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 |
|---|---|---|---|
| WADDELL & REED FINL INC930059100 | CL A | $143,000 | 2,750 |
| WAL-MART STORES INC931142103 · WMT | COM | $10.0m | 131,185 |
| WALGREEN CO931422109 | COM | $1.3m | 21,401 |
| WARREN RES INC93564A100 | COM | $968,000 | 182,503 |
| WASTE MGMT INC DEL94106L109 · WM | COM | $31,000 | 650 |
| WEBMD HEALTH CORP94770V102 | COM | $2.6m | 63,040 |
| WEBSTER FINL CORP CONN947890109 | COM | $113,000 | 3,853 |
| WEINGARTEN RLTY INVS948741103 | SH BEN INT | $117,000 | 3,700 |
| WELLCARE HEALTH PLANS INC94946T106 | COM | $5.4m | 88,921 |
| WELLPOINT INC94973V107 | COM | $2.1m | 17,571 |
| WELLS FARGO & CO NEW949746101 · WFC | COM | $32.7m | 630,173 |
| WESBANCO INC950810101 · WSBC | COM | $525,000 | 17,156 |
| WESTAR ENERGY INC95709T100 | COM | $123,000 | 3,600 |
| WESTERN ALLIANCE BANCORP957638109 · WAL | COM | $6.3m | 262,833 |
| WESTERN DIGITAL CORP958102105 · WDC | COM | $13.6m | 139,996 |
| WESTERN UN CO959802109 · WU | COM | $46,000 | 2,850 |
| WEYERHAEUSER CO962166104 · WY | COM | $6.6m | 207,460 |
| WHITING PETE CORP NEW966387102 | COM | $12.8m | 165,160 |
| WILLBROS GROUP INC DEL969203108 | COM | $9,000 | 1,054 |
| WILLIAMS CLAYTON ENERGY INC969490101 | COM | $23,000 | 231 |
| WILLIAMS SONOMA INC969904101 · WSM | COM | $200,000 | 3,000 |
| WILSHIRE BANCORP INC97186T108 | COM | $6.0m | 645,000 |
| WINNEBAGO INDS INC974637100 · WGO | COM | $4.1m | 187,027 |
| WINTRUST FINL CORP97650W108 · WTFC | COM | $4.9m | 108,694 |
| WIPRO LTD97651M109 | SPON ADR 1 SH | $1.0m | 83,400 |
| WISCONSIN ENERGY CORP976657106 | COM | $7.6m | 176,838 |
| WOLVERINE WORLD WIDE INC978097103 · WWW | COM | $3.0m | 120,010 |
| WORKDAY INC98138H101 · WDAY | CL A | $198,000 | 2,400 |
| WORLD ACCEP CORP DEL981419104 · WRLD | COM | $2.0m | 30,020 |
| WORTHINGTON INDS INC981811102 · WOR | COM | $5.0m | 133,810 |
| WYNDHAM WORLDWIDE CORP98310W108 | COM | $212,000 | 2,600 |
| WYNN RESORTS LTD983134107 · WYNN | COM | $216,000 | 1,150 |
| XCEL ENERGY INC98389B100 · XEL | COM | $181,000 | 5,945 |
| XEROX CORP984121103 · XRX | COM | $10.2m | 767,437 |
| ZEBRA TECHNOLOGIES CORP989207105 · ZBRA | CL A | $245,000 | 3,450 |
| ZELTIQ AESTHETICS INC98933Q108 | COM | $6.4m | 283,804 |
| ZIMMER HLDGS INC98956P102 · ZBH | COM | $154,000 | 1,528 |
| ZIOPHARM ONCOLOGY INC98973P101 | COM | $4,000 | 1,512 |
| ZIX CORP98974P100 | COM | $15,000 | 4,148 |
| AIRCASTLE LTDG0129K104 | COM | $3.9m | 237,987 |
| ALKERMES PLCG01767105 · ALKS | SHS | $10,000 | 221 |
| AMDOCS LTDG02602103 · DOX | SHS | $248,000 | 5,400 |
| ASPEN INSURANCE HOLDINGS LTDG05384105 | SHS | $439,000 | 10,249 |
| ASSURED GUARANTY LTDG0585R106 · AGO | COM | $6.2m | 280,900 |
| ATLAS FINANCIAL HOLDINGS INCG06207115 | SHS NEW | $9,000 | 593 |
| AXIS CAPITAL HOLDINGS LTDG0692U109 · AXS | SHS | $95,000 | 2,000 |
| ACCENTURE PLC IRELANDG1151C101 · ACN | SHS CLASS A | $283,000 | 3,472 |
| BUNGE LIMITEDG16962105 | COM | $144,000 | 1,700 |
| COVIDIEN PLCG2554F113 | SHS | $1.2m | 13,864 |
| DELPHI AUTOMOTIVE PLCG27823106 | SHS | $7.9m | 128,400 |
| EATON CORP PLCG29183103 · ETN | SHS | $17,000 | 254 |
| ENDURANCE SPECIALTY HLDGS LTG30397106 | SHS | $943,000 | 17,084 |
| ENSCO PLCG3157S106 | SHS CLASS A | $3.1m | 75,700 |
| ESSENT GROUP LTDG3198U102 · ESNT | COM | $2.3m | 105,330 |
| EVEREST RE GROUP LTDG3223R108 · EG | COM | $391,000 | 2,410 |
| FABRINETG3323L100 · FN | SHS | $2.2m | 150,983 |
| GENPACT LIMITEDG3922B107 · G | SHS | $87,000 | 5,300 |
| ICON PLCG4705A100 · ICLR | SHS | $9.6m | 168,546 |
| INGERSOLL-RAND PLCG47791101 | SHS | $119,000 | 2,100 |
| JAZZ PHARMACEUTICALS PLCG50871105 · JAZZ | SHS USD | $331,000 | 2,058 |
| KING DIGITAL ENTMT PLCG5258J109 | ORD SHS | $28,000 | 2,177 |
| MAIDEN HOLDINGS LTDG5753U112 | SHS | $4.4m | 392,919 |
| MALLINCKRODT PUB LTD COG5785G107 | SHS | $19,000 | 201 |
| MARVELL TECHNOLOGY GROUP LTDG5876H105 | ORD | $11.1m | 825,620 |
| MICHAEL KORS HLDGS LTDG60754101 | SHS | $208,000 | 2,900 |
| MONTPELIER RE HOLDINGS LTDG62185106 | SHS | $2.4m | 77,120 |
| NOBLE CORP PLCG65431101 | SHS USD | $5.2m | 233,940 |
| HOME LN SERVICING SOLUTIONSG6648D109 | ORD SHS | $4.8m | 226,800 |
| PARTNERRE LTDG6852T105 | COM | $8.9m | 81,410 |
| PARAGON OFFSHORE PLCG6S01W108 | SHS | $480,000 | 77,977 |
| RENAISSANCERE HOLDINGS LTDG7496G103 · RNR | COM | $181,000 | 1,810 |
| ROWAN COMPANIES PLCG7665A101 | SHS CL A | $104,000 | 4,100 |
| TSAKOS ENERGY NAVIGATION LTDG9108L108 · TEN | SHS | $3.3m | 517,600 |
| VALIDUS HOLDINGS LTDG9319H102 | COM SHS | $326,000 | 8,320 |
| VANTAGE DRILLING COMPANYG93205113 | ORD SHS | $1.0m | 803,190 |
| PERRIGO CO PLCG97822103 · PRGO | SHS | $108,000 | 717 |
| ACE LTDH0023R105 | SHS | $1.0m | 9,795 |
| ALLIED WRLD ASSUR COM HLDG AH01531104 | SHS | $655,000 | 17,778 |
| LOGITECH INTL S AH50430232 · LOGI | SHS | $12,000 | 864 |
| TYCO INTERNATIONAL LTDH89128104 | SHS | $11.0m | 247,030 |
| UBS AGH89231338 | SHS NEW | $10.0m | 573,004 |
| ALTISOURCE PORTFOLIO SOLNS SL0175J104 · ASPS | REG SHS | $2.3m | 22,600 |
| PACIFIC DRILLING SA LUXEMBOUL7257P106 | REG SHS | $675,000 | 81,552 |
| CAMTEK LTDM20791105 · CAMT | ORD | $39,000 | 9,732 |
| CELLCOM ISRAEL LTDM2196U109 | SHS | $3.0m | 269,434 |
| CHECK POINT SOFTWARE TECH LTM22465104 · CHKP | ORD | $14,000 | 200 |
| ORBOTECH LTDM75253100 | ORD | $3.3m | 210,055 |
| AVG TECHNOLOGIES N VN07831105 | SHS | $32,000 | 1,900 |
| INTER PARFUMS INC458334109 · IPAR | COM | $2.4m | 86,709 |
| INTERNATIONAL BUSINESS MACHS459200101 · IBM | COM | $14.6m | 76,961 |
| INTL PAPER CO460146103 · IP | COM | $14.2m | 296,450 |
| INTERNATIONAL RECTIFIER CORP460254105 | COM | $7.0m | 179,429 |
| INTERVAL LEISURE GROUP INC46113M108 | COM | $2.6m | 134,476 |
| INVACARE CORP461203101 | COM | $2.6m | 220,567 |
| ION GEOPHYSICAL CORP462044108 | COM | $28,000 | 9,695 |
| IRIDIUM COMMUNICATIONS INC46269C102 · IRDM | COM | $978,000 | 110,499 |
| ISIS PHARMACEUTICALS INC464330109 | COM | $5.5m | 142,740 |
| JPMORGAN CHASE & CO46625H100 · JPM | COM | $36.1m | 598,995 |
| JACK IN THE BOX INC466367109 · JACK | COM | $7.5m | 110,534 |
| JETBLUE AIRWAYS CORP477143101 · JBLU | COM | $1.8m | 168,124 |
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 |