Institution
Qs Batterymarch Financial Management, Inc
13F for September 30, 2014, filed November 14, 2014 · SEC CIK 316471 · Holdings history from December 31, 2007
The latest available holdings for this manager are dated September 30, 2014.
- Reported value
- $3.8bn 69% in companies we cover
- Positions we cover
- 508 Largest AAPL 2.3%
- Copy, a year
- +22.5% S&P 500 +19.2%
- Copy Sharpe ratio
- — Shown from three years of history
Historical holdings
| Issuer | Class / type | Reported value | Quantity |
|---|---|---|---|
| ENERGY TRANSFER PRTNRS L P29273R109 | UNIT LTD PARTN | $20,000 | 300 |
| ENERPLUS CORP292766102 | COM | $3.7m | 195,675 |
| ENGILITY HLDGS INC29285W104 | COM | $2.9m | 93,200 |
| ENLINK MIDSTREAM LLC29336T100 | COM UNIT REP LTD | $79,000 | 1,897 |
| ENPHASE ENERGY INC29355A107 · ENPH | COM | $1.9m | 129,608 |
| ENSIGN GROUP INC29358P101 · ENSG | COM | $922,000 | 26,490 |
| ENTERGY CORP NEW29364G103 · ETR | COM | $1.3m | 16,700 |
| ENTRAVISION COMMUNICATIONS C29382R107 · EVC | CL A | $3.5m | 883,741 |
| EPIZYME INC29428V104 | COM | $2.8m | 102,466 |
| EQUINIX INC29444U502 · EQIX | COM NEW | $224,000 | 1,050 |
| EQUITY COMWLTH294628102 | COM SH BEN INT | $124,000 | 4,805 |
| EQUITY LIFESTYLE PPTYS INC29472R108 · ELS | COM | $242,000 | 5,700 |
| EQUITY RESIDENTIAL29476L107 · VMRK | SH BEN INT | $819,000 | 13,294 |
| EURONET WORLDWIDE INC298736109 · EEFT | COM | $1.6m | 33,840 |
| EVERCORE PARTNERS INC29977A105 · EVR | CLASS A | $2.4m | 51,309 |
| EXELON CORP30161N101 · EXC | COM | $995,000 | 29,186 |
| EXELIS INC30162A108 | COM | $4.6m | 278,600 |
| EXPONENT INC30214U102 · EXPO | COM | $632,000 | 8,910 |
| EXPRESS SCRIPTS HLDG CO30219G108 | COM | $6.6m | 93,649 |
| EXTRA SPACE STORAGE INC30225T102 · EXR | COM | $248,000 | 4,800 |
| EXTERRAN HLDGS INC30225X103 | COM | $34,000 | 754 |
| EXXON MOBIL CORP30231G102 | COM | $41.9m | 445,837 |
| FBR & CO30247C400 | COM NEW | $109,000 | 3,932 |
| FMC TECHNOLOGIES INC30249U101 | COM | $6.7m | 123,800 |
| FTD COS INC30281V108 | COM | $927,000 | 27,159 |
| FACEBOOK INC30303M102 · META | CL A | $26.2m | 331,579 |
| FEDERAL SIGNAL CORP313855108 · FSS | COM | $4.3m | 324,734 |
| FEDEX CORP31428X106 · FDX | COM | $244,000 | 1,508 |
| FELCOR LODGING TR INC31430F101 | COM | $7.5m | 797,143 |
| FIDELITY NATIONAL FINANCIAL31620R303 · FNF | FNF GROUP COM | $6.0m | 217,900 |
| FIFTH THIRD BANCORP316773100 · FITB | COM | $9.0m | 449,111 |
| FINISH LINE INC317923100 | CL A | $1.9m | 77,226 |
| FIRST BANCORP P R318672706 · FBP | COM NEW | $2.8m | 599,783 |
| FIRST BANCORP N C318910106 · FBNC | COM | $24,000 | 1,489 |
| FIRST DEFIANCE FINL CORP32006W106 | COM | $462,000 | 17,085 |
| FIRST HORIZON NATL CORP320517105 · FHN | COM | $12,000 | 930 |
| FIRST INDUSTRIAL REALTY TRUS32054K103 · FR | COM | $889,000 | 52,560 |
| FIRST MERCHANTS CORP320817109 · FRME | COM | $4.6m | 227,612 |
| FIRST NBC BK HLDG CO32115D106 | COM | $1.7m | 52,461 |
| FIRST SOLAR INC336433107 · FSLR | COM | $7.8m | 118,660 |
| FLEETCOR TECHNOLOGIES INC339041105 | COM | $327,000 | 2,300 |
| FLUOR CORP NEW343412102 · FLR | COM | $112,000 | 1,662 |
| FLOWERS FOODS INC343498101 · FLO | COM | $12,000 | 624 |
| FORD MTR CO DEL345370860 · F | COM PAR $0.01 | $370,000 | 25,005 |
| FORMFACTOR INC346375108 · FORM | COM | $2.9m | 402,774 |
| FOSTER L B CO350060109 · FSTR | COM | $699,000 | 15,200 |
| FRANKLIN RES INC354613101 · BEN | COM | $14,000 | 249 |
| FRONTIER COMMUNICATIONS CORP35906A108 | COM | $30,000 | 4,500 |
| GAIN CAP HLDGS INC36268W100 | COM | $386,000 | 60,440 |
| GAMESTOP CORP NEW36467W109 · GME | CL A | $134,000 | 3,250 |
| GAP INC DEL364760108 · GAP | COM | $16.4m | 393,805 |
| GENERAL DYNAMICS CORP369550108 · GD | COM | $3.8m | 30,228 |
| GENERAL ELECTRIC CO369604103 | COM | $27.1m | 1,057,358 |
| GENERAL GROWTH PPTYS INC NEW370023103 | COM | $702,000 | 29,800 |
| GENERAL MLS INC370334104 · GIS | COM | $1.0m | 19,831 |
| GENTEX CORP371901109 · GNTX | COM | $5.5m | 204,854 |
| GERON CORP374163103 · GERN | COM | $5,000 | 2,256 |
| GILEAD SCIENCES INC375558103 · GILD | COM | $26.4m | 248,254 |
| GLACIER BANCORP INC NEW37637Q105 · GBCI | COM | $10,000 | 350 |
| GLOBE SPECIALTY METALS INC37954N206 | COM | $2.5m | 138,150 |
| GOL LINHAS AEREAS INTLG S A38045R107 | SP ADR REP PFD | $156,000 | 32,248 |
| GOLDMAN SACHS GROUP INC38141G104 · GS | COM | $11.4m | 62,315 |
| GOOGLE INC38259P508 · GOOGL | CL A | $11.0m | 18,776 |
| GOOGLE INC38259P706 · GOOGL | CL C | $10.8m | 18,776 |
| GRANITE CONSTR INC387328107 · GVA | COM | $3.7m | 115,607 |
| GRAPHIC PACKAGING HLDG CO388689101 · GPK | COM | $6.1m | 491,480 |
| GREEN DOT CORP39304D102 · GDOT | CL A | $10,000 | 448 |
| GREEN PLAINS INC393222104 · GPRE | COM | $2.3m | 61,617 |
| GREENBRIER COS INC393657101 · GBX | COM | $365,000 | 4,963 |
| GROUP 1 AUTOMOTIVE INC398905109 · GPI | COM | $2.9m | 40,020 |
| GROUPE CGI INC39945C109 | CL A SUB VTG | $1.4m | 42,150 |
| GPO AEROPORTUARIO DEL PAC SA400506101 | SPON ADR B | $277,000 | 4,100 |
| GULF ISLAND FABRICATION INC402307102 | COM | $52,000 | 3,000 |
| GULFMARK OFFSHORE INC402629208 | CL A NEW | $1.5m | 46,900 |
| H & E EQUIPMENT SERVICES INC404030108 | COM | $4.2m | 103,616 |
| HCA HOLDINGS INC40412C101 · HCA | COM | $113,000 | 1,600 |
| HCP INC40414L109 | COM | $5.4m | 135,830 |
| HDFC BANK LTD40415F101 · HDB | ADR REPS 3 SHS | $317,000 | 6,800 |
| HCI GROUP INC40416E103 · HCI | COM | $4.7m | 129,495 |
| HSN INC404303109 | COM | $12,000 | 189 |
| HACKETT GROUP INC404609109 · HCKT | COM | $481,000 | 80,600 |
| HALLIBURTON CO406216101 · HAL | COM | $16.8m | 260,967 |
| HALOZYME THERAPEUTICS INC40637H109 · HALO | COM | $1.1m | 126,159 |
| HANDY & HARMAN LTD410315105 | COM | $570,000 | 21,700 |
| HANESBRANDS INC410345102 | COM | $30.9m | 287,194 |
| HANMI FINL CORP410495204 · HAFC | COM NEW | $5.6m | 276,940 |
| HANOVER INS GROUP INC410867105 · THG | COM | $142,000 | 2,300 |
| HARMONIC INC413160102 · HLIT | COM | $1.9m | 294,815 |
| HARRIS CORP DEL413875105 · LHX | COM | $150,000 | 2,250 |
| HARSCO CORP415864107 | COM | $2.0m | 95,035 |
| HARTFORD FINL SVCS GROUP INC416515104 · HIG | COM | $122,000 | 3,250 |
| HASBRO INC418056107 · HAS | COM | $16,000 | 278 |
| HATTERAS FINL CORP41902R103 | COM | $1.5m | 82,593 |
| HAVERTY FURNITURE INC419596101 · HVT | COM | $813,000 | 37,272 |
| HAWAIIAN HOLDINGS INC419879101 | COM | $1.0m | 77,347 |
| HEALTH NET INC42222G108 | COM | $707,000 | 15,326 |
| HEARTWARE INTL INC422368100 | COM | $140,000 | 1,800 |
| HELMERICH & PAYNE INC423452101 · HP | COM | $485,000 | 4,950 |
| HERSHA HOSPITALITY TR427825104 | SH BEN INT A | $4.3m | 680,540 |
| HESS CORP42809H107 | COM | $1.1m | 11,300 |
How copying its 13F would have done
Reported value by quarter
View chart data
| Period | Reported value |
|---|---|
| 2013-06-30 | $5.2B |
| 2013-09-30 | $4.6B |
| 2013-12-31 | $4.7B |
| 2014-03-31 | $4.9B |
| 2014-06-30 | $3.9B |
| 2014-09-30 | $3.8B |
Latest covered holdings and moves
| Company | Share of portfolio | Value | Shares | Change in shares |
|---|---|---|---|---|
| AAPLApple Inc. | 2.31% | $87.2m | 865.5K | +1.8% Added |
| JPMJPMorgan Chase | 0.95% | $36.1m | 599.0K | 0.0% |
| MSFTMicrosoft Corporation | 0.90% | $34.2m | 737.6K | 0.0% |
| HDThe Home Depot | 0.89% | $33.6m | 366.4K | −0.3% |
| CMCSAComcast | 0.88% | $33.3m | 619.1K | −17.1% Reduced |
| QCOMQualcomm | 0.88% | $33.1m | 442.8K | −5.2% Reduced |
| WFCWells Fargo | 0.86% | $32.7m | 630.2K | −12.6% Reduced |
| JNJJohnson & Johnson | 0.86% | $32.5m | 304.7K | 0.0% |
| CSCOCisco | 0.85% | $32.2m | 1.28M | −4.4% Reduced |
| CVSCVS Health | 0.85% | $32.2m | 404.2K | 0.0% |
| ABBVAbbVie | 0.85% | $32.2m | 556.8K | 0.0% |
| BABoeing | 0.82% | $31.2m | 244.9K | −1.1% Reduced |
| UNPUnion Pacific Corporation | 0.76% | $28.8m | 265.7K | 0.0% |
| VZVerizon | 0.75% | $28.5m | 570.3K | 0.0% |
| DISThe Walt Disney Company | 0.73% | $27.6m | 309.5K | 0.0% |
| GILDGilead Sciences | 0.70% | $26.4m | 248.3K | 0.0% |
| METAMeta Platforms | 0.69% | $26.2m | 331.6K | 0.0% |
| PGProcter & Gamble | 0.65% | $24.4m | 291.4K | −0.7% Reduced |
| ORCLOracle Corporation | 0.64% | $24.1m | 630.7K | 0.0% |
| CCitigroup | 0.63% | $23.7m | 457.8K | 0.0% |
| PSXPhillips 66 | 0.63% | $23.6m | 290.8K | −0.1% |
| PFEPfizer | 0.61% | $23.0m | 776.6K | −7.0% Reduced |
| GOOGLAlphabet Inc. (Class A) | 0.58% | $21.9m | 37.6K | 0.0% |
| AMGNAmgen | 0.56% | $21.0m | 149.6K | −4.3% Reduced |
| REGNRegeneron Pharmaceuticals | 0.55% | $20.9m | 58.0K | −16.4% Reduced |
| PPGPPG Industries | 0.55% | $20.8m | 105.7K | 0.0% |
| BACBank of America | 0.55% | $20.6m | 1.21M | 0.0% |
| KMBKimberly-Clark | 0.53% | $20.2m | 187.5K | +1.1% Added |
| BIIBBiogen | 0.53% | $19.9m | 60.3K | +25.9% Added |
| KOThe Coca-Cola Company | 0.52% | $19.6m | 459.5K | +2.0% Added |
| NOCNorthrop Grumman | 0.51% | $19.4m | 147.2K | 0.0% |
| MUMicron Technology | 0.51% | $19.1m | 558.6K | +3.4% Added |
| VVisa Inc. | 0.50% | $19.0m | 89.3K | 0.0% |
| ALLAllstate | 0.50% | $19.0m | 309.0K | 0.0% |
| CVXChevron Corporation | 0.50% | $18.8m | 157.7K | −0.2% |
| PEPPepsiCo | 0.49% | $18.7m | 201.1K | 0.0% |
| TAT&T | 0.49% | $18.4m | 523.4K | −8.4% Reduced |
| MMacy's, Inc. | 0.48% | $18.1m | 310.3K | 0.0% |
| MAMastercard | 0.47% | $18.0m | 243.0K | −3.1% Reduced |
| EOGEOG Resources | 0.47% | $17.9m | 181.3K | 0.0% |
| TRVThe Travelers Companies | 0.47% | $17.6m | 187.1K | 0.0% |
| LOWLowe's | 0.46% | $17.5m | 331.5K | 0.0% |
| HALHalliburton | 0.45% | $16.8m | 261.0K | −2.3% Reduced |
| AXPAmerican Express | 0.44% | $16.7m | 190.4K | 0.0% |
| GAPGAP Inc | 0.43% | $16.4m | 393.8K | 0.0% |
| LUVSouthwest Airlines | 0.43% | $16.4m | 484.4K | −0.8% Reduced |
| ADMArcher Daniels Midland | 0.43% | $16.2m | 316.6K | 0.0% |
| UNHUnitedHealth Group | 0.41% | $15.7m | 181.8K | 0.0% |
| MCKMcKesson | 0.41% | $15.6m | 80.0K | −1.0% Reduced |
| VLOValero Energy | 0.41% | $15.5m | 335.5K | 0.0% |
| CAHCardinal Health | 0.41% | $15.4m | 205.9K | +1.7% Added |
| TXNTexas Instruments | 0.41% | $15.4m | 322.8K | 0.0% |
| ITWIllinois Tool Works | 0.40% | $15.0m | 177.1K | New |
| CICigna | 0.39% | $14.7m | 161.6K | 0.0% |
| IBMIBM | 0.39% | $14.6m | 77.0K | −4.3% Reduced |
| AMPAmeriprise Financial | 0.38% | $14.5m | 117.3K | 0.0% |
| MPCMarathon Petroleum | 0.38% | $14.2m | 167.9K | 0.0% |
| IPInternational Paper | 0.37% | $14.2m | 296.4K | 0.0% |
| DOVDover Corporation | 0.37% | $14.0m | 174.8K | 0.0% |
| COPConocoPhillips | 0.37% | $14.0m | 182.6K | 0.0% |
| NKENike, Inc. | 0.37% | $13.9m | 155.7K | −30.6% Reduced |
| AIGAmerican International Group | 0.36% | $13.7m | 253.5K | +1093.6% Added |
| WDCWestern Digital | 0.36% | $13.6m | 140.0K | −2.0% Reduced |
| RFRegions Financial Corporation | 0.35% | $13.4m | 1.34M | 0.0% |
| GLWCorning Inc. | 0.35% | $13.3m | 686.7K | 0.0% |
| PHParker Hannifin | 0.35% | $13.2m | 115.9K | 0.0% |
| VTRVentas | 0.32% | $12.0m | 194.0K | 0.0% |
| MRKMerck & Co. | 0.32% | $12.0m | 202.4K | 0.0% |
| AAAlcoa Corp | 0.31% | $11.8m | 731.9K | New |
| RYRoyal Bank Of Canada | 0.30% | $11.4m | 159.8K | 0.0% |
| GSGoldman Sachs | 0.30% | $11.4m | 62.3K | 0.0% |
| ORLYO'Reilly Automotive | 0.30% | $11.4m | 75.7K | 0.0% |
| DDSDillard's, Inc. | 0.30% | $11.3m | 103.6K | −39.8% Reduced |
| MOAltria | 0.29% | $11.0m | 240.2K | −11.9% Reduced |
| MEOHMethanex Corp | 0.29% | $11.0m | 164.2K | −3.1% Reduced |
| SCIService Corp International | 0.29% | $10.8m | 510.8K | −4.2% Reduced |
| CRLCharles River Laboratories | 0.28% | $10.8m | 180.3K | 0.0% |
| HUNHuntsman Corp | 0.28% | $10.6m | 408.8K | 0.0% |
| MDTMedtronic | 0.28% | $10.5m | 170.0K | 0.0% |
| OSKOshkosh Corp | 0.28% | $10.4m | 235.4K | 0.0% |
| EIXEdison International | 0.27% | $10.4m | 185.5K | 0.0% |
| SWKSSkyworks Solutions, Inc. | 0.27% | $10.2m | 176.5K | +1986.1% Added |
| BKRBaker Hughes | 0.27% | $10.2m | 156.2K | +2317.4% Added |
| XRXXerox Holdings Corp | 0.27% | $10.2m | 767.4K | 0.0% |
| PWRQuanta Services | 0.27% | $10.1m | 278.8K | 0.0% |
| WMTWalmart | 0.27% | $10.0m | 131.2K | 0.0% |
| AVTAvnet Inc | 0.26% | $10.0m | 240.1K | 0.0% |
| AVYAvery Dennison | 0.26% | $9.7m | 216.6K | 0.0% |
| ICLRIcon PLC | 0.26% | $9.6m | 168.5K | −3.9% Reduced |
| CMSCMS Energy | 0.25% | $9.5m | 320.0K | 0.0% |
| SLBSchlumberger | 0.25% | $9.4m | 92.5K | 0.0% |
| PHMPulteGroup | 0.25% | $9.3m | 528.5K | 0.0% |
| TEVATeva Pharmaceutical Industries LTD | 0.24% | $9.2m | 171.3K | +0.4% |
| STNStantec Inc | 0.24% | $9.2m | 139.9K | −0.1% |
| USBU.S. Bancorp | 0.24% | $9.0m | 215.9K | −24.1% Reduced |
| FITBFifth Third Bancorp | 0.24% | $9.0m | 449.1K | −0.1% |
| MANHManhattan Associates Inc | 0.23% | $8.8m | 262.4K | −7.7% Reduced |
| NXPINXP Semiconductors | 0.23% | $8.5m | 124.7K | +2.7% Added |
| AMATApplied Materials | 0.23% | $8.5m | 394.0K | +27.6% Added |
| DALDelta Air Lines | 0.22% | $8.4m | 232.9K | New |
| NEENextEra Energy | 0.22% | $8.3m | 88.9K | 0.0% |
| VFCVF Corporation | 0.22% | $8.2m | 123.9K | 0.0% |
| ACMAecom | 0.21% | $8.1m | 239.8K | −8.4% Reduced |
| CNCCentene Corporation | 0.21% | $8.0m | 96.8K | −12.1% Reduced |
| JCIJohnson Controls | 0.21% | $7.9m | 179.1K | −18.3% Reduced |
| FSLRFirst Solar, Inc. | 0.21% | $7.8m | 118.7K | 0.0% |
| MDUMDU Resources Group Inc | 0.20% | $7.7m | 278.0K | +5.5% Added |
| SUSuncor Energy Inc | 0.20% | $7.6m | 209.7K | +55.1% Added |
| JACKJack IN The BOX Inc | 0.20% | $7.5m | 110.5K | −6.9% Reduced |
| PKGPackaging Corporation of America | 0.19% | $7.3m | 114.9K | 0.0% |
| STLDSteel Dynamics | 0.19% | $7.2m | 319.9K | 0.0% |
| DLXDeluxe Corp | 0.19% | $7.2m | 130.7K | −7.9% Reduced |
| EBAYeBay Inc. | 0.19% | $7.2m | 126.9K | 0.0% |
| TDToronto Dominion Bank | 0.19% | $7.2m | 144.7K | 0.0% |
| RLJRLJ Lodging Trust | 0.19% | $7.2m | 251.3K | −8.7% Reduced |
| LLYLilly (Eli) | 0.19% | $7.1m | 108.8K | −10.6% Reduced |
| MTDRMatador Resources Co | 0.18% | $7.0m | 270.3K | −8.4% Reduced |
| BMOBank Of Montreal | 0.18% | $6.9m | 93.9K | 0.0% |
| INTCIntel | 0.18% | $6.9m | 197.1K | 0.0% |
| RGENRepligen Corp | 0.18% | $6.8m | 342.7K | −8.1% Reduced |
| WYWeyerhaeuser | 0.17% | $6.6m | 207.5K | −23.5% Reduced |
| CBRLCracker Barrel OLD Country Store, Inc | 0.17% | $6.5m | 63.4K | −15.5% Reduced |
| EQTEQT Corporation | 0.17% | $6.4m | 70.2K | 0.0% |
| PBYIPuma Biotechnology, Inc. | 0.17% | $6.4m | 26.7K | −11.3% Reduced |
| PFGPrincipal Financial Group | 0.17% | $6.4m | 121.0K | 0.0% |
| WALWestern Alliance Bancorporation | 0.17% | $6.3m | 262.8K | −15.3% Reduced |
| AGOAssured Guaranty LTD | 0.17% | $6.2m | 280.9K | 0.0% |
| GPKGraphic Packaging Holding Co | 0.16% | $6.1m | 491.5K | +41.0% Added |
| AIRAAR Corp | 0.16% | $6.1m | 251.4K | −8.3% Reduced |
| FNFFidelity National Financial, Inc. | 0.16% | $6.0m | 217.9K | New |
| PMPhilip Morris International | 0.16% | $6.0m | 72.5K | −13.6% Reduced |
| NTCTNetscout Systems Inc | 0.16% | $6.0m | 130.8K | −7.6% Reduced |
| AZOAutoZone | 0.16% | $6.0m | 11.7K | 0.0% |
| SHOSunstone Hotel Investors, Inc. | 0.16% | $6.0m | 432.0K | −8.8% Reduced |
| PPCPilgrims Pride Corp | 0.16% | $6.0m | 194.7K | −32.3% Reduced |
| DRHDiamondrock Hospitality Co | 0.16% | $5.9m | 469.0K | −8.1% Reduced |
| PORPortland General Electric Co | 0.16% | $5.9m | 183.8K | +12.7% Added |
| CBRECBRE Group | 0.16% | $5.9m | 198.3K | 0.0% |
| UCBUnited Community Banks Inc | 0.16% | $5.9m | 357.8K | −8.9% Reduced |
| LENLennar | 0.15% | $5.8m | 148.6K | 0.0% |
| MGAMagna International Inc | 0.15% | $5.7m | 60.4K | +0.3% |
| SANMSanmina Corp | 0.15% | $5.7m | 273.6K | −8.2% Reduced |
| MWAMueller Water Products, Inc. | 0.15% | $5.7m | 688.9K | −8.4% Reduced |
| RESRPC Inc | 0.15% | $5.7m | 258.9K | +2.1% Added |
| BLKBlackRock | 0.15% | $5.6m | 17.2K | 0.0% |
| OFGOFG Bancorp | 0.15% | $5.6m | 373.4K | +6.9% Added |
| HAFCHanmi Financial Corp | 0.15% | $5.6m | 276.9K | −8.5% Reduced |
| ARWArrow Electronics, Inc. | 0.15% | $5.5m | 99.5K | 0.0% |
| MTGMgic Investment Corp | 0.15% | $5.5m | 704.8K | −1.2% Reduced |
| GNTXGentex Corp | 0.14% | $5.5m | 204.9K | +0.4% |
| Company | Bought (value) | Shares |
|---|---|---|
| ITWIllinois Tool Works | $15.0m | 177.1K |
| AIGAmerican International Group | $12.5m | 232.3K |
| AAAlcoa Corp | $11.8m | 731.9K |
| SWKSSkyworks Solutions, Inc. | $9.8m | 168.0K |
| BKRBaker Hughes | $9.7m | 149.7K |
| DALDelta Air Lines | $8.4m | 232.9K |
| FNFFidelity National Financial, Inc. | $6.0m | 217.9K |
| BNSBank Of Nova Scotia | $4.7m | 75.7K |
| ARCBArcbest Corp | $4.4m | 117.9K |
| BIIBBiogen | $4.1m | 12.4K |
| DCHDauch Corp | $3.9m | 233.8K |
| VACMarriott Vacations Worldwide Corp | $3.3m | 52.8K |
| NXSTNexstar Media Group, Inc. | $3.3m | 80.4K |
| ONBOLD National Bancorp | $3.0m | 234.6K |
| RDNRadian Group Inc | $3.0m | 211.2K |
| Company | Sold (value) | Shares |
|---|---|---|
| KIMKimco Realty | −$10.6m | −481.5K |
| LYVLive Nation Entertainment | −$8.2m | −340.0K |
| DDSDillard's, Inc. | −$7.4m | −68.4K |
| CMCSAComcast | −$6.9m | −127.6K |
| EGEverest Group | −$6.4m | −39.5K |
| CLSCelestica Inc | −$6.2m | −488.3K |
| NKENike, Inc. | −$6.1m | −68.6K |
| CBChubb Limited | −$5.6m | −61.6K |
| WFCWells Fargo | −$4.7m | −90.8K |
| SAIASaia Inc | −$4.1m | −83.6K |
| CWCurtiss Wright Corp | −$4.1m | −63.1K |
| REGNRegeneron Pharmaceuticals | −$4.1m | −11.3K |
| WTWisdomtree, Inc. | −$3.6m | −287.5K |
| TXNMTxnm Energy Inc | −$3.4m | −114.6K |
| ENSEnersys | −$3.0m | −44.0K |
| Company | Value last quarter | Shares |
|---|---|---|
| CLSCelestica Inc | $6.2m | 488.3K |
| CWCurtiss Wright Corp | $4.1m | 63.1K |
| WTWisdomtree, Inc. | $3.6m | 287.5K |
| TXNMTxnm Energy Inc | $3.4m | 114.6K |
| ENSEnersys | $3.0m | 44.0K |
| LKFNLakeland Financial Corp | $2.7m | 71.1K |
| SXCSuncoke Energy, Inc. | $2.4m | 112.0K |
| FFFuturefuel Corp. | $2.3m | 137.6K |
| KFRCKforce Inc | $2.2m | 103.9K |
| MCRIMonarch Casino & Resort Inc | $1.5m | 98.1K |
| HELEHelen Of Troy LTD | $1.5m | 24.0K |
| MURMurphy OIL Corp | $1.2m | 17.8K |
| MTXMinerals Technologies Inc | $911,000 | 13.9K |
| UISUnisys Corp | $670,000 | 27.1K |
| CTRECaretrust Reit, Inc. | $558,000 | 28.1K |
| LBTYKLiberty Global Ltd. | $486,000 | 11.2K |
| KELYAKelly Services Inc | $434,000 | 25.2K |
| LFCRLifecore Biomedical, Inc. DE | $434,000 | 34.7K |
| SCHWCharles Schwab Corporation | $429,000 | 15.9K |
| FIBKFirst Interstate Bancsystem Inc | $356,000 | 13.1K |
| GTNGray Media, Inc | $329,000 | 25.0K |
| CMRECostamare Inc. | $291,000 | 12.4K |
| VRSNVerisign Inc | $147,000 | 3.0K |
| OIIOceaneering International Inc | $133,000 | 1.7K |
| VPGVishay Precision Group, Inc. | $117,000 | 7.1K |
| DEIDouglas Emmett Inc | $116,000 | 4.1K |
| TGTTarget Corporation | $96,000 | 1.6K |
| CRMSalesforce | $86,000 | 1.5K |
| NEONeogenomics Inc | $29,000 | 8.7K |
| Period | Copy, a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta |
|---|---|---|---|---|---|---|
| Whole backtestAugust 16, 2013 to February 27, 2015 | +22.5% | +19.2% | 1.79 | 1.67 | −6.3% | 1.06 |
| Last yearFebruary 28, 2014 to February 27, 2015 | +17.7% | +15.3% | 1.34 | 1.27 | −6.3% | 1.06 |