceuticals & Biotechnology	3.10%	2
Professional Services	2.52%	1
Commercial Services & Supplies	2.22%	3
Health Care Equipment & Supplies	1.61%	2
Household Durables	1.07%	1
Specialty Retail	0.91%	4
Oil, Gas & Consumable Fuels	0.64%	3
Textiles, Apparel & Luxury Goods	0.44%	1
Automobiles & Components	0.42%	3
Metals & Mining	0.40%	2
Utilities	0.39%	2
Hotels, Restaurants & Leisure	0.34%	2
Machinery	0.18%	4
Semiconductors & Semiconductor Equipment	0.17%	1
Distributors	0.06%	1
Construction Materials	0.03%	1

Top holdings

#	Ticker	Name	Sector	Weight
1	NKE	NIKE, Inc.	Materials	5.21%
2		GOLDMAN SACHS GROUP INC	Unclassified	4.97%
3		TEVA PHARMACEUTICAL INDS LTD	Unclassified	4.60%
4	GE	GENERAL ELECTRIC CO	Information Technology	3.85%
5		MARRIOTT INTL INC NEW	Unclassified	3.62%
6		BAIDU INC	Unclassified	3.26%
7		APPLIED MATLS INC	Unclassified	3.04%
8		DOW CHEM CO	Unclassified	2.77%
9	AMGN	AMGEN INC	Health Care	2.62%
10		NETEASE INC	Unclassified	2.54%

46/133 names classified · sector 31.2% of weight · industry 31.2% · mkt cap 31.2%; unclassified names shown, never dropped.

Sector allocation over time · how the GICS mix & top names shifted quarter by quarter

top 5/sector, rest → “Other” · 15 quarters

Consumer DiscretionaryAMZN, MCD, VFC, PCAR, LVS · other

IndustrialsDE, GD, FISV, CCL, PAYX · other

Information TechnologyCRM, GE, MU, SNPS, NOW · other

Health CarePFE, AMGN, GILD, EW, SYK · other

MaterialsNKE, FCX, NUE, MOS, KMB · other

FinancialsBLK, CME, UNH, SEIC, IVZ · other

Consumer StaplesKR, KO, STZ, CVS, ADM · other

UtilitiesNI, EXC, FE, OGE, ED · other

EnergyBTU, CVX, HAL, COP, SU · other

Real EstateCBRE, JLL, SBAC, EXR, HST · other

Communication ServicesVZ, OMC

UnclassifiedVALERO ENERGY CORP NEW, WELLS FARGO & CO NEW, GOLDMAN SACHS GROUP INC, EXPRESS SCRIPTS HLDG CO, TEVA PHARMACEUTICAL INDS LTD · other

Sector is classified on each name's CURRENT fundamentals, not point-in-time — apparent sector drift can reflect the market re-rating a holding, not a manager trade. 13F is a lagged quarterly snapshot of long positions in US-listed securities only — foreign companies held via a US listing or ADR ARE included, but shares listed only on non-US exchanges (plus shorts, options and cash) are not. Latest quarter: 31.2% of the book is sector-classified (unclassified names shown, never dropped).

Style box · size × value-growth placement of the reported book (2016-Q3), classified on current fundamentals (not point-in-time) — load it into PORT to overlay your own portfolio

Only 31% of book weight classified — the grid is NOT representative of the whole book.

holdings, colored by sector (45 classified)IKOS CIF LTD centroid (Mid Core)

MaterialsIndustrialsHealth CareInformation TechnologyFinancialsConsumer DiscretionaryReal EstateEnergyUtilities

Style box summary for IKOS CIF LTD: centroid Mid Core. Heaviest cells: Mid Value 7.8%, Mid Core 6.7%, Large Growth 5.7%.

Classified: 31.0% of book weight (45/47 names) · unclassified 69.0%: , MAC. Size: cap 70/20/10 bands; style: value/growth composite on our own metrics — not Morningstar's model.

Contribution holdings-based, any period

No contribution data for this period.

Holdings· 133 positions (2016-Q3) · largest first · Δ vs 2016-Q2

#	Security	Shares	Value	Weight	Δ QoQ
1	NKENIKE INC	16,444	$868,000	5.2%	NEW
2	GOLDMAN SACHS GROUP INC	5,199	$828,000	5.0%	NEW
3	TEVA PHARMACEUTICAL INDS LTD	16,171	$766,000	4.6%	NEW
4	GEGENERAL ELECTRIC CO	21,300	$641,000	3.8%	NEW
5	MARRIOTT INTL INC NEW	8,982	$604,000	3.6%	NEW
6	BAIDU INC	2,897	$543,000	3.3%	NEW
7	APPLIED MATLS INC	17,083	$506,000	3.0%	NEW
8	DOW CHEM CO	8,840	$462,000	2.8%	TRIM −58%
9	AMGNAMGEN INC	2,597	$437,000	2.6%	NEW
10	NETEASE INC	1,735	$423,000	2.5%	NEW
11	PAYXPAYCHEX INC	7,309	$420,000	2.5%	NEW
12	AUTOMATIC DATA PROCESSING IN	4,445	$393,000	2.4%	NEW
13	PHILIP MORRIS INTL INC	3,800	$373,000	2.2%	TRIM −56%
14	DANAHER CORP DEL	4,605	$365,000	2.2%	NEW
15	VALERO ENERGY CORP NEW	6,607	$344,000	2.1%	TRIM −40%
16	TESORO CORP	3,921	$313,000	1.9%	ADD 3984%
17	FISVFISERV INC	2,731	$289,000	1.7%	NEW
18	EXREXTRA SPACE STORAGE INC	3,377	$276,000	1.7%	NEW
19	ULTA SALON COSMETCS & FRAG I	1,095	$276,000	1.7%	NEW
20	MICROCHIP TECHNOLOGY INC	4,347	$258,000	1.5%	ADD 234%
21	WYNDHAM WORLDWIDE CORP	3,652	$257,000	1.5%	NEW
22	CITIGROUP INC	5,304	$243,000	1.5%	NEW
23	GLOBAL PMTS INC	3,331	$240,000	1.4%	TRIM −44%
24	SEICSEI INVESTMENTS CO	4,935	$222,000	1.3%	ADD 254%
25	INTL PAPER CO	4,580	$220,000	1.3%	NEW
26	BLKBLACKROCK INC	588	$214,000	1.3%	NEW
27	SMUCKER J M CO	1,318	$185,000	1.1%	NEW
28	BSXBOSTON SCIENTIFIC CORP	7,800	$180,000	1.1%	NEW
29	LEGLEGGETT & PLATT INC	3,815	$178,000	1.1%	NEW
30	MARATHON PETE CORP	4,148	$173,000	1.0%	NEW
31	BANCO BILBAO VIZCAYA ARGENTA	25,632	$150,000	0.9%	NEW
32	CENTURYLINK INC	4,741	$143,000	0.9%	NEW
33	ORACLE CORP	3,516	$138,000	0.8%	NEW
34	CADENCE DESIGN SYSTEM INC	5,690	$137,000	0.8%	ADD 5590%
35	HSTHOST HOTELS & RESORTS INC	7,902	$135,000	0.8%	NEW
36	BANK AMER CORP	8,790	$133,000	0.8%	NEW
37	MAXIM INTEGRATED PRODS INC	3,300	$127,000	0.8%	ADD 37%
38	CMECME GROUP INC	1,161	$124,000	0.7%	NEW
39	DU PONT E I DE NEMOURS & CO	1,812	$121,000	0.7%	TRIM −88%
40	DLTRDOLLAR TREE INC	1,412	$117,000	0.7%	NEW
41	BRISTOL MYERS SQUIBB CO	2,120	$114,000	0.7%	NEW
42	INGRAM MICRO INC	3,231	$110,000	0.7%	ADD 18%
43	SPECTRA ENERGY CORP	2,561	$110,000	0.7%	NEW
44	US BANCORP DEL	2,500	$109,000	0.7%	TRIM −24%
45	ALEXION PHARMACEUTICALS INC	839	$105,000	0.6%	NEW
46	LEVEL 3 COMMUNICATIONS INC	2,056	$100,000	0.6%	NEW
47	CONTINENTAL RESOURCES INC	2,180	$99,000	0.6%	NEW
48	IRON MTN INC NEW	2,465	$91,000	0.5%	NEW
49	EQIXEQUINIX INC	253	$90,000	0.5%	NEW
50	POLARIS INDS INC	1,220	$88,000	0.5%	NEW
51	TFXTELEFLEX INC	501	$88,000	0.5%	NEW
52	ALBEMARLE CORP	1,102	$86,000	0.5%	NEW
53	CELGENE CORP	800	$84,000	0.5%	NEW
54	ENTERPRISE PRODS PARTNERS L	3,000	$82,000	0.5%	TRIM −32%
55	GENERAL MTRS CO	2,478	$79,000	0.5%	NEW
56	GILDGILEAD SCIENCES INC	1,000	$79,000	0.5%	NEW
57	DIGITAL RLTY TR INC	764	$77,000	0.5%	NEW
58	FACEBOOK INC	600	$77,000	0.5%	NEW
59	EQTEQT CORP	1,088	$74,000	0.4%	NEW
60	GRAINGER W W INC	344	$74,000	0.4%	NEW
61	VFCV F CORP	1,245	$74,000	0.4%	TRIM −91%
62	MICHAEL KORS HLDGS LTD	1,600	$74,000	0.4%	NEW
63	MOSMOSAIC CO NEW	2,631	$72,000	0.4%	NEW
64	RANGE RES CORP	1,890	$72,000	0.4%	TRIM −34%
65	WASTE MGMT INC DEL	1,008	$65,000	0.4%	NEW
66	JACOBS ENGR GROUP INC DEL	1,200	$62,000	0.4%	ADD 8%
67	URIUNITED RENTALS INC	800	$62,000	0.4%	NEW
68	HARMAN INTL INDS INC	734	$61,000	0.4%	NEW
69	EXCEXELON CORP	1,714	$60,000	0.4%	NEW
70	STLDSTEEL DYNAMICS INC	2,407	$59,000	0.4%	ADD 141%
71	KEYCORP NEW	4,798	$58,000	0.3%	NEW
72	CECELANESE CORP DEL	901	$56,000	0.3%	NEW
73	OCCIDENTAL PETE CORP DEL	713	$50,000	0.3%	TRIM −92%
74	WHIRLPOOL CORP	300	$50,000	0.3%	TRIM −70%
75	CARTER INC	501	$49,000	0.3%	NEW
76	DEVON ENERGY CORP NEW	1,200	$49,000	0.3%	NEW
77	ERICSSON	6,800	$48,000	0.3%	NEW
78	HUNTINGTON BANCSHARES INC	4,600	$44,000	0.3%	TRIM −56%
79	MACMACERICH CO	470	$41,000	0.2%	NEW
80	NEWMONT MINING CORP	1,017	$40,000	0.2%	ADD 154%
81	APACHE CORP	600	$38,000	0.2%	NEW
82	ALVAUTOLIV INC	364	$38,000	0.2%	TRIM −84%
83	ST JUDE MED INC	484	$37,000	0.2%	TRIM −51%
84	TJX COS INC NEW	500	$37,000	0.2%	NEW
85	LINCOLN ELEC HLDGS INC	602	$35,000	0.2%	TRIM −62%
86	MCDMCDONALDS CORP	300	$35,000	0.2%	TRIM −96%
87	WILLIAMS COS INC DEL	1,000	$31,000	0.2%	NEW
88	FIDELITY NATL INFORMATION SV	357	$28,000	0.2%	TRIM −90%
89	OREALTY INCOME CORP	398	$28,000	0.2%	NEW
90	SWKSSKYWORKS SOLUTIONS INC	380	$28,000	0.2%	NEW
91	UNITED TECHNOLOGIES CORP	278	$28,000	0.2%	NEW
92	CHARTER COMMUNICATIONS INC N	100	$27,000	0.2%	NEW
93	WESCO INTL INC	454	$26,000	0.2%	NEW
94	NUANCE COMMUNICATIONS INC	1,800	$25,000	0.2%	NEW
95	HUNHUNTSMAN CORP	1,600	$24,000	0.1%	TRIM −85%
96	PSXPHILLIPS 66	300	$24,000	0.1%	NEW
97	LVSLAS VEGAS SANDS CORP	396	$22,000	0.1%	NEW
98	LEALEAR CORP	200	$22,000	0.1%	TRIM −92%
99	WSMWILLIAMS SONOMA INC	430	$22,000	0.1%	NEW
100	HILTON WORLDWIDE HLDGS INC	900	$21,000	0.1%	NEW
101	DOVDOVER CORP	289	$20,000	0.1%	NEW
102	EBAYEBAY INC	600	$19,000	0.1%	NEW
103	MEAD JOHNSON NUTRITION CO	223	$19,000	0.1%	NEW
104	REYNOLDS AMERICAN INC	407	$19,000	0.1%	NEW
105	VANTIV INC	334	$18,000	0.1%	NEW
106	CAMPBELL SOUP CO	295	$17,000	0.1%	NEW
107	DIAMOND OFFSHORE DRILLING IN	800	$14,000	0.1%	NEW
108	HOLLYFRONTIER CORP	500	$12,000	0.1%	NEW
109	NEWFIELD EXPL CO	258	$12,000	0.1%	NEW
110	DICKS SPORTING GOODS INC	200	$11,000	0.1%	NEW
111	GNTXGENTEX CORP	600	$10,000	0.1%	TRIM −65%
112	SYYSYSCO CORP	197	$10,000	0.1%	NEW
113	ENERGEN CORP	158	$9,000	0.1%	NEW
114	NCR CORP NEW	297	$9,000	0.1%	TRIM −93%
115	SOUTHWESTERN ENERGY CO	670	$9,000	0.1%	NEW
116	SUNTRUST BKS INC	200	$9,000	0.1%	NEW
117	ANTERO RES CORP	300	$8,000	0.0%	TRIM −98%
118	BBYBEST BUY INC	200	$8,000	0.0%	NEW
119	JOY GLOBAL INC	300	$8,000	0.0%	NEW
120	SMSM ENERGY CO	228	$8,000	0.0%	NEW
121	FCXFREEPORT-MCMORAN INC	600	$7,000	0.0%	NEW
122	AMERICAN CAP LTD	375	$6,000	0.0%	TRIM −81%
123	KMXCARMAX INC	100	$5,000	0.0%	NEW
124	HANESBRANDS INC	200	$5,000	0.0%	NEW
125	OKEONEOK INC NEW	100	$5,000	0.0%	NEW
126	OCOWENS CORNING NEW	90	$5,000	0.0%	NEW
127	CIT GROUP INC	100	$4,000	0.0%	NEW
128	TKRTIMKEN CO	138	$4,000	0.0%	NEW
129	CRCRANE CO	46	$3,000	0.0%	NEW
130	DEDEERE & CO	40	$3,000	0.0%	NEW
131	EATON VANCE CORP	88	$3,000	0.0%	NEW
132	MARTIN MARIETTA MATLS INC	17	$3,000	0.0%	NEW
133	TESLA MTRS INC	5	$1,000	0.0%	NEW

☆IKOS CIF LTD