Nine Chapters Capital Management LLC

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CIK 1567745

13F portfolio (2017-Q3)

$45M

Positions

153

Implied 1Y CAGR

modeled · as filed

Long positions in SEC Section 13(f) securities (US-listed stocks, ADRs and ETFs), largest first · Δ vs 2017-Q2. A lagged quarterly snapshot (filed ≤45 days after quarter-end); excludes shorts, options, cash, and shares listed only on non-US exchanges — foreign companies held via a US listing or ADR (e.g. Alibaba, TSMC) ARE included.

Implied return what this book implies · modeled, not advice methodology →

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As filed = each book applied at its quarter-end (what the reported book did) · As copyable = applied at its statutory 45-day filing deadline (what a 13F follower could have earned).

Computing…

Hypothetical modeled performance constructed with hindsight — not actual results, and not indicative of future results. See the Disclaimer.

Exposures · what this manager owns, by sector & size (2017-Q3)

Holdings

153

Top 5

8.4%

Top 10

16.5%

Effective N

103.6

HHI

0.010

This quarter

129 new · 0 exit →

By sector

Unclassified36.8%

Consumer Discretionary12.7%

Industrials12.6%

Information Technology7.3%

Materials6.9%

Financials5.9%

Health Care5.3%

Consumer Staples3.6%

Other9.0%

By market cap

Unknown38.9%

Mid ($2–10B)27.7%

Large ($10–200B)17.4%

Small ($300M–2B)7.9%

Micro (<$300M)4.6%

Mega (>$200B)3.5%

By region

North America63.2%

Other36.8%

By industry group GICS — finer than sector

Industry group	Weight	Names
Unclassified	36.83%	70
Distributors	6.03%	6
Machinery	5.95%	7
Insurance	3.73%	5
Technology Hardware & Equipment	3.67%	3
Pharmaceuticals & Biotechnology	3.17%	6
Specialty Retail	3.05%	5
Chemicals	3.02%	2
Paper & Forest Products	2.79%	4
Commercial Services & Supplies	2.49%	3
Utilities	2.48%	3
Equity Real Estate Investment Trusts (REITs)	2.29%	2
Oil, Gas & Consumable Fuels	2.28%	4
Banks	2.13%	4
Automobiles & Components	2.06%	3
Semiconductors & Semiconductor Equipment	1.87%	3
Software	1.79%	2
Tobacco	1.72%	2
Health Care Equipment & Supplies	1.71%	2
Food Products	1.67%	1
Real Estate Management & Development	1.15%	2
Construction & Engineering	1.13%	1
Leisure Products	1.05%	1
Construction Materials	1.05%	1
Marine	0.89%	2
Professional Services	0.78%	1
Aerospace & Defense	0.71%	1
Media & Entertainment	0.67%	2
Airlines	0.65%	1
Hotels, Restaurants & Leisure	0.48%	1
Health Care Providers & Services	0.38%	1
Beverages	0.19%	1
Diversified Telecommunication Services	0.14%	1

Top holdings

#	Ticker	Name	Sector	Weight
1	ACH	ACCENDRA HEALTH INC/VA/	Consumer Discretionary	1.69%
2	AES	AES CORP	Industrials	1.67%
3	CAG	CONAGRA BRANDS INC.	Consumer Staples	1.67%
4	ETR	ENTERGY CORP /DE/	Utilities	1.67%
5	REXR	Rexford Industrial Realty, Inc.	Real Estate	1.67%
6		CA INC	Unclassified	1.66%
7	EMN	EASTMAN CHEMICAL CO	Materials	1.65%
8	MSM	MSC INDUSTRIAL DIRECT CO INC	Consumer Discretionary	1.65%
9	IBM	INTERNATIONAL BUSINESS MACHINES CORP	Information Technology	1.57%
10	AXS	AXIS CAPITAL HOLDINGS LTD	Financials	1.57%

83/153 names classified · sector 63.2% of weight · industry 63.2% · mkt cap 61.1%; unclassified names shown, never dropped.

Sector allocation over time · how the GICS mix & top names shifted quarter by quarter

top 5/sector, rest → “Other” · 16 quarters

IndustrialsITT, GEF, BAH, CCK, UAL · other

Consumer DiscretionaryCOR, ACH, HD, WMT, MCK · other

Information TechnologyHPQ, DHR, PANW, CLS, KEYS · other

FinancialsMA, PRU, ELV, AXS, WSBF · other

Health CareA, TEVA, JNJ, GILD, RVTY · other

MaterialsEMN, RYAM, LYB, CBT, EPC · other

Consumer StaplesSTZ, CAG, INGR, KO, MDLZ · other

UtilitiesPPL, FE, ETR, SWX, NWE · other

EnergyVLO, MPC, PSX, PARR, NBR · other

Real EstateIRT, SUI, REXR, MAA, TRNO · other

Communication ServicesTZOO, QUAD, MTN, VZ, LBRDK · other

UnclassifiedVMWARE INC, DEAN FOODS CO NEW, HOLX, EXACTECH INC, HILL-ROM HOLDINGS INC · other

Sector is classified on each name's CURRENT fundamentals, not point-in-time — apparent sector drift can reflect the market re-rating a holding, not a manager trade. 13F is a lagged quarterly snapshot of long positions in US-listed securities only — foreign companies held via a US listing or ADR ARE included, but shares listed only on non-US exchanges (plus shorts, options and cash) are not. Latest quarter: 63.2% of the book is sector-classified (unclassified names shown, never dropped).

Style box · size × value-growth placement of the reported book (2017-Q3), classified on current fundamentals (not point-in-time) — load it into PORT to overlay your own portfolio

holdings, colored by sector (62 classified)Nine Chapters Capital Management LLC centroid (Small Core)

Consumer DiscretionaryIndustrialsInformation TechnologyMaterialsFinancialsHealth CareReal EstateConsumer StaplesUtilitiesEnergy

Style box summary for Nine Chapters Capital Management LLC: centroid Small Core. Heaviest cells: Small Core 16.1%, Small Value 14.6%, Mid Growth 6.1%.

Classified: 54.2% of book weight (62/90 names) · unclassified 45.8%: , PFLT, MASI, TGNA, GEF, ANIK, MOG.A, GBDC, OSG, MSTR +18 more. Size: cap 70/20/10 bands; style: value/growth composite on our own metrics — not Morningstar's model.

Contribution holdings-based, any period

No contribution data for this period.

Holdings· 153 positions (2017-Q3) · largest first · Δ vs 2017-Q2

#	Security	Shares	Value	Weight	Δ QoQ
1	ACHOWENS & MINOR INC NEW	26,200	$765,000	1.7%	ADD 232%
2	AESAES Corp.	68,900	$759,000	1.7%	ADD 266%
3	CAGCONAGRA BRANDS INC	22,500	$759,000	1.7%	NEW
4	ETRENTERGY CORP NEW	9,900	$756,000	1.7%	NEW
5	REXRREXFORD INDL RLTY INC	26,400	$756,000	1.7%	NEW
6	CA INC	22,600	$754,000	1.7%	ADD 253%
7	EMNEASTMAN CHEM CO	8,300	$751,000	1.7%	ADD 219%
8	MSMMSC INDL DIRECT INC	9,900	$748,000	1.6%	NEW
9	IBMINTERNATIONAL BUSINESS MACHS	4,900	$711,000	1.6%	NEW
10	AXSAXIS CAP HLDGS LTD	12,400	$711,000	1.6%	NEW
11	UNITED TECHNOLOGIES CORP	6,100	$708,000	1.6%	NEW
12	SNPSSYNOPSYS INC	8,700	$701,000	1.5%	NEW
13	PARRPAR PAC HOLDINGS INC	33,300	$693,000	1.5%	NEW
14	VMWARE INC	6,200	$677,000	1.5%	ADD 158%
15	PFLTPENNANTPARK FLOATING RATE CA	44,300	$641,000	1.4%	NEW
16	EPCEDGEWELL PERS CARE CO	8,500	$619,000	1.4%	NEW
17	VYXNCR VOYIX CORPORATION	15,500	$582,000	1.3%	NEW
18	VECTREN CORP	8,700	$572,000	1.3%	NEW
19	HD SUPPLY HLDGS INC	15,800	$570,000	1.3%	NEW
20	MATVMATIV HOLDINGS INC	13,300	$551,000	1.2%	NEW
21	MASIMASIMO CORP	6,300	$545,000	1.2%	NEW
22	TGNATEGNA INC	39,800	$531,000	1.2%	NEW
23	PAHCPHIBRO ANIMAL HEALTH CORP	14,300	$530,000	1.2%	NEW
24	GEFGREIF INC	8,800	$515,000	1.1%	ADD 83%
25	KBHKB HOME	21,300	$514,000	1.1%	NEW
26	MOALTRIA GROUP INC	8,000	$507,000	1.1%	NEW
27	NEW YORK REIT INC	64,200	$504,000	1.1%	NEW
28	ALSNALLISON TRANSMISSION HLDGS I	13,400	$503,000	1.1%	NEW
29	MUMICRON TECHNOLOGY INC	12,400	$488,000	1.1%	NEW
30	BCBRUNSWICK CORP	8,700	$487,000	1.1%	NEW
31	BRCBRADY CORP	12,600	$478,000	1.1%	NEW
32	MDUMDU RES GROUP INC	18,400	$477,000	1.1%	NEW
33	TRINSEO S A	7,100	$476,000	1.0%	NEW
34	LUMINEX CORP	22,700	$461,000	1.0%	NEW
35	MITEL NETWORKS CORP	54,100	$454,000	1.0%	ADD 251%
36	MERITOR INC	16,100	$419,000	0.9%	NEW
37	KAIKADANT INC	4,200	$414,000	0.9%	NEW
38	ANIKANIKA THERAPEUTICS INC	7,100	$412,000	0.9%	NEW
39	SPLUNK INC	6,200	$412,000	0.9%	NEW
40	BMYBRISTOL-MYERS SQUIBB CO	6,200	$395,000	0.9%	NEW
41	SUPERVALU INC	18,100	$394,000	0.9%	NEW
42	AVTAVNET INC	9,900	$389,000	0.9%	NEW
43	PATTERSON COMPANIES INC	9,900	$383,000	0.8%	NEW
44	PANWPALO ALTO NETWORKS INC	2,600	$375,000	0.8%	ADD 18%
45	ITTITT INC	8,400	$372,000	0.8%	TRIM −34%
46	CONSOLIDATED COMM HLDGS INC	19,400	$370,000	0.8%	NEW
47	KEYKEYCORP	19,500	$367,000	0.8%	NEW
48	GMEDGLOBUS MED INC	12,200	$363,000	0.8%	NEW
49	SCICLONE PHARMACEUTICALS INC	32,300	$362,000	0.8%	ADD 138%
50	PDL BIOPHARMA INC	105,500	$358,000	0.8%	ADD 182%
51	BAHBOOZ ALLEN HAMILTON HLDG COR	9,500	$355,000	0.8%	TRIM −10%
52	UTHRUnited Therapeutics Corp.	3,000	$352,000	0.8%	NEW
53	ROSTROSS STORES INC	5,400	$349,000	0.8%	NEW
54	MOG.AMOOG INC	4,100	$342,000	0.8%	NEW
55	GBDCGOLUB CAP BDC INC	17,900	$337,000	0.7%	NEW
56	MARVELL TECHNOLOGY GROUP LTD	18,800	$337,000	0.7%	NEW
57	OSGOCTAVE SPECIALTY GROUP INC	19,000	$328,000	0.7%	NEW
58	NSPINSPERITY INC	3,700	$326,000	0.7%	NEW
59	AIZASSURANT INC	3,400	$325,000	0.7%	NEW
60	HEIHEICO CORP NEW	3,600	$323,000	0.7%	NEW
61	MSTRSTRATEGY INC	2,500	$319,000	0.7%	NEW
62	WCCWESCO INTL INC	5,300	$309,000	0.7%	NEW
63	CMICUMMINS INC	1,800	$302,000	0.7%	NEW
64	RHRH	4,300	$302,000	0.7%	NEW
65	ALKAlaska Air Group, Inc.	3,900	$297,000	0.7%	NEW
66	LPXLOUISIANA PAC CORP	10,600	$287,000	0.6%	NEW
67	TRNOTERRENO RLTY CORP	7,900	$286,000	0.6%	NEW
68	HOLXHOLOGIC INC	7,700	$283,000	0.6%	NEW
69	RLJRLJ LODGING TR	12,800	$282,000	0.6%	NEW
70	CAHCARDINAL HEALTH INC	4,200	$281,000	0.6%	NEW
71	TCP CAP CORP	16,800	$277,000	0.6%	NEW
72	BTIBRITISH AMERN TOB PLC	4,400	$275,000	0.6%	NEW
73	FOREST CITY RLTY TR INC	10,700	$273,000	0.6%	NEW
74	SNASNAP ON INC	1,800	$268,000	0.6%	NEW
75	RIGTRANSOCEAN LTD	24,700	$266,000	0.6%	NEW
76	HERSHA HOSPITALITY TR	14,200	$265,000	0.6%	NEW
77	DLTRDOLLAR TREE INC	3,000	$260,000	0.6%	NEW
78	CLIFTON BANCORP INC	15,400	$257,000	0.6%	NEW
79	LHC GROUP INC	3,600	$255,000	0.6%	NEW
80	UNFIUNITED NAT FOODS INC	5,900	$245,000	0.5%	NEW
81	KRATON CORPORATION	6,000	$243,000	0.5%	NEW
82	SRC ENERGY INC	25,000	$242,000	0.5%	NEW
83	SHOESHOE CARNIVAL INC	10,800	$242,000	0.5%	NEW
84	OXFORD LANE CAP CORP	23,600	$241,000	0.5%	NEW
85	GTYGETTY RLTY CORP NEW	8,200	$235,000	0.5%	NEW
86	NSITINSIGHT ENTERPRISES INC	5,000	$230,000	0.5%	TRIM −4%
87	LBRDKLIBERTY BROADBAND CORP	2,400	$229,000	0.5%	NEW
88	MERCMERCER INTL INC	19,300	$229,000	0.5%	NEW
89	VERITIV CORP	7,000	$228,000	0.5%	NEW
90	CIGNA CORPORATION	1,200	$224,000	0.5%	NEW
91	PZZAPAPA JOHNS INTL INC	3,000	$219,000	0.5%	NEW
92	ESNTESSENT GROUP LTD	5,400	$219,000	0.5%	NEW
93	SPIRIT AEROSYSTEMS HLDGS INC	2,800	$218,000	0.5%	NEW
94	SRISTONERIDGE INC	10,900	$216,000	0.5%	NEW
95	THOTHOR INDS INC	1,700	$214,000	0.5%	NEW
96	H & E EQUIPMENT SERVICES INC	7,300	$213,000	0.5%	NEW
97	TRIPLE-S MGMT CORP	8,900	$211,000	0.5%	NEW
98	LNGCheniere Energy, Inc	4,600	$207,000	0.5%	NEW
99	CCLCARNIVAL PLC	3,200	$206,000	0.5%	NEW
100	OSISOSI SYSTEMS INC	2,200	$201,000	0.4%	NEW
101	RYAMRAYONIER ADVANCED MATLS INC	14,700	$201,000	0.4%	ADD 31%
102	CCLCARNIVAL CORP	3,100	$200,000	0.4%	NEW
103	LSAKLESAKA TECHNOLOGIES INC	19,500	$190,000	0.4%	NEW
104	OMNOVA SOLUTIONS INC	16,500	$181,000	0.4%	NEW
105	BKDBROOKDALE SR LIVING INC	16,100	$171,000	0.4%	NEW
106	MERIDIAN BIOSCIENCE INC	11,600	$166,000	0.4%	ADD 6%
107	AROCARCHROCK INC	12,800	$161,000	0.4%	NEW
108	SYNCHRONOSS TECHNOLOGIES INC	17,200	$160,000	0.4%	NEW
109	RMBSRAMBUS INC DEL	11,800	$158,000	0.3%	NEW
110	COSAN LTD	18,700	$152,000	0.3%	NEW
111	CHINA LIFE INS CO LTD	10,000	$151,000	0.3%	NEW
112	BLACKROCK CAP INVT CORP	18,300	$137,000	0.3%	ADD 35%
113	NTNL CINEMEDIA INC	19,500	$136,000	0.3%	NEW
114	PRQRPROQR THRAPEUTICS N V	27,400	$133,000	0.3%	NEW
115	AVADEL PHARMACEUTICALS PLC	12,600	$132,000	0.3%	NEW
116	TOURTUNIU CORP	16,500	$129,000	0.3%	NEW
117	SUCAMPO PHARMACEUTICALS INC	10,800	$127,000	0.3%	NEW
118	MOBILE TELESYSTEMS PJSC	12,100	$126,000	0.3%	NEW
119	APPLIED GENETIC TECHNOL CORP	28,500	$113,000	0.2%	NEW
120	MBIMBIA INC	12,800	$111,000	0.2%	NEW
121	CMCMCHEETAH MOBILE INC SPONSORED ADS	13,100	$110,000	0.2%	NEW
122	FIFTH STR SR FLOATNG RATE CORP COM	12,400	$109,000	0.2%	NEW
123	TICC CAPITAL CORP	15,000	$103,000	0.2%	NEW
124	PFENEX INC	32,900	$99,000	0.2%	ADD 9%
125	VIVUS INC	92,800	$92,000	0.2%	ADD 14%
126	CLDXCELLDEX THERAPEUTICS INC NEW	31,400	$90,000	0.2%	NEW
127	FBPFIRST BANCORP P R	17,600	$90,000	0.2%	NEW
128	TONIX PHARMACEUTICALS HLDG C	19,600	$89,000	0.2%	NEW
129	VONAGE HLDGS CORP	10,400	$85,000	0.2%	NEW
130	ABEVAMBEV SA	12,700	$84,000	0.2%	NEW
131	ASCENA RETAIL GROUP INC	32,300	$79,000	0.2%	NEW
132	FENGPHOENIX NEW MEDIA LTD	13,100	$77,000	0.2%	NEW
133	NOBLE CORP PLC	15,200	$70,000	0.2%	NEW
134	VEONVEON LTD	15,600	$65,000	0.1%	NEW
135	MEI PHARMA INC	23,200	$62,000	0.1%	TRIM −22%
136	WTIW & T OFFSHORE INC	19,800	$60,000	0.1%	NEW
137	COBALT INTL ENERGY	35,500	$51,000	0.1%	NEW
138	MNKDMANNKIND CORP	23,100	$50,000	0.1%	NEW
139	DHXDHI GROUP INC	16,900	$44,000	0.1%	HOLD
140	CAPITAL PRODUCT PARTNERS L P	12,000	$42,000	0.1%	NEW
141	SEADRILL PARTNERS LLC	11,400	$42,000	0.1%	TRIM −3%
142	AETERNA ZENTARIS INC	18,500	$38,000	0.1%	NEW
143	OPHTHOTECH CORP	13,500	$38,000	0.1%	ADD 19%
144	TREVENA INC	14,900	$38,000	0.1%	NEW
145	CAPSTONE GREEN ENERGY CORP.	41,700	$29,000	0.1%	NEW
146	Durect Corp	16,100	$28,000	0.1%	NEW
147	OREXIGEN THERAPEUTICS INC COM NEW	12,500	$27,000	0.1%	NEW
148	NORDIC AMERN OFFSHORE LTD	19,500	$27,000	0.1%	NEW
149	CRMDCORMEDIX INC	42,400	$22,000	0.0%	NEW
150	EGYVAALCO ENERGY INC	21,800	$18,000	0.0%	TRIM −23%
151	SYNTHETIC BIOLOGICS INC	17,500	$16,000	0.0%	ADD 34%
152	ALCOBRA LTD	13,000	$13,000	0.0%	NEW
153	SENOMYX INC	12,300	$7,000	0.0%	NEW

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