Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOOG | Buy | ALPHABET INCcap stk cl c | $8,306,550 | +46.7% | 63,000 | +34.6% | 1.59% | +52.2% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $6,953,850 | -8.7% | 153,000 | +0.4% | 1.33% | -5.3% |
| GOLD | Buy | BARRICK GOLD CORP | $6,678,450 | -13.7% | 459,000 | +0.4% | 1.28% | -10.5% |
| CSIQ | Buy | CANADIAN SOLAR INC | $6,460,125 | +6.7% | 262,500 | +67.7% | 1.23% | +10.7% |
| QCOM | Buy | QUALCOMM INC | $5,830,650 | +17.7% | 52,500 | +26.2% | 1.11% | +22.2% |
| NEM | Sell | NEWMONT CORP | $5,653,350 | -27.5% | 153,000 | -16.3% | 1.08% | -24.9% |
| SFM | Buy | SPROUTS FMRS MKT INC | $5,392,800 | +17.6% | 126,000 | +1.0% | 1.03% | +22.1% |
| AMZN | Buy | AMAZON COM INC | $5,339,040 | +96.9% | 42,000 | +101.9% | 1.02% | +104.2% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $5,104,575 | -12.0% | 157,500 | +1.0% | 0.97% | -8.7% |
| NRG | Sell | NRG ENERGY INC | $4,930,560 | -13.8% | 128,000 | -16.3% | 0.94% | -10.6% |
| VMW | Sell | VMWARE INC | $4,894,512 | -6.4% | 29,400 | -19.2% | 0.93% | -2.9% |
| ARRY | Buy | ARRAY TECHNOLOGIES INC | $4,659,900 | +31.3% | 210,000 | +33.8% | 0.89% | +36.1% |
| NTNX | Buy | NUTANIX INCcl a | $4,394,880 | +102.2% | 126,000 | +62.6% | 0.84% | +109.8% |
| SMCI | Buy | SUPER MICRO COMPUTER INC | $4,318,965 | +11.1% | 15,750 | +1.0% | 0.82% | +15.2% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $4,267,620 | -10.1% | 63,000 | -13.3% | 0.82% | -6.6% |
| AMKR | Buy | AMKOR TECHNOLOGY INC | $4,271,400 | -23.3% | 189,000 | +1.0% | 0.82% | -20.5% |
| AMGN | Buy | AMGEN INC | $4,232,970 | +22.2% | 15,750 | +1.0% | 0.81% | +26.8% |
| ATKR | Buy | ATKORE INC | $3,916,238 | +20.2% | 26,250 | +25.6% | 0.75% | +24.7% |
| ANET | Sell | ARISTA NETWORKS INC | $3,862,530 | -4.3% | 21,000 | -15.7% | 0.74% | -0.7% |
| APA | Buy | APA CORPORATION | $3,842,850 | +20.9% | 93,500 | +0.5% | 0.73% | +25.5% |
| SBUX | Buy | STARBUCKS CORP | $3,833,340 | +23.6% | 42,000 | +34.2% | 0.73% | +28.4% |
| FB | Buy | META PLATFORMS INCcl a | $3,782,646 | +153.5% | 12,600 | +142.3% | 0.72% | +162.5% |
| CRC | Sell | CALIFORNIA RES CORP | $3,780,675 | -9.8% | 67,500 | -27.0% | 0.72% | -6.4% |
| ULTA | Buy | ULTA BEAUTY INC | $3,774,803 | +27.3% | 9,450 | +50.0% | 0.72% | +32.3% |
| AGCO | New | AGCO CORP | $3,725,820 | – | 31,500 | – | 0.71% | – |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $3,633,840 | +99.4% | 147,000 | +137.1% | 0.69% | +107.2% |
| New | FLUENCE ENERGY INC | $3,620,925 | – | 157,500 | – | 0.69% | – | |
| CI | Sell | THE CIGNA GROUP | $3,604,482 | -17.7% | 12,600 | -19.2% | 0.69% | -14.5% |
| BKE | Buy | BUCKLE INC | $3,505,950 | -2.6% | 105,000 | +1.0% | 0.67% | +1.1% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $3,456,432 | -38.3% | 4,200 | -46.2% | 0.66% | -36.0% |
| URBN | Buy | URBAN OUTFITTERS INC | $3,432,450 | +64.5% | 105,000 | +66.7% | 0.66% | +70.6% |
| DKS | Sell | DICKS SPORTING GOODS INC | $3,420,270 | -29.3% | 31,500 | -13.9% | 0.65% | -26.6% |
| UHS | Buy | UNIVERSAL HLTH SVCS INCcl b | $3,300,413 | +0.6% | 26,250 | +26.2% | 0.63% | +4.3% |
| ALLE | Buy | ALLEGION PLC | $3,282,300 | +16.9% | 31,500 | +34.6% | 0.63% | +21.3% |
| RGLD | Buy | ROYAL GOLD INC | $3,253,698 | -7.0% | 30,600 | +0.4% | 0.62% | -3.6% |
| NBIX | Sell | NEUROCRINE BIOSCIENCES INC | $3,195,000 | -6.9% | 28,400 | -22.0% | 0.61% | -3.5% |
| MPC | New | MARATHON PETE CORP | $3,178,140 | – | 21,000 | – | 0.61% | – |
| NFLX | Buy | NETFLIX INC | $3,171,840 | -7.7% | 8,400 | +7.7% | 0.60% | -4.3% |
| GILD | Buy | GILEAD SCIENCES INC | $3,147,480 | +8.6% | 42,000 | +11.7% | 0.60% | +12.8% |
| INGR | Buy | INGREDION INC | $3,099,600 | +135.9% | 31,500 | +154.0% | 0.59% | +144.6% |
| ETSY | Buy | ETSY INC | $3,048,176 | -23.0% | 47,200 | +0.9% | 0.58% | -20.2% |
| PSX | Buy | PHILLIPS 66 | $3,027,780 | +68.9% | 25,200 | +34.0% | 0.58% | +75.2% |
| Buy | SWEETGREEN INC | $2,961,000 | -7.5% | 252,000 | +1.0% | 0.56% | -4.1% | |
| JNPR | Buy | JUNIPER NETWORKS INC | $2,917,950 | +19.4% | 105,000 | +34.6% | 0.56% | +23.8% |
| LW | New | LAMB WESTON HLDGS INC | $2,912,490 | – | 31,500 | – | 0.56% | – |
| AMAT | Buy | APPLIED MATLS INC | $2,907,450 | +29.8% | 21,000 | +35.5% | 0.56% | +34.7% |
| EVR | Sell | EVERCORE INCclass a | $2,895,480 | -9.9% | 21,000 | -19.2% | 0.55% | -6.4% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $2,888,676 | +28.2% | 25,200 | +35.5% | 0.55% | +32.8% |
| TGT | Buy | TARGET CORP | $2,874,820 | +40.6% | 26,000 | +67.7% | 0.55% | +46.0% |
| Buy | SYMBOTIC INC | $2,808,120 | -15.9% | 84,000 | +7.7% | 0.54% | -12.7% | |
| CCS | Buy | CENTURY CMNTYS INC | $2,804,760 | +47.6% | 42,000 | +69.4% | 0.54% | +52.9% |
| PRIM | New | PRIMORIS SVCS CORP | $2,749,320 | – | 84,000 | – | 0.52% | – |
| AEIS | Buy | ADVANCED ENERGY INDS | $2,706,900 | -6.6% | 26,250 | +1.0% | 0.52% | -3.0% |
| ALGM | Buy | ALLEGRO MICROSYSTEMS INC | $2,682,960 | +27.8% | 84,000 | +80.6% | 0.51% | +32.6% |
| EAT | Buy | BRINKER INTL INC | $2,653,560 | -7.5% | 84,000 | +7.1% | 0.51% | -4.0% |
| WLK | Buy | WESTLAKE CORPORATION | $2,618,070 | +41.4% | 21,000 | +35.5% | 0.50% | +46.6% |
| BTG | Buy | B2GOLD CORP | $2,601,000 | -2.9% | 900,000 | +20.0% | 0.50% | +0.6% |
| BWA | Buy | BORGWARNER INC | $2,543,310 | -17.1% | 63,000 | +0.5% | 0.48% | -14.0% |
| DIOD | Buy | DIODES INC | $2,483,460 | +71.0% | 31,500 | +100.6% | 0.47% | +77.5% |
| SWKS | Buy | SKYWORKS SOLUTIONS INC | $2,484,468 | +20.7% | 25,200 | +35.5% | 0.47% | +25.1% |
| New | ANGLOGOLD ASHANTI PLC | $2,417,400 | – | 153,000 | – | 0.46% | – | |
| MMM | Sell | 3M CO | $2,359,224 | -24.5% | 25,200 | -19.2% | 0.45% | -21.7% |
| KR | Buy | KROGER CO | $2,349,375 | +7.5% | 52,500 | +12.9% | 0.45% | +11.4% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $2,335,200 | +5.1% | 105,000 | +34.6% | 0.45% | +9.0% |
| ILMN | Buy | ILLUMINA INC | $2,306,304 | -1.6% | 16,800 | +34.4% | 0.44% | +2.1% |
| EPAM | Sell | EPAM SYS INC | $2,147,796 | -38.7% | 8,400 | -46.2% | 0.41% | -36.4% |
| IDCC | Buy | INTERDIGITAL INC | $2,106,300 | +40.7% | 26,250 | +69.4% | 0.40% | +46.2% |
| SWAV | Buy | SHOCKWAVE MED INC | $2,090,550 | -21.7% | 10,500 | +12.2% | 0.40% | -18.9% |
| CVS | Sell | CVS HEALTH CORP | $2,052,708 | -18.4% | 29,400 | -19.2% | 0.39% | -15.3% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $1,988,700 | +39.7% | 21,000 | +35.5% | 0.38% | +45.0% |
| ST | Buy | SENSATA TECHNOLOGIES HLDG PL | $1,985,550 | +78.0% | 52,500 | +111.7% | 0.38% | +84.9% |
| KLAC | Buy | KLA CORP | $1,926,372 | +28.1% | 4,200 | +35.5% | 0.37% | +32.9% |
| New | IONQ INC | $1,874,880 | – | 126,000 | – | 0.36% | – | |
| INTC | Buy | INTEL CORP | $1,866,375 | +34.2% | 52,500 | +26.2% | 0.36% | +39.1% |
| RRC | Buy | RANGE RES CORP | $1,847,370 | +28.8% | 57,000 | +16.8% | 0.35% | +33.7% |
| CPRX | Buy | CATALYST PHARMACEUTICALS INC | $1,841,175 | +47.3% | 157,500 | +69.4% | 0.35% | +52.6% |
| OI | New | O-I GLASS INC | $1,756,650 | – | 105,000 | – | 0.34% | – |
| NVEC | New | NVE CORP | $1,724,940 | – | 21,000 | – | 0.33% | – |
| CORT | Sell | CORCEPT THERAPEUTICS INC | $1,716,435 | -17.6% | 63,000 | -32.7% | 0.33% | -14.4% |
| WIRE | Buy | ENCORE WIRE CORP | $1,715,124 | -0.8% | 9,400 | +1.1% | 0.33% | +2.8% |
| Sell | CIVITAS RESOURCES INC | $1,698,270 | -2.1% | 21,000 | -16.0% | 0.32% | +1.6% | |
| BWXT | Sell | BWX TECHNOLOGIES INC | $1,679,552 | -14.4% | 22,400 | -18.2% | 0.32% | -11.1% |
| MCHP | Sell | MICROCHIP TECHNOLOGY INC. | $1,639,050 | -26.2% | 21,000 | -15.3% | 0.31% | -23.5% |
| FANG | New | DIAMONDBACK ENERGY INC | $1,626,240 | – | 10,500 | – | 0.31% | – |
| BKNG | New | BOOKING HOLDINGS INC | $1,619,074 | – | 525 | – | 0.31% | – |
| LULU | New | LULULEMON ATHLETICA INC | $1,619,562 | – | 4,200 | – | 0.31% | – |
| AI | Buy | C3 AI INCcl a | $1,607,760 | -21.2% | 63,000 | +12.5% | 0.31% | -18.1% |
| SSTK | Buy | SHUTTERSTOCK INC | $1,598,100 | +5.9% | 42,000 | +35.5% | 0.30% | +9.7% |
| ARW | Buy | ARROW ELECTRS INC | $1,578,024 | +18.5% | 12,600 | +35.5% | 0.30% | +22.9% |
| ABBV | Sell | ABBVIE INC | $1,565,130 | -25.5% | 10,500 | -32.7% | 0.30% | -22.7% |
| PDCO | Buy | PATTERSON COS INC | $1,556,100 | +0.6% | 52,500 | +12.9% | 0.30% | +4.2% |
| AVT | Sell | AVNET INC | $1,517,985 | -35.3% | 31,500 | -32.3% | 0.29% | -32.9% |
| TPR | Buy | TAPESTRY INC | $1,509,375 | +13.8% | 52,500 | +69.4% | 0.29% | +18.0% |
| BJ | Sell | BJS WHSL CLUB HLDGS INC | $1,498,770 | -23.3% | 21,000 | -32.3% | 0.29% | -20.3% |
| MSM | Sell | MSC INDL DIRECT INCcl a | $1,442,805 | -2.3% | 14,700 | -5.2% | 0.28% | +1.1% |
| GEF | Sell | GREIF INCcl a | $1,403,010 | -34.3% | 21,000 | -32.3% | 0.27% | -31.8% |
| CROX | Buy | CROCS INC | $1,389,623 | +286.2% | 15,750 | +392.2% | 0.26% | +301.5% |
| CSCO | Sell | CISCO SYS INC | $1,354,752 | -15.5% | 25,200 | -18.7% | 0.26% | -12.2% |
| HRB | Sell | BLOCK H & R INC | $1,356,390 | -34.5% | 31,500 | -51.5% | 0.26% | -32.0% |
| FFIV | Sell | F5 INC | $1,353,576 | -25.4% | 8,400 | -32.3% | 0.26% | -22.8% |
| AKAM | Sell | AKAMAI TECHNOLOGIES INC | $1,342,404 | -19.7% | 12,600 | -32.3% | 0.26% | -16.9% |
| JBL | Sell | JABIL INC | $1,332,345 | -20.4% | 10,500 | -32.3% | 0.25% | -17.5% |
| LOW | Sell | LOWES COS INC | $1,309,392 | -37.6% | 6,300 | -32.3% | 0.25% | -35.2% |
| BERY | Sell | BERRY GLOBAL GROUP INC | $1,300,110 | -34.8% | 21,000 | -32.3% | 0.25% | -32.4% |
| HD | Sell | HOME DEPOT INC | $1,269,072 | -34.1% | 4,200 | -32.3% | 0.24% | -31.6% |
| FXE | Sell | INVESCO CURRENCYSHARES EURO | $1,221,250 | -51.5% | 12,500 | -50.0% | 0.23% | -49.8% |
| HALO | Sell | HALOZYME THERAPEUTICS INC | $1,203,300 | -28.3% | 31,500 | -32.3% | 0.23% | -25.6% |
| CL | Sell | COLGATE PALMOLIVE CO | $1,194,648 | -37.5% | 16,800 | -32.3% | 0.23% | -35.2% |
| FXB | Sell | INVESCO CURRENCYSHARES BRITbrit poun strl | $1,175,300 | -51.9% | 10,000 | -50.0% | 0.22% | -50.2% |
| ALL | Sell | ALLSTATE CORP | $1,169,805 | -30.8% | 10,500 | -32.3% | 0.22% | -28.3% |
| SHLS | Sell | SHOALS TECHNOLOGIES GROUP INcl a | $1,149,750 | -51.9% | 63,000 | -32.7% | 0.22% | -50.2% |
| LUV | New | SOUTHWEST AIRLS CO | $1,136,940 | – | 42,000 | – | 0.22% | – |
| ORI | Sell | OLD REP INTL CORP | $1,131,480 | -42.0% | 42,000 | -45.8% | 0.22% | -39.8% |
| LSTR | Sell | LANDSTAR SYS INC | $1,114,722 | -37.7% | 6,300 | -32.3% | 0.21% | -35.3% |
| KHC | Buy | KRAFT HEINZ CO | $1,059,660 | -3.7% | 31,500 | +1.6% | 0.20% | 0.0% |
| LKQ | Sell | LKQ CORP | $1,039,710 | -42.4% | 21,000 | -32.3% | 0.20% | -40.4% |
| ACLS | Buy | AXCELIS TECHNOLOGIES INC | $1,027,215 | +80.7% | 6,300 | +103.2% | 0.20% | +86.7% |
| SKX | New | SKECHERS U S A INCcl a | $1,027,950 | – | 21,000 | – | 0.20% | – |
| OAS | Buy | CHORD ENERGY CORPORATION | $1,021,041 | +7.1% | 6,300 | +1.6% | 0.20% | +11.4% |
| MEDP | New | MEDPACE HLDGS INC | $1,016,946 | – | 4,200 | – | 0.19% | – |
| CIEN | Sell | CIENA CORP | $992,460 | -49.8% | 21,000 | -54.8% | 0.19% | -48.1% |
| CBOE | Sell | CBOE GLOBAL MKTS INC | $984,123 | -54.3% | 6,300 | -59.6% | 0.19% | -52.5% |
| QLYS | Sell | QUALYS INC | $961,065 | -60.2% | 6,300 | -66.3% | 0.18% | -58.8% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $950,292 | -51.6% | 12,600 | -51.5% | 0.18% | -49.9% |
| JWN | Sell | NORDSTROM INC | $941,220 | -55.8% | 63,000 | -39.4% | 0.18% | -54.1% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $931,140 | -13.8% | 21,000 | -19.2% | 0.18% | -10.6% |
| WCC | Sell | WESCO INTL INC | $906,066 | -45.6% | 6,300 | -32.3% | 0.17% | -43.5% |
| ACAD | Sell | ACADIA PHARMACEUTICALS INC | $875,280 | -41.1% | 42,000 | -32.3% | 0.17% | -38.8% |
| TXG | New | 10X GENOMICS INC | $866,250 | – | 21,000 | – | 0.16% | – |
| CRM | New | SALESFORCE INC | $851,676 | – | 4,200 | – | 0.16% | – |
| FSLR | New | FIRST SOLAR INC | $848,348 | – | 5,250 | – | 0.16% | – |
| BE | New | BLOOM ENERGY CORP | $835,380 | – | 63,000 | – | 0.16% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $815,913 | – | 6,300 | – | 0.16% | – |
| DLTH | Sell | DULUTH HLDGS INC | $805,340 | -17.2% | 134,000 | -13.5% | 0.15% | -14.0% |
| OMC | Buy | OMNICOM GROUP INC | $782,040 | -11.6% | 10,500 | +12.9% | 0.15% | -8.6% |
| FXY | Sell | INVESCO CURRENCYSHARES JAPANjapanese yen | $777,375 | -51.8% | 12,500 | -50.0% | 0.15% | -50.2% |
| HCA | Buy | HCA HEALTHCARE INC | $774,837 | -17.6% | 3,150 | +1.6% | 0.15% | -14.5% |
| KGC | Sell | KINROSS GOLD CORP | $697,680 | -36.0% | 153,000 | -33.1% | 0.13% | -33.8% |
| PLTR | New | PALANTIR TECHNOLOGIES INCcl a | $672,000 | – | 42,000 | – | 0.13% | – |
| ENR | Sell | ENERGIZER HLDGS INC NEW | $672,840 | -35.4% | 21,000 | -32.3% | 0.13% | -33.3% |
| ALGN | New | ALIGN TECHNOLOGY INC | $641,172 | – | 2,100 | – | 0.12% | – |
| SDGR | Sell | SCHRODINGER INC | $593,670 | -61.6% | 21,000 | -32.3% | 0.11% | -60.4% |
| KLIC | Sell | KULICKE & SOFFA INDS INC | $510,615 | -53.8% | 10,500 | -43.5% | 0.10% | -52.2% |
| PEN | New | PENUMBRA INC | $508,011 | – | 2,100 | – | 0.10% | – |
| KMB | Sell | KIMBERLY-CLARK CORP | $507,570 | -40.7% | 4,200 | -32.3% | 0.10% | -38.2% |
| SCSC | Sell | SCANSOURCE INC | $509,208 | -44.4% | 16,800 | -45.8% | 0.10% | -42.6% |
| DT | New | DYNATRACE INC | $490,665 | – | 10,500 | – | 0.09% | – |
| MDU | Sell | MDU RES GROUP INC | $489,500 | -33.2% | 25,000 | -28.6% | 0.09% | -31.1% |
| TGTX | New | TG THERAPEUTICS INC | $438,900 | – | 52,500 | – | 0.08% | – |
| PACB | New | PACIFIC BIOSCIENCES CALIF IN | $438,375 | – | 52,500 | – | 0.08% | – |
| MRK | Sell | MERCK & CO INC | $432,390 | -39.6% | 4,200 | -32.3% | 0.08% | -37.1% |
| EXAS | New | EXACT SCIENCES CORP | $429,786 | – | 6,300 | – | 0.08% | – |
| VYGR | New | VOYAGER THERAPEUTICS INC | $406,875 | – | 52,500 | – | 0.08% | – |
| YEXT | Buy | YEXT INC | $398,790 | +42.2% | 63,000 | +154.0% | 0.08% | +46.2% |
| BAND | New | BANDWIDTH INC | $355,005 | – | 31,500 | – | 0.07% | – |
| PEP | Sell | PEPSICO INC | $355,824 | -38.0% | 2,100 | -32.3% | 0.07% | -35.8% |
| AVGO | Sell | BROADCOM INC | $348,844 | -67.6% | 420 | -66.1% | 0.07% | -66.2% |
| New | PHINIA INC | $335,947 | – | 12,540 | – | 0.06% | – | |
| NEO | New | NEOGENOMICS INC | $322,875 | – | 26,250 | – | 0.06% | – |
| PLUG | New | PLUG POWER INC | $319,200 | – | 42,000 | – | 0.06% | – |
| INGN | Buy | INOGEN INC | $274,050 | +53.1% | 52,500 | +238.7% | 0.05% | +57.6% |
| Sell | SAMSARA INC | $264,705 | -48.6% | 10,500 | -43.5% | 0.05% | -46.3% | |
| STEM | New | STEM INC | $267,120 | – | 63,000 | – | 0.05% | – |
| MSFT | Sell | MICROSOFT CORP | $198,923 | -37.2% | 630 | -32.3% | 0.04% | -34.5% |
| AAPL | Sell | APPLE INC | $179,771 | -40.2% | 1,050 | -32.3% | 0.03% | -38.2% |
| New | FORTREA HLDGS INC | $148,668 | – | 5,200 | – | 0.03% | – | |
| New | CARISMA THERAPEUTICS INC | $22,208 | – | 5,250 | – | 0.00% | – | |
| CDE | Exit | COEUR MNG INC | $0 | – | -120,000 | – | -0.06% | – |
| AGI | Exit | ALAMOS GOLD INC NEW | $0 | – | -30,000 | – | -0.07% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -12,400 | – | -0.07% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -9,300 | – | -0.08% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -60,000 | – | -0.08% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -7,800 | – | -0.08% | – |
| LRN | Exit | STRIDE INC | $0 | – | -12,400 | – | -0.08% | – |
| KRO | Exit | KRONOS WORLDWIDE INC | $0 | – | -62,000 | – | -0.10% | – |
| CARR | Exit | CARRIER GLOBAL CORPORATION | $0 | – | -12,400 | – | -0.11% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -1,550 | – | -0.11% | – |
| AMN | Exit | AMN HEALTHCARE SVCS INC | $0 | – | -6,200 | – | -0.12% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -3,100 | – | -0.14% | – |
| ALRM | Exit | ALARM COM HLDGS INC | $0 | – | -15,500 | – | -0.15% | – |
| PAAS | Exit | PAN AMERN SILVER CORP | $0 | – | -63,000 | – | -0.17% | – |
| CALX | Exit | CALIX INC | $0 | – | -18,600 | – | -0.17% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -3,100 | – | -0.19% | – |
| ZM | Exit | ZOOM VIDEO COMMUNICATIONS INcl a | $0 | – | -15,500 | – | -0.19% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -15,500 | – | -0.22% | – |
| ASGN | Exit | ASGN INC | $0 | – | -15,500 | – | -0.22% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -5,200 | – | -0.23% | – |
| WAT | Exit | WATERS CORP | $0 | – | -5,200 | – | -0.26% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -15,500 | – | -0.26% | – |
| KEYS | Exit | KEYSIGHT TECHNOLOGIES INC | $0 | – | -9,300 | – | -0.29% | – |
| SMTC | Exit | SEMTECH CORP | $0 | – | -62,000 | – | -0.29% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -124,000 | – | -0.32% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -12,400 | – | -0.32% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -7,800 | – | -0.36% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -45,700 | – | -0.36% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -9,300 | – | -0.38% | – |
| JCOM | Exit | ZIFF DAVIS INC | $0 | – | -31,000 | – | -0.40% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -13,000 | – | -0.43% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -20,800 | – | -0.48% | – |
| AU | Exit | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $0 | – | -152,400 | – | -0.59% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | New | NEWMONT CORP | $7,802,514 | – | 182,900 | – | 1.44% | – |
| GOLD | New | BARRICK GOLD CORP | $7,740,396 | – | 457,200 | – | 1.42% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $7,616,952 | – | 152,400 | – | 1.40% | – |
| CSIQ | New | CANADIAN SOLAR INC | $6,054,985 | – | 156,500 | – | 1.11% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $5,801,640 | – | 156,000 | – | 1.07% | – |
| NRG | New | NRG ENERGY INC | $5,720,670 | – | 153,000 | – | 1.05% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $5,661,396 | – | 46,800 | – | 1.04% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $5,604,612 | – | 7,800 | – | 1.03% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $5,569,200 | – | 187,200 | – | 1.02% | – |
| K | New | KELLOGG CO | $5,257,200 | – | 78,000 | – | 0.97% | – |
| VMW | New | VMWARE INC | $5,230,316 | – | 36,400 | – | 0.96% | – |
| QCOM | New | QUALCOMM INC | $4,952,064 | – | 41,600 | – | 0.91% | – |
| DKS | New | DICKS SPORTING GOODS INC | $4,838,154 | – | 36,600 | – | 0.89% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $4,745,856 | – | 72,700 | – | 0.87% | – |
| SFM | New | SPROUTS FMRS MKT INC | $4,583,904 | – | 124,800 | – | 0.84% | – |
| CI | New | THE CIGNA GROUP | $4,377,360 | – | 15,600 | – | 0.80% | – |
| CRC | New | CALIFORNIA RES CORP | $4,189,325 | – | 92,500 | – | 0.77% | – |
| ANET | New | ARISTA NETWORKS INC | $4,035,294 | – | 24,900 | – | 0.74% | – |
| ETSY | New | ETSY INC | $3,959,748 | – | 46,800 | – | 0.73% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $3,888,300 | – | 15,600 | – | 0.72% | – |
| PFE | New | PFIZER INC | $3,814,720 | – | 104,000 | – | 0.70% | – |
| CLFD | New | CLEARFIELD INC | $3,693,300 | – | 78,000 | – | 0.68% | – |
| BKE | New | BUCKLE INC | $3,598,400 | – | 104,000 | – | 0.66% | – |
| ARRY | New | ARRAY TECHNOLOGIES INC | $3,548,200 | – | 157,000 | – | 0.65% | – |
| EPAM | New | EPAM SYS INC | $3,506,100 | – | 15,600 | – | 0.64% | – |
| RGLD | New | ROYAL GOLD INC | $3,498,494 | – | 30,480 | – | 0.64% | – |
| AMGN | New | AMGEN INC | $3,463,512 | – | 15,600 | – | 0.64% | – |
| LPI | New | VITAL ENERGY INC | $3,453,975 | – | 76,500 | – | 0.64% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $3,432,520 | – | 36,400 | – | 0.63% | – |
| NFLX | New | NETFLIX INC | $3,435,822 | – | 7,800 | – | 0.63% | – |
| XOM | New | EXXON MOBIL CORP | $3,378,375 | – | 31,500 | – | 0.62% | – |
| New | SYMBOTIC INC | $3,339,180 | – | 78,000 | – | 0.61% | – | |
| UI | New | UBIQUITI INC | $3,286,525 | – | 18,700 | – | 0.60% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $3,281,616 | – | 20,800 | – | 0.60% | – |
| ATKR | New | ATKORE INC | $3,259,146 | – | 20,900 | – | 0.60% | – |
| EVR | New | EVERCORE INCclass a | $3,213,340 | – | 26,000 | – | 0.59% | – |
| AU | New | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $3,214,116 | – | 152,400 | – | 0.59% | – |
| New | SWEETGREEN INC | $3,199,872 | – | 249,600 | – | 0.59% | – | |
| APA | New | APA CORPORATION | $3,177,810 | – | 93,000 | – | 0.58% | – |
| MMM | New | 3M CO | $3,122,808 | – | 31,200 | – | 0.58% | – |
| SBUX | New | STARBUCKS CORP | $3,100,578 | – | 31,300 | – | 0.57% | – |
| BWA | New | BORGWARNER INC | $3,066,657 | – | 62,700 | – | 0.56% | – |
| UNFI | New | UNITED NAT FOODS INC | $3,049,800 | – | 156,000 | – | 0.56% | – |
| UNM | New | UNUM GROUP | $2,976,480 | – | 62,400 | – | 0.55% | – |
| ULTA | New | ULTA BEAUTY INC | $2,964,749 | – | 6,300 | – | 0.54% | – |
| GILD | New | GILEAD SCIENCES INC | $2,897,832 | – | 37,600 | – | 0.53% | – |
| AEIS | New | ADVANCED ENERGY INDS | $2,897,700 | – | 26,000 | – | 0.53% | – |
| KNX | New | KNIGHT-SWIFT TRANSN HLDGS INcl a | $2,889,120 | – | 52,000 | – | 0.53% | – |
| EAT | New | BRINKER INTL INC | $2,869,440 | – | 78,400 | – | 0.53% | – |
| CPB | New | CAMPBELL SOUP CO | $2,852,304 | – | 62,400 | – | 0.52% | – |
| SM | New | SM ENERGY CO | $2,834,048 | – | 89,600 | – | 0.52% | – |
| SUPN | New | SUPERNUS PHARMACEUTICALS INC | $2,813,616 | – | 93,600 | – | 0.52% | – |
| ALLE | New | ALLEGION PLC | $2,808,468 | – | 23,400 | – | 0.52% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $2,744,898 | – | 7,800 | – | 0.50% | – |
| MOS | New | MOSAIC CO NEW | $2,730,000 | – | 78,000 | – | 0.50% | – |
| COG | New | COTERRA ENERGY INC | $2,719,750 | – | 107,500 | – | 0.50% | – |
| AMZN | New | AMAZON COM INC | $2,711,488 | – | 20,800 | – | 0.50% | – |
| CF | New | CF INDS HLDGS INC | $2,707,380 | – | 39,000 | – | 0.50% | – |
| BTG | New | B2GOLD CORP | $2,677,500 | – | 750,000 | – | 0.49% | – |
| SWAV | New | SHOCKWAVE MED INC | $2,671,438 | – | 9,360 | – | 0.49% | – |
| INVA | New | INNOVIVA INC | $2,647,840 | – | 208,000 | – | 0.49% | – |
| PYPL | New | PAYPAL HLDGS INC | $2,602,470 | – | 39,000 | – | 0.48% | – |
| WSM | New | WILLIAMS SONOMA INC | $2,602,912 | – | 20,800 | – | 0.48% | – |
| NUE | New | NUCOR CORP | $2,558,088 | – | 15,600 | – | 0.47% | – |
| CRUS | New | CIRRUS LOGIC INC | $2,527,512 | – | 31,200 | – | 0.46% | – |
| FXE | New | INVESCO CURRENCYSHARES EURO | $2,520,250 | – | 25,000 | – | 0.46% | – |
| CVS | New | CVS HEALTH CORP | $2,516,332 | – | 36,400 | – | 0.46% | – |
| INFY | New | INFOSYS LTDsponsored adr | $2,506,920 | – | 156,000 | – | 0.46% | – |
| M | New | MACYS INC | $2,503,800 | – | 156,000 | – | 0.46% | – |
| TPX | New | TEMPUR SEALY INTL INC | $2,500,368 | – | 62,400 | – | 0.46% | – |
| EXEL | New | EXELIXIS INC | $2,484,300 | – | 130,000 | – | 0.46% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $2,453,100 | – | 26,000 | – | 0.45% | – |
| FXB | New | INVESCO CURRENCYSHARES BRITbrit poun strl | $2,444,600 | – | 20,000 | – | 0.45% | – |
| JNPR | New | JUNIPER NETWORKS INC | $2,443,740 | – | 78,000 | – | 0.45% | – |
| INCY | New | INCYTE CORP | $2,427,750 | – | 39,000 | – | 0.45% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $2,432,000 | – | 60,800 | – | 0.45% | – |
| QLYS | New | QUALYS INC | $2,415,479 | – | 18,700 | – | 0.44% | – |
| SHLS | New | SHOALS TECHNOLOGIES GROUP INcl a | $2,392,416 | – | 93,600 | – | 0.44% | – |
| NTAP | New | NETAPP INC | $2,383,680 | – | 31,200 | – | 0.44% | – |
| AVT | New | AVNET INC | $2,345,925 | – | 46,500 | – | 0.43% | – |
| ILMN | New | ILLUMINA INC | $2,343,625 | – | 12,500 | – | 0.43% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $2,345,150 | – | 77,500 | – | 0.43% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $2,330,250 | – | 13,000 | – | 0.43% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $2,309,450 | – | 187,000 | – | 0.42% | – |
| THO | New | THOR INDS INC | $2,277,000 | – | 22,000 | – | 0.42% | – |
| ASIX | New | ADVANSIX INC | $2,273,700 | – | 65,000 | – | 0.42% | – |
| NGVT | New | INGEVITY CORP | $2,268,240 | – | 39,000 | – | 0.42% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $2,253,018 | – | 18,600 | – | 0.42% | – |
| HIBB | New | HIBBETT INC | $2,249,980 | – | 62,000 | – | 0.41% | – |
| CRI | New | CARTERS INC | $2,250,600 | – | 31,000 | – | 0.41% | – |
| AMAT | New | APPLIED MATLS INC | $2,240,370 | – | 15,500 | – | 0.41% | – |
| EBIX | New | EBIX INC | $2,227,680 | – | 88,400 | – | 0.41% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC. | $2,221,832 | – | 24,800 | – | 0.41% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $2,222,220 | – | 78,000 | – | 0.41% | – |
| KR | New | KROGER CO | $2,185,500 | – | 46,500 | – | 0.40% | – |
| HOG | New | HARLEY DAVIDSON INC | $2,183,020 | – | 62,000 | – | 0.40% | – |
| IVZ | New | INVESCO LTD | $2,185,300 | – | 130,000 | – | 0.40% | – |
| NTNX | New | NUTANIX INCcl a | $2,173,875 | – | 77,500 | – | 0.40% | – |
| JCOM | New | ZIFF DAVIS INC | $2,171,860 | – | 31,000 | – | 0.40% | – |
| NXST | New | NEXSTAR MEDIA GROUP INC | $2,165,150 | – | 13,000 | – | 0.40% | – |
| CBOE | New | CBOE GLOBAL MKTS INC | $2,152,956 | – | 15,600 | – | 0.40% | – |
| WOR | New | WORTHINGTON INDS INC | $2,153,570 | – | 31,000 | – | 0.40% | – |
| WGO | New | WINNEBAGO INDS INC | $2,147,418 | – | 32,200 | – | 0.40% | – |
| ANDE | New | ANDERSONS INC | $2,145,975 | – | 46,500 | – | 0.40% | – |
| CPE | New | CALLON PETE CO DEL | $2,139,270 | – | 61,000 | – | 0.39% | – |
| GEF | New | GREIF INCcl a | $2,135,590 | – | 31,000 | – | 0.39% | – |
| JWN | New | NORDSTROM INC | $2,128,880 | – | 104,000 | – | 0.39% | – |
| BBY | New | BEST BUY INC | $2,130,700 | – | 26,000 | – | 0.39% | – |
| ABBV | New | ABBVIE INC | $2,101,788 | – | 15,600 | – | 0.39% | – |
| ALGM | New | ALLEGRO MICROSYSTEMS INC | $2,099,010 | – | 46,500 | – | 0.39% | – |
| LOW | New | LOWES COS INC | $2,099,010 | – | 9,300 | – | 0.39% | – |
| URBN | New | URBAN OUTFITTERS INC | $2,087,190 | – | 63,000 | – | 0.38% | – |
| CORT | New | CORCEPT THERAPEUTICS INC | $2,082,600 | – | 93,600 | – | 0.38% | – |
| HRB | New | BLOCK H & R INC | $2,071,550 | – | 65,000 | – | 0.38% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $2,058,834 | – | 18,600 | – | 0.38% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $2,052,975 | – | 9,300 | – | 0.38% | – |
| IMKTA | New | INGLES MKTS INCcl a | $2,049,720 | – | 24,800 | – | 0.38% | – |
| TGT | New | TARGET CORP | $2,044,450 | – | 15,500 | – | 0.38% | – |
| AI | New | C3 AI INCcl a | $2,040,080 | – | 56,000 | – | 0.38% | – |
| BERY | New | BERRY GLOBAL GROUP INC | $1,994,540 | – | 31,000 | – | 0.37% | – |
| CIEN | New | CIENA CORP | $1,975,785 | – | 46,500 | – | 0.36% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $1,975,154 | – | 45,700 | – | 0.36% | – |
| VIAC | New | PARAMOUNT GLOBAL | $1,972,840 | – | 124,000 | – | 0.36% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $1,961,018 | – | 27,400 | – | 0.36% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $1,964,560 | – | 26,000 | – | 0.36% | – |
| ORI | New | OLD REP INTL CORP | $1,950,675 | – | 77,500 | – | 0.36% | – |
| BJ | New | BJS WHSL CLUB HLDGS INC | $1,953,310 | – | 31,000 | – | 0.36% | – |
| FDX | New | FEDEX CORP | $1,933,620 | – | 7,800 | – | 0.36% | – |
| HD | New | HOME DEPOT INC | $1,925,968 | – | 6,200 | – | 0.35% | – |
| CL | New | COLGATE PALMOLIVE CO | $1,910,592 | – | 24,800 | – | 0.35% | – |
| CCS | New | CENTURY CMNTYS INC | $1,900,176 | – | 24,800 | – | 0.35% | – |
| WLK | New | WESTLAKE CORPORATION | $1,851,785 | – | 15,500 | – | 0.34% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $1,822,800 | – | 62,000 | – | 0.34% | – |
| FFIV | New | F5 INC | $1,813,624 | – | 12,400 | – | 0.33% | – |
| LKQ | New | LKQ CORP | $1,806,370 | – | 31,000 | – | 0.33% | – |
| PSX | New | PHILLIPS 66 | $1,793,144 | – | 18,800 | – | 0.33% | – |
| BIIB | New | BIOGEN INC | $1,794,555 | – | 6,300 | – | 0.33% | – |
| KSS | New | KOHLS CORP | $1,786,375 | – | 77,500 | – | 0.33% | – |
| LSTR | New | LANDSTAR SYS INC | $1,790,622 | – | 9,300 | – | 0.33% | – |
| HZO | New | MARINEMAX INC | $1,776,320 | – | 52,000 | – | 0.33% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $1,750,260 | – | 31,000 | – | 0.32% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $1,742,944 | – | 12,400 | – | 0.32% | – |
| New | CIVITAS RESOURCES INC | $1,734,250 | – | 25,000 | – | 0.32% | – | |
| BGS | New | B & G FOODS INC NEW | $1,726,080 | – | 124,000 | – | 0.32% | – |
| WIRE | New | ENCORE WIRE CORP | $1,729,149 | – | 9,300 | – | 0.32% | – |
| CQP | New | CHENIERE ENERGY PARTNERS LP | $1,688,724 | – | 36,600 | – | 0.31% | – |
| ALL | New | ALLSTATE CORP | $1,690,120 | – | 15,500 | – | 0.31% | – |
| HALO | New | HALOZYME THERAPEUTICS INC | $1,677,255 | – | 46,500 | – | 0.31% | – |
| JBL | New | JABIL INC | $1,672,915 | – | 15,500 | – | 0.31% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $1,671,582 | – | 18,600 | – | 0.31% | – |
| WCC | New | WESCO INTL INC | $1,665,258 | – | 9,300 | – | 0.31% | – |
| FXY | New | INVESCO CURRENCYSHARES JAPANjapanese yen | $1,613,500 | – | 25,000 | – | 0.30% | – |
| DVAX | New | DYNAVAX TECHNOLOGIES CORP | $1,602,080 | – | 124,000 | – | 0.30% | – |
| CSCO | New | CISCO SYS INC | $1,603,940 | – | 31,000 | – | 0.30% | – |
| PLAB | New | PHOTRONICS INC | $1,598,980 | – | 62,000 | – | 0.29% | – |
| SMTC | New | SEMTECH CORP | $1,578,520 | – | 62,000 | – | 0.29% | – |
| LCII | New | LCI INDS | $1,566,864 | – | 12,400 | – | 0.29% | – |
| KEYS | New | KEYSIGHT TECHNOLOGIES INC | $1,557,285 | – | 9,300 | – | 0.29% | – |
| FHI | New | FEDERATED HERMES INCcl b | $1,555,890 | – | 43,400 | – | 0.29% | – |
| PDCO | New | PATTERSON COS INC | $1,546,590 | – | 46,500 | – | 0.28% | – |
| SDGR | New | SCHRODINGER INC | $1,547,520 | – | 31,000 | – | 0.28% | – |
| HEAR | New | TURTLE BEACH CORP | $1,514,500 | – | 130,000 | – | 0.28% | – |
| SSTK | New | SHUTTERSTOCK INC | $1,508,770 | – | 31,000 | – | 0.28% | – |
| KLAC | New | KLA CORP | $1,503,562 | – | 3,100 | – | 0.28% | – |
| IDCC | New | INTERDIGITAL INC | $1,496,525 | – | 15,500 | – | 0.28% | – |
| FB | New | META PLATFORMS INCcl a | $1,492,296 | – | 5,200 | – | 0.28% | – |
| ACAD | New | ACADIA PHARMACEUTICALS INC | $1,484,900 | – | 62,000 | – | 0.27% | – |
| GHC | New | GRAHAM HLDGS CO | $1,485,848 | – | 2,600 | – | 0.27% | – |
| MSM | New | MSC INDL DIRECT INCcl a | $1,476,840 | – | 15,500 | – | 0.27% | – |
| GTN | New | GRAY TELEVISION INC | $1,465,680 | – | 186,000 | – | 0.27% | – |
| DIOD | New | DIODES INC | $1,452,093 | – | 15,700 | – | 0.27% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STOR | $1,444,290 | – | 15,500 | – | 0.27% | – |
| GIS | New | GENERAL MLS INC | $1,441,960 | – | 18,800 | – | 0.26% | – |
| NBR | New | NABORS INDUSTRIES LTD | $1,432,662 | – | 15,400 | – | 0.26% | – |
| RRC | New | RANGE RES CORP | $1,434,720 | – | 48,800 | – | 0.26% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $1,423,365 | – | 15,500 | – | 0.26% | – |
| IPGP | New | IPG PHOTONICS CORP | $1,412,528 | – | 10,400 | – | 0.26% | – |
| BCC | New | BOISE CASCADE CO DEL | $1,400,425 | – | 15,500 | – | 0.26% | – |
| SIRI | New | SIRIUS XM HOLDINGS INC | $1,404,300 | – | 310,000 | – | 0.26% | – |
| INTC | New | INTEL CORP | $1,391,104 | – | 41,600 | – | 0.26% | – |
| WAT | New | WATERS CORP | $1,386,008 | – | 5,200 | – | 0.26% | – |
| BC | New | BRUNSWICK CORP | $1,342,920 | – | 15,500 | – | 0.25% | – |
| ARW | New | ARROW ELECTRS INC | $1,332,039 | – | 9,300 | – | 0.24% | – |
| TPR | New | TAPESTRY INC | $1,326,800 | – | 31,000 | – | 0.24% | – |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $1,319,360 | – | 124,000 | – | 0.24% | – |
| INGR | New | INGREDION INC | $1,313,780 | – | 12,400 | – | 0.24% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $1,254,916 | – | 5,200 | – | 0.23% | – |
| CPRX | New | CATALYST PHARMACEUTICALS INC | $1,249,920 | – | 93,000 | – | 0.23% | – |
| YETI | New | YETI HLDGS INC | $1,211,808 | – | 31,200 | – | 0.22% | – |
| MATX | New | MATSON INC | $1,204,815 | – | 15,500 | – | 0.22% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $1,190,800 | – | 130,000 | – | 0.22% | – |
| ASGN | New | ASGN INC | $1,172,265 | – | 15,500 | – | 0.22% | – |
| RHI | New | ROBERT HALF INTL INC | $1,165,910 | – | 15,500 | – | 0.22% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $1,168,960 | – | 104,000 | – | 0.22% | – |
| New | WARNER BROS DISCOVERY INC | $1,166,220 | – | 93,000 | – | 0.22% | – | |
| GCO | New | GENESCO INC | $1,164,360 | – | 46,500 | – | 0.21% | – |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $1,140,180 | – | 93,000 | – | 0.21% | – |
| PRDO | New | PERDOCEO ED CORP | $1,141,110 | – | 93,000 | – | 0.21% | – |
| ST | New | SENSATA TECHNOLOGIES HLDG PL | $1,115,752 | – | 24,800 | – | 0.20% | – |
| KLIC | New | KULICKE & SOFFA INDS INC | $1,105,770 | – | 18,600 | – | 0.20% | – |
| KHC | New | KRAFT HEINZ CO | $1,100,500 | – | 31,000 | – | 0.20% | – |
| KGC | New | KINROSS GOLD CORP | $1,090,422 | – | 228,600 | – | 0.20% | – |
| HRMY | New | HARMONY BIOSCIENCES HLDGS IN | $1,090,890 | – | 31,000 | – | 0.20% | – |
| AFL | New | AFLAC INC | $1,081,900 | – | 15,500 | – | 0.20% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,080,300 | – | 26,000 | – | 0.20% | – |
| CFG | New | CITIZENS FINL GROUP INC | $1,080,860 | – | 41,444 | – | 0.20% | – |
| AVGO | New | BROADCOM INC | $1,075,613 | – | 1,240 | – | 0.20% | – |
| ZM | New | ZOOM VIDEO COMMUNICATIONS INcl a | $1,052,140 | – | 15,500 | – | 0.19% | – |
| MMS | New | MAXIMUS INC | $1,047,924 | – | 12,400 | – | 0.19% | – |
| DPZ | New | DOMINOS PIZZA INC | $1,044,669 | – | 3,100 | – | 0.19% | – |
| PCRX | New | PACIRA BIOSCIENCES INC | $1,041,820 | – | 26,000 | – | 0.19% | – |
| ENR | New | ENERGIZER HLDGS INC NEW | $1,040,980 | – | 31,000 | – | 0.19% | – |
| VNDA | New | VANDA PHARMACEUTICALS INC | $1,028,040 | – | 156,000 | – | 0.19% | – |
| AN | New | AUTONATION INC | $1,020,582 | – | 6,200 | – | 0.19% | – |
| HTLD | New | HEARTLAND EXPRESS INC | $1,017,420 | – | 62,000 | – | 0.19% | – |
| AMCX | New | AMC NETWORKS INCcl a | $994,240 | – | 83,200 | – | 0.18% | – |
| IP | New | INTERNATIONAL PAPER CO | $986,110 | – | 31,000 | – | 0.18% | – |
| DLTH | New | DULUTH HLDGS INC | $973,086 | – | 154,950 | – | 0.18% | – |
| OAS | New | CHORD ENERGY CORPORATION | $953,560 | – | 6,200 | – | 0.18% | – |
| OVV | New | OVINTIV INC | $944,136 | – | 24,800 | – | 0.17% | – |
| HCA | New | HCA HEALTHCARE INC | $940,788 | – | 3,100 | – | 0.17% | – |
| CALX | New | CALIX INC | $928,326 | – | 18,600 | – | 0.17% | – |
| PAAS | New | PAN AMERN SILVER CORP | $918,540 | – | 63,000 | – | 0.17% | – |
| SCSC | New | SCANSOURCE INC | $916,360 | – | 31,000 | – | 0.17% | – |
| ZYXI | New | ZYNEX INC | $891,870 | – | 93,000 | – | 0.16% | – |
| OMC | New | OMNICOM GROUP INC | $884,895 | – | 9,300 | – | 0.16% | – |
| IMMR | New | IMMERSION CORP | $877,920 | – | 124,000 | – | 0.16% | – |
| SNEX | New | STONEX GROUP INC | $864,032 | – | 10,400 | – | 0.16% | – |
| ZUMZ | New | ZUMIEZ INC | $866,320 | – | 52,000 | – | 0.16% | – |
| KMB | New | KIMBERLY-CLARK CORP | $855,972 | – | 6,200 | – | 0.16% | – |
| SQ | New | BLOCK INCcl a | $825,468 | – | 12,400 | – | 0.15% | – |
| UGI | New | UGI CORP NEW | $809,100 | – | 30,000 | – | 0.15% | – |
| FOR | New | FORESTAR GROUP INC | $811,800 | – | 36,000 | – | 0.15% | – |
| ALRM | New | ALARM COM HLDGS INC | $801,040 | – | 15,500 | – | 0.15% | – |
| F | New | FORD MTR CO DEL | $786,760 | – | 52,000 | – | 0.14% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $778,348 | – | 3,100 | – | 0.14% | – |
| MDU | New | MDU RES GROUP INC | $732,900 | – | 35,000 | – | 0.14% | – |
| MRK | New | MERCK & CO INC | $715,418 | – | 6,200 | – | 0.13% | – |
| AMN | New | AMN HEALTHCARE SVCS INC | $676,544 | – | 6,200 | – | 0.12% | – |
| CHS | New | CHICOS FAS INC | $658,050 | – | 123,000 | – | 0.12% | – |
| FDS | New | FACTSET RESH SYS INC | $621,008 | – | 1,550 | – | 0.11% | – |
| CARR | New | CARRIER GLOBAL CORPORATION | $616,404 | – | 12,400 | – | 0.11% | – |
| SAGE | New | SAGE THERAPEUTICS INC | $583,048 | – | 12,400 | – | 0.11% | – |
| PEP | New | PEPSICO INC | $574,182 | – | 3,100 | – | 0.11% | – |
| ACLS | New | AXCELIS TECHNOLOGIES INC | $568,323 | – | 3,100 | – | 0.10% | – |
| IPI | New | INTREPID POTASH INC | $562,712 | – | 24,800 | – | 0.10% | – |
| KRO | New | KRONOS WORLDWIDE INC | $541,260 | – | 62,000 | – | 0.10% | – |
| CRSP | New | CRISPR THERAPEUTICS AGnamen akt | $522,102 | – | 9,300 | – | 0.10% | – |
| New | QUIDELORTHO CORP | $513,732 | – | 6,200 | – | 0.10% | – | |
| New | SAMSARA INC | $515,406 | – | 18,600 | – | 0.10% | – | |
| ASB | New | ASSOCIATED BANC CORP | $503,130 | – | 31,000 | – | 0.09% | – |
| CMBM | New | CAMBIUM NETWORKS CORP | $471,820 | – | 31,000 | – | 0.09% | – |
| LRN | New | STRIDE INC | $461,652 | – | 12,400 | – | 0.08% | – |
| LITE | New | LUMENTUM HLDGS INC | $442,494 | – | 7,800 | – | 0.08% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $441,000 | – | 60,000 | – | 0.08% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $412,734 | – | 9,300 | – | 0.08% | – |
| ALKS | New | ALKERMES PLC | $388,120 | – | 12,400 | – | 0.07% | – |
| New | KNIFE RIVER CORP | $380,625 | – | 8,750 | – | 0.07% | – | |
| CROX | New | CROCS INC | $359,808 | – | 3,200 | – | 0.07% | – |
| AGI | New | ALAMOS GOLD INC NEW | $357,600 | – | 30,000 | – | 0.07% | – |
| CDE | New | COEUR MNG INC | $340,800 | – | 120,000 | – | 0.06% | – |
| MSFT | New | MICROSOFT CORP | $316,702 | – | 930 | – | 0.06% | – |
| AAPL | New | APPLE INC | $300,654 | – | 1,550 | – | 0.06% | – |
| YEXT | New | YEXT INC | $280,488 | – | 24,800 | – | 0.05% | – |
| OSCR | New | OSCAR HEALTH INCcl a | $249,860 | – | 31,000 | – | 0.05% | – |
| INGN | New | INOGEN INC | $179,025 | – | 15,500 | – | 0.03% | – |
| WYY | New | WIDEPOINT CORP | $171,120 | – | 92,000 | – | 0.03% | – |
| XYL | New | XYLEM INC | $167,579 | – | 1,488 | – | 0.03% | – |
| ED | New | CONSOLIDATED EDISON INC | $90,400 | – | 1,000 | – | 0.02% | – |
| PNW | New | PINNACLE WEST CAP CORP | $81,460 | – | 1,000 | – | 0.02% | – |
| OTTR | New | OTTER TAIL CORP | $78,960 | – | 1,000 | – | 0.02% | – |
| ALE | New | ALLETE INC | $57,970 | – | 1,000 | – | 0.01% | – |
| NWE | New | NORTHWESTERN CORP | $56,760 | – | 1,000 | – | 0.01% | – |
| POR | New | PORTLAND GEN ELEC CO | $46,830 | – | 1,000 | – | 0.01% | – |
| ETR | New | ENTERGY CORP NEW | $48,685 | – | 500 | – | 0.01% | – |
| DUK | New | DUKE ENERGY CORP NEW | $44,870 | – | 500 | – | 0.01% | – |
| EDUC | New | EDUCATIONAL DEV CORP | $41,650 | – | 35,000 | – | 0.01% | – |
| AVA | New | AVISTA CORP | $39,270 | – | 1,000 | – | 0.01% | – |
| FE | New | FIRSTENERGY CORP | $38,880 | – | 1,000 | – | 0.01% | – |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $36,200 | – | 1,000 | – | 0.01% | – |
| AGR | New | AVANGRID INC | $37,680 | – | 1,000 | – | 0.01% | – |
| EXC | New | EXELON CORP | $40,740 | – | 1,000 | – | 0.01% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP IN | $31,305 | – | 500 | – | 0.01% | – |
| BKH | New | BLACK HILLS CORP | $30,130 | – | 500 | – | 0.01% | – |
| SO | New | SOUTHERN CO | $35,125 | – | 500 | – | 0.01% | – |
| EIX | New | EDISON INTL | $34,725 | – | 500 | – | 0.01% | – |
| PPL | New | PPL CORP | $26,460 | – | 1,000 | – | 0.01% | – |
| DTM | New | DT MIDSTREAM INC | $24,785 | – | 500 | – | 0.01% | – |
| D | New | DOMINION ENERGY INC | $25,895 | – | 500 | – | 0.01% | – |
| AES | New | AES CORP | $20,730 | – | 1,000 | – | 0.00% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $8,420 | – | 100 | – | 0.00% | – |
| AEE | New | AMEREN CORP | $8,167 | – | 100 | – | 0.00% | – |
| GWRS | New | GLOBAL WTR RES INC | $12,680 | – | 1,000 | – | 0.00% | – |
| DTE | New | DTE ENERGY CO | $11,002 | – | 100 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AEE | Exit | AMEREN CORP | $0 | – | -100 | – | -0.00% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -100 | – | -0.00% | – |
| GWRS | Exit | GLOBAL WTR RES INC | $0 | – | -1,000 | – | -0.00% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -100 | – | -0.00% | – |
| PPL | Exit | PPL CORP | $0 | – | -1,000 | – | -0.00% | – |
| AES | Exit | AES CORP | $0 | – | -1,000 | – | -0.00% | – |
| DTM | Exit | DT MIDSTREAM INC | $0 | – | -500 | – | -0.00% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP IN | $0 | – | -500 | – | -0.01% | – |
| EIX | Exit | EDISON INTL | $0 | – | -500 | – | -0.01% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -500 | – | -0.01% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -500 | – | -0.01% | – |
| HE | Exit | HAWAIIAN ELEC INDUSTRIES | $0 | – | -1,000 | – | -0.01% | – |
| EXC | Exit | EXELON CORP | $0 | – | -1,000 | – | -0.01% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -500 | – | -0.01% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -1,000 | – | -0.01% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -1,000 | – | -0.01% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -1,000 | – | -0.01% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -1,000 | – | -0.01% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -500 | – | -0.01% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -1,000 | – | -0.01% | – |
| RDVT | Exit | RED VIOLET INC | $0 | – | -2,600 | – | -0.01% | – |
| ALE | Exit | ALLETE INC | $0 | – | -1,000 | – | -0.01% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -500 | – | -0.01% | – |
| OTTR | Exit | OTTER TAIL CORP | $0 | – | -1,000 | – | -0.01% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -1,000 | – | -0.01% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -1,000 | – | -0.02% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -28,800 | – | -0.02% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -26,000 | – | -0.02% | – |
| CODX | Exit | CO-DIAGNOSTICS INC | $0 | – | -36,000 | – | -0.02% | – |
| EDUC | Exit | EDUCATIONAL DEV CORP | $0 | – | -51,000 | – | -0.02% | – |
| GPS | Exit | GAP INC | $0 | – | -15,500 | – | -0.02% | – |
| EDIT | Exit | EDITAS MEDICINE INC | $0 | – | -10,400 | – | -0.02% | – |
| RIGL | Exit | RIGEL PHARMACEUTICALS INC | $0 | – | -156,000 | – | -0.03% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -1,550 | – | -0.04% | – |
| WYY | Exit | WIDEPOINT CORP | $0 | – | -109,800 | – | -0.04% | – |
| PRDO | Exit | PERDOCEO ED CORP | $0 | – | -26,000 | – | -0.05% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -260,000 | – | -0.05% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -124,000 | – | -0.05% | – |
| MAT | Exit | MATTEL INC | $0 | – | -15,500 | – | -0.05% | – |
| SIGA | Exit | SIGA TECHNOLOGIES INC | $0 | – | -31,000 | – | -0.06% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -50,000 | – | -0.06% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -100,000 | – | -0.06% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -26,000 | – | -0.06% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -15,500 | – | -0.06% | – |
| AMRX | Exit | AMNEAL PHARMACEUTICALS INC | $0 | – | -180,000 | – | -0.06% | – |
| FRG | Exit | FRANCHISE GROUP INC | $0 | – | -15,500 | – | -0.06% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -2,600 | – | -0.07% | – |
| PAAS | Exit | PAN AMERN SILVER CORP | $0 | – | -25,000 | – | -0.07% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -36,000 | – | -0.07% | – |
| VTRS | Exit | VIATRIS INC | $0 | – | -52,000 | – | -0.08% | – |
| Exit | QUIDELORTHO CORP | $0 | – | -6,200 | – | -0.08% | – | |
| LUMN | Exit | LUMEN TECHNOLOGIES INC | $0 | – | -62,000 | – | -0.08% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -31,000 | – | -0.08% | – |
| T | Exit | AT&T INC | $0 | – | -31,000 | – | -0.08% | – |
| MXL | Exit | MAXLINEAR INC | $0 | – | -15,500 | – | -0.09% | – |
| FLWS | Exit | 1 800 FLOWERS COM INCcl a | $0 | – | -78,000 | – | -0.09% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -9,300 | – | -0.09% | – |
| CARG | Exit | CARGURUS INC | $0 | – | -37,200 | – | -0.09% | – |
| AGI | Exit | ALAMOS GOLD INC NEW | $0 | – | -75,000 | – | -0.10% | – |
| ASGN | Exit | ASGN INC | $0 | – | -6,200 | – | -0.10% | – |
| AUY | Exit | YAMANA GOLD INC | $0 | – | -125,000 | – | -0.10% | – |
| KRO | Exit | KRONOS WORLDWIDE INC | $0 | – | -62,000 | – | -0.10% | – |
| FLGT | Exit | FULGENT GENETICS INC | $0 | – | -15,500 | – | -0.10% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -123,000 | – | -0.10% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -31,000 | – | -0.10% | – |
| HBB | Exit | HAMILTON BEACH BRANDS HLDG C | $0 | – | -52,000 | – | -0.10% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -31,000 | – | -0.11% | – |
| LCII | Exit | LCI INDS | $0 | – | -6,200 | – | -0.11% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -9,300 | – | -0.11% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -130,000 | – | -0.11% | – |
| ACI | Exit | ALBERTSONS COS INC | $0 | – | -26,000 | – | -0.11% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -52,000 | – | -0.11% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -5,200 | – | -0.12% | – |
| CRSP | Exit | CRISPR THERAPEUTICS AGnamen akt | $0 | – | -10,400 | – | -0.12% | – |
| ITCI | Exit | INTRA-CELLULAR THERAPIES INC | $0 | – | -15,500 | – | -0.12% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -46,500 | – | -0.12% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -26,000 | – | -0.13% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -15,500 | – | -0.13% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -18,600 | – | -0.14% | – |
| CPRX | Exit | CATALYST PHARMACEUTICALS INC | $0 | – | -62,000 | – | -0.14% | – |
| POWI | Exit | POWER INTEGRATIONS INC | $0 | – | -12,400 | – | -0.14% | – |
| DVAX | Exit | DYNAVAX TECHNOLOGIES CORP | $0 | – | -77,500 | – | -0.14% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -25,000 | – | -0.14% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -78,000 | – | -0.14% | – |
| SQ | Exit | BLOCK INCcl a | $0 | – | -15,500 | – | -0.15% | – |
| AAPL | Exit | APPLE INC | $0 | – | -6,200 | – | -0.15% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -9,300 | – | -0.15% | – |
| AQUA | Exit | EVOQUA WATER TECHNOLOGIES CO | $0 | – | -26,000 | – | -0.15% | – |
| SNEX | Exit | STONEX GROUP INC | $0 | – | -10,400 | – | -0.15% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -10,400 | – | -0.15% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -15,500 | – | -0.15% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -104,000 | – | -0.15% | – |
| FN | Exit | FABRINET | $0 | – | -9,300 | – | -0.15% | – |
| HEAR | Exit | TURTLE BEACH CORP | $0 | – | -130,000 | – | -0.15% | – |
| YETI | Exit | YETI HLDGS INC | $0 | – | -31,200 | – | -0.15% | – |
| TENB | Exit | TENABLE HLDGS INC | $0 | – | -26,000 | – | -0.16% | – |
| BJ | Exit | BJS WHSL CLUB HLDGS INC | $0 | – | -12,400 | – | -0.16% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS IN | $0 | – | -93,000 | – | -0.16% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -26,000 | – | -0.16% | – |
| PRTA | Exit | PROTHENA CORP PLC | $0 | – | -15,600 | – | -0.16% | – |
| PRLB | Exit | PROTO LABS INC | $0 | – | -26,000 | – | -0.16% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -35,000 | – | -0.16% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -30,000 | – | -0.17% | – |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -24,800 | – | -0.17% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -31,000 | – | -0.17% | – |
| NGVC | Exit | NATURAL GROCERS BY VITAMIN C | $0 | – | -93,000 | – | -0.17% | – |
| CRI | Exit | CARTERS INC | $0 | – | -15,500 | – | -0.18% | – |
| SAGE | Exit | SAGE THERAPEUTICS INC | $0 | – | -26,000 | – | -0.18% | – |
| GCO | Exit | GENESCO INC | $0 | – | -26,000 | – | -0.18% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -10,400 | – | -0.18% | – |
| MMM | Exit | 3M CO | $0 | – | -9,300 | – | -0.18% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -26,000 | – | -0.18% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -31,000 | – | -0.18% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -12,400 | – | -0.18% | – |
| Exit | IONQ INC | $0 | – | -208,000 | – | -0.18% | – | |
| AN | Exit | AUTONATION INC | $0 | – | -10,400 | – | -0.18% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -52,000 | – | -0.19% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -46,500 | – | -0.19% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -9,300 | – | -0.19% | – |
| DLTH | Exit | DULUTH HLDGS INC | $0 | – | -156,000 | – | -0.19% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -520 | – | -0.19% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -52,000 | – | -0.19% | – |
| INGN | Exit | INOGEN INC | $0 | – | -46,500 | – | -0.20% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -6,200 | – | -0.20% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -104,000 | – | -0.20% | – |
| HLI | Exit | HOULIHAN LOKEY INCcl a | $0 | – | -15,500 | – | -0.20% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -46,500 | – | -0.20% | – |
| FIZZ | Exit | NATIONAL BEVERAGE CORP | $0 | – | -31,000 | – | -0.21% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -15,500 | – | -0.21% | – |
| FHI | Exit | FEDERATED HERMES INCcl b | $0 | – | -36,400 | – | -0.21% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -62,000 | – | -0.21% | – |
| HALO | Exit | HALOZYME THERAPEUTICS INC | $0 | – | -31,000 | – | -0.21% | – |
| BTG | Exit | B2GOLD CORP | $0 | – | -400,000 | – | -0.22% | – |
| LRN | Exit | STRIDE INC | $0 | – | -31,000 | – | -0.22% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -31,000 | – | -0.23% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -31,000 | – | -0.24% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -130,000 | – | -0.24% | – |
| WAT | Exit | WATERS CORP | $0 | – | -5,200 | – | -0.24% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -41,444 | – | -0.25% | – |
| OVV | Exit | OVINTIV INC | $0 | – | -31,000 | – | -0.25% | – |
| KLIC | Exit | KULICKE & SOFFA INDS INC | $0 | – | -37,200 | – | -0.25% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -26,000 | – | -0.25% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -31,000 | – | -0.25% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -46,500 | – | -0.25% | – |
| VIVO | Exit | MERIDIAN BIOSCIENCE INC | $0 | – | -46,500 | – | -0.25% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -31,000 | – | -0.26% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -15,500 | – | -0.26% | – |
| JBL | Exit | JABIL INC | $0 | – | -26,000 | – | -0.26% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -62,400 | – | -0.26% | – |
| THO | Exit | THOR INDS INC | $0 | – | -21,700 | – | -0.26% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -9,300 | – | -0.26% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -30,500 | – | -0.26% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -156,000 | – | -0.27% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -61,000 | – | -0.27% | – |
| HZO | Exit | MARINEMAX INC | $0 | – | -52,000 | – | -0.27% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -62,000 | – | -0.27% | – |
| SSTK | Exit | SHUTTERSTOCK INC | $0 | – | -31,000 | – | -0.27% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -15,400 | – | -0.27% | – |
| DELL | Exit | DELL TECHNOLOGIES INCcl c | $0 | – | -46,500 | – | -0.27% | – |
| MATX | Exit | MATSON INC | $0 | – | -26,000 | – | -0.28% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -156,000 | – | -0.28% | – |
| FXY | Exit | INVESCO CURRENCYSHARES JAPANjapanese yen | $0 | – | -25,000 | – | -0.28% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -6,200 | – | -0.28% | – |
| Exit | WARNER BROS DISCOVERY INC | $0 | – | -142,578 | – | -0.28% | – | |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -26,000 | – | -0.28% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -31,000 | – | -0.28% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -12,400 | – | -0.28% | – |
| GHC | Exit | GRAHAM HLDGS CO | $0 | – | -3,100 | – | -0.29% | – |
| EBIX | Exit | EBIX INC | $0 | – | -88,400 | – | -0.29% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -83,200 | – | -0.29% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -12,400 | – | -0.29% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -6,200 | – | -0.29% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -6,200 | – | -0.30% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -9,300 | – | -0.30% | – |
| KGC | Exit | KINROSS GOLD CORP | $0 | – | -456,000 | – | -0.30% | – |
| QLYS | Exit | QUALYS INC | $0 | – | -12,400 | – | -0.30% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -15,500 | – | -0.30% | – |
| AFL | Exit | AFLAC INC | $0 | – | -31,000 | – | -0.30% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -9,300 | – | -0.30% | – |
| VIAC | Exit | PARAMOUNT GLOBAL | $0 | – | -93,600 | – | -0.31% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -31,000 | – | -0.31% | – |
| HIBB | Exit | HIBBETT INC | $0 | – | -36,400 | – | -0.31% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -124,000 | – | -0.31% | – |
| UI | Exit | UBIQUITI INC | $0 | – | -6,200 | – | -0.31% | – |
| PDCO | Exit | PATTERSON COS INC | $0 | – | -77,500 | – | -0.32% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -24,800 | – | -0.33% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -9,300 | – | -0.33% | – |
| AOSL | Exit | ALPHA & OMEGA SEMICONDUCTOR | $0 | – | -62,000 | – | -0.33% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -31,200 | – | -0.33% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -77,500 | – | -0.34% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -31,000 | – | -0.34% | – |
| SBH | Exit | SALLY BEAUTY HLDGS INC | $0 | – | -156,000 | – | -0.34% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -18,600 | – | -0.34% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -6,200 | – | -0.35% | – |
| KR | Exit | KROGER CO | $0 | – | -46,500 | – | -0.35% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -124,000 | – | -0.35% | – |
| CQP | Exit | CHENIERE ENERGY PARTNERS LP | $0 | – | -38,600 | – | -0.36% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -31,000 | – | -0.36% | – |
| NXST | Exit | NEXSTAR MEDIA GROUP INC | $0 | – | -12,400 | – | -0.36% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -24,800 | – | -0.36% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -124,000 | – | -0.36% | – |
| APA | Exit | APA CORPORATION | $0 | – | -62,000 | – | -0.37% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -155,000 | – | -0.37% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -26,000 | – | -0.37% | – |
| FXB | Exit | INVESCO CURRENCYSHARES BRITbrit poun strl | $0 | – | -20,000 | – | -0.37% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -18,600 | – | -0.37% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -9,300 | – | -0.37% | – |
| CBOE | Exit | CBOE GLOBAL MKTS INC | $0 | – | -18,600 | – | -0.38% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -24,800 | – | -0.38% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -37,200 | – | -0.38% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -18,600 | – | -0.38% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -55,800 | – | -0.38% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -15,600 | – | -0.39% | – |
| FXE | Exit | INVESCO CURRENCYSHARES EURO | $0 | – | -25,000 | – | -0.39% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -77,500 | – | -0.39% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -12,400 | – | -0.41% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -78,000 | – | -0.42% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -155,000 | – | -0.42% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -21,700 | – | -0.42% | – |
| STX | Exit | SEAGATE TECHNOLOGY HLDNGS PL | $0 | – | -46,500 | – | -0.43% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -6,200 | – | -0.43% | – |
| ASIX | Exit | ADVANSIX INC | $0 | – | -77,500 | – | -0.43% | – |
| JCOM | Exit | ZIFF DAVIS INC | $0 | – | -36,400 | – | -0.43% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -15,500 | – | -0.43% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -31,200 | – | -0.43% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -15,500 | – | -0.44% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -31,000 | – | -0.44% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -46,500 | – | -0.44% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -37,200 | – | -0.44% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -37,200 | – | -0.45% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -186,000 | – | -0.46% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -31,000 | – | -0.46% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -31,000 | – | -0.46% | – |
| WLK | Exit | WESTLAKE CORPORATION | $0 | – | -31,000 | – | -0.46% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -130,000 | – | -0.47% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -93,000 | – | -0.47% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -31,000 | – | -0.47% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -46,500 | – | -0.48% | – |
| ANET | Exit | ARISTA NETWORKS INC | $0 | – | -24,800 | – | -0.48% | – |
| ACLS | Exit | AXCELIS TECHNOLOGIES INC | $0 | – | -46,500 | – | -0.49% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -37,200 | – | -0.49% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -46,500 | – | -0.50% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -77,500 | – | -0.50% | – |
| ATKR | Exit | ATKORE INC | $0 | – | -37,200 | – | -0.50% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -93,000 | – | -0.50% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -24,800 | – | -0.50% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -62,200 | – | -0.51% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -37,300 | – | -0.51% | – |
| CRC | Exit | CALIFORNIA RES CORP | $0 | – | -77,500 | – | -0.51% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -62,000 | – | -0.52% | – |
| FFIV | Exit | F5 INC | $0 | – | -20,750 | – | -0.52% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -46,500 | – | -0.52% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -81,600 | – | -0.53% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -24,800 | – | -0.53% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -93,000 | – | -0.54% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -186,000 | – | -0.54% | – |
| CORT | Exit | CORCEPT THERAPEUTICS INC | $0 | – | -124,000 | – | -0.55% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -26,000 | – | -0.55% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -37,200 | – | -0.55% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -91,500 | – | -0.55% | – |
| INVA | Exit | INNOVIVA INC | $0 | – | -285,000 | – | -0.57% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -31,200 | – | -0.57% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -24,800 | – | -0.58% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -36,400 | – | -0.59% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -74,400 | – | -0.60% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -46,500 | – | -0.60% | – |
| SIRI | Exit | SIRIUS XM HOLDINGS INC | $0 | – | -620,000 | – | -0.61% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -37,200 | – | -0.61% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -12,400 | – | -0.62% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -93,000 | – | -0.62% | – |
| ETSY | Exit | ETSY INC | $0 | – | -37,200 | – | -0.64% | – |
| CLR | Exit | CONTINENTAL RES INC | $0 | – | -56,200 | – | -0.65% | – |
| KLAC | Exit | KLA CORP | $0 | – | -12,400 | – | -0.65% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -93,000 | – | -0.65% | – |
| AU | Exit | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $0 | – | -273,000 | – | -0.65% | – |
| KNX | Exit | KNIGHT-SWIFT TRANSN HLDGS INcl a | $0 | – | -77,500 | – | -0.66% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -124,000 | – | -0.68% | – |
| INTC | Exit | INTEL CORP | $0 | – | -155,000 | – | -0.69% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -9,300 | – | -0.71% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -31,000 | – | -0.72% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -18,600 | – | -0.72% | – |
| SUPN | Exit | SUPERNUS PHARMACEUTICALS INC | $0 | – | -124,000 | – | -0.72% | – |
| FB | Exit | META PLATFORMS INCcl a | $0 | – | -31,000 | – | -0.73% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -124,000 | – | -0.74% | – |
| K | Exit | KELLOGG CO | $0 | – | -62,000 | – | -0.74% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -18,600 | – | -0.76% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -46,500 | – | -0.77% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -73,200 | – | -0.79% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -31,000 | – | -0.80% | – |
| HPQ | Exit | HP INC | $0 | – | -186,000 | – | -0.80% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -46,500 | – | -0.84% | – |
| CLFD | Exit | CLEARFIELD INC | $0 | – | -46,500 | – | -0.84% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -12,400 | – | -0.86% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -18,600 | – | -0.89% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -46,500 | – | -0.91% | – |
| VMW | Exit | VMWARE INC | $0 | – | -49,600 | – | -0.91% | – |
| M | Exit | MACYS INC | $0 | – | -341,000 | – | -0.92% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -93,000 | – | -0.92% | – |
| PFE | Exit | PFIZER INC | $0 | – | -124,000 | – | -0.94% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -201,500 | – | -0.96% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -217,000 | – | -0.98% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -155,000 | – | -1.02% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -9,300 | – | -1.11% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -168,000 | – | -1.11% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -77,500 | – | -1.29% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -182,000 | – | -1.33% | – |
| NEM | Exit | NEWMONT CORP | $0 | – | -227,500 | – | -1.65% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -728,000 | – | -1.95% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOLD | Buy | BARRICK GOLD CORP | $11,284,000 | -6.7% | 728,000 | +6.4% | 1.95% | -6.6% |
| NEM | Buy | NEWMONT CORP | $9,562,000 | -4.2% | 227,500 | +36.1% | 1.65% | -4.1% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $7,686,000 | -8.0% | 182,000 | -0.3% | 1.33% | -7.8% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $7,452,000 | -22.4% | 77,500 | +1665.4% | 1.29% | -22.3% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $6,406,000 | +4.7% | 9,300 | -10.1% | 1.11% | +4.8% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $5,885,000 | +149.4% | 155,000 | +233.3% | 1.02% | +149.6% |
| JNPR | Buy | JUNIPER NETWORKS INC | $5,668,000 | +53.0% | 217,000 | +66.9% | 0.98% | +53.1% |
| SFM | Buy | SPROUTS FMRS MKT INC | $5,592,000 | +21.7% | 201,500 | +11.0% | 0.96% | +21.8% |
| PFE | Buy | PFIZER INC | $5,426,000 | +11.3% | 124,000 | +33.3% | 0.94% | +11.4% |
| M | Buy | MACYS INC | $5,343,000 | +40.2% | 341,000 | +63.9% | 0.92% | +40.3% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $5,342,000 | -10.1% | 93,000 | +5.7% | 0.92% | -10.0% |
| VMW | Buy | VMWARE INC | $5,280,000 | +6.7% | 49,600 | +14.3% | 0.91% | +6.8% |
| QCOM | Sell | QUALCOMM INC | $5,254,000 | -20.4% | 46,500 | -10.1% | 0.91% | -20.4% |
| CI | Buy | CIGNA CORP NEW | $5,161,000 | +215.9% | 18,600 | +200.0% | 0.89% | +216.0% |
| ULTA | Buy | ULTA BEAUTY INC | $4,975,000 | +108.2% | 12,400 | +100.0% | 0.86% | +108.5% |
| DKS | Sell | DICKS SPORTING GOODS INC | $4,866,000 | +13.3% | 46,500 | -18.4% | 0.84% | +13.4% |
| CLFD | Sell | CLEARFIELD INC | $4,866,000 | +26.7% | 46,500 | -25.0% | 0.84% | +26.9% |
| HPQ | Buy | HP INC | $4,635,000 | +171.8% | 186,000 | +257.7% | 0.80% | +172.1% |
| FDX | New | FEDEX CORP | $4,603,000 | – | 31,000 | – | 0.80% | – |
| LPI | Buy | LAREDO PETROLEUM INC | $4,601,000 | +9.1% | 73,200 | +19.6% | 0.79% | +9.2% |
| CHRW | Buy | C H ROBINSON WORLDWIDE INC | $4,478,000 | +69.9% | 46,500 | +78.8% | 0.77% | +70.3% |
| NFLX | Buy | NETFLIX INC | $4,379,000 | +61.6% | 18,600 | +20.0% | 0.76% | +61.9% |
| UNFI | Sell | UNITED NAT FOODS INC | $4,262,000 | -30.2% | 124,000 | -20.0% | 0.74% | -30.1% |
| AMGN | Buy | AMGEN INC | $4,192,000 | +66.5% | 18,600 | +79.7% | 0.72% | +66.8% |
| SUPN | Sell | SUPERNUS PHARMACEUTICALS INC | $4,197,000 | +11.6% | 124,000 | -4.6% | 0.72% | +11.7% |
| AVGO | New | BROADCOM INC | $4,129,000 | – | 9,300 | – | 0.71% | – |
| INTC | Buy | INTEL CORP | $3,994,000 | +14.5% | 155,000 | +66.3% | 0.69% | +14.6% |
| BKE | Sell | BUCKLE INC | $3,926,000 | -8.5% | 124,000 | -20.0% | 0.68% | -8.4% |
| AU | Buy | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $3,773,000 | +39.8% | 273,000 | +49.6% | 0.65% | +40.0% |
| CIEN | Buy | CIENA CORP | $3,760,000 | +32.7% | 93,000 | +50.0% | 0.65% | +33.0% |
| KLAC | Buy | KLA CORP | $3,753,000 | +279.5% | 12,400 | +300.0% | 0.65% | +278.9% |
| CVS | Sell | CVS HEALTH CORP | $3,548,000 | -17.7% | 37,200 | -20.0% | 0.61% | -17.6% |
| SIRI | Buy | SIRIUS XM HOLDINGS INC | $3,540,000 | +11.0% | 620,000 | +19.2% | 0.61% | +11.1% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $3,501,000 | -44.7% | 46,500 | -35.8% | 0.60% | -44.7% |
| BERY | Buy | BERRY GLOBAL GROUP INC | $3,462,000 | +1.5% | 74,400 | +19.2% | 0.60% | +1.7% |
| RGLD | Buy | ROYAL GOLD INC | $3,415,000 | +5.2% | 36,400 | +19.7% | 0.59% | +5.2% |
| AXP | Buy | AMERICAN EXPRESS CO | $3,346,000 | +16.3% | 24,800 | +19.5% | 0.58% | +16.5% |
| CPE | Buy | CALLON PETE CO DEL | $3,203,000 | +60.2% | 91,500 | +79.4% | 0.55% | +60.3% |
| CORT | Sell | CORCEPT THERAPEUTICS INC | $3,179,000 | -4.2% | 124,000 | -11.1% | 0.55% | -4.0% |
| KHC | Buy | KRAFT HEINZ CO | $3,102,000 | +74.9% | 93,000 | +100.0% | 0.54% | +74.8% |
| MOS | Buy | MOSAIC CO NEW | $2,996,000 | +205.1% | 62,000 | +198.1% | 0.52% | +205.9% |
| CRC | Buy | CALIFORNIA RES CORP | $2,978,000 | +24.0% | 77,500 | +24.2% | 0.51% | +24.2% |
| IMKTA | Buy | INGLES MKTS INCcl a | $2,955,000 | +31.0% | 37,300 | +43.5% | 0.51% | +31.1% |
| WSM | Buy | WILLIAMS SONOMA INC | $2,923,000 | +26.6% | 24,800 | +19.2% | 0.50% | +26.9% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $2,920,000 | +23.5% | 93,000 | +49.0% | 0.50% | +23.5% |
| ATKR | Buy | ATKORE INC | $2,895,000 | +12.5% | 37,200 | +20.0% | 0.50% | +12.6% |
| CSIQ | Buy | CANADIAN SOLAR INC | $2,887,000 | +256.4% | 77,500 | +198.1% | 0.50% | +255.7% |
| NTAP | Sell | NETAPP INC | $2,876,000 | -43.1% | 46,500 | -40.0% | 0.50% | -43.1% |
| GIS | Buy | GENERAL MLS INC | $2,850,000 | +21.8% | 37,200 | +20.0% | 0.49% | +22.1% |
| ACLS | Buy | AXCELIS TECHNOLOGIES INC | $2,816,000 | +41.1% | 46,500 | +27.7% | 0.49% | +41.3% |
| ANET | Buy | ARISTA NETWORKS INC | $2,800,000 | +221.1% | 24,800 | +166.7% | 0.48% | +222.0% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $2,738,000 | -22.4% | 31,000 | -14.4% | 0.47% | -22.2% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $2,728,000 | +12.1% | 93,000 | +50.0% | 0.47% | +12.4% |
| WLK | Buy | WESTLAKE CORPORATION | $2,693,000 | +195.3% | 31,000 | +233.3% | 0.46% | +196.2% |
| PYPL | Sell | PAYPAL HLDGS INC | $2,668,000 | +5.5% | 31,000 | -14.4% | 0.46% | +5.7% |
| MRK | New | MERCK & CO INC | $2,670,000 | – | 31,000 | – | 0.46% | – |
| GTN | Sell | GRAY TELEVISION INC | $2,664,000 | -24.2% | 186,000 | -10.6% | 0.46% | -24.1% |
| CL | Buy | COLGATE PALMOLIVE CO | $2,613,000 | +213.7% | 37,200 | +257.7% | 0.45% | +213.2% |
| CRUS | Sell | CIRRUS LOGIC INC | $2,559,000 | -43.1% | 37,200 | -40.0% | 0.44% | -43.0% |
| SMCI | Buy | SUPER MICRO COMPUTER INC | $2,561,000 | +53.7% | 46,500 | +12.6% | 0.44% | +54.0% |
| JNJ | Buy | JOHNSON & JOHNSON | $2,532,000 | +360.4% | 15,500 | +400.0% | 0.44% | +360.0% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $2,504,000 | +121.2% | 15,500 | +150.0% | 0.43% | +121.5% |
| STX | Sell | SEAGATE TECHNOLOGY HLDNGS PL | $2,475,000 | -52.1% | 46,500 | -35.8% | 0.43% | -52.1% |
| AMZN | Sell | AMAZON COM INC | $2,452,000 | -65.6% | 21,700 | -67.7% | 0.42% | -65.6% |
| EXEL | Buy | EXELIXIS INC | $2,430,000 | +349.2% | 155,000 | +496.2% | 0.42% | +350.5% |
| ILMN | Buy | ILLUMINA INC | $2,366,000 | +64.5% | 12,400 | +59.0% | 0.41% | +64.5% |
| FXE | Buy | INVESCO CURRENCYSHARES EURO | $2,261,000 | +16.7% | 25,000 | +25.0% | 0.39% | +16.8% |
| LSTR | Buy | LANDSTAR SYS INC | $2,252,000 | +98.6% | 15,600 | +100.0% | 0.39% | +98.5% |
| CSCO | Sell | CISCO SYS INC | $2,232,000 | -32.5% | 55,800 | -28.0% | 0.38% | -32.5% |
| WCC | Buy | WESCO INTL INC | $2,220,000 | +33.7% | 18,600 | +20.0% | 0.38% | +33.9% |
| GEF | Buy | GREIF INCcl a | $2,216,000 | +14.6% | 37,200 | +20.0% | 0.38% | +14.7% |
| CBOE | Sell | CBOE GLOBAL MKTS INC | $2,183,000 | -22.2% | 18,600 | -25.0% | 0.38% | -22.1% |
| UHS | Buy | UNIVERSAL HLTH SVCS INCcl b | $2,187,000 | +4.4% | 24,800 | +19.2% | 0.38% | +4.4% |
| MSFT | Buy | MICROSOFT CORP | $2,166,000 | +62.9% | 9,300 | +79.5% | 0.37% | +63.3% |
| WIRE | Buy | ENCORE WIRE CORP | $2,149,000 | +33.4% | 18,600 | +20.0% | 0.37% | +33.5% |
| IVZ | Buy | INVESCO LTD | $2,124,000 | -2.5% | 155,000 | +14.8% | 0.37% | -2.4% |
| APA | New | APA CORPORATION | $2,120,000 | – | 62,000 | – | 0.37% | – |
| AMKR | Sell | AMKOR TECHNOLOGY INC | $2,114,000 | -33.0% | 124,000 | -33.3% | 0.36% | -32.9% |
| SBUX | Sell | STARBUCKS CORP | $2,090,000 | -55.9% | 24,800 | -60.0% | 0.36% | -55.8% |
| INCY | Buy | INCYTE CORP | $2,066,000 | +192.2% | 31,000 | +233.3% | 0.36% | +192.6% |
| NXST | Sell | NEXSTAR MEDIA GROUP INC | $2,069,000 | -18.1% | 12,400 | -20.0% | 0.36% | -17.9% |
| CQP | Buy | CHENIERE ENERGY PARTNERS LP | $2,060,000 | +129.7% | 38,600 | +93.0% | 0.36% | +129.7% |
| BGS | Sell | B & G FOODS INC NEW | $2,045,000 | -44.5% | 124,000 | -20.0% | 0.35% | -44.4% |
| KR | Buy | KROGER CO | $2,034,000 | +66.6% | 46,500 | +80.2% | 0.35% | +66.4% |
| LLY | New | LILLY ELI & CO | $2,005,000 | – | 6,200 | – | 0.35% | – |
| NUE | New | NUCOR CORP | $1,990,000 | – | 18,600 | – | 0.34% | – |
| BBY | New | BEST BUY INC | $1,964,000 | – | 31,000 | – | 0.34% | – |
| LH | Sell | LABORATORY CORP AMER HLDGS | $1,905,000 | -37.5% | 9,300 | -28.5% | 0.33% | -37.3% |
| AOSL | New | ALPHA & OMEGA SEMICONDUCTOR | $1,907,000 | – | 62,000 | – | 0.33% | – |
| PDCO | Buy | PATTERSON COS INC | $1,862,000 | +98.3% | 77,500 | +150.0% | 0.32% | +98.1% |
| UI | Sell | UBIQUITI INC | $1,820,000 | -29.5% | 6,200 | -40.4% | 0.31% | -29.4% |
| PLAB | Buy | PHOTRONICS INC | $1,813,000 | +0.1% | 124,000 | +33.3% | 0.31% | +0.3% |
| LOW | Buy | LOWES COS INC | $1,747,000 | +92.4% | 9,300 | +78.8% | 0.30% | +92.4% |
| KMB | Buy | KIMBERLY-CLARK CORP | $1,744,000 | +148.1% | 15,500 | +198.1% | 0.30% | +148.8% |
| QLYS | Sell | QUALYS INC | $1,728,000 | -11.6% | 12,400 | -20.0% | 0.30% | -11.6% |
| KGC | Buy | KINROSS GOLD CORP | $1,715,000 | +26.1% | 456,000 | +20.0% | 0.30% | +26.5% |
| HD | Sell | HOME DEPOT INC | $1,711,000 | -32.9% | 6,200 | -33.3% | 0.30% | -33.0% |
| HCA | Sell | HCA HEALTHCARE INC | $1,709,000 | -45.3% | 9,300 | -50.0% | 0.30% | -45.3% |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $1,706,000 | – | 6,200 | – | 0.29% | – |
| JAZZ | Buy | JAZZ PHARMACEUTICALS PLC | $1,653,000 | +1.8% | 12,400 | +19.2% | 0.28% | +1.8% |
| WGO | Buy | WINNEBAGO INDS INC | $1,650,000 | +30.6% | 31,000 | +19.2% | 0.28% | +30.7% |
| RE | New | EVEREST RE GROUP LTD | $1,627,000 | – | 6,200 | – | 0.28% | – |
| NBR | Sell | NABORS INDUSTRIES LTD | $1,562,000 | -83.5% | 15,400 | -78.2% | 0.27% | -83.5% |
| SSTK | Sell | SHUTTERSTOCK INC | $1,555,000 | -41.7% | 31,000 | -33.3% | 0.27% | -41.6% |
| BWXT | New | BWX TECHNOLOGIES INC | $1,536,000 | – | 30,500 | – | 0.26% | – |
| PEP | Sell | PEPSICO INC | $1,518,000 | -41.4% | 9,300 | -40.2% | 0.26% | -41.4% |
| AAWW | Sell | ATLAS AIR WORLDWIDE HLDGS IN | $1,481,000 | -34.1% | 15,500 | -57.4% | 0.26% | -33.9% |
| SSNC | Buy | SS&C TECHNOLOGIES HLDGS INC | $1,480,000 | +174.1% | 31,000 | +233.3% | 0.26% | +174.2% |
| VIVO | Sell | MERIDIAN BIOSCIENCE INC | $1,466,000 | -22.3% | 46,500 | -25.0% | 0.25% | -22.2% |
| LKQ | Sell | LKQ CORP | $1,462,000 | -42.5% | 31,000 | -40.2% | 0.25% | -42.5% |
| BWA | New | BORGWARNER INC | $1,460,000 | – | 46,500 | – | 0.25% | – |
| LRN | Sell | STRIDE INC | $1,303,000 | -23.2% | 31,000 | -25.5% | 0.22% | -23.2% |
| BTG | Buy | B2GOLD CORP | $1,288,000 | +153.0% | 400,000 | +166.7% | 0.22% | +152.3% |
| HALO | Buy | HALOZYME THERAPEUTICS INC | $1,226,000 | +199.8% | 31,000 | +233.3% | 0.21% | +198.6% |
| URBN | Sell | URBAN OUTFITTERS INC | $1,218,000 | -16.3% | 62,000 | -20.5% | 0.21% | -16.3% |
| AEIS | New | ADVANCED ENERGY INDS | $1,200,000 | – | 15,500 | – | 0.21% | – |
| VVV | Buy | VALVOLINE INC | $1,178,000 | +31.8% | 46,500 | +50.0% | 0.20% | +31.8% |
| INGN | Sell | INOGEN INC | $1,129,000 | -25.2% | 46,500 | -25.5% | 0.20% | -25.0% |
| TMHC | Buy | TAYLOR MORRISON HOME CORP | $1,084,000 | +49.7% | 46,500 | +50.0% | 0.19% | +49.6% |
| SWKS | New | SKYWORKS SOLUTIONS INC | $1,057,000 | – | 12,400 | – | 0.18% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $1,047,000 | – | 31,000 | – | 0.18% | – |
| MMM | New | 3M CO | $1,028,000 | – | 9,300 | – | 0.18% | – |
| CRI | Sell | CARTERS INC | $1,016,000 | -44.5% | 15,500 | -40.4% | 0.18% | -44.6% |
| NGVC | Buy | NATURAL GROCERS BY VITAMIN C | $1,003,000 | -19.4% | 93,000 | +19.2% | 0.17% | -19.2% |
| IP | New | INTERNATIONAL PAPER CO | $983,000 | – | 31,000 | – | 0.17% | – |
| IPI | New | INTREPID POTASH INC | $981,000 | – | 24,800 | – | 0.17% | – |
| PRTA | Sell | PROTHENA CORP PLC | $946,000 | +11.7% | 15,600 | -50.0% | 0.16% | +11.6% |
| AEO | New | AMERICAN EAGLE OUTFITTERS IN | $905,000 | – | 93,000 | – | 0.16% | – |
| BJ | Sell | BJS WHSL CLUB HLDGS INC | $903,000 | -6.5% | 12,400 | -20.0% | 0.16% | -6.6% |
| FN | Sell | FABRINET | $888,000 | -28.4% | 9,300 | -39.2% | 0.15% | -28.5% |
| IRBT | Sell | IROBOT CORP | $873,000 | -8.7% | 15,500 | -40.4% | 0.15% | -8.5% |
| AAPL | Sell | APPLE INC | $857,000 | -39.7% | 6,200 | -40.4% | 0.15% | -39.6% |
| ARW | New | ARROW ELECTRS INC | $857,000 | – | 9,300 | – | 0.15% | – |
| WPM | Sell | WHEATON PRECIOUS METALS CORP | $809,000 | -55.1% | 25,000 | -50.0% | 0.14% | -55.0% |
| DVAX | New | DYNAVAX TECHNOLOGIES CORP | $809,000 | – | 77,500 | – | 0.14% | – |
| HRB | Sell | BLOCK H & R INC | $791,000 | -27.8% | 18,600 | -40.0% | 0.14% | -27.5% |
| CPRX | Sell | CATALYST PHARMACEUTICALS INC | $795,000 | -12.7% | 62,000 | -52.3% | 0.14% | -12.7% |
| MU | New | MICRON TECHNOLOGY INC | $777,000 | – | 15,500 | – | 0.13% | – |
| BIG | Sell | BIG LOTS INC | $726,000 | -55.6% | 46,500 | -40.4% | 0.12% | -55.7% |
| ITCI | New | INTRA-CELLULAR THERAPIES INC | $721,000 | – | 15,500 | – | 0.12% | – |
| CRSP | Sell | CRISPR THERAPEUTICS AGnamen akt | $680,000 | -46.2% | 10,400 | -50.0% | 0.12% | -46.3% |
| LCII | New | LCI INDS | $629,000 | – | 6,200 | – | 0.11% | – |
| CHS | Sell | CHICOS FAS INC | $595,000 | -22.2% | 123,000 | -20.1% | 0.10% | -22.0% |
| KRO | New | KRONOS WORLDWIDE INC | $579,000 | – | 62,000 | – | 0.10% | – |
| JKS | Sell | JINKOSOLAR HLDG CO LTDsponsored adr | $515,000 | -52.3% | 9,300 | -40.4% | 0.09% | -52.2% |
| PAAS | Sell | PAN AMERN SILVER CORP | $397,000 | -32.7% | 25,000 | -16.7% | 0.07% | -32.4% |
| SIGA | New | SIGA TECHNOLOGIES INC | $319,000 | – | 31,000 | – | 0.06% | – |
| EDUC | Sell | EDUCATIONAL DEV CORP | $123,000 | -46.8% | 51,000 | -6.9% | 0.02% | -47.5% |
| AVA | Sell | AVISTA CORP | $37,000 | -91.5% | 1,000 | -90.0% | 0.01% | -92.0% |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -1,293 | – | -0.01% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -985 | – | -0.01% | – |
| UPST | Exit | UPSTART HLDGS INC | $0 | – | -2,600 | – | -0.01% | – |
| ICHR | Exit | ICHOR HOLDINGS | $0 | – | -5,200 | – | -0.02% | – |
| Exit | VIA RENEWABLES INC | $0 | – | -20,000 | – | -0.03% | – | |
| MAC | Exit | MACERICH CO | $0 | – | -20,000 | – | -0.03% | – |
| Exit | CONSTELLATION ENERGY CORP | $0 | – | -3,333 | – | -0.03% | – | |
| NG | Exit | NOVAGOLD RES INC | $0 | – | -50,000 | – | -0.04% | – |
| SKT | Exit | TANGER FACTORY OUTLET CTRSI | $0 | – | -20,000 | – | -0.05% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -5,200 | – | -0.06% | – |
| AVNW | Exit | AVIAT NETWORKS INCCOM NEW | $0 | – | -15,500 | – | -0.07% | – |
| NS | Exit | NUSTARENERGYLPUNIT | $0 | – | -31,000 | – | -0.08% | – |
| NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -26,000 | – | -0.08% | – |
| KMX | Exit | CARMAX INCCOM | $0 | – | -5,200 | – | -0.08% | – |
| FXF | Exit | INVESCOCURRENCYSHARESSWISSswiss franc | $0 | – | -5,000 | – | -0.08% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -31,000 | – | -0.09% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -6,200 | – | -0.09% | – |
| OLLI | Exit | OLLIES BARGAIN OUTLET HLDGS | $0 | – | -9,300 | – | -0.09% | – |
| THRY | Exit | THRYV HLDGSINC | $0 | – | -26,000 | – | -0.10% | – |
| HLF | Exit | HERBALIFE NUTRITION LTD | $0 | – | -31,200 | – | -0.11% | – |
| Exit | BELLRING BRANDS INC | $0 | – | -26,000 | – | -0.11% | – | |
| DHI | Exit | D RHORTON INC | $0 | – | -10,400 | – | -0.12% | – |
| WMT | Exit | WALMART INC | $0 | – | -6,200 | – | -0.13% | – |
| MHO | Exit | M/IHOMES INC | $0 | – | -20,800 | – | -0.14% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -37,200 | – | -0.16% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -52,000 | – | -0.16% | – |
| PBF | Exit | PBFENERGY INCcl a | $0 | – | -35,000 | – | -0.18% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -10,000 | – | -0.18% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -25,000 | – | -0.19% | – |
| EBAY | Exit | EBAY INC. | $0 | – | -26,000 | – | -0.19% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -78,000 | – | -0.19% | – |
| HAL | Exit | HALLIBURTONCOCOM | $0 | – | -35,000 | – | -0.19% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -26,000 | – | -0.19% | – |
| GLD | Exit | SPDR GOLD TR | $0 | – | -7,600 | – | -0.22% | – |
| TGT | Exit | TARGET CORP | $0 | – | -9,300 | – | -0.23% | – |
| ALLE | Exit | ALLEGION PLC | $0 | – | -15,600 | – | -0.26% | – |
| IAU | Exit | ISHARES GOLD TRishares new | $0 | – | -45,600 | – | -0.27% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -2,600 | – | -0.28% | – |
| CNXC | Exit | CONCENTRIX CORP | $0 | – | -13,000 | – | -0.30% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -26,000 | – | -0.31% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -7,750 | – | -0.36% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -15,500 | – | -0.40% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -21,700 | – | -0.76% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOLD | New | BARRICK GOLD CORP | $12,100,000 | – | 684,000 | – | 2.09% | – |
| NEM | New | NEWMONT CORP | $9,977,000 | – | 167,200 | – | 1.72% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $9,603,000 | – | 4,390 | – | 1.66% | – |
| NBR | New | NABORS INDUSTRIES LTD | $9,480,000 | – | 70,800 | – | 1.63% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $8,351,000 | – | 182,500 | – | 1.44% | – |
| AMZN | New | AMAZON COM INC | $7,137,000 | – | 67,200 | – | 1.23% | – |
| QCOM | New | QUALCOMM INC | $6,604,000 | – | 51,700 | – | 1.14% | – |
| NRG | New | NRG ENERGY INC | $6,413,000 | – | 168,000 | – | 1.11% | – |
| LYB | New | LYONDELLBASELL INDUSTRIESN | $6,332,000 | – | 72,400 | – | 1.09% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $6,118,000 | – | 10,350 | – | 1.06% | – |
| UNFI | New | UNITEDNAT FOODS INC | $6,107,000 | – | 155,000 | – | 1.05% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $5,939,000 | – | 88,000 | – | 1.02% | – |
| STX | New | SEAGATE TECHNOLOGY HLDNGS PL | $5,172,000 | – | 72,400 | – | 0.89% | – |
| NTAP | New | NETAPP INCCOM | $5,056,000 | – | 77,500 | – | 0.87% | – |
| FB | New | META PLATFORMS INCcl a | $4,999,000 | – | 31,000 | – | 0.86% | – |
| VMW | New | VMWAREINC | $4,947,000 | – | 43,400 | – | 0.85% | – |
| PFE | New | PFIZER INC | $4,876,000 | – | 93,000 | – | 0.84% | – |
| ABBV | New | ABBVIE INC | $4,748,000 | – | 31,000 | – | 0.82% | – |
| SBUX | New | STARBUCKS CORP | $4,736,000 | – | 62,000 | – | 0.82% | – |
| SFM | New | SPROUTS FMRS MKT INC | $4,596,000 | – | 181,500 | – | 0.79% | – |
| CRUS | New | CIRRUS LOGIC INC | $4,497,000 | – | 62,000 | – | 0.78% | – |
| K | New | KELLOGG CO | $4,423,000 | – | 62,000 | – | 0.76% | – |
| BIIB | New | BIOGEN INC | $4,425,000 | – | 21,700 | – | 0.76% | – |
| CVS | New | CVS HEALTH CORP | $4,309,000 | – | 46,500 | – | 0.74% | – |
| DKS | New | DICKS SPORTING GOODS INC | $4,296,000 | – | 57,000 | – | 0.74% | – |
| BKE | New | BUCKLE INC | $4,292,000 | – | 155,000 | – | 0.74% | – |
| LPI | New | LAREDO PETROLEUM INC | $4,219,000 | – | 61,200 | – | 0.73% | – |
| INVA | New | INNOVIVA INC | $4,207,000 | – | 285,000 | – | 0.72% | – |
| CLFD | New | CLEARFIELD INC | $3,841,000 | – | 62,000 | – | 0.66% | – |
| M | New | MACYS INC | $3,811,000 | – | 208,000 | – | 0.66% | – |
| SUPN | New | SUPERNUS PHARMACEUTICALS INC | $3,760,000 | – | 130,000 | – | 0.65% | – |
| JNPR | New | JUNIPER NETWORKSINC | $3,705,000 | – | 130,000 | – | 0.64% | – |
| BGS | New | B & G FOODS INC NEW | $3,686,000 | – | 155,000 | – | 0.64% | – |
| CLR | New | CONTINENTAL RES INC | $3,673,000 | – | 56,200 | – | 0.63% | – |
| KNX | New | KNIGHT-SWIFT TRANSN HLDGS INcl a | $3,587,000 | – | 77,500 | – | 0.62% | – |
| PRU | New | PRUDENTIAL FINL INC | $3,559,000 | – | 37,200 | – | 0.61% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $3,528,000 | – | 36,200 | – | 0.61% | – |
| GTN | New | GRAY TELEVISION INC | $3,513,000 | – | 208,000 | – | 0.61% | – |
| VRTX | New | VERTEX PHARMACEUTICALSINC | $3,494,000 | – | 12,400 | – | 0.60% | – |
| INTC | New | INTEL CORP | $3,487,000 | – | 93,200 | – | 0.60% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $3,457,000 | – | 26,000 | – | 0.60% | – |
| INFY | New | INFOSYS LTDsponsored adr | $3,443,000 | – | 186,000 | – | 0.59% | – |
| BERY | New | BERRY GLOBAL GROUP INC | $3,410,000 | – | 62,400 | – | 0.59% | – |
| CORT | New | CORCEPT THERAPEUTICS INC | $3,317,000 | – | 139,500 | – | 0.57% | – |
| CSCO | New | CISCO SYS INC | $3,305,000 | – | 77,500 | – | 0.57% | – |
| RGLD | New | ROYAL GOLD INC | $3,246,000 | – | 30,400 | – | 0.56% | – |
| HOLX | New | HOLOGIC INC | $3,222,000 | – | 46,500 | – | 0.56% | – |
| SIRI | New | SIRIUS XM HOLDINGSINC | $3,188,000 | – | 520,000 | – | 0.55% | – |
| FFIV | New | F5 INC | $3,176,000 | – | 20,750 | – | 0.55% | – |
| UNM | New | UNUM GROUP | $3,164,000 | – | 93,000 | – | 0.55% | – |
| AMKR | New | AMKOR TECHNOLOGY INCCOM | $3,153,000 | – | 186,000 | – | 0.54% | – |
| ALL | New | ALLSTATE CORP | $3,143,000 | – | 24,800 | – | 0.54% | – |
| HCA | New | HCA HEALTHCAREINC | $3,126,000 | – | 18,600 | – | 0.54% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $3,047,000 | – | 13,000 | – | 0.52% | – |
| NBIX | New | NEUROCRINEBIOSCIENCESINC | $3,041,000 | – | 31,200 | – | 0.52% | – |
| CPB | New | CAMPBELL SOUP CO | $2,989,000 | – | 62,200 | – | 0.52% | – |
| ORI | New | OLD REP INTL CORP | $2,907,000 | – | 130,000 | – | 0.50% | – |
| AXP | New | AMERICANEXPRESS CO | $2,876,000 | – | 20,750 | – | 0.50% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $2,849,000 | – | 31,200 | – | 0.49% | – |
| CIEN | New | CIENA CORP | $2,833,000 | – | 62,000 | – | 0.49% | – |
| AMAT | New | APPLIED MATLS INC | $2,820,000 | – | 31,000 | – | 0.49% | – |
| CBOE | New | CBOE GLOBAL MKTS INC | $2,807,000 | – | 24,800 | – | 0.48% | – |
| SM | New | SM ENERGY CO | $2,790,000 | – | 81,600 | – | 0.48% | – |
| KSS | New | KOHLS CORP | $2,766,000 | – | 77,500 | – | 0.48% | – |
| BCC | New | BOISE CASCADE CO DEL | $2,766,000 | – | 46,500 | – | 0.48% | – |
| ETSY | New | ETSYINCCOM | $2,723,000 | – | 37,200 | – | 0.47% | – |
| JCOM | New | ZIFF DAVIS INC | $2,713,000 | – | 36,400 | – | 0.47% | – |
| NFLX | New | NETFLIX INC | $2,710,000 | – | 15,500 | – | 0.47% | – |
| AU | New | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $2,699,000 | – | 182,500 | – | 0.46% | – |
| SSTK | New | SHUTTERSTOCK INC | $2,665,000 | – | 46,500 | – | 0.46% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $2,636,000 | – | 26,000 | – | 0.45% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $2,627,000 | – | 77,500 | – | 0.45% | – |
| ASIX | New | ADVANSIX INC | $2,592,000 | – | 77,500 | – | 0.45% | – |
| PEP | New | PEPSICO INC | $2,592,000 | – | 15,550 | – | 0.45% | – |
| UI | New | UBIQUITI INCCOM | $2,581,000 | – | 10,400 | – | 0.44% | – |
| ANDE | New | ANDERSONS INC | $2,573,000 | – | 78,000 | – | 0.44% | – |
| ATKR | New | ATKORE INC | $2,573,000 | – | 31,000 | – | 0.44% | – |
| HD | New | HOME DEPOT INC | $2,551,000 | – | 9,300 | – | 0.44% | – |
| LKQ | New | LKQ CORP | $2,543,000 | – | 51,800 | – | 0.44% | – |
| PYPL | New | PAYPAL HLDGS INC | $2,528,000 | – | 36,200 | – | 0.44% | – |
| NXST | New | NEXSTARMEDIA GROUP INCcl a | $2,525,000 | – | 15,500 | – | 0.44% | – |
| AMGN | New | AMGEN INCCOM | $2,518,000 | – | 10,350 | – | 0.43% | – |
| EVR | New | EVERCORE INCclass a | $2,434,000 | – | 26,000 | – | 0.42% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $2,433,000 | – | 62,000 | – | 0.42% | – |
| AMCX | New | AMC NETWORKS INCcl a | $2,423,000 | – | 83,200 | – | 0.42% | – |
| CRC | New | CALIFORNIA RES CORP | $2,402,000 | – | 62,400 | – | 0.41% | – |
| ULTA | New | ULTA BEAUTY INC | $2,390,000 | – | 6,200 | – | 0.41% | – |
| FDS | New | FACTSET RESH SYS INC | $2,384,000 | – | 6,200 | – | 0.41% | – |
| WBA | New | WALGREENS BOOTS ALLIANCEINC | $2,365,000 | – | 62,400 | – | 0.41% | – |
| VZ | New | VERIZON COMMUNICATIONSINC | $2,360,000 | – | 46,500 | – | 0.41% | – |
| GIS | New | GENERAL MLS INC | $2,339,000 | – | 31,000 | – | 0.40% | – |
| FXB | New | INVESCOCURRENCYSHARESBRITbrit poun strl | $2,337,000 | – | 20,000 | – | 0.40% | – |
| WSM | New | WILLIAMS SONOMA INC | $2,308,000 | – | 20,800 | – | 0.40% | – |
| VIAC | New | PARAMOUNT GLOBAL | $2,310,000 | – | 93,600 | – | 0.40% | – |
| BIDU | New | BAIDU INCspon adr rep a | $2,305,000 | – | 15,500 | – | 0.40% | – |
| IMKTA | New | INGLES MKTS INCcl a | $2,256,000 | – | 26,000 | – | 0.39% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $2,246,000 | – | 36,400 | – | 0.39% | – |
| IVZ | New | INVESCO LTD | $2,178,000 | – | 135,000 | – | 0.38% | – |
| DELL | New | DELL TECHNOLOGIES INCcl c | $2,149,000 | – | 46,500 | – | 0.37% | – |
| LULU | New | LULULEMON ATHLETICA INC | $2,113,000 | – | 7,750 | – | 0.36% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $2,095,000 | – | 20,800 | – | 0.36% | – |
| CPE | New | CALLON PETE CO DEL | $1,999,000 | – | 51,000 | – | 0.34% | – |
| ACLS | New | AXCELIS TECHNOLOGIES INC | $1,996,000 | – | 36,400 | – | 0.34% | – |
| QLYS | New | QUALYS INC | $1,955,000 | – | 15,500 | – | 0.34% | – |
| MMS | New | MAXIMUS INC | $1,938,000 | – | 31,000 | – | 0.33% | – |
| FXE | New | INVESCOCURRENCYSHARESEURO | $1,938,000 | – | 20,000 | – | 0.33% | – |
| GEF | New | GREIF INCCL Acl a | $1,934,000 | – | 31,000 | – | 0.33% | – |
| GILD | New | GILEAD SCIENCES INC | $1,928,000 | – | 31,200 | – | 0.33% | – |
| New | WARNERBROSDISCOVERYINCCOM SERa | $1,913,000 | – | 142,578 | – | 0.33% | – | |
| MATX | New | MATSON INC | $1,895,000 | – | 26,000 | – | 0.33% | – |
| VIVO | New | MERIDIAN BIOSCIENCE INC | $1,886,000 | – | 62,000 | – | 0.32% | – |
| HZO | New | MARINEMAX INC | $1,878,000 | – | 52,000 | – | 0.32% | – |
| USNA | New | USANA HEALTHSCIENCESINC | $1,881,000 | – | 26,000 | – | 0.32% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $1,860,000 | – | 156,000 | – | 0.32% | – |
| RHI | New | ROBERT HALF INTL INC | $1,857,000 | – | 24,800 | – | 0.32% | – |
| CRI | New | CARTERS INC | $1,832,000 | – | 26,000 | – | 0.32% | – |
| ORCL | New | ORACLE CORP | $1,817,000 | – | 26,000 | – | 0.31% | – |
| PLAB | New | PHOTRONICS INC | $1,812,000 | – | 93,000 | – | 0.31% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $1,802,000 | – | 50,000 | – | 0.31% | – |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $1,799,000 | – | 156,000 | – | 0.31% | – |
| KHC | New | KRAFT HEINZ CO | $1,774,000 | – | 46,500 | – | 0.31% | – |
| CNXC | New | CONCENTRIX CORP | $1,763,000 | – | 13,000 | – | 0.30% | – |
| GHC | New | GRAHAM HLDGS CO | $1,757,000 | – | 3,100 | – | 0.30% | – |
| WAT | New | WATERS CORP | $1,721,000 | – | 5,200 | – | 0.30% | – |
| FXY | New | INVESCO CURRENCYSHARES JAPANjapanese yen | $1,724,000 | – | 25,000 | – | 0.30% | – |
| AFL | New | AFLAC INC | $1,715,000 | – | 31,000 | – | 0.30% | – |
| HPQ | New | HP INC | $1,705,000 | – | 52,000 | – | 0.29% | – |
| LRN | New | STRIDE INC | $1,697,000 | – | 41,600 | – | 0.29% | – |
| VNDA | New | VANDAPHARMACEUTICALSINC | $1,700,000 | – | 156,000 | – | 0.29% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $1,666,000 | – | 41,300 | – | 0.29% | – |
| WCC | New | WESCO INTL INC | $1,660,000 | – | 15,500 | – | 0.29% | – |
| OMC | New | OMNICOM GROUP INC | $1,654,000 | – | 26,000 | – | 0.28% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $1,643,000 | – | 2,600 | – | 0.28% | – |
| CI | New | CIGNA CORP NEW | $1,634,000 | – | 6,200 | – | 0.28% | – |
| BIG | New | BIG LOTS INC | $1,636,000 | – | 78,000 | – | 0.28% | – |
| THO | New | THOR INDS INC | $1,622,000 | – | 21,700 | – | 0.28% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $1,623,000 | – | 10,400 | – | 0.28% | – |
| WIRE | New | ENCORE WIRE CORP | $1,611,000 | – | 15,500 | – | 0.28% | – |
| KLIC | New | KULICKE & SOFFA INDS INC | $1,593,000 | – | 37,200 | – | 0.28% | – |
| HEAR | New | TURTLE BEACH CORP | $1,590,000 | – | 130,000 | – | 0.27% | – |
| SJM | New | SMUCKER J M CO | $1,587,000 | – | 12,400 | – | 0.27% | – |
| HIBB | New | HIBBETT INC | $1,591,000 | – | 36,400 | – | 0.27% | – |
| IAU | New | ISHARES GOLD TRishares new | $1,565,000 | – | 45,600 | – | 0.27% | – |
| ALLE | New | ALLEGION PLC | $1,527,000 | – | 15,600 | – | 0.26% | – |
| FIZZ | New | NATIONAL BEVERAGE CORP | $1,517,000 | – | 31,000 | – | 0.26% | – |
| RRC | New | RANGE RES CORP | $1,510,000 | – | 61,000 | – | 0.26% | – |
| INGN | New | INOGEN INC | $1,509,000 | – | 62,400 | – | 0.26% | – |
| EBIX | New | EBIX INC | $1,494,000 | – | 88,400 | – | 0.26% | – |
| DLTH | New | DULUTH HLDGS INC | $1,488,000 | – | 156,000 | – | 0.26% | – |
| CFG | New | CITIZENS FINL GROUP INC | $1,479,000 | – | 41,444 | – | 0.26% | – |
| URBN | New | URBAN OUTFITTERS INC | $1,455,000 | – | 78,000 | – | 0.25% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $1,457,000 | – | 130,000 | – | 0.25% | – |
| LNC | New | LINCOLN NATL CORP IND | $1,450,000 | – | 31,000 | – | 0.25% | – |
| ILMN | New | ILLUMINA INC | $1,438,000 | – | 7,800 | – | 0.25% | – |
| AAPL | New | APPLE INC | $1,422,000 | – | 10,400 | – | 0.24% | – |
| CCS | New | CENTURYCMNTYS INC | $1,394,000 | – | 31,000 | – | 0.24% | – |
| EAT | New | BRINKER INTL INC | $1,366,000 | – | 62,000 | – | 0.24% | – |
| OVV | New | OVINTIV INC | $1,370,000 | – | 31,000 | – | 0.24% | – |
| KGC | New | KINROSS GOLD CORP | $1,360,000 | – | 380,000 | – | 0.23% | – |
| ZUMZ | New | ZUMIEZ INC | $1,352,000 | – | 52,000 | – | 0.23% | – |
| YETI | New | YETI HLDGS INC | $1,350,000 | – | 31,200 | – | 0.23% | – |
| TPX | New | TEMPUR SEALY INTL INC | $1,333,000 | – | 62,400 | – | 0.23% | – |
| MSFT | New | MICROSOFT CORP | $1,330,000 | – | 5,180 | – | 0.23% | – |
| JBL | New | JABIL INCCOM | $1,331,000 | – | 26,000 | – | 0.23% | – |
| TGT | New | TARGET CORP | $1,313,000 | – | 9,300 | – | 0.23% | – |
| GCO | New | GENESCO INC | $1,298,000 | – | 26,000 | – | 0.22% | – |
| GLD | New | SPDR GOLD TR | $1,280,000 | – | 7,600 | – | 0.22% | – |
| WGO | New | WINNEBAGO INDS INC | $1,263,000 | – | 26,000 | – | 0.22% | – |
| CRSP | New | CRISPR THERAPEUTICS AGnamen akt | $1,264,000 | – | 20,800 | – | 0.22% | – |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $1,244,000 | – | 78,000 | – | 0.21% | – |
| FN | New | FABRINET | $1,241,000 | – | 15,300 | – | 0.21% | – |
| PRLB | New | PROTOLABSINC | $1,244,000 | – | 26,000 | – | 0.21% | – |
| HLI | New | HOULIHAN LOKEY INCcl a | $1,223,000 | – | 15,500 | – | 0.21% | – |
| KR | New | KROGER CO | $1,221,000 | – | 25,800 | – | 0.21% | – |
| TSCO | New | TRACTOR SUPPLY CO | $1,202,000 | – | 6,200 | – | 0.21% | – |
| TENB | New | TENABLE HLDGS INC | $1,181,000 | – | 26,000 | – | 0.20% | – |
| F | New | FORD MTR CO DEL | $1,158,000 | – | 104,000 | – | 0.20% | – |
| UGI | New | UGI CORP NEW | $1,158,000 | – | 30,000 | – | 0.20% | – |
| AN | New | AUTONATION INC | $1,162,000 | – | 10,400 | – | 0.20% | – |
| FHI | New | FEDERATED HERMES INCcl b | $1,157,000 | – | 36,400 | – | 0.20% | – |
| LSTR | New | LANDSTAR SYS INC | $1,134,000 | – | 7,800 | – | 0.20% | – |
| UPS | New | UNITEDPARCEL SERVICE INCcl b | $1,132,000 | – | 6,200 | – | 0.20% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $1,126,000 | – | 26,000 | – | 0.19% | – |
| AZO | New | AUTOZONE INC | $1,118,000 | – | 520 | – | 0.19% | – |
| HRB | New | BLOCKH&RINC | $1,095,000 | – | 31,000 | – | 0.19% | – |
| HAL | New | HALLIBURTONCOCOM | $1,098,000 | – | 35,000 | – | 0.19% | – |
| NAVI | New | NAVIENT CORPORATION | $1,091,000 | – | 78,000 | – | 0.19% | – |
| TGNA | New | TEGNA INC | $1,090,000 | – | 52,000 | – | 0.19% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $1,089,000 | – | 10,400 | – | 0.19% | – |
| EBAY | New | EBAY INC. | $1,083,000 | – | 26,000 | – | 0.19% | – |
| HP | New | HELMERICH & PAYNE INC | $1,077,000 | – | 25,000 | – | 0.19% | – |
| PGR | New | PROGRESSIVE CORP | $1,081,000 | – | 9,300 | – | 0.19% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $1,079,000 | – | 15,600 | – | 0.19% | – |
| VLO | New | VALERO ENERGY CORP | $1,063,000 | – | 10,000 | – | 0.18% | – |
| WFC | New | WELLS FARGO CONEWCOM | $1,018,000 | – | 26,000 | – | 0.18% | – |
| PBF | New | PBFENERGY INCcl a | $1,016,000 | – | 35,000 | – | 0.18% | – |
| KLAC | New | KLA CORP | $989,000 | – | 3,100 | – | 0.17% | – |
| MOS | New | MOSAIC CONEW | $982,000 | – | 20,800 | – | 0.17% | – |
| IPGP | New | IPG PHOTONICS CORP | $979,000 | – | 10,400 | – | 0.17% | – |
| BJ | New | BJSWHSL CLUB HLDGSINCCOM | $966,000 | – | 15,500 | – | 0.17% | – |
| IRBT | New | IROBOT CORP | $956,000 | – | 26,000 | – | 0.16% | – |
| NYCB | New | NEWYORK CMNTY BANCORP INC | $950,000 | – | 104,000 | – | 0.16% | – |
| SQ | New | BLOCKINCcl a | $953,000 | – | 15,500 | – | 0.16% | – |
| MDU | New | MDURES GROUP INC | $945,000 | – | 35,000 | – | 0.16% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $937,000 | – | 52,000 | – | 0.16% | – |
| FL | New | FOOT LOCKER INC | $939,000 | – | 37,200 | – | 0.16% | – |
| PDCO | New | PATTERSON COS INC | $939,000 | – | 31,000 | – | 0.16% | – |
| POWI | New | POWER INTEGRATIONS INC | $930,000 | – | 12,400 | – | 0.16% | – |
| WLK | New | WESTLAKE CORPORATION | $912,000 | – | 9,300 | – | 0.16% | – |
| CPRX | New | CATALYST PHARMACEUTICALSINC | $911,000 | – | 130,000 | – | 0.16% | – |
| New | IONQ INCCOM | $911,000 | – | 208,000 | – | 0.16% | – | |
| LOW | New | LOWES COS INC | $908,000 | – | 5,200 | – | 0.16% | – |
| CQP | New | CHENIERE ENERGY PARTNERSLP | $897,000 | – | 20,000 | – | 0.16% | – |
| VVV | New | VALVOLINE INC | $894,000 | – | 31,000 | – | 0.15% | – |
| ANET | New | ARISTA NETWORKS INC | $872,000 | – | 9,300 | – | 0.15% | – |
| KRNY | New | KEARNY FINL CORP MD | $867,000 | – | 78,000 | – | 0.15% | – |
| FLGT | New | FULGENT GENETICS INC | $845,000 | – | 15,500 | – | 0.15% | – |
| PRTA | New | PROTHENA CORP PLC | $847,000 | – | 31,200 | – | 0.15% | – |
| AQUA | New | EVOQUA WATER TECHNOLOGIESCO | $845,000 | – | 26,000 | – | 0.15% | – |
| ACCO | New | ACCO BRANDS CORP | $849,000 | – | 130,000 | – | 0.15% | – |
| SAGE | New | SAGE THERAPEUTICS INC | $840,000 | – | 26,000 | – | 0.14% | – |
| CL | New | COLGATE PALMOLIVE CO | $833,000 | – | 10,400 | – | 0.14% | – |
| HOG | New | HARLEY DAVIDSON INC | $823,000 | – | 26,000 | – | 0.14% | – |
| MHO | New | M/IHOMES INC | $825,000 | – | 20,800 | – | 0.14% | – |
| CSIQ | New | CANADIAN SOLAR INC | $810,000 | – | 26,000 | – | 0.14% | – |
| SNEX | New | STONEX GROUP INC | $812,000 | – | 10,400 | – | 0.14% | – |
| MOV | New | MOVADO GROUP INC | $804,000 | – | 26,000 | – | 0.14% | – |
| CARG | New | CARGURUS INC | $799,000 | – | 37,200 | – | 0.14% | – |
| CHS | New | CHICOS FAS INC | $765,000 | – | 154,000 | – | 0.13% | – |
| WMT | New | WALMART INC | $754,000 | – | 6,200 | – | 0.13% | – |
| FLWS | New | 1 800 FLOWERS COM INCcl a | $742,000 | – | 78,000 | – | 0.13% | – |
| LITE | New | LUMENTUM HLDGS INC | $739,000 | – | 9,300 | – | 0.13% | – |
| CLX | New | CLOROX CO DEL | $733,000 | – | 5,200 | – | 0.13% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $724,000 | – | 31,000 | – | 0.12% | – |
| HOPE | New | HOPE BANCORPINC | $720,000 | – | 52,000 | – | 0.12% | – |
| INCY | New | INCYTE CORP | $707,000 | – | 9,300 | – | 0.12% | – |
| KMB | New | KIMBERLY-CLARK CORPCOM | $703,000 | – | 5,200 | – | 0.12% | – |
| ACI | New | ALBERTSONS COS INC | $695,000 | – | 26,000 | – | 0.12% | – |
| DHI | New | D RHORTON INC | $688,000 | – | 10,400 | – | 0.12% | – |
| LUMN | New | LUMEN TECHNOLOGIES INC | $676,000 | – | 62,000 | – | 0.12% | – |
| New | BELLRING BRANDS INC | $647,000 | – | 26,000 | – | 0.11% | – | |
| T | New | AT&T INC | $650,000 | – | 31,000 | – | 0.11% | – |
| HBB | New | HAMILTON BEACH BRANDS HLDG C | $645,000 | – | 52,000 | – | 0.11% | – |
| HLF | New | HERBALIFE NUTRITION LTD | $638,000 | – | 31,200 | – | 0.11% | – |
| PETS | New | PETMED EXPRESS INC | $617,000 | – | 31,000 | – | 0.11% | – |
| New | QUIDELORTHO CORP | $603,000 | – | 6,200 | – | 0.10% | – | |
| PAAS | New | PAN AMERN SILVER CORP | $590,000 | – | 30,000 | – | 0.10% | – |
| THRY | New | THRYV HLDGSINC | $582,000 | – | 26,000 | – | 0.10% | – |
| AUY | New | YAMANA GOLD INC | $581,000 | – | 125,000 | – | 0.10% | – |
| AMRX | New | AMNEAL PHARMACEUTICALSINC | $572,000 | – | 180,000 | – | 0.10% | – |
| ASB | New | ASSOCIATED BANC CORP | $566,000 | – | 31,000 | – | 0.10% | – |
| ASGN | New | ASGN INC | $560,000 | – | 6,200 | – | 0.10% | – |
| JNJ | New | JOHNSON & JOHNSON | $550,000 | – | 3,100 | – | 0.10% | – |
| OLLI | New | OLLIES BARGAIN OUTLET HLDGS | $546,000 | – | 9,300 | – | 0.09% | – |
| VTRS | New | VIATRIS INC | $544,000 | – | 52,000 | – | 0.09% | – |
| FRG | New | FRANCHISE GROUP INC | $544,000 | – | 15,500 | – | 0.09% | – |
| LGIH | New | LGI HOMES INC | $539,000 | – | 6,200 | – | 0.09% | – |
| SSNC | New | SS&CTECHNOLOGIES HLDGSINC | $540,000 | – | 9,300 | – | 0.09% | – |
| EXEL | New | EXELIXIS INC | $541,000 | – | 26,000 | – | 0.09% | – |
| MXL | New | MAXLINEAR INC | $527,000 | – | 15,500 | – | 0.09% | – |
| AGI | New | ALAMOSGOLDINCNEWCOM CLa | $527,000 | – | 75,000 | – | 0.09% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $525,000 | – | 31,000 | – | 0.09% | – |
| TPH | New | TRI POINTE HOMES INC | $523,000 | – | 31,000 | – | 0.09% | – |
| BTG | New | B2GOLD CORP | $509,000 | – | 150,000 | – | 0.09% | – |
| EXPR | New | EXPRESS INC | $510,000 | – | 260,000 | – | 0.09% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $497,000 | – | 26,000 | – | 0.09% | – |
| FOR | New | FORESTAR GROUP INC | $493,000 | – | 36,000 | – | 0.08% | – |
| KMX | New | CARMAX INCCOM | $470,000 | – | 5,200 | – | 0.08% | – |
| FXF | New | INVESCOCURRENCYSHARESSWISSswiss franc | $469,000 | – | 5,000 | – | 0.08% | – |
| ALKS | New | ALKERMES PLC | $462,000 | – | 15,500 | – | 0.08% | – |
| JLL | New | JONES LANG LASALLE INC | $455,000 | – | 2,600 | – | 0.08% | – |
| PBI | New | PITNEY BOWES INC | $449,000 | – | 124,000 | – | 0.08% | – |
| NS | New | NUSTARENERGYLPUNIT | $434,000 | – | 31,000 | – | 0.08% | – |
| AVA | New | AVISTA CORP | $435,000 | – | 10,000 | – | 0.08% | – |
| NMIH | New | NMI HLDGS INCcl a | $433,000 | – | 26,000 | – | 0.08% | – |
| HALO | New | HALOZYME THERAPEUTICSINC | $409,000 | – | 9,300 | – | 0.07% | – |
| AVNW | New | AVIAT NETWORKS INCCOM NEW | $388,000 | – | 15,500 | – | 0.07% | – |
| LEN | New | LENNAR CORPcl a | $367,000 | – | 5,200 | – | 0.06% | – |
| MAT | New | MATTEL INC | $346,000 | – | 15,500 | – | 0.06% | – |
| BVN | New | COMPANIA DE MINAS BEUENAVENTUsponsored adr | $330,000 | – | 50,000 | – | 0.06% | – |
| PRDO | New | PERDOCEO ED CORP | $306,000 | – | 26,000 | – | 0.05% | – |
| CDE | New | COEUR MNG INC | $304,000 | – | 100,000 | – | 0.05% | – |
| SKT | New | TANGER FACTORY OUTLET CTRSI | $284,000 | – | 20,000 | – | 0.05% | – |
| WYY | New | WIDEPOINT CORP | $262,000 | – | 109,800 | – | 0.04% | – |
| NG | New | NOVAGOLD RES INC | $241,000 | – | 50,000 | – | 0.04% | – |
| EDUC | New | EDUCATIONAL DEV CORP | $231,000 | – | 54,800 | – | 0.04% | – |
| CODX | New | CO-DIAGNOSTICSINCCOM | $202,000 | – | 36,000 | – | 0.04% | – |
| New | CONSTELLATION ENERGY CORP | $191,000 | – | 3,333 | – | 0.03% | – | |
| RIGL | New | RIGEL PHARMACEUTICALS INC | $176,000 | – | 156,000 | – | 0.03% | – |
| MAC | New | MACERICH CO | $174,000 | – | 20,000 | – | 0.03% | – |
| New | VIA RENEWABLES INC | $153,000 | – | 20,000 | – | 0.03% | – | |
| FOSL | New | FOSSIL GROUP INC | $149,000 | – | 28,800 | – | 0.03% | – |
| ICHR | New | ICHOR HOLDINGS | $135,000 | – | 5,200 | – | 0.02% | – |
| GPS | New | GAP INC | $128,000 | – | 15,500 | – | 0.02% | – |
| EDIT | New | EDITAS MEDICINE INC | $123,000 | – | 10,400 | – | 0.02% | – |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $119,000 | – | 26,000 | – | 0.02% | – |
| FSLR | New | FIRST SOLAR INC | $106,000 | – | 1,550 | – | 0.02% | – |
| ED | New | CONSOLIDATED EDISON INC | $95,000 | – | 1,000 | – | 0.02% | – |
| UPST | New | UPSTART HLDGS INC | $82,000 | – | 2,600 | – | 0.01% | – |
| PNW | New | PINNACLE WEST CAP CORP | $73,000 | – | 1,000 | – | 0.01% | – |
| OTTR | New | OTTER TAIL CORPCOM | $67,000 | – | 1,000 | – | 0.01% | – |
| NWE | New | NORTHWESTERN CORP | $59,000 | – | 1,000 | – | 0.01% | – |
| ETR | New | ENTERGY CORP NEW | $56,000 | – | 500 | – | 0.01% | – |
| ALE | New | ALLETE INC | $59,000 | – | 1,000 | – | 0.01% | – |
| RDVT | New | RED VIOLET INC | $50,000 | – | 2,600 | – | 0.01% | – |
| OKE | New | ONEOK INC NEW | $55,000 | – | 985 | – | 0.01% | – |
| DUK | New | DUKE ENERGY CORP NEW | $54,000 | – | 500 | – | 0.01% | – |
| EXC | New | EXELON CORP | $45,000 | – | 1,000 | – | 0.01% | – |
| AGR | New | AVANGRID INC | $46,000 | – | 1,000 | – | 0.01% | – |
| POR | New | PORTLAND GEN ELEC CO | $48,000 | – | 1,000 | – | 0.01% | – |
| FE | New | FIRSTENERGY CORP | $38,000 | – | 1,000 | – | 0.01% | – |
| HE | New | HAWAIIAN ELEC INDUSTRIESCOM | $41,000 | – | 1,000 | – | 0.01% | – |
| WMB | New | WILLIAMS COS INC | $40,000 | – | 1,293 | – | 0.01% | – |
| D | New | DOMINION ENERGY INC | $40,000 | – | 500 | – | 0.01% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP IN | $32,000 | – | 500 | – | 0.01% | – |
| BKH | New | BLACK HILLS CORP | $36,000 | – | 500 | – | 0.01% | – |
| EIX | New | EDISON INTL | $32,000 | – | 500 | – | 0.01% | – |
| SO | New | SOUTHERN CO | $36,000 | – | 500 | – | 0.01% | – |
| PPL | New | PPL CORP | $27,000 | – | 1,000 | – | 0.01% | – |
| AES | New | AES CORPCOM | $21,000 | – | 1,000 | – | 0.00% | – |
| DTM | New | DT MIDSTREAM INC | $25,000 | – | 500 | – | 0.00% | – |
| AEE | New | AMEREN CORP | $9,000 | – | 100 | – | 0.00% | – |
| AEP | New | AMERICANELEC PWR CO INC | $10,000 | – | 100 | – | 0.00% | – |
| GWRS | New | GLOBALWTR RESINC | $13,000 | – | 1,000 | – | 0.00% | – |
| DTE | New | DTEENERGY CO | $13,000 | – | 100 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AEE | Exit | AMEREN CORP | $0 | – | -100 | – | -0.00% | – |
| GWRS | Exit | GLOBAL WTR RES INC | $0 | – | -1,000 | – | -0.00% | – |
| DTM | Exit | DT MIDSTREAM INC | $0 | – | -500 | – | -0.01% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -1,293 | – | -0.01% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -500 | – | -0.01% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -155 | – | -0.01% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -985 | – | -0.01% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -1,000 | – | -0.02% | – |
| FXY | Exit | INVESCO CURRENCYSHARES JAPANjapanese yen | $0 | – | -1,000 | – | -0.02% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -2,000 | – | -0.02% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -310 | – | -0.02% | – |
| EIX | Exit | EDISON INTL | $0 | – | -2,000 | – | -0.02% | – |
| OTTR | Exit | OTTER TAIL CORP | $0 | – | -2,000 | – | -0.02% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -1,000 | – | -0.02% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP IN | $0 | – | -2,000 | – | -0.03% | – |
| ARAY | Exit | ACCURAY INC | $0 | – | -31,000 | – | -0.03% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -2,000 | – | -0.03% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -1,550 | – | -0.03% | – |
| FUV | Exit | ARCIMOTO INC | $0 | – | -14,400 | – | -0.04% | – |
| ALE | Exit | ALLETE INC | $0 | – | -3,000 | – | -0.04% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -2,000 | – | -0.04% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -2,000 | – | -0.04% | – |
| Exit | VIA RENEWABLES INC | $0 | – | -20,000 | – | -0.04% | – | |
| HE | Exit | HAWAIIAN ELEC INDUSTRIES | $0 | – | -5,000 | – | -0.04% | – |
| Exit | CAPSTONE GREEN ENERGY CORP | $0 | – | -43,400 | – | -0.05% | – | |
| AAPL | Exit | APPLE INC | $0 | – | -1,550 | – | -0.05% | – |
| LFMD | Exit | LIFEMD INC | $0 | – | -36,400 | – | -0.05% | – |
| AES | Exit | AES CORP | $0 | – | -10,000 | – | -0.05% | – |
| AUD | Exit | AUDACY INCcl a | $0 | – | -62,000 | – | -0.05% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INC | $0 | – | -51,500 | – | -0.05% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -5,000 | – | -0.05% | – |
| STIM | Exit | NEURONETICS INC | $0 | – | -37,200 | – | -0.05% | – |
| IEA | Exit | INFRA AND ENERGY ALTRNTIVE I | $0 | – | -21,600 | – | -0.05% | – |
| NATR | Exit | NATURES SUNSHINE PRODS INC | $0 | – | -18,600 | – | -0.06% | – |
| PPL | Exit | PPL CORP | $0 | – | -10,000 | – | -0.06% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -21,700 | – | -0.06% | – |
| OEG | Exit | ORBITAL ENERGY GROUP INC | $0 | – | -93,000 | – | -0.06% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -5,000 | – | -0.06% | – |
| VCEL | Exit | VERICEL CORP | $0 | – | -6,200 | – | -0.07% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -5,000 | – | -0.07% | – |
| BEAM | Exit | BEAM THERAPEUTICS INC | $0 | – | -3,600 | – | -0.07% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -5,000 | – | -0.07% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -28,800 | – | -0.08% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -50,000 | – | -0.08% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -93,000 | – | -0.08% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -1,050 | – | -0.08% | – |
| PCRX | Exit | PACIRA BIOSCIENCES INC | $0 | – | -6,200 | – | -0.08% | – |
| NG | Exit | NOVAGOLD RES INC | $0 | – | -50,000 | – | -0.08% | – |
| CODX | Exit | CO-DIAGNOSTICS INC | $0 | – | -36,000 | – | -0.08% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -26,000 | – | -0.08% | – |
| GPS | Exit | GAP INC | $0 | – | -15,500 | – | -0.08% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -10,000 | – | -0.08% | – |
| CLSK | Exit | CLEANSPARK INC | $0 | – | -31,000 | – | -0.08% | – |
| FUBO | Exit | FUBOTV INC | $0 | – | -15,500 | – | -0.08% | – |
| PRDO | Exit | PERDOCEO ED CORP | $0 | – | -36,000 | – | -0.08% | – |
| RYAM | Exit | RAYONIER ADVANCED MATLS INC | $0 | – | -51,500 | – | -0.08% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -10,000 | – | -0.09% | – |
| KR | Exit | KROGER CO | $0 | – | -10,400 | – | -0.09% | – |
| EBAY | Exit | EBAY INC. | $0 | – | -6,200 | – | -0.10% | – |
| NLS | Exit | NAUTILUS INC | $0 | – | -46,500 | – | -0.10% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -3,100 | – | -0.10% | – |
| STRA | Exit | STRATEGIC EDUCATION INC | $0 | – | -6,200 | – | -0.10% | – |
| ORGO | Exit | ORGANOGENESIS HLDGS INC | $0 | – | -31,000 | – | -0.10% | – |
| VRA | Exit | VERA BRADLEY INC | $0 | – | -46,500 | – | -0.10% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -64,800 | – | -0.10% | – |
| BWEN | Exit | BROADWIND INC | $0 | – | -170,500 | – | -0.10% | – |
| YETI | Exit | YETI HLDGS INC | $0 | – | -5,200 | – | -0.10% | – |
| TCS | Exit | CONTAINER STORE GROUP INC | $0 | – | -46,500 | – | -0.10% | – |
| TXG | Exit | 10X GENOMICS INC | $0 | – | -3,100 | – | -0.10% | – |
| CPRI | Exit | CAPRI HOLDINGS LIMITED | $0 | – | -9,300 | – | -0.10% | – |
| BKD | Exit | BROOKDALE SR LIVING INC | $0 | – | -72,000 | – | -0.10% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -35,000 | – | -0.10% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -31,000 | – | -0.10% | – |
| PINS | Exit | PINTEREST INCcl a | $0 | – | -9,300 | – | -0.10% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -15,500 | – | -0.10% | – |
| EXC | Exit | EXELON CORP | $0 | – | -10,000 | – | -0.11% | – |
| WMK | Exit | WEIS MKTS INC | $0 | – | -9,200 | – | -0.11% | – |
| FXF | Exit | INVESCO CURRENCYSHARES SWISSswiss franc | $0 | – | -5,000 | – | -0.11% | – |
| NS | Exit | NUSTAR ENERGY LP | $0 | – | -31,000 | – | -0.11% | – |
| AUY | Exit | YAMANA GOLD INC | $0 | – | -125,000 | – | -0.11% | – |
| ST | Exit | SENSATA TECHNOLOGIES | $0 | – | -9,300 | – | -0.11% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -155 | – | -0.11% | – |
| AVNW | Exit | AVIAT NETWORKS INC | $0 | – | -15,500 | – | -0.11% | – |
| BTG | Exit | B2GOLD CORP | $0 | – | -150,000 | – | -0.11% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -5,200 | – | -0.12% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -310 | – | -0.12% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -4,650 | – | -0.12% | – |
| MATW | Exit | MATTHEWS INTL CORPcl a | $0 | – | -15,500 | – | -0.12% | – |
| AGI | Exit | ALAMOS GOLD INC NEW | $0 | – | -75,000 | – | -0.12% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -6,200 | – | -0.12% | – |
| PBCT | Exit | PEOPLES UNITED FINANCIAL INC | $0 | – | -31,000 | – | -0.12% | – |
| MMM | Exit | 3M CO | $0 | – | -3,100 | – | -0.12% | – |
| RBNC | Exit | RELIANT BANCORP INC | $0 | – | -18,000 | – | -0.12% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -3,100 | – | -0.13% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -24,800 | – | -0.13% | – |
| CHRS | Exit | COHERUS BIOSCIENCES INC | $0 | – | -36,000 | – | -0.13% | – |
| XPER | Exit | XPERI HOLDING CORP | $0 | – | -31,000 | – | -0.13% | – |
| EDUC | Exit | EDUCATIONAL DEV CORP | $0 | – | -62,000 | – | -0.13% | – |
| HBB | Exit | HAMILTON BEACH BRANDS HLDG C | $0 | – | -39,100 | – | -0.14% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -100,000 | – | -0.14% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -1,300 | – | -0.14% | – |
| BPMC | Exit | BLUEPRINT MEDICINES CORP | $0 | – | -6,200 | – | -0.14% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -1,050 | – | -0.14% | – |
| DBI | Exit | DESIGNER BRANDS INCcl a | $0 | – | -46,500 | – | -0.14% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -31,000 | – | -0.14% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -31,000 | – | -0.14% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -15,500 | – | -0.14% | – |
| CPRX | Exit | CATALYST PHARMACEUTICALS INC | $0 | – | -124,000 | – | -0.14% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -31,000 | – | -0.15% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -36,000 | – | -0.15% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -15,500 | – | -0.15% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -25,000 | – | -0.15% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -154,000 | – | -0.15% | – |
| NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -31,000 | – | -0.16% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -10,000 | – | -0.16% | – |
| PSMT | Exit | PRICESMART INC | $0 | – | -9,300 | – | -0.16% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -15,500 | – | -0.16% | – |
| ED | Exit | CONSOLIDATED EDISON INCom | $0 | – | -10,000 | – | -0.16% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -15,600 | – | -0.16% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -9,300 | – | -0.16% | – |
| POLY | Exit | PLANTRONICS INC NEW | $0 | – | -28,800 | – | -0.16% | – |
| WYY | Exit | WIDEPOINT CORP | $0 | – | -144,000 | – | -0.17% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -35,000 | – | -0.17% | – |
| TROX | Exit | TRONOX HOLDINGS PLC | $0 | – | -31,000 | – | -0.17% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -15,500 | – | -0.17% | – |
| SUNW | Exit | SUNWORKS INC | $0 | – | -124,000 | – | -0.17% | – |
| EDIT | Exit | EDITAS MEDICINE INC | $0 | – | -18,600 | – | -0.17% | – |
| EVH | Exit | EVOLENT HEALTH INCcl a | $0 | – | -24,800 | – | -0.17% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -9,300 | – | -0.17% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -5,200 | – | -0.17% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -15,500 | – | -0.17% | – |
| CQP | Exit | CHENIERE ENERGY PARTNERS LP | $0 | – | -20,000 | – | -0.18% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -15,600 | – | -0.18% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -5,200 | – | -0.18% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -6,200 | – | -0.18% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -310 | – | -0.18% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -15,500 | – | -0.18% | – |
| PAAS | Exit | PAN AMERN SILVER CORP | $0 | – | -36,000 | – | -0.18% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -6,200 | – | -0.19% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -15,500 | – | -0.19% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -9,300 | – | -0.19% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -46,500 | – | -0.19% | – |
| QDEL | Exit | QUIDEL CORP | $0 | – | -6,200 | – | -0.19% | – |
| MAXR | Exit | MAXAR TECHNOLOGIES INC | $0 | – | -31,000 | – | -0.19% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -6,200 | – | -0.19% | – |
| TEN | Exit | TENNECO INC | $0 | – | -62,000 | – | -0.20% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -9,300 | – | -0.20% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -124,000 | – | -0.20% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -3,600 | – | -0.20% | – |
| JBL | Exit | JABIL INC | $0 | – | -15,500 | – | -0.20% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -46,500 | – | -0.20% | – |
| OLLI | Exit | OLLIES BARGAIN OUTLET HLDGS | $0 | – | -15,500 | – | -0.21% | – |
| PRLB | Exit | PROTO LABS INC | $0 | – | -14,400 | – | -0.21% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -26,000 | – | -0.21% | – |
| AMRX | Exit | AMNEAL PHARMACEUTICALS INC | $0 | – | -180,000 | – | -0.21% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -10,400 | – | -0.22% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -18,600 | – | -0.22% | – |
| OVV | Exit | OVINTIV INC | $0 | – | -31,000 | – | -0.22% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -6,200 | – | -0.23% | – |
| NWL | Exit | NEWELL BRANDS INC | $0 | – | -46,500 | – | -0.23% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -35,000 | – | -0.23% | – |
| NGVC | Exit | NATURAL GROCERS BY VITAMIN C | $0 | – | -93,000 | – | -0.23% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -46,500 | – | -0.23% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -21,700 | – | -0.24% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -25,000 | – | -0.24% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -62,000 | – | -0.24% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -37,200 | – | -0.24% | – |
| ERII | Exit | ENERGY RECOVERY INC | $0 | – | -62,000 | – | -0.26% | – |
| MED | Exit | MEDIFAST INC | $0 | – | -6,200 | – | -0.26% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -102,800 | – | -0.26% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -52,000 | – | -0.26% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -6,200 | – | -0.27% | – |
| MSM | Exit | MSC INDL DIRECT INCcl a | $0 | – | -15,500 | – | -0.27% | – |
| CMA | Exit | COMERICA INC | $0 | – | -15,500 | – | -0.28% | – |
| VTRS | Exit | VIATRIS INC | $0 | – | -93,000 | – | -0.28% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -6,200 | – | -0.28% | – |
| COMM | Exit | COMMSCOPE HLDG CO | $0 | – | -93,000 | – | -0.28% | – |
| R | Exit | RYDER SYS INC | $0 | – | -15,500 | – | -0.28% | – |
| ETSY | Exit | ETSY INC | $0 | – | -6,200 | – | -0.28% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -15,500 | – | -0.29% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -93,000 | – | -0.29% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -10,400 | – | -0.30% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -12,400 | – | -0.30% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -37,200 | – | -0.30% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -37,200 | – | -0.30% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -18,600 | – | -0.30% | – |
| CRSP | Exit | CRISPR THERAPEUTICS AGnamen akt | $0 | – | -12,400 | – | -0.31% | – |
| FLGT | Exit | FULGENT GENETICS INC | $0 | – | -15,500 | – | -0.31% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -93,000 | – | -0.31% | – |
| BRBR | Exit | BELLRING BRANDS INC | $0 | – | -46,500 | – | -0.32% | – |
| GCO | Exit | GENESCO INC | $0 | – | -24,800 | – | -0.32% | – |
| MAT | Exit | MATTEL INC | $0 | – | -78,000 | – | -0.32% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -14,400 | – | -0.32% | – |
| QRTEA | Exit | QURATE RETAIL INC | $0 | – | -144,000 | – | -0.32% | – |
| EXPI | Exit | EXP WORLD HLDGS INC | $0 | – | -37,200 | – | -0.33% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -15,500 | – | -0.33% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -46,500 | – | -0.33% | – |
| SONO | Exit | SONOS INC | $0 | – | -46,500 | – | -0.33% | – |
| CRI | Exit | CARTERS INC | $0 | – | -15,600 | – | -0.33% | – |
| SBH | Exit | SALLY BEAUTY HOLDINGS INC | $0 | – | -93,000 | – | -0.34% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -46,500 | – | -0.35% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -77,500 | – | -0.36% | – |
| FIZZ | Exit | NATIONAL BEVERAGE CORP | $0 | – | -31,200 | – | -0.36% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -21,700 | – | -0.36% | – |
| FHI | Exit | FEDERATED HERMES INCcl b | $0 | – | -51,400 | – | -0.37% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -9,300 | – | -0.37% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -37,200 | – | -0.38% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -77,500 | – | -0.38% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC | $0 | – | -93,000 | – | -0.38% | – |
| SSTK | Exit | SHUTTERSTOCK INC | $0 | – | -15,600 | – | -0.39% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -31,000 | – | -0.40% | – |
| ASIX | Exit | ADVANSIX INC | $0 | – | -46,500 | – | -0.41% | – |
| VMW | Exit | VMWARE INC | $0 | – | -12,400 | – | -0.41% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -52,000 | – | -0.41% | – |
| RBBN | Exit | RIBBON COMMUNICATIONS INC | $0 | – | -310,000 | – | -0.41% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -15,500 | – | -0.41% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -15,500 | – | -0.41% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -5,200 | – | -0.41% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INC NEW | $0 | – | -31,000 | – | -0.42% | – |
| PRIM | Exit | PRIMORIS SVCS CORP | $0 | – | -77,500 | – | -0.42% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -403,000 | – | -0.42% | – |
| CBOE | Exit | CBOE GLOBAL MKTS INC | $0 | – | -15,500 | – | -0.42% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -62,000 | – | -0.43% | – |
| KGC | Exit | KINROSS GOLD CORP | $0 | – | -364,000 | – | -0.43% | – |
| HLF | Exit | HERBALIFE NUTRITION LTD | $0 | – | -46,500 | – | -0.44% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -78,000 | – | -0.44% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -9,300 | – | -0.44% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -46,500 | – | -0.44% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -9,300 | – | -0.45% | – |
| SNEX | Exit | STONEX GROUP INC | $0 | – | -31,000 | – | -0.45% | – |
| NUS | Exit | NU SKIN ENTERPRISEScl a | $0 | – | -50,400 | – | -0.45% | – |
| INVA | Exit | INNOVIVA INC | $0 | – | -124,000 | – | -0.46% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -124,000 | – | -0.47% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -31,000 | – | -0.47% | – |
| STX | Exit | SEAGATE TECHNOLOGY HLDNGS PL | $0 | – | -26,000 | – | -0.47% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -93,000 | – | -0.48% | – |
| HEAR | Exit | TURTLE BEACH CORP | $0 | – | -77,500 | – | -0.48% | – |
| FXE | Exit | INVESCO CURRENCYSHARES EURO | $0 | – | -20,000 | – | -0.48% | – |
| DLTH | Exit | DULUTH HLDGS INC | $0 | – | -158,400 | – | -0.48% | – |
| PDCO | Exit | PATTERSON COS INC | $0 | – | -72,000 | – | -0.48% | – |
| AU | Exit | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $0 | – | -136,500 | – | -0.48% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -7,750 | – | -0.48% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -12,400 | – | -0.48% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -18,600 | – | -0.49% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -37,200 | – | -0.49% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -24,800 | – | -0.49% | – |
| HZO | Exit | MARINEMAX INC | $0 | – | -46,500 | – | -0.50% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -26,000 | – | -0.50% | – |
| VIRT | Exit | VIRTU FINL INCcl a | $0 | – | -93,000 | – | -0.50% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -24,800 | – | -0.50% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -37,200 | – | -0.50% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -31,000 | – | -0.51% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -24,800 | – | -0.51% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -15,500 | – | -0.52% | – |
| M | Exit | MACYS INC | $0 | – | -104,000 | – | -0.52% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -15,500 | – | -0.52% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -36,400 | – | -0.53% | – |
| TRTN | Exit | TRITON INTL LTDcl a | $0 | – | -46,500 | – | -0.53% | – |
| AFL | Exit | AFLAC INC | $0 | – | -46,500 | – | -0.53% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -93,000 | – | -0.54% | – |
| SIRI | Exit | SIRIUS XM HOLDINGS INC | $0 | – | -403,000 | – | -0.54% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -12,400 | – | -0.54% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -30,400 | – | -0.54% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -62,000 | – | -0.54% | – |
| SUPN | Exit | SUPERNUS PHARMACEUTICALS INC | $0 | – | -93,000 | – | -0.55% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -61,000 | – | -0.55% | – |
| EBIX | Exit | EBIX INC | $0 | – | -93,000 | – | -0.55% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -77,500 | – | -0.56% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -112,000 | – | -0.56% | – |
| HPQ | Exit | HP INC | $0 | – | -93,000 | – | -0.56% | – |
| FXB | Exit | INVESCO CURRENCYSHARES BRITbrit poun strl | $0 | – | -20,000 | – | -0.57% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -104,000 | – | -0.57% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -9,300 | – | -0.58% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -55,800 | – | -0.58% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -70,000 | – | -0.58% | – |
| INGN | Exit | INOGEN INC | $0 | – | -62,000 | – | -0.59% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -20,800 | – | -0.59% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -18,600 | – | -0.60% | – |
| CLFD | Exit | CLEARFIELD INC | $0 | – | -62,000 | – | -0.60% | – |
| VIVO | Exit | MERIDIAN BIOSCIENCE INC | $0 | – | -144,000 | – | -0.61% | – |
| K | Exit | KELLOGG CO | $0 | – | -43,400 | – | -0.61% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -62,000 | – | -0.63% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -20,800 | – | -0.63% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -52,000 | – | -0.64% | – |
| SNBR | Exit | SLEEP NUMBER CORP | $0 | – | -31,000 | – | -0.64% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -37,200 | – | -0.64% | – |
| HIBB | Exit | HIBBETT INC | $0 | – | -41,600 | – | -0.65% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -68,200 | – | -0.65% | – |
| CORT | Exit | CORCEPT THERAPEUTICS INC | $0 | – | -155,000 | – | -0.67% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -77,500 | – | -0.68% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -68,200 | – | -0.71% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -24,800 | – | -0.71% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -77,500 | – | -0.71% | – |
| SAGE | Exit | SAGE THERAPEUTICS INC | $0 | – | -74,400 | – | -0.73% | – |
| INTC | Exit | INTEL CORP | $0 | – | -62,000 | – | -0.73% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -155,000 | – | -0.78% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -77,500 | – | -0.80% | – |
| GHC | Exit | GRAHAM HLDGS CO | $0 | – | -6,200 | – | -0.80% | – |
| VIAC | Exit | VIACOMCBS INCcl a | $0 | – | -93,000 | – | -0.81% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -124,000 | – | -0.82% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -41,500 | – | -0.82% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -27,900 | – | -0.82% | – |
| CMBM | Exit | CAMBIUM NETWORKS CORP | $0 | – | -104,000 | – | -0.83% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -72,800 | – | -0.83% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -155,000 | – | -0.86% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -40,600 | – | -0.86% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -31,000 | – | -0.87% | – |
| NXST | Exit | NEXSTAR MEDIA GROUP INCcl a | $0 | – | -27,900 | – | -0.94% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -45,500 | – | -0.96% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -93,000 | – | -0.99% | – |
| UI | Exit | UBIQUITI INC | $0 | – | -15,500 | – | -1.02% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -194,000 | – | -1.13% | – |
| GLD | Exit | SPDR GOLD TR | $0 | – | -33,300 | – | -1.21% | – |
| IAU | Exit | ISHARES GOLD TRishares new | $0 | – | -166,500 | – | -1.23% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -546,000 | – | -2.17% | – |
| NEM | Exit | NEWMONT CORP | $0 | – | -202,500 | – | -2.42% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | Buy | NEWMONT CORP | $10,996,000 | +52.2% | 202,500 | +77.6% | 2.42% | +61.9% |
| GOLD | Buy | BARRICK GOLD CORP | $9,855,000 | +56.8% | 546,000 | +79.6% | 2.17% | +66.9% |
| IAU | Buy | ISHARES GOLD TRishares new | $5,563,000 | +36.4% | 166,500 | +37.6% | 1.23% | +45.1% |
| GLD | Buy | SPDR GOLD TR | $5,469,000 | +36.5% | 33,300 | +37.6% | 1.21% | +45.3% |
| UI | Buy | UBIQUITI INC | $4,629,000 | +19.6% | 15,500 | +25.0% | 1.02% | +27.2% |
| RGLD | Buy | ROYAL GOLD INC | $4,345,000 | +50.2% | 45,500 | +79.5% | 0.96% | +59.9% |
| NXST | Buy | NEXSTAR MEDIA GROUP INCcl a | $4,240,000 | +85.0% | 27,900 | +80.0% | 0.94% | +96.8% |
| ALL | Buy | ALLSTATE CORP | $3,947,000 | +95.2% | 31,000 | +100.0% | 0.87% | +107.6% |
| UNM | Buy | UNUM GROUP | $3,884,000 | +10.3% | 155,000 | +25.0% | 0.86% | +17.3% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $3,775,000 | +64.3% | 72,800 | +91.6% | 0.83% | +74.8% |
| CMBM | Buy | CAMBIUM NETWORKS CORP | $3,764,000 | +736.4% | 104,000 | +1018.3% | 0.83% | +792.5% |
| EVR | Buy | EVERCORE INCclass a | $3,729,000 | +22.1% | 27,900 | +28.6% | 0.82% | +29.9% |
| NTAP | Buy | NETAPP INC | $3,725,000 | +22.4% | 41,500 | +11.6% | 0.82% | +30.1% |
| GHC | Buy | GRAHAM HLDGS CO | $3,653,000 | +85.9% | 6,200 | +100.0% | 0.80% | +97.8% |
| AMCX | Buy | AMC NETWORKS INCcl a | $3,611,000 | +9.0% | 77,500 | +56.2% | 0.80% | +16.0% |
| GTN | Buy | GRAY TELEVISION INC | $3,537,000 | +21.9% | 155,000 | +25.0% | 0.78% | +29.8% |
| INTC | Buy | INTEL CORP | $3,303,000 | +26.5% | 62,000 | +33.3% | 0.73% | +34.6% |
| CPB | Buy | CAMPBELL SOUP CO | $3,240,000 | +23.4% | 77,500 | +34.5% | 0.71% | +31.2% |
| JAZZ | Buy | JAZZ PHARMACEUTICALS PLC | $3,229,000 | -15.8% | 24,800 | +14.8% | 0.71% | -10.4% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $3,209,000 | +64.0% | 68,200 | +83.3% | 0.71% | +74.6% |
| CORT | Buy | CORCEPT THERAPEUTICS INC | $3,050,000 | +49.1% | 155,000 | +66.7% | 0.67% | +58.5% |
| BIG | Buy | BIG LOTS INC | $2,957,000 | -27.8% | 68,200 | +10.0% | 0.65% | -23.1% |
| HIBB | Buy | HIBBETT INC | $2,943,000 | -8.8% | 41,600 | +15.6% | 0.65% | -2.8% |
| MDP | Buy | MEREDITH CORP | $2,896,000 | +213.1% | 52,000 | +144.1% | 0.64% | +232.3% |
| JCOM | Buy | J2 GLOBAL INC | $2,842,000 | +33.3% | 20,800 | +34.2% | 0.63% | +41.9% |
| JKS | Sell | JINKOSOLAR HLDG CO LTDsponsored adr | $2,840,000 | -34.6% | 62,000 | -20.0% | 0.63% | -30.4% |
| K | Sell | KELLOGG CO | $2,774,000 | -7.3% | 43,400 | -6.7% | 0.61% | -1.3% |
| QCOM | Buy | QUALCOMM INC | $2,683,000 | +0.9% | 20,800 | +11.8% | 0.59% | +7.3% |
| INGN | New | INOGEN INC | $2,672,000 | – | 62,000 | – | 0.59% | – |
| WPM | Buy | WHEATON PRECIOUS METALS CORP | $2,631,000 | +19.4% | 70,000 | +40.0% | 0.58% | +26.9% |
| KSS | Sell | KOHLS CORP | $2,628,000 | -23.1% | 55,800 | -10.0% | 0.58% | -18.2% |
| LH | Buy | LABORATORY CORP AMER HLDGS | $2,617,000 | +53.0% | 9,300 | +50.0% | 0.58% | +63.0% |
| HRB | Buy | BLOCK H & R INC | $2,600,000 | +197.8% | 104,000 | +179.6% | 0.57% | +216.6% |
| RRC | Sell | RANGE RES CORP | $2,535,000 | -7.2% | 112,000 | -31.3% | 0.56% | -1.2% |
| HTH | Buy | HILLTOP HOLDINGS INC | $2,532,000 | +49.6% | 77,500 | +66.7% | 0.56% | +59.0% |
| EBIX | Buy | EBIX INC | $2,504,000 | -4.7% | 93,000 | +20.0% | 0.55% | +1.5% |
| FFIV | Sell | F5 NETWORKS INC | $2,465,000 | -8.3% | 12,400 | -13.9% | 0.54% | -2.5% |
| ZUMZ | Buy | ZUMIEZ INC | $2,465,000 | +74.7% | 62,000 | +115.3% | 0.54% | +86.0% |
| SIRI | Buy | SIRIUS XM HOLDINGS INC | $2,458,000 | +1.0% | 403,000 | +8.3% | 0.54% | +7.5% |
| BSIG | Sell | BRIGHTSPHERE INVT GROUP INC | $2,430,000 | -28.0% | 93,000 | -35.4% | 0.54% | -23.3% |
| AFL | Buy | AFLAC INC | $2,424,000 | +191.3% | 46,500 | +200.0% | 0.53% | +210.5% |
| TRTN | Buy | TRITON INTL LTDcl a | $2,420,000 | +198.4% | 46,500 | +200.0% | 0.53% | +217.3% |
| IMKTA | Buy | INGLES MKTS INCcl a | $2,403,000 | +43.2% | 36,400 | +26.4% | 0.53% | +52.3% |
| M | Sell | MACYS INC | $2,350,000 | -42.9% | 104,000 | -52.1% | 0.52% | -39.2% |
| CE | Buy | CELANESE CORP DEL | $2,335,000 | +148.4% | 15,500 | +150.0% | 0.52% | +164.1% |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $2,327,000 | – | 24,800 | – | 0.51% | – |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $2,301,000 | -33.0% | 31,000 | -37.5% | 0.51% | -28.8% |
| USNA | Buy | USANA HEALTH SCIENCES INC | $2,287,000 | +55.1% | 24,800 | +72.2% | 0.50% | +64.7% |
| CCS | Sell | CENTURY CMNTYS INC | $2,286,000 | -23.6% | 37,200 | -17.2% | 0.50% | -18.7% |
| VIRT | Buy | VIRTU FINL INCcl a | $2,272,000 | +14.2% | 93,000 | +29.2% | 0.50% | +21.6% |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $2,262,000 | – | 26,000 | – | 0.50% | – |
| HZO | Buy | MARINEMAX INC | $2,256,000 | +49.3% | 46,500 | +50.0% | 0.50% | +58.8% |
| PGR | Sell | PROGRESSIVE CORP | $2,242,000 | -26.4% | 24,800 | -20.0% | 0.49% | -21.7% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $2,216,000 | +110.8% | 18,600 | +124.1% | 0.49% | +124.3% |
| WSM | Buy | WILLIAMS SONOMA INC | $2,199,000 | +48.1% | 12,400 | +33.3% | 0.48% | +57.5% |
| BIIB | Buy | BIOGEN INC | $2,193,000 | +104.4% | 7,750 | +150.0% | 0.48% | +117.6% |
| AU | Buy | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $2,183,000 | +28.9% | 136,500 | +49.7% | 0.48% | +37.0% |
| SFM | Sell | SPROUTS FMRS MKT INC | $2,155,000 | -30.1% | 93,000 | -25.0% | 0.48% | -25.5% |
| HEAR | Buy | TURTLE BEACH CORP | $2,156,000 | +8.9% | 77,500 | +25.0% | 0.48% | +15.9% |
| STX | New | SEAGATE TECHNOLOGY HLDNGS PL | $2,146,000 | – | 26,000 | – | 0.47% | – |
| VNDA | Buy | VANDA PHARMACEUTICALS INC | $2,125,000 | +6.2% | 124,000 | +33.3% | 0.47% | +13.0% |
| FDX | New | FEDEX CORP | $2,039,000 | – | 9,300 | – | 0.45% | – |
| CUBI | Buy | CUSTOMERS BANCORP INC | $2,000,000 | +78.1% | 46,500 | +61.5% | 0.44% | +89.3% |
| DISCA | Buy | DISCOVERY INC | $1,980,000 | +4.1% | 78,000 | +25.8% | 0.44% | +10.7% |
| KGC | Buy | KINROSS GOLD CORP | $1,951,000 | +12.3% | 364,000 | +33.0% | 0.43% | +19.4% |
| VVV | Buy | VALVOLINE INC | $1,933,000 | +28.1% | 62,000 | +33.3% | 0.43% | +36.1% |
| CBOE | Buy | CBOE GLOBAL MKTS INC | $1,920,000 | +30.1% | 15,500 | +25.0% | 0.42% | +38.2% |
| PFSI | Sell | PENNYMAC FINL SVCS INC NEW | $1,895,000 | -39.1% | 31,000 | -38.5% | 0.42% | -35.1% |
| PRIM | Buy | PRIMORIS SVCS CORP | $1,898,000 | +79.2% | 77,500 | +115.3% | 0.42% | +90.9% |
| ULTA | New | ULTA BEAUTY INC | $1,877,000 | – | 5,200 | – | 0.41% | – |
| DKS | Sell | DICKS SPORTING GOODS INC | $1,856,000 | -50.2% | 15,500 | -58.3% | 0.41% | -47.0% |
| RBBN | Buy | RIBBON COMMUNICATIONS INC | $1,854,000 | +31.0% | 310,000 | +66.7% | 0.41% | +39.6% |
| MOS | Sell | MOSAIC CO NEW | $1,857,000 | -6.1% | 52,000 | -16.1% | 0.41% | -0.2% |
| ASIX | Buy | ADVANSIX INC | $1,848,000 | +299.1% | 46,500 | +200.0% | 0.41% | +324.0% |
| SSTK | Sell | SHUTTERSTOCK INC | $1,768,000 | -17.0% | 15,600 | -28.1% | 0.39% | -11.6% |
| INFY | Sell | INFOSYS LTDsponsored adr | $1,724,000 | -47.5% | 77,500 | -50.0% | 0.38% | -44.1% |
| FL | New | FOOT LOCKER INC | $1,699,000 | – | 37,200 | – | 0.38% | – |
| CL | Sell | COLGATE PALMOLIVE CO | $1,640,000 | -18.7% | 21,700 | -12.5% | 0.36% | -13.4% |
| TUP | Buy | TUPPERWARE BRANDS CORP | $1,637,000 | +11.2% | 77,500 | +25.0% | 0.36% | +18.4% |
| FIZZ | Sell | NATIONAL BEVERAGE CORP | $1,638,000 | -6.8% | 31,200 | -16.1% | 0.36% | -0.8% |
| CSIQ | Sell | CANADIAN SOLAR INC | $1,608,000 | -53.7% | 46,500 | -40.0% | 0.35% | -50.8% |
| SBH | Buy | SALLY BEAUTY HOLDINGS INC | $1,567,000 | +14.5% | 93,000 | +50.0% | 0.34% | +21.9% |
| CRI | New | CARTERS INC | $1,517,000 | – | 15,600 | – | 0.33% | – |
| SONO | Buy | SONOS INC | $1,505,000 | +37.8% | 46,500 | +50.0% | 0.33% | +46.9% |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $1,498,000 | – | 46,500 | – | 0.33% | – |
| EXPI | Buy | EXP WORLD HLDGS INC | $1,479,000 | +53.9% | 37,200 | +50.0% | 0.33% | +63.8% |
| MAT | Buy | MATTEL INC | $1,448,000 | +132.4% | 78,000 | +151.6% | 0.32% | +147.3% |
| GCO | Buy | GENESCO INC | $1,432,000 | +81.3% | 24,800 | +100.0% | 0.32% | +92.7% |
| BRBR | New | BELLRING BRANDS INC | $1,430,000 | – | 46,500 | – | 0.32% | – |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $1,405,000 | +36.8% | 93,000 | +29.2% | 0.31% | +45.5% |
| FLGT | Buy | FULGENT GENETICS INC | $1,394,000 | +62.5% | 15,500 | +66.7% | 0.31% | +72.5% |
| CRSP | Buy | CRISPR THERAPEUTICS AGnamen akt | $1,388,000 | -7.8% | 12,400 | +33.3% | 0.31% | -1.9% |
| HOLX | Sell | HOLOGIC INC | $1,373,000 | -33.6% | 18,600 | -40.0% | 0.30% | -29.2% |
| HOG | Buy | HARLEY DAVIDSON INC | $1,362,000 | +19.9% | 37,200 | +50.0% | 0.30% | +27.7% |
| AMAT | New | APPLIED MATLS INC | $1,339,000 | – | 10,400 | – | 0.30% | – |
| ABBV | Sell | ABBVIE INC | $1,338,000 | -23.4% | 12,400 | -20.0% | 0.30% | -18.5% |
| DHI | Sell | D R HORTON INC | $1,302,000 | -41.9% | 15,500 | -37.5% | 0.29% | -38.1% |
| ETSY | Sell | ETSY INC | $1,289,000 | -66.3% | 6,200 | -66.7% | 0.28% | -64.2% |
| R | New | RYDER SYS INC | $1,282,000 | – | 15,500 | – | 0.28% | – |
| COMM | New | COMMSCOPE HLDG CO | $1,264,000 | – | 93,000 | – | 0.28% | – |
| WHR | Sell | WHIRLPOOL CORP | $1,264,000 | -53.2% | 6,200 | -50.0% | 0.28% | -50.2% |
| VTRS | Sell | VIATRIS INC | $1,260,000 | -43.1% | 93,000 | -40.0% | 0.28% | -39.4% |
| MSM | Sell | MSC INDL DIRECT INCcl a | $1,243,000 | -55.3% | 15,500 | -50.0% | 0.27% | -52.4% |
| ORI | New | OLD REP INTL CORP | $1,203,000 | – | 52,000 | – | 0.26% | – |
| URBN | Buy | URBAN OUTFITTERS INC | $1,104,000 | -7.0% | 37,200 | +29.2% | 0.24% | -1.2% |
| BBBY | Buy | BED BATH & BEYOND INC | $1,071,000 | +29.7% | 62,000 | +150.0% | 0.24% | +38.0% |
| EAT | Sell | BRINKER INTL INC | $1,064,000 | -63.0% | 21,700 | -53.3% | 0.24% | -60.6% |
| NWL | Buy | NEWELL BRANDS INC | $1,030,000 | +20.9% | 46,500 | +50.0% | 0.23% | +29.0% |
| CLX | Sell | CLOROX CO DEL | $1,027,000 | -44.6% | 6,200 | -39.8% | 0.23% | -41.1% |
| BCC | Sell | BOISE CASCADE CO DEL | $1,004,000 | -30.6% | 18,600 | -25.0% | 0.22% | -26.3% |
| DLTR | New | DOLLAR TREE INC | $995,000 | – | 10,400 | – | 0.22% | – |
| TPR | New | TAPESTRY INC | $963,000 | – | 26,000 | – | 0.21% | – |
| OLLI | Sell | OLLIES BARGAIN OUTLET HLDGS | $934,000 | -64.2% | 15,500 | -50.0% | 0.21% | -61.9% |
| NAVI | Sell | NAVIENT CORPORATION | $917,000 | -38.0% | 46,500 | -39.2% | 0.20% | -34.0% |
| EXAS | Sell | EXACT SCIENCES CORP | $888,000 | -42.4% | 9,300 | -25.0% | 0.20% | -38.6% |
| TEN | Buy | TENNECO INC | $885,000 | -11.1% | 62,000 | +20.4% | 0.20% | -5.3% |
| LGIH | Sell | LGI HOMES INC | $880,000 | -49.7% | 6,200 | -42.6% | 0.19% | -46.4% |
| AR | New | ANTERO RESOURCES CORP | $875,000 | – | 46,500 | – | 0.19% | – |
| LEN | Sell | LENNAR CORPcl a | $871,000 | -59.6% | 9,300 | -57.1% | 0.19% | -57.0% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $867,000 | -51.0% | 15,500 | -50.0% | 0.19% | -47.8% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $826,000 | -46.8% | 310 | -50.0% | 0.18% | -43.5% |
| LSTR | New | LANDSTAR SYS INC | $821,000 | – | 5,200 | – | 0.18% | – |
| JWA | New | WILEY JOHN & SONS INCcl a | $814,000 | – | 15,600 | – | 0.18% | – |
| PEP | Sell | PEPSICO INC | $782,000 | -14.9% | 5,200 | -16.1% | 0.17% | -9.5% |
| MMS | Sell | MAXIMUS INC | $774,000 | -43.3% | 9,300 | -40.0% | 0.17% | -39.6% |
| EVH | Sell | EVOLENT HEALTH INCcl a | $769,000 | +1.2% | 24,800 | -31.1% | 0.17% | +8.3% |
| EDIT | Sell | EDITAS MEDICINE INC | $764,000 | -56.5% | 18,600 | -40.0% | 0.17% | -53.8% |
| TROX | New | TRONOX HOLDINGS PLC | $764,000 | – | 31,000 | – | 0.17% | – |
| CPE | New | CALLON PETE CO DEL | $761,000 | – | 15,500 | – | 0.17% | – |
| TPX | New | TEMPUR SEALY INTL INC | $724,000 | – | 15,600 | – | 0.16% | – |
| CFG | New | CITIZENS FINL GROUP INC | $728,000 | – | 15,500 | – | 0.16% | – |
| PSMT | New | PRICESMART INC | $721,000 | – | 9,300 | – | 0.16% | – |
| ASB | New | ASSOCIATED BANC CORP | $664,000 | – | 31,000 | – | 0.15% | – |
| FITB | New | FIFTH THIRD BANCORP | $658,000 | – | 15,500 | – | 0.14% | – |
| EXEL | Sell | EXELIXIS INC | $655,000 | -42.0% | 31,000 | -50.0% | 0.14% | -38.5% |
| TPH | Sell | TRI POINTE HOMES INC | $652,000 | -64.8% | 31,000 | -64.1% | 0.14% | -62.5% |
| DBI | Buy | DESIGNER BRANDS INCcl a | $648,000 | +80.5% | 46,500 | +114.3% | 0.14% | +93.2% |
| ORLY | Sell | OREILLY AUTOMOTIVE INC | $642,000 | -55.9% | 1,050 | -59.1% | 0.14% | -52.8% |
| DPZ | Sell | DOMINOS PIZZA INC | $620,000 | -71.4% | 1,300 | -72.0% | 0.14% | -69.5% |
| CDE | Buy | COEUR MNG INC | $617,000 | +15.8% | 100,000 | +66.7% | 0.14% | +23.6% |
| HBB | Buy | HAMILTON BEACH BRANDS HLDG C | $613,000 | -23.6% | 39,100 | +8.6% | 0.14% | -18.7% |
| XPER | Sell | XPERI HOLDING CORP | $584,000 | -43.5% | 31,000 | -33.3% | 0.13% | -39.7% |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $572,000 | -55.7% | 3,100 | -56.9% | 0.13% | -53.0% |
| MMM | New | 3M CO | $544,000 | – | 3,100 | – | 0.12% | – |
| PBCT | New | PEOPLES UNITED FINANCIAL INC | $542,000 | – | 31,000 | – | 0.12% | – |
| ORCL | Sell | ORACLE CORP | $540,000 | -75.9% | 6,200 | -78.5% | 0.12% | -74.4% |
| WCC | Sell | WESCO INTL INC | $536,000 | -58.0% | 4,650 | -62.5% | 0.12% | -55.3% |
| AZO | Sell | AUTOZONE INC | $526,000 | -62.1% | 310 | -66.7% | 0.12% | -59.7% |
| PAG | Sell | PENSKE AUTOMOTIVE GRP INC | $523,000 | -55.3% | 5,200 | -66.5% | 0.12% | -52.5% |
| ST | New | SENSATA TECHNOLOGIES | $509,000 | – | 9,300 | – | 0.11% | – |
| AMZN | Sell | AMAZON COM INC | $509,000 | -68.2% | 155 | -66.7% | 0.11% | -66.2% |
| AVNW | Sell | AVIAT NETWORKS INC | $509,000 | -46.1% | 15,500 | -46.2% | 0.11% | -42.9% |
| WMK | Sell | WEIS MKTS INC | $483,000 | -35.1% | 9,200 | -36.1% | 0.11% | -31.2% |
| EXC | Sell | EXELON CORP | $483,000 | -45.5% | 10,000 | -50.0% | 0.11% | -42.4% |
| ALKS | Sell | ALKERMES PLC | $478,000 | -37.1% | 15,500 | -50.0% | 0.10% | -33.1% |
| CPRI | New | CAPRI HOLDINGS LIMITED | $450,000 | – | 9,300 | – | 0.10% | – |
| TCS | Buy | CONTAINER STORE GROUP INC | $443,000 | +46.2% | 46,500 | +100.0% | 0.10% | +55.6% |
| YETI | New | YETI HLDGS INC | $446,000 | – | 5,200 | – | 0.10% | – |
| VRA | Buy | VERA BRADLEY INC | $438,000 | +14.1% | 46,500 | +50.0% | 0.10% | +21.2% |
| BWEN | Sell | BROADWIND INC | $442,000 | -55.0% | 170,500 | -21.4% | 0.10% | -52.5% |
| STRA | New | STRATEGIC EDUCATION INC | $437,000 | – | 6,200 | – | 0.10% | – |
| EBAY | Sell | EBAY INC. | $432,000 | -83.5% | 6,200 | -83.3% | 0.10% | -82.4% |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $429,000 | – | 3,100 | – | 0.10% | – |
| KR | Sell | KROGER CO | $420,000 | -88.2% | 10,400 | -88.8% | 0.09% | -87.4% |
| CLSK | Sell | CLEANSPARK INC | $359,000 | -53.6% | 31,000 | -33.3% | 0.08% | -50.6% |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTN | $348,000 | – | 26,000 | – | 0.08% | – |
| PCRX | Sell | PACIRA BIOSCIENCES INC | $347,000 | -53.9% | 6,200 | -50.0% | 0.08% | -51.3% |
| HD | Sell | HOME DEPOT INC | $345,000 | -82.5% | 1,050 | -83.1% | 0.08% | -81.5% |
| OPK | Sell | OPKO HEALTH INC | $339,000 | -41.9% | 93,000 | -35.4% | 0.08% | -38.0% |
| BKH | Sell | BLACK HILLS CORP | $314,000 | -52.1% | 5,000 | -50.0% | 0.07% | -49.3% |
| SO | Sell | SOUTHERN CO | $310,000 | -48.8% | 5,000 | -50.0% | 0.07% | -45.6% |
| PPL | Sell | PPL CORP | $279,000 | -60.1% | 10,000 | -60.0% | 0.06% | -57.2% |
| TPC | Sell | TUTOR PERINI CORP | $282,000 | -34.3% | 21,700 | -30.0% | 0.06% | -30.3% |
| NATR | New | NATURES SUNSHINE PRODS INC | $272,000 | – | 18,600 | – | 0.06% | – |
| POR | Sell | PORTLAND GEN ELEC CO | $235,000 | -49.0% | 5,000 | -50.0% | 0.05% | -45.3% |
| AES | Sell | AES CORP | $228,000 | -65.0% | 10,000 | -60.0% | 0.05% | -63.0% |
| AUD | Sell | AUDACY INCcl a | $228,000 | -57.3% | 62,000 | -50.0% | 0.05% | -55.0% |
| LFMD | New | LIFEMD INC | $226,000 | – | 36,400 | – | 0.05% | – |
| AAPL | Sell | APPLE INC | $219,000 | -48.5% | 1,550 | -50.0% | 0.05% | -45.5% |
| Sell | CAPSTONE GREEN ENERGY CORP | $209,000 | -39.9% | 43,400 | -30.0% | 0.05% | -36.1% | |
| New | VIA RENEWABLES INC | $204,000 | – | 20,000 | – | 0.04% | – | |
| ETR | Sell | ENTERGY CORP NEW | $199,000 | -60.0% | 2,000 | -60.0% | 0.04% | -57.3% |
| ALE | Sell | ALLETE INC | $179,000 | -48.9% | 3,000 | -40.0% | 0.04% | -46.6% |
| FSLR | Sell | FIRST SOLAR INC | $148,000 | -54.6% | 1,550 | -56.9% | 0.03% | -51.5% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GRP IN | $122,000 | -59.2% | 2,000 | -60.0% | 0.03% | -56.5% |
| OTTR | Sell | OTTER TAIL CORP | $112,000 | -54.1% | 2,000 | -60.0% | 0.02% | -51.0% |
| EIX | Sell | EDISON INTL | $111,000 | -61.6% | 2,000 | -60.0% | 0.02% | -60.0% |
| FB | Sell | FACEBOOK INCcl a | $105,000 | -51.4% | 310 | -50.0% | 0.02% | -48.9% |
| AGR | Sell | AVANGRID INC | $97,000 | -81.1% | 2,000 | -80.0% | 0.02% | -80.2% |
| D | Sell | DOMINION ENERGY INC | $73,000 | -50.3% | 1,000 | -50.0% | 0.02% | -46.7% |
| MSFT | Sell | MICROSOFT CORP | $44,000 | -70.5% | 155 | -71.8% | 0.01% | -67.7% |
| AEP | Sell | AMERICAN ELEC PWR CO INC | $41,000 | -75.7% | 500 | -75.0% | 0.01% | -74.3% |
| DTM | New | DT MIDSTREAM INC | $23,000 | – | 500 | – | 0.01% | – |
| AEE | Sell | AMEREN CORP | $8,000 | -75.0% | 100 | -75.0% | 0.00% | -71.4% |
| RVP | Exit | RETRACTABLE TECHNOLOGIES INC | $0 | – | -1,400 | – | -0.00% | – |
| SNOA | Exit | SONOMA PHARMACEUTICALS INC | $0 | – | -3,100 | – | -0.01% | – |
| ECOR | Exit | ELECTROCORE INC | $0 | – | -36,000 | – | -0.01% | – |
| YTEN | Exit | YIELD10 BIOSCIENCE INC | $0 | – | -6,200 | – | -0.01% | – |
| BEEM | Exit | BEAM GLOBAL | $0 | – | -2,500 | – | -0.02% | – |
| JNCE | Exit | JOUNCE THERAPEUTICS INC | $0 | – | -15,500 | – | -0.02% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -51,500 | – | -0.02% | – |
| NBEV | Exit | NEWAGE INC | $0 | – | -72,000 | – | -0.03% | – |
| LFVN | Exit | LIFEVANTAGE CORP | $0 | – | -25,500 | – | -0.04% | – |
| GNSS | Exit | GENASYS INC | $0 | – | -36,000 | – | -0.04% | – |
| APEI | Exit | AMERICAN PUBLIC EDUCATION IN | $0 | – | -7,200 | – | -0.04% | – |
| SPKE | Exit | SPARK ENERGY INC | $0 | – | -20,000 | – | -0.05% | – |
| AEYE | Exit | AUDIOEYE INC | $0 | – | -14,400 | – | -0.05% | – |
| AMSC | Exit | AMERICAN SUPERCONDUCTOR CORP | $0 | – | -14,400 | – | -0.05% | – |
| SNCR | Exit | SYNCHRONOSS TECHNOLOGIES INC | $0 | – | -72,000 | – | -0.05% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -7,200 | – | -0.06% | – |
| BLNK | Exit | BLINK CHARGING CO | $0 | – | -7,200 | – | -0.06% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -72,000 | – | -0.06% | – |
| BIOC | Exit | BIOCEPT INC | $0 | – | -72,000 | – | -0.06% | – |
| INFN | Exit | INFINERA CORP | $0 | – | -31,000 | – | -0.06% | – |
| WTRH | Exit | WAITR HLDGS INC | $0 | – | -186,000 | – | -0.07% | – |
| SGMO | Exit | SANGAMO THERAPEUTICS INC | $0 | – | -36,000 | – | -0.09% | – |
| APT | Exit | ALPHA PRO TECH LTD | $0 | – | -51,500 | – | -0.09% | – |
| KRO | Exit | KRONOS WORLDWIDE INC | $0 | – | -31,000 | – | -0.09% | – |
| MSGN | Exit | MSG NETWORK INCcl a | $0 | – | -31,000 | – | -0.09% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -15,500 | – | -0.10% | – |
| NXGN | Exit | NEXTGEN HEALTHCARE INC | $0 | – | -31,000 | – | -0.11% | – |
| WW | Exit | WW INTL INC | $0 | – | -15,500 | – | -0.12% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -9,300 | – | -0.13% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -9,300 | – | -0.13% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -7,200 | – | -0.14% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -15,500 | – | -0.14% | – |
| CARR | Exit | CARRIER GLOBAL CORPORATION | $0 | – | -15,500 | – | -0.16% | – |
| NGVT | Exit | INGEVITY CORP | $0 | – | -9,300 | – | -0.16% | – |
| CNSL | Exit | CONSOLIDATED COMM HLDGS INC | $0 | – | -93,000 | – | -0.17% | – |
| FLDM | Exit | FLUIDIGM CORP DEL | $0 | – | -144,000 | – | -0.18% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -15,500 | – | -0.19% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -14,400 | – | -0.19% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -3,100 | – | -0.22% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -9,300 | – | -0.22% | – |
| ANIP | Exit | ANI PHARMACEUTICALS INC | $0 | – | -30,400 | – | -0.22% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -20,500 | – | -0.23% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -6,200 | – | -0.24% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -62,000 | – | -0.24% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -20,400 | – | -0.25% | – |
| ITCI | Exit | INTRA CELLULAR THERAPIES INC | $0 | – | -31,000 | – | -0.26% | – |
| GLW | Exit | CORNING INC | $0 | – | -31,000 | – | -0.26% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -6,200 | – | -0.27% | – |
| CLW | Exit | CLEARWATER PAPER CORP | $0 | – | -46,500 | – | -0.28% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -23,300 | – | -0.28% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -14,400 | – | -0.28% | – |
| KIM | Exit | KIMCO RLTY CORP | $0 | – | -72,000 | – | -0.31% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -6,200 | – | -0.31% | – |
| QLYS | Exit | QUALYS INC | $0 | – | -15,500 | – | -0.32% | – |
| STMP | Exit | STAMPS COM INC | $0 | – | -9,300 | – | -0.39% | – |
| TNET | Exit | TRINET GROUP INC | $0 | – | -28,800 | – | -0.43% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -12,400 | – | -0.49% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -21,700 | – | -0.60% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | New | NEWMONT CORP | $7,225,000 | – | 114,000 | – | 1.50% | – |
| GOLD | New | BARRICK GOLD CORP | $6,287,000 | – | 304,000 | – | 1.30% | – |
| SM | New | SM ENERGY CO | $4,778,000 | – | 194,000 | – | 0.99% | – |
| NBR | New | NABORS INDUSTRIES LTD | $4,638,000 | – | 40,600 | – | 0.96% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $4,342,000 | – | 77,500 | – | 0.90% | – |
| SAGE | New | SAGE THERAPEUTICS INC | $4,227,000 | – | 74,400 | – | 0.88% | – |
| VIAC | New | VIACOMCBS INCcl b | $4,204,000 | – | 93,000 | – | 0.87% | – |
| M | New | MACYS INC | $4,114,000 | – | 217,000 | – | 0.85% | – |
| BIG | New | BIG LOTS INC | $4,093,000 | – | 62,000 | – | 0.85% | – |
| IAU | New | ISHARES GOLD TRishares | $4,079,000 | – | 121,000 | – | 0.84% | – |
| BGS | New | B & G FOODS INC NEW | $4,067,000 | – | 124,000 | – | 0.84% | – |
| GLD | New | SPDR GOLD TR | $4,008,000 | – | 24,200 | – | 0.83% | – |
| UI | New | UBIQUITI INC | $3,871,000 | – | 12,400 | – | 0.80% | – |
| BKE | New | BUCKLE INC | $3,856,000 | – | 77,500 | – | 0.80% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $3,837,000 | – | 21,600 | – | 0.80% | – |
| ETSY | New | ETSY INC | $3,829,000 | – | 18,600 | – | 0.79% | – |
| DKS | New | DICKS SPORTING GOODS INC | $3,727,000 | – | 37,200 | – | 0.77% | – |
| KR | New | KROGER CO | $3,563,000 | – | 93,000 | – | 0.74% | – |
| UNM | New | UNUM GROUP | $3,522,000 | – | 124,000 | – | 0.73% | – |
| IRBT | New | IROBOT CORP | $3,474,000 | – | 37,200 | – | 0.72% | – |
| CSIQ | New | CANADIAN SOLAR INC | $3,475,000 | – | 77,500 | – | 0.72% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $3,435,000 | – | 49,600 | – | 0.71% | – |
| UNFI | New | UNITED NAT FOODS INC | $3,439,000 | – | 93,000 | – | 0.71% | – |
| KSS | New | KOHL CORP | $3,417,000 | – | 62,000 | – | 0.71% | – |
| SNBR | New | SLEEP NUMBER CORP | $3,408,000 | – | 31,000 | – | 0.71% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $3,374,000 | – | 144,000 | – | 0.70% | – |
| AMCX | New | AMC NETWORKS INCcl a | $3,313,000 | – | 49,600 | – | 0.69% | – |
| INFY | New | INFOSYS LTDsponsored adr | $3,284,000 | – | 155,000 | – | 0.68% | – |
| DLTH | New | DULUTH HLDGS INC | $3,271,000 | – | 158,400 | – | 0.68% | – |
| HIBB | New | HIBBETT SPORTS INC | $3,227,000 | – | 36,000 | – | 0.67% | – |
| VIVO | New | MERIDIAN BIOSCIENCE INC | $3,194,000 | – | 144,000 | – | 0.66% | – |
| BIDU | New | BAIDU INCspon adr rep a | $3,160,000 | – | 15,500 | – | 0.66% | – |
| PFSI | New | PENNYMAC FINL SVCS INC NEW | $3,111,000 | – | 50,400 | – | 0.64% | – |
| SFM | New | SPROUTS FMRS MKT INC | $3,081,000 | – | 124,000 | – | 0.64% | – |
| EVR | New | EVERCORE INCclass a | $3,055,000 | – | 21,700 | – | 0.63% | – |
| NTAP | New | NETAPP INC | $3,044,000 | – | 37,200 | – | 0.63% | – |
| PGR | New | PROGRESSIVE CORP | $3,045,000 | – | 31,000 | – | 0.63% | – |
| K | New | KELLOGG CO | $2,991,000 | – | 46,500 | – | 0.62% | – |
| CCS | New | CENTURY CMNTYS INC | $2,991,000 | – | 44,950 | – | 0.62% | – |
| GTN | New | GRAY TELEVISION INC | $2,902,000 | – | 124,000 | – | 0.60% | – |
| MUSA | New | MURPHY USA INC | $2,894,000 | – | 21,700 | – | 0.60% | – |
| RGLD | New | ROYAL GOLD INC | $2,892,000 | – | 25,350 | – | 0.60% | – |
| EAT | New | BRINKER INTL INC | $2,876,000 | – | 46,500 | – | 0.60% | – |
| SUPN | New | SUPERNUS PHARMACEUTICALS INC | $2,863,000 | – | 93,000 | – | 0.59% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $2,855,000 | – | 50,400 | – | 0.59% | – |
| LPI | New | LAREDO PETROLEUM INC | $2,821,000 | – | 30,400 | – | 0.58% | – |
| HPQ | New | HP INC | $2,808,000 | – | 93,000 | – | 0.58% | – |
| MSM | New | MSC INDUSTRIAL DIRECT COcl a | $2,782,000 | – | 31,000 | – | 0.58% | – |
| RRC | New | RANGE RES CORP | $2,732,000 | – | 163,000 | – | 0.57% | – |
| WHR | New | WHIRLPOOL CORP | $2,703,000 | – | 12,400 | – | 0.56% | – |
| FFIV | New | F5 NETWORKS INC | $2,688,000 | – | 14,400 | – | 0.56% | – |
| FXB | New | INVESCO CURRENCYSHARES BRITbrit poun strl | $2,669,000 | – | 20,000 | – | 0.55% | – |
| QCOM | New | QUALCOMM INC | $2,658,000 | – | 18,600 | – | 0.55% | – |
| CPB | New | CAMPBELL SOUP CO | $2,626,000 | – | 57,600 | – | 0.54% | – |
| EBIX | New | EBIX INC | $2,627,000 | – | 77,500 | – | 0.54% | – |
| EXPR | New | EXPRESS INC | $2,615,000 | – | 403,000 | – | 0.54% | – |
| EBAY | New | EBAY INC. | $2,612,000 | – | 37,200 | – | 0.54% | – |
| INTC | New | INTEL CORP | $2,611,000 | – | 46,500 | – | 0.54% | – |
| OLLI | New | OLLIES BARGAIN OUTLET HLDGS | $2,608,000 | – | 31,000 | – | 0.54% | – |
| NRG | New | NRG ENERGY INC | $2,458,000 | – | 61,000 | – | 0.51% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $2,455,000 | – | 18,600 | – | 0.51% | – |
| HLF | New | HERBALIFE NUTRITION LTD | $2,452,000 | – | 46,500 | – | 0.51% | – |
| SIRI | New | SIRIUS XM HOLDINGS INC | $2,433,000 | – | 372,000 | – | 0.50% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $2,378,000 | – | 12,400 | – | 0.49% | – |
| CLFD | New | CLEARFIELD INC | $2,322,000 | – | 62,000 | – | 0.48% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $2,297,000 | – | 38,000 | – | 0.48% | – |
| NXST | New | NEXSTAR MEDIA GROUP INCcl a | $2,292,000 | – | 15,500 | – | 0.48% | – |
| AMGN | New | AMGEN INC | $2,267,000 | – | 9,300 | – | 0.47% | – |
| GIS | New | GENERAL MLS INC | $2,267,000 | – | 37,200 | – | 0.47% | – |
| DHI | New | D R HORTON INC | $2,241,000 | – | 24,800 | – | 0.46% | – |
| ORCL | New | ORACLE CORP | $2,242,000 | – | 28,800 | – | 0.46% | – |
| FXE | New | INVESCO CURRENCYSHARES EURO | $2,216,000 | – | 20,000 | – | 0.46% | – |
| VTRS | New | VIATRIS INC | $2,215,000 | – | 155,000 | – | 0.46% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $2,204,000 | – | 50,000 | – | 0.46% | – |
| PDCO | New | PATTERSON COS INC | $2,188,000 | – | 72,000 | – | 0.45% | – |
| DPZ | New | DOMINOS PIZZA INC | $2,169,000 | – | 4,650 | – | 0.45% | – |
| LEN | New | LENNAR CORPcl a | $2,156,000 | – | 21,700 | – | 0.45% | – |
| JCOM | New | J2 GLOBAL INC | $2,132,000 | – | 15,500 | – | 0.44% | – |
| SSTK | New | SHUTTERSTOCK INC | $2,130,000 | – | 21,700 | – | 0.44% | – |
| TNET | New | TRINET GROUP INC | $2,087,000 | – | 28,800 | – | 0.43% | – |
| HOLX | New | HOLOGIC INC | $2,068,000 | – | 31,000 | – | 0.43% | – |
| CORT | New | CORCEPT THERAPEUTICS INC | $2,046,000 | – | 93,000 | – | 0.42% | – |
| ALL | New | ALLSTATE CORP | $2,022,000 | – | 15,500 | – | 0.42% | – |
| CL | New | COLGATE PALMOLIVE CO | $2,017,000 | – | 24,800 | – | 0.42% | – |
| SJM | New | SMUCKER J M CO | $2,008,000 | – | 15,500 | – | 0.42% | – |
| VNDA | New | VANDA PHARMACEUTICALS INC | $2,000,000 | – | 93,000 | – | 0.41% | – |
| VIRT | New | VIRTU FINL INCcl a | $1,989,000 | – | 72,000 | – | 0.41% | – |
| VMW | New | VMWARE INC | $1,984,000 | – | 12,400 | – | 0.41% | – |
| MOS | New | MOSAIC CO NEW | $1,978,000 | – | 62,000 | – | 0.41% | – |
| HEAR | New | TURTLE BEACH CORP | $1,979,000 | – | 62,000 | – | 0.41% | – |
| HD | New | HOME DEPOT INC | $1,977,000 | – | 6,200 | – | 0.41% | – |
| GHC | New | GRAHAM HLDGS CO | $1,965,000 | – | 3,100 | – | 0.41% | – |
| LL | New | LUMBER LIQUIDATORS HLDGS INC | $1,962,000 | – | 93,000 | – | 0.41% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $1,957,000 | – | 37,200 | – | 0.40% | – |
| LNC | New | LINCOLN NATL CORP IND | $1,948,000 | – | 31,000 | – | 0.40% | – |
| DISCA | New | DISCOVERY INC | $1,902,000 | – | 62,000 | – | 0.39% | – |
| SNEX | New | STONEX GROUP INC | $1,881,000 | – | 31,000 | – | 0.39% | – |
| QRTEA | New | QURATE RETAIL INC | $1,885,000 | – | 144,000 | – | 0.39% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $1,875,000 | – | 9,300 | – | 0.39% | – |
| STMP | New | STAMPS COM INC | $1,863,000 | – | 9,300 | – | 0.39% | – |
| CLX | New | CLOROX CO DEL | $1,853,000 | – | 10,300 | – | 0.38% | – |
| TPH | New | TRI POINTE HOMES INC | $1,852,000 | – | 86,400 | – | 0.38% | – |
| MHO | New | M/I HOMES INC | $1,819,000 | – | 31,000 | – | 0.38% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,768,000 | – | 31,000 | – | 0.37% | – |
| EDIT | New | EDITAS MEDICINE INC | $1,756,000 | – | 31,000 | – | 0.36% | – |
| FIZZ | New | NATIONAL BEVERAGE CORP | $1,757,000 | – | 37,200 | – | 0.36% | – |
| MED | New | MEDIFAST INC | $1,754,000 | – | 6,200 | – | 0.36% | – |
| LGIH | New | LGI HOMES INC | $1,749,000 | – | 10,800 | – | 0.36% | – |
| ABBV | New | ABBVIE INC | $1,746,000 | – | 15,500 | – | 0.36% | – |
| FHI | New | FEDERATED HERMES INCcl b | $1,743,000 | – | 51,400 | – | 0.36% | – |
| KGC | New | KINROSS GOLD CORP | $1,737,000 | – | 273,600 | – | 0.36% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $1,710,000 | – | 6,200 | – | 0.35% | – |
| HTH | New | HILLTOP HOLDINGS INC | $1,693,000 | – | 46,500 | – | 0.35% | – |
| AU | New | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $1,694,000 | – | 91,200 | – | 0.35% | – |
| IMKTA | New | INGLES MKTS INCcl a | $1,678,000 | – | 28,800 | – | 0.35% | – |
| INVA | New | INNOVIVA INC | $1,663,000 | – | 124,000 | – | 0.34% | – |
| AMZN | New | AMAZON COM INC | $1,600,000 | – | 465 | – | 0.33% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $1,587,000 | – | 102,800 | – | 0.33% | – |
| QLYS | New | QUALYS INC | $1,561,000 | – | 15,500 | – | 0.32% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $1,554,000 | – | 620 | – | 0.32% | – |
| EXAS | New | EXACT SCIENCES CORP | $1,541,000 | – | 12,400 | – | 0.32% | – |
| RAD | New | RITE AID CORP | $1,516,000 | – | 93,000 | – | 0.31% | – |
| KHC | New | KRAFT HEINZ CO | $1,517,000 | – | 37,200 | – | 0.31% | – |
| VVV | New | VALVOLINE INC | $1,509,000 | – | 46,500 | – | 0.31% | – |
| SQ | New | SQUARE INCcl a | $1,512,000 | – | 6,200 | – | 0.31% | – |
| HZO | New | MARINEMAX INC | $1,511,000 | – | 31,000 | – | 0.31% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $1,508,000 | – | 15,500 | – | 0.31% | – |
| CRSP | New | CRISPR THERAPEUTICS AGnamen akt | $1,506,000 | – | 9,300 | – | 0.31% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $1,500,000 | – | 14,400 | – | 0.31% | – |
| KIM | New | KIMCO RLTY CORP | $1,501,000 | – | 72,000 | – | 0.31% | – |
| WSM | New | WILLIAMS SONOMA INC | $1,485,000 | – | 9,300 | – | 0.31% | – |
| CBOE | New | CBOE GLOBAL MKTS INC | $1,476,000 | – | 12,400 | – | 0.31% | – |
| USNA | New | USANA HEALTH SCIENCES INC | $1,475,000 | – | 14,400 | – | 0.31% | – |
| NAVI | New | NAVIENT CORPORATION | $1,479,000 | – | 76,500 | – | 0.31% | – |
| CI | New | CIGNA CORP NEW | $1,470,000 | – | 6,200 | – | 0.30% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $1,472,000 | – | 62,000 | – | 0.30% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $1,455,000 | – | 2,570 | – | 0.30% | – |
| BCC | New | BOISE CASCADE CO DEL | $1,447,000 | – | 24,800 | – | 0.30% | – |
| ERII | New | ENERGY RECOVERY INC | $1,412,000 | – | 62,000 | – | 0.29% | – |
| RBBN | New | RIBBON COMMUNICATIONS INC | $1,415,000 | – | 186,000 | – | 0.29% | – |
| ZUMZ | New | ZUMIEZ INC | $1,411,000 | – | 28,800 | – | 0.29% | – |
| AZO | New | AUTOZONE INC | $1,388,000 | – | 930 | – | 0.29% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $1,368,000 | – | 62,000 | – | 0.28% | – |
| MMS | New | MAXIMUS INC | $1,364,000 | – | 15,500 | – | 0.28% | – |
| SPWR | New | SUNPOWER CORP | $1,359,000 | – | 46,500 | – | 0.28% | – |
| MTH | New | MERITAGE HOMES CORP | $1,355,000 | – | 14,400 | – | 0.28% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $1,354,000 | – | 23,300 | – | 0.28% | – |
| CLW | New | CLEARWATER PAPER CORP | $1,347,000 | – | 46,500 | – | 0.28% | – |
| PRLB | New | PROTO LABS INC | $1,322,000 | – | 14,400 | – | 0.27% | – |
| SUNW | New | SUNWORKS INC | $1,303,000 | – | 124,000 | – | 0.27% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $1,292,000 | – | 7,200 | – | 0.27% | – |
| HCA | New | HCA HEALTHCARE INC | $1,282,000 | – | 6,200 | – | 0.27% | – |
| WCC | New | WESCO INTL INC | $1,275,000 | – | 12,400 | – | 0.26% | – |
| GLW | New | CORNING INC | $1,268,000 | – | 31,000 | – | 0.26% | – |
| ITCI | New | INTRA CELLULAR THERAPIES INC | $1,265,000 | – | 31,000 | – | 0.26% | – |
| MAXR | New | MAXAR TECHNOLOGIES INC | $1,238,000 | – | 31,000 | – | 0.26% | – |
| CMP | New | COMPASS MINERALS INTL INC | $1,209,000 | – | 20,400 | – | 0.25% | – |
| POLY | New | PLANTRONICS INC NEW | $1,202,000 | – | 28,800 | – | 0.25% | – |
| URBN | New | URBAN OUTFITTERS INC | $1,187,000 | – | 28,800 | – | 0.25% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $1,170,000 | – | 15,500 | – | 0.24% | – |
| TGNA | New | TEGNA INC | $1,163,000 | – | 62,000 | – | 0.24% | – |
| UGI | New | UGI CORP NEW | $1,158,000 | – | 25,000 | – | 0.24% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $1,139,000 | – | 6,200 | – | 0.24% | – |
| HOG | New | HARLEY DAVIDSON INC | $1,136,000 | – | 24,800 | – | 0.24% | – |
| EXEL | New | EXELIXIS INC | $1,130,000 | – | 62,000 | – | 0.23% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $1,123,000 | – | 28,800 | – | 0.23% | – |
| PHM | New | PULTE GROUP INC | $1,119,000 | – | 20,500 | – | 0.23% | – |
| CMA | New | COMERICA INC | $1,106,000 | – | 15,500 | – | 0.23% | – |
| MDU | New | MDU RES GROUP INC | $1,097,000 | – | 35,000 | – | 0.23% | – |
| SONO | New | SONOS INC | $1,092,000 | – | 31,000 | – | 0.23% | – |
| PBI | New | PITNEY BOWES INC | $1,087,000 | – | 124,000 | – | 0.22% | – |
| BIIB | New | BIOGEN INC | $1,073,000 | – | 3,100 | – | 0.22% | – |
| ANIP | New | ANI PHARMACEUTICALS INC | $1,066,000 | – | 30,400 | – | 0.22% | – |
| BBY | New | BEST BUY INC | $1,069,000 | – | 9,300 | – | 0.22% | – |
| PRIM | New | PRIMORIS SVCS CORP | $1,059,000 | – | 36,000 | – | 0.22% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $1,051,000 | – | 8,300 | – | 0.22% | – |
| FDS | New | FACTSET RESH SYS INC | $1,041,000 | – | 3,100 | – | 0.22% | – |
| WYY | New | WIDEPOINT CORP | $1,045,000 | – | 144,000 | – | 0.22% | – |
| XPER | New | XPERI HOLDING CORP | $1,034,000 | – | 46,500 | – | 0.21% | – |
| PAAS | New | PAN AMERN SILVER CORP | $1,029,000 | – | 36,000 | – | 0.21% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $1,027,000 | – | 72,000 | – | 0.21% | – |
| CHS | New | CHICOS FAS INC | $1,013,000 | – | 154,000 | – | 0.21% | – |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $999,000 | – | 93,000 | – | 0.21% | – |
| TEN | New | TENNECO INC | $995,000 | – | 51,500 | – | 0.21% | – |
| BWEN | New | BROADWIND INC | $983,000 | – | 217,000 | – | 0.20% | – |
| OVV | New | OVINTIV INC | $976,000 | – | 31,000 | – | 0.20% | – |
| EXPI | New | EXP WORLD HLDGS INC | $961,000 | – | 24,800 | – | 0.20% | – |
| AVNW | New | AVIAT NETWORKS INC | $944,000 | – | 28,800 | – | 0.20% | – |
| CE | New | CELANESE CORP DEL | $940,000 | – | 6,200 | – | 0.20% | – |
| MDP | New | MEREDITH CORP | $925,000 | – | 21,300 | – | 0.19% | – |
| AMRX | New | AMNEAL PHARMACEUTICALS INC | $922,000 | – | 180,000 | – | 0.19% | – |
| PEP | New | PEPSICO INC | $919,000 | – | 6,200 | – | 0.19% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $909,000 | – | 6,200 | – | 0.19% | – |
| JBL | New | JABIL INC | $901,000 | – | 15,500 | – | 0.19% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $898,000 | – | 14,400 | – | 0.19% | – |
| TOL | New | TOLL BROTHERS INC | $896,000 | – | 15,500 | – | 0.19% | – |
| EXC | New | EXELON CORP | $886,000 | – | 20,000 | – | 0.18% | – |
| CQP | New | CHENIERE ENERGY PARTNERS LP | $886,000 | – | 20,000 | – | 0.18% | – |
| FLDM | New | FLUIDIGM CORP DEL | $887,000 | – | 144,000 | – | 0.18% | – |
| HRB | New | BLOCK H & R INC | $873,000 | – | 37,200 | – | 0.18% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $868,000 | – | 15,500 | – | 0.18% | – |
| FLGT | New | FULGENT GENETICS INC | $858,000 | – | 9,300 | – | 0.18% | – |
| NWL | New | NEWELL BRANDS INC | $852,000 | – | 31,000 | – | 0.18% | – |
| AFL | New | AFLAC INC | $832,000 | – | 15,500 | – | 0.17% | – |
| KMB | New | KIMBERLY-CLARK CORP | $829,000 | – | 6,200 | – | 0.17% | – |
| BBBY | New | BED BATH & BEYOND INC | $826,000 | – | 24,800 | – | 0.17% | – |
| HP | New | HELMERICH & PAYNE INC | $816,000 | – | 25,000 | – | 0.17% | – |
| CNSL | New | CONSOLIDATED COMM HLDGS INC | $817,000 | – | 93,000 | – | 0.17% | – |
| HAL | New | HALLIBURTON CO | $809,000 | – | 35,000 | – | 0.17% | – |
| TRTN | New | TRITON INTL LTDcl a | $811,000 | – | 15,500 | – | 0.17% | – |
| HBB | New | HAMILTON BEACH BRANDS HLDG C | $802,000 | – | 36,000 | – | 0.17% | – |
| GCO | New | GENESCO INC | $790,000 | – | 12,400 | – | 0.16% | – |
| QDEL | New | QUIDEL CORP | $794,000 | – | 6,200 | – | 0.16% | – |
| VLO | New | VALERO ENERGY CORP | $781,000 | – | 10,000 | – | 0.16% | – |
| NLS | New | NAUTILUS INC | $784,000 | – | 46,500 | – | 0.16% | – |
| CLSK | New | CLEANSPARK INC | $774,000 | – | 46,500 | – | 0.16% | – |
| ALLY | New | ALLY FINL INC | $773,000 | – | 15,500 | – | 0.16% | – |
| EDUC | New | EDUCATIONAL DEV CORP | $773,000 | – | 62,000 | – | 0.16% | – |
| ALKS | New | ALKERMES PLC | $760,000 | – | 31,000 | – | 0.16% | – |
| NGVT | New | INGEVITY CORP | $757,000 | – | 9,300 | – | 0.16% | – |
| EVH | New | EVOLENT HEALTH INCcl a | $760,000 | – | 36,000 | – | 0.16% | – |
| FOR | New | FORESTAR GROUP INC | $753,000 | – | 36,000 | – | 0.16% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $751,000 | – | 9,300 | – | 0.16% | – |
| CARR | New | CARRIER GLOBAL CORPORATION | $753,000 | – | 15,500 | – | 0.16% | – |
| PCRX | New | PACIRA BIOSCIENCES INC | $752,000 | – | 12,400 | – | 0.16% | – |
| WMK | New | WEIS MKTS INC | $744,000 | – | 14,400 | – | 0.15% | – |
| PINS | New | PINTEREST INCcl a | $734,000 | – | 9,300 | – | 0.15% | – |
| ED | New | CONSOLIDATED EDISON INC | $717,000 | – | 10,000 | – | 0.15% | – |
| CPRX | New | CATALYST PHARMACEUTICALS INC | $713,000 | – | 124,000 | – | 0.15% | – |
| JLL | New | JONES LANG LASALLE INC | $704,000 | – | 3,600 | – | 0.15% | – |
| PPL | New | PPL CORP | $699,000 | – | 25,000 | – | 0.14% | – |
| ESNT | New | ESSENT GROUP LTD | $697,000 | – | 15,500 | – | 0.14% | – |
| NMIH | New | NMI HLDGS INCcl a | $697,000 | – | 31,000 | – | 0.14% | – |
| HI | New | HILLENBRAND INC | $683,000 | – | 15,500 | – | 0.14% | – |
| BKH | New | BLACK HILLS CORP | $656,000 | – | 10,000 | – | 0.14% | – |
| NSP | New | INSPERITY INC | $651,000 | – | 7,200 | – | 0.14% | – |
| AES | New | AES CORP | $652,000 | – | 25,000 | – | 0.14% | – |
| TWTR | New | TWITTER INC | $640,000 | – | 9,300 | – | 0.13% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $637,000 | – | 24,800 | – | 0.13% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $633,000 | – | 9,300 | – | 0.13% | – |
| BTG | New | B2GOLD CORP | $632,000 | – | 150,000 | – | 0.13% | – |
| MAT | New | MATTEL INC | $623,000 | – | 31,000 | – | 0.13% | – |
| TXG | New | 10X GENOMICS INC | $607,000 | – | 3,100 | – | 0.13% | – |
| SO | New | SOUTHERN CO | $605,000 | – | 10,000 | – | 0.12% | – |
| STIM | New | NEURONETICS INC | $596,000 | – | 37,200 | – | 0.12% | – |
| OPK | New | OPKO HEALTH INC | $583,000 | – | 144,000 | – | 0.12% | – |
| CASA | New | CASA SYS INC | $575,000 | – | 64,800 | – | 0.12% | – |
| AGI | New | ALAMOS GOLD INC NEW | $573,000 | – | 75,000 | – | 0.12% | – |
| BKD | New | BROOKDALE SR LIVING INC | $569,000 | – | 72,000 | – | 0.12% | – |
| NS | New | NUSTAR ENERGY LP | $560,000 | – | 31,000 | – | 0.12% | – |
| WW | New | WW INTL INC | $560,000 | – | 15,500 | – | 0.12% | – |
| MATW | New | MATTHEWS INTL CORPcl a | $557,000 | – | 15,500 | – | 0.12% | – |
| BPMC | New | BLUEPRINT MEDICINES CORP | $545,000 | – | 6,200 | – | 0.11% | – |
| AUD | New | AUDACY INCcl a | $534,000 | – | 124,000 | – | 0.11% | – |
| PBF | New | PBF ENERGY INCcl a | $536,000 | – | 35,000 | – | 0.11% | – |
| CDE | New | COEUR MNG INC | $533,000 | – | 60,000 | – | 0.11% | – |
| AUY | New | YAMANA GOLD INC | $528,000 | – | 125,000 | – | 0.11% | – |
| GPS | New | GAP INC | $522,000 | – | 15,500 | – | 0.11% | – |
| ORGO | New | ORGANOGENESIS HLDGS INC | $515,000 | – | 31,000 | – | 0.11% | – |
| NXGN | New | NEXTGEN HEALTHCARE INC | $514,000 | – | 31,000 | – | 0.11% | – |
| AGR | New | AVANGRID INC | $514,000 | – | 10,000 | – | 0.11% | – |
| RBNC | New | RELIANT BANCORP INC | $499,000 | – | 18,000 | – | 0.10% | – |
| CHRS | New | COHERUS BIOSCIENCES INC | $498,000 | – | 36,000 | – | 0.10% | – |
| FUBO | New | FUBOTV INC | $498,000 | – | 15,500 | – | 0.10% | – |
| ETR | New | ENTERGY CORP NEW | $498,000 | – | 5,000 | – | 0.10% | – |
| FXF | New | INVESCO CURRENCYSHARES SWISSswiss franc | $490,000 | – | 5,000 | – | 0.10% | – |
| PETS | New | PETMED EXPRESS INC | $494,000 | – | 15,500 | – | 0.10% | – |
| ASIX | New | ADVANSIX INC | $463,000 | – | 15,500 | – | 0.10% | – |
| BEAM | New | BEAM THERAPEUTICS INC | $463,000 | – | 3,600 | – | 0.10% | – |
| POR | New | PORTLAND GEN ELEC CO | $461,000 | – | 10,000 | – | 0.10% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $452,000 | – | 50,000 | – | 0.09% | – |
| MSGN | New | MSG NETWORK INCcl a | $452,000 | – | 31,000 | – | 0.09% | – |
| CMBM | New | CAMBIUM NETWORKS CORP | $450,000 | – | 9,300 | – | 0.09% | – |
| PRDO | New | PERDOCEO ED CORP | $442,000 | – | 36,000 | – | 0.09% | – |
| KRO | New | KRONOS WORLDWIDE INC | $444,000 | – | 31,000 | – | 0.09% | – |
| APT | New | ALPHA PRO TECH LTD | $441,000 | – | 51,500 | – | 0.09% | – |
| TPC | New | TUTOR PERINI CORP | $429,000 | – | 31,000 | – | 0.09% | – |
| SGMO | New | SANGAMO THERAPEUTICS INC | $431,000 | – | 36,000 | – | 0.09% | – |
| AVA | New | AVISTA CORP | $427,000 | – | 10,000 | – | 0.09% | – |
| AAPL | New | APPLE INC | $425,000 | – | 3,100 | – | 0.09% | – |
| MTG | New | MGIC INVT CORP WIS | $422,000 | – | 31,000 | – | 0.09% | – |
| FOSL | New | FOSSIL GROUP INC | $411,000 | – | 28,800 | – | 0.08% | – |
| OEG | New | ORBITAL ENERGY GROUP INC | $406,000 | – | 93,000 | – | 0.08% | – |
| NG | New | NOVAGOLD RES INC | $400,000 | – | 50,000 | – | 0.08% | – |
| VRA | New | VERA BRADLEY INC | $384,000 | – | 31,000 | – | 0.08% | – |
| FE | New | FIRSTENERGY CORP | $372,000 | – | 10,000 | – | 0.08% | – |
| DBI | New | DESIGNER BRANDS INCcl a | $359,000 | – | 21,700 | – | 0.07% | – |
| ALE | New | ALLETE INC | $350,000 | – | 5,000 | – | 0.07% | – |
| New | CAPSTONE GREEN ENERGY CORP | $348,000 | – | 62,000 | – | 0.07% | – | |
| RYAM | New | RAYONIER ADVANCED MATLS INC | $345,000 | – | 51,500 | – | 0.07% | – |
| WTRH | New | WAITR HLDGS INC | $331,000 | – | 186,000 | – | 0.07% | – |
| VCEL | New | VERICEL CORP | $326,000 | – | 6,200 | – | 0.07% | – |
| FSLR | New | FIRST SOLAR INC | $326,000 | – | 3,600 | – | 0.07% | – |
| INFN | New | INFINERA CORP | $316,000 | – | 31,000 | – | 0.06% | – |
| BIOC | New | BIOCEPT INC | $302,000 | – | 72,000 | – | 0.06% | – |
| TCS | New | CONTAINER STORE GROUP INC | $303,000 | – | 23,250 | – | 0.06% | – |
| CLVS | New | CLOVIS ONCOLOGY INC | $299,000 | – | 51,500 | – | 0.06% | – |
| CODX | New | CO-DIAGNOSTICS INC | $297,000 | – | 36,000 | – | 0.06% | – |
| QUAD | New | QUAD / GRAPHICS INC | $299,000 | – | 72,000 | – | 0.06% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP IN | $299,000 | – | 5,000 | – | 0.06% | – |
| NWE | New | NORTHWESTERN CORP | $301,000 | – | 5,000 | – | 0.06% | – |
| BLNK | New | BLINK CHARGING CO | $296,000 | – | 7,200 | – | 0.06% | – |
| EIX | New | EDISON INTL | $289,000 | – | 5,000 | – | 0.06% | – |
| IONS | New | IONIS PHARMACEUTICALS INC | $287,000 | – | 7,200 | – | 0.06% | – |
| IEA | New | INFRA AND ENERGY ALTRNTIVE I | $278,000 | – | 21,600 | – | 0.06% | – |
| SNCR | New | SYNCHRONOSS TECHNOLOGIES INC | $258,000 | – | 72,000 | – | 0.05% | – |
| AMSC | New | AMERICAN SUPERCONDUCTOR CORP | $250,000 | – | 14,400 | – | 0.05% | – |
| FUV | New | ARCIMOTO INC | $248,000 | – | 14,400 | – | 0.05% | – |
| OTTR | New | OTTER TAIL CORP | $244,000 | – | 5,000 | – | 0.05% | – |
| AEYE | New | AUDIOEYE INC | $242,000 | – | 14,400 | – | 0.05% | – |
| SPKE | New | SPARK ENERGY INC | $227,000 | – | 20,000 | – | 0.05% | – |
| FB | New | FACEBOOK INCcl a | $216,000 | – | 620 | – | 0.04% | – |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $211,000 | – | 5,000 | – | 0.04% | – |
| APEI | New | AMERICAN PUBLIC EDUCATION IN | $204,000 | – | 7,200 | – | 0.04% | – |
| DUK | New | DUKE ENERGY CORP NEW | $197,000 | – | 2,000 | – | 0.04% | – |
| GNSS | New | GENASYS INC | $197,000 | – | 36,000 | – | 0.04% | – |
| LFVN | New | LIFEVANTAGE CORP | $187,000 | – | 25,500 | – | 0.04% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $169,000 | – | 2,000 | – | 0.04% | – |
| PNW | New | PINNACLE WEST CAP CORP | $164,000 | – | 2,000 | – | 0.03% | – |
| NBEV | New | NEWAGE INC | $161,000 | – | 72,000 | – | 0.03% | – |
| MSFT | New | MICROSOFT CORP | $149,000 | – | 550 | – | 0.03% | – |
| D | New | DOMINION ENERGY INC | $147,000 | – | 2,000 | – | 0.03% | – |
| ARAY | New | ACCURAY INC | $140,000 | – | 31,000 | – | 0.03% | – |
| DTE | New | DTE ENERGY CO | $130,000 | – | 1,000 | – | 0.03% | – |
| ARC | New | ARC DOCUMENT SOLUTIONS INC | $111,000 | – | 51,500 | – | 0.02% | – |
| JNCE | New | JOUNCE THERAPEUTICS INC | $105,000 | – | 15,500 | – | 0.02% | – |
| BEEM | New | BEAM GLOBAL | $96,000 | – | 2,500 | – | 0.02% | – |
| FXY | New | INVESCO CURRENCYSHARES JAPANjapanese yen | $85,000 | – | 1,000 | – | 0.02% | – |
| YTEN | New | YIELD10 BIOSCIENCE INC | $53,000 | – | 6,200 | – | 0.01% | – |
| OKE | New | ONEOK INC NEW | $55,000 | – | 985 | – | 0.01% | – |
| ECOR | New | ELECTROCORE INC | $43,000 | – | 36,000 | – | 0.01% | – |
| AEE | New | AMEREN CORP | $32,000 | – | 400 | – | 0.01% | – |
| WMB | New | WILLIAMS COS INC | $34,000 | – | 1,293 | – | 0.01% | – |
| SNOA | New | SONOMA PHARMACEUTICALS INC | $23,000 | – | 3,100 | – | 0.01% | – |
| GWRS | New | GLOBAL WTR RES INC | $17,000 | – | 1,000 | – | 0.00% | – |
| RVP | New | RETRACTABLE TECHNOLOGIES INC | $16,000 | – | 1,400 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GWRS | Exit | GLOBAL WTR RES INC | $0 | – | -1,000 | – | -0.00% | – |
| SPKE | Exit | SPARK ENERGY INC | $0 | – | -2,500 | – | -0.01% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -1,293 | – | -0.01% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -985 | – | -0.01% | – |
| BEEM | Exit | BEAM GLOBAL | $0 | – | -2,500 | – | -0.01% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -500 | – | -0.01% | – |
| LCI | Exit | LANNETT INC | $0 | – | -7,500 | – | -0.01% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -500 | – | -0.01% | – |
| FXY | Exit | INVESCO CURRENCYSHARES JAPANjapanese yen | $0 | – | -1,000 | – | -0.02% | – |
| UONE | Exit | URBAN ONE INCcl a | $0 | – | -25,000 | – | -0.04% | – |
| SELB | Exit | SELECTA BIOSCIENCES INC | $0 | – | -75,000 | – | -0.05% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -35,000 | – | -0.05% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,100 | – | -0.06% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -2,000 | – | -0.06% | – |
| ADMA | Exit | ADMA BIOLOGICS INC | $0 | – | -100,000 | – | -0.06% | – |
| WYY | Exit | WIDEPOINT CORP | $0 | – | -510,000 | – | -0.07% | – |
| ECOR | Exit | ELECTROCORE INC | $0 | – | -153,000 | – | -0.07% | – |
| DBI | Exit | DESIGNER BRANDS INCcl a | $0 | – | -50,000 | – | -0.07% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -10,000 | – | -0.08% | – |
| PULM | Exit | PULMATRIX INC | $0 | – | -250,000 | – | -0.08% | – |
| NPTN | Exit | NEOPHOTONICS CORP | $0 | – | -51,000 | – | -0.08% | – |
| SUPN | Exit | SUPERNUS PHARMACEUTICALS INC | $0 | – | -15,000 | – | -0.08% | – |
| NS | Exit | NUSTAR ENERGY LP | $0 | – | -31,000 | – | -0.09% | – |
| HE | Exit | HAWAIIAN ELEC INDUSTRIES | $0 | – | -10,000 | – | -0.09% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -35,000 | – | -0.09% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -10,000 | – | -0.09% | – |
| TTOO | Exit | T2 BIOSYSTEMS INC | $0 | – | -257,500 | – | -0.09% | – |
| OTTR | Exit | OTTER TAIL CORP | $0 | – | -10,000 | – | -0.10% | – |
| BIOC | Exit | BIOCEPT INC | $0 | – | -83,500 | – | -0.10% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -25,000 | – | -0.10% | – |
| IMGN | Exit | IMMUNOGEN INC | $0 | – | -102,000 | – | -0.10% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -50,000 | – | -0.10% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -5,000 | – | -0.10% | – |
| ORGO | Exit | ORGANOGENESIS HLDGS INC | $0 | – | -100,000 | – | -0.10% | – |
| AMRX | Exit | AMNEAL PHARMACEUTICALS INC | $0 | – | -102,000 | – | -0.10% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -5,000 | – | -0.10% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -5,000 | – | -0.11% | – |
| MED | Exit | MEDIFAST INC | $0 | – | -2,550 | – | -0.11% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -35,000 | – | -0.11% | – |
| FCEL | Exit | FUELCELL ENERGY INC | $0 | – | -200,000 | – | -0.11% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -15,000 | – | -0.11% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -102,000 | – | -0.11% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -77,000 | – | -0.12% | – |
| IEA | Exit | INFRA AND ENERGY ALTRNTIVE I | $0 | – | -77,000 | – | -0.12% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -35,000 | – | -0.12% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -10,000 | – | -0.13% | – |
| FXF | Exit | INVESCO CURRENCYSHARES SWISSswiss franc | $0 | – | -5,000 | – | -0.13% | – |
| CNX | Exit | CNX RESOURCES CORPORATION | $0 | – | -52,800 | – | -0.13% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -20,000 | – | -0.13% | – |
| EIX | Exit | EDISON INTL | $0 | – | -10,000 | – | -0.13% | – |
| GNMK | Exit | GENMARK DIAGNOSTICS INC | $0 | – | -35,750 | – | -0.13% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -25,000 | – | -0.14% | – |
| NGVC | Exit | NATURAL GROCERS BY VITAMIN C | $0 | – | -52,000 | – | -0.14% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -25,000 | – | -0.14% | – |
| BLNK | Exit | BLINK CHARGING CO | $0 | – | -51,000 | – | -0.14% | – |
| TEN | Exit | TENNECO INC | $0 | – | -76,500 | – | -0.14% | – |
| SNEX | Exit | STONEX GROUP INC | $0 | – | -10,500 | – | -0.14% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -10,000 | – | -0.14% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP IN | $0 | – | -10,000 | – | -0.14% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -35,000 | – | -0.15% | – |
| NG | Exit | NOVAGOLD RES INC | $0 | – | -50,000 | – | -0.16% | – |
| AGEN | Exit | AGENUS INC | $0 | – | -150,000 | – | -0.16% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -51,500 | – | -0.16% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -50,000 | – | -0.16% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -20,000 | – | -0.16% | – |
| IBM | Exit | INTERNAT BUSINESS MACHS | $0 | – | -5,100 | – | -0.16% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -62,000 | – | -0.17% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -10,250 | – | -0.17% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -75,000 | – | -0.17% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -15,000 | – | -0.17% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -5,100 | – | -0.17% | – |
| AGI | Exit | ALAMOS GOLD INC NEW | $0 | – | -75,000 | – | -0.18% | – |
| CQP | Exit | CHENIERE ENERGY PARTNERS LP | $0 | – | -20,000 | – | -0.18% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -7,500 | – | -0.18% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -10,200 | – | -0.18% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -15,300 | – | -0.18% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -35,000 | – | -0.19% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -2,550 | – | -0.19% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -20,000 | – | -0.19% | – |
| AUY | Exit | YAMANA GOLD INC | $0 | – | -125,000 | – | -0.19% | – |
| CLFD | Exit | CLEARFIELD INC | $0 | – | -35,500 | – | -0.19% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -26,000 | – | -0.19% | – |
| GRUB | Exit | GRUBHUB INC | $0 | – | -10,200 | – | -0.20% | – |
| CLDX | Exit | CELLDEX THERAPEUTICS INC NEW | $0 | – | -51,000 | – | -0.20% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -51,000 | – | -0.20% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -36,000 | – | -0.20% | – |
| ALE | Exit | ALLETE INC | $0 | – | -15,000 | – | -0.20% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -10,000 | – | -0.21% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -35,000 | – | -0.21% | – |
| PSTG | Exit | PURE STORAGE INCcl a | $0 | – | -51,000 | – | -0.21% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -25,000 | – | -0.22% | – |
| SCPL | Exit | SCIPLAY CORPcl a | $0 | – | -51,000 | – | -0.22% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -10,000 | – | -0.22% | – |
| JNCE | Exit | JOUNCE THERAPEUTICS INC | $0 | – | -102,000 | – | -0.22% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -2,550 | – | -0.22% | – |
| VIVO | Exit | MERIDIAN BIOSCIENCE INC | $0 | – | -51,000 | – | -0.23% | – |
| CNSL | Exit | CONSOLIDATED COMM HLDGS INC | $0 | – | -153,000 | – | -0.23% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -7,650 | – | -0.24% | – |
| MYL | Exit | MYLAN NV | $0 | – | -62,000 | – | -0.24% | – |
| PPL | Exit | PPL CORP | $0 | – | -35,000 | – | -0.25% | – |
| WW | Exit | WW INTL INC | $0 | – | -51,000 | – | -0.26% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -10,000 | – | -0.26% | – |
| PAAS | Exit | PAN AMERN SILVER CORP | $0 | – | -30,000 | – | -0.26% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -51,000 | – | -0.26% | – |
| THO | Exit | THOR INDS INC | $0 | – | -10,200 | – | -0.26% | – |
| ASGN | Exit | ASGN INC | $0 | – | -15,350 | – | -0.26% | – |
| BTG | Exit | B2GOLD CORP | $0 | – | -150,000 | – | -0.26% | – |
| ANIP | Exit | ANI PHARMACEUTICALS INC | $0 | – | -35,500 | – | -0.26% | – |
| PLUG | Exit | PLUG POWER INC | $0 | – | -75,000 | – | -0.27% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -20,000 | – | -0.27% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -36,000 | – | -0.27% | – |
| EXPI | Exit | EXP WORLD HLDGS INC | $0 | – | -25,500 | – | -0.27% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -35,700 | – | -0.28% | – |
| EXC | Exit | EXELON CORP | $0 | – | -30,000 | – | -0.28% | – |
| TVTY | Exit | TIVITY HEALTH INC | $0 | – | -77,000 | – | -0.29% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -20,000 | – | -0.29% | – |
| FHI | Exit | FEDERATED HERMES INCcl b | $0 | – | -51,000 | – | -0.29% | – |
| ARWR | Exit | ARROWHEAD PHARMACEUTICALS IN | $0 | – | -25,500 | – | -0.29% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -25,500 | – | -0.30% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC | $0 | – | -51,000 | – | -0.30% | – |
| POWI | Exit | POWER INTEGRATIONS INC | $0 | – | -20,400 | – | -0.30% | – |
| HOME | Exit | AT HOME GROUP INC | $0 | – | -76,500 | – | -0.30% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -153,000 | – | -0.30% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -102,500 | – | -0.30% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -25,600 | – | -0.31% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -10,200 | – | -0.31% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -20,000 | – | -0.31% | – |
| ZM | Exit | ZOOM VIDEO COMMUNICATIONS INcl a | $0 | – | -2,550 | – | -0.32% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -10,090 | – | -0.32% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -5,100 | – | -0.32% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -25,000 | – | -0.32% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -25,500 | – | -0.33% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -51,500 | – | -0.33% | – |
| MAXR | Exit | MAXAR TECHNOLOGIES INC | $0 | – | -51,000 | – | -0.34% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -102,000 | – | -0.34% | – |
| FN | Exit | FABRINET | $0 | – | -20,400 | – | -0.34% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -10,200 | – | -0.34% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -5,100 | – | -0.34% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -3,050 | – | -0.34% | – |
| HZO | Exit | MARINEMAX INC | $0 | – | -51,000 | – | -0.35% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -15,300 | – | -0.35% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -25,500 | – | -0.35% | – |
| K | Exit | KELLOGG CO | $0 | – | -20,500 | – | -0.35% | – |
| EBAY | Exit | EBAY INC | $0 | – | -25,500 | – | -0.35% | – |
| AES | Exit | AES CORP | $0 | – | -75,000 | – | -0.36% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -35,700 | – | -0.37% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -10,000 | – | -0.37% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -10,200 | – | -0.37% | – |
| ALRM | Exit | ALARM COM HLDGS INC | $0 | – | -25,500 | – | -0.37% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -102,000 | – | -0.37% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -76,000 | – | -0.37% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -20,400 | – | -0.37% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -51,500 | – | -0.38% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -36,000 | – | -0.38% | – |
| INGN | Exit | INOGEN INC | $0 | – | -50,650 | – | -0.39% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -60,000 | – | -0.39% | – |
| QLYS | Exit | QUALYS INC | $0 | – | -15,300 | – | -0.40% | – |
| APT | Exit | ALPHA PRO TECH LTD | $0 | – | -102,000 | – | -0.40% | – |
| STT | Exit | STATE STR CORP | $0 | – | -25,500 | – | -0.40% | – |
| FLDM | Exit | FLUIDIGM CORP DEL | $0 | – | -204,000 | – | -0.40% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -10,200 | – | -0.40% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -153,000 | – | -0.40% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -102,000 | – | -0.40% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -25,750 | – | -0.40% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -20,400 | – | -0.41% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -153,000 | – | -0.41% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -40,800 | – | -0.42% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -101,000 | – | -0.42% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -510 | – | -0.42% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -25,500 | – | -0.42% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -35,000 | – | -0.43% | – |
| YETI | Exit | YETI HLDGS INC | $0 | – | -35,700 | – | -0.43% | – |
| LB | Exit | L BRANDS INC | $0 | – | -51,000 | – | -0.43% | – |
| AQUA | Exit | EVOQUA WATER TECHNOLOGIES CO | $0 | – | -76,500 | – | -0.43% | – |
| WTRH | Exit | WAITR HLDGS INC | $0 | – | -510,000 | – | -0.44% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -5,100 | – | -0.44% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -15,300 | – | -0.45% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -179,000 | – | -0.45% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -7,650 | – | -0.45% | – |
| PSMT | Exit | PRICESMART INC | $0 | – | -25,750 | – | -0.45% | – |
| PDCO | Exit | PATTERSON COS INC | $0 | – | -71,400 | – | -0.46% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -35,700 | – | -0.46% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -10,300 | – | -0.46% | – |
| SBH | Exit | SALLY BEAUTY HLDGS INC | $0 | – | -204,000 | – | -0.47% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -25,650 | – | -0.47% | – |
| AAPL | Exit | APPLE INC | $0 | – | -15,500 | – | -0.48% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -15,300 | – | -0.48% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -51,000 | – | -0.49% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -66,500 | – | -0.49% | – |
| SSTK | Exit | SHUTTERSTOCK INC | $0 | – | -35,700 | – | -0.49% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -76,500 | – | -0.50% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -25,500 | – | -0.50% | – |
| INFN | Exit | INFINERA CORP | $0 | – | -306,000 | – | -0.50% | – |
| KLAC | Exit | KLA CORPORATION | $0 | – | -10,250 | – | -0.53% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -75,600 | – | -0.53% | – |
| KGC | Exit | KINROSS GOLD CORP | $0 | – | -226,800 | – | -0.53% | – |
| LMNX | Exit | LUMINEX CORP DEL | $0 | – | -76,500 | – | -0.53% | – |
| EGOV | Exit | NIC INC | $0 | – | -102,000 | – | -0.53% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -76,250 | – | -0.53% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -102,000 | – | -0.54% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -20,500 | – | -0.54% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -35,700 | – | -0.55% | – |
| FNV | Exit | FRANCO NEV CORP | $0 | – | -15,120 | – | -0.56% | – |
| COLL | Exit | COLLEGIUM PHARMACEUTICAL INC | $0 | – | -102,000 | – | -0.56% | – |
| EDIT | Exit | EDITAS MEDICINE INC | $0 | – | -76,500 | – | -0.57% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -40,800 | – | -0.57% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -51,100 | – | -0.57% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -51,000 | – | -0.58% | – |
| SIRI | Exit | SIRIUS XM HLDGS INC | $0 | – | -408,000 | – | -0.58% | – |
| T | Exit | AT&T INC | $0 | – | -77,000 | – | -0.58% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -61,250 | – | -0.58% | – |
| VMW | Exit | VMWARE INC | $0 | – | -15,300 | – | -0.58% | – |
| FXE | Exit | INVESCO CURRENCYSHARES EUROeuro shares | $0 | – | -20,000 | – | -0.58% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -12,500 | – | -0.59% | – |
| CLDR | Exit | CLOUDERA INC | $0 | – | -204,000 | – | -0.59% | – |
| IAU | Exit | ISHARES GOLD TRUSTishares | $0 | – | -125,000 | – | -0.60% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -25,500 | – | -0.60% | – |
| CMPR | Exit | CIMPRESS PLC | $0 | – | -30,800 | – | -0.61% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -51,000 | – | -0.63% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -76,500 | – | -0.64% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -61,250 | – | -0.64% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -50,000 | – | -0.65% | – |
| STMP | Exit | STAMPS COM INC | $0 | – | -10,200 | – | -0.65% | – |
| MIK | Exit | MICHAELS COS INC | $0 | – | -255,000 | – | -0.65% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -179,000 | – | -0.65% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -51,000 | – | -0.65% | – |
| FXB | Exit | INVESCO CURNCYSHS BRIT PND Sbrit poun strl | $0 | – | -20,000 | – | -0.66% | – |
| MBUU | Exit | MALIBU BOATS INC | $0 | – | -51,000 | – | -0.67% | – |
| CRSP | Exit | CRISPR THERAPEUTICS AGnamen akt | $0 | – | -30,600 | – | -0.68% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -25,500 | – | -0.68% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -20,400 | – | -0.70% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -102,000 | – | -0.71% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -10,200 | – | -0.71% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -65,000 | – | -0.73% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -30,600 | – | -0.73% | – |
| HEAR | Exit | TURTLE BEACH CORP | $0 | – | -153,000 | – | -0.74% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -20,250 | – | -0.76% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -76,650 | – | -0.77% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -51,150 | – | -0.78% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -30,600 | – | -0.78% | – |
| SNBR | Exit | SLEEP NUMBER CORP | $0 | – | -61,250 | – | -0.79% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -37,800 | – | -0.80% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -51,000 | – | -0.80% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -204,000 | – | -0.80% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -76,500 | – | -0.80% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -153,000 | – | -0.85% | – |
| INTC | Exit | INTEL CORP | $0 | – | -66,300 | – | -0.91% | – |
| TWOU | Exit | 2U INC | $0 | – | -102,000 | – | -0.91% | – |
| KR | Exit | KROGER CO | $0 | – | -102,000 | – | -0.92% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -102,000 | – | -0.95% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -153,000 | – | -1.02% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -102,000 | – | -1.06% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -76,500 | – | -1.17% | – |
| CORT | Exit | CORCEPT THERAPEUTICS INC | $0 | – | -255,000 | – | -1.17% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -102,000 | – | -1.20% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -17,900 | – | -1.34% | – |
| UI | Exit | UBIQUITI INC | $0 | – | -30,600 | – | -1.35% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -3,570 | – | -1.39% | – |
| GOLD | Exit | BARRICK GOLD CORPORATION | $0 | – | -337,700 | – | -2.51% | – |
| NEM | Exit | NEWMONT CORP | $0 | – | -151,200 | – | -2.54% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | Sell | NEWMONT CORP | $9,594,000 | -36.8% | 151,200 | -38.5% | 2.54% | -34.4% |
| GOLD | Sell | BARRICK GOLD CORPORATION | $9,493,000 | -36.2% | 337,700 | -38.9% | 2.51% | -33.8% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $5,246,000 | +263.8% | 3,570 | +250.0% | 1.39% | +277.2% |
| UI | Buy | UBIQUITI INC | $5,100,000 | +62.3% | 30,600 | +70.0% | 1.35% | +68.5% |
| BIIB | Sell | BIOGEN INC | $5,078,000 | +5.7% | 17,900 | -0.3% | 1.34% | +9.7% |
| BIG | Buy | BIG LOTS INC | $4,549,000 | +50.4% | 102,000 | +41.7% | 1.20% | +56.2% |
| CORT | Buy | CORCEPT THERAPEUTICS INC | $4,438,000 | +46.6% | 255,000 | +41.7% | 1.17% | +52.1% |
| DKS | Sell | DICKS SPORTING GOODS INC | $4,428,000 | +39.4% | 76,500 | -0.6% | 1.17% | +44.7% |
| HIBB | Sell | HIBBETT SPORTS INC | $4,000,000 | +49.8% | 102,000 | -20.0% | 1.06% | +55.5% |
| OMI | Buy | OWENS & MINOR INC NEW | $3,842,000 | +303.6% | 153,000 | +22.4% | 1.02% | +318.5% |
| CSIQ | Sell | CANADIAN SOLAR INC | $3,580,000 | +21.0% | 102,000 | -33.6% | 0.95% | +25.4% |
| KR | Buy | KROGER CO | $3,459,000 | +32.7% | 102,000 | +32.5% | 0.92% | +37.8% |
| TWOU | Buy | 2U INC | $3,454,000 | +47.9% | 102,000 | +65.9% | 0.91% | +53.6% |
| INTC | Buy | INTEL CORP | $3,433,000 | +12.0% | 66,300 | +29.4% | 0.91% | +16.2% |
| SFM | Buy | SPROUTS FMRS MKT INC | $3,202,000 | +21.8% | 153,000 | +48.9% | 0.85% | +26.4% |
| JKS | Sell | JINKOSOLAR HLDG CO LTDsponsored adr | $3,042,000 | +34.2% | 76,500 | -40.2% | 0.80% | +39.3% |
| UNFI | Buy | UNITED NAT FOODS INC | $3,033,000 | +8.2% | 204,000 | +32.5% | 0.80% | +12.3% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $3,009,000 | -45.1% | 37,800 | -55.8% | 0.80% | -43.1% |
| ABC | Buy | AMERISOURCEBERGEN CORP | $2,966,000 | +43.6% | 30,600 | +49.3% | 0.78% | +49.0% |
| IMKTA | Buy | INGLES MKTS INCcl a | $2,916,000 | +1.6% | 76,650 | +15.0% | 0.77% | +5.5% |
| WSM | Buy | WILLIAMS SONOMA INC | $2,767,000 | +119.1% | 30,600 | +98.7% | 0.73% | +127.3% |
| FB | Buy | FACEBOOK INCcl a | $2,671,000 | +130.7% | 10,200 | +100.0% | 0.71% | +139.7% |
| EA | New | ELECTRONIC ARTS INC | $2,660,000 | – | 20,400 | – | 0.70% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $2,576,000 | – | 25,500 | – | 0.68% | – |
| CRSP | Buy | CRISPR THERAPEUTICS AGnamen akt | $2,559,000 | +126.9% | 30,600 | +99.3% | 0.68% | +135.1% |
| MBUU | Buy | MALIBU BOATS INC | $2,528,000 | +224.5% | 51,000 | +240.0% | 0.67% | +236.2% |
| BERY | New | BERRY GLOBAL GROUP INC | $2,464,000 | – | 51,000 | – | 0.65% | – |
| MIK | New | MICHAELS COS INC | $2,462,000 | – | 255,000 | – | 0.65% | – |
| STMP | Sell | STAMPS COM INC | $2,458,000 | -12.5% | 10,200 | -33.3% | 0.65% | -9.3% |
| CIEN | Buy | CIENA CORP | $2,431,000 | +8.1% | 61,250 | +47.6% | 0.64% | +12.2% |
| PETS | New | PETMED EXPRESS INC | $2,419,000 | – | 76,500 | – | 0.64% | – |
| CAH | New | CARDINAL HEALTH INC | $2,394,000 | – | 51,000 | – | 0.63% | – |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $2,254,000 | -4.4% | 25,500 | -28.7% | 0.60% | -0.7% |
| CLDR | New | CLOUDERA INC | $2,222,000 | – | 204,000 | – | 0.59% | – |
| VMW | Sell | VMWARE INC | $2,198,000 | -30.4% | 15,300 | -25.0% | 0.58% | -27.8% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $2,200,000 | +1.3% | 61,250 | +19.5% | 0.58% | +5.1% |
| T | Sell | AT&T INC | $2,195,000 | -29.5% | 77,000 | -25.2% | 0.58% | -26.8% |
| EAT | Sell | BRINKER INTL INC | $2,179,000 | +18.7% | 51,000 | -33.3% | 0.58% | +23.3% |
| CCS | Sell | CENTURY CMNTYS INC | $2,163,000 | -8.7% | 51,100 | -33.9% | 0.57% | -5.3% |
| PWR | Sell | QUANTA SVCS INC | $2,157,000 | -27.6% | 40,800 | -46.3% | 0.57% | -24.9% |
| EDIT | Sell | EDITAS MEDICINE INC | $2,147,000 | -28.8% | 76,500 | -25.0% | 0.57% | -26.1% |
| COLL | New | COLLEGIUM PHARMACEUTICAL INC | $2,124,000 | – | 102,000 | – | 0.56% | – |
| FNV | New | FRANCO NEV CORP | $2,110,000 | – | 15,120 | – | 0.56% | – |
| CVS | Sell | CVS HEALTH CORP | $2,085,000 | -36.9% | 35,700 | -29.8% | 0.55% | -34.4% |
| TUP | New | TUPPERWARE BRANDS CORP | $2,056,000 | – | 102,000 | – | 0.54% | – |
| EGOV | Sell | NIC INC | $2,009,000 | -14.6% | 102,000 | -0.5% | 0.53% | -11.3% |
| LMNX | Buy | LUMINEX CORP DEL | $2,008,000 | +76.3% | 76,500 | +118.6% | 0.53% | +83.1% |
| KGC | Sell | KINROSS GOLD CORP | $2,000,000 | -31.1% | 226,800 | -43.5% | 0.53% | -28.5% |
| AU | Sell | ANGLOGOLD ASHANTI LTDsponsored adr | $1,994,000 | -46.2% | 75,600 | -39.9% | 0.53% | -44.1% |
| KLAC | Sell | KLA CORPORATION | $1,986,000 | -1.3% | 10,250 | -1.0% | 0.53% | +2.5% |
| INFN | Buy | INFINERA CORP | $1,885,000 | +59.2% | 306,000 | +53.0% | 0.50% | +65.2% |
| USNA | New | USANA HEALTH SCIENCES INC | $1,878,000 | – | 25,500 | – | 0.50% | – |
| SSTK | Buy | SHUTTERSTOCK INC | $1,858,000 | +71.4% | 35,700 | +15.2% | 0.49% | +78.3% |
| GEF | Buy | GREIF INCcl a | $1,847,000 | +110.6% | 51,000 | +100.0% | 0.49% | +118.3% |
| FTNT | New | FORTINET INC | $1,802,000 | – | 15,300 | – | 0.48% | – |
| AAPL | Buy | APPLE INC | $1,795,000 | +347.6% | 15,500 | +1309.1% | 0.48% | +365.7% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $1,781,000 | +20.6% | 25,650 | -1.3% | 0.47% | +24.9% |
| SBH | Buy | SALLY BEAUTY HLDGS INC | $1,773,000 | +37.3% | 204,000 | +98.1% | 0.47% | +42.6% |
| CPB | Buy | CAMPBELL SOUP CO | $1,727,000 | +33.9% | 35,700 | +37.3% | 0.46% | +38.9% |
| PDCO | New | PATTERSON COS INC | $1,721,000 | – | 71,400 | – | 0.46% | – |
| PSMT | Sell | PRICESMART INC | $1,711,000 | -21.2% | 25,750 | -28.5% | 0.45% | -18.2% |
| ULTA | Sell | ULTA BEAUTY INC | $1,713,000 | -34.2% | 7,650 | -40.2% | 0.45% | -31.8% |
| RAD | Buy | RITE AID CORP | $1,699,000 | -35.3% | 179,000 | +16.2% | 0.45% | -32.8% |
| AKAM | Sell | AKAMAI TECHNOLOGIES INC | $1,691,000 | -38.7% | 15,300 | -40.6% | 0.45% | -36.3% |
| ALGN | New | ALIGN TECHNOLOGY INC | $1,670,000 | – | 5,100 | – | 0.44% | – |
| AQUA | New | EVOQUA WATER TECHNOLOGIES CO | $1,623,000 | – | 76,500 | – | 0.43% | – |
| LB | Sell | L BRANDS INC | $1,622,000 | +76.1% | 51,000 | -17.1% | 0.43% | +82.6% |
| YETI | Buy | YETI HLDGS INC | $1,618,000 | +8.2% | 35,700 | +2.0% | 0.43% | +12.3% |
| MHO | New | M/I HOMES INC | $1,612,000 | – | 35,000 | – | 0.43% | – |
| AMZN | Buy | AMAZON COM INC | $1,606,000 | +177.4% | 510 | +142.9% | 0.42% | +187.2% |
| AEIS | New | ADVANCED ENERGY INDS | $1,605,000 | – | 25,500 | – | 0.42% | – |
| HBI | Sell | HANESBRANDS INC | $1,591,000 | -6.7% | 101,000 | -33.1% | 0.42% | -3.2% |
| BWA | New | BORGWARNER INC | $1,581,000 | – | 40,800 | – | 0.42% | – |
| GME | New | GAMESTOP CORP NEWcl a | $1,561,000 | – | 153,000 | – | 0.41% | – |
| IRBT | New | IROBOT CORP | $1,548,000 | – | 20,400 | – | 0.41% | – |
| BBBY | New | BED BATH & BEYOND INC | $1,528,000 | – | 102,000 | – | 0.40% | – |
| PLAB | Buy | PHOTRONICS INC | $1,524,000 | +36.9% | 153,000 | +53.0% | 0.40% | +41.9% |
| JNJ | New | JOHNSON & JOHNSON | $1,519,000 | – | 10,200 | – | 0.40% | – |
| FLDM | New | FLUIDIGM CORP DEL | $1,516,000 | – | 204,000 | – | 0.40% | – |
| STT | New | STATE STR CORP | $1,513,000 | – | 25,500 | – | 0.40% | – |
| APT | Buy | ALPHA PRO TECH LTD | $1,508,000 | +13.6% | 102,000 | +36.0% | 0.40% | +17.7% |
| QLYS | New | QUALYS INC | $1,500,000 | – | 15,300 | – | 0.40% | – |
| JCOM | Sell | J2 GLOBAL INC | $1,412,000 | -28.0% | 20,400 | -34.2% | 0.37% | -25.2% |
| ALRM | New | ALARM COM HLDGS INC | $1,409,000 | – | 25,500 | – | 0.37% | – |
| INFY | Sell | INFOSYS LTDsponsored adr | $1,409,000 | -43.0% | 102,000 | -60.2% | 0.37% | -40.9% |
| CTXS | Sell | CITRIX SYS INC | $1,405,000 | -38.1% | 10,200 | -33.6% | 0.37% | -35.8% |
| ENR | New | ENERGIZER HLDGS INC NEW | $1,397,000 | – | 35,700 | – | 0.37% | – |
| EBAY | Sell | EBAY INC | $1,329,000 | -17.6% | 25,500 | -17.1% | 0.35% | -14.4% |
| K | Sell | KELLOGG CO | $1,324,000 | -34.8% | 20,500 | -33.3% | 0.35% | -32.4% |
| WGO | New | WINNEBAGO INDS INC | $1,318,000 | – | 25,500 | – | 0.35% | – |
| SBUX | Sell | STARBUCKS CORP | $1,315,000 | -56.2% | 15,300 | -62.5% | 0.35% | -54.5% |
| HZO | New | MARINEMAX INC | $1,309,000 | – | 51,000 | – | 0.35% | – |
| DPZ | Buy | DOMINOS PIZZA INC | $1,297,000 | +17.1% | 3,050 | +1.7% | 0.34% | +21.2% |
| AMGN | New | AMGEN INC | $1,296,000 | – | 5,100 | – | 0.34% | – |
| BIDU | New | BAIDU INCspon adr rep a | $1,291,000 | – | 10,200 | – | 0.34% | – |
| FN | Buy | FABRINET | $1,286,000 | +37.4% | 20,400 | +36.0% | 0.34% | +42.3% |
| SPWR | Sell | SUNPOWER CORP | $1,276,000 | -56.0% | 102,000 | -73.1% | 0.34% | -54.3% |
| MAXR | Sell | MAXAR TECHNOLOGIES INC | $1,272,000 | -53.6% | 51,000 | -66.6% | 0.34% | -51.8% |
| STX | Sell | SEAGATE TECHNOLOGY PLC | $1,256,000 | -49.5% | 25,500 | -50.4% | 0.33% | -47.6% |
| TOL | Sell | TOLL BROTHERS INC | $1,216,000 | +6.6% | 25,000 | -28.6% | 0.32% | +10.7% |
| SEDG | Sell | SOLAREDGE TECHNOLOGIES INC | $1,216,000 | -13.7% | 5,100 | -49.8% | 0.32% | -10.3% |
| RGLD | Sell | ROYAL GOLD INC | $1,213,000 | -58.8% | 10,090 | -57.4% | 0.32% | -57.2% |
| ZM | New | ZOOM VIDEO COMMUNICATIONS INcl a | $1,199,000 | – | 2,550 | – | 0.32% | – |
| LGIH | Sell | LGI HOMES INC | $1,185,000 | -12.3% | 10,200 | -33.6% | 0.31% | -8.7% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $1,184,000 | -40.7% | 25,600 | -50.0% | 0.31% | -38.5% |
| AMKR | Buy | AMKOR TECHNOLOGY INC | $1,148,000 | -6.7% | 102,500 | +2.5% | 0.30% | -3.2% |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $1,144,000 | – | 153,000 | – | 0.30% | – |
| HOME | New | AT HOME GROUP INC | $1,137,000 | – | 76,500 | – | 0.30% | – |
| POWI | Sell | POWER INTEGRATIONS INC | $1,130,000 | -53.6% | 20,400 | -1.0% | 0.30% | -51.8% |
| LL | New | LUMBER LIQUIDATORS HLDGS INC | $1,125,000 | – | 51,000 | – | 0.30% | – |
| NTAP | New | NETAPP INC | $1,118,000 | – | 25,500 | – | 0.30% | – |
| ARWR | Sell | ARROWHEAD PHARMACEUTICALS IN | $1,098,000 | -58.7% | 25,500 | -58.5% | 0.29% | -57.0% |
| FHI | Sell | FEDERATED HERMES INCcl b | $1,097,000 | -43.4% | 51,000 | -37.6% | 0.29% | -41.3% |
| TVTY | New | TIVITY HEALTH INC | $1,080,000 | – | 77,000 | – | 0.29% | – |
| KHC | New | KRAFT HEINZ CO | $1,069,000 | – | 35,700 | – | 0.28% | – |
| EXPI | New | EXP WORLD HLDGS INC | $1,029,000 | – | 25,500 | – | 0.27% | – |
| PLUG | Sell | PLUG POWER INC | $1,006,000 | -18.3% | 75,000 | -50.0% | 0.27% | -15.3% |
| BTG | Sell | B2GOLD CORP | $978,000 | -31.3% | 150,000 | -40.0% | 0.26% | -28.7% |
| ASGN | Buy | ASGN INC | $976,000 | -2.4% | 15,350 | +2.3% | 0.26% | +1.2% |
| VVV | Sell | VALVOLINE INC | $971,000 | -51.0% | 51,000 | -50.2% | 0.26% | -49.1% |
| THO | New | THOR INDS INC | $972,000 | – | 10,200 | – | 0.26% | – |
| WW | Buy | WW INTL INC | $962,000 | +45.8% | 51,000 | +96.2% | 0.26% | +51.8% |
| PAAS | Sell | PAN AMERN SILVER CORP | $964,000 | -36.6% | 30,000 | -40.0% | 0.26% | -34.3% |
| QCOM | Sell | QUALCOMM INC | $900,000 | -51.9% | 7,650 | -62.7% | 0.24% | -50.1% |
| CNSL | New | CONSOLIDATED COMM HLDGS INC | $871,000 | – | 153,000 | – | 0.23% | – |
| VIVO | New | MERIDIAN BIOSCIENCE INC | $866,000 | – | 51,000 | – | 0.23% | – |
| LRCX | Buy | LAM RESEARCH CORP | $846,000 | +422.2% | 2,550 | +410.0% | 0.22% | +446.3% |
| JNCE | New | JOUNCE THERAPEUTICS INC | $832,000 | – | 102,000 | – | 0.22% | – |
| SCPL | New | SCIPLAY CORPcl a | $827,000 | – | 51,000 | – | 0.22% | – |
| PSTG | New | PURE STORAGE INCcl a | $785,000 | – | 51,000 | – | 0.21% | – |
| CZZ | Sell | COSAN LTD | $757,000 | -33.0% | 51,000 | -32.0% | 0.20% | -30.6% |
| CLDX | New | CELLDEX THERAPEUTICS INC NEW | $756,000 | – | 51,000 | – | 0.20% | – |
| GRUB | New | GRUBHUB INC | $738,000 | – | 10,200 | – | 0.20% | – |
| CLFD | New | CLEARFIELD INC | $716,000 | – | 35,500 | – | 0.19% | – |
| AUY | Sell | YAMANA GOLD INC | $710,000 | -35.0% | 125,000 | -37.5% | 0.19% | -32.4% |
| HD | Sell | HOME DEPOT INC | $708,000 | -72.4% | 2,550 | -75.1% | 0.19% | -71.5% |
| FSLR | Sell | FIRST SOLAR INC | $675,000 | -33.2% | 10,200 | -50.0% | 0.18% | -30.6% |
| AGI | Sell | ALAMOS GOLD INC NEW | $661,000 | -29.5% | 75,000 | -25.0% | 0.18% | -26.8% |
| MUSA | New | MURPHY USA INC | $654,000 | – | 5,100 | – | 0.17% | – |
| GIS | Sell | GENERAL MLS INC | $632,000 | -2.3% | 10,250 | -2.4% | 0.17% | +1.2% |
| BVN | Sell | COMPANIA DE MINAS BUENAVENTUsponsored adr | $611,000 | -33.2% | 50,000 | -50.0% | 0.16% | -30.5% |
| SNEX | New | STONEX GROUP INC | $537,000 | – | 10,500 | – | 0.14% | – |
| TEN | New | TENNECO INC | $531,000 | – | 76,500 | – | 0.14% | – |
| BLNK | New | BLINK CHARGING CO | $526,000 | – | 51,000 | – | 0.14% | – |
| NGVC | Buy | NATURAL GROCERS BY VITAMIN C | $513,000 | +7228.6% | 52,000 | +10300.0% | 0.14% | +6700.0% |
| BKE | New | BUCKLE INC | $510,000 | – | 25,000 | – | 0.14% | – |
| GNMK | New | GENMARK DIAGNOSTICS INC | $508,000 | – | 35,750 | – | 0.13% | – |
| CNX | New | CNX RESOURCES CORPORATION | $498,000 | – | 52,800 | – | 0.13% | – |
| IEA | New | INFRA AND ENERGY ALTRNTIVE I | $458,000 | – | 77,000 | – | 0.12% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $430,000 | – | 102,000 | – | 0.11% | – |
| MED | New | MEDIFAST INC | $419,000 | – | 2,550 | – | 0.11% | – |
| AMRX | New | AMNEAL PHARMACEUTICALS INC | $396,000 | – | 102,000 | – | 0.10% | – |
| ORGO | Sell | ORGANOGENESIS HLDGS INC | $384,000 | -50.0% | 100,000 | -50.0% | 0.10% | -48.0% |
| CDE | Buy | COEUR MNG INC | $369,000 | +190.6% | 50,000 | +100.0% | 0.10% | +206.2% |
| BIOC | New | BIOCEPT INC | $368,000 | – | 83,500 | – | 0.10% | – |
| IMGN | Buy | IMMUNOGEN INC | $367,000 | -20.2% | 102,000 | +2.0% | 0.10% | -17.1% |
| TTOO | New | T2 BIOSYSTEMS INC | $350,000 | – | 257,500 | – | 0.09% | – |
| VNDA | New | VANDA PHARMACEUTICALS INC | $338,000 | – | 35,000 | – | 0.09% | – |
| NPTN | New | NEOPHOTONICS CORP | $311,000 | – | 51,000 | – | 0.08% | – |
| PULM | Buy | PULMATRIX INC | $298,000 | -13.4% | 250,000 | +25.0% | 0.08% | -10.2% |
| ECOR | New | ELECTROCORE INC | $265,000 | – | 153,000 | – | 0.07% | – |
| WYY | New | WIDEPOINT CORP | $255,000 | – | 510,000 | – | 0.07% | – |
| ADMA | New | ADMA BIOLOGICS INC | $239,000 | – | 100,000 | – | 0.06% | – |
| UONE | New | URBAN ONE INCcl a | $143,000 | – | 25,000 | – | 0.04% | – |
| BEEM | New | BEAM GLOBAL | $30,000 | – | 2,500 | – | 0.01% | – |
| EVSI | Exit | ENVISION SOLAR INTL INC | $0 | – | -2,500 | – | -0.01% | – |
| PI | Exit | IMPINJ INC | $0 | – | -1,000 | – | -0.01% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -250 | – | -0.02% | – |
| AMC | Exit | AMC ENTMT HLDGS INC | $0 | – | -75,000 | – | -0.08% | – |
| CNXM | Exit | CNX MIDSTREAM PARTNERS LP | $0 | – | -60,000 | – | -0.10% | – |
| SDGR | Exit | SCHRODINGER INC | $0 | – | -5,000 | – | -0.12% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -15,500 | – | -0.12% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -20,000 | – | -0.12% | – |
| PVH | Exit | PVH CORPORATION | $0 | – | -10,300 | – | -0.13% | – |
| DENN | Exit | DENNYS CORP | $0 | – | -50,000 | – | -0.13% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -50,000 | – | -0.14% | – |
| GSB | Exit | GLOBALSCAPE INC | $0 | – | -62,000 | – | -0.15% | – |
| NEO | Exit | NEOGENOMICS INC | $0 | – | -20,000 | – | -0.16% | – |
| RUTH | Exit | RUTHS HOSPITALITY GROUP INC | $0 | – | -77,000 | – | -0.16% | – |
| LTHM | Exit | LIVENT CORP | $0 | – | -103,000 | – | -0.16% | – |
| PRLB | Exit | PROTO LABS INC | $0 | – | -6,150 | – | -0.18% | – |
| CDLX | Exit | CARDLYTICS INC | $0 | – | -10,000 | – | -0.18% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -5,300 | – | -0.18% | – |
| EVTC | Exit | EVERTEC INC | $0 | – | -25,000 | – | -0.18% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -50,000 | – | -0.20% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -10,000 | – | -0.22% | – |
| ARNA | Exit | ARENA PHARMACEUTICALS INC | $0 | – | -15,400 | – | -0.25% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -10,000 | – | -0.25% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -66,000 | – | -0.26% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -30,750 | – | -0.27% | – |
| SBRA | Exit | SABRA HEATH CARE REIT INC | $0 | – | -75,000 | – | -0.28% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS IN | $0 | – | -100,000 | – | -0.28% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -103,000 | – | -0.28% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -35,000 | – | -0.28% | – |
| TDG | Exit | TRANSDIGM GROUP INC | $0 | – | -2,500 | – | -0.28% | – |
| FTDR | Exit | FRONTDOOR INC | $0 | – | -25,000 | – | -0.28% | – |
| IHG | Exit | INTERCONTINENTAL HOTELS GROUsponsored ads | $0 | – | -25,000 | – | -0.28% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -10,000 | – | -0.28% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -10,300 | – | -0.30% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -21,000 | – | -0.30% | – |
| SYNH | Exit | SYNEOS HEALTH INCcl a | $0 | – | -20,000 | – | -0.30% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -102,000 | – | -0.31% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -15,000 | – | -0.31% | – |
| ORA | Exit | ORMAT TECHNOLOGIES INC | $0 | – | -20,000 | – | -0.32% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -20,750 | – | -0.33% | – |
| GPS | Exit | GAP INC | $0 | – | -102,000 | – | -0.33% | – |
| SWCH | Exit | SWITCH INCcl a | $0 | – | -77,000 | – | -0.35% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -25,000 | – | -0.35% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -50,000 | – | -0.35% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -10,000 | – | -0.36% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -75,000 | – | -0.37% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -25,000 | – | -0.38% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -25,000 | – | -0.41% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -25,000 | – | -0.45% | – |
| VXRT | Exit | VAXART INC | $0 | – | -200,000 | – | -0.45% | – |
| ATKR | Exit | ATKORE INTL GROUP INC | $0 | – | -67,000 | – | -0.47% | – |
| TXG | Exit | 10X GENOMICS INC | $0 | – | -20,600 | – | -0.47% | – |
| TERP | Exit | TERRAFORM PWR INC | $0 | – | -100,000 | – | -0.47% | – |
| TGT | Exit | TARGET CORP | $0 | – | -15,500 | – | -0.47% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -50,000 | – | -0.48% | – |
| XPER | Exit | XPERI CORP | $0 | – | -127,500 | – | -0.48% | – |
| SEM | Exit | SELECT MED HLDGS CORP | $0 | – | -128,500 | – | -0.48% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -51,000 | – | -0.54% | – |
| LNTH | Exit | LANTHEUS HLDGS INC | $0 | – | -153,000 | – | -0.56% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -35,500 | – | -0.59% | – |
| JBL | Exit | JABIL INC | $0 | – | -77,000 | – | -0.63% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -20,500 | – | -0.64% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -25,500 | – | -0.64% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -4,100 | – | -0.65% | – |
| ALLE | Exit | ALLEGION PLC | $0 | – | -25,400 | – | -0.66% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -101,000 | – | -0.66% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -76,650 | – | -0.71% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | New | NEWMONT CORP | $15,188,000 | – | 246,000 | – | 3.87% | – |
| GOLD | New | BARRICK GOLD CORPORATION | $14,884,000 | – | 552,500 | – | 3.80% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $5,484,000 | – | 85,600 | – | 1.40% | – |
| BIIB | New | BIOGEN INC | $4,803,000 | – | 17,950 | – | 1.22% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $3,708,000 | – | 125,750 | – | 0.94% | – |
| CVS | New | CVS HEALTH CORP | $3,304,000 | – | 50,850 | – | 0.84% | – |
| DKS | New | DICKS SPORTING GOODS INC | $3,177,000 | – | 77,000 | – | 0.81% | – |
| VMW | New | VMWARE INC | $3,159,000 | – | 20,400 | – | 0.81% | – |
| UI | New | UBIQUITI INC | $3,142,000 | – | 18,000 | – | 0.80% | – |
| T | New | AT&T INC | $3,114,000 | – | 103,000 | – | 0.79% | – |
| AMAT | New | APPLIED MATLS INC | $3,083,000 | – | 51,000 | – | 0.79% | – |
| INTC | New | INTEL CORP | $3,066,000 | – | 51,250 | – | 0.78% | – |
| CORT | New | CORCEPT THERAPEUTICS INC | $3,028,000 | – | 180,000 | – | 0.77% | – |
| BIG | New | BIG LOTS INC | $3,024,000 | – | 72,000 | – | 0.77% | – |
| EDIT | New | EDITAS MEDICINE INC | $3,017,000 | – | 102,000 | – | 0.77% | – |
| SBUX | New | STARBUCKS CORP | $2,999,000 | – | 40,750 | – | 0.76% | – |
| PWR | New | QUANTA SVCS INC | $2,981,000 | – | 76,000 | – | 0.76% | – |
| CSIQ | New | CANADIAN SOLAR INC | $2,959,000 | – | 153,600 | – | 0.76% | – |
| RGLD | New | ROYAL GOLD INC | $2,943,000 | – | 23,675 | – | 0.75% | – |
| MTZ | New | MASTEC INC | $2,917,000 | – | 65,000 | – | 0.74% | – |
| KGC | New | KINROSS GOLD CORP | $2,901,000 | – | 401,750 | – | 0.74% | – |
| SPWR | New | SUNPOWER CORP | $2,899,000 | – | 378,500 | – | 0.74% | – |
| IMKTA | New | INGLES MKTS INCcl a | $2,871,000 | – | 66,650 | – | 0.73% | – |
| STMP | New | STAMPS COM INC | $2,810,000 | – | 15,300 | – | 0.72% | – |
| UNFI | New | UNITED NAT FOODS INC | $2,804,000 | – | 154,000 | – | 0.72% | – |
| G | New | GENPACT LIMITED | $2,799,000 | – | 76,650 | – | 0.71% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $2,758,000 | – | 25,750 | – | 0.70% | – |
| MAXR | New | MAXAR TECHNOLOGIES INC | $2,741,000 | – | 152,600 | – | 0.70% | – |
| HIBB | New | HIBBETT SPORTS INC | $2,670,000 | – | 127,500 | – | 0.68% | – |
| ARWR | New | ARROWHEAD PHARMACEUTICALS IN | $2,656,000 | – | 61,500 | – | 0.68% | – |
| SFM | New | SPROUTS FMRS MKT INC | $2,629,000 | – | 102,750 | – | 0.67% | – |
| RAD | New | RITE AID CORP | $2,627,000 | – | 154,000 | – | 0.67% | – |
| GNTX | New | GENTEX CORP | $2,603,000 | – | 101,000 | – | 0.66% | – |
| ULTA | New | ULTA BEAUTY INC | $2,604,000 | – | 12,800 | – | 0.66% | – |
| KR | New | KROGER CO | $2,606,000 | – | 77,000 | – | 0.66% | – |
| ALLE | New | ALLEGION PLC | $2,596,000 | – | 25,400 | – | 0.66% | – |
| HD | New | HOME DEPOT INC | $2,568,000 | – | 10,250 | – | 0.66% | – |
| DFS | New | DISCOVER FINL SVCS | $2,562,000 | – | 51,150 | – | 0.65% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $2,557,000 | – | 4,100 | – | 0.65% | – |
| SNBR | New | SLEEP NUMBER CORP | $2,550,000 | – | 61,250 | – | 0.65% | – |
| ABBV | New | ABBVIE INC | $2,503,000 | – | 25,500 | – | 0.64% | – |
| GTN | New | GRAY TELEVISION INC | $2,497,000 | – | 179,000 | – | 0.64% | – |
| GNRC | New | GENERAC HLDGS INC | $2,500,000 | – | 20,500 | – | 0.64% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $2,488,000 | – | 51,400 | – | 0.63% | – |
| INFY | New | INFOSYS LTDsponsored adr | $2,473,000 | – | 256,000 | – | 0.63% | – |
| JBL | New | JABIL INC | $2,470,000 | – | 77,000 | – | 0.63% | – |
| POWI | New | POWER INTEGRATIONS INC | $2,433,000 | – | 20,600 | – | 0.62% | – |
| FXB | New | INVESCO CURNCYSHS BRIT PND Sbrit poun strl | $2,400,000 | – | 20,000 | – | 0.61% | – |
| SIRI | New | SIRIUS XM HLDGS INC | $2,395,000 | – | 408,000 | – | 0.61% | – |
| CCS | New | CENTURY CMNTYS INC | $2,368,000 | – | 77,250 | – | 0.60% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $2,358,000 | – | 35,750 | – | 0.60% | – |
| EGOV | New | NIC INC | $2,353,000 | – | 102,500 | – | 0.60% | – |
| CMPR | New | CIMPRESS PLC | $2,351,000 | – | 30,800 | – | 0.60% | – |
| TWOU | New | 2U INC | $2,335,000 | – | 61,500 | – | 0.60% | – |
| DNKN | New | DUNKIN BRANDS GROUP INC | $2,316,000 | – | 35,500 | – | 0.59% | – |
| CTXS | New | CITRIX SYS INC | $2,270,000 | – | 15,350 | – | 0.58% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $2,267,000 | – | 128,000 | – | 0.58% | – |
| SYF | New | SYNCHRONY FINL | $2,260,000 | – | 102,000 | – | 0.58% | – |
| HEAR | New | TURTLE BEACH CORP | $2,252,000 | – | 153,000 | – | 0.57% | – |
| CIEN | New | CIENA CORP | $2,248,000 | – | 41,500 | – | 0.57% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $2,234,000 | – | 20,250 | – | 0.57% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $2,203,000 | – | 50,000 | – | 0.56% | – |
| LNTH | New | LANTHEUS HLDGS INC | $2,188,000 | – | 153,000 | – | 0.56% | – |
| PSMT | New | PRICESMART INC | $2,172,000 | – | 36,000 | – | 0.55% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $2,172,000 | – | 51,250 | – | 0.55% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $2,165,000 | – | 76,250 | – | 0.55% | – |
| IAU | New | ISHARES GOLD TRUSTishares | $2,124,000 | – | 125,000 | – | 0.54% | – |
| FXE | New | INVESCO CURRENCYSHARES EURO | $2,120,000 | – | 20,000 | – | 0.54% | – |
| CSGS | New | CSG SYS INTL INC | $2,111,000 | – | 51,000 | – | 0.54% | – |
| GLD | New | SPDR GOLD TRUST | $2,092,000 | – | 12,500 | – | 0.53% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $2,066,000 | – | 20,500 | – | 0.53% | – |
| K | New | KELLOGG CO | $2,031,000 | – | 30,750 | – | 0.52% | – |
| KLAC | New | KLA CORPORATION | $2,013,000 | – | 10,350 | – | 0.51% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $1,996,000 | – | 51,200 | – | 0.51% | – |
| VVV | New | VALVOLINE INC | $1,981,000 | – | 102,500 | – | 0.50% | – |
| JCOM | New | J2 GLOBAL INC | $1,960,000 | – | 31,000 | – | 0.50% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,952,000 | – | 20,500 | – | 0.50% | – |
| FHI | New | FEDERATED HERMES INCcl b | $1,937,000 | – | 81,750 | – | 0.49% | – |
| CI | New | CIGNA CORP NEW | $1,933,000 | – | 10,300 | – | 0.49% | – |
| SEM | New | SELECT MED HLDGS CORP | $1,893,000 | – | 128,500 | – | 0.48% | – |
| XPER | New | XPERI CORP | $1,882,000 | – | 127,500 | – | 0.48% | – |
| MPC | New | MARATHON PETE CORP | $1,869,000 | – | 50,000 | – | 0.48% | – |
| QCOM | New | QUALCOMM INC | $1,870,000 | – | 20,500 | – | 0.48% | – |
| TGT | New | TARGET CORP | $1,859,000 | – | 15,500 | – | 0.47% | – |
| TERP | New | TERRAFORM PWR INC | $1,844,000 | – | 100,000 | – | 0.47% | – |
| TXG | New | 10X GENOMICS INC | $1,840,000 | – | 20,600 | – | 0.47% | – |
| EAT | New | BRINKER INTL INC | $1,836,000 | – | 76,500 | – | 0.47% | – |
| ATKR | New | ATKORE INTL GROUP INC | $1,832,000 | – | 67,000 | – | 0.47% | – |
| ZUMZ | New | ZUMIEZ INC | $1,821,000 | – | 66,500 | – | 0.46% | – |
| EXEL | New | EXELIXIS INC | $1,816,000 | – | 76,500 | – | 0.46% | – |
| INGN | New | INOGEN INC | $1,799,000 | – | 50,650 | – | 0.46% | – |
| VXRT | New | VAXART INC | $1,770,000 | – | 200,000 | – | 0.45% | – |
| MMS | New | MAXIMUS INC | $1,761,000 | – | 25,000 | – | 0.45% | – |
| HBI | New | HANESBRANDS INC | $1,705,000 | – | 151,000 | – | 0.44% | – |
| EBAY | New | EBAY INC | $1,613,000 | – | 30,750 | – | 0.41% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $1,598,000 | – | 25,000 | – | 0.41% | – |
| KSS | New | KOHLS CORP | $1,579,000 | – | 76,000 | – | 0.40% | – |
| PAAS | New | PAN AMERN SILVER CORP | $1,520,000 | – | 50,000 | – | 0.39% | – |
| YETI | New | YETI HLDGS INC | $1,496,000 | – | 35,000 | – | 0.38% | – |
| PFG | New | PRINCIPAL FINL GROUP INC | $1,495,000 | – | 36,000 | – | 0.38% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $1,477,000 | – | 26,000 | – | 0.38% | – |
| IONS | New | IONIS PHARMACEUTICALS INC | $1,474,000 | – | 25,000 | – | 0.38% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $1,447,000 | – | 75,000 | – | 0.37% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $1,442,000 | – | 1,020 | – | 0.37% | – |
| BTG | New | B2GOLD CORP | $1,423,000 | – | 250,000 | – | 0.36% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $1,420,000 | – | 25,750 | – | 0.36% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $1,409,000 | – | 10,150 | – | 0.36% | – |
| AMCX | New | AMC NETWORKS INCcl a | $1,403,000 | – | 60,000 | – | 0.36% | – |
| FFIV | New | F5 NETWORKS INC | $1,395,000 | – | 10,000 | – | 0.36% | – |
| DHI | New | D R HORTON INC | $1,386,000 | – | 25,000 | – | 0.35% | – |
| SYKE | New | SYKES ENTERPRISES INC | $1,383,000 | – | 50,000 | – | 0.35% | – |
| SWCH | New | SWITCH INCcl a | $1,372,000 | – | 77,000 | – | 0.35% | – |
| LGIH | New | LGI HOMES INC | $1,351,000 | – | 15,350 | – | 0.34% | – |
| WTRH | New | WAITR HLDGS INC | $1,341,000 | – | 510,000 | – | 0.34% | – |
| APT | New | ALPHA PRO TECH LTD | $1,328,000 | – | 75,000 | – | 0.34% | – |
| CPB | New | CAMPBELL SOUP CO | $1,290,000 | – | 26,000 | – | 0.33% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $1,291,000 | – | 103,000 | – | 0.33% | – |
| GPS | New | GAP INC | $1,287,000 | – | 102,000 | – | 0.33% | – |
| CRUS | New | CIRRUS LOGIC INC | $1,282,000 | – | 20,750 | – | 0.33% | – |
| ORA | New | ORMAT TECHNOLOGIES INC | $1,270,000 | – | 20,000 | – | 0.32% | – |
| WSM | New | WILLIAMS SONOMA INC | $1,263,000 | – | 15,400 | – | 0.32% | – |
| BGS | New | B & G FOODS INC NEW | $1,256,000 | – | 51,500 | – | 0.32% | – |
| PLUG | New | PLUG POWER INC | $1,232,000 | – | 150,000 | – | 0.31% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $1,231,000 | – | 100,000 | – | 0.31% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $1,220,000 | – | 10,000 | – | 0.31% | – |
| LITE | New | LUMENTUM HLDGS INC | $1,221,000 | – | 15,000 | – | 0.31% | – |
| TTMI | New | TTM TECHNOLOGIES INC | $1,210,000 | – | 102,000 | – | 0.31% | – |
| SNX | New | SYNNEX CORP | $1,198,000 | – | 10,000 | – | 0.30% | – |
| INFN | New | INFINERA CORP | $1,184,000 | – | 200,000 | – | 0.30% | – |
| SYNH | New | SYNEOS HEALTH INCcl a | $1,165,000 | – | 20,000 | – | 0.30% | – |
| ORCL | New | ORACLE CORP | $1,161,000 | – | 21,000 | – | 0.30% | – |
| FB | New | FACEBOOK INCcl a | $1,158,000 | – | 5,100 | – | 0.30% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $1,156,000 | – | 10,300 | – | 0.30% | – |
| ANIP | New | ANI PHARMACEUTICALS INC | $1,148,000 | – | 35,500 | – | 0.29% | – |
| TOL | New | TOLL BROTHERS INC | $1,141,000 | – | 35,000 | – | 0.29% | – |
| LMNX | New | LUMINEX CORP DEL | $1,139,000 | – | 35,000 | – | 0.29% | – |
| CZZ | New | COSAN LTD | $1,130,000 | – | 75,000 | – | 0.29% | – |
| CRSP | New | CRISPR THERAPEUTICS AGnamen akt | $1,128,000 | – | 15,350 | – | 0.29% | – |
| MEI | New | METHODE ELECTRS INC | $1,125,000 | – | 36,000 | – | 0.29% | – |
| PLAB | New | PHOTRONICS INC | $1,113,000 | – | 100,000 | – | 0.28% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $1,112,000 | – | 10,000 | – | 0.28% | – |
| IHG | New | INTERCONTINENTAL HOTELS GROUsponsored ads | $1,109,000 | – | 25,000 | – | 0.28% | – |
| DPZ | New | DOMINOS PIZZA INC | $1,108,000 | – | 3,000 | – | 0.28% | – |
| FTDR | New | FRONTDOOR INC | $1,108,000 | – | 25,000 | – | 0.28% | – |
| TDG | New | TRANSDIGM GROUP INC | $1,105,000 | – | 2,500 | – | 0.28% | – |
| SKX | New | SKECHERS U S A INCcl a | $1,098,000 | – | 35,000 | – | 0.28% | – |
| BLMN | New | BLOOMIN BRANDS INC | $1,098,000 | – | 103,000 | – | 0.28% | – |
| EXC | New | EXELON CORP | $1,089,000 | – | 30,000 | – | 0.28% | – |
| AUY | New | YAMANA GOLD INC | $1,092,000 | – | 200,000 | – | 0.28% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS IN | $1,090,000 | – | 100,000 | – | 0.28% | – |
| AES | New | AES CORP | $1,087,000 | – | 75,000 | – | 0.28% | – |
| SBRA | New | SABRA HEATH CARE REIT INC | $1,082,000 | – | 75,000 | – | 0.28% | – |
| SSTK | New | SHUTTERSTOCK INC | $1,084,000 | – | 31,000 | – | 0.28% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $1,069,000 | – | 10,000 | – | 0.27% | – |
| LUV | New | SOUTHWEST AIRLS CO | $1,051,000 | – | 30,750 | – | 0.27% | – |
| SO | New | SOUTHERN CO | $1,037,000 | – | 20,000 | – | 0.26% | – |
| FSLR | New | FIRST SOLAR INC | $1,010,000 | – | 20,400 | – | 0.26% | – |
| RMBS | New | RAMBUS INC DEL | $1,003,000 | – | 66,000 | – | 0.26% | – |
| ASGN | New | ASGN INC | $1,000,000 | – | 15,000 | – | 0.26% | – |
| MYL | New | MYLAN NV | $997,000 | – | 62,000 | – | 0.25% | – |
| PKG | New | PACKAGING CORP AMER | $998,000 | – | 10,000 | – | 0.25% | – |
| CMP | New | COMPASS MINERALS INTL INC | $975,000 | – | 20,000 | – | 0.25% | – |
| ARNA | New | ARENA PHARMACEUTICALS INC | $969,000 | – | 15,400 | – | 0.25% | – |
| OMI | New | OWENS & MINOR INC NEW | $952,000 | – | 125,000 | – | 0.24% | – |
| FN | New | FABRINET | $936,000 | – | 15,000 | – | 0.24% | – |
| AGI | New | ALAMOS GOLD INC NEW | $938,000 | – | 100,000 | – | 0.24% | – |
| THC | New | TENET HEALTHCARE CORP | $933,000 | – | 51,500 | – | 0.24% | – |
| LB | New | L BRANDS INC | $921,000 | – | 61,500 | – | 0.24% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $914,000 | – | 100,000 | – | 0.23% | – |
| PPL | New | PPL CORP | $904,000 | – | 35,000 | – | 0.23% | – |
| VLO | New | VALERO ENERGY CORP | $882,000 | – | 15,000 | – | 0.22% | – |
| GEF | New | GREIF INCcl a | $877,000 | – | 25,500 | – | 0.22% | – |
| EXAS | New | EXACT SCIENCES CORP | $869,000 | – | 10,000 | – | 0.22% | – |
| AGR | New | AVANGRID INC | $840,000 | – | 20,000 | – | 0.21% | – |
| POR | New | PORTLAND GEN ELEC CO | $836,000 | – | 20,000 | – | 0.21% | – |
| ALE | New | ALLETE INC | $819,000 | – | 15,000 | – | 0.21% | – |
| YELP | New | YELP INCcl a | $810,000 | – | 35,000 | – | 0.21% | – |
| UGI | New | UGI CORP NEW | $795,000 | – | 25,000 | – | 0.20% | – |
| JWN | New | NORDSTROM INC | $798,000 | – | 51,500 | – | 0.20% | – |
| MBUU | New | MALIBU BOATS INC | $779,000 | – | 15,000 | – | 0.20% | – |
| MDU | New | MDU RES GROUP INC | $776,000 | – | 35,000 | – | 0.20% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $775,000 | – | 50,000 | – | 0.20% | – |
| ORGO | New | ORGANOGENESIS HLDGS INC | $768,000 | – | 200,000 | – | 0.20% | – |
| ED | New | CONSOLIDATED EDISON INC | $719,000 | – | 10,000 | – | 0.18% | – |
| PEP | New | PEPSICO INC | $701,000 | – | 5,300 | – | 0.18% | – |
| EVTC | New | EVERTEC INC | $702,000 | – | 25,000 | – | 0.18% | – |
| CQP | New | CHENIERE ENERGY PARTNERS LP | $700,000 | – | 20,000 | – | 0.18% | – |
| CDLX | New | CARDLYTICS INC | $700,000 | – | 10,000 | – | 0.18% | – |
| FITB | New | FIFTH THIRD BANCORP | $694,000 | – | 36,000 | – | 0.18% | – |
| PRLB | New | PROTO LABS INC | $692,000 | – | 6,150 | – | 0.18% | – |
| LKQ | New | LKQ CORP | $681,000 | – | 26,000 | – | 0.17% | – |
| WW | New | WW INTL INC | $660,000 | – | 26,000 | – | 0.17% | – |
| FAST | New | FASTENAL CO | $655,000 | – | 15,300 | – | 0.17% | – |
| NRG | New | NRG ENERGY INC | $651,000 | – | 20,000 | – | 0.17% | – |
| GIS | New | GENERAL MLS INC | $647,000 | – | 10,500 | – | 0.16% | – |
| LTHM | New | LIVENT CORP | $634,000 | – | 103,000 | – | 0.16% | – |
| RUTH | New | RUTHS HOSPITALITY GROUP INC | $628,000 | – | 77,000 | – | 0.16% | – |
| LUMN | New | CENTURYLINK INC | $622,000 | – | 62,000 | – | 0.16% | – |
| NEO | New | NEOGENOMICS INC | $620,000 | – | 20,000 | – | 0.16% | – |
| IBM | New | INTERNAT BUSINESS MACHS | $616,000 | – | 5,100 | – | 0.16% | – |
| AER | New | AERCAP HOLDINGS NV | $616,000 | – | 20,000 | – | 0.16% | – |
| GSB | New | GLOBALSCAPE INC | $604,000 | – | 62,000 | – | 0.15% | – |
| DUK | New | DUKE ENERGY CORP NEW | $599,000 | – | 7,500 | – | 0.15% | – |
| AGEN | New | AGENUS INC | $590,000 | – | 150,000 | – | 0.15% | – |
| FE | New | FIRSTENERGY CORP | $582,000 | – | 15,000 | – | 0.15% | – |
| AMZN | New | AMAZON COM INC | $579,000 | – | 210 | – | 0.15% | – |
| BKH | New | BLACK HILLS CORP | $567,000 | – | 10,000 | – | 0.14% | – |
| TGNA | New | TEGNA INC | $557,000 | – | 50,000 | – | 0.14% | – |
| ACCO | New | ACCO BRANDS CORP | $547,000 | – | 77,000 | – | 0.14% | – |
| NWE | New | NORTHWESTERN CORP | $545,000 | – | 10,000 | – | 0.14% | – |
| EIX | New | EDISON INTL | $543,000 | – | 10,000 | – | 0.14% | – |
| NAVI | New | NAVIENT CORPORATION | $527,000 | – | 75,000 | – | 0.13% | – |
| MDP | New | MEREDITH CORP | $509,000 | – | 35,000 | – | 0.13% | – |
| DENN | New | DENNYS CORP | $505,000 | – | 50,000 | – | 0.13% | – |
| HRB | New | BLOCK H & R INC | $500,000 | – | 35,000 | – | 0.13% | – |
| PVH | New | PVH CORPORATION | $495,000 | – | 10,300 | – | 0.13% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP IN | $492,000 | – | 10,000 | – | 0.12% | – |
| HP | New | HELMERICH & PAYNE INC | $488,000 | – | 25,000 | – | 0.12% | – |
| FXF | New | INVESCO CURRENCYSHARES SWISSswiss franc | $484,000 | – | 5,000 | – | 0.12% | – |
| MLHR | New | MILLER HERMAN INC | $472,000 | – | 20,000 | – | 0.12% | – |
| TWTR | New | TWITTER INC | $462,000 | – | 15,500 | – | 0.12% | – |
| SDGR | New | SCHRODINGER INC | $458,000 | – | 5,000 | – | 0.12% | – |
| IMGN | New | IMMUNOGEN INC | $460,000 | – | 100,000 | – | 0.12% | – |
| NG | New | NOVAGOLD RES INC | $459,000 | – | 50,000 | – | 0.12% | – |
| HAL | New | HALLIBURTON CO | $454,000 | – | 35,000 | – | 0.12% | – |
| FCEL | New | FUELCELL ENERGY INC | $452,000 | – | 200,000 | – | 0.12% | – |
| NS | New | NUSTAR ENERGY LP | $443,000 | – | 31,000 | – | 0.11% | – |
| D | New | DOMINION ENERGY INC | $406,000 | – | 5,000 | – | 0.10% | – |
| CNXM | New | CNX MIDSTREAM PARTNERS LP | $399,000 | – | 60,000 | – | 0.10% | – |
| AAPL | New | APPLE INC | $401,000 | – | 1,100 | – | 0.10% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $398,000 | – | 5,000 | – | 0.10% | – |
| OTTR | New | OTTER TAIL CORP | $388,000 | – | 10,000 | – | 0.10% | – |
| URBN | New | URBAN OUTFITTERS INC | $381,000 | – | 25,000 | – | 0.10% | – |
| AVA | New | AVISTA CORP | $364,000 | – | 10,000 | – | 0.09% | – |
| PNW | New | PINNACLE WEST CAP CORP | $366,000 | – | 5,000 | – | 0.09% | – |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $361,000 | – | 10,000 | – | 0.09% | – |
| SUPN | New | SUPERNUS PHARMACEUTICALS INC | $356,000 | – | 15,000 | – | 0.09% | – |
| PBF | New | PBF ENERGY INCcl a | $358,000 | – | 35,000 | – | 0.09% | – |
| PULM | New | PULMATRIX INC | $344,000 | – | 200,000 | – | 0.09% | – |
| DBI | New | DESIGNER BRANDS INCcl a | $339,000 | – | 50,000 | – | 0.09% | – |
| AMC | New | AMC ENTMT HLDGS INC | $322,000 | – | 75,000 | – | 0.08% | – |
| AL | New | AIR LEASE CORPcl a | $293,000 | – | 10,000 | – | 0.08% | – |
| MSFT | New | MICROSOFT CORP | $224,000 | – | 1,100 | – | 0.06% | – |
| DTE | New | DTE ENERGY CO | $215,000 | – | 2,000 | – | 0.06% | – |
| SELB | New | SELECTA BIOSCIENCES INC | $213,000 | – | 75,000 | – | 0.05% | – |
| LRCX | New | LAM RESEARCH CORP | $162,000 | – | 500 | – | 0.04% | – |
| CDE | New | COEUR MNG INC | $127,000 | – | 25,000 | – | 0.03% | – |
| FXY | New | INVESCO CURRENCYSHARES JAPANjapanese yen | $88,000 | – | 1,000 | – | 0.02% | – |
| NEE | New | NEXTERA ENERGY INC | $60,000 | – | 250 | – | 0.02% | – |
| LCI | New | LANNETT INC | $54,000 | – | 7,500 | – | 0.01% | – |
| ETR | New | ENTERGY CORP NEW | $47,000 | – | 500 | – | 0.01% | – |
| AEE | New | AMEREN CORP | $35,000 | – | 500 | – | 0.01% | – |
| OKE | New | ONEOK INC NEW | $33,000 | – | 985 | – | 0.01% | – |
| PI | New | IMPINJ INC | $27,000 | – | 1,000 | – | 0.01% | – |
| WMB | New | WILLIAMS COS INC | $25,000 | – | 1,293 | – | 0.01% | – |
| EVSI | New | ENVISION SOLAR INTL INC | $25,000 | – | 2,500 | – | 0.01% | – |
| SPKE | New | SPARK ENERGY INC | $18,000 | – | 2,500 | – | 0.01% | – |
| GWRS | New | GLOBAL WTR RES INC | $11,000 | – | 1,000 | – | 0.00% | – |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $7,000 | – | 500 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BWZ | Exit | SPDR SERIES TRUSTblomberg brc int | $0 | – | -1,000 | – | -0.01% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -1,293 | – | -0.01% | – |
| CRL | Exit | CHARLES RIV LABS INTL INC | $0 | – | -250 | – | -0.01% | – |
| PI | Exit | IMPINJ INC | $0 | – | -1,000 | – | -0.01% | – |
| EBAY | Exit | EBAY INC | $0 | – | -1,000 | – | -0.01% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -1,000 | – | -0.01% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -750 | – | -0.02% | – |
| BWX | Exit | SPDR SERIES TRUSTblomberg intl tr | $0 | – | -2,000 | – | -0.02% | – |
| WIP | Exit | SPDR SERIES TRUSTftse int gvt etf | $0 | – | -1,000 | – | -0.02% | – |
| VCEL | Exit | VERICEL CORP | $0 | – | -4,000 | – | -0.02% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP IN | $0 | – | -1,000 | – | -0.02% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -500 | – | -0.02% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -985 | – | -0.02% | – |
| ISHG | Exit | ISHARES TR3yrtb etf | $0 | – | -1,000 | – | -0.02% | – |
| T | Exit | AT&T INC | $0 | – | -2,000 | – | -0.02% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -1,000 | – | -0.02% | – |
| FXY | Exit | INVESCO CURNCYSHS JAPANESE Yjapanese yen | $0 | – | -1,000 | – | -0.02% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -1,000 | – | -0.03% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -1,000 | – | -0.03% | – |
| IGOV | Exit | ISHARES TRintl trea bd etf | $0 | – | -2,000 | – | -0.03% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -1,000 | – | -0.03% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -1,000 | – | -0.03% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -25,000 | – | -0.03% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -1,669 | – | -0.04% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -1,000 | – | -0.04% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,000 | – | -0.07% | – |
| TTSH | Exit | TILE SHOP HLDGS INC | $0 | – | -75,000 | – | -0.07% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -5,000 | – | -0.09% | – |
| IAU | Exit | ISHARES GOLD TRUSTishares | $0 | – | -25,000 | – | -0.10% | – |
| EIX | Exit | EDISON INTL | $0 | – | -5,000 | – | -0.11% | – |
| FXF | Exit | INVESCO CURNCYSHS SWISS FRANswiss franc | $0 | – | -5,000 | – | -0.13% | – |
| FXS | Exit | INVESCO CURNCYSHS SWEDSH KROswedish krona | $0 | – | -5,000 | – | -0.13% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -5,000 | – | -0.14% | – |
| FORM | Exit | FORMFACTOR INC | $0 | – | -26,000 | – | -0.14% | – |
| PPL | Exit | PPL CORP | $0 | – | -17,250 | – | -0.15% | – |
| VNET | Exit | 21VIANET GROUP INCsponsored ads a | $0 | – | -75,000 | – | -0.16% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -10,000 | – | -0.17% | – |
| NG | Exit | NOVAGOLD RES INC | $0 | – | -100,000 | – | -0.17% | – |
| UA | Exit | UNDER ARMOUR INCcl c | $0 | – | -35,000 | – | -0.18% | – |
| BTG | Exit | B2GOLD CORP | $0 | – | -200,000 | – | -0.18% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -35,000 | – | -0.19% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -35,000 | – | -0.19% | – |
| FEYE | Exit | FIREEYE INC | $0 | – | -50,000 | – | -0.19% | – |
| STRA | Exit | STRATEGIC ED INC | $0 | – | -5,000 | – | -0.19% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -200,000 | – | -0.20% | – |
| SUPN | Exit | SUPERNUS PHARMACEUTICALS INC | $0 | – | -25,000 | – | -0.20% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -5,000 | – | -0.20% | – |
| INGN | Exit | INOGEN INC | $0 | – | -15,000 | – | -0.20% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -35,000 | – | -0.21% | – |
| MOMO | Exit | MOMO INCadr | $0 | – | -25,000 | – | -0.22% | – |
| M | Exit | MACYS INC | $0 | – | -50,000 | – | -0.22% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -10,000 | – | -0.23% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -200,000 | – | -0.23% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -35,000 | – | -0.23% | – |
| CNXM | Exit | CNX MIDSTREAM PARTNERS LP | $0 | – | -60,000 | – | -0.24% | – |
| DBI | Exit | DESIGNER BRANDS INCcl a | $0 | – | -50,000 | – | -0.24% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -55,000 | – | -0.24% | – |
| CORT | Exit | CORCEPT THERAPEUTICS INC | $0 | – | -61,296 | – | -0.24% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -20,000 | – | -0.24% | – |
| AGI | Exit | ALAMOS GOLD INC NEW | $0 | – | -150,000 | – | -0.25% | – |
| NS | Exit | NUSTAR ENERGY LP | $0 | – | -31,000 | – | -0.25% | – |
| CQP | Exit | CHENIERE ENERGY PARTNERS LP | $0 | – | -20,000 | – | -0.26% | – |
| NUVA | Exit | NUVASIVE INC | $0 | – | -15,000 | – | -0.27% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -35,000 | – | -0.27% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -25,000 | – | -0.28% | – |
| PLAY | Exit | DAVE & BUSTERS ENTMT INC | $0 | – | -25,000 | – | -0.28% | – |
| SBGL | Exit | SIBANYE STILLWATERsponsored adr | $0 | – | -181,900 | – | -0.28% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -25,000 | – | -0.28% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -5,250 | – | -0.29% | – |
| CERN | Exit | CERNER CORP | $0 | – | -15,000 | – | -0.29% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -10,500 | – | -0.29% | – |
| LMNX | Exit | LUMINEX CORP DEL | $0 | – | -50,000 | – | -0.29% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -5,000 | – | -0.29% | – |
| ATKR | Exit | ATKORE INTL GROUP INC | $0 | – | -35,000 | – | -0.30% | – |
| SSW | Exit | SEASPAN CORP | $0 | – | -100,000 | – | -0.30% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -10,500 | – | -0.31% | – |
| ENPH | Exit | ENPHASE ENERGY INC | $0 | – | -50,000 | – | -0.32% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -75,000 | – | -0.32% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -50,000 | – | -0.32% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -50,000 | – | -0.33% | – |
| NVTA | Exit | INVITAE CORP | $0 | – | -60,000 | – | -0.33% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -15,000 | – | -0.33% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -5,000 | – | -0.33% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -10,750 | – | -0.33% | – |
| ARNA | Exit | ARENA PHARMACEUTICALS INC | $0 | – | -25,750 | – | -0.33% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -35,000 | – | -0.34% | – |
| UPS | Exit | UNITED PARCEL SERVICEcl b | $0 | – | -10,000 | – | -0.34% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -25,000 | – | -0.35% | – |
| SSTK | Exit | SHUTTERSTOCK INC | $0 | – | -35,000 | – | -0.36% | – |
| NNI | Exit | NELNET INCcl a | $0 | – | -20,000 | – | -0.36% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -35,000 | – | -0.36% | – |
| AUY | Exit | YAMANA GOLD INC | $0 | – | -400,000 | – | -0.36% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -15,000 | – | -0.36% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -35,000 | – | -0.36% | – |
| KR | Exit | KROGER CO | $0 | – | -50,000 | – | -0.36% | – |
| CVA | Exit | COVANTA HLDG CORP | $0 | – | -75,000 | – | -0.37% | – |
| TTEK | Exit | TETRA TECH INC NEW | $0 | – | -15,000 | – | -0.37% | – |
| MATX | Exit | MATSON INC | $0 | – | -35,000 | – | -0.37% | – |
| AMC | Exit | AMC ENTMT HLDGS INC | $0 | – | -125,000 | – | -0.38% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -10,650 | – | -0.39% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -15,000 | – | -0.39% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -5,000 | – | -0.39% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -50,000 | – | -0.40% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -10,000 | – | -0.40% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -26,250 | – | -0.41% | – |
| SNBR | Exit | SLEEP NUMBER CORP | $0 | – | -35,000 | – | -0.41% | – |
| EXC | Exit | EXELON CORP | $0 | – | -30,000 | – | -0.41% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -5,250 | – | -0.41% | – |
| SBH | Exit | SALLY BEAUTY HLDGS INC | $0 | – | -100,000 | – | -0.42% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -100,000 | – | -0.42% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -50,000 | – | -0.43% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -10,250 | – | -0.44% | – |
| SUN | Exit | SUNOCO LP | $0 | – | -50,000 | – | -0.44% | – |
| K | Exit | KELLOGG COMPANY | $0 | – | -25,000 | – | -0.46% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -35,000 | – | -0.46% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -51,000 | – | -0.47% | – |
| USO | Exit | UNITED STATES OIL FUND LPunits | $0 | – | -150,000 | – | -0.48% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -7,500 | – | -0.50% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -102,000 | – | -0.51% | – |
| INTC | Exit | INTEL CORP | $0 | – | -36,000 | – | -0.53% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -35,000 | – | -0.53% | – |
| USM | Exit | UNITED STATES CELLULAR CORP | $0 | – | -50,000 | – | -0.53% | – |
| VSAT | Exit | VIASAT INC | $0 | – | -25,000 | – | -0.53% | – |
| AFL | Exit | AFLAC INC | $0 | – | -36,000 | – | -0.53% | – |
| CSII | Exit | CARDIOVASCULAR SYS INC DEL | $0 | – | -39,768 | – | -0.54% | – |
| NEO | Exit | NEOGENOMICS INC | $0 | – | -100,000 | – | -0.54% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -177,500 | – | -0.55% | – |
| MBUU | Exit | MALIBU BOATS INC | $0 | – | -65,000 | – | -0.56% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -75,000 | – | -0.57% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -50,000 | – | -0.57% | – |
| PEGI | Exit | PATTERN ENERGY GROUP INCcl a | $0 | – | -75,000 | – | -0.57% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS IN | $0 | – | -125,000 | – | -0.58% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -36,000 | – | -0.58% | – |
| FXE | Exit | INVESCO CURRENCYSHS EURO | $0 | – | -20,000 | – | -0.59% | – |
| AES | Exit | AES CORP | $0 | – | -127,500 | – | -0.59% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -50,000 | – | -0.60% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -35,000 | – | -0.61% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -101,500 | – | -0.64% | – |
| KGC | Exit | KINROSS GOLD CORP | $0 | – | -500,000 | – | -0.65% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -10,000 | – | -0.66% | – |
| VMW | Exit | VMWARE INC | $0 | – | -15,500 | – | -0.66% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -50,000 | – | -0.67% | – |
| UI | Exit | UBIQUITI INC | $0 | – | -20,000 | – | -0.67% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -20,000 | – | -0.68% | – |
| FXB | Exit | INVESCO CURNCYSHS BRIT PNDSbrit poun strl | $0 | – | -20,000 | – | -0.68% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -30,500 | – | -0.68% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -150,000 | – | -0.68% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -100,000 | – | -0.68% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -125,000 | – | -0.68% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -50,000 | – | -0.70% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -10,250 | – | -0.73% | – |
| ANIP | Exit | ANI PHARMACEUTICALS INC | $0 | – | -35,500 | – | -0.73% | – |
| TXG | Exit | 10X GENOMICS INC | $0 | – | -51,500 | – | -0.74% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -100,000 | – | -0.74% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -40,000 | – | -0.75% | – |
| TGT | Exit | TARGET CORP | $0 | – | -25,000 | – | -0.76% | – |
| FN | Exit | FABRINET | $0 | – | -51,250 | – | -0.76% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -175,000 | – | -0.77% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -150,000 | – | -0.78% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -50,000 | – | -0.78% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -25,750 | – | -0.80% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -75,000 | – | -0.80% | – |
| HASI | Exit | HANNON ARMSTRONG SUST INFR C | $0 | – | -100,000 | – | -0.83% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -50,750 | – | -0.83% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -60,000 | – | -0.84% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -25,500 | – | -0.85% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -35,500 | – | -0.86% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -51,250 | – | -0.88% | – |
| EGOV | Exit | NIC INC | $0 | – | -150,000 | – | -0.88% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -30,500 | – | -0.90% | – |
| HSIC | Exit | HENRY SCHEIN INC | $0 | – | -50,000 | – | -0.90% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -25,700 | – | -0.95% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -178,000 | – | -0.95% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -61,500 | – | -0.96% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -125,000 | – | -0.98% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -85,000 | – | -0.98% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -102,000 | – | -0.98% | – |
| NXST | Exit | NEXSTAR MEDIA GROUP INCcl a | $0 | – | -35,000 | – | -1.01% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -41,000 | – | -1.03% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -40,000 | – | -1.04% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -225,000 | – | -1.04% | – |
| XPER | Exit | XPERI CORP | $0 | – | -178,500 | – | -1.05% | – |
| SIRI | Exit | SIRIUS XM HLDGS INC | $0 | – | -600,000 | – | -1.06% | – |
| LNTH | Exit | LANTHEUS HLDGS INC | $0 | – | -153,000 | – | -1.09% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -50,500 | – | -1.12% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -40,000 | – | -1.12% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -102,250 | – | -1.14% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -50,750 | – | -1.14% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -60,000 | – | -1.16% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -51,150 | – | -1.18% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -251,500 | – | -1.30% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -102,000 | – | -1.30% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -60,750 | – | -1.44% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -45,250 | – | -1.58% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -201,500 | – | -3.06% | – |
| NEM | Exit | NEWMONT GOLDCORP CORPORATION | $0 | – | -337,250 | – | -3.62% | – |
| GOLD | Exit | BARRICK GOLD CORPORATION | $0 | – | -808,200 | – | -3.97% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOLD | Sell | BARRICK GOLD CORPORATION | $14,006,000 | +4.1% | 808,200 | -5.3% | 3.97% | +5.6% |
| NEM | Buy | NEWMONT GOLDCORP CORPORATION | $12,789,000 | +10.8% | 337,250 | +12.4% | 3.62% | +12.4% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $10,802,000 | +20.5% | 201,500 | +15.1% | 3.06% | +22.2% |
| RGLD | Buy | ROYAL GOLD INC | $5,575,000 | +117.6% | 45,250 | +81.0% | 1.58% | +120.5% |
| SEDG | Buy | SOLAREDGE TECHNOLOGIES INC | $5,086,000 | +307.2% | 60,750 | +203.8% | 1.44% | +312.9% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $4,598,000 | +8.8% | 102,000 | +2.0% | 1.30% | +10.3% |
| AU | Buy | ANGLOGOLD ASHANTI LTDsponsored adr | $4,595,000 | +106.4% | 251,500 | +101.2% | 1.30% | +109.3% |
| DFS | Buy | DISCOVER FINL SVCS | $4,148,000 | +113.8% | 51,150 | +104.6% | 1.18% | +116.8% |
| DNKN | Buy | DUNKIN BRANDS GROUP INC | $4,028,000 | +1.1% | 50,750 | +1.5% | 1.14% | +2.5% |
| CIEN | Buy | CIENA CORP | $4,011,000 | +30.0% | 102,250 | +36.3% | 1.14% | +31.8% |
| GNRC | Sell | GENERAC HLDGS INC | $3,956,000 | -5.0% | 50,500 | -15.8% | 1.12% | -3.6% |
| LNTH | Buy | LANTHEUS HLDGS INC | $3,835,000 | +35.5% | 153,000 | +53.0% | 1.09% | +37.3% |
| SIRI | Sell | SIRIUS XM HLDGS INC | $3,753,000 | -15.9% | 600,000 | -25.0% | 1.06% | -14.8% |
| XPER | Buy | XPERI CORP | $3,691,000 | +139.1% | 178,500 | +138.0% | 1.05% | +142.7% |
| AKAM | Sell | AKAMAI TECHNOLOGIES INC | $3,655,000 | -8.8% | 40,000 | -20.0% | 1.04% | -7.5% |
| SBUX | Sell | STARBUCKS CORP | $3,625,000 | -13.5% | 41,000 | -18.0% | 1.03% | -12.3% |
| NXST | Buy | NEXSTAR MEDIA GROUP INCcl a | $3,581,000 | +41.8% | 35,000 | +40.0% | 1.01% | +43.8% |
| SYF | New | SYNCHRONY FINL | $3,477,000 | – | 102,000 | – | 0.98% | – |
| GIS | Buy | GENERAL MLS INC | $3,390,000 | +7.6% | 61,500 | +2.5% | 0.96% | +9.1% |
| CSIQ | Buy | CANADIAN SOLAR INC | $3,361,000 | +2.7% | 178,000 | +18.7% | 0.95% | +4.0% |
| DIS | Sell | DISNEY WALT CO | $3,349,000 | -20.1% | 25,700 | -14.3% | 0.95% | -18.9% |
| HSIC | Sell | HENRY SCHEIN INC | $3,175,000 | -24.3% | 50,000 | -16.7% | 0.90% | -23.3% |
| ALLE | Buy | ALLEGION PUB LTD CO | $3,161,000 | -4.7% | 30,500 | +1.7% | 0.90% | -3.2% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $3,093,000 | -9.8% | 51,250 | -14.6% | 0.88% | -8.6% |
| MUSA | Buy | MURPHY USA INC | $3,028,000 | +3.0% | 35,500 | +1.4% | 0.86% | +4.4% |
| AXP | Buy | AMERICAN EXPRESS CO | $3,016,000 | -2.3% | 25,500 | +2.0% | 0.85% | -0.9% |
| FSLR | New | FIRST SOLAR INC | $2,944,000 | – | 50,750 | – | 0.83% | – |
| SJM | Buy | SMUCKER J M CO | $2,833,000 | +23.0% | 25,750 | +28.8% | 0.80% | +24.7% |
| PWR | Sell | QUANTA SVCS INC | $2,835,000 | -32.5% | 75,000 | -31.8% | 0.80% | -31.5% |
| SCS | Buy | STEELCASE INCcl a | $2,760,000 | +29.1% | 150,000 | +20.0% | 0.78% | +31.0% |
| FN | Buy | FABRINET | $2,680,000 | +54.2% | 51,250 | +46.4% | 0.76% | +56.5% |
| TGT | Sell | TARGET CORP | $2,673,000 | -58.9% | 25,000 | -66.7% | 0.76% | -58.3% |
| CCK | Sell | CROWN HOLDINGS INC | $2,642,000 | -33.5% | 40,000 | -38.5% | 0.75% | -32.6% |
| WPM | Sell | WHEATON PRECIOUS METALS CORP | $2,624,000 | -13.2% | 100,000 | -20.0% | 0.74% | -12.0% |
| TXG | New | 10X GENOMICS INC | $2,596,000 | – | 51,500 | – | 0.74% | – |
| ANIP | Buy | ANI PHARMACEUTICALS INC | $2,587,000 | +25.9% | 35,500 | +42.0% | 0.73% | +27.7% |
| ULTA | Buy | ULTA BEAUTY INC | $2,569,000 | +48.2% | 10,250 | +105.0% | 0.73% | +50.4% |
| JKS | Buy | JINKOSOLAR HLDG CO LTDsponsored adr | $2,392,000 | +47.0% | 150,000 | +100.0% | 0.68% | +49.3% |
| OMC | Buy | OMNICOM GROUP INC | $2,388,000 | -2.8% | 30,500 | +1.7% | 0.68% | -1.5% |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $2,384,000 | – | 20,000 | – | 0.68% | – |
| UI | New | UBIQUITI INC | $2,365,000 | – | 20,000 | – | 0.67% | – |
| VMW | New | VMWARE INC | $2,326,000 | – | 15,500 | – | 0.66% | – |
| LRCX | New | LAM RESEARCH CORP | $2,311,000 | – | 10,000 | – | 0.66% | – |
| AYR | Buy | AIRCASTLE LTD | $2,277,000 | +114.2% | 101,500 | +103.0% | 0.64% | +117.2% |
| EAT | Sell | BRINKER INTL INC | $2,134,000 | -27.7% | 50,000 | -33.3% | 0.60% | -26.6% |
| AES | Sell | AES CORP | $2,083,000 | -17.1% | 127,500 | -15.0% | 0.59% | -16.0% |
| PFG | New | PRINCIPAL FINL GROUP INC | $2,057,000 | – | 36,000 | – | 0.58% | – |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS IN | $2,028,000 | -40.0% | 125,000 | -37.5% | 0.58% | -39.1% |
| PEGI | Sell | PATTERN ENERGY GROUP INCcl a | $2,020,000 | -30.0% | 75,000 | -40.0% | 0.57% | -29.0% |
| SPWR | New | SUNPOWER CORP | $1,947,000 | – | 177,500 | – | 0.55% | – |
| CSII | Sell | CARDIOVASCULAR SYS INC DEL | $1,890,000 | -11.9% | 39,768 | -20.5% | 0.54% | -10.7% |
| AFL | Sell | AFLAC INC | $1,884,000 | -42.7% | 36,000 | -40.0% | 0.53% | -41.9% |
| CRUS | New | CIRRUS LOGIC INC | $1,875,000 | – | 35,000 | – | 0.53% | – |
| INTC | Buy | INTEL CORP | $1,855,000 | +55.0% | 36,000 | +44.0% | 0.53% | +57.5% |
| EXEL | New | EXELIXIS INC | $1,804,000 | – | 102,000 | – | 0.51% | – |
| BIIB | Sell | BIOGEN INC | $1,746,000 | -25.4% | 7,500 | -25.0% | 0.50% | -24.2% |
| FAST | Sell | FASTENAL CO | $1,666,000 | -36.1% | 51,000 | -36.2% | 0.47% | -35.2% |
| CPB | Sell | CAMPBELL SOUP CO | $1,642,000 | -37.0% | 35,000 | -46.2% | 0.46% | -36.1% |
| K | Sell | KELLOGG COMPANY | $1,609,000 | -14.2% | 25,000 | -28.6% | 0.46% | -13.0% |
| SUN | New | SUNOCO LP | $1,572,000 | – | 50,000 | – | 0.44% | – |
| ALGT | New | ALLEGIANT TRAVEL CO | $1,534,000 | – | 10,250 | – | 0.44% | – |
| SCSC | Sell | SCANSOURCE INC | $1,528,000 | -27.8% | 50,000 | -23.1% | 0.43% | -26.7% |
| SBH | Sell | SALLY BEAUTY HLDGS INC | $1,489,000 | -10.7% | 100,000 | -20.0% | 0.42% | -9.4% |
| EXC | Sell | EXELON CORP | $1,449,000 | -73.7% | 30,000 | -73.9% | 0.41% | -73.3% |
| AVGO | New | BROADCOM INC | $1,449,000 | – | 5,250 | – | 0.41% | – |
| SNBR | Buy | SLEEP NUMBER CORP | $1,446,000 | +43.2% | 35,000 | +40.0% | 0.41% | +45.4% |
| ORCL | New | ORACLE CORP | $1,445,000 | – | 26,250 | – | 0.41% | – |
| FFIV | Sell | F5 NETWORKS INC | $1,404,000 | -35.7% | 10,000 | -33.3% | 0.40% | -34.8% |
| JNJ | New | JOHNSON & JOHNSON | $1,378,000 | – | 10,650 | – | 0.39% | – |
| MATX | Sell | MATSON INC | $1,313,000 | -54.9% | 35,000 | -53.3% | 0.37% | -54.3% |
| TTEK | Sell | TETRA TECH INC NEW | $1,301,000 | -33.8% | 15,000 | -40.0% | 0.37% | -32.8% |
| CVA | Sell | COVANTA HLDG CORP | $1,297,000 | -51.7% | 75,000 | -50.0% | 0.37% | -51.1% |
| KR | Sell | KROGER CO | $1,289,000 | -52.5% | 50,000 | -60.0% | 0.36% | -51.8% |
| ARNA | New | ARENA PHARMACEUTICALS INC | $1,179,000 | – | 25,750 | – | 0.33% | – |
| ALL | New | ALLSTATE CORP | $1,168,000 | – | 10,750 | – | 0.33% | – |
| PGR | Sell | PROGRESSIVE CORP OHIO | $1,159,000 | -42.0% | 15,000 | -40.0% | 0.33% | -41.2% |
| NVTA | New | INVITAE CORP | $1,156,000 | – | 60,000 | – | 0.33% | – |
| ENPH | New | ENPHASE ENERGY INC | $1,112,000 | – | 50,000 | – | 0.32% | – |
| TECD | New | TECH DATA CORP | $1,095,000 | – | 10,500 | – | 0.31% | – |
| ATKR | Buy | ATKORE INTL GROUP INC | $1,062,000 | +64.1% | 35,000 | +40.0% | 0.30% | +66.3% |
| SSW | New | SEASPAN CORP | $1,063,000 | – | 100,000 | – | 0.30% | – |
| LMNX | Sell | LUMINEX CORP DEL | $1,032,000 | -60.0% | 50,000 | -60.0% | 0.29% | -59.5% |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $1,032,000 | – | 5,000 | – | 0.29% | – |
| ALXN | Buy | ALEXION PHARMACEUTICALS INC | $1,028,000 | -21.5% | 10,500 | +5.0% | 0.29% | -20.5% |
| CERN | Sell | CERNER CORP | $1,023,000 | -30.2% | 15,000 | -25.0% | 0.29% | -29.3% |
| AMGN | Buy | AMGEN INC | $1,016,000 | +10.3% | 5,250 | +5.0% | 0.29% | +12.1% |
| PLAY | Sell | DAVE & BUSTERS ENTMT INC | $974,000 | -31.2% | 25,000 | -28.6% | 0.28% | -30.3% |
| G | Sell | GENPACT LIMITED | $969,000 | -27.3% | 25,000 | -28.6% | 0.28% | -26.1% |
| NUVA | Sell | NUVASIVE INC | $951,000 | -53.6% | 15,000 | -57.1% | 0.27% | -53.0% |
| AGI | New | ALAMOS GOLD INC NEW | $870,000 | – | 150,000 | – | 0.25% | – |
| CORT | New | CORCEPT THERAPEUTICS INC | $866,000 | – | 61,296 | – | 0.24% | – |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $798,000 | -59.1% | 10,000 | -60.0% | 0.23% | -58.5% |
| MOMO | Sell | MOMO INCadr | $774,000 | -56.8% | 25,000 | -50.0% | 0.22% | -56.2% |
| BGS | Sell | B & G FOODS INC NEW | $662,000 | -36.3% | 35,000 | -30.0% | 0.19% | -35.4% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $603,000 | -36.6% | 10,000 | -33.3% | 0.17% | -35.7% |
| PPL | Sell | PPL CORP | $543,000 | -29.9% | 17,250 | -31.0% | 0.15% | -28.7% |
| FORM | New | FORMFACTOR INC | $485,000 | – | 26,000 | – | 0.14% | – |
| DUK | Sell | DUKE ENERGY CORP NEW | $479,000 | -41.9% | 5,000 | -46.4% | 0.14% | -40.9% |
| EIX | Sell | EDISON INTL | $377,000 | -44.1% | 5,000 | -50.0% | 0.11% | -43.1% |
| SO | Sell | SOUTHERN CO | $309,000 | -62.7% | 5,000 | -66.7% | 0.09% | -62.1% |
| TTSH | Sell | TILE SHOP HLDGS INC | $239,000 | -40.2% | 75,000 | -25.0% | 0.07% | -39.3% |
| T | New | AT&T INC | $76,000 | – | 2,000 | – | 0.02% | – |
| MCK | New | MCKESSON CORP | $68,000 | – | 500 | – | 0.02% | – |
| VCEL | New | VERICEL CORP | $61,000 | – | 4,000 | – | 0.02% | – |
| QCOM | New | QUALCOMM INC | $57,000 | – | 750 | – | 0.02% | – |
| EBAY | New | EBAY INC | $39,000 | – | 1,000 | – | 0.01% | – |
| PI | New | IMPINJ INC | $31,000 | – | 1,000 | – | 0.01% | – |
| CRL | New | CHARLES RIV LABS INTL INC | $33,000 | – | 250 | – | 0.01% | – |
| TNDM | Exit | TANDEM DIABETES CARE INC | $0 | – | -10,000 | – | -0.18% | – |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -200,000 | – | -0.23% | – |
| CRI | Exit | CARTERS INC | $0 | – | -10,000 | – | -0.27% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -50,000 | – | -0.29% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -25,000 | – | -0.29% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -5,000 | – | -0.40% | – |
| SSYS | Exit | STRATASYS LTD | $0 | – | -50,000 | – | -0.41% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -75,000 | – | -0.42% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -165,000 | – | -0.42% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -50,000 | – | -0.42% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -35,000 | – | -0.53% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -35,000 | – | -0.56% | – |
| DDD | Exit | 3-D SYS CORP DEL | $0 | – | -225,000 | – | -0.57% | – |
| BJRI | Exit | BJS RESTAURANTS INC | $0 | – | -50,000 | – | -0.61% | – |
| VRTU | Exit | VIRTUSA CORP | $0 | – | -50,000 | – | -0.62% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -20,000 | – | -0.76% | – |
| CATM | Exit | CARDTRONICS PLC | $0 | – | -100,000 | – | -0.76% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -25,000 | – | -0.94% | – |
| GCO | Exit | GENESCO INC | $0 | – | -100,000 | – | -1.18% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOLD | New | BARRICK GOLD CORPORATION | $13,455,000 | – | 853,200 | – | 3.76% | – |
| NEM | New | NEWMONT MNG CORP | $11,541,000 | – | 300,000 | – | 3.22% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $8,967,000 | – | 175,000 | – | 2.50% | – |
| TGT | New | TARGET CORP | $6,496,000 | – | 75,000 | – | 1.82% | – |
| EXC | New | EXELON CORP | $5,513,000 | – | 115,000 | – | 1.54% | – |
| SIRI | New | SIRIUS XM HLDGS INC | $4,464,000 | – | 800,000 | – | 1.25% | – |
| GCO | New | GENESCO INC | $4,229,000 | – | 100,000 | – | 1.18% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $4,228,000 | – | 100,000 | – | 1.18% | – |
| PWR | New | QUANTA SVCS INC | $4,201,000 | – | 110,000 | – | 1.17% | – |
| HSIC | New | HENRY SCHEIN INC | $4,194,000 | – | 60,000 | – | 1.17% | – |
| SBUX | New | STARBUCKS CORP | $4,192,000 | – | 50,000 | – | 1.17% | – |
| DIS | New | DISNEY WALT CO | $4,189,000 | – | 30,000 | – | 1.17% | – |
| GNRC | New | GENERAC HLDGS INC | $4,165,000 | – | 60,000 | – | 1.16% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $4,007,000 | – | 50,000 | – | 1.12% | – |
| DNKN | New | DUNKIN BRANDS GROUP INC | $3,983,000 | – | 50,000 | – | 1.11% | – |
| CCK | New | CROWN HOLDINGS INC | $3,972,000 | – | 65,000 | – | 1.11% | – |
| WSM | New | WILLIAMS SONOMA INC | $3,900,000 | – | 60,000 | – | 1.09% | – |
| CELG | New | CELGENE CORP | $3,698,000 | – | 40,000 | – | 1.03% | – |
| GTN | New | GRAY TELEVISION INC | $3,688,000 | – | 225,000 | – | 1.03% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $3,428,000 | – | 60,000 | – | 0.96% | – |
| DG | New | DOLLAR GEN CORP NEW | $3,379,000 | – | 25,000 | – | 0.94% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS IN | $3,380,000 | – | 200,000 | – | 0.94% | – |
| ALLE | New | ALLEGION PUB LTD CO | $3,316,000 | – | 30,000 | – | 0.93% | – |
| AFL | New | AFLAC INC | $3,289,000 | – | 60,000 | – | 0.92% | – |
| CSIQ | New | CANADIAN SOLAR INC | $3,274,000 | – | 150,000 | – | 0.92% | – |
| AMCX | New | AMC NETWORKS INCcl a | $3,269,000 | – | 60,000 | – | 0.91% | – |
| IRBT | New | IROBOT CORP | $3,207,000 | – | 35,000 | – | 0.90% | – |
| GIS | New | GENERAL MLS INC | $3,151,000 | – | 60,000 | – | 0.88% | – |
| CIEN | New | CIENA CORP | $3,085,000 | – | 75,000 | – | 0.86% | – |
| AXP | New | AMERICAN EXPRESS CO | $3,086,000 | – | 25,000 | – | 0.86% | – |
| GNTX | New | GENTEX CORP | $3,076,000 | – | 125,000 | – | 0.86% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $3,022,000 | – | 125,000 | – | 0.84% | – |
| VIAB | New | VIACOM INC NEWcl b | $2,987,000 | – | 100,000 | – | 0.83% | – |
| EAT | New | BRINKER INTL INC | $2,951,000 | – | 75,000 | – | 0.82% | – |
| DKS | New | DICKS SPORTING GOODS INC | $2,944,000 | – | 85,000 | – | 0.82% | – |
| MUSA | New | MURPHY USA INC | $2,941,000 | – | 35,000 | – | 0.82% | – |
| MATX | New | MATSON INC | $2,914,000 | – | 75,000 | – | 0.81% | – |
| PEGI | New | PATTERN ENERGY GROUP INCcl a | $2,886,000 | – | 125,000 | – | 0.81% | – |
| LNTH | New | LANTHEUS HLDGS INC | $2,830,000 | – | 100,000 | – | 0.79% | – |
| HASI | New | HANNON ARMSTRONG SUST INFR C | $2,818,000 | – | 100,000 | – | 0.79% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $2,734,000 | – | 50,000 | – | 0.76% | – |
| CATM | New | CARDTRONICS PLC | $2,732,000 | – | 100,000 | – | 0.76% | – |
| KR | New | KROGER CO | $2,714,000 | – | 125,000 | – | 0.76% | – |
| HCA | New | HCA HEALTHCARE INC | $2,703,000 | – | 20,000 | – | 0.76% | – |
| CVA | New | COVANTA HLDG CORP | $2,686,000 | – | 150,000 | – | 0.75% | – |
| TGNA | New | TEGNA INC | $2,651,000 | – | 175,000 | – | 0.74% | – |
| FAST | New | FASTENAL CO | $2,607,000 | – | 80,000 | – | 0.73% | – |
| CPB | New | CAMPBELL SOUP CO | $2,605,000 | – | 65,000 | – | 0.73% | – |
| LMNX | New | LUMINEX CORP DEL | $2,580,000 | – | 125,000 | – | 0.72% | – |
| RGLD | New | ROYAL GOLD INC | $2,562,000 | – | 25,000 | – | 0.72% | – |
| NXST | New | NEXSTAR MEDIA GROUP INCcl a | $2,525,000 | – | 25,000 | – | 0.70% | – |
| MBUU | New | MALIBU BOATS INC | $2,525,000 | – | 65,000 | – | 0.70% | – |
| AES | New | AES CORP | $2,514,000 | – | 150,000 | – | 0.70% | – |
| FXB | New | INVESCO CURNCYSHS BRIT PND Sbrit poun strl | $2,463,000 | – | 20,000 | – | 0.69% | – |
| OMC | New | OMNICOM GROUP INC | $2,458,000 | – | 30,000 | – | 0.69% | – |
| EGOV | New | NIC INC | $2,406,000 | – | 150,000 | – | 0.67% | – |
| KSS | New | KOHLS CORP | $2,377,000 | – | 50,000 | – | 0.66% | – |
| SFM | New | SPROUTS FMRS MKT INC | $2,361,000 | – | 125,000 | – | 0.66% | – |
| BIIB | New | BIOGEN INC | $2,339,000 | – | 10,000 | – | 0.65% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $2,318,000 | – | 50,000 | – | 0.65% | – |
| SJM | New | SMUCKER J M CO | $2,304,000 | – | 20,000 | – | 0.64% | – |
| DISCA | New | DISCOVERY INC | $2,302,000 | – | 75,000 | – | 0.64% | – |
| USM | New | UNITED STATES CELLULAR CORP | $2,233,000 | – | 50,000 | – | 0.62% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $2,226,000 | – | 125,000 | – | 0.62% | – |
| VRTU | New | VIRTUSA CORP | $2,222,000 | – | 50,000 | – | 0.62% | – |
| BJRI | New | BJS RESTAURANTS INC | $2,197,000 | – | 50,000 | – | 0.61% | – |
| NEO | New | NEOGENOMICS INC | $2,194,000 | – | 100,000 | – | 0.61% | – |
| FFIV | New | F5 NETWORKS INC | $2,184,000 | – | 15,000 | – | 0.61% | – |
| FXE | New | INVESCO CURRENCYSHARES EURO | $2,165,000 | – | 20,000 | – | 0.60% | – |
| CSII | New | CARDIOVASCULAR SYS INC DEL | $2,146,000 | – | 50,000 | – | 0.60% | – |
| SCS | New | STEELCASE INCcl a | $2,138,000 | – | 125,000 | – | 0.60% | – |
| SCSC | New | SCANSOURCE INC | $2,116,000 | – | 65,000 | – | 0.59% | – |
| ANIP | New | ANI PHARMACEUTICALS INC | $2,055,000 | – | 25,000 | – | 0.57% | – |
| DDD | New | 3-D SYS CORP DEL | $2,048,000 | – | 225,000 | – | 0.57% | – |
| NUVA | New | NUVASIVE INC | $2,049,000 | – | 35,000 | – | 0.57% | – |
| VSAT | New | VIASAT INC | $2,020,000 | – | 25,000 | – | 0.56% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $1,998,000 | – | 25,000 | – | 0.56% | – |
| RHI | New | ROBERT HALF INTL INC | $1,995,000 | – | 35,000 | – | 0.56% | – |
| TTEK | New | TETRA TECH INC NEW | $1,964,000 | – | 25,000 | – | 0.55% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $1,952,000 | – | 25,000 | – | 0.54% | – |
| KGC | New | KINROSS GOLD CORP | $1,940,000 | – | 500,000 | – | 0.54% | – |
| DFS | New | DISCOVER FINL SVCS | $1,940,000 | – | 25,000 | – | 0.54% | – |
| MDP | New | MEREDITH CORP | $1,927,000 | – | 35,000 | – | 0.54% | – |
| CVS | New | CVS HEALTH CORP | $1,907,000 | – | 35,000 | – | 0.53% | – |
| K | New | KELLOGG CO | $1,875,000 | – | 35,000 | – | 0.52% | – |
| USO | New | UNITED STATES OIL FUND LPunits | $1,806,000 | – | 150,000 | – | 0.50% | – |
| INT | New | WORLD FUEL SVCS CORP | $1,798,000 | – | 50,000 | – | 0.50% | – |
| MOMO | New | MOMO INCadr | $1,790,000 | – | 50,000 | – | 0.50% | – |
| FN | New | FABRINET | $1,738,000 | – | 35,000 | – | 0.48% | – |
| ULTA | New | ULTA BEAUTY INC | $1,734,000 | – | 5,000 | – | 0.48% | – |
| SAVE | New | SPIRIT AIRLS INC | $1,671,000 | – | 35,000 | – | 0.47% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $1,668,000 | – | 125,000 | – | 0.47% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $1,627,000 | – | 75,000 | – | 0.45% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $1,565,000 | – | 5,000 | – | 0.44% | – |
| XPER | New | XPERI CORP | $1,544,000 | – | 75,000 | – | 0.43% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $1,520,000 | – | 50,000 | – | 0.42% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $1,515,000 | – | 165,000 | – | 0.42% | – |
| DAR | New | DARLING INGREDIENTS INC | $1,492,000 | – | 75,000 | – | 0.42% | – |
| SSYS | New | STRATASYS LTD | $1,468,000 | – | 50,000 | – | 0.41% | – |
| CERN | New | CERNER CORP | $1,466,000 | – | 20,000 | – | 0.41% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $1,425,000 | – | 5,000 | – | 0.40% | – |
| PLAY | New | DAVE & BUSTERS ENTMT INC | $1,416,000 | – | 35,000 | – | 0.40% | – |
| SLB | New | SCHLUMBERGER LTD | $1,391,000 | – | 35,000 | – | 0.39% | – |
| SSTK | New | SHUTTERSTOCK INC | $1,372,000 | – | 35,000 | – | 0.38% | – |
| CZZ | New | COSAN LTD | $1,336,000 | – | 100,000 | – | 0.37% | – |
| G | New | GENPACT LIMITED | $1,333,000 | – | 35,000 | – | 0.37% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $1,310,000 | – | 10,000 | – | 0.37% | – |
| VLO | New | VALERO ENERGY CORP NEW | $1,284,000 | – | 15,000 | – | 0.36% | – |
| HP | New | HELMERICH & PAYNE INC | $1,266,000 | – | 25,000 | – | 0.35% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $1,249,000 | – | 20,000 | – | 0.35% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $1,250,000 | – | 75,000 | – | 0.35% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $1,228,000 | – | 15,000 | – | 0.34% | – |
| INTC | New | INTEL CORP | $1,197,000 | – | 25,000 | – | 0.33% | – |
| NNI | New | NELNET INCcl a | $1,184,000 | – | 20,000 | – | 0.33% | – |
| AMC | New | AMC ENTMT HLDGS INC | $1,166,000 | – | 125,000 | – | 0.33% | – |
| CF | New | CF INDS HLDGS INC | $1,168,000 | – | 25,000 | – | 0.33% | – |
| FLO | New | FLOWERS FOODS INC | $1,164,000 | – | 50,000 | – | 0.32% | – |
| URBN | New | URBAN OUTFITTERS INC | $1,138,000 | – | 50,000 | – | 0.32% | – |
| PBF | New | PBF ENERGY INCcl a | $1,096,000 | – | 35,000 | – | 0.31% | – |
| M | New | MACYS INC | $1,073,000 | – | 50,000 | – | 0.30% | – |
| AYR | New | AIRCASTLE LTD | $1,063,000 | – | 50,000 | – | 0.30% | – |
| CNC | New | CENTENE CORP DEL | $1,049,000 | – | 20,000 | – | 0.29% | – |
| THRM | New | GENTHERM INC | $1,046,000 | – | 25,000 | – | 0.29% | – |
| BGS | New | B & G FOODS INC NEW | $1,040,000 | – | 50,000 | – | 0.29% | – |
| HD | New | HOME DEPOT INC | $1,040,000 | – | 5,000 | – | 0.29% | – |
| UPS | New | UNITED PARCEL SERVICEcl b | $1,033,000 | – | 10,000 | – | 0.29% | – |
| THC | New | TENET HEALTHCARE CORP | $1,033,000 | – | 50,000 | – | 0.29% | – |
| HRB | New | BLOCK H & R INC | $1,026,000 | – | 35,000 | – | 0.29% | – |
| AUY | New | YAMANA GOLD INC | $1,008,000 | – | 400,000 | – | 0.28% | – |
| SNBR | New | SLEEP NUMBER CORP | $1,010,000 | – | 25,000 | – | 0.28% | – |
| INGN | New | INOGEN INC | $1,001,000 | – | 15,000 | – | 0.28% | – |
| CRI | New | CARTERS INC | $975,000 | – | 10,000 | – | 0.27% | – |
| DBI | New | DESIGNER BRANDS INCcl a | $958,000 | – | 50,000 | – | 0.27% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $951,000 | – | 15,000 | – | 0.27% | – |
| AMGN | New | AMGEN INC | $921,000 | – | 5,000 | – | 0.26% | – |
| HIBB | New | HIBBETT SPORTS INC | $910,000 | – | 50,000 | – | 0.25% | – |
| STRA | New | STRATEGIC ED INC | $890,000 | – | 5,000 | – | 0.25% | – |
| SBGL | New | SIBANYE STILLWATERsponsored adr | $864,000 | – | 181,900 | – | 0.24% | – |
| CQP | New | CHENIERE ENERGY PARTNERS LP | $844,000 | – | 20,000 | – | 0.24% | – |
| CNXM | New | CNX MIDSTREAM PARTNERS LP | $843,000 | – | 60,000 | – | 0.24% | – |
| NS | New | NUSTAR ENERGY LP | $841,000 | – | 31,000 | – | 0.24% | – |
| SO | New | SOUTHERN CO | $829,000 | – | 15,000 | – | 0.23% | – |
| SUPN | New | SUPERNUS PHARMACEUTICALS INC | $827,000 | – | 25,000 | – | 0.23% | – |
| DUK | New | DUKE ENERGY CORP NEW | $824,000 | – | 9,333 | – | 0.23% | – |
| ENDP | New | ENDO INTL PLC | $824,000 | – | 200,000 | – | 0.23% | – |
| HAL | New | HALLIBURTON CO | $796,000 | – | 35,000 | – | 0.22% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $791,000 | – | 35,000 | – | 0.22% | – |
| UA | New | UNDER ARMOUR INCcl c | $777,000 | – | 35,000 | – | 0.22% | – |
| PPL | New | PPL CORP | $775,000 | – | 25,000 | – | 0.22% | – |
| FEYE | New | FIREEYE INC | $740,000 | – | 50,000 | – | 0.21% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $710,000 | – | 55,000 | – | 0.20% | – |
| EIX | New | EDISON INTL | $674,000 | – | 10,000 | – | 0.19% | – |
| CHS | New | CHICOS FAS INC | $674,000 | – | 200,000 | – | 0.19% | – |
| GLD | New | SPDR GOLD TRUST | $666,000 | – | 5,000 | – | 0.19% | – |
| ATKR | New | ATKORE INTL GROUP INC | $647,000 | – | 25,000 | – | 0.18% | – |
| TNDM | New | TANDEM DIABETES CARE INC | $645,000 | – | 10,000 | – | 0.18% | – |
| BTG | New | B2GOLD CORP | $606,000 | – | 200,000 | – | 0.17% | – |
| NG | New | NOVAGOLD RES INC | $591,000 | – | 100,000 | – | 0.16% | – |
| VNET | New | 21VIANET GROUP INCsponsored ads a | $584,000 | – | 75,000 | – | 0.16% | – |
| EXPR | New | EXPRESS INC | $546,000 | – | 200,000 | – | 0.15% | – |
| FXS | New | INVESCO CURNCYSHS SWEDSH KROswedish krona | $500,000 | – | 5,000 | – | 0.14% | – |
| FXF | New | INVESCO CURNCYSHS SWISS FRANswiss franc | $475,000 | – | 5,000 | – | 0.13% | – |
| TTSH | New | TILE SHOP HLDGS INC | $400,000 | – | 100,000 | – | 0.11% | – |
| IAU | New | ISHARES GOLD TRUSTishares | $338,000 | – | 25,000 | – | 0.09% | – |
| NEE | New | NEXTERA ENERGY INC | $205,000 | – | 1,000 | – | 0.06% | – |
| SAP | New | SAP SEspon adr | $137,000 | – | 1,000 | – | 0.04% | – |
| D | New | DOMINION ENERGY INC | $129,000 | – | 1,669 | – | 0.04% | – |
| DTE | New | DTE ENERGY CO | $128,000 | – | 1,000 | – | 0.04% | – |
| CDE | New | COEUR MNG INC | $108,000 | – | 25,000 | – | 0.03% | – |
| ETR | New | ENTERGY CORP NEW | $103,000 | – | 1,000 | – | 0.03% | – |
| IGOV | New | ISHARES TRintl trea bd etf | $102,000 | – | 2,000 | – | 0.03% | – |
| PNW | New | PINNACLE WEST CAP CORP | $94,000 | – | 1,000 | – | 0.03% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $88,000 | – | 1,000 | – | 0.02% | – |
| FXY | New | INVESCO CURNCYSHS JAPANESE Yjapanese yen | $88,000 | – | 1,000 | – | 0.02% | – |
| ISHG | New | ISHARES TR3yrtb etf | $80,000 | – | 1,000 | – | 0.02% | – |
| AEE | New | AMEREN CORP | $75,000 | – | 1,000 | – | 0.02% | – |
| OKE | New | ONEOK INC NEW | $68,000 | – | 985 | – | 0.02% | – |
| BWX | New | SPDR SERIES TRUSTblomberg intl tr | $58,000 | – | 2,000 | – | 0.02% | – |
| WIP | New | SPDR SERIES TRUSTftse int gvt etf | $56,000 | – | 1,000 | – | 0.02% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP IN | $59,000 | – | 1,000 | – | 0.02% | – |
| FE | New | FIRSTENERGY CORP | $43,000 | – | 1,000 | – | 0.01% | – |
| WMB | New | WILLIAMS COS INC DEL | $36,000 | – | 1,293 | – | 0.01% | – |
| BWZ | New | SPDR SERIES TRUSTblomberg brc int | $31,000 | – | 1,000 | – | 0.01% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AFHIF | Exit | ATLAS FINANCIAL HOLDINGS INC | $0 | – | -1,000 | – | -0.00% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -333 | – | -0.01% | – |
| PPL | Exit | PPL CORP | $0 | – | -1,000 | – | -0.01% | – |
| NS | Exit | NUSTAR ENERGY LP | $0 | – | -1,000 | – | -0.01% | – |
| BWZ | Exit | SPDR SERIES TRUSTblombert brc int | $0 | – | -1,000 | – | -0.01% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -400 | – | -0.01% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -400 | – | -0.01% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -1,293 | – | -0.01% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -1,000 | – | -0.01% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -1,000 | – | -0.01% | – |
| STT | Exit | STATE STR CORP | $0 | – | -500 | – | -0.01% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -300 | – | -0.01% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,000 | – | -0.01% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -1,000 | – | -0.02% | – |
| WIP | Exit | SPDR SERIES TRUSTciti int govt etf | $0 | – | -1,000 | – | -0.02% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -400 | – | -0.02% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -3,000 | – | -0.02% | – |
| PLCE | Exit | CHILDRENS PL INC | $0 | – | -400 | – | -0.02% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -500 | – | -0.02% | – |
| WRB | Exit | W R BERKLEY CORPORATION | $0 | – | -700 | – | -0.02% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -500 | – | -0.02% | – |
| BWX | Exit | SPDR SERIES TRUSTblomberg brc intl | $0 | – | -2,000 | – | -0.02% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -1,300 | – | -0.02% | – |
| SAM | Exit | BOSTON BEER INCcl a | $0 | – | -200 | – | -0.02% | – |
| ST | Exit | SENSATA TECHNOLOGIES HLDNG P | $0 | – | -1,200 | – | -0.02% | – |
| CSFL | Exit | CENTERSTATE BK CORP | $0 | – | -2,214 | – | -0.02% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -1,000 | – | -0.02% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -3,800 | – | -0.02% | – |
| CNS | Exit | COHEN & STEERS INC | $0 | – | -1,600 | – | -0.02% | – |
| OKE | Exit | ONEOK INC NEWunit ltd partn | $0 | – | -985 | – | -0.02% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -1,000 | – | -0.02% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -1,200 | – | -0.02% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -1,200 | – | -0.02% | – |
| AAPL | Exit | APPLE INC | $0 | – | -300 | – | -0.02% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -1,000 | – | -0.02% | – |
| WMK | Exit | WEIS MKTS INC | $0 | – | -1,600 | – | -0.02% | – |
| EIX | Exit | EDISON INTL | $0 | – | -1,000 | – | -0.02% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -1,000 | – | -0.02% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -1,000 | – | -0.02% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -500 | – | -0.02% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -1,500 | – | -0.02% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -600 | – | -0.02% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -800 | – | -0.02% | – |
| CHUY | Exit | CHUYS HLDGS INC | $0 | – | -3,100 | – | -0.02% | – |
| EVTC | Exit | EVERTEC INC | $0 | – | -3,300 | – | -0.02% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -1,000 | – | -0.02% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC | $0 | – | -1,500 | – | -0.02% | – |
| ISHG | Exit | ISHARES TR3yrtb etf | $0 | – | -1,000 | – | -0.02% | – |
| KNL | Exit | KNOLL INC | $0 | – | -3,500 | – | -0.02% | – |
| FXY | Exit | INVESCO CURNCYSHS JAPANESE Yjapanese yen | $0 | – | -1,000 | – | -0.02% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,200 | – | -0.02% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -600 | – | -0.02% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -500 | – | -0.02% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -1,900 | – | -0.03% | – |
| FN | Exit | FABRINET | $0 | – | -2,000 | – | -0.03% | – |
| IGOV | Exit | ISHARES TRintltrea bd etf | $0 | – | -2,000 | – | -0.03% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -2,700 | – | -0.03% | – |
| HCKT | Exit | HACKETT GROUP INC | $0 | – | -5,000 | – | -0.03% | – |
| HPQ | Exit | HP INC | $0 | – | -4,000 | – | -0.03% | – |
| GLW | Exit | CORNING INC | $0 | – | -3,000 | – | -0.03% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -1,000 | – | -0.03% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -1,000 | – | -0.04% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -25,000 | – | -0.04% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,000 | – | -0.05% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -4,545 | – | -0.06% | – |
| MGNX | Exit | MACROGENICS INC | $0 | – | -10,000 | – | -0.06% | – |
| IAU | Exit | ISHARES GOLD TRUSTishares | $0 | – | -25,000 | – | -0.08% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -25,000 | – | -0.10% | – |
| VHI | Exit | VALHI INC NEW | $0 | – | -190,000 | – | -0.12% | – |
| SBGL | Exit | SIBANYE STILLWATERsponsored adr | $0 | – | -181,900 | – | -0.13% | – |
| FXF | Exit | INVESCO CURNCYSHS SWISS FRANswiss franc | $0 | – | -5,000 | – | -0.14% | – |
| LNN | Exit | LINDSAY CORP | $0 | – | -5,000 | – | -0.14% | – |
| VNET | Exit | 21VIANET GROUP INCsponsored adr | $0 | – | -50,000 | – | -0.15% | – |
| FXS | Exit | INVESCO CURNCYSHS SWEDSH KROswedish krona | $0 | – | -5,000 | – | -0.15% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -42,000 | – | -0.16% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -5,000 | – | -0.16% | – |
| HDP | Exit | HORTONWORKS INC | $0 | – | -25,000 | – | -0.16% | – |
| FARO | Exit | FARO TECHNOLOGIES INC | $0 | – | -10,000 | – | -0.19% | – |
| RH | Exit | RH | $0 | – | -5,000 | – | -0.19% | – |
| STRA | Exit | STRATEGIC ED INC | $0 | – | -5,000 | – | -0.20% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -5,000 | – | -0.22% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -5,000 | – | -0.22% | – |
| AEGN | Exit | AEGION CORP | $0 | – | -30,000 | – | -0.22% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -10,000 | – | -0.22% | – |
| CATM | Exit | CARDTRONICS PLC | $0 | – | -25,000 | – | -0.23% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -25,000 | – | -0.24% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -55,000 | – | -0.24% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -25,000 | – | -0.24% | – |
| TERP | Exit | TERRAFORM PWR INC | $0 | – | -75,000 | – | -0.25% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -26,800 | – | -0.26% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -27,300 | – | -0.27% | – |
| ANIP | Exit | ANI PHARMACEUTICALS INC | $0 | – | -17,000 | – | -0.28% | – |
| SFLY | Exit | SHUTTERFLY INC | $0 | – | -15,000 | – | -0.29% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -25,000 | – | -0.31% | – |
| VRNS | Exit | VARONIS SYS INC | $0 | – | -15,000 | – | -0.32% | – |
| HOLI | Exit | HOLLYSYS AUTOMATION TECHNOLO | $0 | – | -52,000 | – | -0.32% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -25,000 | – | -0.33% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -25,000 | – | -0.34% | – |
| XYL | Exit | XYLEM INC | $0 | – | -15,000 | – | -0.35% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -15,000 | – | -0.35% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -30,000 | – | -0.35% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -20,800 | – | -0.36% | – |
| EHC | Exit | ENCOMPASS HEALTH CORP | $0 | – | -16,400 | – | -0.37% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -75,000 | – | -0.38% | – |
| SSTK | Exit | SHUTTERSTOCK INC | $0 | – | -25,000 | – | -0.40% | – |
| WH | Exit | WYNDHAM HOTELS & RESORTS INC | $0 | – | -25,000 | – | -0.40% | – |
| ICUI | Exit | ICU MED INC | $0 | – | -5,000 | – | -0.41% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -26,500 | – | -0.41% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -25,000 | – | -0.42% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -10,000 | – | -0.42% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -25,000 | – | -0.42% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -20,000 | – | -0.42% | – |
| ACOR | Exit | ACORDA THERAPEUTICS INC | $0 | – | -75,000 | – | -0.43% | – |
| SEM | Exit | SELECT MED HLDGS CORP | $0 | – | -80,500 | – | -0.43% | – |
| LEA | Exit | LEAR CORP | $0 | – | -10,300 | – | -0.43% | – |
| WMT | Exit | WALMART INC | $0 | – | -15,950 | – | -0.43% | – |
| POLY | Exit | PLANTRONICS INC NEW | $0 | – | -25,000 | – | -0.44% | – |
| VMW | Exit | VMWARE INC | $0 | – | -10,000 | – | -0.45% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -81,000 | – | -0.45% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -20,000 | – | -0.46% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -15,500 | – | -0.46% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -52,300 | – | -0.47% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -25,000 | – | -0.48% | – |
| PTCT | Exit | PTC THERAPEUTICS INC | $0 | – | -35,000 | – | -0.48% | – |
| DIOD | Exit | DIODES INC | $0 | – | -50,000 | – | -0.48% | – |
| DATA | Exit | TABLEAU SOFTWARE INCcl a | $0 | – | -15,000 | – | -0.49% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -50,000 | – | -0.49% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -200,000 | – | -0.50% | – |
| EGRX | Exit | EAGLE PHARMACEUTICALS INC | $0 | – | -25,000 | – | -0.50% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -26,300 | – | -0.51% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -260,000 | – | -0.51% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -25,000 | – | -0.51% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -121,000 | – | -0.51% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -51,500 | – | -0.53% | – |
| KBH | Exit | KB HOME | $0 | – | -76,700 | – | -0.53% | – |
| MLNX | Exit | MELLANOX TECHNOLOGIES LTD | $0 | – | -25,000 | – | -0.53% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -50,000 | – | -0.53% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -26,200 | – | -0.54% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -15,000 | – | -0.54% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -26,500 | – | -0.54% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -25,000 | – | -0.54% | – |
| NANO | Exit | NANOMETRICS INC | $0 | – | -50,000 | – | -0.54% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -175,000 | – | -0.55% | – |
| UBNT | Exit | UBIQUITI NETWORKS INC | $0 | – | -20,000 | – | -0.57% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -25,800 | – | -0.58% | – |
| H | Exit | HYATT HOTELS CORP | $0 | – | -25,000 | – | -0.58% | – |
| MKSI | Exit | MKS INSTRUMENT INC | $0 | – | -25,000 | – | -0.58% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -25,000 | – | -0.59% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -75,000 | – | -0.62% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -25,900 | – | -0.62% | – |
| MOMO | Exit | MOMO INCadr | $0 | – | -50,000 | – | -0.64% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -102,600 | – | -0.64% | – |
| FXE | Exit | INVESCO CURRENCYSHARES EURO | $0 | – | -20,000 | – | -0.64% | – |
| CDW | Exit | CDW CORP | $0 | – | -25,000 | – | -0.64% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -75,000 | – | -0.65% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -50,000 | – | -0.66% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -25,000 | – | -0.66% | – |
| INVA | Exit | INNOVIVA INC | $0 | – | -150,000 | – | -0.66% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -35,000 | – | -0.67% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -208,000 | – | -0.67% | – |
| M | Exit | MACYS INC | $0 | – | -66,800 | – | -0.67% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -125,000 | – | -0.68% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -51,400 | – | -0.70% | – |
| SUPN | Exit | SUPERNUS PHARMACEUTICALS INC | $0 | – | -50,000 | – | -0.73% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -300,000 | – | -0.75% | – |
| AX | Exit | AXOS FINL INC | $0 | – | -75,000 | – | -0.75% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -35,800 | – | -0.76% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -36,000 | – | -0.76% | – |
| DDS | Exit | DILLARDS INC | $0 | – | -35,000 | – | -0.77% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -50,000 | – | -0.78% | – |
| VRTU | Exit | VIRTUSA CORP | $0 | – | -50,000 | – | -0.78% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -3,500 | – | -0.79% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -50,000 | – | -0.79% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -25,000 | – | -0.79% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -77,100 | – | -0.79% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -26,000 | – | -0.80% | – |
| AMRX | Exit | AMNEAL PHARMACEUTICALS INC | $0 | – | -125,000 | – | -0.80% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -36,100 | – | -0.81% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -150,000 | – | -0.82% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -25,000 | – | -0.82% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -41,200 | – | -0.82% | – |
| CREE | Exit | CREE INC | $0 | – | -75,000 | – | -0.82% | – |
| CVA | Exit | COVANTA HLDG CORP | $0 | – | -175,000 | – | -0.82% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -20,800 | – | -0.84% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -36,000 | – | -0.85% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -102,100 | – | -0.85% | – |
| KR | Exit | KROGER CO | $0 | – | -102,500 | – | -0.86% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -25,000 | – | -0.89% | – |
| NEO | Exit | NEOGENOMICS INC | $0 | – | -200,000 | – | -0.89% | – |
| TGT | Exit | TARGET CORP | $0 | – | -35,000 | – | -0.90% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -40,800 | – | -0.90% | – |
| LMNX | Exit | LUMINEX CORP DEL | $0 | – | -103,000 | – | -0.90% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -102,800 | – | -0.91% | – |
| SIRI | Exit | SIRIUS XM HLDGS INC | $0 | – | -500,000 | – | -0.92% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -15,000 | – | -0.97% | – |
| ITGR | Exit | INTEGER HLDGS CORP | $0 | – | -41,000 | – | -0.99% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -127,700 | – | -1.01% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -127,800 | – | -1.03% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -76,700 | – | -1.04% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -75,000 | – | -1.05% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -30,000 | – | -1.06% | – |
| FXB | Exit | INVESCO CURNCYSHS BRIT PND Sbrit poun | $0 | – | -30,000 | – | -1.10% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -66,600 | – | -1.12% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -40,700 | – | -1.16% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -20,000 | – | -1.16% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -40,700 | – | -1.21% | – |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -60,000 | – | -1.23% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -76,100 | – | -1.24% | – |
| AFL | Exit | AFLAC INC | $0 | – | -92,600 | – | -1.26% | – |
| EXC | Exit | EXELON CORP | $0 | – | -102,500 | – | -1.30% | – |
| GCO | Exit | GENESCO INC | $0 | – | -100,000 | – | -1.36% | – |
| CRI | Exit | CARTERS INC | $0 | – | -50,700 | – | -1.45% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -126,500 | – | -1.50% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -600,000 | – | -1.77% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -225,000 | – | -2.23% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -350,000 | – | -3.06% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -1,100,000 | – | -3.53% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOLD | Buy | BARRICK GOLD CORP | $12,188,000 | +16.0% | 1,100,000 | +37.5% | 3.53% | +24.9% |
| NEM | Buy | NEWMONT MINING CORP | $10,570,000 | +1.9% | 350,000 | +27.3% | 3.06% | +9.7% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $7,695,000 | -4.1% | 225,000 | +28.6% | 2.23% | +3.3% |
| GG | Buy | GOLDCORP INC NEW | $6,120,000 | +11.6% | 600,000 | +50.0% | 1.77% | +20.1% |
| CRI | Buy | CARTERS INC | $4,999,000 | -7.8% | 50,700 | +1.4% | 1.45% | -0.6% |
| GCO | New | GENESCO INC | $4,710,000 | – | 100,000 | – | 1.36% | – |
| GOLD | Buy | RANDGOLD RES LTDadr | $4,233,000 | +22.0% | 60,000 | +33.3% | 1.23% | +31.4% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $4,172,000 | +83.5% | 40,700 | +96.6% | 1.21% | +97.5% |
| FFIV | Buy | F5 NETWORKS INC | $3,988,000 | +54.2% | 20,000 | +33.3% | 1.16% | +66.1% |
| LSTR | Buy | LANDSTAR SYS INC | $3,660,000 | +34.1% | 30,000 | +20.0% | 1.06% | +44.4% |
| EAT | New | BRINKER INTL INC | $3,584,000 | – | 76,700 | – | 1.04% | – |
| SFM | Sell | SPROUTS FMRS MKT INC | $3,500,000 | +3.9% | 127,700 | -16.4% | 1.01% | +11.8% |
| ITGR | Sell | INTEGER HLDGS CORP | $3,401,000 | -29.9% | 41,000 | -45.3% | 0.99% | -24.4% |
| FDS | Buy | FACTSET RESH SYS INC | $3,356,000 | +125.8% | 15,000 | +100.0% | 0.97% | +143.2% |
| LMNX | Buy | LUMINEX CORP DEL | $3,122,000 | +99.5% | 103,000 | +94.3% | 0.90% | +115.0% |
| DFS | Buy | DISCOVER FINL SVCS | $3,119,000 | +23.7% | 40,800 | +14.0% | 0.90% | +33.3% |
| NEO | Buy | NEOGENOMICS INC | $3,070,000 | +56.2% | 200,000 | +33.3% | 0.89% | +68.2% |
| KR | New | KROGER CO | $2,984,000 | – | 102,500 | – | 0.86% | – |
| HCA | Sell | HCA HEALTHCARE INC | $2,894,000 | -30.9% | 20,800 | -49.0% | 0.84% | -25.6% |
| CVA | New | COVANTA HLDG CORP | $2,844,000 | – | 175,000 | – | 0.82% | – |
| KORS | Sell | MICHAEL KORS HLDGS LTD | $2,825,000 | -30.7% | 41,200 | -32.7% | 0.82% | -25.3% |
| HIBB | Buy | HIBBETT SPORTS INC | $2,820,000 | +146.3% | 150,000 | +200.0% | 0.82% | +165.3% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $2,785,000 | -42.3% | 36,100 | -40.9% | 0.81% | -37.9% |
| AMRX | Sell | AMNEAL PHARMACEUTICALS INC | $2,774,000 | -15.5% | 125,000 | -37.5% | 0.80% | -8.9% |
| AXP | Sell | AMERICAN EXPRESS CO | $2,769,000 | -21.5% | 26,000 | -27.8% | 0.80% | -15.5% |
| DKS | New | DICKS SPORTING GOODS INC | $2,736,000 | – | 77,100 | – | 0.79% | – |
| CF | Sell | CF INDS HLDGS INC | $2,722,000 | -18.3% | 50,000 | -33.3% | 0.79% | -11.9% |
| AZO | New | AUTOZONE INC | $2,715,000 | – | 3,500 | – | 0.79% | – |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $2,685,000 | – | 50,000 | – | 0.78% | – |
| VRTU | Sell | VIRTUSA CORP | $2,686,000 | -26.4% | 50,000 | -33.3% | 0.78% | -20.9% |
| DDS | Sell | DILLARDS INC | $2,672,000 | -43.4% | 35,000 | -30.0% | 0.77% | -39.2% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $2,632,000 | +4437.9% | 35,800 | +4375.0% | 0.76% | +4668.8% |
| AKAM | Buy | AKAMAI TECHNOLOGIES INC | $2,633,000 | +43.8% | 36,000 | +44.0% | 0.76% | +54.8% |
| AX | New | AXOS FINL INC | $2,579,000 | – | 75,000 | – | 0.75% | – |
| AU | Buy | ANGLOGOLD ASHANTI LTDsponsored adr | $2,574,000 | +25.4% | 300,000 | +20.0% | 0.75% | +35.1% |
| STX | New | SEAGATE TECHNOLOGY PLC | $2,434,000 | – | 51,400 | – | 0.70% | – |
| FLO | Buy | FLOWERS FOODS INC | $2,332,000 | +49.3% | 125,000 | +66.7% | 0.68% | +61.0% |
| M | Buy | MACYS INC | $2,320,000 | +68.5% | 66,800 | +81.5% | 0.67% | +81.1% |
| EXPR | Buy | EXPRESS INC | $2,300,000 | +101.0% | 208,000 | +66.4% | 0.67% | +116.2% |
| WSM | Sell | WILLIAMS SONOMA INC | $2,300,000 | -42.4% | 35,000 | -46.2% | 0.67% | -38.0% |
| INVA | Sell | INNOVIVA INC | $2,286,000 | -17.2% | 150,000 | -25.0% | 0.66% | -10.9% |
| UNFI | Buy | UNITED NAT FOODS INC | $2,246,000 | +5.3% | 75,000 | +50.0% | 0.65% | +13.4% |
| GNTX | Buy | GENTEX CORP | $2,202,000 | +246.8% | 102,600 | +271.7% | 0.64% | +273.1% |
| WLK | New | WESTLAKE CHEM CORP | $2,153,000 | – | 25,900 | – | 0.62% | – |
| THC | New | TENET HEALTHCARE CORP | $2,134,000 | – | 75,000 | – | 0.62% | – |
| MKSI | New | MKS INSTRUMENT INC | $2,004,000 | – | 25,000 | – | 0.58% | – |
| H | New | HYATT HOTELS CORP | $1,990,000 | – | 25,000 | – | 0.58% | – |
| GILD | Sell | GILEAD SCIENCES INC | $1,992,000 | -44.7% | 25,800 | -49.2% | 0.58% | -40.5% |
| NANO | New | NANOMETRICS INC | $1,876,000 | – | 50,000 | – | 0.54% | – |
| KSS | Sell | KOHLS CORP | $1,864,000 | -48.9% | 25,000 | -50.0% | 0.54% | -45.0% |
| RHI | Sell | ROBERT HALF INTL INC | $1,865,000 | -21.5% | 26,500 | -27.4% | 0.54% | -15.5% |
| PGR | Sell | PROGRESSIVE CORP OHIO | $1,861,000 | -13.1% | 26,200 | -27.6% | 0.54% | -6.4% |
| LIVN | Sell | LIVANOVA PLC | $1,860,000 | -46.8% | 15,000 | -57.1% | 0.54% | -42.7% |
| BCC | New | BOISE CASCADE CO DEL | $1,840,000 | – | 50,000 | – | 0.53% | – |
| MLNX | Buy | MELLANOX TECHNOLOGIES LTD | $1,836,000 | +45.3% | 25,000 | +66.7% | 0.53% | +56.5% |
| CSIQ | Sell | CANADIAN SOLAR INC | $1,754,000 | -29.6% | 121,000 | -40.5% | 0.51% | -24.2% |
| GRMN | Sell | GARMIN LTD | $1,751,000 | -43.8% | 25,000 | -51.0% | 0.51% | -39.5% |
| AMCX | Buy | AMC NETWORKS INCcl a | $1,745,000 | +12.2% | 26,300 | +5.2% | 0.51% | +21.1% |
| EGRX | New | EAGLE PHARMACEUTICALS INC | $1,733,000 | – | 25,000 | – | 0.50% | – |
| DSW | Sell | DSW INCcl a | $1,694,000 | -34.4% | 50,000 | -50.0% | 0.49% | -29.4% |
| DIOD | Sell | DIODES INC | $1,664,000 | -35.6% | 50,000 | -33.3% | 0.48% | -30.7% |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $1,646,000 | – | 25,000 | – | 0.48% | – |
| PTCT | Sell | PTC THERAPEUTICS INC | $1,645,000 | -2.4% | 35,000 | -30.0% | 0.48% | +5.1% |
| SYF | Sell | SYNCHRONY FINL | $1,625,000 | -37.0% | 52,300 | -32.3% | 0.47% | -32.1% |
| EXAS | Sell | EXACT SCIENCES CORP | $1,578,000 | +5.6% | 20,000 | -20.0% | 0.46% | +13.7% |
| VMW | New | VMWARE INC | $1,561,000 | – | 10,000 | – | 0.45% | – |
| POLY | New | PLANTRONICS INC NEW | $1,508,000 | – | 25,000 | – | 0.44% | – |
| WMT | Sell | WALMART INC | $1,498,000 | -32.6% | 15,950 | -38.5% | 0.43% | -27.4% |
| LEA | Buy | LEAR CORP | $1,494,000 | +51.7% | 10,300 | +94.3% | 0.43% | +63.4% |
| SEM | Sell | SELECT MED HLDGS CORP | $1,481,000 | -22.7% | 80,500 | -23.7% | 0.43% | -16.7% |
| FLR | New | FLUOR CORP NEW | $1,452,000 | – | 25,000 | – | 0.42% | – |
| CNC | Sell | CENTENE CORP DEL | $1,448,000 | -21.6% | 10,000 | -33.3% | 0.42% | -15.5% |
| AER | Sell | AERCAP HOLDINGS NV | $1,438,000 | -46.9% | 25,000 | -50.0% | 0.42% | -42.8% |
| CAKE | New | CHEESECAKE FACTORY INC | $1,419,000 | – | 26,500 | – | 0.41% | – |
| ICUI | New | ICU MED INC | $1,414,000 | – | 5,000 | – | 0.41% | – |
| SSTK | Sell | SHUTTERSTOCK INC | $1,364,000 | -52.1% | 25,000 | -58.3% | 0.40% | -48.4% |
| EHC | Sell | ENCOMPASS HEALTH CORP | $1,278,000 | -28.5% | 16,400 | -37.9% | 0.37% | -23.1% |
| TSN | Sell | TYSON FOODS INCcl a | $1,238,000 | -55.9% | 20,800 | -49.0% | 0.36% | -52.5% |
| MPC | Sell | MARATHON PETE CORP | $1,200,000 | -31.6% | 15,000 | -40.0% | 0.35% | -26.3% |
| XYL | Sell | XYLEM INC | $1,198,000 | -64.4% | 15,000 | -70.0% | 0.35% | -61.7% |
| SAVE | New | SPIRIT AIRLS INC | $1,174,000 | – | 25,000 | – | 0.34% | – |
| THRM | New | GENTHERM INC | $1,136,000 | – | 25,000 | – | 0.33% | – |
| HOLI | Buy | HOLLYSYS AUTOMATION TECHNOLO | $1,111,000 | +85.8% | 52,000 | +92.6% | 0.32% | +100.0% |
| VRNS | New | VARONIS SYS INC | $1,099,000 | – | 15,000 | – | 0.32% | – |
| SFLY | New | SHUTTERFLY INC | $988,000 | – | 15,000 | – | 0.29% | – |
| ANIP | New | ANI PHARMACEUTICALS INC | $961,000 | – | 17,000 | – | 0.28% | – |
| VIAB | Buy | VIACOM INC NEWcl b | $922,000 | +22.3% | 27,300 | +9.2% | 0.27% | +31.5% |
| WGO | Buy | WINNEBAGO INDS INC | $888,000 | +1116.4% | 26,800 | +1388.9% | 0.26% | +1185.0% |
| MOS | New | MOSAIC CO NEW | $812,000 | – | 25,000 | – | 0.24% | – |
| CATM | New | CARDTRONICS PLC | $791,000 | – | 25,000 | – | 0.23% | – |
| MOH | Sell | MOLINA HEALTHCARE INC | $744,000 | -70.3% | 5,000 | -80.5% | 0.22% | -68.0% |
| STRA | New | STRATEGIC ED INC | $685,000 | – | 5,000 | – | 0.20% | – |
| RH | Sell | RH | $655,000 | -68.7% | 5,000 | -66.7% | 0.19% | -66.3% |
| FARO | New | FARO TECHNOLOGIES INC | $644,000 | – | 10,000 | – | 0.19% | – |
| QIWI | Sell | QIWI PLCspon adr rep b | $553,000 | -26.9% | 42,000 | -12.5% | 0.16% | -21.2% |
| VNET | New | 21VIANET GROUP INCsponsored adr | $505,000 | – | 50,000 | – | 0.15% | – |
| LNN | Sell | LINDSAY CORP | $501,000 | -48.4% | 5,000 | -50.0% | 0.14% | -44.4% |
| VHI | Buy | VALHI INC NEW | $433,000 | -17.4% | 190,000 | +72.7% | 0.12% | -11.3% |
| MGNX | New | MACROGENICS INC | $214,000 | – | 10,000 | – | 0.06% | – |
| SAP | Sell | SAP SEspon adr | $123,000 | -64.6% | 1,000 | -66.7% | 0.04% | -61.3% |
| GLW | Sell | CORNING INC | $106,000 | -97.5% | 3,000 | -98.0% | 0.03% | -97.3% |
| CSCO | Sell | CISCO SYS INC | $92,000 | -94.2% | 1,900 | -94.9% | 0.03% | -93.7% |
| FN | Sell | FABRINET | $93,000 | -95.2% | 2,000 | -96.2% | 0.03% | -94.8% |
| KNL | New | KNOLL INC | $82,000 | – | 3,500 | – | 0.02% | – |
| AMN | New | AMN HEALTHCARE SERVICES INC | $82,000 | – | 1,500 | – | 0.02% | – |
| CHUY | New | CHUYS HLDGS INC | $81,000 | – | 3,100 | – | 0.02% | – |
| ALGT | New | ALLEGIANT TRAVEL CO | $76,000 | – | 600 | – | 0.02% | – |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $76,000 | -97.3% | 800 | -97.8% | 0.02% | -97.0% |
| AAPL | Sell | APPLE INC | $68,000 | -38.7% | 300 | -50.0% | 0.02% | -33.3% |
| FAST | Sell | FASTENAL CO | $70,000 | -98.1% | 1,200 | -98.4% | 0.02% | -98.0% |
| CSFL | New | CENTERSTATE BK CORP | $62,000 | – | 2,214 | – | 0.02% | – |
| SAM | Sell | BOSTON BEER INCcl a | $58,000 | -51.7% | 200 | -50.0% | 0.02% | -46.9% |
| ST | Sell | SENSATA TECHNOLOGIES HLDNG P | $59,000 | -95.3% | 1,200 | -95.4% | 0.02% | -94.9% |
| STT | Sell | STATE STR CORP | $42,000 | -98.3% | 500 | -98.1% | 0.01% | -98.2% |
| WMB | New | WILLIAMS COS INC DEL | $35,000 | – | 1,293 | – | 0.01% | – |
| NTAP | Sell | NETAPP INC | $34,000 | -63.8% | 400 | -66.7% | 0.01% | -60.0% |
| NUS | Sell | NU SKIN ENTERPRISES INCcl a | $33,000 | -47.6% | 400 | -50.0% | 0.01% | -41.2% |
| AFHIF | Sell | ATLAS FINANCIAL HOLDINGS INC | $10,000 | -44.4% | 1,000 | -50.0% | 0.00% | -40.0% |
| WPZ | Exit | WILLIAMS PARTNERS L P NEW | $0 | – | -866 | – | -0.01% | – |
| WWW | Exit | WOLVERINE WORLD WIDE INC | $0 | – | -1,200 | – | -0.01% | – |
| ILG | Exit | ILG INC | $0 | – | -1,600 | – | -0.01% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -500 | – | -0.02% | – |
| CHFN | Exit | CHARTER FINL CORP MD | $0 | – | -3,000 | – | -0.02% | – |
| ULH | Exit | UNIVERSAL TRUCKLOAD SVCS INC | $0 | – | -3,000 | – | -0.02% | – |
| VREX | Exit | VAREX IMAGING CORP | $0 | – | -4,000 | – | -0.04% | – |
| STRA | Exit | STRAYER ED INC | $0 | – | -5,000 | – | -0.15% | – |
| CRMT | Exit | AMERICAS CAR MART INC | $0 | – | -11,000 | – | -0.18% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -10,000 | – | -0.21% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -10,000 | – | -0.26% | – |
| GMLP | Exit | GOLAR LNG PARTNERS LP | $0 | – | -62,000 | – | -0.26% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -10,000 | – | -0.28% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -10,000 | – | -0.29% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -25,000 | – | -0.30% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -35,000 | – | -0.31% | – |
| DVAX | Exit | DYNAVAX TECHNOLOGIES CORP | $0 | – | -75,000 | – | -0.31% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS IN | $0 | – | -25,000 | – | -0.31% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -75,000 | – | -0.32% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -5,000 | – | -0.33% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -35,000 | – | -0.36% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -25,000 | – | -0.37% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -5,000 | – | -0.39% | – |
| IQV | Exit | IQVIA HLDGS INC | $0 | – | -15,000 | – | -0.40% | – |
| BJRI | Exit | BJS RESTAURANTS INC | $0 | – | -26,500 | – | -0.43% | – |
| ATHN | Exit | ATHENAHEALTH INC | $0 | – | -10,000 | – | -0.43% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -75,000 | – | -0.44% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -25,000 | – | -0.47% | – |
| CERN | Exit | CERNER CORP | $0 | – | -30,000 | – | -0.48% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -15,000 | – | -0.50% | – |
| KNX | Exit | KNIGHT SWIFT TRANSN HLDGS INcl a | $0 | – | -50,000 | – | -0.51% | – |
| CORT | Exit | CORCEPT THERAPEUTICS INC | $0 | – | -125,000 | – | -0.53% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -35,000 | – | -0.57% | – |
| BEAT | Exit | BIOTELEMETRY INC | $0 | – | -50,000 | – | -0.61% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -25,000 | – | -0.62% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -103,000 | – | -0.63% | – |
| PRLB | Exit | PROTO LABS INC | $0 | – | -20,000 | – | -0.64% | – |
| SYNT | Exit | SYNTEL INC | $0 | – | -75,000 | – | -0.65% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -10,000 | – | -0.65% | – |
| FIVE | Exit | FIVE BELOW INC | $0 | – | -25,000 | – | -0.66% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -50,000 | – | -0.68% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOLD | New | BARRICK GOLD CORP | $10,504,000 | – | 800,000 | – | 2.83% | – |
| NEM | New | NEWMONT MINING CORP | $10,370,000 | – | 275,000 | – | 2.79% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $8,020,000 | – | 175,000 | – | 2.16% | – |
| URBN | New | URBAN OUTFITTERS INC | $5,636,000 | – | 126,500 | – | 1.52% | – |
| GG | New | GOLDCORP INC NEW | $5,484,000 | – | 400,000 | – | 1.48% | – |
| CRI | New | CARTER INC | $5,419,000 | – | 50,000 | – | 1.46% | – |
| ITGR | New | INTEGER HLDGS CORP | $4,849,000 | – | 75,000 | – | 1.30% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $4,826,000 | – | 61,100 | – | 1.30% | – |
| DDS | New | DILLARDS INCcl a | $4,725,000 | – | 50,000 | – | 1.27% | – |
| EXC | New | EXELON CORP | $4,366,000 | – | 102,500 | – | 1.18% | – |
| GLW | New | CORNING INC | $4,209,000 | – | 153,000 | – | 1.13% | – |
| HCA | New | HCA HOLDINGS INC | $4,186,000 | – | 40,800 | – | 1.13% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $4,076,000 | – | 61,200 | – | 1.10% | – |
| WSM | New | WILLIAMS SONOMA INC | $3,990,000 | – | 65,000 | – | 1.07% | – |
| AFL | New | AFLAC INC | $3,984,000 | – | 92,600 | – | 1.07% | – |
| FSLR | New | FIRST SOLAR INC | $3,950,000 | – | 75,000 | – | 1.06% | – |
| GNRC | New | GENERAC HLDGS INC | $3,937,000 | – | 76,100 | – | 1.06% | – |
| FXB | New | INVESCO CURNCYSHS BRIT PND Sbrit poun | $3,842,000 | – | 30,000 | – | 1.03% | – |
| FITB | New | FIFTH THIRD BANCORP | $3,668,000 | – | 127,800 | – | 0.99% | – |
| FAST | New | FASTENAL CO | $3,668,000 | – | 76,200 | – | 0.99% | – |
| VRTU | New | VIRTUSA CORP | $3,651,000 | – | 75,000 | – | 0.98% | – |
| KSS | New | KOHLS CORP | $3,645,000 | – | 50,000 | – | 0.98% | – |
| GILD | New | GILEAD SCIENCES INC | $3,599,000 | – | 50,800 | – | 0.97% | – |
| AXP | New | AMERICAN EXPRESS CO | $3,528,000 | – | 36,000 | – | 0.95% | – |
| LIVN | New | LIVANOVA PLC | $3,494,000 | – | 35,000 | – | 0.94% | – |
| GOLD | New | RANDGOLD RES LTDadr | $3,469,000 | – | 45,000 | – | 0.93% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $3,405,000 | – | 40,700 | – | 0.92% | – |
| SIRI | New | SIRIUS XM HLDGS INC | $3,385,000 | – | 500,000 | – | 0.91% | – |
| XYL | New | XYLEM INC | $3,369,000 | – | 50,000 | – | 0.91% | – |
| SFM | New | SPROUTS FMRS MKT INC | $3,370,000 | – | 152,700 | – | 0.91% | – |
| CF | New | CF INDS HLDGS INC | $3,330,000 | – | 75,000 | – | 0.90% | – |
| GPS | New | GAP INC DEL | $3,307,000 | – | 102,100 | – | 0.89% | – |
| DAL | New | DELTA AIR LINES INC DEL | $3,299,000 | – | 66,600 | – | 0.89% | – |
| AMRX | New | AMNEAL PHARMACEUTICALS INC | $3,282,000 | – | 200,000 | – | 0.88% | – |
| CVX | New | CHEVRON CORP NEW | $3,161,000 | – | 25,000 | – | 0.85% | – |
| CREE | New | CREE INC | $3,118,000 | – | 75,000 | – | 0.84% | – |
| GRMN | New | GARMIN LTD | $3,114,000 | – | 51,050 | – | 0.84% | – |
| SUPN | New | SUPERNUS PHARMACEUTICALS INC | $2,992,000 | – | 50,000 | – | 0.80% | – |
| G | New | GENPACT LIMITED | $2,974,000 | – | 102,800 | – | 0.80% | – |
| ETR | New | ENTERGY CORP NEW | $2,908,000 | – | 36,000 | – | 0.78% | – |
| SSTK | New | SHUTTERSTOCK INC | $2,848,000 | – | 60,000 | – | 0.77% | – |
| TSN | New | TYSON FOODS INCcl a | $2,809,000 | – | 40,800 | – | 0.76% | – |
| PSX | New | PHILLIPS 66 | $2,808,000 | – | 25,000 | – | 0.76% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $2,764,000 | – | 35,800 | – | 0.74% | – |
| INVA | New | INNOVIVA INC | $2,760,000 | – | 200,000 | – | 0.74% | – |
| LSTR | New | LANDSTAR SYS INC | $2,730,000 | – | 25,000 | – | 0.74% | – |
| AER | New | AERCAP HOLDINGS NV | $2,708,000 | – | 50,000 | – | 0.73% | – |
| TGT | New | TARGET CORP | $2,664,000 | – | 35,000 | – | 0.72% | – |
| MU | New | MICRON TECHNOLOGY INC | $2,622,000 | – | 50,000 | – | 0.71% | – |
| DIOD | New | DIODES INC | $2,585,000 | – | 75,000 | – | 0.70% | – |
| FFIV | New | F5 NETWORKS INC | $2,587,000 | – | 15,000 | – | 0.70% | – |
| DSW | New | DSW INCcl a | $2,582,000 | – | 100,000 | – | 0.70% | – |
| SYF | New | SYNCHRONY FINL | $2,580,000 | – | 77,300 | – | 0.69% | – |
| LUV | New | SOUTHWEST AIRLS CO | $2,544,000 | – | 50,000 | – | 0.68% | – |
| DFS | New | DISCOVER FINL SVCS | $2,521,000 | – | 35,800 | – | 0.68% | – |
| MOH | New | MOLINA HEALTHCARE INC | $2,507,000 | – | 25,600 | – | 0.68% | – |
| CSIQ | New | CANADIAN SOLAR INC | $2,491,000 | – | 203,500 | – | 0.67% | – |
| DG | New | DOLLAR GEN CORP NEW | $2,465,000 | – | 25,000 | – | 0.66% | – |
| FIVE | New | FIVE BELOW INC | $2,443,000 | – | 25,000 | – | 0.66% | – |
| BIDU | New | BAIDU INCspon adr rep a | $2,430,000 | – | 10,000 | – | 0.65% | – |
| STT | New | STATE STR CORP | $2,420,000 | – | 26,000 | – | 0.65% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $2,416,000 | – | 25,000 | – | 0.65% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $2,410,000 | – | 175,000 | – | 0.65% | – |
| SYNT | New | SYNTEL INC | $2,407,000 | – | 75,000 | – | 0.65% | – |
| PRLB | New | PROTO LABS INC | $2,379,000 | – | 20,000 | – | 0.64% | – |
| RHI | New | ROBERT HALF INTL INC | $2,376,000 | – | 36,500 | – | 0.64% | – |
| HRB | New | BLOCK H & R INC | $2,346,000 | – | 103,000 | – | 0.63% | – |
| ABBV | New | ABBVIE INC | $2,316,000 | – | 25,000 | – | 0.62% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $2,274,000 | – | 20,700 | – | 0.61% | – |
| BEAT | New | BIOTELEMETRY INC | $2,250,000 | – | 50,000 | – | 0.61% | – |
| FXE | New | INVESCO CURRENCYSHARES EURO | $2,241,000 | – | 20,000 | – | 0.60% | – |
| WMT | New | WAL-MART STORES INC | $2,223,000 | – | 25,950 | – | 0.60% | – |
| MOMO | New | MOMO INCadr | $2,175,000 | – | 50,000 | – | 0.58% | – |
| ACOR | New | ACORDA THERAPEUTICS INC | $2,152,000 | – | 75,000 | – | 0.58% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $2,141,000 | – | 36,200 | – | 0.58% | – |
| UNFI | New | UNITED NAT FOODS INC | $2,133,000 | – | 50,000 | – | 0.57% | – |
| MRK | New | MERCK & CO INC NEW | $2,124,000 | – | 35,000 | – | 0.57% | – |
| DLTR | New | DOLLAR TREE INC | $2,125,000 | – | 25,000 | – | 0.57% | – |
| BKU | New | BANKUNITED INC | $2,104,000 | – | 51,500 | – | 0.57% | – |
| RH | New | RH | $2,095,000 | – | 15,000 | – | 0.56% | – |
| KBH | New | KB HOME | $2,089,000 | – | 76,700 | – | 0.56% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $2,052,000 | – | 250,000 | – | 0.55% | – |
| CDW | New | CDW CORP | $2,020,000 | – | 25,000 | – | 0.54% | – |
| CZZ | New | COSAN LTD | $1,984,000 | – | 260,000 | – | 0.53% | – |
| NEO | New | NEOGENOMICS INC | $1,966,000 | – | 150,000 | – | 0.53% | – |
| CORT | New | CORCEPT THERAPEUTICS INC | $1,965,000 | – | 125,000 | – | 0.53% | – |
| FN | New | FABRINET | $1,918,000 | – | 52,000 | – | 0.52% | – |
| SEM | New | SELECT MED HLDGS CORP | $1,915,000 | – | 105,500 | – | 0.52% | – |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $1,910,000 | – | 50,000 | – | 0.51% | – |
| LULU | New | LULULEMON ATHLETICA INC | $1,873,000 | – | 15,000 | – | 0.50% | – |
| CNC | New | CENTENE CORP DEL | $1,848,000 | – | 15,000 | – | 0.50% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $1,831,000 | – | 25,000 | – | 0.49% | – |
| CERN | New | CERNER CORP | $1,794,000 | – | 30,000 | – | 0.48% | – |
| EHC | New | ENCOMPASS HEALTH CORP | $1,788,000 | – | 26,400 | – | 0.48% | – |
| MPC | New | MARATHON PETE CORP | $1,754,000 | – | 25,000 | – | 0.47% | – |
| BG | New | BUNGE LIMITED | $1,743,000 | – | 25,000 | – | 0.47% | – |
| UBNT | New | UBIQUITI NETWORKS INC | $1,694,000 | – | 20,000 | – | 0.46% | – |
| PTCT | New | PTC THERAPEUTICS INC | $1,686,000 | – | 50,000 | – | 0.45% | – |
| HBI | New | HANESBRANDS INC | $1,652,000 | – | 75,000 | – | 0.44% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $1,654,000 | – | 75,000 | – | 0.44% | – |
| SAFM | New | SANDERSON FARMS INC | $1,630,000 | – | 15,500 | – | 0.44% | – |
| CHS | New | CHICOS FAS INC | $1,628,000 | – | 200,000 | – | 0.44% | – |
| DAR | New | DARLING INGREDIENTS INC | $1,610,000 | – | 81,000 | – | 0.43% | – |
| ATHN | New | ATHENAHEALTH INC | $1,591,000 | – | 10,000 | – | 0.43% | – |
| BJRI | New | BJS RESTAURANTS INC | $1,590,000 | – | 26,500 | – | 0.43% | – |
| CSCO | New | CISCO SYS INC | $1,588,000 | – | 36,900 | – | 0.43% | – |
| LMNX | New | LUMINEX CORP DEL | $1,565,000 | – | 53,000 | – | 0.42% | – |
| FLO | New | FLOWERS FOODS INC | $1,562,000 | – | 75,000 | – | 0.42% | – |
| AMCX | New | AMC NETWORKS INCcl a | $1,555,000 | – | 25,000 | – | 0.42% | – |
| IQV | New | IQVIA HLDGS INC | $1,497,000 | – | 15,000 | – | 0.40% | – |
| EXAS | New | EXACT SCIENCES CORP | $1,495,000 | – | 25,000 | – | 0.40% | – |
| FDS | New | FACTSET RESH SYS INC | $1,486,000 | – | 7,500 | – | 0.40% | – |
| WH | New | WYNDHAM HOTELS & RESORTS INC | $1,471,000 | – | 25,000 | – | 0.40% | – |
| DATA | New | TABLEAU SOFTWARE INCcl a | $1,466,000 | – | 15,000 | – | 0.40% | – |
| BIIB | New | BIOGEN INC | $1,451,000 | – | 5,000 | – | 0.39% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $1,383,000 | – | 25,000 | – | 0.37% | – |
| M | New | MACYS INC | $1,377,000 | – | 36,800 | – | 0.37% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $1,329,000 | – | 35,000 | – | 0.36% | – |
| MLNX | New | MELLANOX TECHNOLOGIES LTD | $1,264,000 | – | 15,000 | – | 0.34% | – |
| ST | New | SENSATA TECHNOLOGIES HLDNG P | $1,247,000 | – | 26,200 | – | 0.34% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $1,227,000 | – | 5,000 | – | 0.33% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $1,200,000 | – | 20,000 | – | 0.32% | – |
| GTN | New | GRAY TELEVISION INC | $1,185,000 | – | 75,000 | – | 0.32% | – |
| RRGB | New | RED ROBIN GOURMET BURGERS IN | $1,165,000 | – | 25,000 | – | 0.31% | – |
| EXPR | New | EXPRESS INC | $1,144,000 | – | 125,000 | – | 0.31% | – |
| HIBB | New | HIBBETT SPORTS INC | $1,145,000 | – | 50,000 | – | 0.31% | – |
| DVAX | New | DYNAVAX TECHNOLOGIES CORP | $1,144,000 | – | 75,000 | – | 0.31% | – |
| CAR | New | AVIS BUDGET GROUP | $1,138,000 | – | 35,000 | – | 0.31% | – |
| CVI | New | CVR ENERGY INC | $1,110,000 | – | 30,000 | – | 0.30% | – |
| WYND | New | WYNDHAM WORLDWIDE CORP | $1,107,000 | – | 25,000 | – | 0.30% | – |
| ORCL | New | ORACLE CORP | $1,102,000 | – | 25,000 | – | 0.30% | – |
| PEP | New | PEPSICO INC | $1,089,000 | – | 10,000 | – | 0.29% | – |
| KSU | New | KANSAS CITY SOUTHERN | $1,060,000 | – | 10,000 | – | 0.28% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $984,000 | – | 55,000 | – | 0.26% | – |
| LEA | New | LEAR CORP | $985,000 | – | 5,300 | – | 0.26% | – |
| GM | New | GENERAL MTRS CO | $985,000 | – | 25,000 | – | 0.26% | – |
| LNN | New | LINDSAY CORP | $970,000 | – | 10,000 | – | 0.26% | – |
| GMLP | New | GOLAR LNG PARTNERS LP | $959,000 | – | 62,000 | – | 0.26% | – |
| LOW | New | LOWES COS INC | $956,000 | – | 10,000 | – | 0.26% | – |
| RGLD | New | ROYAL GOLD INC | $928,000 | – | 10,000 | – | 0.25% | – |
| TERP | New | TERRAFORM PWR INC | $878,000 | – | 75,000 | – | 0.24% | – |
| PG | New | PROCTER & GAMBLE CO | $781,000 | – | 10,000 | – | 0.21% | – |
| AEGN | New | AEGION CORP | $772,000 | – | 30,000 | – | 0.21% | – |
| VIAB | New | VIACOM INC NEWcl b | $754,000 | – | 25,000 | – | 0.20% | – |
| QIWI | New | QIWI PLCspon adr rep b | $756,000 | – | 48,000 | – | 0.20% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $698,000 | – | 5,000 | – | 0.19% | – |
| CRMT | New | AMERICAS CAR MART INC | $681,000 | – | 11,000 | – | 0.18% | – |
| GNTX | New | GENTEX CORP | $635,000 | – | 27,600 | – | 0.17% | – |
| HOLI | New | HOLLYSYS AUTOMATION TECHNOLO | $598,000 | – | 27,000 | – | 0.16% | – |
| GLD | New | SPDR GOLD TRUST | $593,000 | – | 5,000 | – | 0.16% | – |
| STRA | New | STRAYER ED INC | $565,000 | – | 5,000 | – | 0.15% | – |
| FXS | New | INVESCO CURNCYSHS SWEDSH KROswedish krona | $527,000 | – | 5,000 | – | 0.14% | – |
| VHI | New | VALHI INC NEW | $524,000 | – | 110,000 | – | 0.14% | – |
| FXF | New | INVESCO CURNCYSHS SWISS FRANswiss franc | $474,000 | – | 5,000 | – | 0.13% | – |
| HDP | New | HORTONWORKS INC | $456,000 | – | 25,000 | – | 0.12% | – |
| SBGL | New | SIBANYE GOLD LTDsponsored adr | $440,000 | – | 181,900 | – | 0.12% | – |
| SAP | New | SAP SEspon adr | $347,000 | – | 3,000 | – | 0.09% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $341,000 | – | 25,000 | – | 0.09% | – |
| IAU | New | ISHARES GOLD TRUSTishares | $300,000 | – | 25,000 | – | 0.08% | – |
| CDE | New | COEUR MNG INC | $190,000 | – | 25,000 | – | 0.05% | – |
| BHF | New | BRIGHTHOUSE FINL INC | $182,000 | – | 4,545 | – | 0.05% | – |
| NEE | New | NEXTERA ENERGY INC | $167,000 | – | 1,000 | – | 0.04% | – |
| VREX | New | VAREX IMAGING CORP | $148,000 | – | 4,000 | – | 0.04% | – |
| SAM | New | BOSTON BEER INCcl a | $120,000 | – | 400 | – | 0.03% | – |
| AAPL | New | APPLE INC | $111,000 | – | 600 | – | 0.03% | – |
| DTE | New | DTE ENERGY CO | $104,000 | – | 1,000 | – | 0.03% | – |
| IGOV | New | ISHARES TRintl trea bd etf | $98,000 | – | 2,000 | – | 0.03% | – |
| TRN | New | TRINITY INDS INC | $93,000 | – | 2,700 | – | 0.02% | – |
| NTAP | New | NETAPP INC | $94,000 | – | 1,200 | – | 0.02% | – |
| HPQ | New | HP INC | $91,000 | – | 4,000 | – | 0.02% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $90,000 | – | 500 | – | 0.02% | – |
| WMK | New | WEIS MKTS INC | $85,000 | – | 1,600 | – | 0.02% | – |
| FXY | New | INVESCO CURNCYSHS JAPANESE Yjapanese yen | $86,000 | – | 1,000 | – | 0.02% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $80,000 | – | 600 | – | 0.02% | – |
| ISHG | New | ISHARES TR3yrtb etf | $83,000 | – | 1,000 | – | 0.02% | – |
| HCKT | New | HACKETT GROUP INC | $80,000 | – | 5,000 | – | 0.02% | – |
| PNW | New | PINNACLE WEST CAP CORP | $81,000 | – | 1,000 | – | 0.02% | – |
| ULH | New | UNIVERSAL TRUCKLOAD SVCS INC | $79,000 | – | 3,000 | – | 0.02% | – |
| WGO | New | WINNEBAGO INDS INC | $73,000 | – | 1,800 | – | 0.02% | – |
| OKE | New | ONEOK INC NEWunit ltd partn | $69,000 | – | 985 | – | 0.02% | – |
| TPR | New | TAPESTRY INC | $70,000 | – | 1,500 | – | 0.02% | – |
| AEP | New | AMERICAN ELEC PWR INC | $69,000 | – | 1,000 | – | 0.02% | – |
| CHFN | New | CHARTER FINL CORP MD | $72,000 | – | 3,000 | – | 0.02% | – |
| EVTC | New | EVERTEC INC | $72,000 | – | 3,300 | – | 0.02% | – |
| CNS | New | COHEN & STEERS INC | $67,000 | – | 1,600 | – | 0.02% | – |
| D | New | DOMINION RES INC VA NEW | $68,000 | – | 1,000 | – | 0.02% | – |
| QCOM | New | QUALCOMM INC | $67,000 | – | 1,200 | – | 0.02% | – |
| TIF | New | TIFFANY & CO NEW | $66,000 | – | 500 | – | 0.02% | – |
| RGP | New | RESOURCES CONNECTION INC | $64,000 | – | 3,800 | – | 0.02% | – |
| MMS | New | MAXIMUS INC | $62,000 | – | 1,000 | – | 0.02% | – |
| HUBG | New | HUB GROUP INCcl a | $65,000 | – | 1,300 | – | 0.02% | – |
| EIX | New | EDISON INTL | $63,000 | – | 1,000 | – | 0.02% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $63,000 | – | 800 | – | 0.02% | – |
| FWRD | New | FORWARD AIR CORP | $59,000 | – | 1,000 | – | 0.02% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $58,000 | – | 800 | – | 0.02% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $60,000 | – | 1,200 | – | 0.02% | – |
| AEE | New | AMEREN CORP | $61,000 | – | 1,000 | – | 0.02% | – |
| DNB | New | DUN & BRADSTREET CORP DEL NE | $61,000 | – | 500 | – | 0.02% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $55,000 | – | 500 | – | 0.02% | – |
| VAR | New | VARIAN MED SYS INC | $57,000 | – | 500 | – | 0.02% | – |
| WIP | New | SPDR SERIES TRUSTciti int govt etf | $54,000 | – | 1,000 | – | 0.02% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $54,000 | – | 1,000 | – | 0.02% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $57,000 | – | 3,000 | – | 0.02% | – |
| BWX | New | SPDR SERIES TRUSTblomberg brc intl tr | $56,000 | – | 2,000 | – | 0.02% | – |
| LRCX | New | LAM RESEARCH CORP | $52,000 | – | 300 | – | 0.01% | – |
| ILG | New | ILG INC | $53,000 | – | 1,600 | – | 0.01% | – |
| MCK | New | MCKESSON CORP | $53,000 | – | 400 | – | 0.01% | – |
| WRB | New | BERKLEY W R CORP | $51,000 | – | 700 | – | 0.01% | – |
| PLCE | New | CHILDRENS PL INC | $48,000 | – | 400 | – | 0.01% | – |
| PCG | New | PG&E CORP | $43,000 | – | 1,000 | – | 0.01% | – |
| WWW | New | WOLVERINE WORLD WIDE INC | $42,000 | – | 1,200 | – | 0.01% | – |
| FE | New | FIRSTENERGY CORP | $36,000 | – | 1,000 | – | 0.01% | – |
| SCG | New | SCANA CORP NEW | $39,000 | – | 1,000 | – | 0.01% | – |
| WPZ | New | WILLIAMS PARTNERS L P NEW | $35,000 | – | 866 | – | 0.01% | – |
| PPL | New | PPL CORP | $29,000 | – | 1,000 | – | 0.01% | – |
| BWZ | New | SPDR SERIES TRUSTblomberg brc int | $31,000 | – | 1,000 | – | 0.01% | – |
| DUK | New | DUKE ENERGY CORP NEW | $26,000 | – | 333 | – | 0.01% | – |
| NS | New | NUSTAR ENERGY LP | $23,000 | – | 1,000 | – | 0.01% | – |
| AFHIF | New | ATLAS FINANCIAL HOLDINGS INC | $18,000 | – | 2,000 | – | 0.01% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -333 | – | -0.01% | – |
| BWZ | Exit | SPDR SERIES TRUSTblomberg brc int | $0 | – | -1,000 | – | -0.01% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -1,000 | – | -0.01% | – |
| WPZ | Exit | WILLIAMS PARTNERS L P NEW | $0 | – | -866 | – | -0.01% | – |
| PPL | Exit | PPL CORP | $0 | – | -1,000 | – | -0.01% | – |
| NS | Exit | NUSTAR ENERGY LP | $0 | – | -1,000 | – | -0.01% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -1,000 | – | -0.01% | – |
| UEPS | Exit | NET 1 UEPS TECHNOLOGIES INC | $0 | – | -5,000 | – | -0.01% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -1,000 | – | -0.01% | – |
| OKE | Exit | ONEOK INC NEWunit ltd partn | $0 | – | -985 | – | -0.01% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -2,000 | – | -0.01% | – |
| WIP | Exit | SPDR SERIES TRUSTciti int gvt etf | $0 | – | -1,000 | – | -0.01% | – |
| ST | Exit | SENSATA TECHNOLOGIES HLDG NV | $0 | – | -1,200 | – | -0.01% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -1,200 | – | -0.01% | – |
| BWX | Exit | SPDR SERIES TRUSTblomberg intl tr | $0 | – | -2,000 | – | -0.01% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -1,000 | – | -0.01% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -1,200 | – | -0.01% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -900 | – | -0.02% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -400 | – | -0.02% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -2,000 | – | -0.02% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,000 | – | -0.02% | – |
| KS | Exit | KAPSTONE PAPER & PACKAGING C | $0 | – | -3,100 | – | -0.02% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -3,400 | – | -0.02% | – |
| PLCE | Exit | CHILDRENS PL INC | $0 | – | -600 | – | -0.02% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -1,500 | – | -0.02% | – |
| SCSS | Exit | SELECT COMFORT CORP | $0 | – | -2,300 | – | -0.02% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -1,000 | – | -0.02% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -500 | – | -0.02% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -1,000 | – | -0.02% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -1,100 | – | -0.02% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -1,000 | – | -0.02% | – |
| EIX | Exit | EDISON INTL | $0 | – | -1,000 | – | -0.02% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -1,200 | – | -0.02% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -1,200 | – | -0.02% | – |
| ISHG | Exit | ISHARES TR3yrtb etf | $0 | – | -1,000 | – | -0.02% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -2,200 | – | -0.02% | – |
| SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -1,000 | – | -0.02% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -2,700 | – | -0.02% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -1,000 | – | -0.02% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -1,800 | – | -0.02% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -5,000 | – | -0.02% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -1,800 | – | -0.02% | – |
| FXY | Exit | CURRENCYSHS JAPANESE YEN TRjapanese yen | $0 | – | -1,000 | – | -0.02% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -2,600 | – | -0.02% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -1,800 | – | -0.02% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -1,000 | – | -0.02% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -4,000 | – | -0.02% | – |
| CRMT | Exit | AMERICAS CAR MART INC | $0 | – | -2,200 | – | -0.02% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -5,000 | – | -0.02% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -2,000 | – | -0.02% | – |
| IGOV | Exit | ISHARES TRintl trea bd etf | $0 | – | -2,000 | – | -0.02% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -1,800 | – | -0.02% | – |
| DAR | Exit | DARLING INGREDIENTS INC | $0 | – | -6,000 | – | -0.02% | – |
| AAPL | Exit | APPLE INC | $0 | – | -700 | – | -0.03% | – |
| SEM | Exit | SELECT MED HLDGS CORP | $0 | – | -5,500 | – | -0.03% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -1,000 | – | -0.03% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -2,000 | – | -0.03% | – |
| HPQ | Exit | HP INC | $0 | – | -6,500 | – | -0.03% | – |
| WWW | Exit | WOLVERINE WORLD WIDE INC | $0 | – | -4,500 | – | -0.03% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -3,000 | – | -0.03% | – |
| AFL | Exit | AFLAC INC | $0 | – | -1,650 | – | -0.03% | – |
| VREX | Exit | VAREX IMAGING CORP | $0 | – | -4,000 | – | -0.03% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,000 | – | -0.04% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -25,000 | – | -0.06% | – |
| AGX | Exit | ARGAN INC | $0 | – | -4,000 | – | -0.06% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -4,545 | – | -0.07% | – |
| DEPO | Exit | DEPOMED INC | $0 | – | -50,000 | – | -0.07% | – |
| IAU | Exit | ISHARES GOLD TRUSTishares | $0 | – | -25,000 | – | -0.08% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -25,000 | – | -0.08% | – |
| BWP | Exit | BOARDWALK PIPELINE PARTNERSut ltd partner | $0 | – | -32,000 | – | -0.11% | – |
| FXF | Exit | CURRENCYSHARES SWISS FRANC Tswiss franc sh | $0 | – | -5,000 | – | -0.12% | – |
| FXS | Exit | CURRENCYSHARES SWEDISH KRONAswedish krona | $0 | – | -5,000 | – | -0.14% | – |
| MDXG | Exit | MIMEDX GROUP INC | $0 | – | -50,000 | – | -0.14% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -5,000 | – | -0.15% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -6,000 | – | -0.16% | – |
| SBGL | Exit | SIBANYE GOLD LTDsponsored adr | $0 | – | -171,475 | – | -0.18% | – |
| QGEN | Exit | QIAGEN NV | $0 | – | -25,000 | – | -0.19% | – |
| NTCT | Exit | NETSCOUT SYS INC | $0 | – | -25,000 | – | -0.20% | – |
| MAT | Exit | MATTEL INC | $0 | – | -54,400 | – | -0.20% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -10,000 | – | -0.21% | – |
| RGC | Exit | REGAL ENTMT GROUPcl a | $0 | – | -54,800 | – | -0.21% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -25,000 | – | -0.25% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -10,900 | – | -0.26% | – |
| POLY | Exit | PLANTRONICS INC NEW | $0 | – | -25,000 | – | -0.27% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -15,000 | – | -0.30% | – |
| ITGR | Exit | INTEGER HLDGS CORP | $0 | – | -25,000 | – | -0.31% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -25,000 | – | -0.32% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -53,000 | – | -0.34% | – |
| LOGM | Exit | LOGMEIN INC | $0 | – | -12,888 | – | -0.34% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -25,000 | – | -0.35% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -52,500 | – | -0.35% | – |
| GMED | Exit | GLOBUS MED INCcl a | $0 | – | -50,000 | – | -0.36% | – |
| LPNT | Exit | LIFEPOINT HEALTH INC | $0 | – | -26,200 | – | -0.37% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -75,000 | – | -0.38% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -5,200 | – | -0.39% | – |
| AES | Exit | AES CORP | $0 | – | -150,000 | – | -0.40% | – |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -50,000 | – | -0.42% | – |
| OCLR | Exit | OCLARO INC | $0 | – | -200,000 | – | -0.42% | – |
| WRB | Exit | BERKLEY W R CORP | $0 | – | -26,200 | – | -0.42% | – |
| QRVO | Exit | QORVO INC | $0 | – | -25,000 | – | -0.43% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -52,500 | – | -0.43% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -50,000 | – | -0.44% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -25,000 | – | -0.45% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -75,000 | – | -0.45% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -100,000 | – | -0.46% | – |
| VRTU | Exit | VIRTUSA CORP | $0 | – | -50,000 | – | -0.46% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -50,000 | – | -0.46% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -25,000 | – | -0.47% | – |
| FLIR | Exit | FLIR SYS INC | $0 | – | -50,000 | – | -0.47% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -100,000 | – | -0.48% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -250,000 | – | -0.49% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -20,000 | – | -0.49% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -50,000 | – | -0.50% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -400,000 | – | -0.50% | – |
| VRNS | Exit | VARONIS SYS INC | $0 | – | -50,000 | – | -0.51% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -50,000 | – | -0.52% | – |
| YELP | Exit | YELP INCcl a | $0 | – | -50,000 | – | -0.52% | – |
| SIRI | Exit | SIRIUS XM HLDGS INC | $0 | – | -400,000 | – | -0.54% | – |
| AAN | Exit | AARONS INC | $0 | – | -51,300 | – | -0.54% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -51,200 | – | -0.54% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -25,000 | – | -0.55% | – |
| FXE | Exit | CURRENCYSHARES EURO TR | $0 | – | -20,000 | – | -0.55% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -150,000 | – | -0.55% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -52,400 | – | -0.55% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -25,000 | – | -0.55% | – |
| LNN | Exit | LINDSAY CORP | $0 | – | -25,000 | – | -0.56% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -50,000 | – | -0.56% | – |
| GMLP | Exit | GOLAR LNG PARTNERS LP | $0 | – | -100,000 | – | -0.56% | – |
| KO | Exit | COCA COLA CO | $0 | – | -52,800 | – | -0.58% | – |
| ADTN | Exit | ADTRAN INC | $0 | – | -100,000 | – | -0.58% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -10,000 | – | -0.60% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -75,000 | – | -0.60% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -51,600 | – | -0.60% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -150,000 | – | -0.61% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -25,000 | – | -0.62% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -15,800 | – | -0.62% | – |
| WYND | Exit | WYNDHAM WORLDWIDE CORP | $0 | – | -25,000 | – | -0.64% | – |
| DGI | Exit | DIGITALGLOBE INC | $0 | – | -75,000 | – | -0.64% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -52,000 | – | -0.65% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -25,500 | – | -0.66% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -51,050 | – | -0.67% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -25,000 | – | -0.68% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -100,000 | – | -0.69% | – |
| EBAY | Exit | EBAY INC | $0 | – | -75,000 | – | -0.70% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -75,000 | – | -0.70% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -25,000 | – | -0.71% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -101,800 | – | -0.71% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -75,000 | – | -0.72% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -25,000 | – | -0.72% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -25,000 | – | -0.73% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -325,000 | – | -0.73% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -35,000 | – | -0.73% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -200,000 | – | -0.74% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -51,800 | – | -0.75% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -50,000 | – | -0.76% | – |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -35,000 | – | -0.83% | – |
| DCI | Exit | DONALDSON INC | $0 | – | -75,000 | – | -0.83% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -127,800 | – | -0.87% | – |
| POWI | Exit | POWER INTEGRATIONS INC | $0 | – | -50,000 | – | -0.89% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -50,000 | – | -0.90% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -25,700 | – | -0.90% | – |
| GATX | Exit | GATX CORP | $0 | – | -61,200 | – | -0.91% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -102,000 | – | -0.92% | – |
| EXC | Exit | EXELON CORP | $0 | – | -101,000 | – | -0.92% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -75,000 | – | -0.93% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -50,000 | – | -0.93% | – |
| FXB | Exit | CURRENCYSHS BRIT POUND STERbrit pound ste | $0 | – | -30,000 | – | -0.95% | – |
| MET | Exit | METLIFE INC | $0 | – | -76,100 | – | -0.96% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -51,700 | – | -0.98% | – |
| IIVI | Exit | II VI INC | $0 | – | -100,000 | – | -1.00% | – |
| UBNT | Exit | UBIQUITI NETWORKS INC | $0 | – | -75,000 | – | -1.02% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -325,000 | – | -1.02% | – |
| VMW | Exit | VMWARE INC | $0 | – | -40,000 | – | -1.06% | – |
| LEA | Exit | LEAR CORP | $0 | – | -25,500 | – | -1.07% | – |
| KNX | Exit | KNIGHT SWIFT TRANSN HLDGS INcl a | $0 | – | -110,160 | – | -1.11% | – |
| ORA | Exit | ORMAT TECHNOLOGIES INC | $0 | – | -75,000 | – | -1.11% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -50,000 | – | -1.13% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -50,000 | – | -1.17% | – |
| STT | Exit | STATE STR CORP | $0 | – | -51,000 | – | -1.18% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -25,000 | – | -1.18% | – |
| KBH | Exit | KB HOME | $0 | – | -204,700 | – | -1.20% | – |
| FNSR | Exit | FINISAR CORP | $0 | – | -225,000 | – | -1.21% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -51,400 | – | -1.24% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -75,000 | – | -1.26% | – |
| XLNX | Exit | XILINX INC | $0 | – | -75,000 | – | -1.29% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -50,000 | – | -1.31% | – |
| CSII | Exit | CARDIOVASCULAR SYS INC DEL | $0 | – | -200,000 | – | -1.36% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -101,500 | – | -1.38% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -100,000 | – | -1.40% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -50,000 | – | -1.42% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -75,800 | – | -1.46% | – |
| GLW | Exit | CORNING INC | $0 | – | -203,000 | – | -1.47% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -150,000 | – | -1.54% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -250,000 | – | -1.62% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -150,000 | – | -1.64% | – |
| CPRT | Exit | COPART INC | $0 | – | -200,000 | – | -1.66% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -76,300 | – | -1.67% | – |
| HLS | Exit | HEALTHSOUTH CORP | $0 | – | -152,400 | – | -1.71% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -750,000 | – | -2.92% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -425,000 | – | -3.86% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | Sell | NEWMONT MINING CORP | $15,942,000 | -10.5% | 425,000 | -22.7% | 3.86% | -2.2% |
| GOLD | Sell | BARRICK GOLD CORP | $12,067,000 | -27.8% | 750,000 | -28.6% | 2.92% | -21.1% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $6,782,000 | -24.8% | 150,000 | -25.0% | 1.64% | -17.9% |
| BAK | Sell | BRASKEM S Asp adr pfd a | $6,685,000 | +7.5% | 250,000 | -16.7% | 1.62% | +17.6% |
| GLW | Sell | CORNING INC | $6,074,000 | -20.1% | 203,000 | -19.8% | 1.47% | -12.7% |
| LUV | New | SOUTHWEST AIRLS CO | $5,682,000 | – | 101,500 | – | 1.38% | – |
| ZBRA | Sell | ZEBRA TECHNOLOGIES CORPcl a | $5,429,000 | -28.0% | 50,000 | -33.3% | 1.31% | -21.4% |
| BG | Buy | BUNGE LIMITED | $5,210,000 | +39.7% | 75,000 | +50.0% | 1.26% | +52.5% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $4,682,000 | -43.8% | 50,000 | -33.3% | 1.13% | -38.6% |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $4,577,000 | – | 110,160 | – | 1.11% | – |
| VMW | Sell | VMWARE INC | $4,368,000 | -33.4% | 40,000 | -46.7% | 1.06% | -27.2% |
| GG | Sell | GOLDCORP INC NEW | $4,212,000 | -27.5% | 325,000 | -27.8% | 1.02% | -20.7% |
| UBNT | Sell | UBIQUITI NETWORKS INC | $4,201,000 | -19.2% | 75,000 | -25.0% | 1.02% | -11.7% |
| MET | New | METLIFE INC | $3,953,000 | – | 76,100 | – | 0.96% | – |
| FXB | Sell | CURRENCYSHS BRIT POUND STERbrit pound ste | $3,910,000 | -38.3% | 30,000 | -40.0% | 0.95% | -32.6% |
| AER | New | AERCAP HOLDINGS NV | $3,833,000 | – | 75,000 | – | 0.93% | – |
| SANM | Buy | SANMINA CORPORATION | $3,789,000 | -0.6% | 102,000 | +2.0% | 0.92% | +8.6% |
| GATX | Buy | GATX CORP | $3,767,000 | -2.3% | 61,200 | +2.0% | 0.91% | +6.8% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS | $3,729,000 | -40.4% | 25,700 | -36.9% | 0.90% | -34.9% |
| POWI | New | POWER INTEGRATIONS INC | $3,660,000 | – | 50,000 | – | 0.89% | – |
| FITB | New | FIFTH THIRD BANCORP | $3,576,000 | – | 127,800 | – | 0.87% | – |
| GOLD | Sell | RANDGOLD RES LTDadr | $3,418,000 | -22.7% | 35,000 | -30.0% | 0.83% | -15.5% |
| WDC | New | WESTERN DIGITAL CORP | $3,024,000 | – | 35,000 | – | 0.73% | – |
| AU | Sell | ANGLOGOLD ASHANTI LTDsponsored adr | $3,019,000 | -31.0% | 325,000 | -27.8% | 0.73% | -24.6% |
| FFIV | Sell | F5 NETWORKS INC | $3,014,000 | -32.2% | 25,000 | -28.6% | 0.73% | -25.9% |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $2,930,000 | -10.6% | 25,000 | -1.0% | 0.71% | -2.3% |
| G | New | GENPACT LIMITED | $2,927,000 | – | 101,800 | – | 0.71% | – |
| EBAY | Sell | EBAY INC | $2,884,000 | -17.4% | 75,000 | -25.0% | 0.70% | -9.8% |
| PEP | New | PEPSICO INC | $2,786,000 | – | 25,000 | – | 0.68% | – |
| GRMN | Sell | GARMIN LTD | $2,755,000 | +2.7% | 51,050 | -2.9% | 0.67% | +12.3% |
| PRU | Buy | PRUDENTIAL FINL INC | $2,711,000 | +0.3% | 25,500 | +2.0% | 0.66% | +9.5% |
| QCOM | Sell | QUALCOMM INC | $2,696,000 | -52.1% | 52,000 | -49.0% | 0.65% | -47.7% |
| WYND | New | WYNDHAM WORLDWIDE CORP | $2,635,000 | – | 25,000 | – | 0.64% | – |
| SAFM | Sell | SANDERSON FARMS INC | $2,552,000 | -56.6% | 15,800 | -68.9% | 0.62% | -52.5% |
| CSIQ | New | CANADIAN SOLAR INC | $2,526,000 | – | 150,000 | – | 0.61% | – |
| STX | Sell | SEAGATE TECHNOLOGY PLC | $2,488,000 | -37.4% | 75,000 | -26.8% | 0.60% | -31.6% |
| DAL | Buy | DELTA AIR LINES INC DEL | $2,488,000 | +85.1% | 51,600 | +106.4% | 0.60% | +102.0% |
| KO | Buy | COCA COLA CO | $2,377,000 | +1786.5% | 52,800 | +1785.7% | 0.58% | +1957.1% |
| HAL | Sell | HALLIBURTON CO | $2,302,000 | -28.1% | 50,000 | -33.3% | 0.56% | -21.5% |
| LNN | New | LINDSAY CORP | $2,297,000 | – | 25,000 | – | 0.56% | – |
| PSX | New | PHILLIPS 66 | $2,290,000 | – | 25,000 | – | 0.55% | – |
| RF | New | REGIONS FINL CORP NEW | $2,284,000 | – | 150,000 | – | 0.55% | – |
| FXE | Sell | CURRENCYSHARES EURO TR | $2,282,000 | -58.7% | 20,000 | -60.0% | 0.55% | -54.8% |
| PG | Sell | PROCTER & GAMBLE CO | $2,274,000 | -47.8% | 25,000 | -50.0% | 0.55% | -43.0% |
| NTAP | Sell | NETAPP INC | $2,241,000 | -44.7% | 51,200 | -49.4% | 0.54% | -39.5% |
| AAN | Sell | AARONS INC | $2,238,000 | -36.4% | 51,300 | -43.3% | 0.54% | -30.5% |
| YELP | Sell | YELP INCcl a | $2,165,000 | -27.9% | 50,000 | -50.0% | 0.52% | -21.2% |
| AL | New | AIR LEASE CORPcl a | $2,131,000 | – | 50,000 | – | 0.52% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $2,058,000 | – | 50,000 | – | 0.50% | – |
| GNTX | Sell | GENTEX CORP | $1,980,000 | -49.5% | 100,000 | -51.6% | 0.48% | -44.8% |
| FLIR | New | FLIR SYS INC | $1,946,000 | – | 50,000 | – | 0.47% | – |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $1,930,000 | -50.7% | 25,000 | -50.0% | 0.47% | -46.2% |
| CFG | New | CITIZENS FINL GROUP INC | $1,894,000 | – | 50,000 | – | 0.46% | – |
| VRTU | New | VIRTUSA CORP | $1,889,000 | – | 50,000 | – | 0.46% | – |
| FLO | New | FLOWERS FOODS INC | $1,881,000 | – | 100,000 | – | 0.46% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $1,871,000 | – | 75,000 | – | 0.45% | – |
| IDCC | Sell | INTERDIGITAL INC | $1,844,000 | -52.3% | 25,000 | -50.0% | 0.45% | -47.9% |
| HOLX | New | HOLOGIC INC | $1,834,000 | – | 50,000 | – | 0.44% | – |
| CSCO | Sell | CISCO SYS INC | $1,766,000 | -72.3% | 52,500 | -74.2% | 0.43% | -69.7% |
| WRB | New | BERKLEY W R CORP | $1,749,000 | – | 26,200 | – | 0.42% | – |
| ZAYO | New | ZAYO GROUP HLDGS INC | $1,721,000 | – | 50,000 | – | 0.42% | – |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $1,601,000 | -48.7% | 5,200 | -30.7% | 0.39% | -43.9% |
| IPG | New | INTERPUBLIC GROUP COS INC | $1,559,000 | – | 75,000 | – | 0.38% | – |
| LPNT | New | LIFEPOINT HEALTH INC | $1,517,000 | – | 26,200 | – | 0.37% | – |
| GMED | New | GLOBUS MED INCcl a | $1,486,000 | – | 50,000 | – | 0.36% | – |
| DLB | Sell | DOLBY LABORATORIES INC | $1,438,000 | -60.8% | 25,000 | -66.7% | 0.35% | -57.2% |
| HRB | New | BLOCK H & R INC | $1,403,000 | – | 53,000 | – | 0.34% | – |
| CRUS | Sell | CIRRUS LOGIC INC | $1,333,000 | -57.5% | 25,000 | -50.0% | 0.32% | -53.5% |
| ITGR | New | INTEGER HLDGS CORP | $1,279,000 | – | 25,000 | – | 0.31% | – |
| WLK | Sell | WESTLAKE CHEM CORP | $1,246,000 | -24.7% | 15,000 | -40.0% | 0.30% | -17.7% |
| POLY | Sell | PLANTRONICS INC NEW | $1,105,000 | -72.3% | 25,000 | -67.3% | 0.27% | -69.8% |
| UNFI | Sell | UNITED NAT FOODS INC | $1,040,000 | -81.3% | 25,000 | -83.5% | 0.25% | -79.5% |
| RGC | Sell | REGAL ENTMT GROUPcl a | $877,000 | -72.3% | 54,800 | -64.6% | 0.21% | -69.8% |
| NTCT | Sell | NETSCOUT SYS INC | $809,000 | -53.0% | 25,000 | -50.0% | 0.20% | -48.6% |
| MDXG | New | MIMEDX GROUP INC | $594,000 | – | 50,000 | – | 0.14% | – |
| FXS | Sell | CURRENCYSHARES SWEDISH KRONAswedish krona | $585,000 | -48.6% | 5,000 | -50.0% | 0.14% | -43.7% |
| FXF | Sell | CURRENCYSHARES SWISS FRANC Tswiss franc sh | $489,000 | -67.1% | 5,000 | -66.7% | 0.12% | -64.1% |
| DEPO | Sell | DEPOMED INC | $290,000 | -82.0% | 50,000 | -66.7% | 0.07% | -80.4% |
| BHF | New | BRIGHTHOUSE FINL INC | $276,000 | – | 4,545 | – | 0.07% | – |
| AGX | Sell | ARGAN INC | $269,000 | -82.1% | 4,000 | -84.0% | 0.06% | -80.4% |
| VREX | Sell | VAREX IMAGING CORP | $135,000 | -8.2% | 4,000 | -8.3% | 0.03% | 0.0% |
| AAPL | Sell | APPLE INC | $108,000 | -16.9% | 700 | -22.2% | 0.03% | -10.3% |
| BBY | Sell | BEST BUY INC | $103,000 | -18.3% | 1,800 | -18.2% | 0.02% | -10.7% |
| IGOV | Buy | ISHARES TRintl trea bd etf | $98,000 | +2.1% | 2,000 | +100.0% | 0.02% | +14.3% |
| RHI | New | ROBERT HALF INTL INC | $91,000 | – | 1,800 | – | 0.02% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $86,000 | – | 1,800 | – | 0.02% | – |
| TRN | Sell | TRINITY INDS INC | $86,000 | -96.1% | 2,700 | -96.5% | 0.02% | -95.7% |
| PWR | Sell | QUANTA SVCS INC | $82,000 | -95.2% | 2,200 | -95.8% | 0.02% | -94.8% |
| MOH | New | MOLINA HEALTHCARE INC | $83,000 | – | 1,200 | – | 0.02% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $80,000 | – | 1,100 | – | 0.02% | – |
| PFG | New | PRINCIPAL FINL GROUP INC | $77,000 | – | 1,200 | – | 0.02% | – |
| SCSS | New | SELECT COMFORT CORP | $71,000 | – | 2,300 | – | 0.02% | – |
| MUSA | Sell | MURPHY USA INC | $62,000 | -58.1% | 900 | -55.0% | 0.02% | -54.5% |
| WYNN | Sell | WYNN RESORTS LTD | $60,000 | -43.9% | 400 | -50.0% | 0.02% | -37.5% |
| ST | New | SENSATA TECHNOLOGIES HLDG NV | $58,000 | – | 1,200 | – | 0.01% | – |
| PGR | Sell | PROGRESSIVE CORP OHIO | $58,000 | -58.9% | 1,200 | -62.5% | 0.01% | -54.8% |
| AAL | New | AMERICAN AIRLS GROUP INC | $57,000 | – | 1,200 | – | 0.01% | – |
| OKE | New | ONEOK INC NEWunit ltd partn | $55,000 | – | 985 | – | 0.01% | – |
| OKS | Exit | ONEOK PARTNERS LPunit ltd partn | $0 | – | -1,000 | – | -0.01% | – |
| PIR | Exit | PIER 1 IMPORTS INC | $0 | – | -10,000 | – | -0.01% | – |
| LWAY | Exit | LIFEWAY FOODS INC | $0 | – | -6,000 | – | -0.01% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -3,700 | – | -0.01% | – |
| TEN | Exit | TENNECO INC | $0 | – | -1,000 | – | -0.01% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -1,200 | – | -0.01% | – |
| KNL | Exit | KNOLL INC | $0 | – | -3,000 | – | -0.01% | – |
| SENEA | Exit | SENECA FOODS CORP NEWcl a | $0 | – | -2,000 | – | -0.01% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -13,000 | – | -0.01% | – |
| INTC | Exit | INTEL CORP | $0 | – | -1,800 | – | -0.01% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -800 | – | -0.02% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -2,400 | – | -0.02% | – |
| MSM | Exit | MSC INDL DIRECT INCcl a | $0 | – | -1,300 | – | -0.02% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -2,100 | – | -0.02% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -500 | – | -0.03% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -100,000 | – | -0.18% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -25,000 | – | -0.19% | – |
| QLYS | Exit | QUALYS INC | $0 | – | -25,000 | – | -0.23% | – |
| LMNX | Exit | LUMINEX CORP DEL | $0 | – | -70,000 | – | -0.33% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -50,000 | – | -0.35% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -25,000 | – | -0.39% | – |
| FMC | Exit | F M C CORP | $0 | – | -25,000 | – | -0.40% | – |
| GIMO | Exit | GIGAMON INC | $0 | – | -50,000 | – | -0.44% | – |
| APA | Exit | APACHE CORP | $0 | – | -50,000 | – | -0.53% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -50,000 | – | -0.55% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -10,000 | – | -0.60% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -300,000 | – | -0.65% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -25,000 | – | -0.70% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -153,000 | – | -0.90% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -101,500 | – | -0.95% | – |
| T | Exit | AT&T INC | $0 | – | -125,000 | – | -1.04% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | New | NEWMONT MINING CORP | $17,814,000 | – | 550,000 | – | 3.95% | – |
| GOLD | New | BARRICK GOLD CORP | $16,706,000 | – | 1,050,000 | – | 3.70% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $9,024,000 | – | 200,000 | – | 2.00% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $8,337,000 | – | 75,000 | – | 1.85% | – |
| GLW | New | CORNING INC | $7,603,000 | – | 253,000 | – | 1.68% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $7,539,000 | – | 75,000 | – | 1.67% | – |
| HLS | New | HEALTHSOUTH CORP | $7,376,000 | – | 152,400 | – | 1.64% | – |
| HCA | New | HCA HOLDINGS INC | $6,610,000 | – | 75,800 | – | 1.46% | – |
| VMW | New | VMWARE INC | $6,557,000 | – | 75,000 | – | 1.45% | – |
| CSII | New | CARDIOVASCULAR SYS INC DEL | $6,446,000 | – | 200,000 | – | 1.43% | – |
| AXP | New | AMERICAN EXPRESS CO | $6,428,000 | – | 76,300 | – | 1.42% | – |
| CBS | New | CBS CORP NEWcl b | $6,378,000 | – | 100,000 | – | 1.41% | – |
| CSCO | New | CISCO SYS INC | $6,370,000 | – | 203,500 | – | 1.41% | – |
| CPRT | New | COPART INC | $6,358,000 | – | 200,000 | – | 1.41% | – |
| FXB | New | CURRENCYSHS BRIT POUND STERbrit pound ste | $6,341,000 | – | 50,000 | – | 1.40% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $6,261,000 | – | 40,700 | – | 1.39% | – |
| BAK | New | BRASKEM S Asp adr pfd a | $6,216,000 | – | 300,000 | – | 1.38% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $6,207,000 | – | 150,000 | – | 1.38% | – |
| SAFM | New | SANDERSON FARMS INC | $5,875,000 | – | 50,800 | – | 1.30% | – |
| FNSR | New | FINISAR CORP | $5,846,000 | – | 225,000 | – | 1.30% | – |
| GG | New | GOLDCORP INC NEW | $5,810,000 | – | 450,000 | – | 1.29% | – |
| QCOM | New | QUALCOMM INC | $5,632,000 | – | 102,000 | – | 1.25% | – |
| UNFI | New | UNITED NAT FOODS INC | $5,560,000 | – | 151,500 | – | 1.23% | – |
| FXE | New | CURRENCYSHARES EURO TR | $5,524,000 | – | 50,000 | – | 1.22% | – |
| CVX | New | CHEVRON CORP NEW | $5,216,000 | – | 50,000 | – | 1.16% | – |
| UBNT | New | UBIQUITI NETWORKS INC | $5,197,000 | – | 100,000 | – | 1.15% | – |
| KBH | New | KB HOME | $4,907,000 | – | 204,700 | – | 1.09% | – |
| XLNX | New | XILINX INC | $4,824,000 | – | 75,000 | – | 1.07% | – |
| T | New | AT&T INC | $4,716,000 | – | 125,000 | – | 1.04% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $4,636,000 | – | 25,000 | – | 1.03% | – |
| STT | New | STATE STR CORP | $4,576,000 | – | 51,000 | – | 1.01% | – |
| FFIV | New | F5 NETWORKS INC | $4,447,000 | – | 35,000 | – | 0.98% | – |
| GOLD | New | RANDGOLD RES LTDadr | $4,423,000 | – | 50,000 | – | 0.98% | – |
| LSTR | New | LANDSTAR SYS INC | $4,400,000 | – | 51,400 | – | 0.98% | – |
| ORA | New | ORMAT TECHNOLOGIES INC | $4,401,000 | – | 75,000 | – | 0.98% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $4,374,000 | – | 450,000 | – | 0.97% | – |
| PG | New | PROCTER & GAMBLE CO | $4,358,000 | – | 50,000 | – | 0.97% | – |
| WFM | New | WHOLE FOODS MKT INC | $4,274,000 | – | 101,500 | – | 0.95% | – |
| SWFT | New | SWIFT TRANSN COcl a | $4,054,000 | – | 153,000 | – | 0.90% | – |
| NTAP | New | NETAPP INC | $4,053,000 | – | 101,200 | – | 0.90% | – |
| POLY | New | PLANTRONICS INC NEW | $3,996,000 | – | 76,400 | – | 0.89% | – |
| CNC | New | CENTENE CORP DEL | $3,994,000 | – | 50,000 | – | 0.88% | – |
| CTXS | New | CITRIX SYS INC | $3,979,000 | – | 50,000 | – | 0.88% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $3,972,000 | – | 102,500 | – | 0.88% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $3,916,000 | – | 50,000 | – | 0.87% | – |
| GNTX | New | GENTEX CORP | $3,917,000 | – | 206,500 | – | 0.87% | – |
| WMT | New | WAL-MART STORES INC | $3,913,000 | – | 51,700 | – | 0.87% | – |
| IDCC | New | INTERDIGITAL INC | $3,865,000 | – | 50,000 | – | 0.86% | – |
| GATX | New | GATX CORP | $3,856,000 | – | 60,000 | – | 0.85% | – |
| SANM | New | SANMINA CORPORATION | $3,810,000 | – | 100,000 | – | 0.84% | – |
| BG | New | BUNGE LIMITED | $3,730,000 | – | 50,000 | – | 0.83% | – |
| DLB | New | DOLBY LABORATORIES INC | $3,672,000 | – | 75,000 | – | 0.81% | – |
| EXC | New | EXELON CORP | $3,643,000 | – | 101,000 | – | 0.81% | – |
| LEA | New | LEAR CORP | $3,623,000 | – | 25,500 | – | 0.80% | – |
| AAN | New | AARONS INC | $3,520,000 | – | 90,500 | – | 0.78% | – |
| EBAY | New | EBAY INC | $3,492,000 | – | 100,000 | – | 0.77% | – |
| TTMI | New | TTM TECHNOLOGIES INC | $3,472,000 | – | 200,000 | – | 0.77% | – |
| MSFT | New | MICROSOFT CORP | $3,446,000 | – | 50,000 | – | 0.76% | – |
| IIVI | New | II VI INC | $3,430,000 | – | 100,000 | – | 0.76% | – |
| DCI | New | DONALDSON INC | $3,416,000 | – | 75,000 | – | 0.76% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $3,276,000 | – | 25,250 | – | 0.73% | – |
| HAL | New | HALLIBURTON CO | $3,203,000 | – | 75,000 | – | 0.71% | – |
| RGC | New | REGAL ENTMT GROUPcl a | $3,167,000 | – | 154,800 | – | 0.70% | – |
| CTAS | New | CINTAS CORP | $3,151,000 | – | 25,000 | – | 0.70% | – |
| CRUS | New | CIRRUS LOGIC INC | $3,136,000 | – | 50,000 | – | 0.70% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $3,121,000 | – | 7,500 | – | 0.69% | – |
| BAX | New | BAXTER INTL INC | $3,027,000 | – | 50,000 | – | 0.67% | – |
| YELP | New | YELP INCcl a | $3,002,000 | – | 100,000 | – | 0.66% | – |
| MON | New | MONSANTO CO NEW | $2,959,000 | – | 25,000 | – | 0.66% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $2,931,000 | – | 300,000 | – | 0.65% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $2,926,000 | – | 51,800 | – | 0.65% | – |
| JBL | New | JABIL CIRCUIT INC | $2,919,000 | – | 100,000 | – | 0.65% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $2,919,000 | – | 75,000 | – | 0.65% | – |
| BIIB | New | BIOGEN INC | $2,714,000 | – | 10,000 | – | 0.60% | – |
| PRU | New | PRUDENTIAL FINL INC | $2,703,000 | – | 25,000 | – | 0.60% | – |
| GRMN | New | GARMIN LTD | $2,682,000 | – | 52,550 | – | 0.59% | – |
| LSCC | New | LATTICE SEMICONDUCTOR CORP | $2,664,000 | – | 400,000 | – | 0.59% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $2,512,000 | – | 75,000 | – | 0.56% | – |
| DGI | New | DIGITALGLOBE INC | $2,498,000 | – | 75,000 | – | 0.55% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $2,490,000 | – | 50,000 | – | 0.55% | – |
| JACK | New | JACK IN THE BOX INC | $2,462,000 | – | 25,000 | – | 0.55% | – |
| APA | New | APACHE CORP | $2,396,000 | – | 50,000 | – | 0.53% | – |
| SIRI | New | SIRIUS XM HLDGS INC | $2,188,000 | – | 400,000 | – | 0.48% | – |
| TRN | New | TRINITY INDS INC | $2,178,000 | – | 77,700 | – | 0.48% | – |
| SCSC | New | SCANSOURCE INC | $2,112,000 | – | 52,400 | – | 0.47% | – |
| ADTN | New | ADTRAN INC | $2,065,000 | – | 100,000 | – | 0.46% | – |
| GMLP | New | GOLAR LNG PARTNERS LP | $2,007,000 | – | 100,000 | – | 0.44% | – |
| GIMO | New | GIGAMON INC | $1,968,000 | – | 50,000 | – | 0.44% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $1,919,000 | – | 20,000 | – | 0.42% | – |
| OCLR | New | OCLARO INC | $1,868,000 | – | 200,000 | – | 0.41% | – |
| VRNS | New | VARONIS SYS INC | $1,860,000 | – | 50,000 | – | 0.41% | – |
| FMC | New | F M C CORP | $1,826,000 | – | 25,000 | – | 0.40% | – |
| BIDU | New | BAIDU INCspon adr rep a | $1,789,000 | – | 10,000 | – | 0.40% | – |
| GILD | New | GILEAD SCIENCES INC | $1,769,000 | – | 25,000 | – | 0.39% | – |
| PWR | New | QUANTA SVCS INC | $1,718,000 | – | 52,200 | – | 0.38% | – |
| NTCT | New | NETSCOUT SYS INC | $1,720,000 | – | 50,000 | – | 0.38% | – |
| AES | New | AES CORP | $1,666,000 | – | 150,000 | – | 0.37% | – |
| WLK | New | WESTLAKE CHEM CORP | $1,655,000 | – | 25,000 | – | 0.37% | – |
| DEPO | New | DEPOMED INC | $1,611,000 | – | 150,000 | – | 0.36% | – |
| CZZ | New | COSAN LTD | $1,602,000 | – | 250,000 | – | 0.36% | – |
| DVN | New | DEVON ENERGY CORP NEW | $1,598,000 | – | 50,000 | – | 0.35% | – |
| QRVO | New | QORVO INC | $1,583,000 | – | 25,000 | – | 0.35% | – |
| AGX | New | ARGAN INC | $1,500,000 | – | 25,000 | – | 0.33% | – |
| FXF | New | CURRENCYSHARES SWISS FRANC Tswiss franc sh | $1,485,000 | – | 15,000 | – | 0.33% | – |
| LMNX | New | LUMINEX CORP DEL | $1,478,000 | – | 70,000 | – | 0.33% | – |
| JNPR | New | JUNIPER NETWORKS INC | $1,464,000 | – | 52,500 | – | 0.32% | – |
| DAL | New | DELTA AIR LINES INC DEL | $1,344,000 | – | 25,000 | – | 0.30% | – |
| LOGM | New | LOGMEIN INC | $1,347,000 | – | 12,888 | – | 0.30% | – |
| MAT | New | MATTEL INC | $1,171,000 | – | 54,400 | – | 0.26% | – |
| FXS | New | CURRENCYSHARES SWEDISH KRONAswedish krona | $1,138,000 | – | 10,000 | – | 0.25% | – |
| VAR | New | VARIAN MED SYS INC | $1,125,000 | – | 10,900 | – | 0.25% | – |
| QLYS | New | QUALYS INC | $1,020,000 | – | 25,000 | – | 0.23% | – |
| FCN | New | FTI CONSULTING INC | $874,000 | – | 25,000 | – | 0.19% | – |
| QGEN | New | QIAGEN NV | $838,000 | – | 25,000 | – | 0.19% | – |
| NBR | New | NABORS INDUSTRIES LTD | $814,000 | – | 100,000 | – | 0.18% | – |
| SBGL | New | SIBANYE GOLD LTDsponsored adr | $794,000 | – | 171,475 | – | 0.18% | – |
| RGLD | New | ROYAL GOLD INC | $782,000 | – | 10,000 | – | 0.17% | – |
| SAP | New | SAP SEspon adr | $628,000 | – | 6,000 | – | 0.14% | – |
| GLD | New | SPDR GOLD TRUST | $590,000 | – | 5,000 | – | 0.13% | – |
| BWP | New | BOARDWALK PIPELINE PARTNERSut ltd partner | $576,000 | – | 32,000 | – | 0.13% | – |
| IAU | New | ISHARES GOLD TRUSTishares | $298,000 | – | 25,000 | – | 0.07% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $288,000 | – | 25,000 | – | 0.06% | – |
| CDE | New | COEUR MNG INC | $214,000 | – | 25,000 | – | 0.05% | – |
| MUSA | New | MURPHY USA INC | $148,000 | – | 2,000 | – | 0.03% | – |
| VREX | New | VAREX IMAGING CORP | $147,000 | – | 4,360 | – | 0.03% | – |
| NEE | New | NEXTERA ENERGY INC | $140,000 | – | 1,000 | – | 0.03% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $141,000 | – | 3,200 | – | 0.03% | – |
| AAPL | New | APPLE INC | $130,000 | – | 900 | – | 0.03% | – |
| BBY | New | BEST BUY INC | $126,000 | – | 2,200 | – | 0.03% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $126,000 | – | 2,000 | – | 0.03% | – |
| AFL | New | AFLAC INC | $128,000 | – | 1,650 | – | 0.03% | – |
| WWW | New | WOLVERINE WORLD WIDE INC | $126,000 | – | 4,500 | – | 0.03% | – |
| RE | New | EVEREST RE GROUP LTD | $127,000 | – | 500 | – | 0.03% | – |
| KO | New | COCA COLA CO | $126,000 | – | 2,800 | – | 0.03% | – |
| JWA | New | WILEY JOHN & SONS INCcl a | $111,000 | – | 2,100 | – | 0.02% | – |
| HPQ | New | HP INC | $114,000 | – | 6,500 | – | 0.02% | – |
| MSM | New | MSC INDL DIRECT INCcl a | $112,000 | – | 1,300 | – | 0.02% | – |
| WYNN | New | WYNN RESORTS LTD | $107,000 | – | 800 | – | 0.02% | – |
| DTE | New | DTE ENERGY CO | $106,000 | – | 1,000 | – | 0.02% | – |
| FAST | New | FASTENAL CO | $104,000 | – | 2,400 | – | 0.02% | – |
| WGO | New | WINNEBAGO INDS INC | $105,000 | – | 3,000 | – | 0.02% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $99,000 | – | 5,000 | – | 0.02% | – |
| DAR | New | DARLING INGREDIENTS INC | $94,000 | – | 6,000 | – | 0.02% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $97,000 | – | 4,000 | – | 0.02% | – |
| TIF | New | TIFFANY & CO NEW | $94,000 | – | 1,000 | – | 0.02% | – |
| IGOV | New | ISHARES TRintl trea bd etf | $96,000 | – | 1,000 | – | 0.02% | – |
| HOG | New | HARLEY DAVIDSON INC | $97,000 | – | 1,800 | – | 0.02% | – |
| FAF | New | FIRST AMERN FINL CORP | $89,000 | – | 2,000 | – | 0.02% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $84,000 | – | 5,000 | – | 0.02% | – |
| SEM | New | SELECT MED HLDGS CORP | $84,000 | – | 5,500 | – | 0.02% | – |
| FXY | New | CURRENCYSHS JAPANESE YEN TRjapanese yen | $86,000 | – | 1,000 | – | 0.02% | – |
| DNB | New | DUN & BRADSTREET CORP DEL NE | $87,000 | – | 800 | – | 0.02% | – |
| CRMT | New | AMERICAS CAR MART INC | $86,000 | – | 2,200 | – | 0.02% | – |
| PNW | New | PINNACLE WEST CAP CORP | $85,000 | – | 1,000 | – | 0.02% | – |
| DKS | New | DICKS SPORTING GOODS INC | $80,000 | – | 2,000 | – | 0.02% | – |
| BCC | New | BOISE CASCADE CO DEL | $79,000 | – | 2,600 | – | 0.02% | – |
| ISHG | New | ISHARES TR3yrtb etf | $82,000 | – | 1,000 | – | 0.02% | – |
| D | New | DOMINION RES INC VA NEW | $77,000 | – | 1,000 | – | 0.02% | – |
| ETR | New | ENTERGY CORP NEW | $77,000 | – | 1,000 | – | 0.02% | – |
| EIX | New | EDISON INTL | $78,000 | – | 1,000 | – | 0.02% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $77,000 | – | 500 | – | 0.02% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $68,000 | – | 2,000 | – | 0.02% | – |
| SCG | New | SCANA CORP NEW | $67,000 | – | 1,000 | – | 0.02% | – |
| AEP | New | AMERICAN ELEC PWR INC | $69,000 | – | 1,000 | – | 0.02% | – |
| PCG | New | PG&E CORP | $66,000 | – | 1,000 | – | 0.02% | – |
| GBX | New | GREENBRIER COS INC | $69,000 | – | 1,500 | – | 0.02% | – |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $68,000 | – | 1,000 | – | 0.02% | – |
| SENEA | New | SENECA FOODS CORP NEWcl a | $62,000 | – | 2,000 | – | 0.01% | – |
| KS | New | KAPSTONE PAPER & PACKAGING C | $64,000 | – | 3,100 | – | 0.01% | – |
| WU | New | WESTERN UN CO | $65,000 | – | 3,400 | – | 0.01% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $65,000 | – | 13,000 | – | 0.01% | – |
| PLCE | New | CHILDRENS PL INC | $61,000 | – | 600 | – | 0.01% | – |
| INTC | New | INTEL CORP | $61,000 | – | 1,800 | – | 0.01% | – |
| KNL | New | KNOLL INC | $60,000 | – | 3,000 | – | 0.01% | – |
| TEN | New | TENNECO INC | $58,000 | – | 1,000 | – | 0.01% | – |
| CAKE | New | CHEESECAKE FACTORY INC | $60,000 | – | 1,200 | – | 0.01% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS IN | $58,000 | – | 3,700 | – | 0.01% | – |
| AEE | New | AMEREN CORP | $55,000 | – | 1,000 | – | 0.01% | – |
| LWAY | New | LIFEWAY FOODS INC | $56,000 | – | 6,000 | – | 0.01% | – |
| PIR | New | PIER 1 IMPORTS INC | $52,000 | – | 10,000 | – | 0.01% | – |
| WIP | New | SPDR SERIES TRUSTciti int gvt etf | $56,000 | – | 1,000 | – | 0.01% | – |
| BWX | New | SPDR SERIES TRUSTblomberg intl tr | $55,000 | – | 2,000 | – | 0.01% | – |
| UEPS | New | NET 1 UEPS TECHNOLOGIES INC | $49,000 | – | 5,000 | – | 0.01% | – |
| OKS | New | ONEOK PARTNERS LPunit ltd partn | $51,000 | – | 1,000 | – | 0.01% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $43,000 | – | 1,000 | – | 0.01% | – |
| NS | New | NUSTAR ENERGY LP | $47,000 | – | 1,000 | – | 0.01% | – |
| PPL | New | PPL CORP | $39,000 | – | 1,000 | – | 0.01% | – |
| WPZ | New | WILLIAMS PARTNERS L P NEW | $35,000 | – | 866 | – | 0.01% | – |
| BWZ | New | SPDR SERIES TRUSTblomberg brc int | $31,000 | – | 1,000 | – | 0.01% | – |
| DUK | New | DUKE ENERGY CORP NEW | $28,000 | – | 333 | – | 0.01% | – |
| FE | New | FIRSTENERGY CORP | $29,000 | – | 1,000 | – | 0.01% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -333 | – | -0.00% | – |
| WPZ | Exit | WILLIAMS PARTNERS L P NEW | $0 | – | -866 | – | -0.01% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -1,000 | – | -0.01% | – |
| EXC | Exit | EXELON CORP | $0 | – | -1,000 | – | -0.01% | – |
| BWZ | Exit | SPDR SERIES TRUSTshrt intl etf | $0 | – | -1,000 | – | -0.01% | – |
| PPL | Exit | PPL CORP | $0 | – | -1,000 | – | -0.01% | – |
| OKS | Exit | ONEOK PARTNERS LPunit ltd partn | $0 | – | -1,000 | – | -0.01% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -1,000 | – | -0.01% | – |
| NS | Exit | NUSTAR ENERGY LP | $0 | – | -1,000 | – | -0.01% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -1,000 | – | -0.01% | – |
| WIP | Exit | SPDR SERIES TRUSTdb int gvt etf | $0 | – | -1,000 | – | -0.01% | – |
| MTSC | Exit | MTS SYS CORP | $0 | – | -1,250 | – | -0.01% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,000 | – | -0.01% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -1,500 | – | -0.01% | – |
| CPLA | Exit | CAPELLA EDUCATION COMPANY | $0 | – | -1,000 | – | -0.01% | – |
| BWX | Exit | SPDR SERIES TRUSTbrclys intl etf | $0 | – | -2,000 | – | -0.01% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -1,000 | – | -0.01% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -5,000 | – | -0.01% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -2,000 | – | -0.01% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -1,000 | – | -0.01% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -1,000 | – | -0.01% | – |
| EIX | Exit | EDISON INTL | $0 | – | -1,000 | – | -0.01% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -1,000 | – | -0.01% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -1,100 | – | -0.01% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -5,000 | – | -0.01% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -1,000 | – | -0.01% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -1,000 | – | -0.01% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -900 | – | -0.01% | – |
| ISHG | Exit | ISHARES TR3 yrtb etf | $0 | – | -1,000 | – | -0.01% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -1,300 | – | -0.01% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -1,000 | – | -0.02% | – |
| GES | Exit | GUESS INC | $0 | – | -6,500 | – | -0.02% | – |
| FXY | Exit | CURRENCYSHS JAPANESE YEN TRjapanese yen | $0 | – | -1,000 | – | -0.02% | – |
| IGOV | Exit | ISHARES TRintl trea bd etf | $0 | – | -1,000 | – | -0.02% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -1,500 | – | -0.02% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -2,100 | – | -0.02% | – |
| FXE | Exit | CURRENCYSHARES EURO TR | $0 | – | -1,000 | – | -0.02% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -6,500 | – | -0.02% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -3,000 | – | -0.02% | – |
| KO | Exit | COCA COLA CO | $0 | – | -2,800 | – | -0.02% | – |
| AAPL | Exit | APPLE INC | $0 | – | -1,100 | – | -0.02% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -1,800 | – | -0.02% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -7,800 | – | -0.02% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,000 | – | -0.02% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -3,300 | – | -0.02% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -4,500 | – | -0.02% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -5,800 | – | -0.02% | – |
| FLIR | Exit | FLIR SYS INC | $0 | – | -4,000 | – | -0.02% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -1,600 | – | -0.02% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -4,600 | – | -0.02% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -3,500 | – | -0.02% | – |
| SWC | Exit | STILLWATER MNG CO | $0 | – | -10,000 | – | -0.02% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -7,000 | – | -0.02% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -3,500 | – | -0.02% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -700 | – | -0.02% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -6,500 | – | -0.02% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -6,200 | – | -0.02% | – |
| AVX | Exit | AVX CORP NEW | $0 | – | -11,000 | – | -0.02% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -950 | – | -0.02% | – |
| RMD | Exit | RESMED INC | $0 | – | -2,300 | – | -0.02% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -900 | – | -0.02% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -1,250 | – | -0.03% | – |
| AUOTY | Exit | AU OPTRONICS CORPsponsored adr | $0 | – | -100,000 | – | -0.06% | – |
| SLW | Exit | SILVER WHEATON CORP | $0 | – | -15,000 | – | -0.07% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -25,000 | – | -0.07% | – |
| TNH | Exit | TERRA NITROGEN CO L P | $0 | – | -4,000 | – | -0.07% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -5,000 | – | -0.10% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -50,000 | – | -0.11% | – |
| SBGL | Exit | SIBANYE GOLD LTDsponsored adr | $0 | – | -75,000 | – | -0.18% | – |
| FXS | Exit | CURRENCYSHARES SWEDISH KRONAswedish krona | $0 | – | -10,000 | – | -0.19% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -15,000 | – | -0.19% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -25,000 | – | -0.20% | – |
| IAU | Exit | ISHARES GOLD TRUSTishares | $0 | – | -100,000 | – | -0.21% | – |
| FXF | Exit | CURRENCYSHARES SWISS FRANC Tswiss franc sh | $0 | – | -15,000 | – | -0.24% | – |
| UNG | Exit | UNITED STATES NATL GAS FUNDunit par $0.0001 | $0 | – | -200,000 | – | -0.28% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -25,000 | – | -0.29% | – |
| ADTN | Exit | ADTRAN INC | $0 | – | -100,000 | – | -0.32% | – |
| MSM | Exit | MSC INDL DIRECT INC | $0 | – | -27,100 | – | -0.33% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -125,000 | – | -0.33% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -25,000 | – | -0.34% | – |
| SSTK | Exit | SHUTTERSTOCK INC | $0 | – | -33,000 | – | -0.35% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -50,000 | – | -0.36% | – |
| IPHI | Exit | INPHI CORP | $0 | – | -50,000 | – | -0.36% | – |
| USO | Exit | UNITED STATES OIL FUND LPunits | $0 | – | -200,000 | – | -0.36% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -50,000 | – | -0.36% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -30,000 | – | -0.39% | – |
| DEPO | Exit | DEPOMED INC | $0 | – | -100,000 | – | -0.41% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -100,000 | – | -0.42% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -53,000 | – | -0.42% | – |
| CA | Exit | CA INC | $0 | – | -79,000 | – | -0.43% | – |
| UBNT | Exit | UBIQUITI NETWORKS INC | $0 | – | -50,000 | – | -0.44% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -25,000 | – | -0.46% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -100,000 | – | -0.47% | – |
| TIVO | Exit | TIVO CORP | $0 | – | -150,000 | – | -0.48% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -25,000 | – | -0.49% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -25,000 | – | -0.50% | – |
| FXB | Exit | CURRENCYSHS BRIT POUND STERbrit pound ste | $0 | – | -25,000 | – | -0.52% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -77,900 | – | -0.54% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -103,800 | – | -0.54% | – |
| SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -52,000 | – | -0.54% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -25,000 | – | -0.57% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -100,000 | – | -0.58% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -75,000 | – | -0.58% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -300,000 | – | -0.58% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -100,000 | – | -0.58% | – |
| GGG | Exit | GRACO INC | $0 | – | -51,100 | – | -0.62% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -100,000 | – | -0.65% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -200,000 | – | -0.68% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -250,000 | – | -0.68% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -50,000 | – | -0.69% | – |
| XLNX | Exit | XILINX INC | $0 | – | -77,100 | – | -0.69% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -50,000 | – | -0.78% | – |
| UFPI | Exit | UNIVERSAL FST PRODS INC | $0 | – | -50,000 | – | -0.81% | – |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -50,000 | – | -0.83% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -150,000 | – | -0.85% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -101,800 | – | -0.86% | – |
| PPC | Exit | PILGRIMS PRIDE CORP NEW | $0 | – | -250,000 | – | -0.87% | – |
| CPRT | Exit | COPART INC | $0 | – | -100,000 | – | -0.88% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -100,000 | – | -0.90% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -150,000 | – | -0.90% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -51,200 | – | -0.92% | – |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored adr ne | $0 | – | -75,000 | – | -0.93% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -50,000 | – | -0.97% | – |
| ULTA | Exit | ULTA SALON COSMETCS & FRAG I | $0 | – | -25,000 | – | -0.98% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -150,000 | – | -0.99% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -50,000 | – | -1.00% | – |
| FIVE | Exit | FIVE BELOW INC | $0 | – | -150,000 | – | -1.00% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEW | $0 | – | -600,000 | – | -1.02% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -150,000 | – | -1.02% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -408,000 | – | -1.04% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -100,000 | – | -1.06% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -100,000 | – | -1.06% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -76,500 | – | -1.07% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -100,000 | – | -1.08% | – |
| FPRX | Exit | FIVE PRIME THERAPEUTICS INC | $0 | – | -125,000 | – | -1.08% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -100,000 | – | -1.10% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -100,000 | – | -1.10% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC | $0 | – | -175,000 | – | -1.11% | – |
| RES | Exit | RPC INC | $0 | – | -400,000 | – | -1.11% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -125,000 | – | -1.12% | – |
| EBIX | Exit | EBIX INC | $0 | – | -125,000 | – | -1.17% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -250,000 | – | -1.17% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -75,000 | – | -1.19% | – |
| ORA | Exit | ORMAT TECHNOLOGIES INC | $0 | – | -150,000 | – | -1.20% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -102,000 | – | -1.21% | – |
| COH | Exit | COACH INC | $0 | – | -203,400 | – | -1.23% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -125,000 | – | -1.26% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -100,000 | – | -1.27% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -150,000 | – | -1.27% | – |
| FRC | Exit | FIRST REP BK SAN FRANCISCO C | $0 | – | -100,000 | – | -1.27% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -100,000 | – | -1.30% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -254,400 | – | -1.33% | – |
| GLW | Exit | CORNING INC | $0 | – | -356,000 | – | -1.39% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -100,000 | – | -1.40% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -75,000 | – | -1.42% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -127,000 | – | -1.44% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -45,000 | – | -1.45% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -152,600 | – | -1.45% | – |
| MAT | Exit | MATTEL INC | $0 | – | -300,000 | – | -1.50% | – |
| AFL | Exit | AFLAC INC | $0 | – | -126,650 | – | -1.50% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -200,000 | – | -1.57% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -150,000 | – | -1.72% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -125,000 | – | -1.76% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -125,000 | – | -1.78% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -400,000 | – | -1.96% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -200,000 | – | -1.96% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -225,000 | – | -1.97% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -132,000 | – | -1.99% | – |
| IIVI | Exit | II VI INC | $0 | – | -543,000 | – | -2.18% | – |
| INTC | Exit | INTEL CORP | $0 | – | -353,500 | – | -2.20% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -975,000 | – | -2.85% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -450,000 | – | -2.92% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOLD | Buy | BARRICK GOLD CORP | $17,277,000 | -14.8% | 975,000 | +2.6% | 2.85% | -8.1% |
| INTC | Buy | INTEL CORP | $13,345,000 | +8916.9% | 353,500 | +7755.6% | 2.20% | +9473.9% |
| IIVI | Sell | II VI INC | $13,211,000 | +28.0% | 543,000 | -1.3% | 2.18% | +38.1% |
| SAP | Buy | SAP SEspon adr | $12,066,000 | +50.3% | 132,000 | +23.4% | 1.99% | +62.3% |
| CRUS | Buy | CIRRUS LOGIC INC | $11,959,000 | +54.2% | 225,000 | +12.5% | 1.97% | +66.4% |
| MASI | Sell | MASIMO CORP | $11,898,000 | -15.5% | 200,000 | -25.4% | 1.96% | -8.8% |
| MTZ | Buy | MASTEC INC | $11,896,000 | +52.3% | 400,000 | +14.3% | 1.96% | +64.4% |
| KLAC | Buy | KLA-TENCOR CORP | $10,456,000 | +42.7% | 150,000 | +50.0% | 1.72% | +54.0% |
| BAX | Buy | BAXTER INTL INC | $9,520,000 | +20.3% | 200,000 | +14.3% | 1.57% | +29.8% |
| AFL | Buy | AFLAC INC | $9,102,000 | +26.1% | 126,650 | +26.6% | 1.50% | +36.2% |
| MAT | Sell | MATTEL INC | $9,084,000 | -27.4% | 300,000 | -25.0% | 1.50% | -21.7% |
| MSFT | Sell | MICROSOFT CORP | $8,790,000 | -24.5% | 152,600 | -33.0% | 1.45% | -18.6% |
| PNRA | Sell | PANERA BREAD COcl a | $8,762,000 | -31.1% | 45,000 | -25.0% | 1.45% | -25.6% |
| QCOM | New | QUALCOMM INC | $8,700,000 | – | 127,000 | – | 1.44% | – |
| TECD | Buy | TECH DATA CORP | $8,471,000 | +371.7% | 100,000 | +300.0% | 1.40% | +408.4% |
| GLW | Buy | CORNING INC | $8,419,000 | +6744.7% | 356,000 | +5833.3% | 1.39% | +7210.5% |
| CSCO | Buy | CISCO SYS INC | $8,070,000 | +6304.8% | 254,400 | +5681.8% | 1.33% | +6910.5% |
| DLTR | New | DOLLAR TREE INC | $7,893,000 | – | 100,000 | – | 1.30% | – |
| LULU | New | LULULEMON ATHLETICA INC | $7,623,000 | – | 125,000 | – | 1.26% | – |
| COH | Buy | COACH INC | $7,436,000 | +132.8% | 203,400 | +159.4% | 1.23% | +151.4% |
| WMT | Buy | WAL-MART STORES INC | $7,356,000 | +4938.4% | 102,000 | +5000.0% | 1.21% | +5418.2% |
| SAFM | New | SANDERSON FARMS INC | $7,225,000 | – | 75,000 | – | 1.19% | – |
| SANM | Buy | SANMINA CORPORATION | $7,118,000 | +77.0% | 250,000 | +66.7% | 1.17% | +90.9% |
| EBIX | Sell | EBIX INC | $7,106,000 | -15.2% | 125,000 | -28.6% | 1.17% | -8.6% |
| RES | Sell | RPC INC | $6,720,000 | -33.4% | 400,000 | -38.5% | 1.11% | -28.1% |
| CNC | New | CENTENE CORP DEL | $6,696,000 | – | 100,000 | – | 1.10% | – |
| FPRX | New | FIVE PRIME THERAPEUTICS INC | $6,561,000 | – | 125,000 | – | 1.08% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $6,537,000 | – | 100,000 | – | 1.08% | – |
| DGX | Buy | QUEST DIAGNOSTICS INC | $6,474,000 | +3871.8% | 76,500 | +3725.0% | 1.07% | +4172.0% |
| ARW | New | ARROW ELECTRS INC | $6,397,000 | – | 100,000 | – | 1.06% | – |
| CSGS | New | CSG SYS INTL INC | $6,200,000 | – | 150,000 | – | 1.02% | – |
| FIVE | Buy | FIVE BELOW INC | $6,044,000 | +30.2% | 150,000 | +50.0% | 1.00% | +40.4% |
| UNFI | New | UNITED NAT FOODS INC | $6,006,000 | – | 150,000 | – | 0.99% | – |
| ULTA | Sell | ULTA SALON COSMETCS & FRAG I | $5,950,000 | -51.2% | 25,000 | -50.0% | 0.98% | -47.3% |
| WCG | New | WELLCARE HEALTH PLANS INC | $5,855,000 | – | 50,000 | – | 0.97% | – |
| GNRC | New | GENERAC HLDGS INC | $5,445,000 | – | 150,000 | – | 0.90% | – |
| DLB | Buy | DOLBY LABORATORIES INC | $5,429,000 | +353.9% | 100,000 | +300.0% | 0.90% | +389.6% |
| CPRT | Buy | COPART INC | $5,356,000 | +118.6% | 100,000 | +100.0% | 0.88% | +135.7% |
| PPC | New | PILGRIMS PRIDE CORP NEW | $5,280,000 | – | 250,000 | – | 0.87% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $5,245,000 | – | 101,800 | – | 0.86% | – |
| URBN | New | URBAN OUTFITTERS INC | $5,178,000 | – | 150,000 | – | 0.85% | – |
| GOLD | Buy | RANDGOLD RES LTDadr | $5,004,000 | +27.6% | 50,000 | +42.9% | 0.83% | +37.9% |
| UFPI | Sell | UNIVERSAL FST PRODS INC | $4,924,000 | -57.5% | 50,000 | -60.0% | 0.81% | -54.2% |
| LRCX | New | LAM RESEARCH CORP | $4,736,000 | – | 50,000 | – | 0.78% | – |
| XLNX | Buy | XILINX INC | $4,190,000 | +4219.6% | 77,100 | +3571.4% | 0.69% | +4506.7% |
| SFM | New | SPROUTS FMRS MKT INC | $4,130,000 | – | 200,000 | – | 0.68% | – |
| GG | Buy | GOLDCORP INC NEW | $4,130,000 | -4.0% | 250,000 | +11.1% | 0.68% | +3.5% |
| FSLR | Sell | FIRST SOLAR INC | $3,949,000 | -34.8% | 100,000 | -20.0% | 0.65% | -29.7% |
| GGG | Sell | GRACO INC | $3,781,000 | -36.2% | 51,100 | -31.9% | 0.62% | -31.1% |
| EXPR | Sell | EXPRESS INC | $3,537,000 | -59.4% | 300,000 | -50.0% | 0.58% | -56.1% |
| PLXS | New | PLEXUS CORP | $3,508,000 | – | 75,000 | – | 0.58% | – |
| MEI | New | METHODE ELECTRS INC | $3,497,000 | – | 100,000 | – | 0.58% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $3,437,000 | – | 25,000 | – | 0.57% | – |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $3,301,000 | – | 52,000 | – | 0.54% | – |
| PGR | Sell | PROGRESSIVE CORP OHIO | $3,270,000 | -72.1% | 103,800 | -70.3% | 0.54% | -69.9% |
| FAST | Sell | FASTENAL CO | $3,255,000 | -58.8% | 77,900 | -56.2% | 0.54% | -55.5% |
| ACN | New | ACCENTURE PLC IRELAND | $3,054,000 | – | 25,000 | – | 0.50% | – |
| TIVO | New | TIVO CORP | $2,922,000 | – | 150,000 | – | 0.48% | – |
| UBNT | New | UBIQUITI NETWORKS INC | $2,675,000 | – | 50,000 | – | 0.44% | – |
| CA | Buy | CA INC | $2,613,000 | +1894.7% | 79,000 | +1875.0% | 0.43% | +2055.0% |
| GRMN | Buy | GARMIN LTD | $2,550,000 | +1623.0% | 53,000 | +1414.3% | 0.42% | +1730.4% |
| DEPO | New | DEPOMED INC | $2,499,000 | – | 100,000 | – | 0.41% | – |
| IRBT | New | IROBOT CORP | $2,199,000 | – | 50,000 | – | 0.36% | – |
| USO | Sell | UNITED STATES OIL FUND LPunits | $2,186,000 | -37.0% | 200,000 | -33.3% | 0.36% | -32.0% |
| IPHI | Sell | INPHI CORP | $2,175,000 | -66.0% | 50,000 | -75.0% | 0.36% | -63.3% |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $2,156,000 | – | 50,000 | – | 0.36% | – |
| SSTK | New | SHUTTERSTOCK INC | $2,102,000 | – | 33,000 | – | 0.35% | – |
| VRSK | Sell | VERISK ANALYTICS INC | $2,032,000 | -49.9% | 25,000 | -50.0% | 0.34% | -46.0% |
| MSM | Buy | MSC INDL DIRECT INC | $1,989,000 | +1243.9% | 27,100 | +1190.5% | 0.33% | +1326.1% |
| ADTN | New | ADTRAN INC | $1,914,000 | – | 100,000 | – | 0.32% | – |
| TXN | New | TEXAS INSTRS INC | $1,754,000 | – | 25,000 | – | 0.29% | – |
| UNG | Sell | UNITED STATES NATL GAS FUNDunit par $0.0001 | $1,672,000 | -35.5% | 200,000 | -33.3% | 0.28% | -30.3% |
| IAU | Sell | ISHARES GOLD TRUSTishares | $1,269,000 | -50.3% | 100,000 | -50.0% | 0.21% | -46.4% |
| CHD | New | CHURCH & DWIGHT INC | $1,198,000 | – | 25,000 | – | 0.20% | – |
| RGLD | Sell | ROYAL GOLD INC | $1,161,000 | -35.5% | 15,000 | -40.0% | 0.19% | -30.2% |
| SBGL | Sell | SIBANYE GOLD LTDsponsored adr | $1,060,000 | -34.6% | 75,000 | -37.0% | 0.18% | -29.4% |
| BVN | Sell | COMPANIA DE MINAS BUENAVENTUsponsored adr | $692,000 | -42.1% | 50,000 | -50.0% | 0.11% | -37.7% |
| TNH | New | TERRA NITROGEN CO L P | $449,000 | – | 4,000 | – | 0.07% | – |
| PAAS | Sell | PAN AMERICAN SILVER CORP | $440,000 | -46.5% | 25,000 | -50.0% | 0.07% | -42.1% |
| SLW | Sell | SILVER WHEATON CORP | $405,000 | -31.1% | 15,000 | -40.0% | 0.07% | -25.6% |
| AUOTY | New | AU OPTRONICS CORPsponsored adr | $365,000 | – | 100,000 | – | 0.06% | – |
| BGGSQ | Sell | BRIGGS & STRATTON CORP | $131,000 | -17.6% | 7,000 | -6.7% | 0.02% | -8.3% |
| FLIR | New | FLIR SYS INC | $126,000 | – | 4,000 | – | 0.02% | – |
| PSX | Sell | PHILLIPS 66 | $129,000 | -96.8% | 1,600 | -96.9% | 0.02% | -96.6% |
| LSTR | New | LANDSTAR SYS INC | $123,000 | – | 1,800 | – | 0.02% | – |
| AAPL | Sell | APPLE INC | $124,000 | -13.3% | 1,100 | -26.7% | 0.02% | -9.1% |
| ANF | Sell | ABERCROMBIE & FITCH COcl a | $124,000 | -95.6% | 7,800 | -95.1% | 0.02% | -95.3% |
| BBY | Sell | BEST BUY INC | $115,000 | -24.8% | 3,000 | -40.0% | 0.02% | -17.4% |
| GNTX | New | GENTEX CORP | $114,000 | – | 6,500 | – | 0.02% | – |
| JWA | Sell | WILEY JOHN & SONS INCcl a | $108,000 | -26.0% | 2,100 | -25.0% | 0.02% | -18.2% |
| CHRW | Sell | C H ROBINSON WORLDWIDE INC | $106,000 | -98.1% | 1,500 | -98.0% | 0.02% | -98.0% |
| DG | New | DOLLAR GEN CORP NEW | $77,000 | – | 1,100 | – | 0.01% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $79,000 | – | 1,000 | – | 0.01% | – |
| INFY | Sell | INFOSYS LTDsponsored adr | $79,000 | -99.1% | 5,000 | -99.0% | 0.01% | -99.0% |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $66,000 | – | 5,000 | – | 0.01% | – |
| BWX | Buy | SPDR SERIES TRUSTbrclys intl etf | $58,000 | +1.8% | 2,000 | +100.0% | 0.01% | +11.1% |
| CPLA | Sell | CAPELLA EDUCATION COMPANY | $58,000 | -59.2% | 1,000 | -63.0% | 0.01% | -54.5% |
| MTSC | Sell | MTS SYS CORP | $58,000 | -41.4% | 1,250 | -44.4% | 0.01% | -33.3% |
| PPL | Sell | PPL CORP | $35,000 | -99.6% | 1,000 | -99.6% | 0.01% | -99.6% |
| TE | Exit | TECO ENERGY INC | $0 | – | -1,000 | – | -0.00% | – |
| CNK | Exit | CINEMARK HOLDINGS INC | $0 | – | -1,500 | – | -0.01% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -7,000 | – | -0.01% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -4,000 | – | -0.01% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -1,700 | – | -0.01% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -2,500 | – | -0.02% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -5,700 | – | -0.02% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -4,300 | – | -0.02% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -3,000 | – | -0.02% | – |
| BA | Exit | BOEING CO | $0 | – | -900 | – | -0.02% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -3,100 | – | -0.02% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -1,500 | – | -0.02% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -15,000 | – | -0.02% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -8,600 | – | -0.02% | – |
| AVGO | Exit | BROADCOM LTD | $0 | – | -6,058 | – | -0.14% | – |
| SBGI | Exit | SINCLAIR BROADCAST GROUP INCcl a | $0 | – | -35,000 | – | -0.16% | – |
| ACOR | Exit | ACORDA THERAPEUTICS INC | $0 | – | -75,000 | – | -0.29% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -32,000 | – | -0.32% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -50,000 | – | -0.42% | – |
| EXPO | Exit | EXPONENT INC | $0 | – | -50,000 | – | -0.45% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -150,000 | – | -0.45% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -43,000 | – | -0.53% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -100,000 | – | -0.56% | – |
| EPAM | Exit | EPAM SYS INC | $0 | – | -60,000 | – | -0.59% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -100,000 | – | -0.60% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -50,000 | – | -0.60% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -5,000 | – | -0.61% | – |
| HAS | Exit | HASBRO INC | $0 | – | -50,000 | – | -0.64% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -25,000 | – | -0.65% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -50,000 | – | -0.66% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -76,000 | – | -0.68% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -100,000 | – | -0.70% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -100,000 | – | -0.76% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -75,000 | – | -0.76% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -100,000 | – | -0.78% | – |
| INCR | Exit | INC RESH HLDGS INCcl a | $0 | – | -150,000 | – | -0.88% | – |
| WRB | Exit | BERKLEY W R CORP | $0 | – | -100,000 | – | -0.92% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -50,000 | – | -0.98% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -75,000 | – | -0.99% | – |
| VC | Exit | VISTEON CORP | $0 | – | -100,000 | – | -1.01% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -150,000 | – | -1.08% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -171,900 | – | -1.16% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -100,000 | – | -1.18% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -75,000 | – | -1.38% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -15,000 | – | -1.64% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -200,000 | – | -1.75% | – |
| K | Exit | KELLOGG CO | $0 | – | -150,000 | – | -1.87% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -400,000 | – | -1.92% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -275,000 | – | -1.98% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOLD | New | BARRICK GOLD CORP | $20,282,000 | – | 950,000 | – | 3.10% | – |
| NEM | New | NEWMONT MINING CORP | $17,604,000 | – | 450,000 | – | 2.69% | – |
| MASI | New | MASIMO CORP | $14,074,000 | – | 268,000 | – | 2.15% | – |
| NVDA | New | NVIDIA CORP | $12,928,000 | – | 275,000 | – | 1.98% | – |
| PNRA | New | PANERA BREAD COcl a | $12,716,000 | – | 60,000 | – | 1.94% | – |
| GE | New | GENERAL ELECTRIC CO | $12,592,000 | – | 400,000 | – | 1.92% | – |
| MAT | New | MATTEL INC | $12,516,000 | – | 400,000 | – | 1.91% | – |
| K | New | KELLOGG CO | $12,248,000 | – | 150,000 | – | 1.87% | – |
| ULTA | New | ULTA SALON COSMETCS & FRAG I | $12,182,000 | – | 50,000 | – | 1.86% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $11,725,000 | – | 350,000 | – | 1.79% | – |
| MSFT | New | MICROSOFT CORP | $11,646,000 | – | 227,600 | – | 1.78% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $11,586,000 | – | 125,000 | – | 1.77% | – |
| SBUX | New | STARBUCKS CORP | $11,424,000 | – | 200,000 | – | 1.75% | – |
| MDT | New | MEDTRONIC PLC | $10,846,000 | – | 125,000 | – | 1.66% | – |
| AMZN | New | AMAZON COM INC | $10,734,000 | – | 15,000 | – | 1.64% | – |
| IIVI | New | II VI INC | $10,318,000 | – | 550,000 | – | 1.58% | – |
| RES | New | RPC INC | $10,094,000 | – | 650,000 | – | 1.54% | – |
| CTXS | New | CITRIX SYS INC | $10,011,000 | – | 125,000 | – | 1.53% | – |
| PPL | New | PPL CORP | $9,475,000 | – | 251,000 | – | 1.45% | – |
| MCD | New | MCDONALDS CORP | $9,026,000 | – | 75,000 | – | 1.38% | – |
| INFY | New | INFOSYS LTDsponsored adr | $8,925,000 | – | 500,000 | – | 1.36% | – |
| TRV | New | TRAVELERS COMPANIES INC | $8,928,000 | – | 75,000 | – | 1.36% | – |
| EXPR | New | EXPRESS INC | $8,706,000 | – | 600,000 | – | 1.33% | – |
| EBIX | New | EBIX INC | $8,382,000 | – | 175,000 | – | 1.28% | – |
| SO | New | SOUTHERN CO | $8,045,000 | – | 150,000 | – | 1.23% | – |
| SAP | New | SAP SEspon adr | $8,027,000 | – | 107,000 | – | 1.23% | – |
| BAX | New | BAXTER INTL INC | $7,914,000 | – | 175,000 | – | 1.21% | – |
| FAST | New | FASTENAL CO | $7,897,000 | – | 177,900 | – | 1.21% | – |
| MTZ | New | MASTEC INC | $7,812,000 | – | 350,000 | – | 1.19% | – |
| CRUS | New | CIRRUS LOGIC INC | $7,758,000 | – | 200,000 | – | 1.19% | – |
| HCA | New | HCA HOLDINGS INC | $7,701,000 | – | 100,000 | – | 1.18% | – |
| CALM | New | CAL MAINE FOODS INC | $7,619,000 | – | 171,900 | – | 1.16% | – |
| KLAC | New | KLA-TENCOR CORP | $7,325,000 | – | 100,000 | – | 1.12% | – |
| AFL | New | AFLAC INC | $7,216,000 | – | 100,000 | – | 1.10% | – |
| GPN | New | GLOBAL PMTS INC | $7,138,000 | – | 100,000 | – | 1.09% | – |
| AGCO | New | AGCO CORP | $7,070,000 | – | 150,000 | – | 1.08% | – |
| FRC | New | FIRST REP BK SAN FRANCISCO C | $6,999,000 | – | 100,000 | – | 1.07% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEW | $6,978,000 | – | 600,000 | – | 1.07% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $6,688,000 | – | 125,000 | – | 1.02% | – |
| VC | New | VISTEON CORP | $6,581,000 | – | 100,000 | – | 1.01% | – |
| ORA | New | ORMAT TECHNOLOGIES INC | $6,564,000 | – | 150,000 | – | 1.00% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $6,519,000 | – | 100,000 | – | 1.00% | – |
| AIZ | New | ASSURANT INC | $6,473,000 | – | 75,000 | – | 0.99% | – |
| IPHI | New | INPHI CORP | $6,406,000 | – | 200,000 | – | 0.98% | – |
| HD | New | HOME DEPOT INC | $6,384,000 | – | 50,000 | – | 0.98% | – |
| BWXT | New | BWX TECHNOLOGIES INC | $6,260,000 | – | 175,000 | – | 0.96% | – |
| FSLR | New | FIRST SOLAR INC | $6,060,000 | – | 125,000 | – | 0.93% | – |
| WRB | New | BERKLEY W R CORP | $5,992,000 | – | 100,000 | – | 0.92% | – |
| GGG | New | GRACO INC | $5,924,000 | – | 75,000 | – | 0.91% | – |
| INCR | New | INC RESH HLDGS INCcl a | $5,720,000 | – | 150,000 | – | 0.88% | – |
| ROST | New | ROSS STORES INC | $5,669,000 | – | 100,000 | – | 0.87% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $5,569,000 | – | 75,000 | – | 0.85% | – |
| PEP | New | PEPSICO INC | $5,424,000 | – | 51,200 | – | 0.83% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored adr ne | $5,216,000 | – | 75,000 | – | 0.80% | – |
| VLO | New | VALERO ENERGY CORP NEW | $5,100,000 | – | 100,000 | – | 0.78% | – |
| CPB | New | CAMPBELL SOUP CO | $4,990,000 | – | 75,000 | – | 0.76% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $4,986,000 | – | 50,000 | – | 0.76% | – |
| CSC | New | COMPUTER SCIENCES CORP | $4,965,000 | – | 100,000 | – | 0.76% | – |
| BAK | New | BRASKEM S Asp adr pfd a | $4,835,000 | – | 408,000 | – | 0.74% | – |
| FIVE | New | FIVE BELOW INC | $4,641,000 | – | 100,000 | – | 0.71% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $4,551,000 | – | 100,000 | – | 0.70% | – |
| ALK | New | ALASKA AIR GROUP INC | $4,430,000 | – | 76,000 | – | 0.68% | – |
| VRSN | New | VERISIGN INC | $4,323,000 | – | 50,000 | – | 0.66% | – |
| GG | New | GOLDCORP INC NEW | $4,304,000 | – | 225,000 | – | 0.66% | – |
| BDX | New | BECTON DICKINSON & CO | $4,240,000 | – | 25,000 | – | 0.65% | – |
| HAS | New | HASBRO INC | $4,200,000 | – | 50,000 | – | 0.64% | – |
| PSX | New | PHILLIPS 66 | $4,094,000 | – | 51,600 | – | 0.63% | – |
| VRSK | New | VERISK ANALYTICS INC | $4,054,000 | – | 50,000 | – | 0.62% | – |
| SANM | New | SANMINA CORPORATION | $4,022,000 | – | 150,000 | – | 0.62% | – |
| AZO | New | AUTOZONE INC | $3,969,000 | – | 5,000 | – | 0.61% | – |
| LLY | New | LILLY ELI & CO | $3,938,000 | – | 50,000 | – | 0.60% | – |
| GOLD | New | RANDGOLD RES LTDadr | $3,921,000 | – | 35,000 | – | 0.60% | – |
| LUV | New | SOUTHWEST AIRLS CO | $3,921,000 | – | 100,000 | – | 0.60% | – |
| EPAM | New | EPAM SYS INC | $3,859,000 | – | 60,000 | – | 0.59% | – |
| PYPL | New | PAYPAL HLDGS INC | $3,651,000 | – | 100,000 | – | 0.56% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $3,496,000 | – | 50,000 | – | 0.54% | – |
| USO | New | UNITED STATES OIL FUND LPunits | $3,471,000 | – | 300,000 | – | 0.53% | – |
| ALGN | New | ALIGN TECHNOLOGY INC | $3,464,000 | – | 43,000 | – | 0.53% | – |
| FXB | New | CURRENCYSHS BRIT POUND STERbrit pound ste | $3,254,000 | – | 25,000 | – | 0.50% | – |
| COH | New | COACH INC | $3,194,000 | – | 78,400 | – | 0.49% | – |
| LKQ | New | LKQ CORP | $3,170,000 | – | 100,000 | – | 0.48% | – |
| JNJ | New | JOHNSON & JOHNSON | $3,032,000 | – | 25,000 | – | 0.46% | – |
| DHR | New | DANAHER CORP DEL | $3,030,000 | – | 30,000 | – | 0.46% | – |
| MLHR | New | MILLER HERMAN INC | $2,989,000 | – | 100,000 | – | 0.46% | – |
| HOMB | New | HOME BANCSHARES INC | $2,968,000 | – | 150,000 | – | 0.45% | – |
| EXPO | New | EXPONENT INC | $2,920,000 | – | 50,000 | – | 0.45% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $2,810,000 | – | 157,800 | – | 0.43% | – |
| NKE | New | NIKE INCcl b | $2,760,000 | – | 50,000 | – | 0.42% | – |
| UNG | New | UNITED STATES NATL GAS FUNDunit par $0.001 | $2,592,000 | – | 300,000 | – | 0.40% | – |
| IAU | New | ISHARES GOLD TRUSTishares | $2,552,000 | – | 200,000 | – | 0.39% | – |
| CTAS | New | CINTAS CORP | $2,453,000 | – | 25,000 | – | 0.38% | – |
| CPRT | New | COPART INC | $2,450,000 | – | 50,000 | – | 0.38% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $2,430,000 | – | 100,000 | – | 0.37% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $2,258,000 | – | 125,000 | – | 0.34% | – |
| CE | New | CELANESE CORP DEL | $2,094,000 | – | 32,000 | – | 0.32% | – |
| ACOR | New | ACORDA THERAPEUTICS INC | $1,913,000 | – | 75,000 | – | 0.29% | – |
| TECD | New | TECH DATA CORP | $1,796,000 | – | 25,000 | – | 0.28% | – |
| RGLD | New | ROYAL GOLD INC | $1,800,000 | – | 25,000 | – | 0.28% | – |
| SBGL | New | SIBANYE GOLD LTDsponsored adr | $1,621,000 | – | 119,000 | – | 0.25% | – |
| FXF | New | CURRENCYSHARES SWISS FRANC Tswiss franc sh | $1,474,000 | – | 15,000 | – | 0.22% | – |
| DLB | New | DOLBY LABORATORIES INC | $1,196,000 | – | 25,000 | – | 0.18% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $1,195,000 | – | 100,000 | – | 0.18% | – |
| FXS | New | CURRENCYSHARES SWEDISH KRONAswedish krona | $1,150,000 | – | 10,000 | – | 0.18% | – |
| SBGI | New | SINCLAIR BROADCAST GROUP INCcl a | $1,045,000 | – | 35,000 | – | 0.16% | – |
| AVGO | New | BROADCOM LTD | $941,000 | – | 6,058 | – | 0.14% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $822,000 | – | 50,000 | – | 0.13% | – |
| GLD | New | SPDR GOLD TRUST | $633,000 | – | 5,000 | – | 0.10% | – |
| SLW | New | SILVER WHEATON CORP | $588,000 | – | 25,000 | – | 0.09% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $163,000 | – | 2,000 | – | 0.02% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $159,000 | – | 7,500 | – | 0.02% | – |
| GRMN | New | GARMIN LTD | $148,000 | – | 3,500 | – | 0.02% | – |
| MSM | New | MSC INDL DIRECT INC | $148,000 | – | 2,100 | – | 0.02% | – |
| BBY | New | BEST BUY INC | $153,000 | – | 5,000 | – | 0.02% | – |
| TGNA | New | TEGNA INC | $151,000 | – | 6,500 | – | 0.02% | – |
| AVX | New | AVX CORP NEW | $149,000 | – | 11,000 | – | 0.02% | – |
| INTC | New | INTEL CORP | $148,000 | – | 4,500 | – | 0.02% | – |
| WFM | New | WHOLE FOODS MKT INC | $144,000 | – | 4,500 | – | 0.02% | – |
| JWA | New | WILEY JOHN & SONS INCcl a | $146,000 | – | 2,800 | – | 0.02% | – |
| WGO | New | WINNEBAGO INDS INC | $142,000 | – | 6,200 | – | 0.02% | – |
| AAPL | New | APPLE INC | $143,000 | – | 1,500 | – | 0.02% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $144,000 | – | 950 | – | 0.02% | – |
| CPLA | New | CAPELLA EDUCATION COMPANY | $142,000 | – | 2,700 | – | 0.02% | – |
| RMD | New | RESMED INC | $145,000 | – | 2,300 | – | 0.02% | – |
| CMI | New | CUMMINS INC | $141,000 | – | 1,250 | – | 0.02% | – |
| WMT | New | WAL-MART STORES INC | $146,000 | – | 2,000 | – | 0.02% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $137,000 | – | 8,600 | – | 0.02% | – |
| VIAB | New | VIACOM INC NEWcl b | $137,000 | – | 3,300 | – | 0.02% | – |
| AMGN | New | AMGEN INC | $137,000 | – | 900 | – | 0.02% | – |
| RHI | New | ROBERT HALF INTL INC | $134,000 | – | 3,500 | – | 0.02% | – |
| NEE | New | NEXTERA ENERGY INC | $130,000 | – | 1,000 | – | 0.02% | – |
| CA | New | CA INC | $131,000 | – | 4,000 | – | 0.02% | – |
| SPLS | New | STAPLES INC | $129,000 | – | 15,000 | – | 0.02% | – |
| RE | New | EVEREST RE GROUP LTD | $128,000 | – | 700 | – | 0.02% | – |
| GPS | New | GAP INC DEL | $123,000 | – | 5,800 | – | 0.02% | – |
| GME | New | GAMESTOP CORP NEWcl a | $122,000 | – | 4,600 | – | 0.02% | – |
| CSCO | New | CISCO SYS INC | $126,000 | – | 4,400 | – | 0.02% | – |
| PG | New | PROCTER & GAMBLE CO | $127,000 | – | 1,500 | – | 0.02% | – |
| KO | New | COCA COLA CO | $127,000 | – | 2,800 | – | 0.02% | – |
| UFS | New | DOMTAR CORP | $123,000 | – | 3,500 | – | 0.02% | – |
| GLW | New | CORNING INC | $123,000 | – | 6,000 | – | 0.02% | – |
| KSS | New | KOHLS CORP | $118,000 | – | 3,100 | – | 0.02% | – |
| SWC | New | STILLWATER MNG CO | $119,000 | – | 10,000 | – | 0.02% | – |
| BA | New | BOEING CO | $117,000 | – | 900 | – | 0.02% | – |
| MPC | New | MARATHON PETE CORP | $114,000 | – | 3,000 | – | 0.02% | – |
| FXE | New | CURRENCYSHARES EURO TR | $108,000 | – | 1,000 | – | 0.02% | – |
| MOS | New | MOSAIC CO NEW | $113,000 | – | 4,300 | – | 0.02% | – |
| TRN | New | TRINITY INDS INC | $106,000 | – | 5,700 | – | 0.02% | – |
| JWN | New | NORDSTROM INC | $95,000 | – | 2,500 | – | 0.02% | – |
| IGOV | New | ISHARES TRintl trea bd etf | $100,000 | – | 1,000 | – | 0.02% | – |
| DTE | New | DTE ENERGY CO | $99,000 | – | 1,000 | – | 0.02% | – |
| GES | New | GUESS INC | $98,000 | – | 6,500 | – | 0.02% | – |
| MTSC | New | MTS SYS CORP | $99,000 | – | 2,250 | – | 0.02% | – |
| XLNX | New | XILINX INC | $97,000 | – | 2,100 | – | 0.02% | – |
| FXY | New | CURRENCYSHS JAPANESE YEN TRjapanese yen | $94,000 | – | 1,000 | – | 0.01% | – |
| XOM | New | EXXON MOBIL CORP | $84,000 | – | 900 | – | 0.01% | – |
| ISHG | New | ISHARES TR3 yrtb etf | $82,000 | – | 1,000 | – | 0.01% | – |
| SCG | New | SCANA CORP NEW | $76,000 | – | 1,000 | – | 0.01% | – |
| PNW | New | PINNACLE WEST CAP CORP | $81,000 | – | 1,000 | – | 0.01% | – |
| D | New | DOMINION RES INC VA NEW | $78,000 | – | 1,000 | – | 0.01% | – |
| EIX | New | EDISON INTL | $78,000 | – | 1,000 | – | 0.01% | – |
| ETR | New | ENTERGY CORP NEW | $81,000 | – | 1,000 | – | 0.01% | – |
| WDC | New | WESTERN DIGITAL CORP | $80,000 | – | 1,700 | – | 0.01% | – |
| KMI | New | KINDER MORGAN INC DEL | $75,000 | – | 4,000 | – | 0.01% | – |
| CHS | New | CHICOS FAS INC | $75,000 | – | 7,000 | – | 0.01% | – |
| AEP | New | AMERICAN ELEC PWR INC | $70,000 | – | 1,000 | – | 0.01% | – |
| ADI | New | ANALOG DEVICES INC | $74,000 | – | 1,300 | – | 0.01% | – |
| PCG | New | PG&E CORP | $64,000 | – | 1,000 | – | 0.01% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $60,000 | – | 2,000 | – | 0.01% | – |
| BWX | New | SPDR SERIES TRUSTbrclys intl etf | $57,000 | – | 1,000 | – | 0.01% | – |
| ORCL | New | ORACLE CORP | $61,000 | – | 1,500 | – | 0.01% | – |
| CNK | New | CINEMARK HOLDINGS INC | $55,000 | – | 1,500 | – | 0.01% | – |
| NS | New | NUSTAR ENERGY LP | $50,000 | – | 1,000 | – | 0.01% | – |
| AEE | New | AMEREN CORP | $54,000 | – | 1,000 | – | 0.01% | – |
| WIP | New | SPDR SERIES TRUSTdb int gvt etf | $55,000 | – | 1,000 | – | 0.01% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $47,000 | – | 1,000 | – | 0.01% | – |
| OKS | New | ONEOK PARTNERS LPunit ltd partn | $40,000 | – | 1,000 | – | 0.01% | – |
| EXC | New | EXELON CORP | $36,000 | – | 1,000 | – | 0.01% | – |
| FE | New | FIRSTENERGY CORP | $35,000 | – | 1,000 | – | 0.01% | – |
| WPZ | New | WILLIAMS PARTNERS L P NEW | $30,000 | – | 866 | – | 0.01% | – |
| BWZ | New | SPDR SERIES TRUSTshrt intl etf | $31,000 | – | 1,000 | – | 0.01% | – |
| DUK | New | DUKE ENERGY CORP NEW | $29,000 | – | 333 | – | 0.00% | – |
| TE | New | TECO ENERGY INC | $28,000 | – | 1,000 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TE | Exit | TECO ENERGY INC | $0 | – | -1,000 | – | -0.00% | – |
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -1,000 | – | -0.00% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -333 | – | -0.00% | – |
| OKS | Exit | ONEOK PARTNERS LPunit ltd partn | $0 | – | -1,000 | – | -0.00% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -2,500 | – | -0.00% | – |
| BWZ | Exit | SPDR SERIES TRUSTshrt intl etf | $0 | – | -1,000 | – | -0.00% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -1,000 | – | -0.00% | – |
| WPZ | Exit | WILLIAMS PARTNERS L P NEW | $0 | – | -866 | – | -0.00% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -1,000 | – | -0.01% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -1,000 | – | -0.01% | – |
| NS | Exit | NUSTAR ENERGY LP | $0 | – | -1,000 | – | -0.01% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -1,000 | – | -0.01% | – |
| BWX | Exit | SPDR SERIES TRUSTbrclys intl etf | $0 | – | -1,000 | – | -0.01% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,000 | – | -0.01% | – |
| WIP | Exit | SPDR SERIES TRUSTdb int gvt etf | $0 | – | -1,000 | – | -0.01% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -1,000 | – | -0.01% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -1,000 | – | -0.01% | – |
| EIX | Exit | EDISON INTL | $0 | – | -1,000 | – | -0.01% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -2,000 | – | -0.01% | – |
| HMY | Exit | HARMONY GOLD MNG LTDsponsored adr | $0 | – | -125,000 | – | -0.01% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -1,000 | – | -0.01% | – |
| ISHG | Exit | ISHARES3yrtb etf | $0 | – | -1,000 | – | -0.01% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -1,000 | – | -0.01% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -2,700 | – | -0.01% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -2,800 | – | -0.01% | – |
| IGOV | Exit | ISHARESintl trea be etf | $0 | – | -1,000 | – | -0.01% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -3,300 | – | -0.01% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,000 | – | -0.01% | – |
| LXK | Exit | LEXMARK INTL NEW | $0 | – | -3,450 | – | -0.01% | – |
| SWC | Exit | STILLWATER MNG CO | $0 | – | -10,000 | – | -0.01% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -4,000 | – | -0.01% | – |
| IAU | Exit | ISHARES GOLD TRUSTishares | $0 | – | -10,000 | – | -0.01% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -3,000 | – | -0.02% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -2,300 | – | -0.02% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -2,300 | – | -0.02% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -2,600 | – | -0.02% | – |
| ADTN | Exit | ADTRAN INC | $0 | – | -8,000 | – | -0.02% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -2,200 | – | -0.02% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -2,400 | – | -0.02% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -4,000 | – | -0.02% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -1,800 | – | -0.02% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -1,325 | – | -0.02% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -3,800 | – | -0.02% | – |
| MAT | Exit | MATTEL INC | $0 | – | -5,900 | – | -0.02% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -3,000 | – | -0.02% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -2,000 | – | -0.02% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -2,500 | – | -0.02% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -1,600 | – | -0.02% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -2,000 | – | -0.02% | – |
| XRX | Exit | XEROX CORP | $0 | – | -14,000 | – | -0.02% | – |
| INTC | Exit | INTEL CORP | $0 | – | -4,500 | – | -0.02% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -3,000 | – | -0.02% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -950 | – | -0.02% | – |
| CPLA | Exit | CAPELLA EDUCATION COMPANY | $0 | – | -2,700 | – | -0.02% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -1,500 | – | -0.02% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -4,300 | – | -0.02% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -2,500 | – | -0.02% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -2,000 | – | -0.02% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -2,800 | – | -0.02% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -2,000 | – | -0.02% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -4,000 | – | -0.02% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -2,800 | – | -0.02% | – |
| NATI | Exit | NATIONAL INSTRS CORP | $0 | – | -5,000 | – | -0.02% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -7,000 | – | -0.02% | – |
| GES | Exit | GUESS INC | $0 | – | -6,500 | – | -0.02% | – |
| KO | Exit | COCA COLA CO | $0 | – | -3,800 | – | -0.02% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -1,600 | – | -0.02% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -3,500 | – | -0.02% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -1,500 | – | -0.02% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -3,050 | – | -0.02% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -10,000 | – | -0.06% | – |
| CAJ | Exit | CANON INCsponsored adr | $0 | – | -17,000 | – | -0.06% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -25,200 | – | -0.07% | – |
| SNN | Exit | SMITH & NEPHEW PLCsponsored adr | $0 | – | -15,000 | – | -0.07% | – |
| SBGL | Exit | SIBANYE GOLD LTDsponsored adr | $0 | – | -119,000 | – | -0.07% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -49,300 | – | -0.08% | – |
| EBIX | Exit | EBIX INC | $0 | – | -25,000 | – | -0.08% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -100,000 | – | -0.08% | – |
| GFI | Exit | GOLD FIELDS LTD NEWsponsored adr | $0 | – | -250,000 | – | -0.08% | – |
| PRLB | Exit | PROTO LABS INC | $0 | – | -10,000 | – | -0.08% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -16,000 | – | -0.09% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -30,000 | – | -0.15% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -200,000 | – | -0.15% | – |
| SLW | Exit | SILVER WHEATON CORP | $0 | – | -100,000 | – | -0.15% | – |
| RAX | Exit | RACKSPACE HOSTING INC | $0 | – | -50,000 | – | -0.16% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -62,000 | – | -0.16% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -80,000 | – | -0.18% | – |
| ACOR | Exit | ACORDA THERAPEUTICS INC | $0 | – | -55,000 | – | -0.18% | – |
| CA | Exit | CA INC | $0 | – | -54,000 | – | -0.19% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -35,000 | – | -0.20% | – |
| DST | Exit | DST SYS INC DEL | $0 | – | -15,000 | – | -0.20% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -25,000 | – | -0.20% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -50,000 | – | -0.22% | – |
| BCR | Exit | BARD C R INC | $0 | – | -10,000 | – | -0.24% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -50,000 | – | -0.24% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -20,000 | – | -0.27% | – |
| EXPO | Exit | EXPONENT INC | $0 | – | -50,000 | – | -0.28% | – |
| MD | Exit | MEDNAX INC | $0 | – | -30,000 | – | -0.29% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -150,000 | – | -0.30% | – |
| WAT | Exit | WATERS CORP | $0 | – | -20,000 | – | -0.30% | – |
| SBH | Exit | SALLY BEAUTY HLDGS INC | $0 | – | -100,000 | – | -0.30% | – |
| ULTA | Exit | ULTA SALON COSMETCS & FRAG I | $0 | – | -15,000 | – | -0.31% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -53,000 | – | -0.31% | – |
| RMD | Exit | RESMED INC | $0 | – | -50,000 | – | -0.32% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -30,000 | – | -0.32% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -65,000 | – | -0.35% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -30,000 | – | -0.36% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -100,000 | – | -0.38% | – |
| EXC | Exit | EXELON CORP | $0 | – | -101,000 | – | -0.38% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -200,000 | – | -0.39% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -100,000 | – | -0.39% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -125,000 | – | -0.41% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -50,000 | – | -0.41% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -25,000 | – | -0.42% | – |
| XLNX | Exit | XILINX INC | $0 | – | -77,700 | – | -0.42% | – |
| PPL | Exit | PPL CORP | $0 | – | -101,000 | – | -0.42% | – |
| VFC | Exit | V F CORP | $0 | – | -50,000 | – | -0.43% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -40,000 | – | -0.43% | – |
| CMPR | Exit | CIMPRESS N V | $0 | – | -45,000 | – | -0.43% | – |
| MIK | Exit | MICHAELS COS INC | $0 | – | -150,000 | – | -0.44% | – |
| HAWK | Exit | BLACKHAWK NETWORK HLDGS INC | $0 | – | -82,145 | – | -0.44% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -50,000 | – | -0.45% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -25,000 | – | -0.45% | – |
| GLW | Exit | CORNING INC | $0 | – | -208,500 | – | -0.45% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -50,000 | – | -0.45% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -50,000 | – | -0.45% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -5,000 | – | -0.46% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -50,000 | – | -0.46% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -50,000 | – | -0.47% | – |
| STRZA | Exit | STARZ | $0 | – | -100,000 | – | -0.47% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -50,000 | – | -0.48% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -51,800 | – | -0.49% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -475,000 | – | -0.49% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -105,000 | – | -0.49% | – |
| AMC | Exit | AMC ENTMT HLDGS INC | $0 | – | -155,000 | – | -0.49% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -150,000 | – | -0.50% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -50,000 | – | -0.50% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -50,000 | – | -0.50% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -78,450 | – | -0.50% | – |
| IIVI | Exit | II VI INC | $0 | – | -250,000 | – | -0.51% | – |
| GNCIQ | Exit | GNC HLDGS INC | $0 | – | -100,000 | – | -0.51% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -100,000 | – | -0.54% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -75,000 | – | -0.54% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -50,000 | – | -0.54% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -100,000 | – | -0.55% | – |
| STJ | Exit | ST JUDE MED INC | $0 | – | -70,000 | – | -0.56% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -75,000 | – | -0.57% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -75,000 | – | -0.58% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -50,000 | – | -0.58% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -40,000 | – | -0.58% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -100,000 | – | -0.60% | – |
| EBAY | Exit | EBAY INC | $0 | – | -200,000 | – | -0.62% | – |
| K | Exit | KELLOGG CO | $0 | – | -77,650 | – | -0.65% | – |
| IPXL | Exit | IMPAX LABORATORIES INC | $0 | – | -150,000 | – | -0.67% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -75,000 | – | -0.67% | – |
| CHE | Exit | CHEMED CORP NEW | $0 | – | -40,000 | – | -0.68% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -100,000 | – | -0.68% | – |
| LCI | Exit | LANNET INC | $0 | – | -133,000 | – | -0.70% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -40,000 | – | -0.70% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -75,000 | – | -0.73% | – |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -100,000 | – | -0.75% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -250,000 | – | -0.78% | – |
| T | Exit | AT&T INC | $0 | – | -189,200 | – | -0.78% | – |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -750,000 | – | -0.80% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -212,000 | – | -0.82% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -150,000 | – | -0.82% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -50,000 | – | -0.84% | – |
| STT | Exit | STATE STR CORP | $0 | – | -100,000 | – | -0.85% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -100,000 | – | -0.86% | – |
| VDSI | Exit | VASCO DATA SEC INTL INC | $0 | – | -400,000 | – | -0.86% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -135,000 | – | -0.86% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -15,000 | – | -0.87% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -100,000 | – | -0.87% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -150,000 | – | -0.88% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -609,000 | – | -0.90% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -200,000 | – | -0.90% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -400,000 | – | -0.90% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -127,100 | – | -0.91% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -75,000 | – | -0.93% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -100,000 | – | -0.96% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -150,000 | – | -0.98% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -300,000 | – | -0.98% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -127,000 | – | -0.99% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -175,000 | – | -1.00% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -50,000 | – | -1.01% | – |
| KR | Exit | KROGER CO | $0 | – | -225,000 | – | -1.03% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -100,000 | – | -1.07% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -125,000 | – | -1.10% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -75,000 | – | -1.10% | – |
| V | Exit | VISA INCcl a | $0 | – | -125,000 | – | -1.10% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -559,000 | – | -1.11% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -375,000 | – | -1.20% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -175,000 | – | -1.21% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -101,600 | – | -1.21% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -125,000 | – | -1.22% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -50,000 | – | -1.22% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -90,000 | – | -1.24% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -200,000 | – | -1.26% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -125,000 | – | -1.32% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -91,500 | – | -1.33% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -850,000 | – | -1.35% | – |
| WRB | Exit | BERKLEY W R CORP | $0 | – | -200,000 | – | -1.38% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -100,000 | – | -1.38% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -200,000 | – | -1.44% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -150,000 | – | -1.45% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -185,000 | – | -1.47% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -175,000 | – | -1.48% | – |
| TGT | Exit | TARGET CORP | $0 | – | -150,000 | – | -1.49% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -150,000 | – | -1.58% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -400,000 | – | -1.60% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -505,900 | – | -1.68% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -275,000 | – | -1.79% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -810,000 | – | -1.96% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -2,750,000 | – | -2.21% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -1,350,000 | – | -2.75% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | Buy | NEWMONT MINING CORP | $21,694,000 | +16.1% | 1,350,000 | +68.8% | 2.75% | +27.1% |
| GOLD | Buy | BARRICK GOLD CORP | $17,490,000 | +9.4% | 2,750,000 | +83.3% | 2.21% | +19.8% |
| INFY | Sell | INFOSYS LTDsponsored adr | $15,463,000 | +7.2% | 810,000 | -11.0% | 1.96% | +17.4% |
| BRCM | Sell | BROADCOM CORPcl a | $14,143,000 | -8.4% | 275,000 | -8.3% | 1.79% | +0.3% |
| CSCO | Sell | CISCO SYS INC | $13,280,000 | -13.0% | 505,900 | -9.0% | 1.68% | -4.7% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC | $12,465,000 | +47.6% | 150,000 | +50.0% | 1.58% | +61.7% |
| TGT | Buy | TARGET CORP | $11,799,000 | +44.5% | 150,000 | +50.0% | 1.49% | +58.3% |
| ZBRA | Buy | ZEBRA TECHNOLOGIES CORPcl a | $11,483,000 | +158.5% | 150,000 | +275.0% | 1.45% | +183.2% |
| GG | Buy | GOLDCORP INC NEW | $10,642,000 | +87.7% | 850,000 | +142.9% | 1.35% | +105.6% |
| GPN | Sell | GLOBAL PMTS INC | $10,498,000 | -18.8% | 91,500 | -26.8% | 1.33% | -11.0% |
| LLY | Sell | LILLY ELI & CO | $10,461,000 | -37.7% | 125,000 | -37.8% | 1.32% | -31.7% |
| DKS | New | DICKS SPORTING GOODS INC | $9,922,000 | – | 200,000 | – | 1.26% | – |
| JACK | Sell | JACK IN THE BOX INC | $9,630,000 | -27.2% | 125,000 | -16.7% | 1.22% | -20.2% |
| CALM | Buy | CAL MAINE FOODS INC | $9,557,000 | +83.1% | 175,000 | +75.0% | 1.21% | +100.7% |
| AEM | Buy | AGNICO EAGLE MINES LTD | $9,495,000 | +167.8% | 375,000 | +200.0% | 1.20% | +193.2% |
| CTXS | New | CITRIX SYS INC | $8,660,000 | – | 125,000 | – | 1.10% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $8,421,000 | – | 100,000 | – | 1.07% | – |
| KR | New | KROGER CO | $8,116,000 | – | 225,000 | – | 1.03% | – |
| DGX | Sell | QUEST DIAGNOSTICS INC | $7,807,000 | -46.2% | 127,000 | -36.5% | 0.99% | -41.1% |
| JNPR | New | JUNIPER NETWORKS INC | $7,713,000 | – | 300,000 | – | 0.98% | – |
| IPGP | New | IPG PHOTONICS CORP | $7,597,000 | – | 100,000 | – | 0.96% | – |
| ADI | New | ANALOG DEVICES INC | $7,170,000 | – | 127,100 | – | 0.91% | – |
| EXPR | Buy | EXPRESS INC | $7,148,000 | +57.9% | 400,000 | +60.0% | 0.90% | +73.0% |
| BKU | New | BANKUNITED INC | $7,150,000 | – | 200,000 | – | 0.90% | – |
| KSS | Sell | KOHLS CORP | $6,947,000 | -44.5% | 150,000 | -25.0% | 0.88% | -39.3% |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $6,906,000 | – | 100,000 | – | 0.87% | – |
| VDSI | Buy | VASCO DATA SEC INTL INC | $6,816,000 | -35.5% | 400,000 | +14.3% | 0.86% | -29.3% |
| CHRW | Sell | C H ROBINSON WORLDWIDE INC | $6,778,000 | -37.9% | 100,000 | -42.9% | 0.86% | -32.0% |
| PDCO | Buy | PATTERSON COMPANIES INC | $6,488,000 | +166.8% | 150,000 | +200.0% | 0.82% | +192.2% |
| OPK | New | OPKO HEALTH INC | $6,308,000 | – | 750,000 | – | 0.80% | – |
| T | New | AT&T INC | $6,164,000 | – | 189,200 | – | 0.78% | – |
| NVDA | New | NVIDIA CORP | $6,162,000 | – | 250,000 | – | 0.78% | – |
| GOLD | Buy | RANDGOLD RES LTDadr | $5,909,000 | +76.5% | 100,000 | +100.0% | 0.75% | +93.3% |
| HCA | New | HCA HOLDINGS INC | $5,802,000 | – | 75,000 | – | 0.73% | – |
| AMGN | New | AMGEN INC | $5,533,000 | – | 40,000 | – | 0.70% | – |
| LCI | New | LANNET INC | $5,522,000 | – | 133,000 | – | 0.70% | – |
| CAKE | New | CHEESECAKE FACTORY INC | $5,396,000 | – | 100,000 | – | 0.68% | – |
| CHE | Sell | CHEMED CORP NEW | $5,339,000 | -37.3% | 40,000 | -38.5% | 0.68% | -31.4% |
| IPXL | Sell | IMPAX LABORATORIES INC | $5,282,000 | -42.5% | 150,000 | -25.0% | 0.67% | -36.9% |
| EBAY | Buy | EBAY INC | $4,888,000 | -18.9% | 200,000 | +100.0% | 0.62% | -11.1% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $4,596,000 | -53.3% | 50,000 | -50.0% | 0.58% | -48.8% |
| SMG | Sell | SCOTTS MIRACLE GRO COcl a | $4,562,000 | -0.2% | 75,000 | -2.8% | 0.58% | +9.3% |
| VLO | New | VALERO ENERGY CORP NEW | $4,508,000 | – | 75,000 | – | 0.57% | – |
| STJ | New | ST JUDE MED INC | $4,416,000 | – | 70,000 | – | 0.56% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $4,309,000 | – | 50,000 | – | 0.54% | – |
| FSLR | Sell | FIRST SOLAR INC | $4,275,000 | -39.3% | 100,000 | -33.3% | 0.54% | -33.5% |
| BBBY | Sell | BED BATH & BEYOND INC | $4,277,000 | -66.5% | 75,000 | -59.5% | 0.54% | -63.3% |
| GNCIQ | New | GNC HLDGS INC | $4,042,000 | – | 100,000 | – | 0.51% | – |
| IIVI | Buy | II VI INC | $4,020,000 | +32.4% | 250,000 | +56.2% | 0.51% | +45.0% |
| ALK | New | ALASKA AIR GROUP INC | $3,972,000 | – | 50,000 | – | 0.50% | – |
| OVTI | Sell | OMNIVISION TECHNOLOGIES INC | $3,939,000 | -57.0% | 150,000 | -57.1% | 0.50% | -52.9% |
| BBY | Sell | BEST BUY INC | $3,898,000 | -22.9% | 105,000 | -32.3% | 0.49% | -15.6% |
| AU | Buy | ANGLOGOLD ASHANTI LTDsponsored adr | $3,890,000 | +73.8% | 475,000 | +90.0% | 0.49% | +90.0% |
| STRZA | New | STARZ | $3,734,000 | – | 100,000 | – | 0.47% | – |
| VAR | Sell | VARIAN MED SYS INC | $3,689,000 | -70.8% | 50,000 | -66.7% | 0.47% | -68.1% |
| AMCX | New | AMC NETWORKS INCcl a | $3,659,000 | – | 50,000 | – | 0.46% | – |
| TJX | New | TJX COS INC NEW | $3,571,000 | – | 50,000 | – | 0.45% | – |
| MIK | New | MICHAELS COS INC | $3,465,000 | – | 150,000 | – | 0.44% | – |
| VFC | New | V F CORP | $3,410,000 | – | 50,000 | – | 0.43% | – |
| PPL | Sell | PPL CORP | $3,322,000 | -24.8% | 101,000 | -32.7% | 0.42% | -17.8% |
| XLNX | Buy | XILINX INC | $3,294,000 | +2668.1% | 77,700 | +2777.8% | 0.42% | +2878.6% |
| PYPL | New | PAYPAL HLDGS INC | $3,104,000 | – | 100,000 | – | 0.39% | – |
| GNTX | Sell | GENTEX CORP | $3,100,000 | -24.5% | 200,000 | -20.0% | 0.39% | -17.3% |
| EXC | Sell | EXELON CORP | $3,000,000 | -68.2% | 101,000 | -66.3% | 0.38% | -65.1% |
| SYK | New | STRYKER CORP | $2,823,000 | – | 30,000 | – | 0.36% | – |
| CYH | Sell | COMMUNITY HEALTH SYS INC NEW | $2,780,000 | -55.9% | 65,000 | -35.0% | 0.35% | -51.6% |
| DHR | New | DANAHER CORP DEL | $2,556,000 | – | 30,000 | – | 0.32% | – |
| RMD | Sell | RESMED INC | $2,548,000 | -39.7% | 50,000 | -33.3% | 0.32% | -33.9% |
| MPC | Buy | MARATHON PETE CORP | $2,455,000 | -6.1% | 53,000 | +6.0% | 0.31% | +3.0% |
| ZUMZ | Sell | ZUMIEZ INC | $2,344,000 | -74.8% | 150,000 | -57.1% | 0.30% | -72.4% |
| MD | New | MEDNAX INC | $2,304,000 | – | 30,000 | – | 0.29% | – |
| EXPO | New | EXPONENT INC | $2,228,000 | – | 50,000 | – | 0.28% | – |
| GLD | Buy | SPDR GOLD TRUST | $2,137,000 | +849.8% | 20,000 | +900.0% | 0.27% | +938.5% |
| OLED | New | UNIVERSAL DISPLAY CORP | $1,695,000 | – | 50,000 | – | 0.22% | – |
| DST | New | DST SYS INC DEL | $1,577,000 | – | 15,000 | – | 0.20% | – |
| CA | Sell | CA INC | $1,474,000 | -72.9% | 54,000 | -71.0% | 0.19% | -70.3% |
| ACOR | Sell | ACORDA THERAPEUTICS INC | $1,458,000 | -67.8% | 55,000 | -59.6% | 0.18% | -64.7% |
| RAX | Sell | RACKSPACE HOSTING INC | $1,234,000 | -81.0% | 50,000 | -71.4% | 0.16% | -79.3% |
| SLW | Sell | SILVER WHEATON CORP | $1,201,000 | -44.6% | 100,000 | -20.0% | 0.15% | -39.4% |
| BVN | Buy | COMPANIA DE MINAS BUENAVENTUsponsored adr | $1,192,000 | +14.8% | 200,000 | +100.0% | 0.15% | +25.8% |
| OTEX | Sell | OPEN TEXT CORP | $716,000 | -85.9% | 16,000 | -87.2% | 0.09% | -84.4% |
| PAAS | Sell | PAN AMERICAN SILVER CORP | $635,000 | -40.9% | 100,000 | -20.0% | 0.08% | -35.5% |
| EBIX | New | EBIX INC | $624,000 | – | 25,000 | – | 0.08% | – |
| ETR | Sell | ENTERGY CORP NEW | $199,000 | -95.1% | 3,050 | -94.7% | 0.02% | -94.6% |
| KO | Sell | COCA COLA CO | $152,000 | -95.1% | 3,800 | -95.2% | 0.02% | -94.7% |
| HRB | Sell | BLOCK H & R INC | $145,000 | -18.5% | 4,000 | -33.3% | 0.02% | -14.3% |
| PG | Sell | PROCTER & GAMBLE CO | $144,000 | -93.2% | 2,000 | -92.6% | 0.02% | -92.6% |
| NATI | New | NATIONAL INSTRS CORP | $139,000 | – | 5,000 | – | 0.02% | – |
| CPLA | New | CAPELLA EDUCATION COMPANY | $134,000 | – | 2,700 | – | 0.02% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $134,000 | – | 3,000 | – | 0.02% | – |
| XRX | New | XEROX CORP | $136,000 | – | 14,000 | – | 0.02% | – |
| HSY | Sell | HERSHEY CO | $138,000 | -22.5% | 1,500 | -25.0% | 0.02% | -19.0% |
| INTC | Sell | INTEL CORP | $136,000 | -97.1% | 4,500 | -97.1% | 0.02% | -96.9% |
| OMI | New | OWENS & MINOR INC NEW | $128,000 | – | 4,000 | – | 0.02% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $124,000 | – | 3,000 | – | 0.02% | – |
| WMT | Sell | WAL-MART STORES INC | $130,000 | -96.5% | 2,000 | -96.2% | 0.02% | -96.2% |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $130,000 | – | 2,400 | – | 0.02% | – |
| KHC | New | KRAFT HEINZ CO | $127,000 | – | 1,800 | – | 0.02% | – |
| ABT | New | ABBOTT LABS | $121,000 | – | 3,000 | – | 0.02% | – |
| EMR | New | EMERSON ELEC CO | $115,000 | – | 2,600 | – | 0.02% | – |
| EAT | New | BRINKER INTL INC | $116,000 | – | 2,200 | – | 0.02% | – |
| ADTN | New | ADTRAN INC | $117,000 | – | 8,000 | – | 0.02% | – |
| ETN | New | EATON CORP PLC | $118,000 | – | 2,300 | – | 0.02% | – |
| IGOV | Sell | ISHARESintl trea be etf | $91,000 | -98.3% | 1,000 | -98.3% | 0.01% | -98.0% |
| ISHG | Sell | ISHARES3yrtb etf | $79,000 | -87.6% | 1,000 | -87.5% | 0.01% | -86.5% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $64,000 | -97.6% | 2,000 | -95.2% | 0.01% | -97.4% |
| EIX | Sell | EDISON INTL | $63,000 | -97.8% | 1,000 | -98.0% | 0.01% | -97.6% |
| PCG | Sell | PG&E CORP | $53,000 | -97.8% | 1,000 | -98.0% | 0.01% | -97.5% |
| BWX | Sell | SPDR SERIES TRUSTbrclys intl etf | $52,000 | -99.5% | 1,000 | -99.5% | 0.01% | -99.4% |
| WIP | Sell | SPDR SERIES TRUSTdb int gvt etf | $52,000 | -99.4% | 1,000 | -99.4% | 0.01% | -99.3% |
| AEP | Sell | AMERICAN ELEC PWR INC | $57,000 | -97.3% | 1,000 | -97.5% | 0.01% | -97.1% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $42,000 | -98.4% | 1,000 | -98.5% | 0.01% | -98.3% |
| BWZ | Sell | SPDR SERIES TRUSTshrt intl etf | $30,000 | -99.3% | 1,000 | -99.3% | 0.00% | -99.2% |
| SSINQ | Exit | STAGE STORES INC | $0 | – | -7,000 | – | -0.01% | – |
| ASEI | Exit | AMERICAN SCIENCE & ENGR INC | $0 | – | -3,000 | – | -0.02% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -2,500 | – | -0.02% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -1,600 | – | -0.02% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -1,500 | – | -0.02% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -1,800 | – | -0.02% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -1,700 | – | -0.02% | – |
| FF | Exit | FUTUREFUEL CORPORATION | $0 | – | -13,000 | – | -0.02% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -3,500 | – | -0.02% | – |
| TLN | Exit | TALEN ENERGY CORP | $0 | – | -18,735 | – | -0.04% | – |
| TEO | Exit | TELECOM ARGENTINA S Aspon adr new | $0 | – | -30,000 | – | -0.06% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -8,000 | – | -0.06% | – |
| CCMP | Exit | CABOT MICROELECTRONICS CORP | $0 | – | -15,000 | – | -0.08% | – |
| APOL | Exit | APOLLO ED GROUP INCcl a | $0 | – | -130,000 | – | -0.19% | – |
| FXY | Exit | CURRENCYSHS JAPANESE YEN TRjapanese yen | $0 | – | -30,000 | – | -0.28% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -75,000 | – | -0.34% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -100,000 | – | -0.35% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -35,000 | – | -0.35% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -100,000 | – | -0.46% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -100,000 | – | -0.48% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -150,000 | – | -0.49% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -200,000 | – | -0.49% | – |
| TFM | Exit | FRESH MKT INC | $0 | – | -150,000 | – | -0.56% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -50,000 | – | -0.56% | – |
| DNB | Exit | DUN & BRADSTREET CORP DEL NE | $0 | – | -40,000 | – | -0.56% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -95,000 | – | -0.61% | – |
| FXE | Exit | CURRENCYSHARES EURO TR | $0 | – | -50,000 | – | -0.63% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -200,000 | – | -0.76% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -50,000 | – | -0.95% | – |
| BRLI | Exit | BIO-REFERENCE LABS INC | $0 | – | -203,000 | – | -0.97% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -750,000 | – | -1.03% | – |
| A309PS | Exit | DIRECTV | $0 | – | -100,000 | – | -1.07% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | New | NEWMONT MINING CORP | $18,688,000 | – | 800,000 | – | 2.16% | – |
| LLY | New | LILLY ELI & CO | $16,781,000 | – | 201,000 | – | 1.94% | – |
| GOLD | New | BARRICK GOLD CORP | $15,990,000 | – | 1,500,000 | – | 1.85% | – |
| BRCM | New | BROADCOM CORPcl a | $15,447,000 | – | 300,000 | – | 1.78% | – |
| CSCO | New | CISCO SYS INC | $15,265,000 | – | 555,900 | – | 1.76% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $14,504,000 | – | 200,000 | – | 1.68% | – |
| INFY | New | INFOSYS LTDsponsored adr | $14,424,000 | – | 910,000 | – | 1.67% | – |
| CRUS | New | CIRRUS LOGIC INC | $13,612,000 | – | 400,000 | – | 1.57% | – |
| JACK | New | JACK IN THE BOX INC | $13,224,000 | – | 150,000 | – | 1.53% | – |
| MDT | New | MEDTRONIC PLC | $12,967,000 | – | 175,000 | – | 1.50% | – |
| GPN | New | GLOBAL PMTS INC | $12,931,000 | – | 125,000 | – | 1.49% | – |
| BBBY | New | BED BATH & BEYOND INC | $12,761,000 | – | 185,000 | – | 1.48% | – |
| AET | New | AETNA INC NEW | $12,746,000 | – | 100,000 | – | 1.47% | – |
| VAR | New | VARIAN MED SYS INC | $12,649,000 | – | 150,000 | – | 1.46% | – |
| KSS | New | KOHLS CORP | $12,522,000 | – | 200,000 | – | 1.45% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $11,302,000 | – | 185,000 | – | 1.31% | – |
| CF | New | CF INDS HLDGS INC | $11,249,000 | – | 175,000 | – | 1.30% | – |
| DOX | New | AMDOCS LTDord | $10,918,000 | – | 200,000 | – | 1.26% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $10,918,000 | – | 175,000 | – | 1.26% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $10,910,000 | – | 90,000 | – | 1.26% | – |
| VDSI | New | VASCO DATA SEC INTL INC | $10,566,000 | – | 350,000 | – | 1.22% | – |
| BWX | New | SPDR SERIES TRUSTbrclys intl etf | $10,404,000 | – | 200,000 | – | 1.20% | – |
| WRB | New | BERKLEY W R CORP | $10,386,000 | – | 200,000 | – | 1.20% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $9,834,000 | – | 100,000 | – | 1.14% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $9,626,000 | – | 559,000 | – | 1.11% | – |
| PEP | New | PEPSICO INC | $9,483,000 | – | 101,600 | – | 1.10% | – |
| EXC | New | EXELON CORP | $9,426,000 | – | 300,000 | – | 1.09% | – |
| SPLS | New | STAPLES INC | $9,324,000 | – | 609,000 | – | 1.08% | – |
| ZUMZ | New | ZUMIEZ INC | $9,320,000 | – | 350,000 | – | 1.08% | – |
| A309PS | New | DIRECTV | $9,279,000 | – | 100,000 | – | 1.07% | – |
| IPXL | New | IMPAX LABORATORIES INC | $9,184,000 | – | 200,000 | – | 1.06% | – |
| OVTI | New | OMNIVISION TECHNOLOGIES INC | $9,168,000 | – | 350,000 | – | 1.06% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $9,150,000 | – | 75,000 | – | 1.06% | – |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $8,910,000 | – | 750,000 | – | 1.03% | – |
| WIP | New | SPDR SERIES TRUSTdb int gvt etf | $8,786,000 | – | 160,000 | – | 1.02% | – |
| GILD | New | GILEAD SCIENCES INC | $8,781,000 | – | 75,000 | – | 1.02% | – |
| PNRA | New | PANERA BREAD COcl a | $8,738,000 | – | 50,000 | – | 1.01% | – |
| CHE | New | CHEMED CORP NEW | $8,521,000 | – | 65,000 | – | 0.98% | – |
| BP | New | BP PLCsponsored adr | $8,472,000 | – | 212,000 | – | 0.98% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $8,444,000 | – | 100,000 | – | 0.98% | – |
| WFC | New | WELLS FARGO & CO NEW | $8,436,000 | – | 150,000 | – | 0.98% | – |
| V | New | VISA INCcl a | $8,394,000 | – | 125,000 | – | 0.97% | – |
| BRLI | New | BIO-REFERENCE LABS INC | $8,374,000 | – | 203,000 | – | 0.97% | – |
| ANTM | New | ANTHEM INC | $8,207,000 | – | 50,000 | – | 0.95% | – |
| TGT | New | TARGET CORP | $8,163,000 | – | 100,000 | – | 0.94% | – |
| FDS | New | FACTSET RESH SYS INC | $8,125,000 | – | 50,000 | – | 0.94% | – |
| STT | New | STATE STR CORP | $7,700,000 | – | 100,000 | – | 0.89% | – |
| IDCC | New | INTERDIGITAL INC | $7,680,000 | – | 135,000 | – | 0.89% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $7,267,000 | – | 15,000 | – | 0.84% | – |
| BDX | New | BECTON DICKINSON & CO | $7,082,000 | – | 50,000 | – | 0.82% | – |
| FSLR | New | FIRST SOLAR INC | $7,047,000 | – | 150,000 | – | 0.81% | – |
| LUV | New | SOUTHWEST AIRLS CO | $6,618,000 | – | 200,000 | – | 0.76% | – |
| RAX | New | RACKSPACE HOSTING INC | $6,508,000 | – | 175,000 | – | 0.75% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $6,297,000 | – | 100,000 | – | 0.73% | – |
| EBAY | New | EBAY INC | $6,024,000 | – | 100,000 | – | 0.70% | – |
| GG | New | GOLDCORP INC NEW | $5,670,000 | – | 350,000 | – | 0.66% | – |
| FXE | New | CURRENCYSHARES EURO TR | $5,473,000 | – | 50,000 | – | 0.63% | – |
| CA | New | CA INC | $5,448,000 | – | 186,000 | – | 0.63% | – |
| MUSA | New | MURPHY USA INC | $5,303,000 | – | 95,000 | – | 0.61% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $5,267,000 | – | 100,000 | – | 0.61% | – |
| CALM | New | CAL MAINE FOODS INC | $5,220,000 | – | 100,000 | – | 0.60% | – |
| IGOV | New | ISHARESintl trea be etf | $5,208,000 | – | 58,000 | – | 0.60% | – |
| OTEX | New | OPEN TEXT CORP | $5,066,000 | – | 125,000 | – | 0.58% | – |
| BBY | New | BEST BUY INC | $5,055,000 | – | 155,000 | – | 0.58% | – |
| DNB | New | DUN & BRADSTREET CORP DEL NE | $4,880,000 | – | 40,000 | – | 0.56% | – |
| K | New | KELLOGG CO | $4,869,000 | – | 77,650 | – | 0.56% | – |
| TRV | New | TRAVELERS COMPANIES INC | $4,833,000 | – | 50,000 | – | 0.56% | – |
| TFM | New | FRESH MKT INC | $4,821,000 | – | 150,000 | – | 0.56% | – |
| AMC | New | AMC ENTMT HLDGS INC | $4,755,000 | – | 155,000 | – | 0.55% | – |
| INTC | New | INTEL CORP | $4,699,000 | – | 154,500 | – | 0.54% | – |
| VRSN | New | VERISIGN INC | $4,629,000 | – | 75,000 | – | 0.54% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $4,610,000 | – | 100,000 | – | 0.53% | – |
| BWZ | New | SPDR SERIES TRUSTshrt intl etf | $4,608,000 | – | 150,000 | – | 0.53% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $4,571,000 | – | 77,200 | – | 0.53% | – |
| ACOR | New | ACORDA THERAPEUTICS INC | $4,533,000 | – | 136,000 | – | 0.52% | – |
| EXPR | New | EXPRESS INC | $4,528,000 | – | 250,000 | – | 0.52% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $4,511,000 | – | 50,000 | – | 0.52% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $4,442,000 | – | 40,000 | – | 0.51% | – |
| PPL | New | PPL CORP | $4,420,000 | – | 150,000 | – | 0.51% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $4,349,000 | – | 25,000 | – | 0.50% | – |
| XOM | New | EXXON MOBIL CORP | $4,310,000 | – | 51,800 | – | 0.50% | – |
| JBL | New | JABIL CIRCUIT INC | $4,258,000 | – | 200,000 | – | 0.49% | – |
| RCII | New | RENT A CTR INC NEW | $4,252,000 | – | 150,000 | – | 0.49% | – |
| RMD | New | RESMED INC | $4,228,000 | – | 75,000 | – | 0.49% | – |
| SO | New | SOUTHERN CO | $4,190,000 | – | 100,000 | – | 0.48% | – |
| CLX | New | CLOROX CO DEL | $4,161,000 | – | 40,000 | – | 0.48% | – |
| GLW | New | CORNING INC | $4,114,000 | – | 208,500 | – | 0.48% | – |
| WSM | New | WILLIAMS SONOMA INC | $4,113,000 | – | 50,000 | – | 0.48% | – |
| GNTX | New | GENTEX CORP | $4,105,000 | – | 250,000 | – | 0.47% | – |
| ETR | New | ENTERGY CORP NEW | $4,022,000 | – | 57,050 | – | 0.46% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $3,977,000 | – | 50,000 | – | 0.46% | – |
| WFM | New | WHOLE FOODS MKT INC | $3,944,000 | – | 100,000 | – | 0.46% | – |
| CMPR | New | CIMPRESS N V | $3,787,000 | – | 45,000 | – | 0.44% | – |
| CPB | New | CAMPBELL SOUP CO | $3,738,000 | – | 78,450 | – | 0.43% | – |
| JWN | New | NORDSTROM INC | $3,725,000 | – | 50,000 | – | 0.43% | – |
| WMT | New | WAL-MART STORES INC | $3,688,000 | – | 52,000 | – | 0.43% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $3,561,000 | – | 25,000 | – | 0.41% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $3,546,000 | – | 125,000 | – | 0.41% | – |
| CTAS | New | CINTAS CORP | $3,384,000 | – | 40,000 | – | 0.39% | – |
| HAWK | New | BLACKHAWK NETWORK HLDGS INC | $3,384,000 | – | 82,145 | – | 0.39% | – |
| GOLD | New | RANDGOLD RES LTDadr | $3,348,000 | – | 50,000 | – | 0.39% | – |
| DLR | New | DIGITAL RLTY TR INC | $3,334,000 | – | 50,000 | – | 0.38% | – |
| AZO | New | AUTOZONE INC | $3,334,000 | – | 5,000 | – | 0.38% | – |
| NTAP | New | NETAPP INC | $3,156,000 | – | 100,000 | – | 0.36% | – |
| SBH | New | SALLY BEAUTY HLDGS INC | $3,158,000 | – | 100,000 | – | 0.36% | – |
| KO | New | COCA COLA CO | $3,091,000 | – | 78,800 | – | 0.36% | – |
| SYNA | New | SYNAPTICS INC | $3,036,000 | – | 35,000 | – | 0.35% | – |
| IIVI | New | II VI INC | $3,037,000 | – | 160,000 | – | 0.35% | – |
| SUNEQ | New | SUNEDISON INC | $2,991,000 | – | 100,000 | – | 0.35% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $2,943,000 | – | 25,000 | – | 0.34% | – |
| RSG | New | REPUBLIC SVCS INC | $2,938,000 | – | 75,000 | – | 0.34% | – |
| EIX | New | EDISON INTL | $2,835,000 | – | 51,000 | – | 0.33% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $2,676,000 | – | 42,000 | – | 0.31% | – |
| MPC | New | MARATHON PETE CORP | $2,615,000 | – | 50,000 | – | 0.30% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $2,595,000 | – | 125,000 | – | 0.30% | – |
| WAT | New | WATERS CORP | $2,568,000 | – | 20,000 | – | 0.30% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $2,553,000 | – | 65,000 | – | 0.30% | – |
| PCG | New | PG&E CORP | $2,455,000 | – | 50,000 | – | 0.28% | – |
| PDCO | New | PATTERSON COMPANIES INC | $2,432,000 | – | 50,000 | – | 0.28% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $2,414,000 | – | 50,000 | – | 0.28% | – |
| FXY | New | CURRENCYSHS JAPANESE YEN TRjapanese yen | $2,380,000 | – | 30,000 | – | 0.28% | – |
| ULTA | New | ULTA SALON COSMETCS & FRAG I | $2,317,000 | – | 15,000 | – | 0.27% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $2,238,000 | – | 250,000 | – | 0.26% | – |
| SLW | New | SILVER WHEATON CORP | $2,168,000 | – | 125,000 | – | 0.25% | – |
| AEP | New | AMERICAN ELEC PWR INC | $2,119,000 | – | 40,000 | – | 0.24% | – |
| PG | New | PROCTER & GAMBLE CO | $2,112,000 | – | 27,000 | – | 0.24% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $2,065,000 | – | 80,000 | – | 0.24% | – |
| THRM | New | GENTHERM INC | $1,922,000 | – | 35,000 | – | 0.22% | – |
| SPWR | New | SUNPOWER CORP | $1,761,000 | – | 62,000 | – | 0.20% | – |
| BCR | New | BARD C R INC | $1,707,000 | – | 10,000 | – | 0.20% | – |
| APOL | New | APOLLO ED GROUP INCcl a | $1,674,000 | – | 130,000 | – | 0.19% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $1,160,000 | – | 30,000 | – | 0.13% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $1,074,000 | – | 125,000 | – | 0.12% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $1,038,000 | – | 100,000 | – | 0.12% | – |
| GFI | New | GOLD FIELDS LTD NEWsponsored adr | $808,000 | – | 250,000 | – | 0.09% | – |
| SBGL | New | SIBANYE GOLD LTDsponsored adr | $768,000 | – | 119,000 | – | 0.09% | – |
| CCMP | New | CABOT MICROELECTRONICS CORP | $707,000 | – | 15,000 | – | 0.08% | – |
| PRLB | New | PROTO LABS INC | $675,000 | – | 10,000 | – | 0.08% | – |
| ISHG | New | ISHARES3yrtb etf | $638,000 | – | 8,000 | – | 0.07% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $590,000 | – | 49,300 | – | 0.07% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $572,000 | – | 25,200 | – | 0.07% | – |
| SAP | New | SAP SEspon adr | $562,000 | – | 8,000 | – | 0.06% | – |
| CAJ | New | CANON INCsponsored adr | $551,000 | – | 17,000 | – | 0.06% | – |
| TEO | New | TELECOM ARGENTINA S Aspon adr new | $540,000 | – | 30,000 | – | 0.06% | – |
| SNN | New | SMITH & NEPHEW PLCspon adr new | $509,000 | – | 15,000 | – | 0.06% | – |
| TTE | New | TOTAL S Asponsored adr | $492,000 | – | 10,000 | – | 0.06% | – |
| TLN | New | TALEN ENERGY CORP | $321,000 | – | 18,735 | – | 0.04% | – |
| GLD | New | SPDR GOLD TRUST | $225,000 | – | 2,000 | – | 0.03% | – |
| BAX | New | BAXTER INTL INC | $189,000 | – | 2,700 | – | 0.02% | – |
| DOW | New | DOW CHEM CO | $179,000 | – | 3,500 | – | 0.02% | – |
| HRB | New | BLOCK H & R INC | $178,000 | – | 6,000 | – | 0.02% | – |
| HSY | New | HERSHEY CO | $178,000 | – | 2,000 | – | 0.02% | – |
| CAT | New | CATERPILLAR INC DEL | $170,000 | – | 2,000 | – | 0.02% | – |
| HMY | New | HARMONY GOLD MNG LTDsponsored adr | $168,000 | – | 125,000 | – | 0.02% | – |
| FF | New | FUTUREFUEL CORPORATION | $167,000 | – | 13,000 | – | 0.02% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $161,000 | – | 2,500 | – | 0.02% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $155,000 | – | 1,500 | – | 0.02% | – |
| MSFT | New | MICROSOFT CORP | $155,000 | – | 3,500 | – | 0.02% | – |
| MAT | New | MATTEL INC | $152,000 | – | 5,900 | – | 0.02% | – |
| LXK | New | LEXMARK INTL NEWcl a | $152,000 | – | 3,450 | – | 0.02% | – |
| QCOM | New | QUALCOMM INC | $157,000 | – | 2,500 | – | 0.02% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $153,000 | – | 1,800 | – | 0.02% | – |
| KMI | New | KINDER MORGAN INC DEL | $154,000 | – | 4,000 | – | 0.02% | – |
| KMB | New | KIMBERLY CLARK CORP | $159,000 | – | 1,500 | – | 0.02% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $155,000 | – | 950 | – | 0.02% | – |
| HRS | New | HARRIS CORP DEL | $154,000 | – | 2,000 | – | 0.02% | – |
| GEF | New | GREIF INCcl a | $154,000 | – | 4,300 | – | 0.02% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $155,000 | – | 1,600 | – | 0.02% | – |
| JWA | New | WILEY JOHN & SONS INCcl a | $152,000 | – | 2,800 | – | 0.02% | – |
| YUM | New | YUM BRANDS INC | $153,000 | – | 1,700 | – | 0.02% | – |
| AVY | New | AVERY DENNISON CORP | $152,000 | – | 2,500 | – | 0.02% | – |
| ACN | New | ACCENTURE PLC IRELAND | $155,000 | – | 1,600 | – | 0.02% | – |
| PBI | New | PITNEY BOWES INC | $146,000 | – | 7,000 | – | 0.02% | – |
| EV | New | EATON VANCE CORP | $149,000 | – | 3,800 | – | 0.02% | – |
| TXN | New | TEXAS INSTRS INC | $144,000 | – | 2,800 | – | 0.02% | – |
| GPS | New | GAP INC DEL | $126,000 | – | 3,300 | – | 0.02% | – |
| JNJ | New | JOHNSON & JOHNSON | $129,000 | – | 1,325 | – | 0.02% | – |
| KLAC | New | KLA-TENCOR CORP | $129,000 | – | 2,300 | – | 0.02% | – |
| ASEI | New | AMERICAN SCIENCE & ENGR INC | $131,000 | – | 3,000 | – | 0.02% | – |
| PSX | New | PHILLIPS 66 | $129,000 | – | 1,600 | – | 0.02% | – |
| MOS | New | MOSAIC CO NEW | $131,000 | – | 2,800 | – | 0.02% | – |
| XLNX | New | XILINX INC | $119,000 | – | 2,700 | – | 0.01% | – |
| GES | New | GUESS INC | $125,000 | – | 6,500 | – | 0.01% | – |
| SSINQ | New | STAGE STORES INC | $123,000 | – | 7,000 | – | 0.01% | – |
| IAU | New | ISHARES GOLD TRUSTishares | $113,000 | – | 10,000 | – | 0.01% | – |
| SWC | New | STILLWATER MNG CO | $116,000 | – | 10,000 | – | 0.01% | – |
| NEE | New | NEXTERA ENERGY INC | $98,000 | – | 1,000 | – | 0.01% | – |
| DTE | New | DTE ENERGY CO | $75,000 | – | 1,000 | – | 0.01% | – |
| D | New | DOMINION RES INC VA NEW | $67,000 | – | 1,000 | – | 0.01% | – |
| NS | New | NUSTAR ENERGY LP | $59,000 | – | 1,000 | – | 0.01% | – |
| PNW | New | PINNACLE WEST CAP CORP | $57,000 | – | 1,000 | – | 0.01% | – |
| SCG | New | SCANA CORP NEW | $51,000 | – | 1,000 | – | 0.01% | – |
| WPZ | New | WILLIAMS PARTNERS L P NEW | $42,000 | – | 866 | – | 0.01% | – |
| ISIL | New | INTERSIL CORPcl a | $31,000 | – | 2,500 | – | 0.00% | – |
| FE | New | FIRSTENERGY CORP | $33,000 | – | 1,000 | – | 0.00% | – |
| AEE | New | AMEREN CORP | $38,000 | – | 1,000 | – | 0.00% | – |
| OKS | New | ONEOK PARTNERS LPunit ltd partn | $34,000 | – | 1,000 | – | 0.00% | – |
| POM | New | PEPCO HOLDINGS INC | $27,000 | – | 1,000 | – | 0.00% | – |
| DUK | New | DUKE ENERGY CORP NEW | $24,000 | – | 333 | – | 0.00% | – |
| TE | New | TECO ENERGY INC | $18,000 | – | 1,000 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TE | Exit | TECO ENERGY INC | $0 | – | -1,000 | – | -0.00% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -2,550 | – | -0.00% | – |
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -1,000 | – | -0.00% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -333 | – | -0.00% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -1,000 | – | -0.00% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -1,000 | – | -0.00% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -1,000 | – | -0.00% | – |
| PNW | Exit | PINNACLE WEST CAPITAL CORP | $0 | – | -1,000 | – | -0.01% | – |
| WPZ | Exit | WILLIAMS PARTNERS L P | $0 | – | -1,000 | – | -0.01% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -1,000 | – | -0.01% | – |
| NS | Exit | NUSTAR ENERGY LP | $0 | – | -1,000 | – | -0.01% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -1,000 | – | -0.01% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,000 | – | -0.01% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -7,500 | – | -0.01% | – |
| IAU | Exit | ISHARES GOLD TRUSTishares | $0 | – | -10,000 | – | -0.01% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -9,750 | – | -0.01% | – |
| HHS | Exit | HARTE-HANKS INC | $0 | – | -20,000 | – | -0.01% | – |
| VIVO | Exit | MERIDIAN BIOSCIENCE INC | $0 | – | -7,500 | – | -0.01% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -1,325 | – | -0.01% | – |
| SWC | Exit | STILLWATER MNG CO | $0 | – | -10,000 | – | -0.01% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -10,000 | – | -0.01% | – |
| LXK | Exit | LEXMARK INTL NEWcl a | $0 | – | -3,750 | – | -0.01% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -5,000 | – | -0.01% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -5,000 | – | -0.01% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -3,000 | – | -0.01% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -10,000 | – | -0.02% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -6,000 | – | -0.02% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -13,750 | – | -0.02% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -4,750 | – | -0.02% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -5,250 | – | -0.02% | – |
| MAT | Exit | MATTEL INC | $0 | – | -7,000 | – | -0.02% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -5,000 | – | -0.02% | – |
| TGT | Exit | TARGET CORP | $0 | – | -3,500 | – | -0.02% | – |
| CAJ | Exit | CANON INCadr | $0 | – | -7,000 | – | -0.02% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -2,000 | – | -0.02% | – |
| KO | Exit | COCA COLA CO | $0 | – | -6,000 | – | -0.02% | – |
| SWY | Exit | SAFEWAY INC | $0 | – | -7,500 | – | -0.02% | – |
| WMT | Exit | WAL MART STORES INC | $0 | – | -3,350 | – | -0.02% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -4,150 | – | -0.02% | – |
| EPIQ | Exit | EPIQ SYS INC | $0 | – | -15,000 | – | -0.02% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP | $0 | – | -4,000 | – | -0.02% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -3,725 | – | -0.02% | – |
| HMY | Exit | HARMONY GOLD MNG LTDsponsored adr | $0 | – | -125,000 | – | -0.02% | – |
| TEO | Exit | TELECOM ARGENTINA S Aspon adr rep b | $0 | – | -20,000 | – | -0.04% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -75,000 | – | -0.08% | – |
| GFI | Exit | GOLD FIELDS LTD NEWsponsored adr | $0 | – | -250,000 | – | -0.08% | – |
| SBGL | Exit | SIBANYE GOLD LTDsponsored adr | $0 | – | -119,000 | – | -0.09% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -25,000 | – | -0.09% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -55,000 | – | -0.10% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -39,000 | – | -0.11% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -20,000 | – | -0.11% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -20,000 | – | -0.14% | – |
| SNN | Exit | SMITH & NEPHEW PLCspon adr new | $0 | – | -19,500 | – | -0.14% | – |
| BRLI | Exit | BIO-REFERENCE LABS INC | $0 | – | -59,000 | – | -0.14% | – |
| EWA | Exit | ISHARESmsci aust etf | $0 | – | -72,000 | – | -0.15% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -150,000 | – | -0.15% | – |
| EWH | Exit | ISHARESmsci hong kg etf | $0 | – | -90,000 | – | -0.16% | – |
| EWC | Exit | ISHARESmsci cda etf | $0 | – | -60,000 | – | -0.16% | – |
| HART | Exit | HARVARD APPARATUS REGENER TE | $0 | – | -232,500 | – | -0.16% | – |
| EWP | Exit | ISHARESmsci span cp etf | $0 | – | -50,000 | – | -0.17% | – |
| EWI | Exit | ISHARESmsci italcpd etf | $0 | – | -125,000 | – | -0.17% | – |
| AVT | Exit | AVNET INC | $0 | – | -50,000 | – | -0.18% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -40,000 | – | -0.18% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -100,000 | – | -0.18% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -175,000 | – | -0.18% | – |
| BCR | Exit | BARD C R INC | $0 | – | -15,000 | – | -0.18% | – |
| PAAS | Exit | PAN AMERICAN SILVER CORP | $0 | – | -200,000 | – | -0.19% | – |
| PCG | Exit | PG&E CORP | $0 | – | -50,000 | – | -0.19% | – |
| MYL | Exit | MYLAN INC | $0 | – | -50,000 | – | -0.19% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -5,000 | – | -0.20% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -25,000 | – | -0.20% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -65,000 | – | -0.21% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -500,000 | – | -0.21% | – |
| VPRT | Exit | VISTAPRINT N V | $0 | – | -45,000 | – | -0.21% | – |
| DRYS | Exit | DRYSHIPS INC | $0 | – | -1,000,000 | – | -0.21% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -50,000 | – | -0.22% | – |
| HAWKB | Exit | BLACKHAWK NETWORK HLDGS INCcl b | $0 | – | -82,145 | – | -0.23% | – |
| RVBD | Exit | RIVERBED TECHNOLOGY INC | $0 | – | -150,000 | – | -0.24% | – |
| OUTR | Exit | OUTERWALL INC | $0 | – | -50,000 | – | -0.24% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -50,000 | – | -0.26% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -10,000 | – | -0.28% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -108,500 | – | -0.28% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -250,000 | – | -0.28% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -50,000 | – | -0.28% | – |
| DST | Exit | DST SYS INC DEL | $0 | – | -40,000 | – | -0.29% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -280,000 | – | -0.30% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -25,000 | – | -0.30% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -50,000 | – | -0.30% | – |
| COH | Exit | COACH INC | $0 | – | -104,750 | – | -0.32% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -50,000 | – | -0.32% | – |
| HBIO | Exit | HARVARD BIOSCIENCE INC | $0 | – | -930,000 | – | -0.32% | – |
| CYBX | Exit | CYBERONICS INC | $0 | – | -75,000 | – | -0.33% | – |
| SLW | Exit | SILVER WHEATON CORP | $0 | – | -200,000 | – | -0.34% | – |
| BRCM | Exit | BROADCOM CORPcl a | $0 | – | -100,000 | – | -0.34% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -25,000 | – | -0.35% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -100,000 | – | -0.35% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -50,000 | – | -0.37% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -57,050 | – | -0.38% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -100,000 | – | -0.39% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -100,000 | – | -0.40% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -50,000 | – | -0.42% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -100,000 | – | -0.42% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -85,000 | – | -0.43% | – |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -75,000 | – | -0.43% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -53,000 | – | -0.44% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -100,000 | – | -0.44% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -500,000 | – | -0.45% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -75,000 | – | -0.47% | – |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -150,000 | – | -0.48% | – |
| UBNT | Exit | UBIQUITI NETWORKS INC | $0 | – | -150,000 | – | -0.48% | – |
| EIX | Exit | EDISON INTL | $0 | – | -101,000 | – | -0.48% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -50,000 | – | -0.49% | – |
| CA | Exit | CA INC | $0 | – | -205,000 | – | -0.49% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -151,500 | – | -0.49% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -100,000 | – | -0.49% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -160,000 | – | -0.50% | – |
| IPXL | Exit | IMPAX LABORATORIES INC | $0 | – | -250,000 | – | -0.51% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -50,000 | – | -0.51% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -112,500 | – | -0.51% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -67,275 | – | -0.52% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -50,000 | – | -0.52% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -150,000 | – | -0.54% | – |
| SAPE | Exit | SAPIENT CORP | $0 | – | -453,000 | – | -0.54% | – |
| K | Exit | KELLOGG CO | $0 | – | -103,000 | – | -0.54% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -62,900 | – | -0.55% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP | $0 | – | -50,000 | – | -0.55% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -100,000 | – | -0.56% | – |
| HUM | Exit | HUMANA INC | $0 | – | -50,000 | – | -0.56% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -155,250 | – | -0.57% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -100,000 | – | -0.57% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -500,000 | – | -0.58% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -300,000 | – | -0.59% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -100,000 | – | -0.59% | – |
| VMW | Exit | VMWARE INC | $0 | – | -75,000 | – | -0.60% | – |
| MMM | Exit | 3M CO | $0 | – | -50,000 | – | -0.60% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -77,900 | – | -0.62% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -77,800 | – | -0.62% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -400,000 | – | -0.64% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -150,000 | – | -0.66% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -150,000 | – | -0.66% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -125,000 | – | -0.67% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -310,400 | – | -0.67% | – |
| BRCD | Exit | BROCADE COMMUNICATIONS SYS I | $0 | – | -750,000 | – | -0.70% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -100,000 | – | -0.70% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -150,000 | – | -0.70% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -100,000 | – | -0.72% | – |
| OKS | Exit | ONEOK PARTNERS LPunit ltd partn | $0 | – | -151,000 | – | -0.72% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -150,000 | – | -0.73% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -100,000 | – | -0.74% | – |
| CHE | Exit | CHEMED CORP NEW | $0 | – | -84,000 | – | -0.74% | – |
| WAG | Exit | WALGREEN CO | $0 | – | -150,000 | – | -0.76% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -75,000 | – | -0.76% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -150,000 | – | -0.77% | – |
| T | Exit | AT&T INC | $0 | – | -257,750 | – | -0.78% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -350,000 | – | -0.79% | – |
| APA | Exit | APACHE CORP | $0 | – | -100,000 | – | -0.80% | – |
| WIP | Exit | SPDR SERIES TRUSTdb int gvt etf | $0 | – | -160,000 | – | -0.80% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -325,000 | – | -0.81% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -250,000 | – | -0.82% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -176,000 | – | -0.83% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -35,000 | – | -0.84% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -150,000 | – | -0.84% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -100,000 | – | -0.87% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -500,000 | – | -0.89% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -150,000 | – | -0.90% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -500,000 | – | -0.95% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -600,000 | – | -0.95% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -202,500 | – | -0.95% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -250,000 | – | -0.96% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -150,000 | – | -0.96% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -364,000 | – | -0.96% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -175,000 | – | -0.96% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -250,000 | – | -0.98% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -250,000 | – | -0.99% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -100,000 | – | -1.02% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -173,500 | – | -1.06% | – |
| FLIR | Exit | FLIR SYS INC | $0 | – | -400,000 | – | -1.07% | – |
| GLW | Exit | CORNING INC | $0 | – | -650,000 | – | -1.07% | – |
| DV | Exit | DEVRY INC DEL | $0 | – | -300,000 | – | -1.10% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -153,250 | – | -1.10% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -200,000 | – | -1.10% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -400,000 | – | -1.16% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -127,000 | – | -1.17% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -175,000 | – | -1.21% | – |
| INTC | Exit | INTEL CORP | $0 | – | -408,500 | – | -1.22% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -150,000 | – | -1.25% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -250,000 | – | -1.25% | – |
| PPL | Exit | PPL CORP | $0 | – | -450,000 | – | -1.26% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -150,000 | – | -1.27% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -323,500 | – | -1.27% | – |
| STJ | Exit | ST JUDE MED INC | $0 | – | -250,000 | – | -1.28% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -230,000 | – | -1.30% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -225,000 | – | -1.36% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -250,000 | – | -1.46% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -427,600 | – | -1.61% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -305,000 | – | -1.69% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -214,000 | – | -1.72% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -456,500 | – | -1.81% | – |
| EXC | Exit | EXELON CORP | $0 | – | -700,000 | – | -2.04% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -1,950,000 | – | -2.44% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -1,250,000 | – | -2.46% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEM | Sell | NEWMONT MINING CORP | $28,812,000 | -21.9% | 1,250,000 | -13.8% | 2.46% | -13.1% |
| GOLD | Sell | BARRICK GOLD CORP | $28,587,000 | -23.8% | 1,950,000 | -4.9% | 2.44% | -15.2% |
| EXC | Buy | EXELON CORP | $23,863,000 | +86.9% | 700,000 | +100.0% | 2.04% | +108.1% |
| MSFT | Sell | MICROSOFT CORP | $21,163,000 | 0.0% | 456,500 | -10.0% | 1.81% | +11.3% |
| LLY | Buy | LILLY ELI & CO | $19,779,000 | +6259.8% | 305,000 | +6000.0% | 1.69% | +6941.7% |
| BP | Buy | BP PLCsponsored adr | $18,793,000 | -11.5% | 427,600 | +6.2% | 1.61% | -1.5% |
| HRS | Sell | HARRIS CORP DEL | $15,272,000 | -26.7% | 230,000 | -16.4% | 1.30% | -18.4% |
| CAT | New | CATERPILLAR INC DEL | $14,854,000 | – | 150,000 | – | 1.27% | – |
| PPL | Buy | PPL CORP | $14,778,000 | +732.1% | 450,000 | +800.0% | 1.26% | +828.7% |
| CE | Buy | CELANESE CORP DEL | $14,630,000 | +51.7% | 250,000 | +66.7% | 1.25% | +68.9% |
| DECK | Sell | DECKERS OUTDOOR CORP | $14,577,000 | -29.6% | 150,000 | -37.5% | 1.25% | -21.7% |
| INTC | Sell | INTEL CORP | $14,224,000 | -24.7% | 408,500 | -33.1% | 1.22% | -16.2% |
| KMB | New | KIMBERLY CLARK CORP | $13,661,000 | – | 127,000 | – | 1.17% | – |
| SPWR | Sell | SUNPOWER CORP | $13,552,000 | -33.9% | 400,000 | -20.0% | 1.16% | -26.4% |
| PG | Sell | PROCTER & GAMBLE CO | $12,833,000 | -19.7% | 153,250 | -24.6% | 1.10% | -10.6% |
| GLW | Buy | CORNING INC | $12,571,000 | +129.1% | 650,000 | +160.0% | 1.07% | +155.1% |
| FLIR | Sell | FLIR SYS INC | $12,536,000 | -34.4% | 400,000 | -27.3% | 1.07% | -27.0% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $12,395,000 | -25.4% | 173,500 | -22.4% | 1.06% | -16.9% |
| V107SC | Sell | WELLPOINT INC | $11,962,000 | -44.4% | 100,000 | -50.0% | 1.02% | -38.2% |
| DOX | Sell | AMDOCS LTDord | $11,470,000 | -29.3% | 250,000 | -28.6% | 0.98% | -21.3% |
| AIZ | Sell | ASSURANT INC | $11,253,000 | -26.0% | 175,000 | -24.6% | 0.96% | -17.6% |
| HI | Sell | HILLENBRAND INC | $11,244,000 | -14.3% | 364,000 | -9.5% | 0.96% | -4.6% |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $11,192,000 | – | 250,000 | – | 0.96% | – |
| JNPR | Sell | JUNIPER NETWORKS INC | $11,075,000 | -30.6% | 500,000 | -23.1% | 0.95% | -22.8% |
| NVDA | Buy | NVIDIA CORP | $11,070,000 | +19.4% | 600,000 | +20.0% | 0.95% | +32.9% |
| CRUS | Buy | CIRRUS LOGIC INC | $10,425,000 | +107.4% | 500,000 | +126.2% | 0.89% | +130.8% |
| FSLR | Sell | FIRST SOLAR INC | $9,872,000 | -44.4% | 150,000 | -40.0% | 0.84% | -38.1% |
| CF | Buy | CF INDS HLDGS INC | $9,773,000 | +103.1% | 35,000 | +75.0% | 0.84% | +126.3% |
| OTEX | Sell | OPEN TEXT CORP | $9,754,000 | -7.9% | 176,000 | -20.4% | 0.83% | +2.3% |
| ORCL | Buy | ORACLE CORP | $9,570,000 | +136.1% | 250,000 | +150.0% | 0.82% | +163.0% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $9,435,000 | -38.4% | 325,000 | -18.8% | 0.81% | -31.5% |
| T | Buy | AT&T INC | $9,083,000 | +3215.0% | 257,750 | +3225.8% | 0.78% | +3595.2% |
| AKAM | Buy | AKAMAI TECHNOLOGIES INC | $8,970,000 | +46.9% | 150,000 | +50.0% | 0.77% | +63.3% |
| CVX | Sell | CHEVRON CORP NEW | $8,949,000 | -31.5% | 75,000 | -25.0% | 0.76% | -23.7% |
| WAG | New | WALGREEN CO | $8,891,000 | – | 150,000 | – | 0.76% | – |
| CHE | Sell | CHEMED CORP NEW | $8,644,000 | -26.2% | 84,000 | -32.8% | 0.74% | -17.9% |
| STX | New | SEAGATE TECHNOLOGY PLC | $8,590,000 | – | 150,000 | – | 0.73% | – |
| OKS | Buy | ONEOK PARTNERS LPunit ltd partn | $8,450,000 | +14222.0% | 151,000 | +15000.0% | 0.72% | +14340.0% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $8,442,000 | -35.7% | 100,000 | -33.3% | 0.72% | -28.5% |
| JOY | New | JOY GLOBAL INC | $8,181,000 | – | 150,000 | – | 0.70% | – |
| BRCD | New | BROCADE COMMUNICATIONS SYS I | $8,153,000 | – | 750,000 | – | 0.70% | – |
| COF | Sell | CAPITAL ONE FINL CORP | $8,162,000 | -34.1% | 100,000 | -33.3% | 0.70% | -26.7% |
| CSCO | Sell | CISCO SYS INC | $7,813,000 | -38.4% | 310,400 | -39.2% | 0.67% | -31.4% |
| DLR | New | DIGITAL RLTY TR INC | $7,798,000 | – | 125,000 | – | 0.67% | – |
| WFC | Sell | WELLS FARGO & CO NEW | $7,780,000 | -26.0% | 150,000 | -25.0% | 0.66% | -17.6% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $7,665,000 | -61.4% | 150,000 | -66.7% | 0.66% | -57.0% |
| SUNEQ | Sell | SUNEDISON INC | $7,552,000 | -48.6% | 400,000 | -38.5% | 0.64% | -42.8% |
| XOM | Sell | EXXON MOBIL CORP | $7,317,000 | -43.1% | 77,800 | -39.1% | 0.62% | -36.7% |
| PEP | Sell | PEPSICO INC | $7,252,000 | -21.1% | 77,900 | -24.3% | 0.62% | -12.2% |
| MMM | Sell | 3M CO | $7,084,000 | -67.0% | 50,000 | -66.7% | 0.60% | -63.3% |
| VMW | Buy | VMWARE INC | $7,038,000 | +45.4% | 75,000 | +50.0% | 0.60% | +61.6% |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $6,924,000 | -28.8% | 100,000 | -31.0% | 0.59% | -20.6% |
| GG | Sell | GOLDCORP INC NEW | $6,909,000 | -38.1% | 300,000 | -25.0% | 0.59% | -31.2% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDord | $6,740,000 | -37.3% | 500,000 | -33.3% | 0.58% | -30.2% |
| CPB | Sell | CAMPBELL SOUP CO | $6,634,000 | -43.3% | 155,250 | -39.2% | 0.57% | -36.9% |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $6,632,000 | – | 100,000 | – | 0.57% | – |
| BHI | Buy | BAKER HUGHES INC | $6,506,000 | +74.8% | 100,000 | +100.0% | 0.56% | +94.4% |
| UTHR | Sell | UNITED THERAPEUTICS CORP | $6,432,000 | -45.8% | 50,000 | -62.7% | 0.55% | -39.6% |
| K | Buy | KELLOGG CO | $6,345,000 | +3120.8% | 103,000 | +3333.3% | 0.54% | +3513.3% |
| DLB | New | DOLBY LABORATORIES INC | $6,268,000 | – | 150,000 | – | 0.54% | – |
| FDS | New | FACTSET RESH SYS INC | $6,076,000 | – | 50,000 | – | 0.52% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $6,065,000 | – | 67,275 | – | 0.52% | – |
| IPXL | Sell | IMPAX LABORATORIES INC | $5,928,000 | -36.2% | 250,000 | -19.4% | 0.51% | -29.0% |
| PLXS | Sell | PLEXUS CORP | $5,909,000 | -31.8% | 160,000 | -20.0% | 0.50% | -24.1% |
| ABBV | Sell | ABBVIE INC | $5,776,000 | -65.9% | 100,000 | -66.7% | 0.49% | -62.0% |
| SYY | Buy | SYSCO CORP | $5,749,000 | +51.2% | 151,500 | +49.3% | 0.49% | +68.2% |
| CA | Sell | CA INC | $5,728,000 | -58.6% | 205,000 | -57.4% | 0.49% | -54.0% |
| BDX | Sell | BECTON DICKINSON & CO | $5,690,000 | -72.5% | 50,000 | -71.4% | 0.49% | -69.4% |
| EIX | Sell | EDISON INTL | $5,648,000 | -35.6% | 101,000 | -33.1% | 0.48% | -28.3% |
| UBNT | New | UBIQUITI NETWORKS INC | $5,630,000 | – | 150,000 | – | 0.48% | – |
| SYNA | Sell | SYNAPTICS INC | $5,490,000 | -65.4% | 75,000 | -57.1% | 0.47% | -61.5% |
| JBLU | Sell | JETBLUE AIRWAYS CORP | $5,310,000 | -34.8% | 500,000 | -33.3% | 0.45% | -27.4% |
| GRMN | New | GARMIN LTD | $5,199,000 | – | 100,000 | – | 0.44% | – |
| TECD | New | TECH DATA CORP | $5,003,000 | – | 85,000 | – | 0.43% | – |
| WDC | Sell | WESTERN DIGITAL CORP | $4,866,000 | -64.9% | 50,000 | -66.7% | 0.42% | -60.9% |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $4,723,000 | – | 100,000 | – | 0.40% | – |
| PNC | Sell | PNC FINL SVCS GROUP INC | $4,279,000 | -51.9% | 50,000 | -50.0% | 0.37% | -46.5% |
| PNRA | Sell | PANERA BREAD COcl a | $4,068,000 | -45.7% | 25,000 | -50.0% | 0.35% | -39.5% |
| BRCM | New | BROADCOM CORPcl a | $4,042,000 | – | 100,000 | – | 0.34% | – |
| SLW | Sell | SILVER WHEATON CORP | $3,986,000 | -49.4% | 200,000 | -33.3% | 0.34% | -43.6% |
| CYBX | Sell | CYBERONICS INC | $3,837,000 | -69.3% | 75,000 | -62.5% | 0.33% | -65.8% |
| NOV | New | NATIONAL OILWELL VARCO INC | $3,805,000 | – | 50,000 | – | 0.32% | – |
| COH | Sell | COACH INC | $3,730,000 | -64.2% | 104,750 | -65.6% | 0.32% | -60.1% |
| AMGN | Sell | AMGEN INC | $3,512,000 | -40.7% | 25,000 | -50.0% | 0.30% | -33.9% |
| RMBS | New | RAMBUS INC DEL | $3,494,000 | – | 280,000 | – | 0.30% | – |
| DST | New | DST SYS INC DEL | $3,357,000 | – | 40,000 | – | 0.29% | – |
| WSM | Sell | WILLIAMS SONOMA INC | $3,328,000 | -53.6% | 50,000 | -50.0% | 0.28% | -48.5% |
| MXIM | Buy | MAXIM INTEGRATED PRODS INC | $3,281,000 | +1043.2% | 108,500 | +1176.5% | 0.28% | +1172.7% |
| AMZN | New | AMAZON COM INC | $3,224,000 | – | 10,000 | – | 0.28% | – |
| OUTR | New | OUTERWALL INC | $2,805,000 | – | 50,000 | – | 0.24% | – |
| RVBD | Sell | RIVERBED TECHNOLOGY INC | $2,782,000 | -46.1% | 150,000 | -40.0% | 0.24% | -39.9% |
| HAWKB | Sell | BLACKHAWK NETWORK HLDGS INCcl b | $2,653,000 | +18.5% | 82,145 | -1.5% | 0.23% | +32.0% |
| GIS | Sell | GENERAL MLS INC | $2,523,000 | -52.0% | 50,000 | -50.0% | 0.22% | -46.4% |
| VPRT | New | VISTAPRINT N V | $2,466,000 | – | 45,000 | – | 0.21% | – |
| RAD | Sell | RITE AID CORP | $2,420,000 | -66.2% | 500,000 | -50.0% | 0.21% | -62.4% |
| CELG | New | CELGENE CORP | $2,370,000 | – | 25,000 | – | 0.20% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $2,309,000 | – | 5,000 | – | 0.20% | – |
| PAAS | Sell | PAN AMERICAN SILVER CORP | $2,196,000 | -52.3% | 200,000 | -33.3% | 0.19% | -46.9% |
| BCR | New | BARD C R INC | $2,141,000 | – | 15,000 | – | 0.18% | – |
| AU | Sell | ANGLOGOLD ASHANTI LTDsponsored adr | $2,100,000 | -45.8% | 175,000 | -22.2% | 0.18% | -39.7% |
| SANM | Sell | SANMINA CORPORATION | $2,086,000 | -54.2% | 100,000 | -50.0% | 0.18% | -49.1% |
| EWI | Buy | ISHARESmsci italcpd etf | $1,961,000 | +12.8% | 125,000 | +25.0% | 0.17% | +26.3% |
| EWP | Buy | ISHARESmsci span cp etf | $1,945,000 | +0.9% | 50,000 | +11.1% | 0.17% | +12.2% |
| EWC | New | ISHARESmsci cda etf | $1,842,000 | – | 60,000 | – | 0.16% | – |
| EWH | New | ISHARESmsci hong kg etf | $1,830,000 | – | 90,000 | – | 0.16% | – |
| BVN | Sell | COMPANIA DE MINAS BUENAVENTUsponsored adr | $1,737,000 | -63.2% | 150,000 | -62.5% | 0.15% | -59.2% |
| EWA | New | ISHARESmsci aust etf | $1,724,000 | – | 72,000 | – | 0.15% | – |
| BRLI | Buy | BIO-REFERENCE LABS INC | $1,656,000 | +9.6% | 59,000 | +18.0% | 0.14% | +22.4% |
| VAR | New | VARIAN MED SYS INC | $1,602,000 | – | 20,000 | – | 0.14% | – |
| TTE | New | TOTAL S Asponsored adr | $1,289,000 | – | 20,000 | – | 0.11% | – |
| SLAB | New | SILICON LABORATORIES INC | $1,016,000 | – | 25,000 | – | 0.09% | – |
| WIT | Buy | WIPRO LTDspon adr 1 sh | $912,000 | +26.3% | 75,000 | +23.5% | 0.08% | +41.8% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP | $257,000 | -12.3% | 4,000 | -20.0% | 0.02% | -4.3% |
| SWY | Sell | SAFEWAY INC | $257,000 | -97.1% | 7,500 | -97.1% | 0.02% | -96.8% |
| MAT | Buy | MATTEL INC | $215,000 | +37.8% | 7,000 | +75.0% | 0.02% | +50.0% |
| BGGSQ | New | BRIGGS & STRATTON CORP | $180,000 | – | 10,000 | – | 0.02% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $169,000 | – | 3,000 | – | 0.01% | – |
| WU | New | WESTERN UN CO | $160,000 | – | 10,000 | – | 0.01% | – |
| CWCO | Exit | CONSOLIDATED WATER CO INCord | $0 | – | -4,000 | – | -0.00% | – |
| UNS | Exit | UNS ENERGY CORP | $0 | – | -1,000 | – | -0.01% | – |
| NHC | Exit | NATIONAL HEALTHCARE CORP | $0 | – | -2,000 | – | -0.01% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -3,000 | – | -0.01% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -7,500 | – | -0.02% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -3,150 | – | -0.02% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -10,000 | – | -0.02% | – |
| NGG | Exit | NATIONAL GRID PLCspons adr new | $0 | – | -10,500 | – | -0.06% | – |
| NZTCY | Exit | TELECOM CORP NEW ZEALAND LTDsponsored adr | $0 | – | -92,500 | – | -0.08% | – |
| FSS | Exit | FEDERAL SIGNAL CORP | $0 | – | -105,000 | – | -0.12% | – |
| EWG | Exit | ISHARESmsci germany etf | $0 | – | -55,000 | – | -0.13% | – |
| EWN | Exit | ISHARESmsci netherl etf | $0 | – | -68,000 | – | -0.13% | – |
| EWL | Exit | ISHARESmsci sz cap etf | $0 | – | -52,500 | – | -0.14% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -50,000 | – | -0.18% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -50,000 | – | -0.33% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -100,000 | – | -0.37% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -100,000 | – | -0.55% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -50,000 | – | -0.57% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -100,000 | – | -0.61% | – |
| TRW | Exit | TRW AUTOMOTIVE HLDGS CORP | $0 | – | -100,000 | – | -0.69% | – |
| QCOR | Exit | QUESTCOR PHARMACEUTICALS INC | $0 | – | -100,000 | – | -0.71% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -150,000 | – | -0.75% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -125,000 | – | -1.12% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOLD | New | BARRICK GOLD CORP | $37,515,000 | – | 2,050,000 | – | 2.88% | – |
| NEM | New | NEWMONT MINING CORP | $36,888,000 | – | 1,450,000 | – | 2.83% | – |
| V107SC | New | WELLPOINT INC | $21,522,000 | – | 200,000 | – | 1.65% | – |
| MMM | New | 3M CO | $21,486,000 | – | 150,000 | – | 1.65% | – |
| BP | New | BP PLCsponsored adr | $21,237,000 | – | 402,600 | – | 1.63% | – |
| MSFT | New | MICROSOFT CORP | $21,163,000 | – | 507,500 | – | 1.62% | – |
| HRS | New | HARRIS CORP DEL | $20,831,000 | – | 275,000 | – | 1.60% | – |
| DECK | New | DECKERS OUTDOOR CORP | $20,719,000 | – | 240,000 | – | 1.59% | – |
| BDX | New | BECTON DICKINSON & CO | $20,702,000 | – | 175,000 | – | 1.59% | – |
| SPWR | New | SUNPOWER CORP | $20,490,000 | – | 500,000 | – | 1.57% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $19,850,000 | – | 450,000 | – | 1.52% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $19,373,000 | – | 214,000 | – | 1.49% | – |
| FLIR | New | FLIR SYS INC | $19,102,000 | – | 550,000 | – | 1.47% | – |
| INTC | New | INTEL CORP | $18,880,000 | – | 611,000 | – | 1.45% | – |
| FSLR | New | FIRST SOLAR INC | $17,765,000 | – | 250,000 | – | 1.36% | – |
| STJ | New | ST JUDE MED INC | $17,312,000 | – | 250,000 | – | 1.33% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $17,301,000 | – | 323,500 | – | 1.33% | – |
| ABBV | New | ABBVIE INC | $16,932,000 | – | 300,000 | – | 1.30% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $16,608,000 | – | 223,500 | – | 1.28% | – |
| DOX | New | AMDOCS LTDord | $16,216,000 | – | 350,000 | – | 1.24% | – |
| PG | New | PROCTER & GAMBLE CO | $15,973,000 | – | 203,250 | – | 1.23% | – |
| JNPR | New | JUNIPER NETWORKS INC | $15,951,000 | – | 650,000 | – | 1.22% | – |
| SYNA | New | SYNAPTICS INC | $15,862,000 | – | 175,000 | – | 1.22% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $15,320,000 | – | 400,000 | – | 1.18% | – |
| AIZ | New | ASSURANT INC | $15,208,000 | – | 232,000 | – | 1.17% | – |
| JACK | New | JACK IN THE BOX INC | $14,960,000 | – | 250,000 | – | 1.15% | – |
| SUNEQ | New | SUNEDISON INC | $14,690,000 | – | 650,000 | – | 1.13% | – |
| HP | New | HELMERICH & PAYNE INC | $14,514,000 | – | 125,000 | – | 1.12% | – |
| CTAS | New | CINTAS CORP | $14,296,000 | – | 225,000 | – | 1.10% | – |
| HAL | New | HALLIBURTON CO | $14,202,000 | – | 200,000 | – | 1.09% | – |
| AET | New | AETNA INC NEW | $14,189,000 | – | 175,000 | – | 1.09% | – |
| WDC | New | WESTERN DIGITAL CORP | $13,845,000 | – | 150,000 | – | 1.06% | – |
| CA | New | CA INC | $13,824,000 | – | 481,000 | – | 1.06% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $13,134,000 | – | 150,000 | – | 1.01% | – |
| HI | New | HILLENBRAND INC | $13,113,000 | – | 402,000 | – | 1.01% | – |
| CVX | New | CHEVRON CORP NEW | $13,055,000 | – | 100,000 | – | 1.00% | – |
| XOM | New | EXXON MOBIL CORP | $12,867,000 | – | 127,800 | – | 0.99% | – |
| EXC | New | EXELON CORP | $12,768,000 | – | 350,000 | – | 0.98% | – |
| DV | New | DEVRY INC DEL | $12,702,000 | – | 300,000 | – | 0.98% | – |
| CSCO | New | CISCO SYS INC | $12,683,000 | – | 510,400 | – | 0.97% | – |
| VLO | New | VALERO ENERGY CORP NEW | $12,525,000 | – | 250,000 | – | 0.96% | – |
| CYBX | New | CYBERONICS INC | $12,492,000 | – | 200,000 | – | 0.96% | – |
| COF | New | CAPITAL ONE FINL CORP | $12,390,000 | – | 150,000 | – | 0.95% | – |
| QCOM | New | QUALCOMM INC | $11,880,000 | – | 150,000 | – | 0.91% | – |
| UTHR | New | UNITED THERAPEUTICS CORP | $11,858,000 | – | 134,000 | – | 0.91% | – |
| SLB | New | SCHLUMBERGER LTD | $11,795,000 | – | 100,000 | – | 0.91% | – |
| CHE | New | CHEMED CORP NEW | $11,715,000 | – | 125,000 | – | 0.90% | – |
| CPB | New | CAMPBELL SOUP CO | $11,693,000 | – | 255,250 | – | 0.90% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $11,514,000 | – | 202,500 | – | 0.88% | – |
| GG | New | GOLDCORP INC NEW | $11,164,000 | – | 400,000 | – | 0.86% | – |
| GPN | New | GLOBAL PMTS INC | $10,928,000 | – | 150,000 | – | 0.84% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $10,748,000 | – | 750,000 | – | 0.82% | – |
| OTEX | New | OPEN TEXT CORP | $10,595,000 | – | 221,000 | – | 0.81% | – |
| WFC | New | WELLS FARGO & CO NEW | $10,512,000 | – | 200,000 | – | 0.81% | – |
| COH | New | COACH INC | $10,419,000 | – | 304,750 | – | 0.80% | – |
| APA | New | APACHE CORP | $10,062,000 | – | 100,000 | – | 0.77% | – |
| WIP | New | SPDR SERIES TRUSTdb int gvt etf | $9,922,000 | – | 160,000 | – | 0.76% | – |
| DISH | New | DISH NETWORK CORPcl a | $9,762,000 | – | 150,000 | – | 0.75% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH LTord | $9,719,000 | – | 145,000 | – | 0.75% | – |
| CE | New | CELANESE CORP DEL | $9,642,000 | – | 150,000 | – | 0.74% | – |
| IPXL | New | IMPAX LABORATORIES INC | $9,297,000 | – | 310,000 | – | 0.71% | – |
| NVDA | New | NVIDIA CORP | $9,270,000 | – | 500,000 | – | 0.71% | – |
| QCOR | New | QUESTCOR PHARMACEUTICALS INC | $9,249,000 | – | 100,000 | – | 0.71% | – |
| PEP | New | PEPSICO INC | $9,193,000 | – | 102,900 | – | 0.71% | – |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $8,952,000 | – | 100,000 | – | 0.69% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $8,905,000 | – | 100,000 | – | 0.68% | – |
| SWY | New | SAFEWAY INC | $8,843,000 | – | 257,500 | – | 0.68% | – |
| EIX | New | EDISON INTL | $8,775,000 | – | 151,000 | – | 0.67% | – |
| PLXS | New | PLEXUS CORP | $8,658,000 | – | 200,000 | – | 0.66% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $8,175,000 | – | 100,000 | – | 0.63% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $8,138,000 | – | 750,000 | – | 0.62% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $7,890,000 | – | 100,000 | – | 0.61% | – |
| SLW | New | SILVER WHEATON CORP | $7,881,000 | – | 300,000 | – | 0.60% | – |
| OVTI | New | OMNIVISION TECHNOLOGIES INC | $7,693,000 | – | 350,000 | – | 0.59% | – |
| PNRA | New | PANERA BREAD COcl a | $7,491,000 | – | 50,000 | – | 0.58% | – |
| TWC | New | TIME WARNER CABLE INC | $7,365,000 | – | 50,000 | – | 0.57% | – |
| SAPE | New | SAPIENT CORP | $7,361,000 | – | 453,000 | – | 0.56% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $7,207,000 | – | 100,000 | – | 0.55% | – |
| WSM | New | WILLIAMS SONOMA INC | $7,178,000 | – | 100,000 | – | 0.55% | – |
| RAD | New | RITE AID CORP | $7,170,000 | – | 1,000,000 | – | 0.55% | – |
| NFX | New | NEWFIELD EXPL CO | $6,630,000 | – | 150,000 | – | 0.51% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $6,441,000 | – | 62,900 | – | 0.50% | – |
| HUM | New | HUMANA INC | $6,386,000 | – | 50,000 | – | 0.49% | – |
| GOLD | New | RANDGOLD RES LTD | $6,345,000 | – | 75,000 | – | 0.49% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $6,106,000 | – | 100,000 | – | 0.47% | – |
| AMGN | New | AMGEN INC | $5,918,000 | – | 50,000 | – | 0.45% | – |
| FFIV | New | F5 NETWORKS INC | $5,572,000 | – | 50,000 | – | 0.43% | – |
| MUSA | New | MURPHY USA INC | $5,500,000 | – | 112,500 | – | 0.42% | – |
| GLW | New | CORNING INC | $5,488,000 | – | 250,000 | – | 0.42% | – |
| GIS | New | GENERAL MLS INC | $5,254,000 | – | 100,000 | – | 0.40% | – |
| RVBD | New | RIVERBED TECHNOLOGY INC | $5,158,000 | – | 250,000 | – | 0.40% | – |
| CRUS | New | CIRRUS LOGIC INC | $5,026,000 | – | 221,000 | – | 0.39% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $4,861,000 | – | 100,000 | – | 0.37% | – |
| CLX | New | CLOROX CO DEL | $4,844,000 | – | 53,000 | – | 0.37% | – |
| VMW | New | VMWARE INC | $4,840,000 | – | 50,000 | – | 0.37% | – |
| CF | New | CF INDS HLDGS INC | $4,811,000 | – | 20,000 | – | 0.37% | – |
| RHI | New | ROBERT HALF INTL INC | $4,774,000 | – | 100,000 | – | 0.37% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $4,724,000 | – | 400,000 | – | 0.36% | – |
| ETR | New | ENTERGY CORP | $4,683,000 | – | 57,050 | – | 0.36% | – |
| CAKE | New | CHEESECAKE FACTORY INC | $4,642,000 | – | 100,000 | – | 0.36% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $4,605,000 | – | 300,000 | – | 0.35% | – |
| SANM | New | SANMINA CORPORATION | $4,556,000 | – | 200,000 | – | 0.35% | – |
| DFODQ | New | DEAN FOODS CO NEW | $4,397,000 | – | 250,000 | – | 0.34% | – |
| VIAB | New | VIACOM INC NEWcl b | $4,336,000 | – | 50,000 | – | 0.33% | – |
| HBIO | New | HARVARD BIOSCIENCE INC | $4,232,000 | – | 930,000 | – | 0.32% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $4,116,000 | – | 50,000 | – | 0.32% | – |
| GME | New | GAMESTOP CORP NEWcl a | $4,047,000 | – | 100,000 | – | 0.31% | – |
| ORCL | New | ORACLE CORP | $4,053,000 | – | 100,000 | – | 0.31% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $3,872,000 | – | 225,000 | – | 0.30% | – |
| SYY | New | SYSCO CORP | $3,801,000 | – | 101,500 | – | 0.29% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $3,733,000 | – | 50,000 | – | 0.29% | – |
| BHI | New | BAKER HUGHES INC | $3,722,000 | – | 50,000 | – | 0.29% | – |
| DRYS | New | DRYSHIPS INC | $3,220,000 | – | 1,000,000 | – | 0.25% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $2,651,000 | – | 65,000 | – | 0.20% | – |
| MYL | New | MYLAN INC | $2,578,000 | – | 50,000 | – | 0.20% | – |
| HART | New | HARVARD APPARATUS REGENER TE | $2,430,000 | – | 232,500 | – | 0.19% | – |
| PCG | New | PG&E CORP | $2,401,000 | – | 50,000 | – | 0.18% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $2,348,000 | – | 50,000 | – | 0.18% | – |
| HAWKB | New | BLACKHAWK NETWORK HLDGS INCcl b | $2,239,000 | – | 83,377 | – | 0.17% | – |
| AEP | New | AMERICAN ELEC PWR INC | $2,231,000 | – | 40,000 | – | 0.17% | – |
| AVT | New | AVNET INC | $2,216,000 | – | 50,000 | – | 0.17% | – |
| EWP | New | ISHARESmsci span cp etf | $1,927,000 | – | 45,000 | – | 0.15% | – |
| EWL | New | ISHARESmsci sz cap etf | $1,802,000 | – | 52,500 | – | 0.14% | – |
| PPL | New | PPL CORP | $1,776,000 | – | 50,000 | – | 0.14% | – |
| SNN | New | SMITH & NEPHEW PLCspon adr new | $1,741,000 | – | 19,500 | – | 0.13% | – |
| EWN | New | ISHARESmsci netherl etf | $1,741,000 | – | 68,000 | – | 0.13% | – |
| EWI | New | ISHARESmsci italcpd etf | $1,738,000 | – | 100,000 | – | 0.13% | – |
| EWG | New | ISHARESmsci germany etf | $1,720,000 | – | 55,000 | – | 0.13% | – |
| FSS | New | FEDERAL SIGNAL CORP | $1,538,000 | – | 105,000 | – | 0.12% | – |
| BRLI | New | BIO-REFERENCE LABS INC | $1,511,000 | – | 50,000 | – | 0.12% | – |
| SBGL | New | SIBANYE GOLD LTDsponsored adr | $1,313,000 | – | 119,000 | – | 0.10% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $1,195,000 | – | 39,000 | – | 0.09% | – |
| TSM | New | TAIWAN SEMICONDUCTOR ENGRsponsored adr | $1,176,000 | – | 55,000 | – | 0.09% | – |
| NZTCY | New | TELECOM CORP NEW ZEALAND LTDsponsored adr | $1,084,000 | – | 92,500 | – | 0.08% | – |
| GFI | New | GOLD FIELDS LTD NEWsponsored adr | $930,000 | – | 250,000 | – | 0.07% | – |
| NGG | New | NATIONAL GRID PLCspons adr new | $781,000 | – | 10,500 | – | 0.06% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $722,000 | – | 60,718 | – | 0.06% | – |
| TEO | New | TELECOM ARGENTINA S Aspon adr rep b | $471,000 | – | 20,000 | – | 0.04% | – |
| HMY | New | HARMONY GOLD MNG LTDsponsored adr | $371,000 | – | 125,000 | – | 0.03% | – |
| LLY | New | LILLY ELI & CO | $311,000 | – | 5,000 | – | 0.02% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP | $293,000 | – | 5,000 | – | 0.02% | – |
| MLHR | New | MILLER HERMAN INC | $302,000 | – | 10,000 | – | 0.02% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $287,000 | – | 8,500 | – | 0.02% | – |
| GEF | New | GREIF INCcl a | $273,000 | – | 5,000 | – | 0.02% | – |
| T | New | AT&T INC | $274,000 | – | 7,750 | – | 0.02% | – |
| BAX | New | BAXTER INTL INC | $269,000 | – | 3,725 | – | 0.02% | – |
| GLD | New | SPDR GOLD TRUST | $256,000 | – | 2,000 | – | 0.02% | – |
| KO | New | COCA COLA CO | $254,000 | – | 6,000 | – | 0.02% | – |
| ESV | New | ENSCO PLC | $264,000 | – | 4,750 | – | 0.02% | – |
| WMT | New | WAL MART STORES INC | $251,000 | – | 3,350 | – | 0.02% | – |
| KLAC | New | KLA-TENCOR CORP | $229,000 | – | 3,150 | – | 0.02% | – |
| CAJ | New | CANON INCadr | $229,000 | – | 7,000 | – | 0.02% | – |
| KSS | New | KOHLS CORP | $219,000 | – | 4,150 | – | 0.02% | – |
| RIG | New | TRANSOCEAN LTD | $225,000 | – | 5,000 | – | 0.02% | – |
| TGT | New | TARGET CORP | $203,000 | – | 3,500 | – | 0.02% | – |
| EPIQ | New | EPIQ SYS INC | $211,000 | – | 15,000 | – | 0.02% | – |
| CSGS | New | CSG SYS INTL INC | $196,000 | – | 7,500 | – | 0.02% | – |
| KMI | New | KINDER MORGAN INC DEL | $190,000 | – | 5,250 | – | 0.02% | – |
| K | New | KELLOGG CO | $197,000 | – | 3,000 | – | 0.02% | – |
| LXK | New | LEXMARK INTL NEWcl a | $181,000 | – | 3,750 | – | 0.01% | – |
| SWC | New | STILLWATER MNG CO | $175,000 | – | 10,000 | – | 0.01% | – |
| RCII | New | RENT A CTR INC NEW | $172,000 | – | 6,000 | – | 0.01% | – |
| OMI | New | OWENS & MINOR INC NEW | $170,000 | – | 5,000 | – | 0.01% | – |
| MAT | New | MATTELL INC | $156,000 | – | 4,000 | – | 0.01% | – |
| JCOM | New | J2 GLOBAL INC | $153,000 | – | 3,000 | – | 0.01% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $154,000 | – | 13,750 | – | 0.01% | – |
| VIVO | New | MERIDIAN BIOSCIENCE INC | $155,000 | – | 7,500 | – | 0.01% | – |
| JNJ | New | JOHNSON & JOHNSON | $139,000 | – | 1,325 | – | 0.01% | – |
| HHS | New | HARTE-HANKS INC | $144,000 | – | 20,000 | – | 0.01% | – |
| IAU | New | ISHARES GOLD TRUSTishares | $129,000 | – | 10,000 | – | 0.01% | – |
| NHC | New | NATIONAL HEALTHCARE CORP | $113,000 | – | 2,000 | – | 0.01% | – |
| ISIL | New | INTERSIL CORPcl a | $112,000 | – | 7,500 | – | 0.01% | – |
| SPLS | New | STAPLES INC | $106,000 | – | 9,750 | – | 0.01% | – |
| NEE | New | NEXTERA ENERGY INC | $102,000 | – | 1,000 | – | 0.01% | – |
| DTE | New | DTE ENERGY CO | $78,000 | – | 1,000 | – | 0.01% | – |
| D | New | DOMINION RES INC VA NEW | $72,000 | – | 1,000 | – | 0.01% | – |
| UNS | New | UNS ENERGY CORP | $60,000 | – | 1,000 | – | 0.01% | – |
| NS | New | NUSTAR ENERGY LP | $62,000 | – | 1,000 | – | 0.01% | – |
| OKS | New | ONEOK PARTNERS LPunit ltd partn | $59,000 | – | 1,000 | – | 0.01% | – |
| WPZ | New | WILLIAMS PARTNERS L P | $54,000 | – | 1,000 | – | 0.00% | – |
| PNW | New | PINNACLE WEST CAPITAL CORP | $58,000 | – | 1,000 | – | 0.00% | – |
| CWCO | New | CONSOLIDATED WATER CO INCord | $47,000 | – | 4,000 | – | 0.00% | – |
| SCG | New | SCANA CORP NEW | $54,000 | – | 1,000 | – | 0.00% | – |
| FE | New | FIRSTENERGY CORP | $35,000 | – | 1,000 | – | 0.00% | – |
| AEE | New | AMEREN CORP | $41,000 | – | 1,000 | – | 0.00% | – |
| POM | New | PEPCO HOLDINGS INC | $27,000 | – | 1,000 | – | 0.00% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $31,000 | – | 2,550 | – | 0.00% | – |
| DUK | New | DUKE ENERGY CORP NEW | $25,000 | – | 333 | – | 0.00% | – |
| TE | New | TECO ENERGY INC | $18,000 | – | 1,000 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -1,000 | – | -0.00% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -333 | – | -0.00% | – |
| TE | Exit | TECO ENERGY INC | $0 | – | -1,000 | – | -0.00% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -1,000 | – | -0.00% | – |
| NS | Exit | NUSTAR ENERGY LP | $0 | – | -1,000 | – | -0.00% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -1,000 | – | -0.00% | – |
| PNW | Exit | PINNACLE WEST CAPITAL CORP | $0 | – | -1,000 | – | -0.00% | – |
| UNS | Exit | UNS ENERGY CORP | $0 | – | -1,000 | – | -0.00% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -1,000 | – | -0.00% | – |
| WPZ | Exit | WILLIAMS PARTNERS L P | $0 | – | -1,000 | – | -0.00% | – |
| KOSS | Exit | KOSS CORP | $0 | – | -9,000 | – | -0.00% | – |
| EIX | Exit | EDISON INTL | $0 | – | -1,000 | – | -0.00% | – |
| OKS | Exit | ONEOK PARTNERS LPunit ltd partn | $0 | – | -1,000 | – | -0.00% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -1,000 | – | -0.00% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -3,000 | – | -0.00% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,000 | – | -0.00% | – |
| QSII | Exit | QUALITY SYS INC | $0 | – | -3,000 | – | -0.00% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -1,000 | – | -0.00% | – |
| NTRI | Exit | NUTRI SYS INC NEW | $0 | – | -6,000 | – | -0.01% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -2,600 | – | -0.01% | – |
| SWC | Exit | STILLWATER MNG CO | $0 | – | -10,000 | – | -0.01% | – |
| CKSW | Exit | CLICKSOFTWARE TECHNOLOGIES Lord | $0 | – | -17,500 | – | -0.01% | – |
| DBD | Exit | DIEBOLD INC | $0 | – | -4,500 | – | -0.01% | – |
| EPIQ | Exit | EPIQ SYS INC | $0 | – | -10,000 | – | -0.01% | – |
| COH | Exit | COACH INC | $0 | – | -2,500 | – | -0.01% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -4,500 | – | -0.01% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -2,625 | – | -0.01% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -9,500 | – | -0.01% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -3,000 | – | -0.01% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,000 | – | -0.01% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -2,000 | – | -0.01% | – |
| NHC | Exit | NATIONAL HEALTHCARE CORP | $0 | – | -4,000 | – | -0.01% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -4,300 | – | -0.01% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -3,300 | – | -0.01% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -2,800 | – | -0.01% | – |
| HHS | Exit | HARTE-HANKS INC | $0 | – | -25,500 | – | -0.01% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -15,000 | – | -0.01% | – |
| MANT | Exit | MANTECH INTL CORPcl a | $0 | – | -8,000 | – | -0.01% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -5,500 | – | -0.01% | – |
| CCL | Exit | CARNIVAL CORPpaired ctf | $0 | – | -8,000 | – | -0.01% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -5,000 | – | -0.02% | – |
| VIVO | Exit | MERIDIAN BIOSCIENCE INC | $0 | – | -12,500 | – | -0.02% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -2,500 | – | -0.02% | – |
| HAS | Exit | HASBRO INC | $0 | – | -6,625 | – | -0.02% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -10,000 | – | -0.02% | – |
| CAJ | Exit | CANON INCadr | $0 | – | -10,000 | – | -0.02% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -17,500 | – | -0.02% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -7,200 | – | -0.02% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -8,000 | – | -0.02% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -7,300 | – | -0.02% | – |
| CWCO | Exit | CONSOLIDATED WATER CO INCord | $0 | – | -26,000 | – | -0.02% | – |
| CA | Exit | CA INC | $0 | – | -15,000 | – | -0.02% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -5,000 | – | -0.03% | – |
| WMT | Exit | WAL MART STORES INC | $0 | – | -6,700 | – | -0.03% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -10,000 | – | -0.03% | – |
| INTC | Exit | INTEL CORP | $0 | – | -22,000 | – | -0.03% | – |
| WX | Exit | WUXI PHARMATECH CAYMAN INC | $0 | – | -20,000 | – | -0.03% | – |
| NTES | Exit | NETEASE COM INCadr | $0 | – | -8,000 | – | -0.03% | – |
| ENL | Exit | REED ELSEVIER N Vspons adr new | $0 | – | -15,100 | – | -0.03% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -60,718 | – | -0.03% | – |
| SBGL | Exit | SIBANYE GOLD LTDsponsored adr | $0 | – | -119,000 | – | -0.03% | – |
| NGG | Exit | NATIONAL GRID PLCspons adr new | $0 | – | -10,500 | – | -0.03% | – |
| IAU | Exit | ISHARES GOLD TRUSTishares | $0 | – | -50,000 | – | -0.04% | – |
| GLD | Exit | SPDR GOLD TRUST | $0 | – | -5,000 | – | -0.04% | – |
| NZTCY | Exit | TELECOM CORP NEW ZEALAND LTDsponsored adr | $0 | – | -92,500 | – | -0.05% | – |
| MR | Exit | MINDRAY MEDICAL INTL LTDspon adr | $0 | – | -22,500 | – | -0.05% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR ENGRsponsored adr | $0 | – | -55,000 | – | -0.05% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -22,100 | – | -0.06% | – |
| GFI | Exit | GOLD FIELDS LTD NEWsponsored adr | $0 | – | -250,000 | – | -0.06% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -100,000 | – | -0.06% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -23,500 | – | -0.06% | – |
| SNN | Exit | SMITH & NEPHEW PLCspon adr new | $0 | – | -19,500 | – | -0.07% | – |
| EWN | Exit | ISHARESmsci netherl etf | $0 | – | -55,000 | – | -0.07% | – |
| EWK | Exit | ISHARESbelgium capd etf | $0 | – | -87,000 | – | -0.07% | – |
| EWQ | Exit | ISHARESmsci france etf | $0 | – | -50,000 | – | -0.07% | – |
| EWG | Exit | ISHARESmsci germany etf | $0 | – | -49,000 | – | -0.08% | – |
| EWL | Exit | ISHARESmsci sz cap etf | $0 | – | -44,000 | – | -0.08% | – |
| HMY | Exit | HARMONY GOLD MNG LTDsponsored adr | $0 | – | -500,000 | – | -0.09% | – |
| GOLD | Exit | RANDGOLD RES LTDadr | $0 | – | -25,000 | – | -0.10% | – |
| PCG | Exit | PG&E CORP | $0 | – | -50,000 | – | -0.11% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -50,000 | – | -0.12% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -55,000 | – | -0.12% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -146,000 | – | -0.14% | – |
| GG | Exit | GOLDCORP INC NEW | $0 | – | -100,000 | – | -0.14% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -100,000 | – | -0.14% | – |
| AU | Exit | ANGLOGOLD ASHANTI LTDsponsored adr | $0 | – | -200,000 | – | -0.15% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -20,000 | – | -0.15% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -150,000 | – | -0.15% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -55,000 | – | -0.16% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -106,000 | – | -0.16% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -100,000 | – | -0.18% | – |
| VCI | Exit | VALASSIS COMMUNICATIONS INC | $0 | – | -115,000 | – | -0.18% | – |
| MDCO | Exit | MEDICINES CO | $0 | – | -104,000 | – | -0.19% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -68,000 | – | -0.19% | – |
| VECO | Exit | VEECO INSTRSS INC DEL | $0 | – | -100,000 | – | -0.20% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -88,000 | – | -0.22% | – |
| LOPE | Exit | GRAND CANYON ED INC | $0 | – | -100,000 | – | -0.22% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -15,000 | – | -0.24% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -100,000 | – | -0.24% | – |
| VRSK | Exit | VERISK ANALYTICS INCcl a | $0 | – | -67,000 | – | -0.24% | – |
| EXC | Exit | EXELON CORP | $0 | – | -150,000 | – | -0.24% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -112,500 | – | -0.25% | – |
| ZBH | Exit | ZIMMER HLDGS INC | $0 | – | -56,000 | – | -0.25% | – |
| DV | Exit | DEVRY INC DEL | $0 | – | -154,000 | – | -0.26% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -76,600 | – | -0.27% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -100,000 | – | -0.27% | – |
| HBIO | Exit | HARVARD BIOSCIENCE INC | $0 | – | -1,000,000 | – | -0.29% | – |
| PPL | Exit | PPL CORP | $0 | – | -203,600 | – | -0.34% | – |
| VPRT | Exit | VISTAPRINT N V | $0 | – | -120,000 | – | -0.37% | – |
| USTR | Exit | UNITED STATIONERS INC | $0 | – | -161,000 | – | -0.38% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -152,000 | – | -0.39% | – |
| LCC | Exit | U S AIRWAYS GROUP INC | $0 | – | -378,000 | – | -0.39% | – |
| VAR | Exit | VARIAN MEDL SYS INC | $0 | – | -100,000 | – | -0.41% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -157,000 | – | -0.44% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -201,000 | – | -0.44% | – |
| DST | Exit | DST SYS INC DEL | $0 | – | -110,000 | – | -0.46% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -200,000 | – | -0.46% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -250,000 | – | -0.47% | – |
| QCOR | Exit | QUESTCOR PHARMACEUTICALS INC | $0 | – | -150,000 | – | -0.48% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -105,600 | – | -0.50% | – |
| VCLK | Exit | VALUECLICK INC | $0 | – | -440,000 | – | -0.50% | – |
| RGC | Exit | REGAL ENTMT GROUPcl a | $0 | – | -500,000 | – | -0.52% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -150,000 | – | -0.52% | – |
| WIP | Exit | SPDR SERIES TRUSTdb int gvt etf | $0 | – | -160,000 | – | -0.52% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -125,000 | – | -0.52% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -301,500 | – | -0.53% | – |
| KO | Exit | COCA COLA CO | $0 | – | -262,000 | – | -0.54% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -100,000 | – | -0.55% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -173,700 | – | -0.57% | – |
| TER | Exit | TERADYNE INC | $0 | – | -650,000 | – | -0.59% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -205,000 | – | -0.60% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -300,000 | – | -0.61% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -100,000 | – | -0.63% | – |
| SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -150,000 | – | -0.64% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -450,000 | – | -0.68% | – |
| OUTR | Exit | OUTERWALL INC | $0 | – | -250,000 | – | -0.69% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -150,000 | – | -0.69% | – |
| OMX | Exit | OFFICEMAX INC DEL | $0 | – | -1,000,000 | – | -0.70% | – |
| HMA | Exit | HEALTH MGMT ASSOC INC NEWcl a | $0 | – | -1,000,000 | – | -0.70% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -350,000 | – | -0.74% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -500,000 | – | -0.75% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -350,000 | – | -0.75% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -447,500 | – | -0.76% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -300,000 | – | -0.79% | – |
| WAT | Exit | WATERS CORP | $0 | – | -138,000 | – | -0.80% | – |
| K | Exit | KELLOGG CO | $0 | – | -250,000 | – | -0.81% | – |
| PL | Exit | PROTECTIVE LIFE CORP | $0 | – | -350,000 | – | -0.82% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -500,000 | – | -0.83% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -500,000 | – | -0.84% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -200,000 | – | -0.85% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -206,500 | – | -0.86% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -250,000 | – | -0.86% | – |
| WAG | Exit | WALGREEN CO | $0 | – | -296,500 | – | -0.88% | – |
| R108 | Exit | ENERGIZER HLDGS INC | $0 | – | -175,000 | – | -0.88% | – |
| WRLD | Exit | WORLD ACCEP CORP DEL | $0 | – | -184,000 | – | -0.91% | – |
| RMD | Exit | RESMED INC | $0 | – | -315,000 | – | -0.91% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -257,450 | – | -0.93% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -221,200 | – | -0.93% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -515,000 | – | -0.94% | – |
| MYL | Exit | MYLAN INC | $0 | – | -454,000 | – | -0.95% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -1,200,000 | – | -0.96% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -1,000,000 | – | -0.96% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -202,650 | – | -0.96% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -250,000 | – | -0.97% | – |
| PDLI | Exit | PDL BIOPHARMA INC | $0 | – | -2,218,000 | – | -0.97% | – |
| MMM | Exit | 3M CO | $0 | – | -150,000 | – | -0.98% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -403,250 | – | -0.99% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -75,000 | – | -0.99% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -350,000 | – | -0.99% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -700,000 | – | -1.01% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -500,000 | – | -1.01% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -250,000 | – | -1.02% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -300,000 | – | -1.09% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -500,000 | – | -1.10% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -550,000 | – | -1.11% | – |
| KR | Exit | KROGER CO | $0 | – | -500,000 | – | -1.11% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -480,000 | – | -1.11% | – |
| MAT | Exit | MATTEL INC | $0 | – | -488,000 | – | -1.12% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -502,500 | – | -1.12% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -400,000 | – | -1.12% | – |
| TGT | Exit | TARGET CORP | $0 | – | -329,500 | – | -1.16% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -135,000 | – | -1.18% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -485,000 | – | -1.18% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -400,000 | – | -1.19% | – |
| DISH | Exit | DISH NETWORK CORPcl a | $0 | – | -492,000 | – | -1.22% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -545,000 | – | -1.28% | – |
| FLIR | Exit | FLIR SYS INC | $0 | – | -750,000 | – | -1.29% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -1,008,300 | – | -1.30% | – |
| GCI | Exit | GANNETT INC | $0 | – | -882,000 | – | -1.30% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -400,000 | – | -1.30% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -500,000 | – | -1.32% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -350,000 | – | -1.33% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -500,000 | – | -1.36% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -1,000,000 | – | -1.36% | – |
| TRW | Exit | TRW AUTOMOTIVE HLDGS CORP | $0 | – | -350,000 | – | -1.37% | – |
| SWY | Exit | SAFEWAY INC | $0 | – | -798,500 | – | -1.40% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -400,000 | – | -1.41% | – |
| CYBX | Exit | CYBERONICS INC | $0 | – | -509,000 | – | -1.42% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -500,000 | – | -1.43% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -450,000 | – | -1.49% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -250,000 | – | -1.54% | – |
| AFL | Exit | AFLAC INC | $0 | – | -455,000 | – | -1.55% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -642,000 | – | -1.55% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -358,000 | – | -1.55% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -355,825 | – | -1.55% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -354,000 | – | -1.59% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -757,000 | – | -1.66% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JACK | Sell | JACK IN THE BOX INC | $30,280,000 | -6.6% | 757,000 | -8.2% | 1.66% | +12.7% |
| CLX | Buy | CLOROX CO DEL | $28,929,000 | +37.8% | 354,000 | +40.2% | 1.59% | +66.2% |
| PEP | Sell | PEPSICO INC | $28,288,000 | -14.4% | 355,825 | -11.9% | 1.55% | +3.3% |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $28,228,000 | -8.4% | 358,000 | -23.5% | 1.55% | +10.5% |
| AFL | Sell | AFLAC INC | $28,205,000 | -19.8% | 455,000 | -24.8% | 1.55% | -3.2% |
| CAKE | Sell | CHEESECAKE FACTORY INC | $28,216,000 | -15.8% | 642,000 | -19.8% | 1.55% | +1.6% |
| AMGN | Buy | AMGEN INC | $27,985,000 | +41.8% | 250,000 | +25.0% | 1.54% | +71.2% |
| ADBE | Sell | ADOBE SYS INC | $25,970,000 | -24.0% | 500,000 | -33.3% | 1.43% | -8.3% |
| CYBX | Sell | CYBERONICS INC | $25,827,000 | -4.8% | 509,000 | -2.5% | 1.42% | +14.9% |
| SWY | Sell | SAFEWAY INC | $25,544,000 | -10.9% | 798,500 | -34.1% | 1.40% | +7.5% |
| TRW | Sell | TRW AUTOMOTIVE HLDGS CORP | $24,958,000 | -24.9% | 350,000 | -30.0% | 1.37% | -9.4% |
| SYMC | Buy | SYMANTEC CORP | $24,750,000 | +46.9% | 1,000,000 | +33.3% | 1.36% | +77.3% |
| GIS | New | GENERAL MLS INC | $23,960,000 | – | 500,000 | – | 1.32% | – |
| CL | Sell | COLGATE PALMOLIVE CO | $23,720,000 | -17.2% | 400,000 | -20.0% | 1.30% | -0.1% |
| CSCO | Buy | CISCO SYS INC | $23,614,000 | +91.1% | 1,008,300 | +98.4% | 1.30% | +130.4% |
| FLIR | Buy | FLIR SYS INC | $23,550,000 | +32.3% | 750,000 | +13.6% | 1.29% | +59.6% |
| GNRC | Buy | GENERAC HLDGS INC | $23,239,000 | +25.6% | 545,000 | +9.0% | 1.28% | +51.5% |
| DISH | Sell | DISH NETWORK CORPcl a | $22,145,000 | -25.6% | 492,000 | -29.7% | 1.22% | -10.2% |
| SYNA | Sell | SYNAPTICS INC | $21,476,000 | -10.6% | 485,000 | -22.2% | 1.18% | +7.9% |
| PNRA | Buy | PANERA BREAD COcl a | $21,402,000 | +15.1% | 135,000 | +35.0% | 1.18% | +38.8% |
| TGT | Sell | TARGET CORP | $21,081,000 | -38.8% | 329,500 | -34.1% | 1.16% | -26.1% |
| CTAS | Sell | CINTAS CORP | $20,480,000 | -42.0% | 400,000 | -48.4% | 1.12% | -30.0% |
| CPB | Buy | CAMPBELL SOUP CO | $20,457,000 | +13.5% | 502,500 | +24.8% | 1.12% | +36.9% |
| MAT | New | MATTEL INC | $20,428,000 | – | 488,000 | – | 1.12% | – |
| HFC | Buy | HOLLYFRONTIER CORP | $20,213,000 | -0.5% | 480,000 | +1.1% | 1.11% | +20.0% |
| DOX | Buy | AMDOCS LTDord | $20,152,000 | +20.7% | 550,000 | +22.2% | 1.11% | +45.7% |
| FSLR | Buy | FIRST SOLAR INC | $20,105,000 | +28.1% | 500,000 | +42.5% | 1.10% | +54.5% |
| DECK | Sell | DECKERS OUTDOOR CORP | $19,776,000 | -21.7% | 300,000 | -40.0% | 1.09% | -5.6% |
| OTEX | New | OPEN TEXT CORP | $18,662,000 | – | 250,000 | – | 1.02% | – |
| SPWR | Sell | SUNPOWER CORP | $18,312,000 | -24.7% | 700,000 | -40.4% | 1.01% | -9.1% |
| AKAM | Sell | AKAMAI TECHNOLOGIES INC | $18,095,000 | +6.3% | 350,000 | -12.5% | 0.99% | +28.3% |
| BIIB | Buy | BIOGEN IDEC INC | $18,057,000 | +67.8% | 75,000 | +50.0% | 0.99% | +102.4% |
| MMM | Buy | 3M CO | $17,912,000 | +134.0% | 150,000 | +114.3% | 0.98% | +181.9% |
| PDLI | Sell | PDL BIOPHARMA INC | $17,677,000 | -18.5% | 2,218,000 | -21.0% | 0.97% | -1.6% |
| JNJ | Sell | JOHNSON & JOHNSON | $17,568,000 | -19.0% | 202,650 | -19.8% | 0.96% | -2.3% |
| AMAT | Buy | APPLIED MATLS INC | $17,540,000 | +23286.7% | 1,000,000 | +19900.0% | 0.96% | +32033.3% |
| MYL | Sell | MYLAN INC | $17,329,000 | -30.2% | 454,000 | -43.2% | 0.95% | -15.8% |
| MSFT | Buy | MICROSOFT CORP | $17,155,000 | +4872.5% | 515,000 | +5050.0% | 0.94% | +5787.5% |
| NVS | Buy | NOVARTIS A Gsponsored adr | $16,968,000 | +9.6% | 221,200 | +1.1% | 0.93% | +32.2% |
| BAX | Buy | BAXTER INTL INC | $16,912,000 | -4.2% | 257,450 | +1.0% | 0.93% | +15.5% |
| RMD | Sell | RESMED INC | $16,638,000 | +5.3% | 315,000 | -10.0% | 0.91% | +27.1% |
| WRLD | Sell | WORLD ACCEP CORP DEL | $16,545,000 | +0.2% | 184,000 | -3.2% | 0.91% | +20.9% |
| WAG | Buy | WALGREEN CO | $15,952,000 | +78.2% | 296,500 | +46.4% | 0.88% | +114.7% |
| GILD | Sell | GILEAD SCIENCES INC | $15,710,000 | -12.4% | 250,000 | -28.6% | 0.86% | +5.8% |
| PG | Sell | PROCTER & GAMBLE CO | $15,609,000 | -33.5% | 206,500 | -32.2% | 0.86% | -19.7% |
| APH | Sell | AMPHENOL CORP NEWcl a | $15,476,000 | -20.6% | 200,000 | -20.0% | 0.85% | -4.2% |
| UNM | New | UNUM GROUP | $15,220,000 | – | 500,000 | – | 0.84% | – |
| PL | Buy | PROTECTIVE LIFE CORP | $14,892,000 | +72.3% | 350,000 | +55.6% | 0.82% | +107.6% |
| K | New | KELLOGG CO | $14,682,000 | – | 250,000 | – | 0.81% | – |
| WAT | New | WATERS CORP | $14,657,000 | – | 138,000 | – | 0.80% | – |
| HAL | Sell | HALLIBURTON CO | $14,445,000 | -46.7% | 300,000 | -53.8% | 0.79% | -35.7% |
| CTB | Sell | COOPER TIRE & RUBR CO | $13,783,000 | -16.9% | 447,500 | -10.5% | 0.76% | +0.3% |
| RHI | Sell | ROBERT HALF INTL INC | $13,660,000 | -17.8% | 350,000 | -30.0% | 0.75% | -0.9% |
| PGR | New | PROGRESSIVE CORP OHIO | $13,615,000 | – | 500,000 | – | 0.75% | – |
| CVI | New | CVR ENERGY INC | $13,482,000 | – | 350,000 | – | 0.74% | – |
| OMX | New | OFFICEMAX INC DEL | $12,790,000 | – | 1,000,000 | – | 0.70% | – |
| HMA | New | HEALTH MGMT ASSOC INC NEWcl a | $12,800,000 | – | 1,000,000 | – | 0.70% | – |
| V107SC | New | WELLPOINT INC | $12,542,000 | – | 150,000 | – | 0.69% | – |
| OUTR | New | OUTERWALL INC | $12,498,000 | – | 250,000 | – | 0.69% | – |
| HI | Buy | HILLENBRAND INC | $12,317,000 | +583.5% | 450,000 | +492.1% | 0.68% | +725.6% |
| SNI | Sell | SCRIPPS NETWORKS INTERACT IN | $11,717,000 | -53.2% | 150,000 | -60.0% | 0.64% | -43.5% |
| FDX | New | FEDEX CORP | $11,411,000 | – | 100,000 | – | 0.63% | – |
| URBN | Sell | URBAN OUTFITTERS INC | $11,031,000 | -69.9% | 300,000 | -67.0% | 0.61% | -63.6% |
| MDT | Buy | MEDTRONIC INC | $10,916,000 | +6.0% | 205,000 | +2.5% | 0.60% | +27.9% |
| TER | New | TERADYNE INC | $10,738,000 | – | 650,000 | – | 0.59% | – |
| HRS | Buy | HARRIS CORP DEL | $10,300,000 | +5559.3% | 173,700 | +4594.6% | 0.57% | +6975.0% |
| KO | Buy | COCA COLA CO | $9,925,000 | +10927.8% | 262,000 | +11544.4% | 0.54% | +13525.0% |
| SYY | Sell | SYSCO CORP | $9,597,000 | -44.0% | 301,500 | -39.9% | 0.53% | -32.4% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $9,534,000 | +9.2% | 125,000 | -1.0% | 0.52% | +31.7% |
| WDC | Sell | WESTERN DIGITAL CORP | $9,510,000 | -48.4% | 150,000 | -49.5% | 0.52% | -37.9% |
| RGC | Sell | REGAL ENTMT GROUPcl a | $9,490,000 | -11.6% | 500,000 | -16.7% | 0.52% | +6.5% |
| VCLK | Sell | VALUECLICK INC | $9,174,000 | -38.0% | 440,000 | -26.7% | 0.50% | -25.2% |
| XOM | Sell | EXXON MOBIL CORP | $9,086,000 | -60.4% | 105,600 | -58.4% | 0.50% | -52.2% |
| CYH | Sell | COMMUNITY HEALTH SYS INC NEW | $8,300,000 | -41.0% | 200,000 | -33.3% | 0.46% | -28.8% |
| MCHP | Buy | MICROCHIP TECHNOLOGY INC | $8,098,000 | +5334.9% | 201,000 | +4925.0% | 0.44% | +6257.1% |
| A | New | AGILENT TECHNOLOGIES INC | $8,046,000 | – | 157,000 | – | 0.44% | – |
| VAR | New | VARIAN MEDL SYS INC | $7,473,000 | – | 100,000 | – | 0.41% | – |
| LCC | Sell | U S AIRWAYS GROUP INC | $7,167,000 | -56.4% | 378,000 | -62.2% | 0.39% | -47.3% |
| USTR | Sell | UNITED STATIONERS INC | $7,004,000 | +4.4% | 161,000 | -19.5% | 0.38% | +25.8% |
| VPRT | New | VISTAPRINT N V | $6,782,000 | – | 120,000 | – | 0.37% | – |
| PPL | Sell | PPL CORP | $6,185,000 | -42.2% | 203,600 | -42.4% | 0.34% | -30.2% |
| GME | Sell | GAMESTOP CORP NEWcl a | $4,965,000 | -40.9% | 100,000 | -50.0% | 0.27% | -28.7% |
| DV | New | DEVRY INC DEL | $4,706,000 | – | 154,000 | – | 0.26% | – |
| ZBH | Sell | ZIMMER HLDGS INC | $4,600,000 | -69.3% | 56,000 | -72.0% | 0.25% | -62.9% |
| MUSA | New | MURPHY USA INC | $4,544,000 | – | 112,500 | – | 0.25% | – |
| EXC | Sell | EXELON CORP | $4,446,000 | -55.7% | 150,000 | -53.8% | 0.24% | -46.6% |
| VRSK | Sell | VERISK ANALYTICS INCcl a | $4,352,000 | -70.8% | 67,000 | -73.2% | 0.24% | -64.9% |
| CMCSK | Sell | COMCAST CORP NEWcl a spl | $4,337,000 | -62.4% | 100,000 | -65.6% | 0.24% | -54.8% |
| NEU | Sell | NEWMARKET CORP | $4,319,000 | -34.2% | 15,000 | -40.0% | 0.24% | -20.7% |
| LOPE | Sell | GRAND CANYON ED INC | $4,028,000 | -37.5% | 100,000 | -50.0% | 0.22% | -24.8% |
| VECO | Sell | VEECO INSTRSS INC DEL | $3,723,000 | -82.5% | 100,000 | -83.3% | 0.20% | -78.8% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $3,531,000 | -80.1% | 68,000 | -81.9% | 0.19% | -76.0% |
| MDCO | Sell | MEDICINES CO | $3,486,000 | -77.9% | 104,000 | -79.7% | 0.19% | -73.3% |
| VCI | Sell | VALASSIS COMMUNICATIONS INC | $3,321,000 | -57.1% | 115,000 | -63.5% | 0.18% | -48.4% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $3,293,000 | -49.6% | 100,000 | -50.0% | 0.18% | -39.1% |
| NEM | Sell | NEWMONT MINING CORP | $2,979,000 | -80.1% | 106,000 | -78.8% | 0.16% | -76.0% |
| CE | New | CELANESE CORP DEL | $2,903,000 | – | 55,000 | – | 0.16% | – |
| GOLD | Sell | BARRICK GOLD CORP | $2,793,000 | -82.3% | 150,000 | -85.0% | 0.15% | -78.7% |
| CPA | Sell | COPA HOLDINGS SAcl a | $2,773,000 | -69.8% | 20,000 | -71.4% | 0.15% | -63.6% |
| AU | Sell | ANGLOGOLD ASHANTI LTDsponsored adr | $2,656,000 | -62.9% | 200,000 | -60.0% | 0.15% | -55.2% |
| AEM | Sell | AGNICO EAGLE MINES LTD | $2,647,000 | -80.8% | 100,000 | -80.0% | 0.14% | -76.9% |
| GG | Sell | GOLDCORP INC NEW | $2,601,000 | -73.7% | 100,000 | -75.0% | 0.14% | -68.2% |
| SANM | New | SANMINA CORPORATION | $2,554,000 | – | 146,000 | – | 0.14% | – |
| PDCO | Sell | PATTERSON COMPANIES INC | $2,211,000 | -9.5% | 55,000 | -15.4% | 0.12% | +9.0% |
| AEP | Sell | AMERICAN ELEC PWR INC | $2,168,000 | -51.6% | 50,000 | -50.0% | 0.12% | -41.7% |
| PCG | Sell | PG&E CORP | $2,046,000 | -64.2% | 50,000 | -60.0% | 0.11% | -56.9% |
| GOLD | Sell | RANDGOLD RES LTDadr | $1,788,000 | -81.4% | 25,000 | -83.3% | 0.10% | -77.6% |
| HMY | Sell | HARMONY GOLD MNG LTDsponsored adr | $1,690,000 | -55.6% | 500,000 | -50.0% | 0.09% | -46.2% |
| EWQ | New | ISHARESmsci france etf | $1,344,000 | – | 50,000 | – | 0.07% | – |
| EWN | New | ISHARESmsci netherl etf | $1,309,000 | – | 55,000 | – | 0.07% | – |
| BVN | Sell | COMPANIA DE MINAS BUENAVENTUsponsored adr | $1,171,000 | -77.3% | 100,000 | -71.4% | 0.06% | -72.8% |
| GFI | Sell | GOLD FIELDS LTD NEWsponsored adr | $1,143,000 | -71.0% | 250,000 | -66.7% | 0.06% | -64.8% |
| IAU | Sell | ISHARES GOLD TRUSTishares | $645,000 | -84.6% | 50,000 | -85.7% | 0.04% | -81.7% |
| GLD | Sell | SPDR GOLD TRUST | $641,000 | -86.6% | 5,000 | -87.5% | 0.04% | -83.9% |
| SBGL | Sell | SIBANYE GOLD LTDsponsored adr | $620,000 | -15.6% | 119,000 | -52.4% | 0.03% | +3.0% |
| WX | Sell | WUXI PHARMATECH CAYMAN INC | $548,000 | -34.8% | 20,000 | -50.0% | 0.03% | -21.1% |
| INTC | Buy | INTEL CORP | $504,000 | +144.7% | 22,000 | +158.8% | 0.03% | +211.1% |
| LLY | Sell | LILLY ELI & CO | $503,000 | -98.5% | 10,000 | -98.6% | 0.03% | -98.2% |
| WMT | Buy | WAL MART STORES INC | $496,000 | +41.7% | 6,700 | +42.6% | 0.03% | +68.8% |
| MCD | Buy | MCDONALDS CORP | $481,000 | +39.0% | 5,000 | +42.9% | 0.03% | +62.5% |
| CA | Buy | CA INC | $445,000 | +55.6% | 15,000 | +50.0% | 0.02% | +84.6% |
| KSS | Buy | KOHLS CORP | $378,000 | +18.9% | 7,300 | +15.9% | 0.02% | +50.0% |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $359,000 | – | 8,000 | – | 0.02% | – |
| JWA | Buy | WILEY JOHN & SONS INCcl a | $343,000 | +64.9% | 7,200 | +38.5% | 0.02% | +111.1% |
| CAJ | Buy | CANON INCadr | $320,000 | +47.5% | 10,000 | +51.5% | 0.02% | +80.0% |
| POT | New | POTASH CORP SASK INC | $313,000 | – | 10,000 | – | 0.02% | – |
| CVX | New | CHEVRON CORP NEW | $304,000 | – | 2,500 | – | 0.02% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $185,000 | – | 1,000 | – | 0.01% | – |
| COH | Sell | COACH INC | $136,000 | -20.5% | 2,500 | -16.7% | 0.01% | -12.5% |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -1,000 | – | -0.00% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -2,250 | – | -0.00% | – |
| MOLX | Exit | MOLEX INC | $0 | – | -3,000 | – | -0.00% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -3,500 | – | -0.01% | – |
| CDI | Exit | C D I CORP | $0 | – | -7,000 | – | -0.01% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -1,400 | – | -0.01% | – |
| XLNX | Exit | XILINX INC | $0 | – | -3,750 | – | -0.01% | – |
| LXK | Exit | LEXMARK INTL NEWcl a | $0 | – | -6,000 | – | -0.01% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -3,200 | – | -0.01% | – |
| CME | Exit | CME GROUP INC | $0 | – | -2,400 | – | -0.01% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -4,200 | – | -0.01% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -4,500 | – | -0.01% | – |
| STJ | Exit | ST JUDE MED INC | $0 | – | -4,900 | – | -0.01% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -10,000 | – | -0.02% | – |
| TEO | Exit | TELECOM ARGENTINA S Aspon adr rep b | $0 | – | -28,000 | – | -0.02% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -19,000 | – | -0.02% | – |
| MBT | Exit | MOBILE TELESYSTEMS OJSCsponsored adr | $0 | – | -33,000 | – | -0.03% | – |
| CST | Exit | CST BRANDS INC | $0 | – | -27,777 | – | -0.04% | – |
| SAP | Exit | SAP AGsponsored adr | $0 | – | -13,100 | – | -0.04% | – |
| ICUI | Exit | ICU MED INC | $0 | – | -14,000 | – | -0.05% | – |
| CNH | Exit | CNH GLOBAL N V | $0 | – | -26,000 | – | -0.05% | – |
| EWD | Exit | ISHARES INCmsci sweden | $0 | – | -38,000 | – | -0.05% | – |
| TTEK | Exit | TETRA TECH INC NEW | $0 | – | -50,000 | – | -0.05% | – |
| EWA | Exit | ISHARES INCmsci australia | $0 | – | -53,000 | – | -0.06% | – |
| RES | Exit | RPC INC | $0 | – | -123,000 | – | -0.08% | – |
| CVG | Exit | CONVERGYS CORP | $0 | – | -100,000 | – | -0.08% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -45,000 | – | -0.08% | – |
| TTC | Exit | TORO CO | $0 | – | -44,000 | – | -0.09% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -65,000 | – | -0.10% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -142,000 | – | -0.12% | – |
| SYNT | Exit | SYNTEL INC | $0 | – | -45,000 | – | -0.13% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -174,000 | – | -0.14% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -48,200 | – | -0.15% | – |
| BRLI | Exit | BIO-REFERENCE LABS INC | $0 | – | -116,000 | – | -0.15% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -584,000 | – | -0.17% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -100,000 | – | -0.19% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -100,000 | – | -0.20% | – |
| SMTC | Exit | SEMTECH CORP | $0 | – | -130,000 | – | -0.21% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -64,550 | – | -0.22% | – |
| SAM | Exit | BOSTON BEER INCcl a | $0 | – | -30,000 | – | -0.23% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -121,000 | – | -0.28% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -59,000 | – | -0.31% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -300,000 | – | -0.34% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -650,000 | – | -0.50% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -100,000 | – | -0.51% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -150,000 | – | -0.57% | – |
| UAA | Exit | UNDER ARMOUR INCcl a | $0 | – | -250,000 | – | -0.68% | – |
| CPRT | Exit | COPART INC | $0 | – | -494,000 | – | -0.69% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -500,000 | – | -0.72% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -250,000 | – | -0.78% | – |
| INGR | Exit | INGREDION INC | $0 | – | -280,000 | – | -0.84% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -450,000 | – | -0.85% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -650,000 | – | -0.91% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -35,000 | – | -0.92% | – |
| BMC | Exit | BMC SOFTWARE INC | $0 | – | -500,000 | – | -1.03% | – |
| PETM | Exit | PETSMART INC | $0 | – | -350,000 | – | -1.07% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -250,000 | – | -1.28% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -700,000 | – | -1.33% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| URBN | New | URBAN OUTFITTERS INC | $36,600,000 | – | 910,000 | – | 1.67% | – |
| CTAS | New | CINTAS CORP | $35,294,000 | – | 775,000 | – | 1.61% | – |
| AFL | New | AFLAC INC | $35,163,000 | – | 605,000 | – | 1.60% | – |
| TGT | New | TARGET CORP | $34,430,000 | – | 500,000 | – | 1.57% | – |
| LLY | New | LILLY ELI & CO | $34,433,000 | – | 701,000 | – | 1.57% | – |
| ADBE | New | ADOBE SYS INC | $34,170,000 | – | 750,000 | – | 1.56% | – |
| CAKE | New | CHEESECAKE FACTORY INC | $33,512,000 | – | 800,000 | – | 1.53% | – |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $33,220,000 | – | 500,000 | – | 1.51% | – |
| PEP | New | PEPSICO INC | $33,029,000 | – | 403,825 | – | 1.50% | – |
| JACK | New | JACK IN THE BOX INC | $32,414,000 | – | 825,000 | – | 1.48% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $30,804,000 | – | 468,000 | – | 1.40% | – |
| DISH | New | DISH NETWORK CORPcl a | $29,764,000 | – | 700,000 | – | 1.36% | – |
| GPS | New | GAP INC DEL | $29,211,000 | – | 700,000 | – | 1.33% | – |
| SWY | New | SAFEWAY INC | $28,664,000 | – | 1,211,500 | – | 1.30% | – |
| CL | New | COLGATE PALMOLIVE CO | $28,645,000 | – | 500,000 | – | 1.30% | – |
| TWC | New | TIME WARNER CABLE INC | $28,120,000 | – | 250,000 | – | 1.28% | – |
| MUR | New | MURPHY OIL CORP | $27,400,000 | – | 450,000 | – | 1.25% | – |
| HAL | New | HALLIBURTON CO | $27,118,000 | – | 650,000 | – | 1.24% | – |
| CYBX | New | CYBERONICS INC | $27,123,000 | – | 522,000 | – | 1.24% | – |
| AET | New | AETNA INC NEW | $25,416,000 | – | 400,000 | – | 1.16% | – |
| DECK | New | DECKERS OUTDOOR CORP | $25,255,000 | – | 500,000 | – | 1.15% | – |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $25,035,000 | – | 375,000 | – | 1.14% | – |
| MYL | New | MYLAN INC | $24,824,000 | – | 800,000 | – | 1.13% | – |
| SPWR | New | SUNPOWER CORP | $24,322,000 | – | 1,175,000 | – | 1.11% | – |
| SYNA | New | SYNAPTICS INC | $24,023,000 | – | 623,000 | – | 1.09% | – |
| PETM | New | PETSMART INC | $23,447,000 | – | 350,000 | – | 1.07% | – |
| PG | New | PROCTER & GAMBLE CO | $23,459,000 | – | 304,700 | – | 1.07% | – |
| XOM | New | EXXON MOBIL CORP | $22,940,000 | – | 253,900 | – | 1.04% | – |
| BMC | New | BMC SOFTWARE INC | $22,570,000 | – | 500,000 | – | 1.03% | – |
| HP | New | HELMERICH & PAYNE INC | $21,858,000 | – | 350,000 | – | 1.00% | – |
| JNJ | New | JOHNSON & JOHNSON | $21,693,000 | – | 252,650 | – | 0.99% | – |
| PDLI | New | PDL BIOPHARMA INC | $21,685,000 | – | 2,809,000 | – | 0.99% | – |
| GCI | New | GANNETT INC | $21,574,000 | – | 882,000 | – | 0.98% | – |
| VECO | New | VEECO INSTRS INC DEL | $21,252,000 | – | 600,000 | – | 0.97% | – |
| JCOM | New | J2 GLOBAL INC | $21,255,000 | – | 500,000 | – | 0.97% | – |
| CLX | New | CLOROX CO DEL | $20,993,000 | – | 252,500 | – | 0.96% | – |
| AIZ | New | ASSURANT INC | $20,364,000 | – | 400,000 | – | 0.93% | – |
| HFC | New | HOLLYFRONTIER CORP | $20,321,000 | – | 475,000 | – | 0.92% | – |
| MA | New | MASTERCARD INCcl a | $20,108,000 | – | 35,000 | – | 0.92% | – |
| ORCL | New | ORACLE CORP | $19,968,000 | – | 650,000 | – | 0.91% | – |
| AMGN | New | AMGEN INC | $19,732,000 | – | 200,000 | – | 0.90% | – |
| APH | New | AMPHENOL CORP NEWcl a | $19,485,000 | – | 250,000 | – | 0.89% | – |
| SLAB | New | SILICON LABORATORIES INC | $18,634,000 | – | 450,000 | – | 0.85% | – |
| PNRA | New | PANERA BREAD COcl a | $18,594,000 | – | 100,000 | – | 0.85% | – |
| GNRC | New | GENERAC HLDGS INC | $18,505,000 | – | 500,000 | – | 0.84% | – |
| WDC | New | WESTERN DIGITAL CORP | $18,441,000 | – | 297,000 | – | 0.84% | – |
| INGR | New | INGREDION INC | $18,374,000 | – | 280,000 | – | 0.84% | – |
| CPB | New | CAMPBELL SOUP CO | $18,028,000 | – | 402,500 | – | 0.82% | – |
| GILD | New | GILEAD SCIENCES INC | $17,924,000 | – | 350,000 | – | 0.82% | – |
| FLIR | New | FLIR SYS INC | $17,800,000 | – | 660,000 | – | 0.81% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $17,738,000 | – | 375,000 | – | 0.81% | – |
| BAX | New | BAXTER INTL INC | $17,660,000 | – | 254,950 | – | 0.80% | – |
| R108 | New | ENERGIZER HLDGS INC | $17,589,000 | – | 175,000 | – | 0.80% | – |
| KR | New | KROGER CO | $17,270,000 | – | 500,000 | – | 0.79% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $17,198,000 | – | 250,000 | – | 0.78% | – |
| SYY | New | SYSCO CORP | $17,131,000 | – | 501,500 | – | 0.78% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $17,020,000 | – | 400,000 | – | 0.78% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $16,955,000 | – | 500,000 | – | 0.77% | – |
| SYMC | New | SYMANTEC CORP | $16,852,000 | – | 750,000 | – | 0.77% | – |
| DOX | New | AMDOCS LTDord | $16,690,000 | – | 450,000 | – | 0.76% | – |
| ABBV | New | ABBVIE INC | $16,670,000 | – | 403,250 | – | 0.76% | – |
| RHI | New | ROBERT HALF INTL INC | $16,615,000 | – | 500,000 | – | 0.76% | – |
| CTB | New | COOPER TIRE & RUBR CO | $16,585,000 | – | 500,000 | – | 0.76% | – |
| WRLD | New | WORLD ACCEP CORP DEL | $16,519,000 | – | 190,000 | – | 0.75% | – |
| LCC | New | U S AIRWAYS GROUP INC | $16,420,000 | – | 1,000,000 | – | 0.75% | – |
| RMD | New | RESMED INC | $15,796,000 | – | 350,000 | – | 0.72% | – |
| STI | New | SUNTRUST BKS INC | $15,785,000 | – | 500,000 | – | 0.72% | – |
| MDCO | New | MEDICINES CO | $15,780,000 | – | 513,000 | – | 0.72% | – |
| GOLD | New | BARRICK GOLD CORP | $15,740,000 | – | 1,000,000 | – | 0.72% | – |
| FSLR | New | FIRST SOLAR INC | $15,700,000 | – | 351,000 | – | 0.72% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $15,478,000 | – | 218,900 | – | 0.70% | – |
| LUV | New | SOUTHWEST AIRLS CO | $15,468,000 | – | 1,200,000 | – | 0.70% | – |
| MCO | New | MOODYS CORP | $15,233,000 | – | 250,000 | – | 0.69% | – |
| CPRT | New | COPART INC | $15,215,000 | – | 494,000 | – | 0.69% | – |
| NEM | New | NEWMONT MINING CORP | $14,975,000 | – | 500,000 | – | 0.68% | – |
| ZBH | New | ZIMMER HLDGS INC | $14,988,000 | – | 200,000 | – | 0.68% | – |
| UAA | New | UNDER ARMOUR INCcl a | $14,928,000 | – | 250,000 | – | 0.68% | – |
| VRSK | New | VERISK ANALYTICS INCcl a | $14,925,000 | – | 250,000 | – | 0.68% | – |
| VCLK | New | VALUECLICK INC | $14,808,000 | – | 600,000 | – | 0.67% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $14,064,000 | – | 300,000 | – | 0.64% | – |
| BK | New | BANK NEW YORK MELLON CORP | $14,025,000 | – | 500,000 | – | 0.64% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $13,770,000 | – | 500,000 | – | 0.63% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $12,471,000 | – | 150,000 | – | 0.57% | – |
| CSCO | New | CISCO SYS INC | $12,357,000 | – | 508,300 | – | 0.56% | – |
| CMCSK | New | COMCAST CORP NEWcl a spl | $11,544,000 | – | 291,000 | – | 0.53% | – |
| MTB | New | M & T BK CORP | $11,175,000 | – | 100,000 | – | 0.51% | – |
| CHS | New | CHICOS FAS INC | $11,089,000 | – | 650,000 | – | 0.50% | – |
| BIIB | New | BIOGEN IDEC INC | $10,760,000 | – | 50,000 | – | 0.49% | – |
| RGC | New | REGAL ENTMT GROUPcl a | $10,740,000 | – | 600,000 | – | 0.49% | – |
| PPL | New | PPL CORP | $10,700,000 | – | 353,600 | – | 0.49% | – |
| MDT | New | MEDTRONIC INC | $10,294,000 | – | 200,000 | – | 0.47% | – |
| EXC | New | EXELON CORP | $10,036,000 | – | 325,000 | – | 0.46% | – |
| GG | New | GOLDCORP INC NEW | $9,892,000 | – | 400,000 | – | 0.45% | – |
| BDX | New | BECTON DICKINSON & CO | $9,883,000 | – | 100,000 | – | 0.45% | – |
| GOLD | New | RANDGOLD RES LTDadr | $9,608,000 | – | 150,000 | – | 0.44% | – |
| WIP | New | SPDR SERIES TRUSTdb int gvt etf | $9,211,000 | – | 160,000 | – | 0.42% | – |
| CPA | New | COPA HOLDINGS SAcl a | $9,178,000 | – | 70,000 | – | 0.42% | – |
| WAG | New | WALGREEN CO | $8,950,000 | – | 202,500 | – | 0.41% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $8,733,000 | – | 126,250 | – | 0.40% | – |
| VLO | New | VALERO ENERGY CORP NEW | $8,693,000 | – | 250,000 | – | 0.40% | – |
| PL | New | PROTECTIVE LIFE CORP | $8,642,000 | – | 225,000 | – | 0.39% | – |
| GME | New | GAMESTOP CORP NEWcl a | $8,406,000 | – | 200,000 | – | 0.38% | – |
| VCI | New | VALASSIS COMMUNICATIONS INC | $7,746,000 | – | 315,000 | – | 0.35% | – |
| MMM | New | 3M CO | $7,654,000 | – | 70,000 | – | 0.35% | – |
| TMUS | New | T-MOBILE US INC | $7,443,000 | – | 300,000 | – | 0.34% | – |
| DST | New | DST SYS INC DEL | $7,186,000 | – | 110,000 | – | 0.33% | – |
| AU | New | ANGLOGOLD ASHANTI LTDsponsored adr | $7,150,000 | – | 500,000 | – | 0.33% | – |
| CELG | New | CELGENE CORP | $6,898,000 | – | 59,000 | – | 0.31% | – |
| ADI | New | ANALOG DEVICES INC | $6,849,000 | – | 152,000 | – | 0.31% | – |
| QCOR | New | QUESTCOR PHARMACEUTICALS INC | $6,819,000 | – | 150,000 | – | 0.31% | – |
| USTR | New | UNITED STATIONERS INC | $6,710,000 | – | 200,000 | – | 0.31% | – |
| NEU | New | NEWMARKET CORP | $6,564,000 | – | 25,000 | – | 0.30% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $6,532,000 | – | 200,000 | – | 0.30% | – |
| LOPE | New | GRAND CANYON ED INC | $6,446,000 | – | 200,000 | – | 0.29% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $6,264,000 | – | 121,000 | – | 0.28% | – |
| PCG | New | PG&E CORP | $5,716,000 | – | 125,000 | – | 0.26% | – |
| ETR | New | ENTERGY CORP | $5,337,000 | – | 76,600 | – | 0.24% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $5,166,000 | – | 350,000 | – | 0.24% | – |
| SAM | New | BOSTON BEER INCcl a | $5,119,000 | – | 30,000 | – | 0.23% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $4,782,000 | – | 64,550 | – | 0.22% | – |
| GLD | New | SPDR GOLD TRUST | $4,766,000 | – | 40,000 | – | 0.22% | – |
| HBIO | New | HARVARD BIOSCIENCE INC | $4,730,000 | – | 1,000,000 | – | 0.22% | – |
| SMTC | New | SEMTECH CORP | $4,554,000 | – | 130,000 | – | 0.21% | – |
| AEP | New | AMERICAN ELEC PWR INC | $4,478,000 | – | 100,000 | – | 0.20% | – |
| IDCC | New | INTERDIGITAL INC | $4,465,000 | – | 100,000 | – | 0.20% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $4,188,000 | – | 100,000 | – | 0.19% | – |
| IAU | New | ISHARES GOLD TRUSTishares | $4,197,000 | – | 350,000 | – | 0.19% | – |
| GFI | New | GOLD FIELDS LTD NEWsponsored adr | $3,938,000 | – | 750,000 | – | 0.18% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $3,823,000 | – | 88,000 | – | 0.17% | – |
| HMY | New | HARMONY GOLD MNG LTDsponsored adr | $3,810,000 | – | 1,000,000 | – | 0.17% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $3,679,000 | – | 584,000 | – | 0.17% | – |
| BRLI | New | BIO-REFERENCE LABS INC | $3,335,000 | – | 116,000 | – | 0.15% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $3,272,000 | – | 48,200 | – | 0.15% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $3,177,000 | – | 174,000 | – | 0.14% | – |
| SYNT | New | SYNTEL INC | $2,829,000 | – | 45,000 | – | 0.13% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $2,748,000 | – | 142,000 | – | 0.12% | – |
| PDCO | New | PATTERSON COMPANIES INC | $2,444,000 | – | 65,000 | – | 0.11% | – |
| DLB | New | DOLBY LABORATORIES INC | $2,174,000 | – | 65,000 | – | 0.10% | – |
| TTC | New | TORO CO | $1,998,000 | – | 44,000 | – | 0.09% | – |
| HI | New | HILLENBRAND INC | $1,802,000 | – | 76,000 | – | 0.08% | – |
| EAT | New | BRINKER INTL INC | $1,774,000 | – | 45,000 | – | 0.08% | – |
| CVG | New | CONVERGYS CORP | $1,743,000 | – | 100,000 | – | 0.08% | – |
| RES | New | RPC INC | $1,699,000 | – | 123,000 | – | 0.08% | – |
| EWL | New | ISHARES INCmsci switz capp | $1,261,000 | – | 44,000 | – | 0.06% | – |
| EWA | New | ISHARES INCmsci australia | $1,197,000 | – | 53,000 | – | 0.06% | – |
| EWG | New | ISHARES INCmsci german | $1,210,000 | – | 49,000 | – | 0.06% | – |
| TTEK | New | TETRA TECH INC NEW | $1,176,000 | – | 50,000 | – | 0.05% | – |
| EWK | New | ISHARES INCmsci belg capped | $1,185,000 | – | 87,000 | – | 0.05% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $1,174,000 | – | 23,500 | – | 0.05% | – |
| SNY | New | SANOFIsponsored adr | $1,138,000 | – | 22,100 | – | 0.05% | – |
| EWD | New | ISHARES INCmsci sweden | $1,133,000 | – | 38,000 | – | 0.05% | – |
| SNN | New | SMITH & NEPHEW PLCspdn adr new | $1,094,000 | – | 19,500 | – | 0.05% | – |
| CNH | New | CNH GLOBAL N V | $1,083,000 | – | 26,000 | – | 0.05% | – |
| ICUI | New | ICU MED INC | $1,009,000 | – | 14,000 | – | 0.05% | – |
| TSM | New | TAIWAN SEMICONDUCTOR ENGRsponsored adr | $1,008,000 | – | 55,000 | – | 0.05% | – |
| SAP | New | SAP AGsponsored adr | $954,000 | – | 13,100 | – | 0.04% | – |
| CST | New | CST BRANDS INC | $856,000 | – | 27,777 | – | 0.04% | – |
| WX | New | WUXI PHARMATECH CAYMAN INC | $840,000 | – | 40,000 | – | 0.04% | – |
| MR | New | MINDRAY MEDICAL INTL LTDspon adr | $843,000 | – | 22,500 | – | 0.04% | – |
| NZTCY | New | TELECOM CORP NEW ZEALAND LTDsponsored adr | $796,000 | – | 92,500 | – | 0.04% | – |
| SBGL | New | SIBANYE GOLD LTDsponsored adr | $735,000 | – | 250,000 | – | 0.03% | – |
| MBT | New | MOBILE TELESYSTEMS OJSCsponsored adr | $625,000 | – | 33,000 | – | 0.03% | – |
| NGG | New | NATIONAL GRID PLCspons adr new | $595,000 | – | 10,500 | – | 0.03% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $546,000 | – | 19,000 | – | 0.02% | – |
| NTES | New | NETEASE COM INCadr | $505,000 | – | 8,000 | – | 0.02% | – |
| ENL | New | REED ELSEVIER N Vspons adr new | $500,000 | – | 15,100 | – | 0.02% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $442,000 | – | 60,718 | – | 0.02% | – |
| E | New | ENI S P Asponsored adr | $410,000 | – | 10,000 | – | 0.02% | – |
| TEO | New | TELECOM ARGENTINA S Aspon adr rep b | $417,000 | – | 28,000 | – | 0.02% | – |
| MCD | New | MCDONALDS CORP | $346,000 | – | 3,500 | – | 0.02% | – |
| MSFT | New | MICROSOFT CORP | $345,000 | – | 10,000 | – | 0.02% | – |
| WMT | New | WAL MART STORES INC | $350,000 | – | 4,700 | – | 0.02% | – |
| HAS | New | HASBRO INC | $297,000 | – | 6,625 | – | 0.01% | – |
| CWCO | New | CONSOLIDATED WATER CO INCord | $297,000 | – | 26,000 | – | 0.01% | – |
| WU | New | WESTERN UN CO | $299,000 | – | 17,500 | – | 0.01% | – |
| KSS | New | KOHLS CORP | $318,000 | – | 6,300 | – | 0.01% | – |
| CA | New | CA INC | $286,000 | – | 10,000 | – | 0.01% | – |
| ESV | New | ENSCO PLC | $291,000 | – | 5,000 | – | 0.01% | – |
| DRI | New | DARDEN RESTAURANTS INC | $278,000 | – | 5,500 | – | 0.01% | – |
| VIVO | New | MERIDIAN BIOSCIENCE INC | $269,000 | – | 12,500 | – | 0.01% | – |
| CCL | New | CARNIVAL CORPpaired ctf | $274,000 | – | 8,000 | – | 0.01% | – |
| HHS | New | HARTE-HANKS INC | $219,000 | – | 25,500 | – | 0.01% | – |
| MANT | New | MANTECH INTL CORPcl a | $209,000 | – | 8,000 | – | 0.01% | – |
| CAJ | New | CANON INCadr | $217,000 | – | 6,600 | – | 0.01% | – |
| MDP | New | MEREDITH CORP | $215,000 | – | 4,500 | – | 0.01% | – |
| STJ | New | ST JUDE MED INC | $224,000 | – | 4,900 | – | 0.01% | – |
| CAH | New | CARDINAL HEALTH INC | $198,000 | – | 4,200 | – | 0.01% | – |
| PETS | New | PETMED EXPRESS INC | $189,000 | – | 15,000 | – | 0.01% | – |
| NHC | New | NATIONAL HEALTHCARE CORP | $191,000 | – | 4,000 | – | 0.01% | – |
| INTC | New | INTEL CORP | $206,000 | – | 8,500 | – | 0.01% | – |
| JWA | New | WILEY JOHN & SONS INCcl a | $208,000 | – | 5,200 | – | 0.01% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $178,000 | – | 2,000 | – | 0.01% | – |
| KLAC | New | KLA-TENCOR CORP | $184,000 | – | 3,300 | – | 0.01% | – |
| LXK | New | LEXMARK INTL NEWcl a | $183,000 | – | 6,000 | – | 0.01% | – |
| CME | New | CME GROUP INC | $182,000 | – | 2,400 | – | 0.01% | – |
| COH | New | COACH INC | $171,000 | – | 3,000 | – | 0.01% | – |
| EMR | New | EMERSON ELEC CO | $175,000 | – | 3,200 | – | 0.01% | – |
| HRS | New | HARRIS CORP DEL | $182,000 | – | 3,700 | – | 0.01% | – |
| RTN | New | RAYTHEON CO | $185,000 | – | 2,800 | – | 0.01% | – |
| DBD | New | DIEBOLD INC | $152,000 | – | 4,500 | – | 0.01% | – |
| SPLS | New | STAPLES INC | $151,000 | – | 9,500 | – | 0.01% | – |
| XLNX | New | XILINX INC | $149,000 | – | 3,750 | – | 0.01% | – |
| GRMN | New | GARMIN LTD | $155,000 | – | 4,300 | – | 0.01% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $149,000 | – | 4,000 | – | 0.01% | – |
| CKSW | New | CLICKSOFTWARE TECHNOLOGIES Lord | $146,000 | – | 17,500 | – | 0.01% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $145,000 | – | 3,000 | – | 0.01% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $125,000 | – | 4,500 | – | 0.01% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $121,000 | – | 1,400 | – | 0.01% | – |
| MRK | New | MERCK & CO INC NEW | $122,000 | – | 2,625 | – | 0.01% | – |
| EPIQ | New | EPIQ SYS INC | $135,000 | – | 10,000 | – | 0.01% | – |
| OMI | New | OWENS & MINOR INC NEW | $118,000 | – | 3,500 | – | 0.01% | – |
| SWC | New | STILLWATER MNG CO | $107,000 | – | 10,000 | – | 0.01% | – |
| CDI | New | C D I CORP | $99,000 | – | 7,000 | – | 0.01% | – |
| BP | New | BP PLCsponsored adr | $109,000 | – | 2,600 | – | 0.01% | – |
| CMTL | New | COMTECH TELECOMMUNICATIONS C | $81,000 | – | 3,000 | – | 0.00% | – |
| MOLX | New | MOLEX INC | $88,000 | – | 3,000 | – | 0.00% | – |
| NEE | New | NEXTERA ENERGY INC | $81,000 | – | 1,000 | – | 0.00% | – |
| KO | New | COCA COLA CO | $90,000 | – | 2,250 | – | 0.00% | – |
| AMAT | New | APPLIED MATLS INC | $75,000 | – | 5,000 | – | 0.00% | – |
| D | New | DOMINION RES INC VA NEW | $57,000 | – | 1,000 | – | 0.00% | – |
| PNW | New | PINNACLE WEST CAPITAL CORP | $55,000 | – | 1,000 | – | 0.00% | – |
| QSII | New | QUALITY SYS INC | $56,000 | – | 3,000 | – | 0.00% | – |
| NTRI | New | NUTRI SYS INC NEW | $71,000 | – | 6,000 | – | 0.00% | – |
| DTE | New | DTE ENERGY CO | $67,000 | – | 1,000 | – | 0.00% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $73,000 | – | 1,000 | – | 0.00% | – |
| BBY | New | BEST BUY INC | $61,000 | – | 2,250 | – | 0.00% | – |
| AEE | New | AMEREN CORP | $34,000 | – | 1,000 | – | 0.00% | – |
| KOSS | New | KOSS CORP | $44,000 | – | 9,000 | – | 0.00% | – |
| UNS | New | UNS ENERGY CORP | $45,000 | – | 1,000 | – | 0.00% | – |
| OKS | New | ONEOK PARTNERS LPunit ltd partn | $50,000 | – | 1,000 | – | 0.00% | – |
| EIX | New | EDISON INTL | $48,000 | – | 1,000 | – | 0.00% | – |
| WPZ | New | WILLIAMS PARTNERS L P | $52,000 | – | 1,000 | – | 0.00% | – |
| SCG | New | SCANA CORP NEW | $49,000 | – | 1,000 | – | 0.00% | – |
| FE | New | FIRSTENERGY CORP | $37,000 | – | 1,000 | – | 0.00% | – |
| NS | New | NUSTAR ENERGY LP | $46,000 | – | 1,000 | – | 0.00% | – |
| TE | New | TECO ENERGY INC | $17,000 | – | 1,000 | – | 0.00% | – |
| DUK | New | DUKE ENERGY CORP NEW | $22,000 | – | 333 | – | 0.00% | – |
| POM | New | PEPCO HOLDINGS INC | $20,000 | – | 1,000 | – | 0.00% | – |