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 |
|---|---|---|---|
| MUELLER WTR PRODS INC624758108 · MWA | COM SER A | $5.7m | 688,867 |
| MULTIMEDIA GAMES HLDG CO INC625453105 | COM | $1.8m | 51,274 |
| MYERS INDS INC628464109 · MYE | COM | $1.4m | 77,313 |
| MYLAN INC628530107 | COM | $7.4m | 163,150 |
| MYRIAD GENETICS INC62855J104 · MYGN | COM | $916,000 | 23,734 |
| NN INC629337106 · NNBR | COM | $3.3m | 122,287 |
| NPS PHARMACEUTICALS INC62936P103 | COM | $3.5m | 132,840 |
| NRG YIELD INC62942X108 | COM CL A | $2.4m | 51,300 |
| NACCO INDS INC629579103 · NC | CL A | $1.7m | 34,060 |
| NAVIGATORS GROUP INC638904102 | COM | $243,000 | 3,949 |
| NATURAL RESOURCE PARTNERS L63900P103 · NRP | COM UNIT L P | $11,000 | 810 |
| NATUS MEDICAL INC DEL639050103 | COM | $5.9m | 199,276 |
| NEENAH PAPER INC640079109 | COM | $2.0m | 37,755 |
| NEKTAR THERAPEUTICS640268108 · NKTR | COM | $435,000 | 36,039 |
| NELNET INC64031N108 · NNI | CL A | $4.8m | 110,690 |
| NET 1 UEPS TECHNOLOGIES INC64107N206 · LSAK | COM NEW | $16,000 | 1,300 |
| NETAPP INC64110D104 · NTAP | COM | $452,000 | 10,500 |
| NETSCOUT SYS INC64115T104 · NTCT | COM | $6.0m | 130,786 |
| NEUROCRINE BIOSCIENCES INC64125C109 · NBIX | COM | $2.2m | 138,391 |
| NEUSTAR INC64126X201 | CL A | $2.2m | 89,676 |
| NEVSUN RES LTD64156L101 | COM | $1.4m | 379,500 |
| NEW JERSEY RES646025106 · NJR | COM | $24,000 | 464 |
| NEW ORIENTAL ED & TECH GRP I647581107 | SPON ADR | $1.9m | 83,545 |
| NEW RESIDENTIAL INVT CORP64828T102 | COM | $1.4m | 241,450 |
| NEWELL RUBBERMAID INC651229106 · NWL | COM | $79,000 | 2,276 |
| NEXSTAR BROADCASTING GROUP I65336K103 · NXST | CL A | $3.3m | 80,425 |
| NEXTERA ENERGY INC65339F101 · NEE | COM | $8.3m | 88,868 |
| NIKE INC654106103 · NKE | CL B | $13.9m | 155,654 |
| NOBLE ENERGY INC655044105 | COM | $182,000 | 2,650 |
| NORANDA ALUM HLDG CORP65542W107 | COM | $603,000 | 133,209 |
| NORDSTROM INC655664100 | COM | $7,000 | 94 |
| NORFOLK SOUTHERN CORP655844108 · NSC | COM | $1.1m | 9,433 |
| NORTHERN TR CORP665859104 · NTRS | COM | $14,000 | 200 |
| NORTHROP GRUMMAN CORP666807102 · NOC | COM | $19.4m | 147,178 |
| NORTHWESTERN CORP668074305 · NWE | COM NEW | $3.1m | 67,423 |
| NU SKIN ENTERPRISES INC67018T105 · NUS | CL A | $138,000 | 3,050 |
| NUCOR CORP670346105 · NUE | COM | $152,000 | 2,800 |
| NUTRI SYS INC NEW67069D108 | COM | $33,000 | 2,141 |
| NUVASIVE INC670704105 | COM | $4.4m | 127,267 |
| OM GROUP INC670872100 | COM | $4.6m | 178,420 |
| O REILLY AUTOMOTIVE INC NEW67103H107 · ORLY | COM | $11.4m | 75,698 |
| OFG BANCORP67103X102 · OFG | COM | $5.6m | 373,446 |
| OCCIDENTAL PETE CORP DEL674599105 · OXY | COM | $2.9m | 29,693 |
| OLD NATL BANCORP IND680033107 · ONB | COM | $3.0m | 234,587 |
| OLD REP INTL CORP680223104 · ORI | COM | $255,000 | 17,800 |
| OLIN CORP680665205 · OLN | COM PAR $1 | $11,000 | 413 |
| OMNIVISION TECHNOLOGIES INC682128103 | COM | $7.0m | 263,570 |
| ON SEMICONDUCTOR CORP682189105 · ON | COM | $192,000 | 21,424 |
| ONCOMED PHARMACEUTICALS INC68234X102 | COM | $1.2m | 61,200 |
| OPEN TEXT CORP683715106 · OTEX | COM | $1.6m | 28,500 |
| ORACLE CORP68389X105 · ORCL | COM | $24.1m | 630,672 |
| ORASURE TECHNOLOGIES INC68554V108 · OSUR | COM | $3.5m | 486,420 |
| OSHKOSH CORP688239201 · OSK | COM | $10.4m | 235,450 |
| OSIRIS THERAPEUTICS INC NEW68827R108 | COM | $895,000 | 71,037 |
| OTTER TAIL CORP689648103 · OTTR | COM | $3.8m | 141,750 |
| OUTERWALL INC690070107 | COM | $11,000 | 179 |
| PBF ENERGY INC69318G106 · PBF | CL A | $137,000 | 5,670 |
| PG&E CORP69331C108 · PCG | COM | $14,000 | 297 |
| PGT INC69336V101 | COM | $3.9m | 417,503 |
| PNC FINL SVCS GROUP INC693475105 · PNC | COM | $664,000 | 7,751 |
| PPG INDS INC693506107 · PPG | COM | $20.8m | 105,741 |
| PPL CORP69351T106 · PPL | COM | $215,000 | 6,531 |
| PTC INC69370C100 · PTC | COM | $895,000 | 24,230 |
| PACIFIC BIOSCIENCES CALIF IN69404D108 · PACB | COM | $14,000 | 2,707 |
| PACIFIC ETHANOL INC69423U305 | COM PAR $.001 | $1.6m | 114,289 |
| PACIFIC SUNWEAR CALIF INC694873100 | COM | $6,000 | 3,081 |
| PACKAGING CORP AMER695156109 · PKG | COM | $7.3m | 114,910 |
| PANTRY INC698657103 | COM | $2.1m | 101,339 |
| PAREXEL INTL CORP699462107 | COM | $2.1m | 33,656 |
| PARK OHIO HLDGS CORP700666100 · PKOH | COM | $868,000 | 18,121 |
| PARKER HANNIFIN CORP701094104 · PH | COM | $13.2m | 115,853 |
| PATTERSON UTI ENERGY INC703481101 · PTEN | COM | $1.5m | 47,193 |
| PEGASYSTEMS INC705573103 · PEGA | COM | $4.6m | 240,472 |
| PEMBINA PIPELINE CORP706327103 · PBA | COM | $13,000 | 300 |
| PENNSYLVANIA RL ESTATE INVT709102107 | SH BEN INT | $4.4m | 218,720 |
| PENNYMAC MTG INVT TR70931T103 · PMT | COM | $4.5m | 208,954 |
| PENSKE AUTOMOTIVE GRP INC70959W103 · PAG | COM | $5.4m | 131,900 |
| PEPSICO INC713448108 · PEP | COM | $18.7m | 201,095 |
| PEREGRINE PHARMACEUTICALS IN713661304 | COM NEW | $746,000 | 547,800 |
| PERFECT WORLD CO LTD71372U104 | SPON ADR REP B | $117,000 | 5,939 |
| PERKINELMER INC714046109 · RVTY | COM | $12,000 | 258 |
| PETSMART INC716768106 | COM | $10.0m | 142,360 |
| PFIZER INC717081103 · PFE | COM | $23.0m | 776,574 |
| PHILIP MORRIS INTL INC718172109 · PM | COM | $6.0m | 72,473 |
| PHILLIPS 66718546104 · PSX | COM | $23.6m | 290,799 |
| PHOENIX NEW MEDIA LTD71910C103 · FENG | SPONSORED ADS | $98,000 | 10,430 |
| PHOTRONICS INC719405102 · PLAB | COM | $3.8m | 466,283 |
| PILGRIMS PRIDE CORP NEW72147K108 · PPC | COM | $6.0m | 194,722 |
| PINNACLE WEST CAP CORP723484101 · PNW | COM | $25,000 | 450 |
| PIONEER ENERGY SVCS CORP723664108 | COM | $21,000 | 1,481 |
| PLEXUS CORP729132100 · PLXS | COM | $5.2m | 141,820 |
| POLYCOM INC73172K104 | COM | $1.0m | 84,220 |
| POLYONE CORP73179P106 | COM | $3.2m | 90,648 |
| POLYPORE INTL INC73179V103 | COM | $2.4m | 60,900 |
| POPULAR INC733174700 · BPOP | COM NEW | $108,000 | 3,653 |
| PORTFOLIO RECOVERY ASSOCS IN73640Q105 | COM | $2.4m | 45,325 |
| PORTLAND GEN ELEC CO736508847 · POR | COM NEW | $5.9m | 183,790 |
| POTLATCH CORP NEW737630103 | COM | $6.5m | 161,796 |
| POWER INTEGRATIONS INC739276103 · POWI | COM | $12,000 | 213 |
| PRAXAIR INC74005P104 | COM | $96,000 | 738 |
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 |