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 |
|---|---|---|---|
| ARRIS GROUP INC NEW04270V106 | COM | $3.0m | 104,339 |
| ARROW ELECTRS INC042735100 · ARW | COM | $5.5m | 99,550 |
| ARUBA NETWORKS INC043176106 | COM | $15,000 | 661 |
| ASHFORD HOSPITALITY PRIME IN044102101 | COM | $1.1m | 71,716 |
| ASHFORD HOSPITALITY TR INC044103109 · AHT | COM SHS | $5.2m | 511,100 |
| ASPEN TECHNOLOGY INC045327103 | COM | $8.2m | 218,624 |
| ASSURANT INC04621X108 · AIZ | COM | $978,000 | 15,196 |
| ATHLON ENERGY INC047477104 | COM | $5.7m | 98,600 |
| AUTOMATIC DATA PROCESSING IN053015103 · ADP | COM | $103,000 | 1,232 |
| AUTONATION INC05329W102 · AN | COM | $78,000 | 1,539 |
| AUTOZONE INC053332102 · AZO | COM | $6.0m | 11,737 |
| AVALONBAY CMNTYS INC053484101 | COM | $263,000 | 1,861 |
| AVERY DENNISON CORP053611109 · AVY | COM | $9.7m | 216,610 |
| AVNET INC053807103 · AVT | COM | $10.0m | 240,057 |
| AVON PRODS INC054303102 | COM | $148,000 | 11,700 |
| BCE INC05534B760 · BCE | COM NEW | $94,000 | 2,174 |
| BGC PARTNERS INC05541T101 | CL A | $2.2m | 294,950 |
| BPZ RESOURCES INC055639108 | COM | $18,000 | 9,090 |
| BNC BANCORP05566T101 | COM | $14,000 | 836 |
| BAKER HUGHES INC057224107 · BKR | COM | $10.2m | 156,161 |
| BALL CORP058498106 · BALL | COM | $18,000 | 270 |
| BANK AMER CORP060505104 · BAC | COM | $20.6m | 1,210,292 |
| BANK MONTREAL QUE063671101 · BMO | COM | $6.9m | 93,918 |
| BANK NEW YORK MELLON CORP064058100 · BNY | COM | $133,000 | 3,419 |
| BANK N S HALIFAX064149107 · BNS | COM | $4.7m | 75,980 |
| BARNES & NOBLE INC067774109 · BNED | COM | $2.4m | 120,753 |
| BARRETT BUSINESS SERVICES IN068463108 · BBSI | COM | $2.0m | 51,685 |
| BAXTER INTL INC071813109 · BAX | COM | $105,000 | 1,453 |
| BBCN BANCORP INC073295107 | COM | $4.4m | 303,820 |
| BECTON DICKINSON & CO075887109 · BDX | COM | $39,000 | 338 |
| BED BATH & BEYOND INC075896100 | COM | $53,000 | 800 |
| BEMIS INC081437105 | COM | $26,000 | 680 |
| BENCHMARK ELECTRS INC08160H101 · BHE | COM | $5.2m | 233,033 |
| BERKLEY W R CORP084423102 · WRB | COM | $20,000 | 400 |
| BERKSHIRE HATHAWAY INC DEL084670702 | CL B NEW | $10.2m | 73,560 |
| BEST BUY INC086516101 · BBY | COM | $14,000 | 400 |
| BIOMARIN PHARMACEUTICAL INC09061G101 · BMRN | COM | $174,000 | 2,400 |
| BIOGEN IDEC INC09062X103 · BIIB | COM | $19.9m | 60,299 |
| BLACK BOX CORP DEL091826107 | COM | $1.4m | 61,617 |
| BLACKROCK INC09247X101 · BLK | COM | $5.6m | 17,156 |
| BLACKSTONE GROUP L P09253U108 | COM UNIT LTD | $1.1m | 33,700 |
| BLOUNT INTL INC NEW095180105 | COM | $1.6m | 107,121 |
| BLUCORA INC095229100 | COM | $6,000 | 387 |
| BOEING CO097023105 · BA | COM | $31.2m | 244,862 |
| BRADY CORP104674106 · BRC | CL A | $911,000 | 40,585 |
| BRANDYWINE RLTY TR105368203 · BDN | SH BEN INT NEW | $776,000 | 55,100 |
| BRINKER INTL INC109641100 · EAT | COM | $1.9m | 36,955 |
| BRINKS CO109696104 · BCO | COM | $18,000 | 734 |
| BRISTOL MYERS SQUIBB CO110122108 · BMY | COM | $1.5m | 30,246 |
| BRISTOW GROUP INC110394103 | COM | $2.9m | 43,480 |
| BROADRIDGE FINL SOLUTIONS IN11133T103 · BR | COM | $17,000 | 390 |
| BROCADE COMMUNICATIONS SYS I111621306 | COM NEW | $19.6m | 1,806,171 |
| BROWN SHOE INC NEW115736100 | COM | $5.0m | 182,600 |
| B2GOLD CORP11777Q209 · BTG | COM | $2.0m | 978,504 |
| BUCKEYE PARTNERS L P118230101 | UNIT LTD PARTN | $17,000 | 206 |
| CAI INTERNATIONAL INC12477X106 | COM | $2.0m | 100,800 |
| CBS CORP NEW124857202 | CL B | $16.0m | 298,633 |
| CBRE GROUP INC12504L109 · CBRE | CL A | $5.9m | 198,261 |
| CDW CORP12514G108 · CDW | COM | $264,000 | 8,500 |
| CF INDS HLDGS INC125269100 · CF | COM | $126,000 | 450 |
| CIGNA CORPORATION125509109 · CI | COM | $14.7m | 161,564 |
| CMS ENERGY CORP125896100 · CMS | COM | $9.5m | 319,975 |
| CNA FINL CORP126117100 · CNA | COM | $15,000 | 390 |
| CVS HEALTH CORP126650100 · CVS | COM | $32.2m | 404,158 |
| CYS INVTS INC12673A108 | COM | $20,000 | 2,337 |
| CA INC12673P105 | COM | $7,000 | 245 |
| CABLEVISION SYS CORP12686C109 | CL A NY CABLVS | $5,000 | 243 |
| CABOT OIL & GAS CORP127097103 | COM | $10.1m | 308,510 |
| CALGON CARBON CORP129603106 | COM | $1.7m | 85,290 |
| CALIX INC13100M509 · CALX | COM | $3.1m | 325,112 |
| CAMDEN PPTY TR133131102 · CPT | SH BEN INT | $5.5m | 79,690 |
| CAMPBELL SOUP CO134429109 · CPB | COM | $27,000 | 614 |
| CDN IMPERIAL BK COMM TORONTO136069101 · CM | COM | $38,000 | 414 |
| CANADIAN NATL RY CO136375102 | COM | $5.8m | 82,100 |
| CANADIAN NAT RES LTD136385101 · CNQ | COM | $238,000 | 6,100 |
| CANADIAN PAC RY LTD13645T100 | COM | $780,000 | 3,750 |
| CAPELLA EDUCATION COMPANY139594105 | COM | $11,000 | 166 |
| CAPITAL ONE FINL CORP14040H105 · COF | COM | $161,000 | 1,971 |
| CARDINAL HEALTH INC14149Y108 · CAH | COM | $15.4m | 205,910 |
| CARRIZO OIL & GAS INC144577103 | COM | $4.4m | 81,330 |
| CATAMARAN CORP148887102 | COM | $3.0m | 71,900 |
| CATERPILLAR INC DEL149123101 · CAT | COM | $470,000 | 4,738 |
| CEDAR REALTY TRUST INC150602209 | COM NEW | $2.0m | 337,010 |
| CELANESE CORP DEL150870103 · CE | COM SER A | $258,000 | 4,400 |
| CELGENE CORP151020104 | COM | $16.4m | 173,040 |
| CENTENE CORP DEL15135B101 · CNC | COM | $8.0m | 96,838 |
| CENOVUS ENERGY INC15135U109 · CVE | COM | $277,000 | 10,260 |
| CENTURY ALUM CO156431108 · CENX | COM | $3.2m | 123,880 |
| CENTURYLINK INC156700106 | COM | $1.0m | 25,575 |
| CHARLES RIV LABS INTL INC159864107 · CRL | COM | $10.8m | 180,340 |
| CHARTER COMMUNICATIONS INC D16117M305 | CL A NEW | $137,000 | 900 |
| CHESAPEAKE UTILS CORP165303108 · CPK | COM | $3.6m | 85,801 |
| CHEVRON CORP NEW166764100 · CVX | COM | $18.8m | 157,676 |
| CHRISTOPHER & BANKS CORP171046105 | COM | $1.8m | 184,343 |
| CHUBB CORP171232101 · CB | COM | $354,000 | 3,880 |
| CHUNGHWA TELECOM CO LTD17133Q502 · CHT | SPON ADR NEW11 | $34,000 | 1,112 |
| CHURCH & DWIGHT INC171340102 · CHD | COM | $4.2m | 59,703 |
| CIBER INC17163B102 | COM | $2.5m | 731,063 |
| CIRCOR INTL INC17273K109 | COM | $2.3m | 34,029 |
| CIRRUS LOGIC INC172755100 · CRUS | COM | $3.8m | 180,150 |
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 |