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 |
|---|---|---|---|
| STRATEGIC HOTELS & RESORTS I86272T106 | COM | $4.8m | 415,060 |
| SUMMIT HOTEL PPTYS866082100 · INN | COM | $1.0m | 96,000 |
| SUNCOR ENERGY INC NEW867224107 · SU | COM | $7.6m | 209,662 |
| SUNSTONE HOTEL INVS INC NEW867892101 · SHO | COM | $6.0m | 432,000 |
| SUNTRUST BKS INC867914103 | COM | $10.7m | 280,930 |
| SUPER MICRO COMPUTER INC86800U104 | COM | $5.7m | 194,651 |
| SUPERIOR ENERGY SVCS INC868157108 | COM | $308,000 | 9,350 |
| SWIFT TRANSN CO87074U101 | CL A | $6.2m | 296,100 |
| SYKES ENTERPRISES INC871237103 | COM | $2.7m | 132,641 |
| SYMANTEC CORP871503108 | COM | $468,000 | 19,866 |
| SYMMETRY MED INC871546206 | COM | $879,000 | 87,109 |
| SYNOVUS FINL CORP87161C501 | COM NEW | $144,000 | 6,085 |
| SYNTEL INC87162H103 | COM | $6.1m | 68,964 |
| SYSCO CORP871829107 · SYY | COM | $328,000 | 8,630 |
| TC PIPELINES LP87233Q108 | UT COM LTD PRT | $20,000 | 290 |
| TECO ENERGY INC872375100 | COM | $25,000 | 1,390 |
| TJX COS INC NEW872540109 · TJX | COM | $2.5m | 42,810 |
| TAIWAN SEMICONDUCTOR MFG LTD874039100 · TSM | SPONSORED ADR | $801,000 | 39,657 |
| CORE LABORATORIES N VN22717107 | COM | $1.6m | 11,150 |
| LYONDELLBASELL INDUSTRIES NN53745100 · LYB | SHS - A - | $3.6m | 33,289 |
| NXP SEMICONDUCTORS N VN6596X109 · NXPI | COM | $8.5m | 124,673 |
| VISTAPRINT N VN93540107 | SHS | $4.3m | 78,199 |
| COPA HOLDINGS SAP31076105 | CL A | $4.6m | 43,330 |
| TRONOX LTDQ9235V101 | SHS CL A | $1.2m | 44,872 |
| TEEKAY TANKERS LTDY8565N102 · TNK | CL A | $30,000 | 7,964 |
| TAKE-TWO INTERACTIVE SOFTWAR874054109 · TTWO | COM | $3.0m | 128,042 |
| TALISMAN ENERGY INC87425E103 | COM | $6,000 | 661 |
| TARGA RES CORP87612G101 · TRGP | COM | $2.7m | 20,093 |
| TATA MTRS LTD876568502 | SPONSORED ADR | $6.7m | 152,150 |
| TEAM HEALTH HOLDINGS INC87817A107 | COM | $5.1m | 87,300 |
| TELECOMMUNICATION SYS INC87929J103 | CL A | $14,000 | 4,731 |
| TELETECH HOLDINGS INC879939106 | COM | $2.4m | 95,633 |
| TENNECO INC880349105 | COM | $13,000 | 246 |
| TESCO CORP88157K101 | COM | $873,000 | 43,957 |
| TESORO CORP881609101 | COM | $211,000 | 3,450 |
| TEVA PHARMACEUTICAL INDS LTD881624209 · TEVA | ADR | $9.2m | 171,325 |
| TEXAS INSTRS INC882508104 · TXN | COM | $15.4m | 322,752 |
| THERMO FISHER SCIENTIFIC INC883556102 · TMO | COM | $896,000 | 7,355 |
| THOMSON REUTERS CORP884903105 · TRI | COM | $26,000 | 700 |
| 3M CO88579Y101 · MMM | COM | $948,000 | 6,686 |
| TIDEWATER INC886423102 | COM | $164,000 | 4,200 |
| TIM HORTONS INC88706M103 | COM | $521,000 | 6,600 |
| TIME WARNER INC887317303 | COM NEW | $17.6m | 233,667 |
| TIME WARNER CABLE INC88732J207 | COM | $18.7m | 130,432 |
| TIVO INC888706108 | COM | $5.1m | 396,316 |
| TORO CO891092108 · TTC | COM | $347,000 | 5,858 |
| TORONTO DOMINION BK ONT891160509 · TD | COM NEW | $7.2m | 144,710 |
| TOWER INTL INC891826109 | COM | $4.8m | 190,683 |
| TOWERS WATSON & CO891894107 | CL A | $85,000 | 850 |
| TRANSALTA CORP89346D107 · TAC | COM | $13,000 | 1,232 |
| TRAVELERS COMPANIES INC89417E109 · TRV | COM | $17.6m | 187,088 |
| TREE COM INC894675107 | COM | $1.7m | 48,516 |
| TRIPLE-S MGMT CORP896749108 | CL B | $12,000 | 564 |
| TWENTY FIRST CENTY FOX INC90130A101 | CL A | $1.5m | 42,646 |
| TYSON FOODS INC902494103 · TSN | CL A | $1.6m | 40,508 |
| UGI CORP NEW902681105 · UGI | COM | $269,000 | 7,875 |
| UIL HLDG CORP902748102 | COM | $1.6m | 44,760 |
| US BANCORP DEL902973304 · USB | COM NEW | $9.0m | 215,938 |
| USANA HEALTH SCIENCES INC90328M107 · USNA | COM | $2.8m | 37,658 |
| ULTRA PETROLEUM CORP903914109 | COM | $140,000 | 6,000 |
| UMPQUA HLDGS CORP904214103 | COM | $3.6m | 217,367 |
| UNIFI INC904677200 · UFI | COM NEW | $1.3m | 49,461 |
| UNIFIRST CORP MASS904708104 · UNF | COM | $2.9m | 29,800 |
| UNION BANKSHARES CORP NEW90539J109 · UNB | COM | $704,000 | 30,475 |
| UNION PAC CORP907818108 · UNP | COM | $28.8m | 265,669 |
| UNIT CORP909218109 | COM | $11,000 | 182 |
| UNITED CMNTY BKS BLAIRSVLE G90984P303 · UCB | COM | $5.9m | 357,814 |
| UNITED FIRE GROUP INC910340108 · UFCS | COM | $2.0m | 71,669 |
| UNITED ONLINE INC911268209 | COM NEW | $33,000 | 2,983 |
| UNITED PARCEL SERVICE INC911312106 · UPS | CL B | $1.5m | 15,524 |
| UNITED STATES STL CORP NEW912909108 | COM | $4.9m | 126,120 |
| UNITED STATIONERS INC913004107 | COM | $6.3m | 167,543 |
| UNITED TECHNOLOGIES CORP913017109 | COM | $1.1m | 10,222 |
| UNITED THERAPEUTICS CORP DEL91307C102 · UTHR | COM | $2.3m | 17,550 |
| UNITEDHEALTH GROUP INC91324P102 · UNH | COM | $15.7m | 181,809 |
| UNUM GROUP91529Y106 · UNM | COM | $1.1m | 30,650 |
| VCA INC918194101 | COM | $240,000 | 6,100 |
| V F CORP918204108 · VFC | COM | $8.2m | 123,930 |
| VAALCO ENERGY INC91851C201 · EGY | COM NEW | $5.1m | 602,252 |
| VALEANT PHARMACEUTICALS INTL91911K102 | COM | $5.6m | 42,408 |
| VALERO ENERGY CORP NEW91913Y100 · VLO | COM | $15.5m | 335,474 |
| VANDA PHARMACEUTICALS INC921659108 · VNDA | COM | $1.3m | 121,103 |
| VARIAN MED SYS INC92220P105 | COM | $10,000 | 118 |
| VECTREN CORP92240G101 | COM | $3.4m | 84,760 |
| VECTRUS INC92242T101 · VVX | COM | $303,000 | 15,471 |
| VENTAS INC92276F100 · VTR | COM | $12.0m | 194,020 |
| VERIFONE SYS INC92342Y109 | COM | $178,000 | 5,150 |
| VERIZON COMMUNICATIONS INC92343V104 · VZ | COM | $28.5m | 570,303 |
| VERINT SYS INC92343X100 | COM | $9,000 | 158 |
| VERMILION ENERGY INC923725105 · VET | COM | $3.4m | 55,900 |
| VERTEX PHARMACEUTICALS INC92532F100 · VRTX | COM | $326,000 | 2,900 |
| VIACOM INC NEW92553P201 | CL B | $10.7m | 138,513 |
| VISA INC92826C839 · V | COM CL A | $19.0m | 89,259 |
| VIRTUSA CORP92827P102 | COM | $5.1m | 143,324 |
| VONAGE HLDGS CORP92886T201 | COM | $4.7m | 1,429,985 |
| WD-40 CO929236107 · WDFC | COM | $898,000 | 13,201 |
| WSFS FINL CORP929328102 · WSFS | COM | $2.0m | 28,588 |
| WNS HOLDINGS LTD92932M101 | SPON ADR | $226,000 | 10,000 |
| WUXI PHARMATECH CAYMAN INC929352102 | SPONS ADR SHS | $1.2m | 35,400 |
| WABASH NATL CORP929566107 · WNC | COM | $9,000 | 620 |
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 |