Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LPLA | Sell | LPL Financial Holdings, Inc. | $1,898,824 | +4.0% | 7,990 | -4.9% | 2.14% | +8.8% |
| MLI | Buy | Mueller Industries, Inc. | $1,495,684 | -0.4% | 19,900 | +15.7% | 1.68% | +4.2% |
| SMCI | Buy | Super Micro Computer, Inc. | $1,364,245 | +75.1% | 4,975 | +59.2% | 1.54% | +83.2% |
| SANM | Buy | Sanmina Corp. | $787,060 | -6.7% | 14,500 | +3.6% | 0.88% | -2.4% |
| SPSC | Sell | SPS Commerce, Inc. | $738,741 | -21.5% | 4,330 | -11.6% | 0.83% | -17.9% |
| SAIA | Sell | Saia, Inc. | $733,516 | -15.7% | 1,840 | -27.6% | 0.82% | -11.8% |
| MTDR | Buy | Matador Resources Co. | $630,488 | +26.8% | 10,600 | +11.6% | 0.71% | +32.8% |
| SNEX | Buy | StoneX Group, Inc. | $620,288 | +133.3% | 6,400 | +100.0% | 0.70% | +144.1% |
| TH | Buy | Target Hospitality Corp | $508,160 | +26.2% | 32,000 | +6.7% | 0.57% | +32.1% |
| SXC | New | SunCoke Energy, Inc. | $492,275 | – | 48,500 | – | 0.55% | – |
| RGEN | Sell | Repligen Corp. | $484,981 | -47.7% | 3,050 | -53.4% | 0.55% | -45.2% |
| WETF | New | WisdomTree, Inc. | $457,100 | – | 65,300 | – | 0.51% | – |
| TTD | Sell | Trade Desk, Inc./The | $445,455 | -37.8% | 5,700 | -38.6% | 0.50% | -35.0% |
| IBKR | New | Interactive Brokers Group, Inc. | $415,488 | – | 4,800 | – | 0.47% | – |
| CPRT | Buy | Copart, Inc. | $405,046 | -5.5% | 9,400 | +100.0% | 0.46% | -1.1% |
| NYCB | New | New York Community Bancorp, Inc. | $400,302 | – | 35,300 | – | 0.45% | – |
| HCC | New | Warrior Met Coal, Inc. | $383,100 | – | 7,500 | – | 0.43% | – |
| IRDM | Sell | Iridium Communications, Inc. | $382,116 | -47.2% | 8,400 | -27.9% | 0.43% | -44.7% |
| AMKR | Sell | Amkor Technology, Inc. | $372,900 | -58.6% | 16,500 | -45.5% | 0.42% | -56.8% |
| TDY | Sell | Teledyne Technologies, Inc. | $367,722 | -39.0% | 900 | -38.7% | 0.41% | -36.2% |
| VSTO | New | Vista Outdoor, Inc. | $364,320 | – | 11,000 | – | 0.41% | – |
| ELF | New | elf Beauty, Inc. | $362,439 | – | 3,300 | – | 0.41% | – |
| IESC | New | IES Holdings, Inc. | $355,698 | – | 5,400 | – | 0.40% | – |
| EGY | Buy | VAALCO Energy, Inc. | $351,200 | +83.1% | 80,000 | +56.9% | 0.40% | +91.7% |
| BZH | New | Beazer Homes USA, Inc. | $341,267 | – | 13,700 | – | 0.38% | – |
| EXLS | Buy | ExlService Holdings, Inc. | $339,284 | -50.1% | 12,100 | +168.9% | 0.38% | -47.7% |
| GNRC | Sell | Generac Holdings, Inc. | $337,776 | -52.8% | 3,100 | -35.4% | 0.38% | -50.6% |
| VEEV | Sell | Veeva Systems, Inc. | $335,693 | -29.6% | 1,650 | -31.5% | 0.38% | -26.2% |
| CNXC | Buy | Concentrix Corp. | $328,451 | +50.6% | 4,100 | +51.9% | 0.37% | +57.7% |
| CASY | New | Casey's General Stores, Inc. | $325,824 | – | 1,200 | – | 0.37% | – |
| CAMT | New | Camtek Ltd.ord | $323,752 | – | 5,200 | – | 0.36% | – |
| CE | New | Celanese Corp. | $313,800 | – | 2,500 | – | 0.35% | – |
| AB | Buy | AllianceBernstein Holding LPunit ltd partn | $311,088 | +33.4% | 10,250 | +41.4% | 0.35% | +39.4% |
| PJT | New | PJT Partners, Inc. | $309,816 | – | 3,900 | – | 0.35% | – |
| HAYW | New | Hayward Holdings, Inc. | $304,560 | – | 21,600 | – | 0.34% | – |
| TER | Sell | Teradyne, Inc. | $301,380 | -44.2% | 3,000 | -38.2% | 0.34% | -41.7% |
| SEB | New | Seaboard Corp. | $300,240 | – | 80 | – | 0.34% | – |
| VMI | New | Valmont Industries, Inc. | $300,263 | – | 1,250 | – | 0.34% | – |
| MPWR | Sell | Monolithic Power Systems, Inc. | $300,300 | -57.2% | 650 | -50.0% | 0.34% | -55.2% |
| HLNE | New | Hamilton Lane, Inc.cl a | $298,452 | – | 3,300 | – | 0.34% | – |
| OLED | New | Universal Display Corp. | $298,281 | – | 1,900 | – | 0.34% | – |
| RIO | Sell | Rio Tinto PLCsponsored adr | $299,108 | -4.4% | 4,700 | -4.1% | 0.34% | 0.0% |
| UMC | Sell | United Microelectronics Corp.spon adr new | $297,579 | -12.1% | 42,150 | -1.7% | 0.34% | -8.0% |
| PHM | Sell | PulteGroup, Inc. | $296,200 | -58.1% | 4,000 | -56.0% | 0.33% | -56.2% |
| TSCO | Sell | Tractor Supply Co. | $294,423 | -52.4% | 1,450 | -48.2% | 0.33% | -50.3% |
| Sell | DraftKings, Inc. | $293,222 | -4.5% | 9,960 | -13.8% | 0.33% | 0.0% | |
| DIOD | New | Diodes, Inc. | $291,708 | – | 3,700 | – | 0.33% | – |
| OGE | Buy | OGE Energy Corp. | $289,971 | +18.7% | 8,700 | +27.9% | 0.33% | +24.0% |
| HLIO | New | Heilos Technologies, Inc. | $288,496 | – | 5,200 | – | 0.32% | – |
| BCC | New | Boise Cascade Co. | $288,512 | – | 2,800 | – | 0.32% | – |
| ZM | Sell | Zoom Video Communications, Inc.cl a | $286,754 | -29.5% | 4,100 | -31.6% | 0.32% | -26.1% |
| PCH | New | Potlatch Corp. | $285,957 | – | 6,300 | – | 0.32% | – |
| SSD | New | Simpson Manufacturing Co., Inc. | $284,639 | – | 1,900 | – | 0.32% | – |
| LFUS | New | Littelfuse, Inc. | $284,418 | – | 1,150 | – | 0.32% | – |
| APPF | New | Appfolio, Inc. | $283,077 | – | 1,550 | – | 0.32% | – |
| New | Phinia, Inc. | $280,491 | – | 10,470 | – | 0.32% | – | |
| DORM | New | Dorman Products, Inc. | $280,312 | – | 3,700 | – | 0.32% | – |
| PATK | New | Patrick Industries, Inc. | $277,722 | – | 3,700 | – | 0.31% | – |
| UFPT | New | UFP TECHNOLOGIES, INC, | $274,465 | – | 1,700 | – | 0.31% | – |
| EXP | New | Eagle Materials, Inc. | $274,758 | – | 1,650 | – | 0.31% | – |
| MDC | New | M.D.C. Holdings, Inc. | $272,118 | – | 6,600 | – | 0.31% | – |
| CUBE | Buy | CubeSmart | $270,723 | -9.5% | 7,100 | +6.0% | 0.30% | -5.3% |
| KFY | New | Korn/Ferry International | $270,408 | – | 5,700 | – | 0.30% | – |
| PAM | New | Pampa Energia SAspons adr lvl i | $268,992 | – | 7,200 | – | 0.30% | – |
| LTHM | Buy | Livent Corp. | $265,104 | +25.5% | 14,400 | +87.0% | 0.30% | +31.3% |
| Sell | QuidelOrtho Corp. | $262,944 | -36.5% | 3,600 | -28.0% | 0.30% | -33.6% | |
| AMPH | New | Amphastar Pharmaceuticals, Inc. | $262,143 | – | 5,700 | – | 0.30% | – |
| VICR | New | Vicor Corp. | $259,116 | – | 4,400 | – | 0.29% | – |
| ALB | Sell | Albemarle Corp. | $255,060 | -59.9% | 1,500 | -47.4% | 0.29% | -58.0% |
| ALGM | New | Allegro Microsystems, Inc. | $253,923 | – | 7,950 | – | 0.29% | – |
| WOR | New | Worthington Industries, Inc. | $247,280 | – | 4,000 | – | 0.28% | – |
| G | Sell | Genpact Ltd. | $246,160 | -41.5% | 6,800 | -39.3% | 0.28% | -38.7% |
| AGLY | New | Agiliti, Inc. | $197,945 | – | 30,500 | – | 0.22% | – |
| GENI | Sell | Genius Sports Ltd.shares cl a | $197,743 | -26.7% | 37,100 | -14.9% | 0.22% | -23.4% |
| SVA | Buy | Sinovac Biotech Ltd. | $4,494 | -98.5% | 149,786 | +100.0% | 0.01% | -98.4% |
| INTU | Exit | Intuit, Inc. | $0 | – | -439 | – | -0.22% | – |
| GOOGL | Exit | Alphabet, Inc.cap stk cl a | $0 | – | -1,700 | – | -0.22% | – |
| WDAY | Exit | Workday, Inc.cl a | $0 | – | -900 | – | -0.22% | – |
| ASML | Exit | ASML Holding NV - NY Reg Shares | $0 | – | -283 | – | -0.22% | – |
| ABNB | Exit | Airbnb, Inc. | $0 | – | -1,632 | – | -0.22% | – |
| ESLT | Exit | Elbit Systems Ltd.ord | $0 | – | -1,030 | – | -0.23% | – |
| ICE | Exit | Intercontinental Exchange, Inc. | $0 | – | -2,100 | – | -0.26% | – |
| MELI | Exit | MercadoLibre, Inc. | $0 | – | -204 | – | -0.26% | – |
| Exit | NU Holdings Ltd./Cayman Islands | $0 | – | -31,700 | – | -0.27% | – | |
| SPOT | Exit | Spotify Technology SA | $0 | – | -1,630 | – | -0.28% | – |
| RBLX | Exit | ROBLOX Corp.cl a | $0 | – | -6,780 | – | -0.29% | – |
| MKTX | Exit | MarketAxess Holdings, Inc. | $0 | – | -1,100 | – | -0.31% | – |
| UBER | Exit | Uber Technologies, Inc. | $0 | – | -7,080 | – | -0.33% | – |
| ISRG | Exit | Intuitive Surgical, Inc. | $0 | – | -900 | – | -0.33% | – |
| SNPS | Exit | Synopsys, Inc. | $0 | – | -720 | – | -0.34% | – |
| MASI | Exit | Masimo Corp. | $0 | – | -1,950 | – | -0.34% | – |
| CSIQ | Exit | Canadian Solar, Inc. | $0 | – | -9,900 | – | -0.41% | – |
| TECH | Exit | Bio-Techne Corp. | $0 | – | -4,800 | – | -0.42% | – |
| ETSY | Exit | Etsy, Inc. | $0 | – | -4,816 | – | -0.44% | – |
| DRVN | Exit | Driven Brands Holdings, Inc. | $0 | – | -16,000 | – | -0.47% | – |
| CHS | Exit | Chico's FAS, Inc. | $0 | – | -81,000 | – | -0.47% | – |
| NVDA | Exit | NVIDIA Corp. | $0 | – | -1,065 | – | -0.48% | – |
| UCBI | Exit | United Community Banks, Inc. | $0 | – | -18,200 | – | -0.49% | – |
| ALK | Exit | Alaska Air Group, Inc. | $0 | – | -9,100 | – | -0.52% | – |
| EXAS | Exit | Exact Sciences Corp. | $0 | – | -6,360 | – | -0.64% | – |
| VMC | Exit | Vulcan Materials Co. | $0 | – | -3,200 | – | -0.78% | – |
| NVEE | Exit | NV5 Global, Inc. | $0 | – | -8,000 | – | -0.95% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LPLA | New | LPL Financial Holdings, Inc. | $1,826,412 | – | 8,400 | – | 1.96% | – |
| RMBS | New | Rambus, Inc. | $1,578,582 | – | 24,600 | – | 1.70% | – |
| MLI | New | Mueller Industries, Inc. | $1,501,216 | – | 17,200 | – | 1.61% | – |
| NOVT | New | Novanta, Inc. | $1,196,650 | – | 6,500 | – | 1.29% | – |
| LSCC | New | Lattice Semiconductor Corp. | $999,128 | – | 10,400 | – | 1.07% | – |
| BWA | New | BorgWarner, Inc. | $965,973 | – | 19,750 | – | 1.04% | – |
| SPSC | New | SPS Commerce, Inc. | $941,094 | – | 4,900 | – | 1.01% | – |
| New | Perion Network Ltd. | $929,301 | – | 30,300 | – | 1.00% | – | |
| RGEN | New | Repligen Corp. | $926,563 | – | 6,550 | – | 1.00% | – |
| AMKR | New | Amkor Technology, Inc. | $901,425 | – | 30,300 | – | 0.97% | – |
| NVEE | New | NV5 Global, Inc. | $886,160 | – | 8,000 | – | 0.95% | – |
| NOG | New | Northern Oil and Gas, Inc. | $878,592 | – | 25,600 | – | 0.94% | – |
| SAIA | New | Saia, Inc. | $869,721 | – | 2,540 | – | 0.94% | – |
| SANM | New | Sanmina Corp. | $843,780 | – | 14,000 | – | 0.91% | – |
| CLF | New | Cleveland-Cliffs, Inc. | $779,340 | – | 46,500 | – | 0.84% | – |
| SMCI | New | Super Micro Computer, Inc. | $778,906 | – | 3,125 | – | 0.84% | – |
| JBL | New | Jabil, Inc. | $755,510 | – | 7,000 | – | 0.81% | – |
| ARCO | New | Arcos Dorados Holdings Inc. | $748,250 | – | 73,000 | – | 0.80% | – |
| FTNT | New | Fortinet, Inc. | $748,341 | – | 9,900 | – | 0.80% | – |
| KLAC | New | KLA-Tencor Corp. | $727,530 | – | 1,500 | – | 0.78% | – |
| IRDM | New | Iridium Communications, Inc. | $723,698 | – | 11,650 | – | 0.78% | – |
| VMC | New | Vulcan Materials Co. | $721,408 | – | 3,200 | – | 0.78% | – |
| TTD | New | Trade Desk, Inc./The | $716,602 | – | 9,280 | – | 0.77% | – |
| GNRC | New | Generac Holdings, Inc. | $715,824 | – | 4,800 | – | 0.77% | – |
| PHM | New | PulteGroup, Inc. | $706,888 | – | 9,100 | – | 0.76% | – |
| MPWR | New | Monolithic Power Systems, Inc. | $702,299 | – | 1,300 | – | 0.76% | – |
| TYL | New | Tyler Technologies, Inc. | $687,176 | – | 1,650 | – | 0.74% | – |
| EXLS | New | ExlService Holdings, Inc. | $679,770 | – | 4,500 | – | 0.73% | – |
| RJF | New | Raymond James Financial, Inc. | $669,317 | – | 6,450 | – | 0.72% | – |
| MATX | New | Matson, Inc. | $660,705 | – | 8,500 | – | 0.71% | – |
| DSGX | New | Descartes Systems Group, Inc./The | $656,902 | – | 8,200 | – | 0.71% | – |
| AEL | New | American Equity Investment Life Holding Co. | $646,164 | – | 12,400 | – | 0.70% | – |
| WCC | New | WESCO International, Inc. | $644,616 | – | 3,600 | – | 0.69% | – |
| LAD | New | Lithia Motors, Inc. | $638,631 | – | 2,100 | – | 0.69% | – |
| ALB | New | Albemarle Corp. | $635,807 | – | 2,850 | – | 0.68% | – |
| PEN | New | Penumbra, Inc. | $636,511 | – | 1,850 | – | 0.68% | – |
| IR | New | Ingersoll Rand, Inc. | $633,992 | – | 9,700 | – | 0.68% | – |
| DKS | New | Dick's Sporting Goods, Inc. | $634,512 | – | 4,800 | – | 0.68% | – |
| GMAB | New | Genmab A/Ssponsored ads | $630,966 | – | 16,600 | – | 0.68% | – |
| BJ | New | BJ's Wholesale Club Holdings, Inc. | $630,100 | – | 10,000 | – | 0.68% | – |
| OVV | New | Ovintiv, Inc. | $628,155 | – | 16,500 | – | 0.68% | – |
| PODD | New | Insulet Corp. | $619,931 | – | 2,150 | – | 0.67% | – |
| TSCO | New | Tractor Supply Co. | $619,080 | – | 2,800 | – | 0.67% | – |
| New | Permian Resources Corp. | $619,240 | – | 56,500 | – | 0.67% | – | |
| FELE | New | Franklin Electric Co., Inc. | $617,400 | – | 6,000 | – | 0.66% | – |
| ICLR | New | ICON PLC | $612,990 | – | 2,450 | – | 0.66% | – |
| UFPI | New | UFP Industries, Inc. | $611,415 | – | 6,300 | – | 0.66% | – |
| ALGN | New | Align Technology, Inc. | $610,029 | – | 1,725 | – | 0.66% | – |
| GNW | New | Genworth Financial, Inc. | $610,000 | – | 122,000 | – | 0.66% | – |
| QLYS | New | Qualys, Inc. | $607,099 | – | 4,700 | – | 0.65% | – |
| LCII | New | LCI Industries | $606,528 | – | 4,800 | – | 0.65% | – |
| TDY | New | Teledyne Technologies, Inc. | $603,098 | – | 1,467 | – | 0.65% | – |
| EXAS | New | Exact Sciences Corp. | $597,204 | – | 6,360 | – | 0.64% | – |
| ATKR | New | Atkore International Group, Inc. | $592,572 | – | 3,800 | – | 0.64% | – |
| TREX | New | Trex Co., Inc. | $544,148 | – | 8,300 | – | 0.58% | – |
| CPRX | New | Catalyst Pharmaceuticals, Inc. | $544,320 | – | 40,500 | – | 0.58% | – |
| KKR | New | KKR & Co. LP | $543,200 | – | 9,700 | – | 0.58% | – |
| CBRE | New | CBRE Group, Inc.cl a | $540,757 | – | 6,700 | – | 0.58% | – |
| TER | New | Teradyne, Inc. | $540,396 | – | 4,854 | – | 0.58% | – |
| FBP | New | First BanCorp. (Puerto Rico) | $537,680 | – | 44,000 | – | 0.58% | – |
| POOL | New | Pool Corp. | $528,242 | – | 1,410 | – | 0.57% | – |
| WNS | New | WNS Holdings Ltd.spon adr | $516,040 | – | 7,000 | – | 0.56% | – |
| BERY | New | Berry Plastics Group, Inc. | $511,503 | – | 7,950 | – | 0.55% | – |
| TTWO | New | Take-Two Interactive Software, Inc. | $500,344 | – | 3,400 | – | 0.54% | – |
| MTDR | New | Matador Resources Co. | $497,040 | – | 9,500 | – | 0.53% | – |
| FCN | New | FTI Consulting, Inc. | $494,520 | – | 2,600 | – | 0.53% | – |
| CYBR | New | CyberArk Software Ltd. | $484,623 | – | 3,100 | – | 0.52% | – |
| ALK | New | Alaska Air Group, Inc. | $483,938 | – | 9,100 | – | 0.52% | – |
| ODFL | New | Old Dominion Freight Line, Inc. | $480,675 | – | 1,300 | – | 0.52% | – |
| TEX | New | Terex Corp. | $478,640 | – | 8,000 | – | 0.52% | – |
| AMR | New | Alpha Metallurgical Resources, Inc. | $476,644 | – | 2,900 | – | 0.51% | – |
| VEEV | New | Veeva Systems, Inc. | $476,529 | – | 2,410 | – | 0.51% | – |
| New | Masterbrand Inc. | $472,760 | – | 40,650 | – | 0.51% | – | |
| FIVE | New | Five Below, Inc. | $471,696 | – | 2,400 | – | 0.51% | – |
| PCTY | New | Paylocity Holdings Corp. | $470,552 | – | 2,550 | – | 0.51% | – |
| STM | New | STMicroelectronics NVny registry | $469,906 | – | 9,400 | – | 0.50% | – |
| CMC | New | Commercial Metals Co. | $458,142 | – | 8,700 | – | 0.49% | – |
| UCBI | New | United Community Banks, Inc. | $454,818 | – | 18,200 | – | 0.49% | – |
| SCCO | New | Southern Copper Corp. | $451,962 | – | 6,300 | – | 0.49% | – |
| NVDA | New | NVIDIA Corp. | $450,516 | – | 1,065 | – | 0.48% | – |
| LOGI | New | Logitech International S.A. | $445,500 | – | 7,500 | – | 0.48% | – |
| DHI | New | D.R. Horton, Inc. | $438,084 | – | 3,600 | – | 0.47% | – |
| SD | New | SandRidge Energy, Inc. | $434,625 | – | 28,500 | – | 0.47% | – |
| KLIC | New | Kulicke & Soffa Industries, Inc. | $433,985 | – | 7,300 | – | 0.47% | – |
| CHS | New | Chico's FAS, Inc. | $433,350 | – | 81,000 | – | 0.47% | – |
| LSTR | New | Landstar System, Inc. | $433,215 | – | 2,250 | – | 0.47% | – |
| DRVN | New | Driven Brands Holdings, Inc. | $432,960 | – | 16,000 | – | 0.47% | – |
| ENTG | New | Entegris, Inc. | $432,198 | – | 3,900 | – | 0.46% | – |
| MEDP | New | Medpace Holdings, Inc. | $432,306 | – | 1,800 | – | 0.46% | – |
| CPRT | New | Copart, Inc. | $428,687 | – | 4,700 | – | 0.46% | – |
| RH | New | RH | $428,467 | – | 1,300 | – | 0.46% | – |
| WGO | New | Winnebago Industries, Inc. | $426,816 | – | 6,400 | – | 0.46% | – |
| KNX | New | Knight-Swift Transportation Holdings, Inc.cl a | $422,256 | – | 7,600 | – | 0.45% | – |
| G | New | Genpact Ltd. | $420,784 | – | 11,200 | – | 0.45% | – |
| New | Core & Main, Inc.cl a | $416,822 | – | 13,300 | – | 0.45% | – | |
| New | QuidelOrtho Corp. | $414,300 | – | 5,000 | – | 0.45% | – | |
| ETSY | New | Etsy, Inc. | $407,482 | – | 4,816 | – | 0.44% | – |
| ZM | New | Zoom Video Communications, Inc.cl a | $406,601 | – | 5,990 | – | 0.44% | – |
| CDW | New | CDW Corp. | $403,700 | – | 2,200 | – | 0.43% | – |
| TH | New | Target Hospitality Corp | $402,600 | – | 30,000 | – | 0.43% | – |
| PTC | New | PTC, Inc. | $398,440 | – | 2,800 | – | 0.43% | – |
| ANET | New | Arista Networks, Inc. | $397,047 | – | 2,450 | – | 0.43% | – |
| RRC | New | Range Resources Corp. | $393,960 | – | 13,400 | – | 0.42% | – |
| TECH | New | Bio-Techne Corp. | $391,824 | – | 4,800 | – | 0.42% | – |
| STLD | New | Steel Dynamics, Inc. | $386,702 | – | 3,550 | – | 0.42% | – |
| CSIQ | New | Canadian Solar, Inc. | $383,031 | – | 9,900 | – | 0.41% | – |
| GMED | New | Globus Medical, Inc.cl a | $381,056 | – | 6,400 | – | 0.41% | – |
| CRUS | New | Cirrus Logic, Inc. | $380,747 | – | 4,700 | – | 0.41% | – |
| CRL | New | Charles River Laboratories International, Inc. | $378,450 | – | 1,800 | – | 0.41% | – |
| HLI | New | Houlihan Lokey, Inc.cl a | $378,494 | – | 3,850 | – | 0.41% | – |
| MKSI | New | MKS Instruments, Inc. | $378,350 | – | 3,500 | – | 0.41% | – |
| LPX | New | Louisiana-Pacific Corp. | $378,649 | – | 5,050 | – | 0.41% | – |
| GLOB | New | Globant SA | $377,412 | – | 2,100 | – | 0.41% | – |
| HOLX | New | Hologic Inc | $372,462 | – | 4,600 | – | 0.40% | – |
| NTR | New | Nutrien Ltd. | $372,015 | – | 6,300 | – | 0.40% | – |
| BYD | New | Boyd Gaming Corp. | $367,661 | – | 5,300 | – | 0.40% | – |
| SAIC | New | Science Applications International Corp. | $365,560 | – | 3,250 | – | 0.39% | – |
| WLK | New | Westlake Corp. | $364,384 | – | 3,050 | – | 0.39% | – |
| TMHC | New | Taylor Morrison Home Corp. | $360,898 | – | 7,400 | – | 0.39% | – |
| SMPL | New | The Simply Good Foods Co. | $358,582 | – | 9,800 | – | 0.39% | – |
| GRVY | New | Gravity Co. Ltd.sponsored ads ne | $357,969 | – | 5,100 | – | 0.38% | – |
| JEF | New | Jefferies Financial Group, Inc. | $354,919 | – | 10,700 | – | 0.38% | – |
| FSV | New | FirstService Corp. | $354,407 | – | 2,300 | – | 0.38% | – |
| RBC | New | Regal Rexnord Corp. | $353,970 | – | 2,300 | – | 0.38% | – |
| WMS | New | Advanced Drainage Systems, Inc. | $352,718 | – | 3,100 | – | 0.38% | – |
| BLD | New | TopBuild Corp. | $345,826 | – | 1,300 | – | 0.37% | – |
| THO | New | Thor Industries, Inc. | $344,138 | – | 3,325 | – | 0.37% | – |
| FNV | New | Franco-Nevada Corp. | $342,240 | – | 2,400 | – | 0.37% | – |
| UMC | New | United Microelectronics Corp.spon adr new | $338,481 | – | 42,900 | – | 0.36% | – |
| TS | New | Tenaris SAsponsored ads | $338,435 | – | 11,300 | – | 0.36% | – |
| CG | New | The Carlyle Group, Inc. | $338,670 | – | 10,600 | – | 0.36% | – |
| TW | New | Tradeweb Markets, Inc.cl a | $332,128 | – | 4,850 | – | 0.36% | – |
| POWI | New | Power Integrations, Inc. | $331,345 | – | 3,500 | – | 0.36% | – |
| JHX | New | James Hardie Industries PLCsponsored adr | $330,747 | – | 12,300 | – | 0.36% | – |
| TX | New | Ternium SAsponsored ads | $328,104 | – | 8,275 | – | 0.35% | – |
| DOCS | New | Doximity, Inc.cl a | $326,592 | – | 9,600 | – | 0.35% | – |
| TTC | New | Toro Co./The | $325,280 | – | 3,200 | – | 0.35% | – |
| PAYC | New | Paycom Software, Inc. | $321,240 | – | 1,000 | – | 0.34% | – |
| MASI | New | Masimo Corp. | $320,873 | – | 1,950 | – | 0.34% | – |
| New | Civitas Resources, Inc. | $319,102 | – | 4,600 | – | 0.34% | – | |
| New | DocGo, Inc. | $317,643 | – | 33,900 | – | 0.34% | – | |
| New | Vitesse Energy Inc. | $317,408 | – | 14,170 | – | 0.34% | – | |
| EXPD | New | Expeditors International of Washington, Inc. | $314,938 | – | 2,600 | – | 0.34% | – |
| GFI | New | Gold Fields Ltd.sponsored adr | $314,633 | – | 22,750 | – | 0.34% | – |
| SNPS | New | Synopsys, Inc. | $313,495 | – | 720 | – | 0.34% | – |
| PAC | New | Grupo Aeroportuario del Pacifico SAB de CVspon adr b | $312,760 | – | 1,750 | – | 0.34% | – |
| RIO | New | Rio Tinto PLCsponsored adr | $312,816 | – | 4,900 | – | 0.34% | – |
| ROL | New | Rollins, Inc. | $312,659 | – | 7,300 | – | 0.34% | – |
| ASX | New | ASE Technology Holding Co Ltd.sponsored ads | $308,484 | – | 39,600 | – | 0.33% | – |
| ISRG | New | Intuitive Surgical, Inc. | $307,746 | – | 900 | – | 0.33% | – |
| New | DraftKings, Inc. | $307,149 | – | 11,560 | – | 0.33% | – | |
| UBER | New | Uber Technologies, Inc. | $305,644 | – | 7,080 | – | 0.33% | – |
| BG | New | Bunge Ltd. | $301,920 | – | 3,200 | – | 0.32% | – |
| CUBE | New | CubeSmart | $299,222 | – | 6,700 | – | 0.32% | – |
| CF | New | CF Industries Holdings, Inc. | $298,506 | – | 4,300 | – | 0.32% | – |
| ASR | New | Grupo Aeroportuario del Sureste SAB de CVspon adr ser b | $297,128 | – | 1,070 | – | 0.32% | – |
| EVR | New | Evercore Partners, Inc.class a | $293,526 | – | 2,375 | – | 0.32% | – |
| SF | New | Stifel Financial Corp. | $292,383 | – | 4,900 | – | 0.31% | – |
| SVA | New | Sinovac Biotech Ltd. | $290,585 | – | 74,893 | – | 0.31% | – |
| VIPS | New | Vipship Holdings Ltd.sponsored ads a | $288,750 | – | 17,500 | – | 0.31% | – |
| SKY | New | Skyline Champion Corp. | $287,980 | – | 4,400 | – | 0.31% | – |
| OMAB | New | Grupo Aeroportuario del Centro Nortespon adr | $288,456 | – | 3,400 | – | 0.31% | – |
| MKTX | New | MarketAxess Holdings, Inc. | $287,562 | – | 1,100 | – | 0.31% | – |
| HTHT | New | Nuazhu Group Ltd.sponsored ads | $275,338 | – | 7,100 | – | 0.30% | – |
| QGEN | New | QIAGEN NV | $274,683 | – | 6,100 | – | 0.30% | – |
| RBLX | New | ROBLOX Corp.cl a | $273,234 | – | 6,780 | – | 0.29% | – |
| New | HF Sinaclair Corp. | $272,121 | – | 6,100 | – | 0.29% | – | |
| JBHT | New | JB Hunt Transport Services, Inc. | $271,545 | – | 1,500 | – | 0.29% | – |
| GENI | New | Genius Sports Ltd.shares cl a | $269,884 | – | 43,600 | – | 0.29% | – |
| OZK | New | Bank OZK | $269,072 | – | 6,700 | – | 0.29% | – |
| GLBE | New | Global-e Online Ltd. | $267,338 | – | 6,530 | – | 0.29% | – |
| NXST | New | Nexstar Media Group, Inc. | $266,480 | – | 1,600 | – | 0.29% | – |
| SNEX | New | StoneX Group, Inc. | $265,856 | – | 3,200 | – | 0.29% | – |
| SPOT | New | Spotify Technology SA | $261,697 | – | 1,630 | – | 0.28% | – |
| PFGC | New | Performance Food Group Co. | $259,032 | – | 4,300 | – | 0.28% | – |
| BEN | New | Franklin Resources, Inc. | $256,416 | – | 9,600 | – | 0.28% | – |
| SNX | New | TD SYNNEX Corp. | $253,800 | – | 2,700 | – | 0.27% | – |
| New | NU Holdings Ltd./Cayman Islands | $250,113 | – | 31,700 | – | 0.27% | – | |
| OGE | New | OGE Energy Corp. | $244,188 | – | 6,800 | – | 0.26% | – |
| DLO | New | Dlocal Ltd./Uruguay | $241,659 | – | 19,800 | – | 0.26% | – |
| MELI | New | MercadoLibre, Inc. | $241,658 | – | 204 | – | 0.26% | – |
| FOXF | New | Fox Factory Holding Corp. | $238,722 | – | 2,200 | – | 0.26% | – |
| ICE | New | Intercontinental Exchange, Inc. | $237,468 | – | 2,100 | – | 0.26% | – |
| AB | New | AllianceBernstein Holding LPunit ltd partn | $233,160 | – | 7,250 | – | 0.25% | – |
| BKE | New | Buckle, Inc. | $221,440 | – | 6,400 | – | 0.24% | – |
| CNXC | New | Concentrix Corp. | $218,025 | – | 2,700 | – | 0.23% | – |
| ESLT | New | Elbit Systems Ltd.ord | $215,229 | – | 1,030 | – | 0.23% | – |
| LTHM | New | Livent Corp. | $211,211 | – | 7,700 | – | 0.23% | – |
| ABNB | New | Airbnb, Inc. | $209,157 | – | 1,632 | – | 0.22% | – |
| ASML | New | ASML Holding NV - NY Reg Shares | $205,104 | – | 283 | – | 0.22% | – |
| AVAV | New | Aerovironment, Inc. | $203,946 | – | 1,994 | – | 0.22% | – |
| WDAY | New | Workday, Inc.cl a | $203,301 | – | 900 | – | 0.22% | – |
| GOOGL | New | Alphabet, Inc.cap stk cl a | $203,490 | – | 1,700 | – | 0.22% | – |
| INTU | New | Intuit, Inc. | $201,145 | – | 439 | – | 0.22% | – |
| STNE | New | StoneCo Ltd. | $200,018 | – | 15,700 | – | 0.22% | – |
| EGY | New | VAALCO Energy, Inc. | $191,760 | – | 51,000 | – | 0.21% | – |
| KTOS | New | Kratos Defense & Security Solutions, Inc. | $187,338 | – | 13,064 | – | 0.20% | – |
| New | Grab Holdings Ltd.class a ord | $178,360 | – | 52,000 | – | 0.19% | – | |
| New | Robinhood Markets, Inc. | $178,642 | – | 17,900 | – | 0.19% | – | |
| NNDM | New | Nano Dimension Ltd.sponsord ads new | $167,042 | – | 57,800 | – | 0.18% | – |
Q4 2022
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | Perion Network Ltd. | $885,000 | +25.7% | 45,900 | +18.6% | 1.15% | +26.3% | |
| CLF | Buy | Cleveland-Cliffs, Inc. | $857,000 | +4.0% | 63,600 | +18.7% | 1.11% | +4.5% |
| FBP | Buy | First BanCorp. (Puerto Rico) | $826,000 | +25.9% | 60,400 | +18.9% | 1.07% | +26.6% |
| AMKR | Buy | Amkor Technology, Inc. | $593,000 | +66.6% | 34,800 | +65.7% | 0.77% | +67.5% |
| ENTG | Buy | Entegris, Inc. | $560,000 | +12.4% | 6,751 | +25.0% | 0.73% | +13.1% |
| SF | Buy | Stifel Financial Corp. | $524,000 | +80.1% | 10,100 | +94.2% | 0.68% | +81.1% |
| ETSY | Buy | Etsy, Inc. | $482,000 | +70.3% | 4,816 | +24.6% | 0.62% | +71.2% |
| TWTR | New | Twitter, Inc. | $469,000 | – | 10,700 | – | 0.61% | – |
| SNPS | Buy | Synopsys, Inc. | $464,000 | +111.9% | 1,520 | +111.1% | 0.60% | +113.1% |
| ICE | Buy | Intercontinental Exchange, Inc. | $447,000 | +18.9% | 4,950 | +23.8% | 0.58% | +19.4% |
| VEEV | Buy | Veeva Systems, Inc. | $430,000 | +73.4% | 2,610 | +108.8% | 0.56% | +74.1% |
| PNNT | Buy | PennantPark Investment Corp. | $419,000 | +5.0% | 76,700 | +18.9% | 0.54% | +5.4% |
| KKR | Sell | KKR & Co. LP | $417,000 | -29.9% | 9,700 | -24.6% | 0.54% | -29.6% |
| JD | New | JD.com, Inc.spon adr cl a | $377,000 | – | 7,500 | – | 0.49% | – |
| PEN | New | Penumbra, Inc. | $351,000 | – | 1,850 | – | 0.46% | – |
| XP | Buy | XP, Inc.cl a | $341,000 | +48.3% | 17,950 | +40.2% | 0.44% | +48.8% |
| ODFL | Buy | Old Dominion Freight Line, Inc. | $323,000 | +39.8% | 1,300 | +44.4% | 0.42% | +40.6% |
| SCHW | New | Charles Schwab Corp./The | $323,000 | – | 4,500 | – | 0.42% | – |
| WAB | Buy | Wabtec Corp. | $321,000 | +39.6% | 3,950 | +41.1% | 0.42% | +40.1% |
| TPL | New | Texas Pacific Land Corp. | $311,000 | – | 175 | – | 0.40% | – |
| DHR | Buy | Danaher Corp. | $310,000 | +44.2% | 1,200 | +41.2% | 0.40% | +45.1% |
| CGNX | Buy | Cognex Corp. | $307,000 | +41.5% | 7,400 | +45.1% | 0.40% | +42.1% |
| BRO | Buy | Brown & Brown, Inc. | $305,000 | +49.5% | 5,050 | +44.3% | 0.40% | +50.2% |
| MMC | Buy | Marsh & McLennan Cos., Inc. | $299,000 | +37.8% | 2,000 | +42.9% | 0.39% | +38.6% |
| STM | Buy | STMicroelectronics NVny registry | $291,000 | +39.9% | 9,400 | +42.4% | 0.38% | +40.7% |
| SAIC | New | Science Applications International Corp. | $287,000 | – | 3,250 | – | 0.37% | – |
| FNV | New | Franco-Nevada Corp. | $287,000 | – | 2,400 | – | 0.37% | – |
| SB | Buy | Safe Builders, Inc. | $284,000 | -23.2% | 115,000 | +18.8% | 0.37% | -22.9% |
| MEDP | New | Medpace Holdings, Inc. | $283,000 | – | 1,800 | – | 0.37% | – |
| CSGP | New | CoStar Group, Inc. | $282,000 | – | 4,050 | – | 0.37% | – |
| SCCO | New | Southern Copper Corp. | $282,000 | – | 6,300 | – | 0.37% | – |
| DG | New | Dollar General Corp. | $282,000 | – | 1,175 | – | 0.37% | – |
| ANET | New | Arista Networks, Inc. | $277,000 | – | 2,450 | – | 0.36% | – |
| LSI | New | Life Storage, Inc. | $277,000 | – | 2,500 | – | 0.36% | – |
| MASI | New | Masimo Corp. | $275,000 | – | 1,950 | – | 0.36% | – |
| UHAL | New | AMERCO | $275,000 | – | 540 | – | 0.36% | – |
| CG | Buy | The Carlyle Group, Inc. | $274,000 | +15.6% | 10,600 | +41.3% | 0.36% | +16.0% |
| WLK | New | Westlake Corp. | $265,000 | – | 3,050 | – | 0.34% | – |
| LPX | New | Louisiana-Pacific Corp. | $259,000 | – | 5,050 | – | 0.34% | – |
| GRMN | Buy | Garmin Ltd. | $257,000 | +19.0% | 3,200 | +45.5% | 0.33% | +19.4% |
| NMRK | Buy | Newmark Group, Inc.cl a | $256,000 | +2.8% | 31,800 | +23.3% | 0.33% | +3.4% |
| DAR | New | Darling Ingredients, Inc. | $255,000 | – | 3,850 | – | 0.33% | – |
| BYD | New | Boyd Gaming Corp. | $253,000 | – | 5,300 | – | 0.33% | – |
| QGEN | New | QIAGEN NV | $252,000 | – | 6,100 | – | 0.33% | – |
| STLD | New | Steel Dynamics, Inc. | $252,000 | – | 3,550 | – | 0.33% | – |
| CPRT | New | Copart, Inc. | $250,000 | – | 2,350 | – | 0.32% | – |
| CF | New | CF Industries Holdings, Inc. | $250,000 | – | 2,600 | – | 0.32% | – |
| MKTX | New | MarketAxess Holdings, Inc. | $245,000 | – | 1,100 | – | 0.32% | – |
| FBHS | New | Fortune Brands Home & Security, Inc. | $244,000 | – | 4,550 | – | 0.32% | – |
| BC | New | Brunswick Corp. | $242,000 | – | 3,700 | – | 0.31% | – |
| DHI | Sell | D.R. Horton, Inc. | $242,000 | -47.7% | 3,600 | -48.6% | 0.31% | -47.4% |
| UPS | New | United Parcel Service, Inc.cl b | $242,000 | – | 1,500 | – | 0.31% | – |
| AAL | New | American Airlines Group, Inc. | $241,000 | – | 20,000 | – | 0.31% | – |
| TSM | New | Taiwan Semiconductor Manufacturing Co. Ltd.sponsored ads | $240,000 | – | 3,500 | – | 0.31% | – |
| AB | New | AllianceBernstein Holding LPunit ltd partn | $240,000 | – | 6,850 | – | 0.31% | – |
| KDP | Sell | Keurig Dr Pepper, Inc. | $240,000 | -38.5% | 6,700 | -39.2% | 0.31% | -38.2% |
| UMC | Buy | United Microelectronics Corp.spon adr new | $239,000 | +21.3% | 42,900 | +47.4% | 0.31% | +22.0% |
| BEAM | New | Beam Therapeutics, Inc. | $238,000 | – | 5,005 | – | 0.31% | – |
| QRVO | New | Qorvo, Inc. | $238,000 | – | 3,000 | – | 0.31% | – |
| BLK | New | BlackRock, Inc. | $237,000 | – | 430 | – | 0.31% | – |
| ADBE | Buy | Adobe Systems, Inc. | $234,000 | +16.4% | 850 | +54.5% | 0.30% | +17.0% |
| SITE | New | SiteOne Landscape Supply, Inc. | $234,000 | – | 2,250 | – | 0.30% | – |
| BEN | New | Franklin Resources, Inc. | $228,000 | – | 10,600 | – | 0.30% | – |
| SI | New | Silvergate Capital Corp.cl a | $218,000 | – | 2,898 | – | 0.28% | – |
| TTD | New | Trade Desk, Inc./The | $214,000 | – | 3,580 | – | 0.28% | – |
| EXAS | New | Exact Sciences Corp. | $207,000 | – | 6,360 | – | 0.27% | – |
| ZIM | Buy | ZIM Integrated Shipping Services Ltd. | $204,000 | -20.0% | 8,700 | +61.1% | 0.26% | -19.8% |
| New | Robinhood Markets, Inc. | $181,000 | – | 17,900 | – | 0.24% | – | |
| GENI | Buy | Genius Sports Ltd.shares cl a | $160,000 | +79.8% | 43,600 | +10.1% | 0.21% | +80.0% |
| New | NU Holdings Ltd./Cayman Islands | $139,000 | – | 31,700 | – | 0.18% | – | |
| New | Grab Holdings Ltd.class a ord | $137,000 | – | 52,000 | – | 0.18% | – | |
| TSP | New | TuSimple Holdings, Inc.cl a | $134,000 | – | 17,580 | – | 0.17% | – |
| FTCH | New | Farfetch Ltd.ord sh cl a | $134,000 | – | 18,000 | – | 0.17% | – |
| New | Aurora Innovation, Inc. | $131,000 | – | 59,500 | – | 0.17% | – | |
| Sell | Archer Aviation, Inc. | $128,000 | -40.2% | 49,070 | -29.5% | 0.17% | -39.9% | |
| LC | New | LendingClub Corp. | $122,000 | – | 11,040 | – | 0.16% | – |
| SNAP | New | Snap, Inc.cl a | $111,000 | – | 11,255 | – | 0.14% | – |
| TWOU | New | 2U Inc. | $108,000 | – | 17,200 | – | 0.14% | – |
| GDRX | New | GoodRx Holdings, Inc. | $104,000 | – | 22,200 | – | 0.14% | – |
| CME | Exit | CME Group, Inc. | $0 | – | -990 | – | -0.26% | – |
| ZM | Exit | Zoom Video Communications, Inc.cl a | $0 | – | -1,890 | – | -0.26% | – |
| SLQT | Exit | Selectquote, Inc. | $0 | – | -83,400 | – | -0.27% | – |
| TDOC | Exit | Teladoc Health, Inc. | $0 | – | -6,300 | – | -0.27% | – |
| BX | Exit | Blackstone Group LP/The | $0 | – | -2,315 | – | -0.27% | – |
| NDAQ | Exit | Nasdaq, Inc. | $0 | – | -1,395 | – | -0.28% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -3,100 | – | -0.28% | – |
| NEP | Exit | NextEra Energy Partners LP | $0 | – | -2,988 | – | -0.29% | – |
| SBSW | Exit | Sibanye Stillwater Ltd.sponsored adr | $0 | – | -23,000 | – | -0.30% | – |
| AXP | Exit | American Express Co. | $0 | – | -1,650 | – | -0.30% | – |
| OLED | Exit | Universal Display Corp. | $0 | – | -2,300 | – | -0.30% | – |
| ESLT | Exit | Elbit Systems Ltd.ord | $0 | – | -1,030 | – | -0.30% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -2,558 | – | -0.31% | – |
| TMO | Exit | Thermo Fisher Scientific, Inc. | $0 | – | -443 | – | -0.31% | – |
| ADM | Exit | Archer-Daniels-Midland Co. | $0 | – | -3,275 | – | -0.33% | – |
| EHC | Exit | Encompass Health Corp. | $0 | – | -4,600 | – | -0.33% | – |
| TREX | Exit | Trex Co., Inc. | $0 | – | -5,000 | – | -0.35% | – |
| GGG | Exit | Graco, Inc. | $0 | – | -4,600 | – | -0.35% | – |
| BLL | Exit | Ball Corp. | $0 | – | -4,100 | – | -0.36% | – |
| REGN | Exit | Regeneron Pharmaceuticals, Inc. | $0 | – | -480 | – | -0.37% | – |
| AVAV | Exit | Aerovironment, Inc. | $0 | – | -3,564 | – | -0.38% | – |
| SEDG | Exit | SolarEdge Technologies, Inc. | $0 | – | -1,075 | – | -0.38% | – |
| UNF | Exit | UniFirst Corp. | $0 | – | -1,900 | – | -0.42% | – |
| MMS | Exit | MAXIMUS, Inc. | $0 | – | -5,300 | – | -0.43% | – |
| XYL | Exit | Xylem, Inc. | $0 | – | -4,350 | – | -0.44% | – |
| TER | Exit | Teradyne, Inc. | $0 | – | -4,154 | – | -0.48% | – |
| COO | Exit | Cooper Cos, Inc./ The | $0 | – | -1,240 | – | -0.50% | – |
| IBKR | Exit | Interactive Brokers Group, Inc. | $0 | – | -7,250 | – | -0.52% | – |
| IEX | Exit | IDEX Corp. | $0 | – | -2,200 | – | -0.52% | – |
| ARE | Exit | Alexandria Real Estate Equities, Inc. | $0 | – | -2,850 | – | -0.53% | – |
| HEI | Exit | HEICO Corp. | $0 | – | -3,200 | – | -0.54% | – |
| CIEN | Exit | Ciena Corp. | $0 | – | -9,300 | – | -0.55% | – |
| CCK | Exit | Crown Holdings, Inc. | $0 | – | -4,800 | – | -0.57% | – |
| AJG | Exit | Arthur J Gallagher & Co. | $0 | – | -2,800 | – | -0.59% | – |
| PKI | Exit | PerkinElmer, Inc. | $0 | – | -3,250 | – | -0.60% | – |
| CHE | Exit | Chemed Corp. | $0 | – | -1,100 | – | -0.67% | – |
| CCMP | Exit | CMC Materials, Inc. | $0 | – | -3,000 | – | -0.68% | – |
| LKQ | Exit | LKQ Corp. | $0 | – | -11,350 | – | -0.72% | – |
| POOL | Exit | Pool Corp. | $0 | – | -1,635 | – | -0.74% | – |
| FDS | Exit | FactSet Research Systems, Inc. | $0 | – | -1,600 | – | -0.79% | – |
| IT | Exit | Gartner, Inc. | $0 | – | -2,600 | – | -0.81% | – |
| TRMB | Exit | Trimble, Inc. | $0 | – | -11,000 | – | -0.83% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LPLA | New | LPL Financial Holdings, Inc. | $2,214,000 | – | 12,000 | – | 2.86% | – |
| TTGT | New | TechTarget, Inc. | $1,341,000 | – | 20,400 | – | 1.73% | – |
| RGEN | New | Repligen Corp. | $1,259,000 | – | 7,750 | – | 1.62% | – |
| LAD | New | Lithia Motors, Inc. | $1,223,000 | – | 4,450 | – | 1.58% | – |
| NVEE | New | NV5 Global, Inc. | $1,214,000 | – | 10,400 | – | 1.57% | – |
| MORN | New | Morningstar, Inc. | $1,137,000 | – | 4,700 | – | 1.47% | – |
| NOVT | New | Novanta, Inc. | $1,007,000 | – | 8,300 | – | 1.30% | – |
| MLI | New | Mueller Industries, Inc. | $1,005,000 | – | 18,866 | – | 1.30% | – |
| CLF | New | Cleveland-Cliffs, Inc. | $824,000 | – | 53,600 | – | 1.06% | – |
| EXLS | New | ExlService Holdings, Inc. | $810,000 | – | 5,500 | – | 1.04% | – |
| MATX | New | Matson, Inc. | $809,000 | – | 11,100 | – | 1.04% | – |
| BJ | New | BJ's Wholesale Club Holdings, Inc. | $804,000 | – | 12,900 | – | 1.04% | – |
| NTLA | New | Intellia Therapeutics, Inc. | $793,000 | – | 15,320 | – | 1.02% | – |
| SPSC | New | SPS Commerce, Inc. | $712,000 | – | 6,300 | – | 0.92% | – |
| New | Perion Network Ltd. | $704,000 | – | 38,700 | – | 0.91% | – | |
| UCBI | New | United Community Banks, Inc. | $700,000 | – | 23,200 | – | 0.90% | – |
| RMBS | New | Rambus, Inc. | $677,000 | – | 31,500 | – | 0.87% | – |
| CACC | New | Credit Acceptance Corp. | $663,000 | – | 1,400 | – | 0.86% | – |
| FBP | New | First BanCorp. (Puerto Rico) | $656,000 | – | 50,800 | – | 0.85% | – |
| FTNT | New | Fortinet, Inc. | $651,000 | – | 11,500 | – | 0.84% | – |
| HUN | New | Huntsman Corp. | $649,000 | – | 22,900 | – | 0.84% | – |
| TRMB | New | Trimble, Inc. | $641,000 | – | 11,000 | – | 0.83% | – |
| LSCC | New | Lattice Semiconductor Corp. | $640,000 | – | 13,200 | – | 0.82% | – |
| IT | New | Gartner, Inc. | $629,000 | – | 2,600 | – | 0.81% | – |
| POWI | New | Power Integrations, Inc. | $615,000 | – | 8,200 | – | 0.79% | – |
| FDS | New | FactSet Research Systems, Inc. | $615,000 | – | 1,600 | – | 0.79% | – |
| FCN | New | FTI Consulting, Inc. | $597,000 | – | 3,300 | – | 0.77% | – |
| KKR | New | KKR & Co. LP | $595,000 | – | 12,860 | – | 0.77% | – |
| QLYS | New | Qualys, Inc. | $593,000 | – | 4,700 | – | 0.76% | – |
| WTFC | New | Wintrust Financial Corp. | $593,000 | – | 7,400 | – | 0.76% | – |
| TGNA | New | Tegna, Inc. | $579,000 | – | 27,600 | – | 0.75% | – |
| RJF | New | Raymond James Financial, Inc. | $577,000 | – | 6,450 | – | 0.74% | – |
| POOL | New | Pool Corp. | $574,000 | – | 1,635 | – | 0.74% | – |
| SAIA | New | Saia, Inc. | $564,000 | – | 3,000 | – | 0.73% | – |
| LKQ | New | LKQ Corp. | $557,000 | – | 11,350 | – | 0.72% | – |
| TDY | New | Teledyne Technologies, Inc. | $550,000 | – | 1,467 | – | 0.71% | – |
| TYL | New | Tyler Technologies, Inc. | $549,000 | – | 1,650 | – | 0.71% | – |
| TSCO | New | Tractor Supply Co. | $543,000 | – | 2,800 | – | 0.70% | – |
| LCII | New | LCI Industries | $537,000 | – | 4,800 | – | 0.69% | – |
| THC | New | Tenet Healthcare Corp. | $536,000 | – | 10,200 | – | 0.69% | – |
| ICLR | New | ICON PLC | $531,000 | – | 2,450 | – | 0.68% | – |
| CCMP | New | CMC Materials, Inc. | $523,000 | – | 3,000 | – | 0.68% | – |
| WNS | New | WNS Holdings Ltd.spon adr | $522,000 | – | 7,000 | – | 0.67% | – |
| AMR | New | Alpha Metallurgical Resources, Inc. | $517,000 | – | 4,000 | – | 0.67% | – |
| CHE | New | Chemed Corp. | $516,000 | – | 1,100 | – | 0.67% | – |
| DSGX | New | Descartes Systems Group, Inc./The | $509,000 | – | 8,200 | – | 0.66% | – |
| NTR | New | Nutrien Ltd. | $502,000 | – | 6,300 | – | 0.65% | – |
| MPWR | New | Monolithic Power Systems, Inc. | $499,000 | – | 1,300 | – | 0.64% | – |
| ENTG | New | Entegris, Inc. | $498,000 | – | 5,400 | – | 0.64% | – |
| CBRE | New | CBRE Group, Inc.cl a | $493,000 | – | 6,700 | – | 0.64% | – |
| SVA | New | Sinovac Biotech Ltd. | $485,000 | – | 74,893 | – | 0.63% | – |
| ONEW | New | OneWater Marine, Inc. | $479,000 | – | 14,500 | – | 0.62% | – |
| KLAC | New | KLA-Tencor Corp. | $479,000 | – | 1,500 | – | 0.62% | – |
| G | New | Genpact Ltd. | $474,000 | – | 11,200 | – | 0.61% | – |
| PODD | New | Insulet Corp. | $469,000 | – | 2,150 | – | 0.60% | – |
| DKS | New | Dick's Sporting Goods, Inc. | $467,000 | – | 6,200 | – | 0.60% | – |
| ALK | New | Alaska Air Group, Inc. | $465,000 | – | 11,600 | – | 0.60% | – |
| DHI | New | D.R. Horton, Inc. | $463,000 | – | 7,000 | – | 0.60% | – |
| PKI | New | PerkinElmer, Inc. | $462,000 | – | 3,250 | – | 0.60% | – |
| JBL | New | Jabil, Inc. | $461,000 | – | 9,000 | – | 0.60% | – |
| AJG | New | Arthur J Gallagher & Co. | $457,000 | – | 2,800 | – | 0.59% | – |
| VMC | New | Vulcan Materials Co. | $455,000 | – | 3,200 | – | 0.59% | – |
| PCTY | New | Paylocity Holdings Corp. | $445,000 | – | 2,550 | – | 0.57% | – |
| CCK | New | Crown Holdings, Inc. | $442,000 | – | 4,800 | – | 0.57% | – |
| FELE | New | Franklin Electric Co., Inc. | $440,000 | – | 6,000 | – | 0.57% | – |
| PAYC | New | Paycom Software, Inc. | $434,000 | – | 1,550 | – | 0.56% | – |
| BERY | New | Berry Plastics Group, Inc. | $434,000 | – | 7,950 | – | 0.56% | – |
| UFPI | New | UFP Industries, Inc. | $429,000 | – | 6,300 | – | 0.55% | – |
| CIEN | New | Ciena Corp. | $425,000 | – | 9,300 | – | 0.55% | – |
| STOR | New | STORE Capital Corp. | $425,000 | – | 16,300 | – | 0.55% | – |
| CTLT | New | Catalent, Inc. | $424,000 | – | 3,950 | – | 0.55% | – |
| HEI | New | HEICO Corp. | $420,000 | – | 3,200 | – | 0.54% | – |
| TECH | New | Bio-Techne Corp. | $416,000 | – | 1,200 | – | 0.54% | – |
| ARE | New | Alexandria Real Estate Equities, Inc. | $413,000 | – | 2,850 | – | 0.53% | – |
| MGIC | New | Magic Software Enterprises Ltd.ord | $412,000 | – | 23,200 | – | 0.53% | – |
| IR | New | Ingersoll Rand, Inc. | $408,000 | – | 9,700 | – | 0.53% | – |
| GLOB | New | Globant SA | $400,000 | – | 2,300 | – | 0.52% | – |
| IEX | New | IDEX Corp. | $400,000 | – | 2,200 | – | 0.52% | – |
| IBKR | New | Interactive Brokers Group, Inc. | $399,000 | – | 7,250 | – | 0.52% | – |
| PNNT | New | PennantPark Investment Corp. | $399,000 | – | 64,500 | – | 0.52% | – |
| WGO | New | Winnebago Industries, Inc. | $398,000 | – | 8,200 | – | 0.51% | – |
| CYBR | New | CyberArk Software Ltd. | $397,000 | – | 3,100 | – | 0.51% | – |
| LOGI | New | Logitech International S.A. | $390,000 | – | 7,500 | – | 0.50% | – |
| KDP | New | Keurig Dr Pepper, Inc. | $390,000 | – | 11,020 | – | 0.50% | – |
| COO | New | Cooper Cos, Inc./ The | $388,000 | – | 1,240 | – | 0.50% | – |
| CRL | New | Charles River Laboratories International, Inc. | $385,000 | – | 1,800 | – | 0.50% | – |
| ABMD | New | ABIOMED, Inc. | $384,000 | – | 1,550 | – | 0.50% | – |
| EPAM | New | EPAM Systems, Inc. | $383,000 | – | 1,300 | – | 0.49% | – |
| ICE | New | Intercontinental Exchange, Inc. | $376,000 | – | 4,000 | – | 0.48% | – |
| TER | New | Teradyne, Inc. | $372,000 | – | 4,154 | – | 0.48% | – |
| SB | New | Safe Builders, Inc. | $370,000 | – | 96,800 | – | 0.48% | – |
| CNXC | New | Concentrix Corp. | $366,000 | – | 2,700 | – | 0.47% | – |
| TNET | New | TriNet Group, Inc. | $365,000 | – | 4,700 | – | 0.47% | – |
| SNX | New | TD SYNNEX Corp. | $364,000 | – | 4,000 | – | 0.47% | – |
| PHM | New | PulteGroup, Inc. | $361,000 | – | 9,100 | – | 0.47% | – |
| GMED | New | Globus Medical, Inc.cl a | $359,000 | – | 6,400 | – | 0.46% | – |
| AMKR | New | Amkor Technology, Inc. | $356,000 | – | 21,000 | – | 0.46% | – |
| KNX | New | Knight-Swift Transportation Holdings, Inc.cl a | $352,000 | – | 7,600 | – | 0.45% | – |
| CPRX | New | Catalyst Pharmaceuticals, Inc. | $351,000 | – | 50,000 | – | 0.45% | – |
| CDW | New | CDW Corp. | $347,000 | – | 2,200 | – | 0.45% | – |
| SNEX | New | StoneX Group, Inc. | $344,000 | – | 4,400 | – | 0.44% | – |
| XYL | New | Xylem, Inc. | $340,000 | – | 4,350 | – | 0.44% | – |
| MMS | New | MAXIMUS, Inc. | $331,000 | – | 5,300 | – | 0.43% | – |
| TW | New | Tradeweb Markets, Inc.cl a | $331,000 | – | 4,850 | – | 0.43% | – |
| GMAB | New | Genmab A/Ssponsored ads | $328,000 | – | 10,100 | – | 0.42% | – |
| LHCG | New | LHC Group, Inc. | $327,000 | – | 2,100 | – | 0.42% | – |
| UNF | New | UniFirst Corp. | $327,000 | – | 1,900 | – | 0.42% | – |
| OZK | New | Bank OZK | $327,000 | – | 8,700 | – | 0.42% | – |
| LSTR | New | Landstar System, Inc. | $327,000 | – | 2,250 | – | 0.42% | – |
| TA | New | TravelCenters of America, Inc. | $321,000 | – | 9,300 | – | 0.41% | – |
| GNRC | New | Generac Holdings, Inc. | $316,000 | – | 1,500 | – | 0.41% | – |
| KLIC | New | Kulicke & Soffa Industries, Inc. | $313,000 | – | 7,300 | – | 0.40% | – |
| UEC | New | Uranium Energy Corp. | $308,000 | – | 100,000 | – | 0.40% | – |
| ARCO | New | Arcos Dorados Holdings, Inc. | $301,000 | – | 44,700 | – | 0.39% | – |
| SSNC | New | SS&C Technologies Holdings, Inc. | $296,000 | – | 5,100 | – | 0.38% | – |
| KSS | New | Kohl's Corp. | $296,000 | – | 8,300 | – | 0.38% | – |
| TTWO | New | Take-Two Interactive Software, Inc. | $294,000 | – | 2,400 | – | 0.38% | – |
| SEDG | New | SolarEdge Technologies, Inc. | $294,000 | – | 1,075 | – | 0.38% | – |
| AVAV | New | Aerovironment, Inc. | $293,000 | – | 3,564 | – | 0.38% | – |
| GTN | New | Gray Television, Inc. | $293,000 | – | 17,350 | – | 0.38% | – |
| SF | New | Stifel Financial Corp. | $291,000 | – | 5,200 | – | 0.38% | – |
| DAC | New | Danaos, Corp. | $290,000 | – | 4,600 | – | 0.37% | – |
| CMC | New | Commercial Metals Co. | $288,000 | – | 8,700 | – | 0.37% | – |
| REGN | New | Regeneron Pharmaceuticals, Inc. | $284,000 | – | 480 | – | 0.37% | – |
| ETSY | New | Etsy, Inc. | $283,000 | – | 3,866 | – | 0.36% | – |
| BLL | New | Ball Corp. | $282,000 | – | 4,100 | – | 0.36% | – |
| FSV | New | FirstService Corp. | $279,000 | – | 2,300 | – | 0.36% | – |
| CASH | New | Meta Financial Group, Inc. | $278,000 | – | 7,200 | – | 0.36% | – |
| GGG | New | Graco, Inc. | $273,000 | – | 4,600 | – | 0.35% | – |
| FIVE | New | Five Below, Inc. | $272,000 | – | 2,400 | – | 0.35% | – |
| TREX | New | Trex Co., Inc. | $272,000 | – | 5,000 | – | 0.35% | – |
| NXST | New | Nexstar Media Group, Inc.cl a | $261,000 | – | 1,600 | – | 0.34% | – |
| EHC | New | Encompass Health Corp. | $258,000 | – | 4,600 | – | 0.33% | – |
| MTDR | New | Matador Resources Co. | $256,000 | – | 5,500 | – | 0.33% | – |
| ZIM | New | ZIM Integrated Shipping Services Ltd. | $255,000 | – | 5,400 | – | 0.33% | – |
| ROL | New | Rollins, Inc. | $255,000 | – | 7,300 | – | 0.33% | – |
| ADM | New | Archer-Daniels-Midland Co. | $254,000 | – | 3,275 | – | 0.33% | – |
| EXPD | New | Expeditors International of Washington, Inc. | $253,000 | – | 2,600 | – | 0.33% | – |
| NMRK | New | Newmark Group, Inc.cl a | $249,000 | – | 25,800 | – | 0.32% | – |
| VEEV | New | Veeva Systems, Inc. | $248,000 | – | 1,250 | – | 0.32% | – |
| TTC | New | Toro Co./The | $243,000 | – | 3,200 | – | 0.31% | – |
| CHRW | New | CH Robinson Worldwide, Inc. | $243,000 | – | 2,400 | – | 0.31% | – |
| TMO | New | Thermo Fisher Scientific, Inc. | $241,000 | – | 443 | – | 0.31% | – |
| KEN | New | Kenon Holdings Ltd. | $239,000 | – | 6,000 | – | 0.31% | – |
| CVS | New | CVS Health Corp. | $237,000 | – | 2,558 | – | 0.31% | – |
| CG | New | The Carlyle Group, Inc. | $237,000 | – | 7,500 | – | 0.31% | – |
| ESLT | New | Elbit Systems Ltd.ord | $236,000 | – | 1,030 | – | 0.30% | – |
| JBHT | New | JB Hunt Transport Services, Inc. | $236,000 | – | 1,500 | – | 0.30% | – |
| OLED | New | Universal Display Corp. | $233,000 | – | 2,300 | – | 0.30% | – |
| ODFL | New | Old Dominion Freight Line, Inc. | $231,000 | – | 900 | – | 0.30% | – |
| WAB | New | Wabtec Corp. | $230,000 | – | 2,800 | – | 0.30% | – |
| XP | New | XP, Inc.cl a | $230,000 | – | 12,800 | – | 0.30% | – |
| SBSW | New | Sibanye Stillwater Ltd.sponsored adr | $229,000 | – | 23,000 | – | 0.30% | – |
| AXP | New | American Express Co. | $229,000 | – | 1,650 | – | 0.30% | – |
| BKE | New | Buckle, Inc. | $227,000 | – | 8,200 | – | 0.29% | – |
| RPRX | New | Royalty Pharma PLC | $226,000 | – | 5,370 | – | 0.29% | – |
| RBLX | New | ROBLOX Corp.cl a | $223,000 | – | 6,780 | – | 0.29% | – |
| NEP | New | NextEra Energy Partners LP | $222,000 | – | 2,988 | – | 0.29% | – |
| SNPS | New | Synopsys, Inc. | $219,000 | – | 720 | – | 0.28% | – |
| CGNX | New | Cognex Corp. | $217,000 | – | 5,100 | – | 0.28% | – |
| MMC | New | Marsh & McLennan Cos., Inc. | $217,000 | – | 1,400 | – | 0.28% | – |
| GRMN | New | Garmin Ltd. | $216,000 | – | 2,200 | – | 0.28% | – |
| DHR | New | Danaher Corp. | $215,000 | – | 850 | – | 0.28% | – |
| HOLX | New | Hologic Inc | $215,000 | – | 3,100 | – | 0.28% | – |
| New | Archer Aviation, Inc. | $214,000 | – | 69,620 | – | 0.28% | – | |
| NDAQ | New | Nasdaq, Inc. | $213,000 | – | 1,395 | – | 0.28% | – |
| BX | New | Blackstone Group LP/The | $211,000 | – | 2,315 | – | 0.27% | – |
| TDOC | New | Teladoc Health, Inc. | $209,000 | – | 6,300 | – | 0.27% | – |
| STM | New | STMicroelectronics NVny registry | $208,000 | – | 6,600 | – | 0.27% | – |
| SLQT | New | Selectquote, Inc. | $207,000 | – | 83,400 | – | 0.27% | – |
| ZM | New | Zoom Video Communications, Inc.cl a | $204,000 | – | 1,890 | – | 0.26% | – |
| BRO | New | Brown & Brown, Inc. | $204,000 | – | 3,500 | – | 0.26% | – |
| CME | New | CME Group, Inc. | $203,000 | – | 990 | – | 0.26% | – |
| ADBE | New | Adobe Systems, Inc. | $201,000 | – | 550 | – | 0.26% | – |
| UMC | New | United Microelectronics Corp.spon adr new | $197,000 | – | 29,100 | – | 0.25% | – |
| KTOS | New | Kratos Defense & Security Solutions, Inc. | $181,000 | – | 13,064 | – | 0.23% | – |
| NNDM | New | Nano Dimension Ltd.sponsord ads new | $181,000 | – | 57,800 | – | 0.23% | – |
| SGFY | New | Signify Health, Inc. | $157,000 | – | 11,400 | – | 0.20% | – |
| MTLS | New | Materialise NVsponsored ads | $145,000 | – | 10,650 | – | 0.19% | – |
| COUR | New | Coursera, Inc. | $143,000 | – | 10,100 | – | 0.18% | – |
| New | DraftKings, Inc. | $135,000 | – | 11,560 | – | 0.17% | – | |
| New | Nextdoor Holdings, Inc. | $125,000 | – | 37,750 | – | 0.16% | – | |
| OPEN | New | Opendoor Technologies, Inc. | $125,000 | – | 26,540 | – | 0.16% | – |
| STNE | New | StoneCo Ltd. | $121,000 | – | 15,700 | – | 0.16% | – |
| GENI | New | Genius Sports Ltd.shares cl a | $89,000 | – | 39,600 | – | 0.12% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ABT | Exit | Abbott Laboratories | $0 | – | -1,850 | – | -0.16% | – |
| SMG | Exit | Scotts Miracle-Gro Co./Thecl a | $0 | – | -1,510 | – | -0.17% | – |
| TSM | Exit | Taiwan Semiconductor Manufacturing Co. Ltd.sponsored ads | $0 | – | -2,000 | – | -0.17% | – |
| AMZN | Exit | Amazon.com, Inc. | $0 | – | -68 | – | -0.17% | – |
| WDAY | Exit | Workday, Inc.cl a | $0 | – | -900 | – | -0.17% | – |
| NSC | Exit | Norfolk Southern Corp. | $0 | – | -940 | – | -0.17% | – |
| SPOT | Exit | Spotify Technology SA | $0 | – | -1,010 | – | -0.17% | – |
| CAT | Exit | Caterpillar, Inc. | $0 | – | -1,200 | – | -0.17% | – |
| BIDU | Exit | Baidu, Inc.spon adr rep a | $0 | – | -1,500 | – | -0.17% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -3,930 | – | -0.18% | – |
| AAPL | Exit | Apple, Inc. | $0 | – | -1,650 | – | -0.18% | – |
| EXAS | Exit | Exact Sciences Corp. | $0 | – | -2,440 | – | -0.18% | – |
| DKNG | Exit | DraftKings, Inc. | $0 | – | -4,860 | – | -0.18% | – |
| BILL | Exit | Bill.com Holdings, Inc. | $0 | – | -880 | – | -0.18% | – |
| WMT | Exit | Wal-Mart Stores, Inc. | $0 | – | -1,700 | – | -0.18% | – |
| RBLX | Exit | ROBLOX Corp.cl a | $0 | – | -3,140 | – | -0.18% | – |
| W | Exit | Wayfair, Inc.cl a | $0 | – | -940 | – | -0.18% | – |
| DG | Exit | Dollar General Corp. | $0 | – | -1,130 | – | -0.18% | – |
| TWTR | Exit | Twitter, Inc. | $0 | – | -3,950 | – | -0.18% | – |
| SE | Exit | Sea Ltd.sponsord ads | $0 | – | -750 | – | -0.18% | – |
| ICE | Exit | Intercontinental Exchange, Inc. | $0 | – | -2,100 | – | -0.18% | – |
| KMX | Exit | CarMax, Inc. | $0 | – | -1,890 | – | -0.18% | – |
| PSX | Exit | Phillips 66 | $0 | – | -3,450 | – | -0.18% | – |
| MA | Exit | MasterCard, Inc.cl a | $0 | – | -700 | – | -0.18% | – |
| LMT | Exit | Lockheed Martin Corp. | $0 | – | -710 | – | -0.18% | – |
| NEE | Exit | NextEra Energy, Inc. | $0 | – | -3,150 | – | -0.19% | – |
| DOCU | Exit | DocuSign, Inc. | $0 | – | -960 | – | -0.19% | – |
| TWLO | Exit | Twilio, Inc.cl a | $0 | – | -780 | – | -0.19% | – |
| Exit | Robinhood Markets, Inc. | $0 | – | -6,000 | – | -0.19% | – | |
| TTD | Exit | Trade Desk, Inc./The | $0 | – | -3,580 | – | -0.19% | – |
| LIN | Exit | Linde Public Limited Company | $0 | – | -860 | – | -0.19% | – |
| OKTA | Exit | Okta, Inc.cl a | $0 | – | -1,060 | – | -0.19% | – |
| ADI | Exit | Analog Devices, Inc. | $0 | – | -1,500 | – | -0.19% | – |
| CCI | Exit | Crown Castle International Corp. | $0 | – | -1,450 | – | -0.19% | – |
| ALGN | Exit | Align Technology, Inc. | $0 | – | -380 | – | -0.19% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -1,695 | – | -0.19% | – |
| SYK | Exit | Stryker Corp. | $0 | – | -975 | – | -0.19% | – |
| DIS | Exit | Walt Disney Co./The | $0 | – | -1,520 | – | -0.19% | – |
| CPRT | Exit | Copart, Inc. | $0 | – | -1,860 | – | -0.19% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -2,650 | – | -0.20% | – |
| ADBE | Exit | Adobe Systems, Inc. | $0 | – | -450 | – | -0.20% | – |
| SNAP | Exit | Snap, Inc.cl a | $0 | – | -3,500 | – | -0.20% | – |
| IRBT | Exit | iRobot Corp. | $0 | – | -3,300 | – | -0.20% | – |
| V | Exit | Visa, Inc. | $0 | – | -1,165 | – | -0.20% | – |
| CB | Exit | Chubb Ltd. | $0 | – | -1,500 | – | -0.20% | – |
| DLR | Exit | Digital Realty Trust, Inc. | $0 | – | -1,820 | – | -0.20% | – |
| SHOP | Exit | Shopify, Inc.cl a | $0 | – | -195 | – | -0.20% | – |
| SQ | Exit | Square, Inc.cl a | $0 | – | -1,100 | – | -0.20% | – |
| CRM | Exit | salesforce.com, Inc. | $0 | – | -980 | – | -0.20% | – |
| PYPL | Exit | PayPal Holdings, Inc. | $0 | – | -1,030 | – | -0.20% | – |
| ADM | Exit | Archer-Daniels-Midland Co. | $0 | – | -4,465 | – | -0.20% | – |
| CME | Exit | CME Group, Inc. | $0 | – | -1,395 | – | -0.20% | – |
| IAC | Exit | IAC/InterActiveCorp. | $0 | – | -2,100 | – | -0.21% | – |
| AVGO | Exit | Broadcom, Inc. | $0 | – | -565 | – | -0.21% | – |
| CRWD | Exit | Crowdstrike Holdings, Inc.cl a | $0 | – | -1,130 | – | -0.21% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -3,290 | – | -0.21% | – |
| TMO | Exit | Thermo Fisher Scientific, Inc. | $0 | – | -490 | – | -0.21% | – |
| UPS | Exit | United Parcel Service, Inc.cl b | $0 | – | -1,540 | – | -0.21% | – |
| DE | Exit | Deere & Co. | $0 | – | -840 | – | -0.21% | – |
| EXPE | Exit | Expedia, Inc. | $0 | – | -1,720 | – | -0.21% | – |
| UNH | Exit | UnitedHealth Group, Inc. | $0 | – | -725 | – | -0.21% | – |
| KR | Exit | Kroger Co./The | $0 | – | -7,000 | – | -0.21% | – |
| U | Exit | Unity Software, Inc. | $0 | – | -2,250 | – | -0.21% | – |
| SBSW | Exit | Sibanye Stillwater Ltd.sponsored adr | $0 | – | -23,000 | – | -0.21% | – |
| DHI | Exit | D.R. Horton, Inc. | $0 | – | -3,400 | – | -0.21% | – |
| SEDG | Exit | SolarEdge Technologies, Inc. | $0 | – | -1,075 | – | -0.21% | – |
| NFLX | Exit | Netflix, Inc. | $0 | – | -470 | – | -0.22% | – |
| REGN | Exit | Regeneron Pharmaceuticals, Inc. | $0 | – | -480 | – | -0.22% | – |
| LULU | Exit | Lululemon Athletica, Inc. | $0 | – | -720 | – | -0.22% | – |
| CMG | Exit | Chipotle Mexican Grill, Inc. | $0 | – | -160 | – | -0.22% | – |
| FB | Exit | Facebook, Inc.cl a | $0 | – | -860 | – | -0.22% | – |
| DISCA | Exit | Discovery, Inc. | $0 | – | -11,500 | – | -0.22% | – |
| A | Exit | Agilent Technologies, Inc. | $0 | – | -1,860 | – | -0.22% | – |
| ISRG | Exit | Intuitive Surgical, Inc. | $0 | – | -300 | – | -0.22% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -1,070 | – | -0.23% | – |
| ACN | Exit | Accenture PLC | $0 | – | -960 | – | -0.23% | – |
| SCHW | Exit | Charles Schwab Corp./The | $0 | – | -4,225 | – | -0.23% | – |
| TTC | Exit | Toro Co./The | $0 | – | -3,200 | – | -0.24% | – |
| WM | Exit | Waste Management, Inc. | $0 | – | -2,100 | – | -0.24% | – |
| TGT | Exit | Target Corp. | $0 | – | -1,375 | – | -0.24% | – |
| MMC | Exit | Marsh & McLennan Cos., Inc. | $0 | – | -2,090 | – | -0.24% | – |
| TROW | Exit | T. Rowe Price Group, Inc. | $0 | – | -1,610 | – | -0.24% | – |
| DXCM | Exit | DexCom, Inc. | $0 | – | -580 | – | -0.24% | – |
| GD | Exit | General Dynamics Corp. | $0 | – | -1,610 | – | -0.24% | – |
| GOOGL | Exit | Alphabet, Inc.cap stk cl a | $0 | – | -120 | – | -0.24% | – |
| GGG | Exit | Graco, Inc. | $0 | – | -4,600 | – | -0.24% | – |
| ASML | Exit | ASML Holding NV - NY Reg Shares | $0 | – | -440 | – | -0.25% | – |
| LHCG | Exit | LHC Group, Inc. | $0 | – | -2,100 | – | -0.25% | – |
| SLQT | Exit | Selectquote, Inc. | $0 | – | -26,600 | – | -0.26% | – |
| EHC | Exit | Encompass Health Corp. | $0 | – | -4,600 | – | -0.26% | – |
| AXP | Exit | American Express Co. | $0 | – | -2,110 | – | -0.26% | – |
| SSNC | Exit | SS&C Technologies Holdings, Inc. | $0 | – | -5,100 | – | -0.27% | – |
| LSTR | Exit | Landstar System, Inc. | $0 | – | -2,250 | – | -0.27% | – |
| INTU | Exit | Intuit, Inc. | $0 | – | -660 | – | -0.27% | – |
| ONEW | Exit | OneWater Marine, Inc. | $0 | – | -8,900 | – | -0.27% | – |
| NDAQ | Exit | Nasdaq, Inc. | $0 | – | -1,870 | – | -0.27% | – |
| CCMP | Exit | CMC Materials, Inc. | $0 | – | -3,000 | – | -0.28% | – |
| TTWO | Exit | Take-Two Interactive Software, Inc. | $0 | – | -2,400 | – | -0.28% | – |
| HVT | Exit | Haverty Furniture Cos, Inc. | $0 | – | -11,000 | – | -0.28% | – |
| BX | Exit | Blackstone Group LP/The | $0 | – | -3,240 | – | -0.28% | – |
| TDY | Exit | Teledyne Technologies, Inc. | $0 | – | -900 | – | -0.29% | – |
| TW | Exit | Tradeweb Markets, Inc.cl a | $0 | – | -4,850 | – | -0.30% | – |
| EOG | Exit | EOG Resources, Inc. | $0 | – | -4,900 | – | -0.30% | – |
| OLED | Exit | Universal Display Corp. | $0 | – | -2,300 | – | -0.30% | – |
| NVDA | Exit | NVIDIA Corp. | $0 | – | -1,920 | – | -0.30% | – |
| PEN | Exit | Penumbra, Inc. | $0 | – | -1,500 | – | -0.30% | – |
| CDW | Exit | CDW Corp. | $0 | – | -2,200 | – | -0.30% | – |
| UNF | Exit | UniFirst Corp. | $0 | – | -1,900 | – | -0.30% | – |
| AEIS | Exit | Advanced Energy Industries, Inc. | $0 | – | -4,600 | – | -0.30% | – |
| NTR | Exit | Nutrien Ltd. | $0 | – | -6,300 | – | -0.31% | – |
| CGNX | Exit | Cognex Corp. | $0 | – | -5,100 | – | -0.31% | – |
| EBS | Exit | Emergent BioSolutions, Inc. | $0 | – | -8,200 | – | -0.31% | – |
| INCY | Exit | Incyte Corp. | $0 | – | -6,000 | – | -0.31% | – |
| HTHT | Exit | Nuazhu Group Ltd.sponsored ads | $0 | – | -9,000 | – | -0.31% | – |
| FSV | Exit | FirstService Corp. | $0 | – | -2,300 | – | -0.31% | – |
| AJG | Exit | Arthur J Gallagher & Co. | $0 | – | -2,800 | – | -0.31% | – |
| SNX | Exit | SYNNEX Corp. | $0 | – | -4,000 | – | -0.31% | – |
| PHM | Exit | PulteGroup, Inc. | $0 | – | -9,100 | – | -0.31% | – |
| HEI | Exit | HEICO Corp. | $0 | – | -3,200 | – | -0.32% | – |
| FIVE | Exit | Five Below, Inc. | $0 | – | -2,400 | – | -0.32% | – |
| UFPI | Exit | UFP Industries, Inc. | $0 | – | -6,300 | – | -0.32% | – |
| RMBS | Exit | Rambus, Inc. | $0 | – | -19,600 | – | -0.33% | – |
| MMS | Exit | MAXIMUS, Inc. | $0 | – | -5,300 | – | -0.33% | – |
| GMAB | Exit | Genmab A/Ssponsored ads | $0 | – | -10,100 | – | -0.33% | – |
| VSTO | Exit | Vista Outdoor, Inc. | $0 | – | -11,000 | – | -0.33% | – |
| BKE | Exit | Buckle, Inc. | $0 | – | -11,400 | – | -0.34% | – |
| IBKR | Exit | Interactive Brokers Group, Inc. | $0 | – | -7,250 | – | -0.34% | – |
| AMRC | Exit | Ameresco, Inc.cl a | $0 | – | -7,750 | – | -0.34% | – |
| IEX | Exit | IDEX Corp. | $0 | – | -2,200 | – | -0.34% | – |
| HLNE | Exit | Hamilton Lane, Inc.cl a | $0 | – | -5,400 | – | -0.34% | – |
| WPC | Exit | WP Carey, Inc. | $0 | – | -6,300 | – | -0.35% | – |
| CAG | Exit | ConAgra Foods, Inc. | $0 | – | -14,000 | – | -0.36% | – |
| CSGP | Exit | CoStar Group, Inc. | $0 | – | -5,500 | – | -0.36% | – |
| CIEN | Exit | Ciena Corp. | $0 | – | -9,300 | – | -0.36% | – |
| CNXC | Exit | Concentrix Corp. | $0 | – | -2,700 | – | -0.36% | – |
| FELE | Exit | Franklin Electric Co., Inc. | $0 | – | -6,000 | – | -0.36% | – |
| COWN | Exit | Cowen Group, Inc.cl a new | $0 | – | -14,000 | – | -0.36% | – |
| CCK | Exit | Crown Holdings, Inc. | $0 | – | -4,800 | – | -0.36% | – |
| BERY | Exit | Berry Plastics Group, Inc. | $0 | – | -7,950 | – | -0.36% | – |
| ORCC | Exit | Owl Rock Capital Corp. | $0 | – | -34,450 | – | -0.36% | – |
| SVA | Exit | Sinovac Biotech Ltd. | $0 | – | -74,893 | – | -0.36% | – |
| CMC | Exit | Commercial Metals Co. | $0 | – | -16,000 | – | -0.37% | – |
| GMED | Exit | Globus Medical, Inc.cl a | $0 | – | -6,400 | – | -0.37% | – |
| CYBR | Exit | CyberArk Software Ltd. | $0 | – | -3,100 | – | -0.37% | – |
| IR | Exit | Ingersoll Rand, Inc. | $0 | – | -9,700 | – | -0.37% | – |
| PFGC | Exit | Performance Food Group Co. | $0 | – | -10,650 | – | -0.37% | – |
| APPS | Exit | Digital Turbine, Inc. | $0 | – | -7,250 | – | -0.37% | – |
| KLAC | Exit | KLA-Tencor Corp. | $0 | – | -1,500 | – | -0.38% | – |
| ABMD | Exit | ABIOMED, Inc. | $0 | – | -1,550 | – | -0.38% | – |
| TREX | Exit | Trex Co., Inc. | $0 | – | -5,000 | – | -0.38% | – |
| CHE | Exit | Chemed Corp. | $0 | – | -1,100 | – | -0.38% | – |
| COO | Exit | Cooper Cos, Inc./ The | $0 | – | -1,240 | – | -0.39% | – |
| APAM | Exit | Artisan Partners Asset Management, Inc.cl a | $0 | – | -10,500 | – | -0.39% | – |
| STOR | Exit | STORE Capital Corp. | $0 | – | -16,300 | – | -0.39% | – |
| QLYS | Exit | Qualys, Inc. | $0 | – | -4,700 | – | -0.39% | – |
| CASH | Exit | Meta Financial Group, Inc. | $0 | – | -10,000 | – | -0.40% | – |
| YNDX | Exit | Yandex NV | $0 | – | -6,600 | – | -0.40% | – |
| CTLT | Exit | Catalent, Inc. | $0 | – | -3,950 | – | -0.40% | – |
| MASI | Exit | Masimo Corp. | $0 | – | -1,950 | – | -0.40% | – |
| G | Exit | Genpact Ltd. | $0 | – | -11,200 | – | -0.40% | – |
| BLD | Exit | TopBuild Corp. | $0 | – | -2,600 | – | -0.40% | – |
| CRSP | Exit | CRISPR Therapeutics AGnamen akt | $0 | – | -4,800 | – | -0.40% | – |
| KNX | Exit | Knight-Swift Transportation Holdings, Inc.cl a | $0 | – | -10,500 | – | -0.40% | – |
| XYL | Exit | Xylem, Inc. | $0 | – | -4,350 | – | -0.40% | – |
| VMC | Exit | Vulcan Materials Co. | $0 | – | -3,200 | – | -0.41% | – |
| TGNA | Exit | Tegna, Inc. | $0 | – | -27,600 | – | -0.41% | – |
| ARE | Exit | Alexandria Real Estate Equities, Inc. | $0 | – | -2,850 | – | -0.41% | – |
| CONE | Exit | CyrusOne, Inc. | $0 | – | -7,100 | – | -0.41% | – |
| LSXMA | Exit | Liberty Media Corp.-Liberty SiriusXM | $0 | – | -11,700 | – | -0.42% | – |
| VIAC | Exit | ViacomCBS, Inc.cl b | $0 | – | -14,000 | – | -0.42% | – |
| JOBS | Exit | 51job Inc.sponsored ads | $0 | – | -8,100 | – | -0.42% | – |
| PKI | Exit | PerkinElmer, Inc. | $0 | – | -3,250 | – | -0.42% | – |
| CABO | Exit | Cable One, Inc. | $0 | – | -310 | – | -0.42% | – |
| MATX | Exit | Matson, Inc. | $0 | – | -7,000 | – | -0.42% | – |
| LKQ | Exit | LKQ Corp. | $0 | – | -11,350 | – | -0.43% | – |
| WNS | Exit | WNS Holdings Ltd.spon adr | $0 | – | -7,000 | – | -0.43% | – |
| SFIX | Exit | Stitch Fix, Inc. | $0 | – | -14,400 | – | -0.43% | – |
| VRTS | Exit | Virtus Investment Partners, Inc. | $0 | – | -1,850 | – | -0.43% | – |
| PAGS | Exit | Pagseguro Digital Ltd. | $0 | – | -11,200 | – | -0.44% | – |
| TECH | Exit | Bio-Techne Corp. | $0 | – | -1,200 | – | -0.44% | – |
| ENTA | Exit | Enanta Pharmaceuticals, Inc. | $0 | – | -10,400 | – | -0.44% | – |
| KKR | Exit | KKR & Co. LP | $0 | – | -9,700 | – | -0.44% | – |
| RJF | Exit | Raymond James Financial, Inc. | $0 | – | -6,450 | – | -0.45% | – |
| ARRY | Exit | Array Technologies, Inc. | $0 | – | -32,100 | – | -0.45% | – |
| GWRE | Exit | Guidewire Software, Inc. | $0 | – | -5,100 | – | -0.46% | – |
| PODD | Exit | Insulet Corp. | $0 | – | -2,150 | – | -0.46% | – |
| GNRC | Exit | Generac Holdings, Inc. | $0 | – | -1,500 | – | -0.46% | – |
| TNET | Exit | TriNet Group, Inc. | $0 | – | -6,500 | – | -0.46% | – |
| FCN | Exit | FTI Consulting, Inc. | $0 | – | -4,600 | – | -0.47% | – |
| MPWR | Exit | Monolithic Power Systems, Inc. | $0 | – | -1,300 | – | -0.47% | – |
| FDS | Exit | FactSet Research Systems, Inc. | $0 | – | -1,600 | – | -0.48% | – |
| MGIC | Exit | Magic Software Enterprises Ltd.ord | $0 | – | -31,800 | – | -0.48% | – |
| TTEC | Exit | TTEC Holdings, Inc. | $0 | – | -6,800 | – | -0.48% | – |
| ICLR | Exit | ICON PLC | $0 | – | -2,450 | – | -0.48% | – |
| AMEH | Exit | Apollo Medical Holdings, Inc. | $0 | – | -7,100 | – | -0.49% | – |
| LCII | Exit | LCI Industries | $0 | – | -4,800 | – | -0.49% | – |
| GLOB | Exit | Globant SA | $0 | – | -2,300 | – | -0.49% | – |
| CBRE | Exit | CBRE Group, Inc.cl a | $0 | – | -6,700 | – | -0.49% | – |
| TRMB | Exit | Trimble, Inc. | $0 | – | -8,000 | – | -0.50% | – |
| LOGI | Exit | Logitech International S.A. | $0 | – | -7,500 | – | -0.50% | – |
| DSGX | Exit | Descartes Systems Group, Inc./The | $0 | – | -8,200 | – | -0.50% | – |
| FTNT | Exit | Fortinet, Inc. | $0 | – | -2,300 | – | -0.50% | – |
| EXLS | Exit | ExlService Holdings, Inc. | $0 | – | -5,500 | – | -0.51% | – |
| ENTG | Exit | Entegris, Inc. | $0 | – | -5,400 | – | -0.51% | – |
| SHYF | Exit | Shyft Group, Inc./The | $0 | – | -18,600 | – | -0.53% | – |
| IRDM | Exit | Iridium Communications, Inc. | $0 | – | -17,800 | – | -0.53% | – |
| POOL | Exit | Pool Corp. | $0 | – | -1,635 | – | -0.53% | – |
| SAIA | Exit | Saia, Inc. | $0 | – | -3,000 | – | -0.54% | – |
| PCTY | Exit | Paylocity Holdings Corp. | $0 | – | -2,550 | – | -0.54% | – |
| AMKR | Exit | Amkor Technology, Inc. | $0 | – | -28,800 | – | -0.54% | – |
| EPAM | Exit | EPAM Systems, Inc. | $0 | – | -1,300 | – | -0.56% | – |
| CRL | Exit | Charles River Laboratories International, Inc. | $0 | – | -1,800 | – | -0.56% | – |
| TYL | Exit | Tyler Technologies, Inc. | $0 | – | -1,650 | – | -0.57% | – |
| PAYC | Exit | Paycom Software, Inc. | $0 | – | -1,550 | – | -0.58% | – |
| GTN | Exit | Gray Television, Inc. | $0 | – | -33,850 | – | -0.58% | – |
| BGS | Exit | B&G Foods, Inc. | $0 | – | -25,900 | – | -0.58% | – |
| ETSY | Exit | Etsy, Inc. | $0 | – | -3,720 | – | -0.58% | – |
| IT | Exit | Gartner, Inc. | $0 | – | -2,600 | – | -0.59% | – |
| WGO | Exit | Winnebago Industries, Inc. | $0 | – | -11,200 | – | -0.61% | – |
| CACC | Exit | Credit Acceptance Corp. | $0 | – | -1,400 | – | -0.62% | – |
| JNCE | Exit | Jounce Therapeutics, Inc. | $0 | – | -113,200 | – | -0.63% | – |
| WTFC | Exit | Wintrust Financial Corp. | $0 | – | -10,500 | – | -0.64% | – |
| TSCO | Exit | Tractor Supply Co. | $0 | – | -4,408 | – | -0.67% | – |
| TWST | Exit | Twist Bioscience Corp. | $0 | – | -8,500 | – | -0.68% | – |
| PLUG | Exit | Plug Power, Inc. | $0 | – | -36,100 | – | -0.69% | – |
| FBP | Exit | First BanCorp. (Puerto Rico) | $0 | – | -71,000 | – | -0.70% | – |
| Exit | Perion Network Ltd. | $0 | – | -54,000 | – | -0.70% | – | |
| ALK | Exit | Alaska Air Group, Inc. | $0 | – | -16,100 | – | -0.71% | – |
| THC | Exit | Tenet Healthcare Corp. | $0 | – | -14,500 | – | -0.72% | – |
| BJ | Exit | BJ's Wholesale Club Holdings, Inc. | $0 | – | -17,700 | – | -0.73% | – |
| SPSC | Exit | SPS Commerce, Inc. | $0 | – | -6,300 | – | -0.76% | – |
| RBNC | Exit | Reliant Bancorp, Inc. | $0 | – | -33,000 | – | -0.78% | – |
| DKS | Exit | Dick's Sporting Goods, Inc. | $0 | – | -9,000 | – | -0.81% | – |
| MLI | Exit | Mueller Industries, Inc. | $0 | – | -26,266 | – | -0.81% | – |
| POWI | Exit | Power Integrations, Inc. | $0 | – | -11,600 | – | -0.86% | – |
| LSCC | Exit | Lattice Semiconductor Corp. | $0 | – | -18,100 | – | -0.88% | – |
| NEO | Exit | NeoGenomics, Inc. | $0 | – | -24,600 | – | -0.89% | – |
| AUDC | Exit | AudioCodes Ltd.ord | $0 | – | -44,000 | – | -1.08% | – |
| NVEE | Exit | NV5 Global, Inc. | $0 | – | -15,100 | – | -1.12% | – |
| CLF | Exit | Cleveland-Cliffs, Inc. | $0 | – | -80,000 | – | -1.19% | – |
| MORN | Exit | Morningstar, Inc. | $0 | – | -6,900 | – | -1.34% | – |
| LAD | Exit | Lithia Motors, Inc. | $0 | – | -5,750 | – | -1.37% | – |
| NOVT | Exit | Novanta, Inc. | $0 | – | -11,900 | – | -1.38% | – |
| WING | Exit | Wingstop, Inc. | $0 | – | -13,600 | – | -1.68% | – |
| TTGT | Exit | TechTarget, Inc. | $0 | – | -29,000 | – | -1.80% | – |
| NTLA | Exit | Intellia Therapeutics, Inc. | $0 | – | -18,300 | – | -1.85% | – |
| LPLA | Exit | LPL Financial Holdings, Inc. | $0 | – | -15,700 | – | -1.85% | – |
| RGEN | Exit | Repligen Corp. | $0 | – | -10,050 | – | -2.18% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LPLA | Buy | LPL Financial Holdings, Inc. | $2,461,000 | +19.9% | 15,700 | +3.3% | 1.85% | +15.0% |
| NTLA | Buy | Intellia Therapeutics, Inc. | $2,455,000 | -14.3% | 18,300 | +3.4% | 1.85% | -17.8% |
| TTGT | Buy | TechTarget, Inc. | $2,390,000 | +8.2% | 29,000 | +1.8% | 1.80% | +3.8% |
| WING | Buy | Wingstop, Inc. | $2,229,000 | +7.9% | 13,600 | +3.8% | 1.68% | +3.5% |
| NOVT | Buy | Novanta, Inc. | $1,839,000 | +19.7% | 11,900 | +4.4% | 1.38% | +14.9% |
| MORN | Buy | Morningstar, Inc. | $1,787,000 | +8.6% | 6,900 | +7.8% | 1.34% | +4.1% |
| CLF | Buy | Cleveland-Cliffs, Inc. | $1,585,000 | -1.7% | 80,000 | +7.0% | 1.19% | -5.8% |
| NVEE | Buy | NV5 Global, Inc. | $1,488,000 | +7.8% | 15,100 | +3.4% | 1.12% | +3.4% |
| AUDC | Buy | AudioCodes Ltd.ord | $1,432,000 | +0.6% | 44,000 | +2.3% | 1.08% | -3.5% |
| POWI | Buy | Power Integrations, Inc. | $1,148,000 | +26.0% | 11,600 | +4.5% | 0.86% | +20.9% |
| DKS | Buy | Dick's Sporting Goods, Inc. | $1,078,000 | +26.5% | 9,000 | +5.9% | 0.81% | +21.4% |
| THC | Buy | Tenet Healthcare Corp. | $963,000 | +2.7% | 14,500 | +3.6% | 0.72% | -1.5% |
| PLUG | Buy | Plug Power, Inc. | $922,000 | -22.1% | 36,100 | +4.3% | 0.69% | -25.3% |
| TWST | Buy | Twist Bioscience Corp. | $909,000 | -14.7% | 8,500 | +6.2% | 0.68% | -18.2% |
| WTFC | Buy | Wintrust Financial Corp. | $844,000 | +11.6% | 10,500 | +5.0% | 0.64% | +7.1% |
| JNCE | Buy | Jounce Therapeutics, Inc. | $841,000 | +118.4% | 113,200 | +100.0% | 0.63% | +109.3% |
| BGS | Buy | B&G Foods, Inc. | $774,000 | -3.2% | 25,900 | +6.1% | 0.58% | -7.2% |
| POOL | Buy | Pool Corp. | $710,000 | +189.8% | 1,635 | +205.6% | 0.53% | +178.1% |
| IRDM | Buy | Iridium Communications, Inc. | $709,000 | +5.5% | 17,800 | +6.0% | 0.53% | +1.1% |
| AMEH | New | Apollo Medical Holdings, Inc. | $646,000 | – | 7,100 | – | 0.49% | – |
| TTEC | Buy | TTEC Holdings, Inc. | $636,000 | -2.0% | 6,800 | +7.9% | 0.48% | -6.1% |
| ARRY | New | Array Technologies, Inc. | $594,000 | – | 32,100 | – | 0.45% | – |
| RJF | Buy | Raymond James Financial, Inc. | $595,000 | +6.4% | 6,450 | +50.0% | 0.45% | +2.1% |
| VRTS | New | Virtus Investment Partners, Inc. | $574,000 | – | 1,850 | – | 0.43% | – |
| PKI | New | PerkinElmer, Inc. | $563,000 | – | 3,250 | – | 0.42% | – |
| TGNA | New | Tegna, Inc. | $544,000 | – | 27,600 | – | 0.41% | – |
| BLD | New | TopBuild Corp. | $533,000 | – | 2,600 | – | 0.40% | – |
| MASI | New | Masimo Corp. | $528,000 | – | 1,950 | – | 0.40% | – |
| APPS | New | Digital Turbine, Inc. | $498,000 | – | 7,250 | – | 0.37% | – |
| PFGC | New | Performance Food Group Co. | $495,000 | – | 10,650 | – | 0.37% | – |
| CMC | New | Commercial Metals Co. | $487,000 | – | 16,000 | – | 0.37% | – |
| ORCC | New | Owl Rock Capital Corp. | $486,000 | – | 34,450 | – | 0.36% | – |
| CAG | New | ConAgra Foods, Inc. | $474,000 | – | 14,000 | – | 0.36% | – |
| WPC | New | WP Carey, Inc. | $460,000 | – | 6,300 | – | 0.35% | – |
| HLNE | New | Hamilton Lane, Inc.cl a | $458,000 | – | 5,400 | – | 0.34% | – |
| AMRC | New | Ameresco, Inc.cl a | $453,000 | – | 7,750 | – | 0.34% | – |
| VSTO | New | Vista Outdoor, Inc. | $443,000 | – | 11,000 | – | 0.33% | – |
| AEIS | New | Advanced Energy Industries, Inc. | $404,000 | – | 4,600 | – | 0.30% | – |
| NVDA | Buy | NVIDIA Corp. | $398,000 | +3.6% | 1,920 | +300.0% | 0.30% | -0.7% |
| SLQT | Buy | Selectquote, Inc. | $344,000 | +2.1% | 26,600 | +52.0% | 0.26% | -1.9% |
| ASML | New | ASML Holding NV - NY Reg Shares | $328,000 | – | 440 | – | 0.25% | – |
| CMG | New | Chipotle Mexican Grill, Inc. | $291,000 | – | 160 | – | 0.22% | – |
| SBSW | New | Sibanye Stillwater Ltd.sponsored adr | $284,000 | – | 23,000 | – | 0.21% | – |
| SNAP | Sell | Snap, Inc.cl a | $259,000 | +2.8% | 3,500 | -5.4% | 0.20% | -1.5% |
| OKTA | New | Okta, Inc.cl a | $252,000 | – | 1,060 | – | 0.19% | – |
| New | Robinhood Markets, Inc. | $252,000 | – | 6,000 | – | 0.19% | – | |
| TTD | New | Trade Desk, Inc./The | $252,000 | – | 3,580 | – | 0.19% | – |
| LMT | New | Lockheed Martin Corp. | $245,000 | – | 710 | – | 0.18% | – |
| DG | New | Dollar General Corp. | $240,000 | – | 1,130 | – | 0.18% | – |
| W | Buy | Wayfair, Inc.cl a | $240,000 | +8.6% | 940 | +34.3% | 0.18% | +4.0% |
| SE | New | Sea Ltd.sponsord ads | $239,000 | – | 750 | – | 0.18% | – |
| BILL | New | Bill.com Holdings, Inc. | $235,000 | – | 880 | – | 0.18% | – |
| DKNG | New | DraftKings, Inc. | $234,000 | – | 4,860 | – | 0.18% | – |
| EXAS | New | Exact Sciences Corp. | $233,000 | – | 2,440 | – | 0.18% | – |
| BIDU | New | Baidu, Inc.spon adr rep a | $231,000 | – | 1,500 | – | 0.17% | – |
| SPOT | Buy | Spotify Technology SA | $228,000 | -16.5% | 1,010 | +2.0% | 0.17% | -20.1% |
| WDAY | New | Workday, Inc.cl a | $225,000 | – | 900 | – | 0.17% | – |
| SMG | Sell | Scotts Miracle-Gro Co./Thecl a | $221,000 | -64.9% | 1,510 | -54.0% | 0.17% | -66.3% |
| LEN | Exit | Lennar Corp.cl a | $0 | – | -2,220 | – | -0.17% | – |
| GPN | Exit | Global Payments, Inc. | $0 | – | -1,200 | – | -0.18% | – |
| TSLA | Exit | Tesla, Inc. | $0 | – | -335 | – | -0.18% | – |
| ZBH | Exit | Zimmer Biomet Holdings, Inc. | $0 | – | -1,450 | – | -0.18% | – |
| SONY | Exit | Sony Group Corp.sponsored adr | $0 | – | -2,400 | – | -0.18% | – |
| VMW | Exit | VMware, Inc. | $0 | – | -1,500 | – | -0.19% | – |
| MU | Exit | Micron Technology, Inc. | $0 | – | -2,845 | – | -0.19% | – |
| PLTR | Exit | Palantir Technologies, Inc.cl a | $0 | – | -9,350 | – | -0.19% | – |
| FIS | Exit | Fidelity National Information Services, Inc. | $0 | – | -1,800 | – | -0.20% | – |
| STZ | Exit | Constellation Brands, Inc.cl a | $0 | – | -1,100 | – | -0.20% | – |
| ZM | Exit | Zoom Video Communications, Inc.cl a | $0 | – | -700 | – | -0.21% | – |
| ROKU | Exit | Roku, Inc. | $0 | – | -640 | – | -0.23% | – |
| ZTO | Exit | ZTO Express Cayman, Inc.sponsored ads a | $0 | – | -11,800 | – | -0.28% | – |
| VIPS | Exit | Vipship Holdings Ltd.sponsored ads a | $0 | – | -18,400 | – | -0.29% | – |
| EXEL | Exit | Exelixis, Inc. | $0 | – | -20,800 | – | -0.30% | – |
| TPH | Exit | TRI Pointe Group, Inc. | $0 | – | -20,000 | – | -0.34% | – |
| MCHP | Exit | Microchip Technology, Inc. | $0 | – | -3,150 | – | -0.37% | – |
| NLS | Exit | Nautilus, Inc. | $0 | – | -28,300 | – | -0.37% | – |
| ZNGA | Exit | Zynga, Inc.cl a | $0 | – | -46,700 | – | -0.39% | – |
| BIG | Exit | Big Lots, Inc. | $0 | – | -7,700 | – | -0.40% | – |
| NEOG | Exit | Neogen Corp. | $0 | – | -11,200 | – | -0.40% | – |
| NTES | Exit | NetEase, Inc. - ADRsponsored ads | $0 | – | -4,700 | – | -0.42% | – |
| MTH | Exit | Meritage Homes Corp. | $0 | – | -8,800 | – | -0.65% | – |
| CZR | Exit | Caesars Entertainment, Inc. | $0 | – | -9,970 | – | -0.81% | – |
| CRMT | Exit | America's Car-Mart, Inc. | $0 | – | -7,400 | – | -0.82% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NTLA | New | Intellia Therapeutics, Inc. | $2,866,000 | – | 17,700 | – | 2.25% | – |
| TTGT | New | TechTarget, Inc. | $2,208,000 | – | 28,500 | – | 1.73% | – |
| WING | New | Wingstop, Inc. | $2,065,000 | – | 13,100 | – | 1.62% | – |
| LPLA | New | LPL Financial Holdings, Inc. | $2,052,000 | – | 15,200 | – | 1.61% | – |
| RGEN | New | Repligen Corp. | $2,006,000 | – | 10,050 | – | 1.57% | – |
| LAD | New | Lithia Motors, Inc. | $1,976,000 | – | 5,750 | – | 1.55% | – |
| MORN | New | Morningstar, Inc. | $1,646,000 | – | 6,400 | – | 1.29% | – |
| CLF | New | Cleveland-Cliffs, Inc. | $1,613,000 | – | 74,800 | – | 1.26% | – |
| NOVT | New | Novanta, Inc. | $1,536,000 | – | 11,400 | – | 1.20% | – |
| AUDC | New | AudioCodes Ltd.ord | $1,423,000 | – | 43,000 | – | 1.12% | – |
| NVEE | New | NV5 Global, Inc. | $1,380,000 | – | 14,600 | – | 1.08% | – |
| PLUG | New | Plug Power, Inc. | $1,183,000 | – | 34,600 | – | 0.93% | – |
| New | Perion Network Ltd. | $1,157,000 | – | 54,000 | – | 0.91% | – | |
| MLI | New | Mueller Industries, Inc. | $1,138,000 | – | 26,266 | – | 0.89% | – |
| NEO | New | NeoGenomics, Inc. | $1,111,000 | – | 24,600 | – | 0.87% | – |
| TWST | New | Twist Bioscience Corp. | $1,066,000 | – | 8,000 | – | 0.84% | – |
| CRMT | New | America's Car-Mart, Inc. | $1,049,000 | – | 7,400 | – | 0.82% | – |
| CZR | New | Caesars Entertainment, Inc. | $1,034,000 | – | 9,970 | – | 0.81% | – |
| LSCC | New | Lattice Semiconductor Corp. | $1,017,000 | – | 18,100 | – | 0.80% | – |
| ALK | New | Alaska Air Group, Inc. | $971,000 | – | 16,100 | – | 0.76% | – |
| THC | New | Tenet Healthcare Corp. | $938,000 | – | 14,000 | – | 0.74% | – |
| RBNC | New | Reliant Bancorp, Inc. | $915,000 | – | 33,000 | – | 0.72% | – |
| POWI | New | Power Integrations, Inc. | $911,000 | – | 11,100 | – | 0.71% | – |
| LOGI | New | Logitech International S.A. | $907,000 | – | 7,500 | – | 0.71% | – |
| SFIX | New | Stitch Fix, Inc. | $868,000 | – | 14,400 | – | 0.68% | – |
| DKS | New | Dick's Sporting Goods, Inc. | $852,000 | – | 8,500 | – | 0.67% | – |
| FBP | New | First BanCorp. (Puerto Rico) | $846,000 | – | 71,000 | – | 0.66% | – |
| BJ | New | BJ's Wholesale Club Holdings, Inc. | $842,000 | – | 17,700 | – | 0.66% | – |
| MTH | New | Meritage Homes Corp. | $828,000 | – | 8,800 | – | 0.65% | – |
| TSCO | New | Tractor Supply Co. | $820,000 | – | 4,408 | – | 0.64% | – |
| BGS | New | B&G Foods, Inc. | $800,000 | – | 24,400 | – | 0.63% | – |
| GTN | New | Gray Television, Inc. | $792,000 | – | 33,850 | – | 0.62% | – |
| CRSP | New | CRISPR Therapeutics AGnamen akt | $777,000 | – | 4,800 | – | 0.61% | – |
| ETSY | New | Etsy, Inc. | $766,000 | – | 3,720 | – | 0.60% | – |
| WGO | New | Winnebago Industries, Inc. | $761,000 | – | 11,200 | – | 0.60% | – |
| WTFC | New | Wintrust Financial Corp. | $756,000 | – | 10,000 | – | 0.59% | – |
| TYL | New | Tyler Technologies, Inc. | $746,000 | – | 1,650 | – | 0.58% | – |
| SHYF | New | Shyft Group, Inc./The | $696,000 | – | 18,600 | – | 0.55% | – |
| AMKR | New | Amkor Technology, Inc. | $682,000 | – | 28,800 | – | 0.54% | – |
| IRDM | New | Iridium Communications, Inc. | $672,000 | – | 16,800 | – | 0.53% | – |
| CRL | New | Charles River Laboratories International, Inc. | $666,000 | – | 1,800 | – | 0.52% | – |
| EPAM | New | EPAM Systems, Inc. | $664,000 | – | 1,300 | – | 0.52% | – |
| ENTG | New | Entegris, Inc. | $664,000 | – | 5,400 | – | 0.52% | – |
| TRMB | New | Trimble, Inc. | $655,000 | – | 8,000 | – | 0.51% | – |
| TTEC | New | TTEC Holdings, Inc. | $649,000 | – | 6,300 | – | 0.51% | – |
| CACC | New | Credit Acceptance Corp. | $636,000 | – | 1,400 | – | 0.50% | – |
| VIAC | New | ViacomCBS, Inc.cl b | $633,000 | – | 14,000 | – | 0.50% | – |
| LCII | New | LCI Industries | $631,000 | – | 4,800 | – | 0.50% | – |
| JOBS | New | 51job Inc.sponsored ads | $630,000 | – | 8,100 | – | 0.49% | – |
| IT | New | Gartner, Inc. | $630,000 | – | 2,600 | – | 0.49% | – |
| SPSC | New | SPS Commerce, Inc. | $629,000 | – | 6,300 | – | 0.49% | – |
| SMG | New | Scotts Miracle-Gro Co./Thecl a | $629,000 | – | 3,280 | – | 0.49% | – |
| FCN | New | FTI Consulting, Inc. | $628,000 | – | 4,600 | – | 0.49% | – |
| SAIA | New | Saia, Inc. | $628,000 | – | 3,000 | – | 0.49% | – |
| PAGS | New | Pagseguro Digital Ltd. | $626,000 | – | 11,200 | – | 0.49% | – |
| GNRC | New | Generac Holdings, Inc. | $623,000 | – | 1,500 | – | 0.49% | – |
| CABO | New | Cable One, Inc. | $593,000 | – | 310 | – | 0.46% | – |
| PODD | New | Insulet Corp. | $590,000 | – | 2,150 | – | 0.46% | – |
| EXLS | New | ExlService Holdings, Inc. | $584,000 | – | 5,500 | – | 0.46% | – |
| COWN | New | Cowen Group, Inc.cl a new | $575,000 | – | 14,000 | – | 0.45% | – |
| KKR | New | KKR & Co. LP | $575,000 | – | 9,700 | – | 0.45% | – |
| GWRE | New | Guidewire Software, Inc. | $575,000 | – | 5,100 | – | 0.45% | – |
| CBRE | New | CBRE Group, Inc.cl a | $574,000 | – | 6,700 | – | 0.45% | – |
| DSGX | New | Descartes Systems Group, Inc./The | $567,000 | – | 8,200 | – | 0.44% | – |
| BKE | New | Buckle, Inc./The | $567,000 | – | 11,400 | – | 0.44% | – |
| PAYC | New | Paycom Software, Inc. | $563,000 | – | 1,550 | – | 0.44% | – |
| STOR | New | STORE Capital Corp. | $563,000 | – | 16,300 | – | 0.44% | – |
| RJF | New | Raymond James Financial, Inc. | $559,000 | – | 4,300 | – | 0.44% | – |
| LKQ | New | LKQ Corp. | $559,000 | – | 11,350 | – | 0.44% | – |
| WNS | New | WNS Holdings Ltd.spon adr | $559,000 | – | 7,000 | – | 0.44% | – |
| VMC | New | Vulcan Materials Co. | $557,000 | – | 3,200 | – | 0.44% | – |
| FTNT | New | Fortinet, Inc. | $548,000 | – | 2,300 | – | 0.43% | – |
| LSXMA | New | Liberty Media Corp.-Liberty SiriusXM | $545,000 | – | 11,700 | – | 0.43% | – |
| NTES | New | NetEase, Inc. - ADRsponsored ads | $542,000 | – | 4,700 | – | 0.42% | – |
| TECH | New | Bio-Techne Corp. | $540,000 | – | 1,200 | – | 0.42% | – |
| FDS | New | FactSet Research Systems, Inc. | $537,000 | – | 1,600 | – | 0.42% | – |
| APAM | New | Artisan Partners Asset Management, Inc.cl a | $534,000 | – | 10,500 | – | 0.42% | – |
| CIEN | New | Ciena Corp. | $529,000 | – | 9,300 | – | 0.42% | – |
| CHE | New | Chemed Corp. | $522,000 | – | 1,100 | – | 0.41% | – |
| XYL | New | Xylem, Inc. | $522,000 | – | 4,350 | – | 0.41% | – |
| ARE | New | Alexandria Real Estate Equities, Inc. | $519,000 | – | 2,850 | – | 0.41% | – |
| BERY | New | Berry Plastics Group, Inc. | $518,000 | – | 7,950 | – | 0.41% | – |
| EBS | New | Emergent BioSolutions, Inc. | $517,000 | – | 8,200 | – | 0.40% | – |
| MGIC | New | Magic Software Enterprises Ltd.ord | $516,000 | – | 31,800 | – | 0.40% | – |
| NEOG | New | Neogen Corp. | $516,000 | – | 11,200 | – | 0.40% | – |
| OLED | New | Universal Display Corp. | $511,000 | – | 2,300 | – | 0.40% | – |
| TREX | New | Trex Co., Inc. | $511,000 | – | 5,000 | – | 0.40% | – |
| G | New | Genpact Ltd. | $509,000 | – | 11,200 | – | 0.40% | – |
| BIG | New | Big Lots, Inc. | $508,000 | – | 7,700 | – | 0.40% | – |
| CONE | New | CyrusOne, Inc. | $508,000 | – | 7,100 | – | 0.40% | – |
| ICLR | New | ICON PLC | $506,000 | – | 2,450 | – | 0.40% | – |
| CASH | New | Meta Financial Group, Inc. | $506,000 | – | 10,000 | – | 0.40% | – |
| INCY | New | Incyte Corp. | $505,000 | – | 6,000 | – | 0.40% | – |
| GLOB | New | Globant SA | $504,000 | – | 2,300 | – | 0.40% | – |
| PHM | New | PulteGroup, Inc. | $497,000 | – | 9,100 | – | 0.39% | – |
| ZNGA | New | Zynga, Inc.cl a | $496,000 | – | 46,700 | – | 0.39% | – |
| GMED | New | Globus Medical, Inc.cl a | $496,000 | – | 6,400 | – | 0.39% | – |
| COO | New | Cooper Cos, Inc./ The | $491,000 | – | 1,240 | – | 0.38% | – |
| CCK | New | Crown Holdings, Inc. | $491,000 | – | 4,800 | – | 0.38% | – |
| SNX | New | SYNNEX Corp. | $487,000 | – | 4,000 | – | 0.38% | – |
| PCTY | New | Paylocity Holdings Corp. | $487,000 | – | 2,550 | – | 0.38% | – |
| KLAC | New | KLA-Tencor Corp. | $486,000 | – | 1,500 | – | 0.38% | – |
| MPWR | New | Monolithic Power Systems, Inc. | $485,000 | – | 1,300 | – | 0.38% | – |
| SVA | New | Sinovac Biotech Ltd. | $485,000 | – | 74,893 | – | 0.38% | – |
| FELE | New | Franklin Electric Co., Inc. | $484,000 | – | 6,000 | – | 0.38% | – |
| IEX | New | IDEX Corp. | $484,000 | – | 2,200 | – | 0.38% | – |
| ABMD | New | ABIOMED, Inc. | $484,000 | – | 1,550 | – | 0.38% | – |
| NLS | New | Nautilus, Inc. | $477,000 | – | 28,300 | – | 0.37% | – |
| KNX | New | Knight-Swift Transportation Holdings, Inc.cl a | $477,000 | – | 10,500 | – | 0.37% | – |
| IBKR | New | Interactive Brokers Group, Inc. | $477,000 | – | 7,250 | – | 0.37% | – |
| HTHT | New | Nuazhu Group Ltd.sponsored ads | $475,000 | – | 9,000 | – | 0.37% | – |
| IR | New | Ingersoll Rand, Inc. | $473,000 | – | 9,700 | – | 0.37% | – |
| QLYS | New | Qualys, Inc. | $473,000 | – | 4,700 | – | 0.37% | – |
| MCHP | New | Microchip Technology, Inc. | $472,000 | – | 3,150 | – | 0.37% | – |
| HVT | New | Haverty Furniture Cos, Inc. | $470,000 | – | 11,000 | – | 0.37% | – |
| TNET | New | TriNet Group, Inc. | $471,000 | – | 6,500 | – | 0.37% | – |
| UFPI | New | UFP Industries, Inc. | $468,000 | – | 6,300 | – | 0.37% | – |
| YNDX | New | Yandex NV | $467,000 | – | 6,600 | – | 0.37% | – |
| MMS | New | MAXIMUS, Inc. | $466,000 | – | 5,300 | – | 0.36% | – |
| RMBS | New | Rambus, Inc. | $465,000 | – | 19,600 | – | 0.36% | – |
| FIVE | New | Five Below, Inc. | $464,000 | – | 2,400 | – | 0.36% | – |
| ENTA | New | Enanta Pharmaceuticals, Inc. | $458,000 | – | 10,400 | – | 0.36% | – |
| CSGP | New | CoStar Group, Inc. | $456,000 | – | 5,500 | – | 0.36% | – |
| CCMP | New | CMC Materials, Inc. | $452,000 | – | 3,000 | – | 0.35% | – |
| MATX | New | Matson, Inc. | $448,000 | – | 7,000 | – | 0.35% | – |
| UNF | New | UniFirst Corp. | $446,000 | – | 1,900 | – | 0.35% | – |
| HEI | New | HEICO Corp. | $446,000 | – | 3,200 | – | 0.35% | – |
| CNXC | New | Concentrix Corp. | $434,000 | – | 2,700 | – | 0.34% | – |
| CGNX | New | Cognex Corp. | $429,000 | – | 5,100 | – | 0.34% | – |
| TPH | New | TRI Pointe Group, Inc. | $429,000 | – | 20,000 | – | 0.34% | – |
| CTLT | New | Catalent, Inc. | $427,000 | – | 3,950 | – | 0.34% | – |
| TTWO | New | Take-Two Interactive Software, Inc. | $425,000 | – | 2,400 | – | 0.33% | – |
| LHCG | New | LHC Group, Inc. | $421,000 | – | 2,100 | – | 0.33% | – |
| GMAB | New | Genmab A/Ssponsored ads | $412,000 | – | 10,100 | – | 0.32% | – |
| PEN | New | Penumbra, Inc. | $411,000 | – | 1,500 | – | 0.32% | – |
| TW | New | Tradeweb Markets, Inc.cl a | $410,000 | – | 4,850 | – | 0.32% | – |
| EOG | New | EOG Resources, Inc. | $409,000 | – | 4,900 | – | 0.32% | – |
| CYBR | New | CyberArk Software Ltd. | $404,000 | – | 3,100 | – | 0.32% | – |
| FSV | New | FirstService Corp. | $394,000 | – | 2,300 | – | 0.31% | – |
| AJG | New | Arthur J Gallagher & Co. | $392,000 | – | 2,800 | – | 0.31% | – |
| JNCE | New | Jounce Therapeutics, Inc. | $385,000 | – | 56,600 | – | 0.30% | – |
| CDW | New | CDW Corp. | $384,000 | – | 2,200 | – | 0.30% | – |
| NVDA | New | NVIDIA Corp. | $384,000 | – | 480 | – | 0.30% | – |
| NTR | New | Nutrien Ltd. | $382,000 | – | 6,300 | – | 0.30% | – |
| EXEL | New | Exelixis, Inc. | $379,000 | – | 20,800 | – | 0.30% | – |
| TDY | New | Teledyne Technologies, Inc. | $377,000 | – | 900 | – | 0.30% | – |
| ONEW | New | OneWater Marine, Inc. | $374,000 | – | 8,900 | – | 0.29% | – |
| SSNC | New | SS&C Technologies Holdings, Inc. | $368,000 | – | 5,100 | – | 0.29% | – |
| VIPS | New | Vipship Holdings Ltd.sponsored ads a | $369,000 | – | 18,400 | – | 0.29% | – |
| ZTO | New | ZTO Express Cayman, Inc.sponsored ads a | $358,000 | – | 11,800 | – | 0.28% | – |
| EHC | New | Encompass Health Corp. | $359,000 | – | 4,600 | – | 0.28% | – |
| LSTR | New | Landstar System, Inc. | $356,000 | – | 2,250 | – | 0.28% | – |
| DISCA | New | Discovery, Inc. | $353,000 | – | 11,500 | – | 0.28% | – |
| TTC | New | Toro Co./The | $352,000 | – | 3,200 | – | 0.28% | – |
| AXP | New | American Express Co. | $349,000 | – | 2,110 | – | 0.27% | – |
| GGG | New | Graco, Inc. | $348,000 | – | 4,600 | – | 0.27% | – |
| SLQT | New | Selectquote, Inc. | $337,000 | – | 17,500 | – | 0.26% | – |
| TGT | New | Target Corp. | $332,000 | – | 1,375 | – | 0.26% | – |
| NDAQ | New | Nasdaq, Inc. | $329,000 | – | 1,870 | – | 0.26% | – |
| IAC | New | IAC/InterActiveCorp. | $324,000 | – | 2,100 | – | 0.25% | – |
| INTU | New | Intuit, Inc. | $324,000 | – | 660 | – | 0.25% | – |
| UPS | New | United Parcel Service, Inc.cl b | $320,000 | – | 1,540 | – | 0.25% | – |
| TROW | New | T. Rowe Price Group, Inc. | $319,000 | – | 1,610 | – | 0.25% | – |
| BX | New | Blackstone Group LP/The | $315,000 | – | 3,240 | – | 0.25% | – |
| TWLO | New | Twilio, Inc.cl a | $307,000 | – | 780 | – | 0.24% | – |
| SCHW | New | Charles Schwab Corp./The | $308,000 | – | 4,225 | – | 0.24% | – |
| IRBT | New | iRobot Corp. | $308,000 | – | 3,300 | – | 0.24% | – |
| DHI | New | D.R. Horton, Inc. | $307,000 | – | 3,400 | – | 0.24% | – |
| GD | New | General Dynamics Corp. | $303,000 | – | 1,610 | – | 0.24% | – |
| PYPL | New | PayPal Holdings, Inc. | $300,000 | – | 1,030 | – | 0.24% | – |
| FB | New | Facebook, Inc.cl a | $299,000 | – | 860 | – | 0.23% | – |
| SEDG | New | SolarEdge Technologies, Inc. | $297,000 | – | 1,075 | – | 0.23% | – |
| CME | New | CME Group, Inc. | $297,000 | – | 1,395 | – | 0.23% | – |
| DE | New | Deere & Co. | $296,000 | – | 840 | – | 0.23% | – |
| PSX | New | Phillips 66 | $296,000 | – | 3,450 | – | 0.23% | – |
| ROKU | New | Roku, Inc. | $294,000 | – | 640 | – | 0.23% | – |
| MMC | New | Marsh & McLennan Cos., Inc. | $294,000 | – | 2,090 | – | 0.23% | – |
| WM | New | Waste Management, Inc. | $294,000 | – | 2,100 | – | 0.23% | – |
| GOOGL | New | Alphabet, Inc.cap stk cl a | $293,000 | – | 120 | – | 0.23% | – |
| MSFT | New | Microsoft Corp. | $290,000 | – | 1,070 | – | 0.23% | – |
| UNH | New | UnitedHealth Group, Inc. | $290,000 | – | 725 | – | 0.23% | – |
| CRWD | New | Crowdstrike Holdings, Inc.cl a | $284,000 | – | 1,130 | – | 0.22% | – |
| SHOP | New | Shopify, Inc.cl a | $285,000 | – | 195 | – | 0.22% | – |
| CCI | New | Crown Castle International Corp. | $283,000 | – | 1,450 | – | 0.22% | – |
| ACN | New | Accenture PLC | $283,000 | – | 960 | – | 0.22% | – |
| RBLX | New | ROBLOX Corp.cl a | $283,000 | – | 3,140 | – | 0.22% | – |
| EXPE | New | Expedia, Inc. | $282,000 | – | 1,720 | – | 0.22% | – |
| ISRG | New | Intuitive Surgical, Inc. | $276,000 | – | 300 | – | 0.22% | – |
| A | New | Agilent Technologies, Inc. | $275,000 | – | 1,860 | – | 0.22% | – |
| CVS | New | CVS Health Corp. | $275,000 | – | 3,290 | – | 0.22% | – |
| DLR | New | Digital Realty Trust, Inc. | $274,000 | – | 1,820 | – | 0.22% | – |
| SPOT | New | Spotify Technology SA | $273,000 | – | 990 | – | 0.21% | – |
| V | New | Visa, Inc. | $272,000 | – | 1,165 | – | 0.21% | – |
| TWTR | New | Twitter, Inc. | $272,000 | – | 3,950 | – | 0.21% | – |
| ZM | New | Zoom Video Communications, Inc.cl a | $271,000 | – | 700 | – | 0.21% | – |
| ADM | New | Archer-Daniels-Midland Co. | $271,000 | – | 4,465 | – | 0.21% | – |
| AVGO | New | Broadcom, Inc. | $269,000 | – | 565 | – | 0.21% | – |
| KR | New | Kroger Co./The | $268,000 | – | 7,000 | – | 0.21% | – |
| DOCU | New | DocuSign, Inc. | $268,000 | – | 960 | – | 0.21% | – |
| REGN | New | Regeneron Pharmaceuticals, Inc. | $268,000 | – | 480 | – | 0.21% | – |
| SQ | New | Square, Inc.cl a | $268,000 | – | 1,100 | – | 0.21% | – |
| DIS | New | Walt Disney Co./The | $267,000 | – | 1,520 | – | 0.21% | – |
| ADBE | New | Adobe Systems, Inc. | $264,000 | – | 450 | – | 0.21% | – |
| BMY | New | Bristol-Myers Squibb Co. | $263,000 | – | 3,930 | – | 0.21% | – |
| LULU | New | Lululemon Athletica, Inc. | $263,000 | – | 720 | – | 0.21% | – |
| CAT | New | Caterpillar, Inc. | $261,000 | – | 1,200 | – | 0.20% | – |
| DUK | New | Duke Energy Corp. | $262,000 | – | 2,650 | – | 0.20% | – |
| ADI | New | Analog Devices, Inc. | $258,000 | – | 1,500 | – | 0.20% | – |
| STZ | New | Constellation Brands, Inc.cl a | $257,000 | – | 1,100 | – | 0.20% | – |
| MA | New | MasterCard, Inc.cl a | $256,000 | – | 700 | – | 0.20% | – |
| FIS | New | Fidelity National Information Services, Inc. | $255,000 | – | 1,800 | – | 0.20% | – |
| SNAP | New | Snap, Inc.cl a | $252,000 | – | 3,700 | – | 0.20% | – |
| SYK | New | Stryker Corp. | $253,000 | – | 975 | – | 0.20% | – |
| PEP | New | PepsiCo, Inc. | $251,000 | – | 1,695 | – | 0.20% | – |
| LIN | New | Linde Public Limited Company | $249,000 | – | 860 | – | 0.20% | – |
| NSC | New | Norfolk Southern Corp. | $249,000 | – | 940 | – | 0.20% | – |
| ICE | New | Intercontinental Exchange, Inc. | $249,000 | – | 2,100 | – | 0.20% | – |
| DXCM | New | DexCom, Inc. | $248,000 | – | 580 | – | 0.19% | – |
| NFLX | New | Netflix, Inc. | $248,000 | – | 470 | – | 0.19% | – |
| TMO | New | Thermo Fisher Scientific, Inc. | $247,000 | – | 490 | – | 0.19% | – |
| U | New | Unity Software, Inc. | $247,000 | – | 2,250 | – | 0.19% | – |
| PLTR | New | Palantir Technologies, Inc.cl a | $246,000 | – | 9,350 | – | 0.19% | – |
| CPRT | New | Copart, Inc. | $245,000 | – | 1,860 | – | 0.19% | – |
| POOL | New | Pool Corp. | $245,000 | – | 535 | – | 0.19% | – |
| KMX | New | CarMax, Inc. | $244,000 | – | 1,890 | – | 0.19% | – |
| MU | New | Micron Technology, Inc. | $242,000 | – | 2,845 | – | 0.19% | – |
| WMT | New | Wal-Mart Stores, Inc. | $240,000 | – | 1,700 | – | 0.19% | – |
| TSM | New | Taiwan Semiconductor Manufacturing Co. Ltd.sponsored ads | $240,000 | – | 2,000 | – | 0.19% | – |
| VMW | New | VMware, Inc. | $240,000 | – | 1,500 | – | 0.19% | – |
| CB | New | Chubb Ltd. | $238,000 | – | 1,500 | – | 0.19% | – |
| CRM | New | salesforce.com, Inc. | $239,000 | – | 980 | – | 0.19% | – |
| SONY | New | Sony Group Corp.sponsored adr | $233,000 | – | 2,400 | – | 0.18% | – |
| ZBH | New | Zimmer Biomet Holdings, Inc. | $233,000 | – | 1,450 | – | 0.18% | – |
| AMZN | New | Amazon.com, Inc. | $234,000 | – | 68 | – | 0.18% | – |
| ALGN | New | Align Technology, Inc. | $232,000 | – | 380 | – | 0.18% | – |
| NEE | New | NextEra Energy, Inc. | $231,000 | – | 3,150 | – | 0.18% | – |
| TSLA | New | Tesla, Inc. | $228,000 | – | 335 | – | 0.18% | – |
| AAPL | New | Apple, Inc. | $226,000 | – | 1,650 | – | 0.18% | – |
| GPN | New | Global Payments, Inc. | $225,000 | – | 1,200 | – | 0.18% | – |
| W | New | Wayfair, Inc.cl a | $221,000 | – | 700 | – | 0.17% | – |
| LEN | New | Lennar Corp.cl a | $221,000 | – | 2,220 | – | 0.17% | – |
| ABT | New | Abbott Laboratories | $214,000 | – | 1,850 | – | 0.17% | – |
Q4 2020
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WING | Buy | Wingstop, Inc. | $1,612,000 | +11.6% | 11,800 | +13.5% | 1.51% | +16.4% |
| NOVT | Buy | Novanta, Inc. | $1,443,000 | +7.3% | 13,700 | +8.7% | 1.35% | +11.9% |
| TTGT | Buy | TechTarget, Inc. | $1,407,000 | +63.2% | 32,000 | +11.5% | 1.32% | +70.3% |
| RGEN | Buy | Repligen Corp. | $1,350,000 | +34.1% | 9,150 | +12.3% | 1.26% | +39.9% |
| LAD | Buy | Lithia Motors, Inc.cl a | $1,288,000 | +70.1% | 5,650 | +13.0% | 1.20% | +77.6% |
| LPLA | New | LPL Financial Holdings, Inc. | $1,204,000 | – | 15,700 | – | 1.12% | – |
| AUDC | Buy | AudioCodes Ltd.ord | $1,199,000 | +10.9% | 38,100 | +12.1% | 1.12% | +15.7% |
| FN | Buy | Fabrinet | $1,147,000 | +13.5% | 18,200 | +12.3% | 1.07% | +18.3% |
| MLAB | Buy | Mesa Laboratories, Inc. | $1,070,000 | +186.9% | 4,200 | +144.3% | 1.00% | +199.4% |
| BLK | Buy | BlackRock, Inc. | $1,062,000 | +5.5% | 1,885 | +1.9% | 0.99% | +10.0% |
| MORN | Buy | Morningstar, Inc. | $964,000 | +36.7% | 6,000 | +20.0% | 0.90% | +42.6% |
| CHH | Buy | Choice Hotels International, Inc. | $876,000 | +22.2% | 10,190 | +12.1% | 0.82% | +27.6% |
| AVGO | Buy | Broadcom, Inc. | $816,000 | +20.2% | 2,240 | +4.2% | 0.76% | +25.5% |
| TMO | Buy | Thermo Fisher Scientific, Inc. | $817,000 | +150.6% | 1,850 | +105.6% | 0.76% | +161.3% |
| NEO | Buy | NeoGenomics, Inc. | $812,000 | +37.9% | 22,000 | +15.8% | 0.76% | +43.8% |
| TSM | Buy | Taiwan Semiconductor Manufacturing Co. Ltd.sponsored ads | $789,000 | +223.4% | 9,730 | +126.3% | 0.74% | +236.5% |
| CRSP | Buy | CRISPR Therapeutics AGnamen akt | $719,000 | +35.9% | 8,600 | +19.4% | 0.67% | +41.8% |
| ACN | Buy | Accenture PLC | $701,000 | +8.9% | 3,100 | +3.3% | 0.66% | +13.5% |
| CPK | Buy | Chesapeake Utilities Corp. | $691,000 | +14.2% | 8,200 | +13.9% | 0.65% | +19.2% |
| NVEE | Buy | NV5 Global, Inc. | $686,000 | +16.3% | 13,000 | +12.1% | 0.64% | +21.2% |
| EVTC | Buy | EVERTEC, Inc. | $684,000 | +38.2% | 19,700 | +11.9% | 0.64% | +44.2% |
| EQIX | Buy | Equinix, Inc. | $677,000 | +114.2% | 890 | +97.8% | 0.63% | +123.7% |
| MLI | Buy | Mueller Industries, Inc. | $635,000 | +14.0% | 23,466 | +11.9% | 0.59% | +18.8% |
| AMTD | Buy | TD Ameritrade Holding Corp. | $631,000 | +11.1% | 16,120 | +3.3% | 0.59% | +15.9% |
| CRMT | Buy | America's Car-Mart, Inc. | $594,000 | +12.7% | 7,000 | +16.7% | 0.56% | +17.6% |
| POWI | Buy | Power Integrations, Inc. | $587,000 | +15.6% | 10,600 | +146.5% | 0.55% | +20.7% |
| FAF | Buy | First American Financial Corp. | $560,000 | +17.9% | 11,000 | +11.1% | 0.52% | +23.1% |
| TWST | Buy | Twist Bioscience Corp. | $555,000 | +101.1% | 7,300 | +19.7% | 0.52% | +110.1% |
| CZR | New | Caesars Entertainment, Inc. | $542,000 | – | 9,670 | – | 0.51% | – |
| WGO | Buy | Winnebago Industries, Inc. | $527,000 | -6.9% | 10,200 | +20.0% | 0.49% | -3.0% |
| UPS | Sell | United Parcel Service, Inc.cl b | $507,000 | +38.1% | 3,040 | -7.9% | 0.47% | +44.1% |
| LSCC | New | Lattice Semiconductor Corp. | $478,000 | – | 16,500 | – | 0.45% | – |
| NKE | Buy | NIKE, Inc.cl b | $477,000 | +39.1% | 3,800 | +8.6% | 0.45% | +45.3% |
| MTCH | New | Match Group, Inc. | $469,000 | – | 4,237 | – | 0.44% | – |
| DKS | Buy | Dick's Sporting Goods, Inc. | $463,000 | +75.4% | 8,000 | +25.0% | 0.43% | +83.5% |
| STOR | New | STORE Capital Corp. | $447,000 | – | 16,300 | – | 0.42% | – |
| FCN | Buy | FTI Consulting, Inc. | $445,000 | +5.7% | 4,200 | +14.4% | 0.42% | +10.3% |
| MCD | Buy | McDonald's Corp. | $443,000 | +33.4% | 2,020 | +12.2% | 0.41% | +39.4% |
| AAPL | Buy | Apple, Inc. | $440,000 | +26.8% | 3,800 | +300.0% | 0.41% | +32.2% |
| SBUX | Buy | Starbucks Corp. | $436,000 | +39.3% | 5,070 | +19.3% | 0.41% | +45.4% |
| WLK | New | Westlake Chemical Corp. | $436,000 | – | 6,900 | – | 0.41% | – |
| VMC | New | Vulcan Materials Co. | $434,000 | – | 3,200 | – | 0.41% | – |
| ATVI | Buy | Activision Blizzard, Inc. | $429,000 | +20.2% | 5,300 | +12.8% | 0.40% | +25.3% |
| CMCSA | Buy | Comcast Corp.cl a | $427,000 | +31.4% | 9,230 | +10.5% | 0.40% | +37.1% |
| LIN | Buy | Linde Public Limited Company | $427,000 | +22.0% | 1,795 | +8.8% | 0.40% | +27.1% |
| MSFT | Buy | Microsoft Corp. | $427,000 | +19.9% | 2,030 | +16.0% | 0.40% | +25.1% |
| VZ | Buy | Verizon Communications, Inc. | $424,000 | +28.1% | 7,130 | +18.8% | 0.40% | +33.3% |
| NEM | Buy | Newmont Goldcorp Corp. | $422,000 | +42.6% | 6,650 | +38.5% | 0.39% | +48.7% |
| JNCE | Buy | Jounce Therapeutics, Inc. | $418,000 | +40.7% | 51,200 | +19.1% | 0.39% | +47.0% |
| HD | Buy | Home Depot, Inc./The | $417,000 | +27.9% | 1,500 | +15.4% | 0.39% | +33.6% |
| AXP | Buy | American Express Co. | $412,000 | +20.1% | 4,110 | +14.2% | 0.38% | +25.4% |
| DIS | Buy | Walt Disney Co./The | $411,000 | +33.9% | 3,310 | +20.4% | 0.38% | +39.6% |
| GPN | Buy | Global Payments, Inc. | $408,000 | +33.8% | 2,300 | +27.8% | 0.38% | +39.6% |
| CRL | Sell | Charles River Laboratories International, Inc. | $408,000 | -33.1% | 1,800 | -48.6% | 0.38% | -30.2% |
| MDT | Buy | Medtronic PLC | $404,000 | +33.3% | 3,890 | +17.9% | 0.38% | +39.5% |
| DE | New | Deere & Co. | $399,000 | – | 1,800 | – | 0.37% | – |
| MA | New | MasterCard, Inc.cl a | $396,000 | – | 1,170 | – | 0.37% | – |
| APAM | Buy | Artisan Partners Asset Management, Inc.cl a | $390,000 | +50.0% | 10,000 | +25.0% | 0.36% | +56.2% |
| V | Buy | Visa, Inc. | $390,000 | +18.9% | 1,950 | +14.7% | 0.36% | +23.8% |
| CRM | New | salesforce.com, Inc. | $390,000 | – | 1,550 | – | 0.36% | – |
| GRMN | Buy | Garmin Ltd. | $384,000 | +1.1% | 4,050 | +3.8% | 0.36% | +5.6% |
| ABT | Sell | Abbott Laboratories | $381,000 | +12.7% | 3,500 | -5.4% | 0.36% | +17.5% |
| TROW | Buy | T. Rowe Price Group, Inc. | $380,000 | +9.8% | 2,960 | +5.7% | 0.36% | +14.5% |
| STAG | New | STAG Industrial, Inc. | $378,000 | – | 12,400 | – | 0.35% | – |
| TMUS | Buy | T-Mobile US, Inc. | $378,000 | +15.2% | 3,307 | +5.0% | 0.35% | +20.1% |
| MGIC | Buy | Magic Software Enterprises Ltd.ord | $377,000 | +233.6% | 28,700 | +187.0% | 0.35% | +248.5% |
| CME | Buy | CME Group, Inc. | $372,000 | +27.0% | 2,225 | +23.6% | 0.35% | +32.8% |
| ICE | Buy | Intercontinental Exchange, Inc. | $370,000 | +15.3% | 3,700 | +5.7% | 0.35% | +20.1% |
| MMC | Buy | Marsh & McLennan Cos., Inc. | $369,000 | +12.8% | 3,220 | +5.6% | 0.34% | +17.7% |
| NEE | New | NextEra Energy, Inc. | $366,000 | – | 1,320 | – | 0.34% | – |
| SFIX | Buy | Stitch Fix, Inc. | $366,000 | +33.6% | 13,500 | +22.7% | 0.34% | +39.6% |
| CVS | Buy | CVS Health Corp. | $362,000 | +9.4% | 6,200 | +21.6% | 0.34% | +13.8% |
| WM | New | Waste Management, Inc. | $362,000 | – | 3,200 | – | 0.34% | – |
| TREX | Buy | Trex Co., Inc. | $358,000 | +10.2% | 5,000 | +100.0% | 0.34% | +15.1% |
| DUK | Buy | Duke Energy Corp. | $356,000 | +14.1% | 4,025 | +3.2% | 0.33% | +19.4% |
| BDX | New | Becton Dickinson and Co | $353,000 | – | 1,515 | – | 0.33% | – |
| BMY | Buy | Bristol-Myers Squibb Co. | $339,000 | +10.8% | 5,620 | +8.1% | 0.32% | +15.7% |
| SO | Buy | Southern Co. The | $336,000 | +8.0% | 6,200 | +3.3% | 0.31% | +12.5% |
| TOL | New | Toll Brothers, Inc. | $336,000 | – | 6,900 | – | 0.31% | – |
| Buy | Perion Network Ltd. | $335,000 | +45.7% | 48,000 | +9.1% | 0.31% | +51.9% | |
| CB | Sell | Chubb Ltd. | $331,000 | -17.0% | 2,850 | -9.5% | 0.31% | -13.4% |
| KR | New | Kroger Co./The | $331,000 | – | 9,750 | – | 0.31% | – |
| ABBV | Buy | AbbVie, Inc. | $330,000 | -5.4% | 3,770 | +6.2% | 0.31% | -1.6% |
| LHX | Buy | L3 Harris Technologies, Inc. | $327,000 | +7.2% | 1,925 | +6.9% | 0.31% | +12.1% |
| SHYF | New | Shyft Group, Inc./The | $321,000 | – | 17,000 | – | 0.30% | – |
| CCEP | Sell | Coca-Cola European Partners PLC | $318,000 | -5.4% | 8,200 | -7.9% | 0.30% | -1.3% |
| NTLA | Buy | Intellia Therapeutics, Inc. | $318,000 | +14.8% | 16,000 | +21.2% | 0.30% | +19.8% |
| EXC | Buy | Exelon Corp. | $317,000 | +1.6% | 8,870 | +3.1% | 0.30% | +6.1% |
| PSX | Buy | Phillips 66 | $311,000 | +4.4% | 6,000 | +44.6% | 0.29% | +9.0% |
| THC | Buy | Tenet Healthcare Corp. | $311,000 | +60.3% | 12,700 | +18.7% | 0.29% | +67.2% |
| QLYS | New | Qualys, Inc. | $294,000 | – | 3,000 | – | 0.28% | – |
| MPC | New | Marathon Petroleum Corp. | $293,000 | – | 10,000 | – | 0.27% | – |
| TKR | New | Timken Co. The | $293,000 | – | 5,400 | – | 0.27% | – |
| AMKR | Buy | Amkor Technology, Inc. | $292,000 | +7.7% | 26,100 | +18.6% | 0.27% | +12.3% |
| EOG | New | EOG Resources, Inc. | $284,000 | – | 7,900 | – | 0.26% | – |
| LSTR | New | Landstar System, Inc. | $282,000 | – | 2,250 | – | 0.26% | – |
| G | New | Genpact Ltd. | $265,000 | – | 6,800 | – | 0.25% | – |
| VIRT | New | Virtu Financial, Inc.cl a | $251,000 | – | 10,900 | – | 0.24% | – |
| RMBS | Buy | Rambus, Inc. | $246,000 | +7.9% | 18,000 | +20.0% | 0.23% | +12.7% |
| SMSI | Buy | Smith Micro Software, Inc. | $236,000 | -10.3% | 63,200 | +7.1% | 0.22% | -6.4% |
| RPM | Exit | RPM International, Inc. | $0 | – | -3,200 | – | -0.22% | – |
| BIIB | Exit | Biogen, Inc. | $0 | – | -900 | – | -0.22% | – |
| JCOM | Exit | j2 Global, Inc. | $0 | – | -3,900 | – | -0.22% | – |
| ROP | Exit | Roper Technologies, Inc. | $0 | – | -700 | – | -0.24% | – |
| COST | Exit | Costco Wholesale Corp. | $0 | – | -900 | – | -0.24% | – |
| MU | Exit | Micron Technology, Inc. | $0 | – | -5,300 | – | -0.24% | – |
| LOGM | Exit | LogMeIn, Inc. | $0 | – | -3,300 | – | -0.25% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -8,550 | – | -0.25% | – |
| EVRG | Exit | Evergy, Inc. | $0 | – | -4,850 | – | -0.26% | – |
| AMAT | Exit | Applied Materials, Inc. | $0 | – | -4,900 | – | -0.26% | – |
| STZ | Exit | Constellation Brands, Inc.cl a | $0 | – | -1,700 | – | -0.27% | – |
| SYK | Exit | Stryker Corp. | $0 | – | -1,700 | – | -0.27% | – |
| JNJ | Exit | Johnson and Johnson | $0 | – | -2,200 | – | -0.28% | – |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -20,700 | – | -0.28% | – |
| INTC | Exit | Intel Corp. | $0 | – | -5,250 | – | -0.28% | – |
| D | Exit | Dominion Resources, Inc. | $0 | – | -3,900 | – | -0.28% | – |
| ALL | Exit | Allstate Corp. | $0 | – | -3,300 | – | -0.29% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -3,600 | – | -0.29% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -7,200 | – | -0.29% | – |
| TAK | Exit | Takeda Pharmaceutical Co. Ltd.sponsored ads | $0 | – | -18,000 | – | -0.29% | – |
| PPL | Exit | PPL Corp. | $0 | – | -12,600 | – | -0.29% | – |
| SCHW | Exit | Charles Schwab Corp./The | $0 | – | -9,750 | – | -0.30% | – |
| CSCO | Exit | Cisco Systems, Inc. | $0 | – | -7,150 | – | -0.30% | – |
| DOW | Exit | Dow, Inc. | $0 | – | -8,300 | – | -0.30% | – |
| T | Exit | AT&T, Inc. | $0 | – | -11,200 | – | -0.30% | – |
| AMGN | Exit | Amgen, Inc. | $0 | – | -1,450 | – | -0.31% | – |
| K | Exit | Kellogg Co. | $0 | – | -5,250 | – | -0.31% | – |
| TRV | Exit | Travelers Cos., Inc./The | $0 | – | -3,100 | – | -0.32% | – |
| ADP | Exit | Automatic Data Processing, Inc. | $0 | – | -2,400 | – | -0.32% | – |
| PAYX | Exit | Paychex, Inc. | $0 | – | -4,800 | – | -0.33% | – |
| ADM | Exit | Archer-Daniels-Midland Co. | $0 | – | -9,200 | – | -0.33% | – |
| AEIS | Exit | Advanced Energy Industries, Inc. | $0 | – | -5,500 | – | -0.33% | – |
| MMSI | Exit | Merit Medical Systems, Inc. | $0 | – | -8,400 | – | -0.34% | – |
| IPGP | Exit | IPG Photonics Corp. | $0 | – | -2,400 | – | -0.34% | – |
| ERI | Exit | Eldorado Resorts, Inc. | $0 | – | -9,670 | – | -0.35% | – |
| SPGI | Exit | S&P Global, Inc. | $0 | – | -1,400 | – | -0.41% | – |
| IAC | Exit | IAC/InterActiveCorp | $0 | – | -1,500 | – | -0.43% | – |
| BEN | Exit | Franklin Resources, Inc. | $0 | – | -30,300 | – | -0.57% | – |
| AMT | Exit | American Tower Corp. | $0 | – | -2,550 | – | -0.59% | – |
| Exit | Encore Capital Group, Inc.note 3.000% 7/0 | $0 | – | -4,000,000 | – | -3.57% | – | |
| MBB | Exit | iShares MBS ETFmbs etf | $0 | – | -45,300 | – | -4.49% | – |
| Exit | PRA Group, Inc.note 3.000% 8/0 | $0 | – | -5,295,000 | – | -4.73% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | PRA Group, Inc.note 3.000% 8/0 | $5,278,000 | – | 5,295,000 | – | 4.73% | – | |
| MBB | New | iShares MBS ETFmbs etf | $5,015,000 | – | 45,300 | – | 4.49% | – |
| New | Encore Capital Group, Inc.note 3.000% 7/0 | $3,989,000 | – | 4,000,000 | – | 3.57% | – | |
| WING | New | Wingstop, Inc. | $1,445,000 | – | 10,400 | – | 1.29% | – |
| NOVT | New | Novanta, Inc. | $1,345,000 | – | 12,600 | – | 1.20% | – |
| AUDC | New | AudioCodes Ltd.ord | $1,081,000 | – | 34,000 | – | 0.97% | – |
| FN | New | Fabrinet | $1,011,000 | – | 16,200 | – | 0.91% | – |
| RGEN | New | Repligen Corp. | $1,007,000 | – | 8,150 | – | 0.90% | – |
| BLK | New | BlackRock, Inc. | $1,007,000 | – | 1,850 | – | 0.90% | – |
| GNRC | New | Generac Holdings, Inc. | $927,000 | – | 7,600 | – | 0.83% | – |
| TTGT | New | TechTarget, Inc. | $862,000 | – | 28,700 | – | 0.77% | – |
| ETSY | New | Etsy, Inc. | $775,000 | – | 7,300 | – | 0.69% | – |
| LAD | New | Lithia Motors, Inc.cl a | $757,000 | – | 5,000 | – | 0.68% | – |
| KNX | New | Knight-Swift Transportation Holdings, Inc.cl a | $747,000 | – | 17,900 | – | 0.67% | – |
| CHH | New | Choice Hotels International, Inc. | $717,000 | – | 9,090 | – | 0.64% | – |
| MPWR | New | Monolithic Power Systems, Inc. | $711,000 | – | 3,000 | – | 0.64% | – |
| MORN | New | Morningstar, Inc. | $705,000 | – | 5,000 | – | 0.63% | – |
| MTH | New | Meritage Homes Corp. | $685,000 | – | 9,000 | – | 0.61% | – |
| AVGO | New | Broadcom, Inc. | $679,000 | – | 2,150 | – | 0.61% | – |
| AMT | New | American Tower Corp. | $659,000 | – | 2,550 | – | 0.59% | – |
| ACN | New | Accenture PLC | $644,000 | – | 3,000 | – | 0.58% | – |
| BEN | New | Franklin Resources, Inc. | $635,000 | – | 30,300 | – | 0.57% | – |
| CRL | New | Charles River Laboratories International, Inc. | $610,000 | – | 3,500 | – | 0.55% | – |
| TSCO | New | Tractor Supply Co. | $606,000 | – | 4,600 | – | 0.54% | – |
| CPK | New | Chesapeake Utilities Corp. | $605,000 | – | 7,200 | – | 0.54% | – |
| NVEE | New | NV5 Global, Inc. | $590,000 | – | 11,600 | – | 0.53% | – |
| NEO | New | NeoGenomics, Inc. | $589,000 | – | 19,000 | – | 0.53% | – |
| UFPI | New | UFP Industries, Inc. | $587,000 | – | 11,850 | – | 0.53% | – |
| TYL | New | Tyler Technologies, Inc. | $572,000 | – | 1,650 | – | 0.51% | – |
| AMTD | New | TD Ameritrade Holding Corp. | $568,000 | – | 15,600 | – | 0.51% | – |
| WGO | New | Winnebago Industries, Inc. | $566,000 | – | 8,500 | – | 0.51% | – |
| MLI | New | Mueller Industries, Inc. | $557,000 | – | 20,966 | – | 0.50% | – |
| LCII | New | LCI Industries | $552,000 | – | 4,800 | – | 0.49% | – |
| CABO | New | Cable One, Inc. | $550,000 | – | 310 | – | 0.49% | – |
| FIVE | New | Five Below, Inc. | $545,000 | – | 5,100 | – | 0.49% | – |
| BERY | New | Berry Plastics Group, Inc. | $538,000 | – | 12,150 | – | 0.48% | – |
| CBOE | New | Cboe Global Markets, Inc. | $532,000 | – | 5,700 | – | 0.48% | – |
| CRSP | New | CRISPR Therapeutics AGnamen akt | $529,000 | – | 7,200 | – | 0.47% | – |
| PANW | New | Palo Alto Networks, Inc. | $528,000 | – | 2,300 | – | 0.47% | – |
| CRMT | New | America's Car-Mart, Inc. | $527,000 | – | 6,000 | – | 0.47% | – |
| PHM | New | PulteGroup, Inc. | $524,000 | – | 15,400 | – | 0.47% | – |
| CCK | New | Crown Holdings, Inc. | $521,000 | – | 8,000 | – | 0.47% | – |
| CTAS | New | Cintas Corp. | $519,000 | – | 1,950 | – | 0.46% | – |
| TTD | New | Trade Desk, Inc./The | $508,000 | – | 1,250 | – | 0.46% | – |
| POWI | New | Power Integrations, Inc. | $508,000 | – | 4,300 | – | 0.46% | – |
| EVTC | New | EVERTEC, Inc. | $495,000 | – | 17,600 | – | 0.44% | – |
| EXPE | New | Expedia, Inc. | $493,000 | – | 6,000 | – | 0.44% | – |
| LOGI | New | Logitech International S.A. | $489,000 | – | 7,500 | – | 0.44% | – |
| PYPL | New | PayPal Holdings, Inc. | $488,000 | – | 2,800 | – | 0.44% | – |
| IAC | New | IAC/InterActiveCorp | $485,000 | – | 1,500 | – | 0.43% | – |
| SVA | New | Sinovac Biotech Ltd. | $485,000 | – | 74,893 | – | 0.43% | – |
| MRCY | New | Mercury Systems, Inc. | $480,000 | – | 6,100 | – | 0.43% | – |
| DISCA | New | Discovery, Inc. | $477,000 | – | 22,600 | – | 0.43% | – |
| FAF | New | First American Financial Corp. | $475,000 | – | 9,900 | – | 0.42% | – |
| SPSC | New | SPS Commerce, Inc. | $473,000 | – | 6,300 | – | 0.42% | – |
| GTN | New | Gray Television, Inc. | $472,000 | – | 33,850 | – | 0.42% | – |
| GTY | New | Getty Realty Corp. | $470,000 | – | 15,850 | – | 0.42% | – |
| LKQ | New | LKQ Corp. | $468,000 | – | 17,850 | – | 0.42% | – |
| SPGI | New | S&P Global, Inc. | $461,000 | – | 1,400 | – | 0.41% | – |
| ULTA | New | Ulta Beauty, Inc. | $448,000 | – | 2,200 | – | 0.40% | – |
| SHAK | New | Shake Shack, Inc.cl a | $440,000 | – | 8,300 | – | 0.39% | – |
| PLOW | New | Douglas Dynamics, Inc. | $428,000 | – | 12,180 | – | 0.38% | – |
| NEOG | New | Neogen Corp. | $427,000 | – | 5,500 | – | 0.38% | – |
| IRDM | New | Iridium Communications, Inc. | $422,000 | – | 16,600 | – | 0.38% | – |
| FCN | New | FTI Consulting, Inc. | $421,000 | – | 3,672 | – | 0.38% | – |
| CCMP | New | Cabot Microelectronics Corp. | $419,000 | – | 3,000 | – | 0.38% | – |
| SWM | New | Schweitzer-Mauduit International, Inc. | $414,000 | – | 12,400 | – | 0.37% | – |
| WYNN | New | Wynn Resorts Ltd. | $410,000 | – | 5,500 | – | 0.37% | – |
| TNET | New | TriNet Group, Inc. | $408,000 | – | 6,700 | – | 0.36% | – |
| LOW | New | Lowe's Cos., Inc. | $405,000 | – | 3,000 | – | 0.36% | – |
| CB | New | Chubb Ltd. | $399,000 | – | 3,150 | – | 0.36% | – |
| NDSN | New | Nordson Corp. | $398,000 | – | 2,100 | – | 0.36% | – |
| PAGS | New | Pagseguro Digital Ltd. | $396,000 | – | 11,200 | – | 0.36% | – |
| ADBE | New | Adobe Systems, Inc. | $392,000 | – | 900 | – | 0.35% | – |
| MASI | New | Masimo Corp. | $388,000 | – | 1,700 | – | 0.35% | – |
| ERI | New | Eldorado Resorts, Inc. | $387,000 | – | 9,670 | – | 0.35% | – |
| MAIN | New | Main Street Capital Corp. | $386,000 | – | 12,400 | – | 0.35% | – |
| IPGP | New | IPG Photonics Corp. | $385,000 | – | 2,400 | – | 0.34% | – |
| MMSI | New | Merit Medical Systems, Inc. | $383,000 | – | 8,400 | – | 0.34% | – |
| GRMN | New | Garmin Ltd. | $380,000 | – | 3,900 | – | 0.34% | – |
| VEEV | New | Veeva Systems, Inc. | $375,000 | – | 1,600 | – | 0.34% | – |
| ABMD | New | ABIOMED, Inc. | $374,000 | – | 1,550 | – | 0.34% | – |
| AEIS | New | Advanced Energy Industries, Inc. | $373,000 | – | 5,500 | – | 0.33% | – |
| MLAB | New | Mesa Laboratories, Inc. | $373,000 | – | 1,719 | – | 0.33% | – |
| PCTY | New | Paylocity Holdings Corp. | $372,000 | – | 2,550 | – | 0.33% | – |
| CLR | New | Continental Resources, Inc. | $370,000 | – | 21,100 | – | 0.33% | – |
| UPS | New | United Parcel Service, Inc.cl b | $367,000 | – | 3,300 | – | 0.33% | – |
| ADM | New | Archer-Daniels-Midland Co. | $367,000 | – | 9,200 | – | 0.33% | – |
| LHCG | New | LHC Group, Inc. | $366,000 | – | 2,100 | – | 0.33% | – |
| PAYX | New | Paychex, Inc. | $364,000 | – | 4,800 | – | 0.33% | – |
| DG | New | Dollar General Corp. | $362,000 | – | 1,900 | – | 0.32% | – |
| CCI | New | Crown Castle International Corp. | $360,000 | – | 2,150 | – | 0.32% | – |
| ATVI | New | Activision Blizzard, Inc. | $357,000 | – | 4,700 | – | 0.32% | – |
| ADP | New | Automatic Data Processing, Inc. | $357,000 | – | 2,400 | – | 0.32% | – |
| MSFT | New | Microsoft Corp. | $356,000 | – | 1,750 | – | 0.32% | – |
| GWRE | New | Guidewire Software, Inc. | $355,000 | – | 3,200 | – | 0.32% | – |
| TRV | New | Travelers Cos., Inc./The | $354,000 | – | 3,100 | – | 0.32% | – |
| LIN | New | Linde Public Limited Company | $350,000 | – | 1,650 | – | 0.31% | – |
| GD | New | General Dynamics Corp. | $351,000 | – | 2,350 | – | 0.31% | – |
| ASML | New | ASML Holding NV - NY Reg Shares | $350,000 | – | 950 | – | 0.31% | – |
| URI | New | United Rentals, Inc. | $350,000 | – | 2,350 | – | 0.31% | – |
| EXLS | New | ExlService Holdings, Inc. | $349,000 | – | 5,500 | – | 0.31% | – |
| ABBV | New | AbbVie, Inc. | $349,000 | – | 3,550 | – | 0.31% | – |
| EBS | New | Emergent BioSolutions, Inc. | $348,000 | – | 4,400 | – | 0.31% | – |
| IEX | New | IDEX Corp. | $348,000 | – | 2,200 | – | 0.31% | – |
| K | New | Kellogg Co. | $347,000 | – | 5,250 | – | 0.31% | – |
| AAPL | New | Apple, Inc. | $347,000 | – | 950 | – | 0.31% | – |
| TROW | New | T. Rowe Price Group, Inc. | $346,000 | – | 2,800 | – | 0.31% | – |
| TRMB | New | Trimble, Inc. | $346,000 | – | 8,000 | – | 0.31% | – |
| NKE | New | NIKE, Inc.cl b | $343,000 | – | 3,500 | – | 0.31% | – |
| AXP | New | American Express Co. | $343,000 | – | 3,600 | – | 0.31% | – |
| AMGN | New | Amgen, Inc. | $342,000 | – | 1,450 | – | 0.31% | – |
| UNF | New | UniFirst Corp. | $340,000 | – | 1,900 | – | 0.30% | – |
| T | New | AT&T, Inc. | $339,000 | – | 11,200 | – | 0.30% | – |
| DOW | New | Dow, Inc. | $338,000 | – | 8,300 | – | 0.30% | – |
| ABT | New | Abbott Laboratories | $338,000 | – | 3,700 | – | 0.30% | – |
| CCEP | New | Coca-Cola European Partners PLC | $336,000 | – | 8,900 | – | 0.30% | – |
| NDAQ | New | Nasdaq, Inc. | $335,000 | – | 2,800 | – | 0.30% | – |
| TTWO | New | Take-Two Interactive Software, Inc. | $335,000 | – | 2,400 | – | 0.30% | – |
| SAIA | New | Saia, Inc. | $334,000 | – | 3,000 | – | 0.30% | – |
| CSCO | New | Cisco Systems, Inc. | $333,000 | – | 7,150 | – | 0.30% | – |
| VZ | New | Verizon Communications, Inc. | $331,000 | – | 6,000 | – | 0.30% | – |
| PEP | New | PepsiCo, Inc. | $331,000 | – | 2,500 | – | 0.30% | – |
| CVS | New | CVS Health Corp. | $331,000 | – | 5,100 | – | 0.30% | – |
| MCD | New | McDonald's Corp. | $332,000 | – | 1,800 | – | 0.30% | – |
| CRY | New | CryoLife, Inc. | $330,000 | – | 17,200 | – | 0.30% | – |
| WEX | New | WEX, Inc. | $330,000 | – | 2,000 | – | 0.30% | – |
| GIS | New | General Mills, Inc. | $330,000 | – | 5,350 | – | 0.30% | – |
| YNDX | New | Yandex NV | $330,000 | – | 6,600 | – | 0.30% | – |
| SCHW | New | Charles Schwab Corp./The | $329,000 | – | 9,750 | – | 0.30% | – |
| EPAM | New | EPAM Systems, Inc. | $328,000 | – | 1,300 | – | 0.29% | – |
| TMUS | New | T-Mobile US, Inc. | $328,000 | – | 3,150 | – | 0.29% | – |
| V | New | Visa, Inc. | $328,000 | – | 1,700 | – | 0.29% | – |
| MMC | New | Marsh and McLennan Cos., Inc. | $327,000 | – | 3,050 | – | 0.29% | – |
| DLR | New | Digital Realty Trust, Inc. | $327,000 | – | 2,300 | – | 0.29% | – |
| VIAC | New | ViacomCBS, Inc.cl b | $326,000 | – | 14,000 | – | 0.29% | – |
| TMO | New | Thermo Fisher Scientific, Inc. | $326,000 | – | 900 | – | 0.29% | – |
| HD | New | Home Depot, Inc./The | $326,000 | – | 1,300 | – | 0.29% | – |
| PPL | New | PPL Corp. | $326,000 | – | 12,600 | – | 0.29% | – |
| CMCSA | New | Comcast Corp.cl a | $325,000 | – | 8,350 | – | 0.29% | – |
| TREX | New | Trex Co., Inc. | $325,000 | – | 2,500 | – | 0.29% | – |
| MRK | New | Merck & Co., Inc. | $325,000 | – | 4,200 | – | 0.29% | – |
| TGT | New | Target Corp. | $324,000 | – | 2,700 | – | 0.29% | – |
| UNH | New | UnitedHealth Group, Inc. | $324,000 | – | 1,100 | – | 0.29% | – |
| TAK | New | Takeda Pharmaceutical Co. Ltd.sponsored ads | $323,000 | – | 18,000 | – | 0.29% | – |
| SNX | New | SYNNEX Corp. | $323,000 | – | 2,700 | – | 0.29% | – |
| ICE | New | Intercontinental Exchange, Inc. | $321,000 | – | 3,500 | – | 0.29% | – |
| CVX | New | Chevron Corp. | $321,000 | – | 3,600 | – | 0.29% | – |
| XOM | New | Exxon Mobil Corp. | $322,000 | – | 7,200 | – | 0.29% | – |
| CNP | New | CenterPoint Energy, Inc. | $321,000 | – | 17,200 | – | 0.29% | – |
| CIEN | New | Ciena Corp. | $320,000 | – | 5,900 | – | 0.29% | – |
| ALL | New | Allstate Corp. | $320,000 | – | 3,300 | – | 0.29% | – |
| ENTG | New | Entegris, Inc. | $319,000 | – | 5,400 | – | 0.29% | – |
| HEI | New | HEICO Corp. | $319,000 | – | 3,200 | – | 0.29% | – |
| D | New | Dominion Resources, Inc. | $317,000 | – | 3,900 | – | 0.28% | – |
| LMT | New | Lockheed Martin Corp. | $317,000 | – | 870 | – | 0.28% | – |
| FIZZ | New | National Beverage Corp. | $317,000 | – | 5,200 | – | 0.28% | – |
| TECH | New | Bio-Techne Corp. | $317,000 | – | 1,200 | – | 0.28% | – |
| EQIX | New | Equinix, Inc. | $316,000 | – | 450 | – | 0.28% | – |
| FTNT | New | Fortinet, Inc. | $316,000 | – | 2,300 | – | 0.28% | – |
| FELE | New | Franklin Electric Co., Inc. | $315,000 | – | 6,000 | – | 0.28% | – |
| IT | New | Gartner, Inc. | $315,000 | – | 2,600 | – | 0.28% | – |
| KMI | New | Kinder Morgan, Inc. | $314,000 | – | 20,700 | – | 0.28% | – |
| CACC | New | Credit Acceptance Corp. | $314,000 | – | 750 | – | 0.28% | – |
| INTC | New | Intel Corp. | $314,000 | – | 5,250 | – | 0.28% | – |
| SBUX | New | Starbucks Corp. | $313,000 | – | 4,250 | – | 0.28% | – |
| WMT | New | Wal-Mart Stores, Inc. | $311,000 | – | 2,600 | – | 0.28% | – |
| SO | New | Southern Co./The | $311,000 | – | 6,000 | – | 0.28% | – |
| REGN | New | Regeneron Pharmaceuticals, Inc. | $312,000 | – | 500 | – | 0.28% | – |
| DUK | New | Duke Energy Corp. | $312,000 | – | 3,900 | – | 0.28% | – |
| EXC | New | Exelon Corp. | $312,000 | – | 8,600 | – | 0.28% | – |
| PAYC | New | Paycom Software, Inc. | $310,000 | – | 1,000 | – | 0.28% | – |
| JNJ | New | Johnson and Johnson | $309,000 | – | 2,200 | – | 0.28% | – |
| CYBR | New | CyberArk Software Ltd. | $308,000 | – | 3,100 | – | 0.28% | – |
| CERN | New | Cerner Corp. | $308,000 | – | 4,500 | – | 0.28% | – |
| DIS | New | Walt Disney Co./The | $307,000 | – | 2,750 | – | 0.28% | – |
| SYK | New | Stryker Corp. | $306,000 | – | 1,700 | – | 0.27% | – |
| BMY | New | Bristol-Myers Squibb Co. | $306,000 | – | 5,200 | – | 0.27% | – |
| CGNX | New | Cognex Corp. | $305,000 | – | 5,100 | – | 0.27% | – |
| GPN | New | Global Payments, Inc. | $305,000 | – | 1,800 | – | 0.27% | – |
| GMED | New | Globus Medical, Inc.cl a | $305,000 | – | 6,400 | – | 0.27% | – |
| LHX | New | L3 Harris Technologies, Inc. | $305,000 | – | 1,800 | – | 0.27% | – |
| NBIX | New | Neurocrine Biosciences Inc. | $305,000 | – | 2,500 | – | 0.27% | – |
| MDT | New | Medtronic PLC | $303,000 | – | 3,300 | – | 0.27% | – |
| TTEC | New | TTEC Holdings, Inc. | $303,000 | – | 6,500 | – | 0.27% | – |
| CBRE | New | CBRE Group, Inc.cl a | $303,000 | – | 6,700 | – | 0.27% | – |
| KKR | New | KKR & Co. LP | $300,000 | – | 9,700 | – | 0.27% | – |
| RP | New | RealPage, Inc. | $299,000 | – | 4,600 | – | 0.27% | – |
| CONE | New | CyrusOne, Inc. | $298,000 | – | 4,100 | – | 0.27% | – |
| GOOGL | New | Alphabet, Inc.cap stk cl a | $298,000 | – | 210 | – | 0.27% | – |
| PSX | New | Phillips 66 | $298,000 | – | 4,150 | – | 0.27% | – |
| JNCE | New | Jounce Therapeutics, Inc. | $297,000 | – | 43,000 | – | 0.27% | – |
| STZ | New | Constellation Brands, Inc.cl a | $297,000 | – | 1,700 | – | 0.27% | – |
| RJF | New | Raymond James Financial, Inc. | $296,000 | – | 4,300 | – | 0.26% | – |
| NEM | New | Newmont Goldcorp Corp. | $296,000 | – | 4,800 | – | 0.26% | – |
| FDS | New | FactSet Research Systems, Inc. | $296,000 | – | 900 | – | 0.26% | – |
| AMAT | New | Applied Materials, Inc. | $296,000 | – | 4,900 | – | 0.26% | – |
| FB | New | Facebook, Inc.cl a | $295,000 | – | 1,300 | – | 0.26% | – |
| CME | New | CME Group, Inc. | $293,000 | – | 1,800 | – | 0.26% | – |
| KLAC | New | KLA-Tencor Corp. | $292,000 | – | 1,500 | – | 0.26% | – |
| PODD | New | Insulet Corp. | $291,000 | – | 1,500 | – | 0.26% | – |
| CTLT | New | Catalent, Inc. | $290,000 | – | 3,950 | – | 0.26% | – |
| SHW | New | Sherwin-Williams Co./The | $289,000 | – | 500 | – | 0.26% | – |
| EVRG | New | Evergy, Inc. | $288,000 | – | 4,850 | – | 0.26% | – |
| SSNC | New | SS&C Technologies Holdings, Inc. | $288,000 | – | 5,100 | – | 0.26% | – |
| TRU | New | TransUnion | $287,000 | – | 3,300 | – | 0.26% | – |
| ISRG | New | Intuitive Surgical, Inc. | $285,000 | – | 500 | – | 0.26% | – |
| EHC | New | Encompass Health Corp. | $285,000 | – | 4,600 | – | 0.26% | – |
| XYL | New | Xylem, Inc. | $283,000 | – | 4,350 | – | 0.25% | – |
| CPRT | New | Copart, Inc. | $283,000 | – | 3,400 | – | 0.25% | – |
| TW | New | Tradeweb Markets, Inc.cl a | $282,000 | – | 4,850 | – | 0.25% | – |
| INTU | New | Intuit, Inc. | $281,000 | – | 950 | – | 0.25% | – |
| LOGM | New | LogMeIn, Inc. | $280,000 | – | 3,300 | – | 0.25% | – |
| PFE | New | Pfizer, Inc. | $280,000 | – | 8,550 | – | 0.25% | – |
| TDY | New | Teledyne Technologies, Inc. | $280,000 | – | 900 | – | 0.25% | – |
| IRBT | New | iRobot Corp. | $277,000 | – | 3,300 | – | 0.25% | – |
| NTLA | New | Intellia Therapeutics, Inc. | $277,000 | – | 13,200 | – | 0.25% | – |
| TWST | New | Twist Bioscience Corp. | $276,000 | – | 6,100 | – | 0.25% | – |
| AJG | New | Arthur J Gallagher & Co. | $273,000 | – | 2,800 | – | 0.24% | – |
| COST | New | Costco Wholesale Corp. | $273,000 | – | 900 | – | 0.24% | – |
| SFIX | New | Stitch Fix, Inc. | $274,000 | – | 11,000 | – | 0.24% | – |
| MU | New | Micron Technology, Inc. | $273,000 | – | 5,300 | – | 0.24% | – |
| MANT | New | ManTech International Corp.cl a | $274,000 | – | 4,000 | – | 0.24% | – |
| ALGN | New | Align Technology, Inc. | $274,000 | – | 1,000 | – | 0.24% | – |
| ROP | New | Roper Technologies, Inc. | $272,000 | – | 700 | – | 0.24% | – |
| AMKR | New | Amkor Technology, Inc. | $271,000 | – | 22,000 | – | 0.24% | – |
| EXEL | New | Exelixis, Inc. | $271,000 | – | 11,400 | – | 0.24% | – |
| CHE | New | Chemed Corp. | $271,000 | – | 600 | – | 0.24% | – |
| PEN | New | Penumbra, Inc. | $268,000 | – | 1,500 | – | 0.24% | – |
| CXO | New | Concho Resources, Inc. | $263,000 | – | 5,100 | – | 0.24% | – |
| SMSI | New | Smith Micro Software, Inc. | $263,000 | – | 59,000 | – | 0.24% | – |
| DKS | New | Dick's Sporting Goods, Inc. | $264,000 | – | 6,400 | – | 0.24% | – |
| APAM | New | Artisan Partners Asset Management, Inc.cl a | $260,000 | – | 8,000 | – | 0.23% | – |
| AME | New | AMETEK, Inc. | $259,000 | – | 2,900 | – | 0.23% | – |
| CDW | New | CDW Corp. | $256,000 | – | 2,200 | – | 0.23% | – |
| OLED | New | Universal Display Corp. | $254,000 | – | 1,700 | – | 0.23% | – |
| NUE | New | Nucor Corp. | $253,000 | – | 6,100 | – | 0.23% | – |
| TWTR | New | Twitter, Inc. | $250,000 | – | 8,400 | – | 0.22% | – |
| JCOM | New | j2 Global, Inc. | $247,000 | – | 3,900 | – | 0.22% | – |
| TSM | New | Taiwan Semiconductor Manufacturing Co. Ltd.sponsored ads | $244,000 | – | 4,300 | – | 0.22% | – |
| BIIB | New | Biogen, Inc. | $241,000 | – | 900 | – | 0.22% | – |
| RPM | New | RPM International, Inc. | $240,000 | – | 3,200 | – | 0.22% | – |
| MMS | New | MAXIMUS, Inc. | $232,000 | – | 3,300 | – | 0.21% | – |
| New | Perion Network Ltd. | $230,000 | – | 44,000 | – | 0.21% | – | |
| MTN | New | Vail Resorts, Inc. | $228,000 | – | 1,250 | – | 0.20% | – |
| RMBS | New | Rambus, Inc. | $228,000 | – | 15,000 | – | 0.20% | – |
| ENTA | New | Enanta Pharmaceuticals, Inc. | $226,000 | – | 4,500 | – | 0.20% | – |
| ORA | New | Ormat Technologies, Inc. | $222,000 | – | 3,500 | – | 0.20% | – |
| GGG | New | Graco, Inc. | $221,000 | – | 4,600 | – | 0.20% | – |
| TTC | New | Toro Co./The | $212,000 | – | 3,200 | – | 0.19% | – |
| GLOB | New | Globant SA | $210,000 | – | 1,400 | – | 0.19% | – |
| THC | New | Tenet Healthcare Corp. | $194,000 | – | 10,700 | – | 0.17% | – |
| MGIC | New | Magic Software Enterprises Ltd.ord | $113,000 | – | 10,000 | – | 0.10% | – |
Q4 2019
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| T | Sell | AT&T, Inc. | $1,245,000 | -46.5% | 32,900 | -52.7% | 0.67% | -23.8% |
| CVS | Sell | CVS Health Corp. | $1,211,000 | -40.9% | 19,200 | -48.9% | 0.65% | -15.7% |
| CCI | Buy | Crown Castle International Corp. | $1,195,000 | +471.8% | 8,600 | +437.5% | 0.64% | +713.9% |
| NOVT | Buy | Novanta, Inc. | $1,190,000 | -0.5% | 14,568 | +14.8% | 0.64% | +42.1% |
| JHG | Buy | Janus Henderson Group PLC | $1,163,000 | +170.5% | 51,800 | +157.7% | 0.63% | +286.4% |
| LRCX | Sell | Lam Research Corp. | $1,156,000 | -41.4% | 5,000 | -52.4% | 0.62% | -16.4% |
| EV | Buy | Eaton Vance Corp. | $1,141,000 | +20.7% | 25,400 | +16.0% | 0.61% | +72.0% |
| KEY | Sell | KeyCorp | $1,133,000 | -51.2% | 63,500 | -51.4% | 0.61% | -30.4% |
| DOW | Buy | Dow, Inc. | $1,126,000 | +174.0% | 23,633 | +183.6% | 0.61% | +291.0% |
| BGCP | Sell | BGC Partners, Inc.cl a | $1,106,000 | -55.4% | 201,000 | -57.6% | 0.60% | -36.3% |
| TX | Buy | Ternium SAsponsored ads | $1,086,000 | +118.1% | 56,600 | +155.0% | 0.58% | +211.2% |
| SCCO | Buy | Southern Copper Corp. | $1,085,000 | +121.4% | 31,800 | +152.4% | 0.58% | +215.7% |
| UPS | Sell | United Parcel Service, Inc.cl b | $1,078,000 | -58.2% | 9,000 | -64.0% | 0.58% | -40.5% |
| NMRK | Sell | Newmark Group, Inc.cl a | $1,078,000 | -57.0% | 119,000 | -57.4% | 0.58% | -38.8% |
| PPL | Sell | PPL Corp. | $1,071,000 | -70.2% | 34,000 | -70.7% | 0.58% | -57.5% |
| LCII | Sell | LCI Industries | $1,065,000 | -6.7% | 11,600 | -8.5% | 0.57% | +32.9% |
| RDSA | Sell | Royal Dutch Shell PLC ADRspons adr a | $1,059,000 | -83.7% | 18,000 | -82.0% | 0.57% | -76.8% |
| XOM | Sell | Exxon Mobil Corp. | $1,059,000 | -72.4% | 15,000 | -70.0% | 0.57% | -60.6% |
| STLD | Buy | Steel Dynamics, Inc. | $1,052,000 | +132.2% | 35,300 | +135.3% | 0.57% | +231.0% |
| BP | Sell | BP PLCsponsored adr | $1,045,000 | -83.3% | 27,500 | -81.7% | 0.56% | -76.2% |
| SHI | Buy | Sinopec Shanghai Petrochemical Co. Ltd.spon adr h | $1,034,000 | +108.9% | 35,400 | +185.5% | 0.56% | +197.9% |
| NUE | New | Nucor Corp. | $1,031,000 | – | 20,250 | – | 0.56% | – |
| TPR | Sell | Tapestry, Inc. | $1,019,000 | -46.8% | 39,100 | -35.3% | 0.55% | -24.1% |
| BXG | Buy | Bluegreen Vacations Corp. | $1,011,000 | +121.7% | 108,500 | +178.2% | 0.54% | +216.3% |
| TAP | New | Molson Coors Brewing Co.cl b | $1,006,000 | – | 17,500 | – | 0.54% | – |
| MPC | New | Marathon Petroleum Corp. | $1,002,000 | – | 16,500 | – | 0.54% | – |
| CNP | New | CenterPoint Energy, Inc. | $999,000 | – | 33,100 | – | 0.54% | – |
| OSB | Buy | Norbord, Inc. | $982,000 | +296.0% | 41,000 | +310.0% | 0.53% | +462.8% |
| PSX | New | Phillips 66 | $973,000 | – | 9,500 | – | 0.52% | – |
| ARES | Sell | Ares Management Corp. | $965,000 | -74.6% | 36,000 | -75.2% | 0.52% | -63.7% |
| CUK | Buy | Carnival PLCadr | $963,000 | +110.7% | 22,900 | +126.7% | 0.52% | +201.7% |
| APO | New | Apollo Global Management LLC | $938,000 | – | 24,800 | – | 0.50% | – |
| VIRT | Buy | Virtu Financial, Inc.cl a | $879,000 | +94.0% | 53,700 | +158.2% | 0.47% | +176.6% |
| LAD | New | Lithia Motors, Inc.cl a | $874,000 | – | 6,600 | – | 0.47% | – |
| PAYC | Sell | Paycom Software, Inc. | $832,000 | -46.1% | 3,970 | -41.7% | 0.45% | -23.0% |
| BMY | New | Bristol-Myers Squibb Co. | $680,000 | – | 13,400 | – | 0.37% | – |
| MTH | New | Meritage Homes Corp. | $633,000 | – | 9,000 | – | 0.34% | – |
| HCSG | New | Healthcare Services Group, Inc. | $632,000 | – | 26,000 | – | 0.34% | – |
| OUT | New | OUTFRONT Media, Inc. | $597,000 | – | 21,500 | – | 0.32% | – |
| ITRN | New | Ituran Location and Control Ltd. | $578,000 | – | 23,300 | – | 0.31% | – |
| ACN | Sell | Accenture PLC | $481,000 | -16.1% | 2,500 | -19.4% | 0.26% | +19.9% |
| AMT | Sell | American Tower Corp. | $475,000 | -22.5% | 2,150 | -28.3% | 0.26% | +10.8% |
| CRI | Buy | Carter's, Inc. | $465,000 | +36.4% | 5,100 | +45.7% | 0.25% | +93.8% |
| AJG | Sell | Arthur J Gallagher & Co. | $457,000 | -18.5% | 5,100 | -20.3% | 0.25% | +16.0% |
| EFC | Sell | Ellington Financial, Inc. | $452,000 | -69.0% | 25,000 | -69.1% | 0.24% | -55.8% |
| CHRW | Buy | CH Robinson Worldwide, Inc. | $424,000 | +47.7% | 5,000 | +47.1% | 0.23% | +111.1% |
| LRN | New | K12, Inc. | $401,000 | – | 15,200 | – | 0.22% | – |
| NEOG | Sell | Neogen Corp. | $375,000 | +2.5% | 5,500 | -6.8% | 0.20% | +46.4% |
| RELX | Sell | RELX PLCsponsored adr | $337,000 | -33.0% | 14,200 | -31.1% | 0.18% | -4.7% |
| TTEC | New | TTEC Holdings, Inc. | $311,000 | – | 6,500 | – | 0.17% | – |
| DLTR | New | Dollar Tree, Inc. | $308,000 | – | 2,700 | – | 0.17% | – |
| DG | Sell | Dollar General Corp. | $302,000 | -27.9% | 1,900 | -38.7% | 0.16% | +3.2% |
| ANIP | New | ANI Pharmaceuticals, Inc. | $295,000 | – | 4,050 | – | 0.16% | – |
| ACRE | Sell | Ares Commercial Real Estate Corp. | $289,000 | -92.7% | 19,000 | -92.8% | 0.16% | -89.5% |
| DE | New | Deere & Co. | $287,000 | – | 1,700 | – | 0.16% | – |
| GWRE | New | Guidewire Software, Inc. | $285,000 | – | 2,700 | – | 0.15% | – |
| IPGP | New | IPG Photonics Corp. | $285,000 | – | 2,100 | – | 0.15% | – |
| SAIA | New | Saia, Inc. | $281,000 | – | 3,000 | – | 0.15% | – |
| BIIB | New | Biogen, Inc. | $279,000 | – | 1,200 | – | 0.15% | – |
| TSM | New | Taiwan Semiconductor Manufacturing Co. Ltd.sponsored ads | $279,000 | – | 6,000 | – | 0.15% | – |
| SHW | Sell | Sherwin-Williams Co./The | $275,000 | -25.1% | 500 | -37.5% | 0.15% | +6.5% |
| CPRT | Sell | Copart, Inc. | $273,000 | -39.1% | 3,400 | -43.3% | 0.15% | -13.0% |
| UTX | New | United Technologies Corp. | $273,000 | – | 2,000 | – | 0.15% | – |
| XYL | New | Xylem, Inc. | $271,000 | – | 3,400 | – | 0.15% | – |
| LAMR | Sell | Lamar Advertising Co.cl a | $270,000 | -63.7% | 3,300 | -64.1% | 0.14% | -48.2% |
| CTAS | Sell | Cintas Corp. | $268,000 | -29.5% | 1,000 | -37.5% | 0.14% | +0.7% |
| EME | New | EMCOR Group, Inc. | $267,000 | – | 3,100 | – | 0.14% | – |
| OTEX | New | Open Text Corp. | $265,000 | – | 6,500 | – | 0.14% | – |
| SYF | New | Synchrony Financial | $266,000 | – | 7,800 | – | 0.14% | – |
| JKHY | Sell | Jack Henry & Associates, Inc. | $263,000 | -24.4% | 1,800 | -30.8% | 0.14% | +8.4% |
| PKI | New | PerkinElmer, Inc. | $264,000 | – | 3,100 | – | 0.14% | – |
| JLL | New | Jones Lang LaSalle, Inc. | $264,000 | – | 1,900 | – | 0.14% | – |
| CSL | New | Carlisle Cos., Inc. | $262,000 | – | 1,800 | – | 0.14% | – |
| NOC | New | Northrop Grumman Corp. | $262,000 | – | 700 | – | 0.14% | – |
| TMO | Sell | Thermo Fisher Scientific, Inc. | $262,000 | -31.4% | 900 | -30.8% | 0.14% | -2.1% |
| WLK | New | Westlake Chemical Corp. | $262,000 | – | 4,000 | – | 0.14% | – |
| SIMO | New | Silicon Motion Technology Corp.sponsored adr | $262,000 | – | 7,400 | – | 0.14% | – |
| ORA | Sell | Ormat Technologies, Inc. | $260,000 | -28.0% | 3,500 | -38.6% | 0.14% | +2.9% |
| MDC | New | M.D.C. Holdings, Inc. | $259,000 | – | 6,000 | – | 0.14% | – |
| COST | Sell | Costco Wholesale Corp. | $259,000 | -30.0% | 900 | -35.7% | 0.14% | -0.7% |
| PAYX | New | Paychex, Inc. | $257,000 | – | 3,100 | – | 0.14% | – |
| TAK | New | Takeda Pharmaceutical Co. Ltd.sponsored ads | $256,000 | – | 14,900 | – | 0.14% | – |
| ADI | New | Analog Devices, Inc. | $257,000 | – | 2,300 | – | 0.14% | – |
| GOOGL | New | Alphabet, Inc.cap stk cl a | $256,000 | – | 210 | – | 0.14% | – |
| PAGS | Sell | Pagseguro Digital Ltd. | $255,000 | -33.2% | 5,500 | -43.9% | 0.14% | -4.9% |
| VVI | Sell | Viad Corp. | $255,000 | -31.3% | 3,800 | -32.1% | 0.14% | -2.1% |
| JBHT | New | JB Hunt Transport Services, Inc. | $254,000 | – | 2,300 | – | 0.14% | – |
| MMS | Sell | MAXIMUS, Inc. | $255,000 | -23.7% | 3,300 | -28.3% | 0.14% | +8.7% |
| MASI | Sell | Masimo Corp. | $253,000 | -37.1% | 1,700 | -37.0% | 0.14% | -10.5% |
| ALGN | New | Align Technology, Inc. | $253,000 | – | 1,400 | – | 0.14% | – |
| INTU | Sell | Intuit, Inc. | $253,000 | -39.5% | 950 | -40.6% | 0.14% | -13.9% |
| CRM | New | salesforce.com, Inc. | $252,000 | – | 1,700 | – | 0.14% | – |
| UHS | Sell | Universal Health Services, Inc.cl b | $253,000 | -25.4% | 1,700 | -34.6% | 0.14% | +6.2% |
| LHX | New | L3 Harris Technologies, Inc. | $250,000 | – | 1,200 | – | 0.14% | – |
| ROP | Sell | Roper Technologies, Inc. | $250,000 | -38.0% | 700 | -36.4% | 0.14% | -11.2% |
| CHE | Sell | Chemed Corp. | $251,000 | -42.0% | 600 | -50.0% | 0.14% | -17.2% |
| CBM | New | Cambrex Corp. | $250,000 | – | 4,200 | – | 0.14% | – |
| ADBE | Sell | Adobe Systems, Inc. | $249,000 | -39.7% | 900 | -35.7% | 0.13% | -14.1% |
| FTNT | New | Fortinet, Inc. | $246,000 | – | 3,200 | – | 0.13% | – |
| IEX | Sell | IDEX Corp. | $246,000 | -39.3% | 1,500 | -36.2% | 0.13% | -13.7% |
| EXLS | New | ExlService Holdings, Inc. | $241,000 | – | 3,600 | – | 0.13% | – |
| FIS | Sell | Fidelity National Information Services, Inc. | $239,000 | -32.9% | 1,800 | -37.9% | 0.13% | -3.7% |
| KLAC | New | KLA-Tencor Corp. | $239,000 | – | 1,500 | – | 0.13% | – |
| EPAM | New | EPAM Systems, Inc. | $237,000 | – | 1,300 | – | 0.13% | – |
| LHCG | Sell | LHC Group, Inc. | $238,000 | -37.9% | 2,100 | -34.4% | 0.13% | -11.7% |
| THO | New | Thor Industries, Inc. | $227,000 | – | 4,000 | – | 0.12% | – |
| HEI | Sell | HEICO Corp. | $225,000 | -42.0% | 1,800 | -37.9% | 0.12% | -17.1% |
| GMED | New | Globus Medical, Inc.cl a | $225,000 | – | 4,400 | – | 0.12% | – |
| FDS | Sell | FactSet Research Systems, Inc. | $219,000 | -45.4% | 900 | -35.7% | 0.12% | -21.9% |
| LNT | New | Alliant Energy Corp. | $216,000 | – | 4,000 | – | 0.12% | – |
| OC | New | Owens Corning | $215,000 | – | 3,400 | – | 0.12% | – |
| ES | New | Eversource Energy | $214,000 | – | 2,500 | – | 0.12% | – |
| DGX | Sell | Quest Diagnostics, Inc. | $214,000 | -58.0% | 2,000 | -60.0% | 0.12% | -40.1% |
| HNNA | New | Hennessy Advisors, Inc. | $212,000 | – | 19,650 | – | 0.11% | – |
| JJSF | New | J&J Snack Foods Corp. | $211,000 | – | 1,100 | – | 0.11% | – |
| SGC | New | Superior Uniform Group, Inc. | $211,000 | – | 13,100 | – | 0.11% | – |
| MGIC | New | Magic Software Enterprises Ltd.ord | $206,000 | – | 22,400 | – | 0.11% | – |
| TROW | New | T. Rowe Price Group, Inc. | $206,000 | – | 1,800 | – | 0.11% | – |
| LSTR | New | Landstar System, Inc. | $203,000 | – | 1,800 | – | 0.11% | – |
| MERC | New | Mercer International, Inc. | $203,000 | – | 16,200 | – | 0.11% | – |
| IDA | New | IDACORP, Inc. | $203,000 | – | 1,800 | – | 0.11% | – |
| AGX | New | Argan, Inc. | $200,000 | – | 5,100 | – | 0.11% | – |
| ULTA | New | Ulta Beauty, Inc. | $201,000 | – | 800 | – | 0.11% | – |
| SWX | New | Southwest Gas Corp. | $200,000 | – | 2,200 | – | 0.11% | – |
| DEI | New | Douglas Emmett, Inc. | $201,000 | – | 4,700 | – | 0.11% | – |
| RES | Exit | RPC, Inc. | $0 | – | -17,000 | – | -0.05% | – |
| TEN | Exit | Tenneco, Inc. | $0 | – | -12,900 | – | -0.05% | – |
| LUMN | Exit | CenturyLink, Inc. | $0 | – | -15,400 | – | -0.07% | – |
| NWL | Exit | Newell Brands, Inc. | $0 | – | -11,800 | – | -0.07% | – |
| DBI | Exit | Designer Brands, Inc.cl a | $0 | – | -10,300 | – | -0.07% | – |
| GIII | Exit | G-III Apparel Group Ltd. | $0 | – | -6,900 | – | -0.08% | – |
| CRESY | Exit | Cresud S.A.sponsored adr | $0 | – | -21,517 | – | -0.08% | – |
| AR | Exit | Antero Resources Corp. | $0 | – | -42,000 | – | -0.09% | – |
| MSI | Exit | Motorola Solutions, Inc. | $0 | – | -1,500 | – | -0.09% | – |
| MIK | Exit | Michaels Cos, Inc./The | $0 | – | -29,300 | – | -0.10% | – |
| CTRL | Exit | Control4 Corp. | $0 | – | -10,760 | – | -0.10% | – |
| HF | Exit | HFF, Inc.cl a | $0 | – | -5,640 | – | -0.10% | – |
| NOAH | Exit | Noah Holdings Ltd.spon ads cl a | $0 | – | -6,400 | – | -0.10% | – |
| MYL | Exit | Mylan NV | $0 | – | -16,500 | – | -0.12% | – |
| HRS | Exit | L3 Harris Technologies, Inc. | $0 | – | -1,700 | – | -0.12% | – |
| MKL | Exit | Markel Corp. | $0 | – | -300 | – | -0.12% | – |
| LOPE | Exit | Grand Canyon Education, Inc. | $0 | – | -3,000 | – | -0.13% | – |
| UVE | Exit | Universal Insurance Holdings, Inc. | $0 | – | -13,120 | – | -0.14% | – |
| TTMI | Exit | TTM Technologies, Inc. | $0 | – | -36,890 | – | -0.14% | – |
| CAG | Exit | ConAgra Foods, Inc. | $0 | – | -14,600 | – | -0.15% | – |
| COMM | Exit | CommScope Holding Co., Inc. | $0 | – | -25,700 | – | -0.15% | – |
| ZBH | Exit | Zimmer Biomet Holdings, Inc. | $0 | – | -3,500 | – | -0.16% | – |
| ENTA | Exit | Enanta Pharmaceuticals, Inc. | $0 | – | -6,034 | – | -0.19% | – |
| GLPI | Exit | Gaming and Leisure Properties, Inc. | $0 | – | -15,000 | – | -0.22% | – |
| WY | Exit | Weyerhaeuser Co. | $0 | – | -22,300 | – | -0.22% | – |
| NBL | Exit | Noble Energy, Inc. | $0 | – | -26,500 | – | -0.22% | – |
| IRM | Exit | Iron Mountain, Inc. | $0 | – | -19,100 | – | -0.23% | – |
| HPE | Exit | Hewlett Packard Enterprise Co. | $0 | – | -40,900 | – | -0.23% | – |
| MED | Exit | Medifast, Inc. | $0 | – | -4,900 | – | -0.24% | – |
| KR | Exit | Kroger Co./The | $0 | – | -29,000 | – | -0.24% | – |
| DXC | Exit | DXC Technology Co. | $0 | – | -12,000 | – | -0.25% | – |
| DVN | Exit | Devon Energy Corp. | $0 | – | -25,200 | – | -0.27% | – |
| SLM | Exit | SLM Corp. | $0 | – | -79,700 | – | -0.29% | – |
| ETFC | Exit | E TRADE Financial Corp. | $0 | – | -17,500 | – | -0.30% | – |
| AAP | Exit | Advance Auto Parts, Inc. | $0 | – | -5,100 | – | -0.30% | – |
| EQH | Exit | AXA Equitable Holdings, Inc. | $0 | – | -39,000 | – | -0.31% | – |
| ABC | Exit | AmerisourceBergen Corp. | $0 | – | -9,600 | – | -0.31% | – |
| LNC | Exit | Lincoln National Corp. | $0 | – | -13,300 | – | -0.32% | – |
| MSM | Exit | MSC Industrial Direct Co., Inc.cl a | $0 | – | -11,600 | – | -0.32% | – |
| DVA | Exit | DaVita, Inc. | $0 | – | -15,300 | – | -0.32% | – |
| ALLY | Exit | Ally Financial, Inc. | $0 | – | -29,500 | – | -0.34% | – |
| LTC | Exit | LTC Properties, Inc. | $0 | – | -20,000 | – | -0.34% | – |
| RS | Exit | Reliance Steel & Aluminum Co. | $0 | – | -9,800 | – | -0.35% | – |
| LSI | Exit | Life Storage, Inc. | $0 | – | -10,300 | – | -0.37% | – |
| DX | Exit | Dynex Capital, Inc. | $0 | – | -59,000 | – | -0.37% | – |
| MFA | Exit | MFA Financial, Inc. | $0 | – | -140,000 | – | -0.38% | – |
| PMT | Exit | PennyMac Mortgage Investment Trust | $0 | – | -47,000 | – | -0.39% | – |
| RWT | Exit | Redwood Trust, Inc. | $0 | – | -62,000 | – | -0.39% | – |
| OLLI | Exit | Ollie's Bargain Outlet Holdings, Inc. | $0 | – | -12,199 | – | -0.40% | – |
| SEMG | Exit | SemGroup Corp.cl a | $0 | – | -120,000 | – | -0.54% | – |
| Exit | Huron Consulting Group, Inc.note 1.250%10/0 | $0 | – | -2,000,000 | – | -0.75% | – | |
| KREF | Exit | KKR Real Estate Finance Trust, Inc. | $0 | – | -100,000 | – | -0.75% | – |
| CIM | Exit | Chimera Investment Corp. | $0 | – | -106,500 | – | -0.76% | – |
| NYMT | Exit | New York Mortgage Trust, Inc. | $0 | – | -325,000 | – | -0.76% | – |
| Exit | Twitter, Inc.note 0.250% 9/1 | $0 | – | -2,050,000 | – | -0.77% | – | |
| LADR | Exit | Ladder Capital Corp.cl a | $0 | – | -137,520 | – | -0.86% | – |
| AGNC | Exit | AGNC Investment Corp. | $0 | – | -179,000 | – | -1.14% | – |
| TWO | Exit | Two Harbors Investment Corp. | $0 | – | -239,000 | – | -1.14% | – |
| TRTX | Exit | TPG RE Finance Trust, Inc. | $0 | – | -159,500 | – | -1.16% | – |
| IVR | Exit | Invesco Mortgage Capital, Inc. | $0 | – | -191,000 | – | -1.16% | – |
| NLY | Exit | Annaly Capital Management, Inc. | $0 | – | -442,000 | – | -1.52% | – |
| STWD | Exit | Starwood Property Trust, Inc. | $0 | – | -180,000 | – | -1.54% | – |
| NRZ | Exit | New Residential Investment Corp. | $0 | – | -278,000 | – | -1.62% | – |
| GPMT | Exit | Granite Point Mortgage Trust, Inc. | $0 | – | -280,000 | – | -2.03% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | RWT Holdings, Inc.note 5.625%11/1 | $10,727,000 | – | 10,636,000 | – | 4.05% | – | |
| New | PRA Group, Inc.note 3.000% 8/0 | $9,729,000 | – | 9,775,000 | – | 3.67% | – | |
| New | PennyMac Corp.note 5.375% 5/0 | $9,210,000 | – | 9,081,000 | – | 3.48% | – | |
| RDSA | New | Royal Dutch Shell PLC ADRspons adr a | $6,507,000 | – | 100,000 | – | 2.46% | – |
| BP | New | BP PLCsponsored adr | $6,255,000 | – | 150,000 | – | 2.36% | – |
| GPMT | New | Granite Point Mortgage Trust, Inc. | $5,373,000 | – | 280,000 | – | 2.03% | – |
| NRZ | New | New Residential Investment Corp. | $4,278,000 | – | 278,000 | – | 1.62% | – |
| STWD | New | Starwood Property Trust, Inc. | $4,090,000 | – | 180,000 | – | 1.54% | – |
| NLY | New | Annaly Capital Management, Inc. | $4,035,000 | – | 442,000 | – | 1.52% | – |
| ACRE | New | Ares Commercial Real Estate Corp. | $3,938,000 | – | 265,000 | – | 1.49% | – |
| XOM | New | Exxon Mobil Corp. | $3,832,000 | – | 50,000 | – | 1.45% | – |
| ARES | New | Ares Management Corp. | $3,795,000 | – | 145,000 | – | 1.43% | – |
| PPL | New | PPL Corp. | $3,594,000 | – | 115,900 | – | 1.36% | – |
| IVR | New | Invesco Mortgage Capital, Inc. | $3,079,000 | – | 191,000 | – | 1.16% | – |
| TRTX | New | TPG RE Finance Trust, Inc. | $3,077,000 | – | 159,500 | – | 1.16% | – |
| TWO | New | Two Harbors Investment Corp. | $3,028,000 | – | 239,000 | – | 1.14% | – |
| AGNC | New | AGNC Investment Corp. | $3,011,000 | – | 179,000 | – | 1.14% | – |
| UPS | New | United Parcel Service, Inc.cl b | $2,582,000 | – | 25,000 | – | 0.98% | – |
| NMRK | New | Newmark Group, Inc.cl a | $2,509,000 | – | 279,358 | – | 0.95% | – |
| BGCP | New | BGC Partners, Inc.cl a | $2,478,000 | – | 473,800 | – | 0.94% | – |
| T | New | AT&T, Inc. | $2,329,000 | – | 69,500 | – | 0.88% | – |
| KEY | New | KeyCorp | $2,320,000 | – | 130,700 | – | 0.88% | – |
| LADR | New | Ladder Capital Corp.cl a | $2,284,000 | – | 137,520 | – | 0.86% | – |
| CVS | New | CVS Health Corp. | $2,049,000 | – | 37,600 | – | 0.77% | – |
| New | Twitter, Inc.note 0.250% 9/1 | $2,043,000 | – | 2,050,000 | – | 0.77% | – | |
| NYMT | New | New York Mortgage Trust, Inc. | $2,015,000 | – | 325,000 | – | 0.76% | – |
| CIM | New | Chimera Investment Corp. | $2,010,000 | – | 106,500 | – | 0.76% | – |
| New | Huron Consulting Group, Inc.note 1.250%10/0 | $1,991,000 | – | 2,000,000 | – | 0.75% | – | |
| KREF | New | KKR Real Estate Finance Trust, Inc. | $1,992,000 | – | 100,000 | – | 0.75% | – |
| LRCX | New | Lam Research Corp. | $1,972,000 | – | 10,500 | – | 0.74% | – |
| TPR | New | Tapestry, Inc. | $1,916,000 | – | 60,400 | – | 0.72% | – |
| PRU | New | Prudential Financial, Inc. | $1,818,000 | – | 18,000 | – | 0.69% | – |
| FHB | New | First Hawaiian, Inc. | $1,811,000 | – | 70,000 | – | 0.68% | – |
| AVGO | New | Broadcom, Inc. | $1,698,000 | – | 5,900 | – | 0.64% | – |
| CCL | New | Carnival Corp.unit 99/99/9999 | $1,648,000 | – | 35,400 | – | 0.62% | – |
| PAYC | New | Paycom Software, Inc. | $1,543,000 | – | 6,805 | – | 0.58% | – |
| EFC | New | Ellington Financial, Inc. | $1,456,000 | – | 81,000 | – | 0.55% | – |
| IP | New | International Paper Co. | $1,456,000 | – | 33,600 | – | 0.55% | – |
| SEMG | New | SemGroup Corp.cl a | $1,440,000 | – | 120,000 | – | 0.54% | – |
| IPG | New | Interpublic Group of Cos., Inc. | $1,398,000 | – | 61,900 | – | 0.53% | – |
| D | New | Dominion Resources, Inc. | $1,376,000 | – | 17,800 | – | 0.52% | – |
| LPLA | New | LPL Financial Holdings, Inc. | $1,297,000 | – | 15,900 | – | 0.49% | – |
| CMI | New | Cummins, Inc. | $1,285,000 | – | 7,500 | – | 0.48% | – |
| CVX | New | Chevron Corp. | $1,244,000 | – | 10,000 | – | 0.47% | – |
| ABBV | New | AbbVie, Inc. | $1,236,000 | – | 17,000 | – | 0.47% | – |
| FHI | New | Federated Investors, Inc.cl b | $1,222,000 | – | 37,600 | – | 0.46% | – |
| MLAB | New | Mesa Laboratories, Inc. | $1,222,000 | – | 5,000 | – | 0.46% | – |
| WING | New | Wingstop, Inc. | $1,203,000 | – | 12,700 | – | 0.45% | – |
| NOVT | New | Novanta, Inc. | $1,196,000 | – | 12,688 | – | 0.45% | – |
| VZ | New | Verizon Communications, Inc. | $1,143,000 | – | 20,000 | – | 0.43% | – |
| LCII | New | LCI Industries | $1,141,000 | – | 12,680 | – | 0.43% | – |
| NVEE | New | NV5 Global, Inc. | $1,131,000 | – | 13,900 | – | 0.43% | – |
| BLK | New | BlackRock, Inc. | $1,126,000 | – | 2,400 | – | 0.42% | – |
| WMB | New | Williams Cos, Inc./The | $1,122,000 | – | 40,000 | – | 0.42% | – |
| CBRL | New | Cracker Barrel Old Country Store, Inc. | $1,113,000 | – | 6,520 | – | 0.42% | – |
| CAT | New | Caterpillar, Inc. | $1,090,000 | – | 8,000 | – | 0.41% | – |
| KNL | New | Knoll, Inc. | $1,080,000 | – | 47,000 | – | 0.41% | – |
| OLLI | New | Ollie's Bargain Outlet Holdings, Inc. | $1,063,000 | – | 12,199 | – | 0.40% | – |
| SWM | New | Schweitzer-Mauduit International, Inc. | $1,031,000 | – | 31,083 | – | 0.39% | – |
| PMT | New | PennyMac Mortgage Investment Trust | $1,026,000 | – | 47,000 | – | 0.39% | – |
| RWT | New | Redwood Trust, Inc. | $1,025,000 | – | 62,000 | – | 0.39% | – |
| HEES | New | H&E Equipment Services, Inc. | $1,007,000 | – | 34,600 | – | 0.38% | – |
| MFA | New | MFA Financial, Inc. | $1,005,000 | – | 140,000 | – | 0.38% | – |
| FN | New | Fabrinet | $993,000 | – | 20,000 | – | 0.38% | – |
| PBCT | New | People's United Financial, Inc. | $990,000 | – | 59,000 | – | 0.37% | – |
| DX | New | Dynex Capital, Inc. | $988,000 | – | 59,000 | – | 0.37% | – |
| LSI | New | Life Storage, Inc. | $979,000 | – | 10,300 | – | 0.37% | – |
| MDP | New | Meredith Corp. | $980,000 | – | 17,800 | – | 0.37% | – |
| New | Colony NorthStar, Inc.note 5.000% 4/1 | $964,000 | – | 1,000,000 | – | 0.36% | – | |
| CHH | New | Choice Hotels International, Inc. | $948,000 | – | 10,890 | – | 0.36% | – |
| EV | New | Eaton Vance Corp. | $945,000 | – | 21,900 | – | 0.36% | – |
| PM | New | Philip Morris International, Inc. | $942,000 | – | 12,000 | – | 0.36% | – |
| RS | New | Reliance Steel & Aluminum Co. | $927,000 | – | 9,800 | – | 0.35% | – |
| LTC | New | LTC Properties, Inc. | $913,000 | – | 20,000 | – | 0.34% | – |
| ALLY | New | Ally Financial, Inc. | $914,000 | – | 29,500 | – | 0.34% | – |
| PBF | New | PBF Energy, Inc.cl a | $908,000 | – | 29,000 | – | 0.34% | – |
| MORN | New | Morningstar, Inc. | $902,000 | – | 6,233 | – | 0.34% | – |
| DVA | New | DaVita, Inc. | $861,000 | – | 15,300 | – | 0.32% | – |
| LYB | New | Lyondellbasell Industries NV | $861,000 | – | 10,000 | – | 0.32% | – |
| MSM | New | MSC Industrial Direct Co., Inc.cl a | $861,000 | – | 11,600 | – | 0.32% | – |
| LNC | New | Lincoln National Corp. | $857,000 | – | 13,300 | – | 0.32% | – |
| HCKT | New | Hackett Group, Inc. | $828,000 | – | 49,290 | – | 0.31% | – |
| CPK | New | Chesapeake Utilities Corp. | $824,000 | – | 8,670 | – | 0.31% | – |
| ABC | New | AmerisourceBergen Corp. | $818,000 | – | 9,600 | – | 0.31% | – |
| EQH | New | AXA Equitable Holdings, Inc. | $815,000 | – | 39,000 | – | 0.31% | – |
| SO | New | Southern Co./The | $813,000 | – | 14,700 | – | 0.31% | – |
| RIO | New | Rio Tinto PLCsponsored adr | $810,000 | – | 13,000 | – | 0.31% | – |
| NJR | New | New Jersey Resources Corp. | $797,000 | – | 16,011 | – | 0.30% | – |
| PAG | New | Penske Automotive Group, Inc. | $795,000 | – | 16,800 | – | 0.30% | – |
| MMP | New | Magellan Midstream Partners LP | $787,000 | – | 12,300 | – | 0.30% | – |
| AAP | New | Advance Auto Parts, Inc. | $786,000 | – | 5,100 | – | 0.30% | – |
| ETFC | New | E TRADE Financial Corp. | $781,000 | – | 17,500 | – | 0.30% | – |
| SLM | New | SLM Corp. | $775,000 | – | 79,700 | – | 0.29% | – |
| PKG | New | Packaging Corp. of America | $772,000 | – | 8,100 | – | 0.29% | – |
| PLOW | New | Douglas Dynamics, Inc. | $741,000 | – | 18,630 | – | 0.28% | – |
| LAMR | New | Lamar Advertising Co.cl a | $743,000 | – | 9,200 | – | 0.28% | – |
| TTGT | New | TechTarget, Inc. | $739,000 | – | 34,772 | – | 0.28% | – |
| MLI | New | Mueller Industries, Inc. | $740,000 | – | 25,266 | – | 0.28% | – |
| IVZ | New | Invesco Ltd. | $737,000 | – | 36,000 | – | 0.28% | – |
| DVN | New | Devon Energy Corp. | $719,000 | – | 25,200 | – | 0.27% | – |
| CVA | New | Covanta Holding Corp. | $716,000 | – | 40,000 | – | 0.27% | – |
| MAIN | New | Main Street Capital Corp. | $699,000 | – | 17,000 | – | 0.26% | – |
| VLO | New | Valero Energy Corp. | $693,000 | – | 8,100 | – | 0.26% | – |
| OKE | New | ONEOK, Inc. | $688,000 | – | 10,000 | – | 0.26% | – |
| EVTC | New | EVERTEC, Inc. | $690,000 | – | 21,100 | – | 0.26% | – |
| LAZ | New | Lazard Ltd. | $688,000 | – | 20,000 | – | 0.26% | – |
| RCA | New | Ready Capital Corp., 7.007% cn sr nt 2023 | $669,000 | – | 25,000 | – | 0.25% | – |
| SHLX | New | Shell Midstream Partners LPunit ltd int | $663,000 | – | 32,000 | – | 0.25% | – |
| DXC | New | DXC Technology Co. | $662,000 | – | 12,000 | – | 0.25% | – |
| RGEN | New | Repligen Corp. | $652,000 | – | 7,580 | – | 0.25% | – |
| DK | New | Delek US Holdings, Inc. | $648,000 | – | 16,000 | – | 0.24% | – |
| PETS | New | PetMed Express, Inc. | $647,000 | – | 41,300 | – | 0.24% | – |
| WWE | New | World Wrestling Entertainment, Inc.cl a | $643,000 | – | 8,900 | – | 0.24% | – |
| CORE | New | Core-Mark Holding Co., Inc. | $645,000 | – | 16,250 | – | 0.24% | – |
| FAF | New | First American Financial Corp. | $640,000 | – | 11,921 | – | 0.24% | – |
| BTI | New | British American Tobacco PLCsponsored adr | $638,000 | – | 18,300 | – | 0.24% | – |
| AYR | New | Aircastle Ltd. | $638,000 | – | 30,000 | – | 0.24% | – |
| AUDC | New | AudioCodes Ltd.ord | $635,000 | – | 41,000 | – | 0.24% | – |
| KR | New | Kroger Co./The | $630,000 | – | 29,000 | – | 0.24% | – |
| MED | New | Medifast, Inc. | $629,000 | – | 4,900 | – | 0.24% | – |
| CRMT | New | America's Car-Mart, Inc. | $624,000 | – | 7,250 | – | 0.24% | – |
| DD | New | DuPont de Nemours, Inc. | $626,000 | – | 8,333 | – | 0.24% | – |
| ARGO | New | Argo Group International Holdings Ltd. | $620,000 | – | 8,375 | – | 0.23% | – |
| AMT | New | American Tower Corp. | $613,000 | – | 3,000 | – | 0.23% | – |
| HPE | New | Hewlett Packard Enterprise Co. | $611,000 | – | 40,900 | – | 0.23% | – |
| CVI | New | CVR Energy, Inc. | $605,000 | – | 12,100 | – | 0.23% | – |
| CLH | New | Clean Harbors, Inc. | $601,000 | – | 8,450 | – | 0.23% | – |
| IRM | New | Iron Mountain, Inc. | $598,000 | – | 19,100 | – | 0.23% | – |
| NBL | New | Noble Energy, Inc. | $594,000 | – | 26,500 | – | 0.22% | – |
| WY | New | Weyerhaeuser Co. | $587,000 | – | 22,300 | – | 0.22% | – |
| GLPI | New | Gaming and Leisure Properties, Inc. | $585,000 | – | 15,000 | – | 0.22% | – |
| ACN | New | Accenture PLC | $573,000 | – | 3,100 | – | 0.22% | – |
| SHAK | New | Shake Shack, Inc.cl a | $570,000 | – | 7,900 | – | 0.22% | – |
| KHC | New | Kraft Heinz Co./The | $565,000 | – | 18,200 | – | 0.21% | – |
| AJG | New | Arthur J Gallagher & Co. | $561,000 | – | 6,400 | – | 0.21% | – |
| WSO | New | Watsco, Inc. | $556,000 | – | 3,400 | – | 0.21% | – |
| WRK | New | WestRock Co. | $547,000 | – | 15,000 | – | 0.21% | – |
| GEF | New | Greif, Inc.cl a | $534,000 | – | 16,400 | – | 0.20% | – |
| WMK | New | Weis Markets, Inc. | $528,000 | – | 14,500 | – | 0.20% | – |
| SNP | New | China Petroleum & Chemical Corp. ADR | $525,000 | – | 7,700 | – | 0.20% | – |
| ENTA | New | Enanta Pharmaceuticals, Inc. | $509,000 | – | 6,034 | – | 0.19% | – |
| DGX | New | Quest Diagnostics, Inc. | $509,000 | – | 5,000 | – | 0.19% | – |
| INT | New | World Fuel Services Corp. | $507,000 | – | 14,100 | – | 0.19% | – |
| RELX | New | RELX PLCsponsored adr | $503,000 | – | 20,618 | – | 0.19% | – |
| TTE | New | Total SAsponsored ads | $502,000 | – | 9,000 | – | 0.19% | – |
| TX | New | Ternium SAsponsored ads | $498,000 | – | 22,200 | – | 0.19% | – |
| SHI | New | Sinopec Shanghai Petrochemical Co. Ltd.spon adr h | $495,000 | – | 12,400 | – | 0.19% | – |
| SCCO | New | Southern Copper Corp. | $490,000 | – | 12,600 | – | 0.18% | – |
| GTY | New | Getty Realty Corp. | $488,000 | – | 15,850 | – | 0.18% | – |
| SVA | New | Sinovac Biotech Ltd. | $485,000 | – | 74,893 | – | 0.18% | – |
| VIAV | New | Viavi Solutions, Inc. | $466,000 | – | 35,100 | – | 0.18% | – |
| WDC | New | Western Digital Corp. | $461,000 | – | 9,700 | – | 0.17% | – |
| BXG | New | Bluegreen Vacations Corp. | $456,000 | – | 39,000 | – | 0.17% | – |
| CUK | New | Carnival PLCadr | $457,000 | – | 10,100 | – | 0.17% | – |
| STLD | New | Steel Dynamics, Inc. | $453,000 | – | 15,000 | – | 0.17% | – |
| VIRT | New | Virtu Financial, Inc.cl a | $453,000 | – | 20,800 | – | 0.17% | – |
| CPRT | New | Copart, Inc. | $448,000 | – | 6,000 | – | 0.17% | – |
| ERI | New | Eldorado Resorts, Inc. | $445,000 | – | 9,670 | – | 0.17% | – |
| CHE | New | Chemed Corp. | $433,000 | – | 1,200 | – | 0.16% | – |
| JHG | New | Janus Henderson Group PLC | $430,000 | – | 20,100 | – | 0.16% | – |
| AMTD | New | TD Ameritrade Holding Corp. | $424,000 | – | 8,500 | – | 0.16% | – |
| INTU | New | Intuit, Inc. | $418,000 | – | 1,600 | – | 0.16% | – |
| DG | New | Dollar General Corp. | $419,000 | – | 3,100 | – | 0.16% | – |
| MO | New | Altria Group, Inc. | $417,000 | – | 8,800 | – | 0.16% | – |
| ZBH | New | Zimmer Biomet Holdings, Inc. | $412,000 | – | 3,500 | – | 0.16% | – |
| ADBE | New | Adobe Systems, Inc. | $413,000 | – | 1,400 | – | 0.16% | – |
| DOW | New | Dow, Inc. | $411,000 | – | 8,333 | – | 0.16% | – |
| IEX | New | IDEX Corp. | $405,000 | – | 2,350 | – | 0.15% | – |
| ROP | New | Roper Technologies, Inc. | $403,000 | – | 1,100 | – | 0.15% | – |
| MASI | New | Masimo Corp. | $402,000 | – | 2,700 | – | 0.15% | – |
| NEO | New | NeoGenomics, Inc. | $402,000 | – | 18,300 | – | 0.15% | – |
| COMM | New | CommScope Holding Co., Inc. | $404,000 | – | 25,700 | – | 0.15% | – |
| OXY | New | Occidental Petroleum Corp. | $402,000 | – | 8,000 | – | 0.15% | – |
| FDS | New | FactSet Research Systems, Inc. | $401,000 | – | 1,400 | – | 0.15% | – |
| TNET | New | TriNet Group, Inc. | $400,000 | – | 5,904 | – | 0.15% | – |
| HEI | New | HEICO Corp. | $388,000 | – | 2,900 | – | 0.15% | – |
| IRDM | New | Iridium Communications, Inc. | $386,000 | – | 16,600 | – | 0.15% | – |
| CAG | New | ConAgra Foods, Inc. | $387,000 | – | 14,600 | – | 0.15% | – |
| LHCG | New | LHC Group, Inc. | $383,000 | – | 3,200 | – | 0.14% | – |
| RPM | New | RPM International, Inc. | $385,000 | – | 6,300 | – | 0.14% | – |
| PAGS | New | Pagseguro Digital Ltd. | $382,000 | – | 9,800 | – | 0.14% | – |
| TMO | New | Thermo Fisher Scientific, Inc. | $382,000 | – | 1,300 | – | 0.14% | – |
| CTAS | New | Cintas Corp. | $380,000 | – | 1,600 | – | 0.14% | – |
| TTMI | New | TTM Technologies, Inc. | $376,000 | – | 36,890 | – | 0.14% | – |
| COST | New | Costco Wholesale Corp. | $370,000 | – | 1,400 | – | 0.14% | – |
| VVI | New | Viad Corp. | $371,000 | – | 5,600 | – | 0.14% | – |
| SHW | New | Sherwin-Williams Co./The | $367,000 | – | 800 | – | 0.14% | – |
| NEOG | New | Neogen Corp. | $366,000 | – | 5,900 | – | 0.14% | – |
| UVE | New | Universal Insurance Holdings, Inc. | $366,000 | – | 13,120 | – | 0.14% | – |
| TSCO | New | Tractor Supply Co. | $359,000 | – | 3,300 | – | 0.14% | – |
| ORA | New | Ormat Technologies, Inc. | $361,000 | – | 5,700 | – | 0.14% | – |
| VEEV | New | Veeva Systems, Inc. | $357,000 | – | 2,200 | – | 0.14% | – |
| FIS | New | Fidelity National Information Services, Inc. | $356,000 | – | 2,900 | – | 0.13% | – |
| LOPE | New | Grand Canyon Education, Inc. | $351,000 | – | 3,000 | – | 0.13% | – |
| FCN | New | FTI Consulting, Inc. | $350,000 | – | 4,172 | – | 0.13% | – |
| HXL | New | Hexcel Corp. | $348,000 | – | 4,300 | – | 0.13% | – |
| FIVE | New | Five Below, Inc. | $348,000 | – | 2,900 | – | 0.13% | – |
| JKHY | New | Jack Henry & Associates, Inc. | $348,000 | – | 2,600 | – | 0.13% | – |
| UHAL | New | AMERCO | $341,000 | – | 900 | – | 0.13% | – |
| CRI | New | Carter's, Inc. | $341,000 | – | 3,500 | – | 0.13% | – |
| UHS | New | Universal Health Services, Inc.cl b | $339,000 | – | 2,600 | – | 0.13% | – |
| ELS | New | Equity LifeStyle Properties, Inc. | $340,000 | – | 2,800 | – | 0.13% | – |
| AMN | New | AMN Healthcare Services, Inc. | $336,000 | – | 6,200 | – | 0.13% | – |
| ROG | New | Rogers Corp. | $335,000 | – | 1,940 | – | 0.13% | – |
| MMS | New | MAXIMUS, Inc. | $334,000 | – | 4,600 | – | 0.13% | – |
| STZ | New | Constellation Brands, Inc.cl a | $335,000 | – | 1,700 | – | 0.13% | – |
| KNX | New | Knight-Swift Transportation Holdings, Inc.cl a | $335,000 | – | 10,200 | – | 0.13% | – |
| TGS | New | Transportadora de Gas del Sur S.A.sponsored ads b | $334,000 | – | 23,100 | – | 0.13% | – |
| AZO | New | AutoZone, Inc. | $330,000 | – | 300 | – | 0.12% | – |
| GGG | New | Graco, Inc. | $331,000 | – | 6,600 | – | 0.12% | – |
| MKL | New | Markel Corp. | $327,000 | – | 300 | – | 0.12% | – |
| PANW | New | Palo Alto Networks, Inc. | $326,000 | – | 1,600 | – | 0.12% | – |
| CDW | New | CDW Corp. | $322,000 | – | 2,900 | – | 0.12% | – |
| HRC | New | Hill-Rom Holdings, Inc. | $324,000 | – | 3,100 | – | 0.12% | – |
| HRS | New | L3 Harris Technologies, Inc. | $322,000 | – | 1,700 | – | 0.12% | – |
| FRT | New | Federal Realty Investment Trustsh ben int new | $322,000 | – | 2,500 | – | 0.12% | – |
| TTC | New | Toro Co./The | $321,000 | – | 4,800 | – | 0.12% | – |
| PYPL | New | PayPal Holdings, Inc. | $320,000 | – | 2,800 | – | 0.12% | – |
| ST | New | Sensata Technologies Holding NV | $319,000 | – | 6,500 | – | 0.12% | – |
| BRKA | New | Berkshire Hathaway, Inc.cl a | $318,000 | – | 1 | – | 0.12% | – |
| WCN | New | Waste Connections, Inc. | $315,000 | – | 3,300 | – | 0.12% | – |
| MYL | New | Mylan NV | $314,000 | – | 16,500 | – | 0.12% | – |
| MNST | New | Monster Beverage Corp. | $313,000 | – | 4,900 | – | 0.12% | – |
| ASML | New | ASML Holding NV - NY Reg Shares | $312,000 | – | 1,500 | – | 0.12% | – |
| FMX | New | Fomento Economico Mexicano SAB de CVspon adr units | $310,000 | – | 3,200 | – | 0.12% | – |
| TMUS | New | T-Mobile US, Inc. | $311,000 | – | 4,200 | – | 0.12% | – |
| UFPI | New | Universal Forest Products, Inc. | $308,000 | – | 8,100 | – | 0.12% | – |
| ROST | New | Ross Stores, Inc. | $307,000 | – | 3,100 | – | 0.12% | – |
| NTCT | New | NetScout Systems, Inc. | $307,000 | – | 12,100 | – | 0.12% | – |
| BUD | New | Anheuser-Busch InBev SA/NVsponsored adr | $301,000 | – | 3,400 | – | 0.11% | – |
| NXPI | New | NXP Semiconductors NV | $303,000 | – | 3,100 | – | 0.11% | – |
| MDSO | New | Medidata Solutions, Inc. | $299,000 | – | 3,300 | – | 0.11% | – |
| GTN | New | Gray Television, Inc. | $297,000 | – | 18,100 | – | 0.11% | – |
| LOGI | New | Logitech International S.A. | $298,000 | – | 7,500 | – | 0.11% | – |
| ORI | New | Old Republic International Corp. | $291,000 | – | 13,000 | – | 0.11% | – |
| HTHT | New | Nuazhu Group Ltd.sponsored ads | $290,000 | – | 8,000 | – | 0.11% | – |
| CHRW | New | CH Robinson Worldwide, Inc. | $287,000 | – | 3,400 | – | 0.11% | – |
| CODI | New | Compass Diversified Holdings LLCsh ben int | $287,000 | – | 15,000 | – | 0.11% | – |
| ROL | New | Rollins, Inc. | $285,000 | – | 7,950 | – | 0.11% | – |
| AAPL | New | Apple, Inc. | $277,000 | – | 1,400 | – | 0.10% | – |
| LEA | New | Lear Corp. | $279,000 | – | 2,000 | – | 0.10% | – |
| BG | New | Bunge Ltd. | $279,000 | – | 5,000 | – | 0.10% | – |
| GNRC | New | Generac Holdings, Inc. | $278,000 | – | 4,000 | – | 0.10% | – |
| APOG | New | Apogee Enterprises, Inc. | $276,000 | – | 6,360 | – | 0.10% | – |
| LSXMA | New | Liberty SiriusXM Group | $272,000 | – | 7,200 | – | 0.10% | – |
| NXST | New | Nexstar Media Group, Inc.cl a | $273,000 | – | 2,700 | – | 0.10% | – |
| NOAH | New | Noah Holdings Ltd.spon ads cl a | $272,000 | – | 6,400 | – | 0.10% | – |
| TTWO | New | Take-Two Interactive Software, Inc. | $272,000 | – | 2,400 | – | 0.10% | – |
| FOXF | New | Fox Factory Holding Corp. | $268,000 | – | 3,250 | – | 0.10% | – |
| ECOL | New | US Ecology, Inc. | $262,000 | – | 4,400 | – | 0.10% | – |
| HF | New | HFF, Inc.cl a | $257,000 | – | 5,640 | – | 0.10% | – |
| CTRL | New | Control4 Corp. | $256,000 | – | 10,760 | – | 0.10% | – |
| MIK | New | Michaels Cos, Inc./The | $255,000 | – | 29,300 | – | 0.10% | – |
| EA | New | Electronic Arts, Inc. | $253,000 | – | 2,500 | – | 0.10% | – |
| LMRKN | New | Landmark Infrastructure Partners LP, Series C7% cnv pfd unt c | $249,000 | – | 10,000 | – | 0.09% | – |
| OSB | New | Norbord, Inc. | $248,000 | – | 10,000 | – | 0.09% | – |
| MSI | New | Motorola Solutions, Inc. | $250,000 | – | 1,500 | – | 0.09% | – |
| CTVA | New | Corteva, Inc. | $246,000 | – | 8,333 | – | 0.09% | – |
| IIVI | New | II-VI, Inc. | $245,000 | – | 6,700 | – | 0.09% | – |
| ROLL | New | RBC Bearings, Inc. | $239,000 | – | 1,435 | – | 0.09% | – |
| MAN | New | ManpowerGroup, Inc. | $232,000 | – | 2,400 | – | 0.09% | – |
| AR | New | Antero Resources Corp. | $232,000 | – | 42,000 | – | 0.09% | – |
| EE | New | El Paso Electric Co. | $229,000 | – | 3,500 | – | 0.09% | – |
| IR | New | Ingersoll-Rand PLC | $228,000 | – | 1,800 | – | 0.09% | – |
| LM | New | Legg Mason, Inc. | $226,000 | – | 5,900 | – | 0.08% | – |
| UNF | New | UniFirst Corp. | $226,000 | – | 1,200 | – | 0.08% | – |
| CRESY | New | Cresud S.A.sponsored adr | $225,000 | – | 21,517 | – | 0.08% | – |
| CCMP | New | Cabot Microelectronics Corp. | $220,000 | – | 2,000 | – | 0.08% | – |
| SC | New | Santander Consumer USA Holdings, Inc. | $220,000 | – | 9,200 | – | 0.08% | – |
| JCI | New | Johnson Controls International PLC | $219,000 | – | 5,300 | – | 0.08% | – |
| AWK | New | American Water Works Co., Inc. | $220,000 | – | 1,900 | – | 0.08% | – |
| DOV | New | Dover Corp. | $220,000 | – | 2,200 | – | 0.08% | – |
| JCOM | New | j2 Global, Inc. | $213,000 | – | 2,400 | – | 0.08% | – |
| EBS | New | Emergent BioSolutions, Inc. | $213,000 | – | 4,400 | – | 0.08% | – |
| IBKR | New | Interactive Brokers Group, Inc. | $211,000 | – | 3,900 | – | 0.08% | – |
| EGP | New | EastGroup Properties, Inc. | $209,000 | – | 1,800 | – | 0.08% | – |
| AVY | New | Avery Dennison Corp. | $208,000 | – | 1,800 | – | 0.08% | – |
| CCI | New | Crown Castle International Corp. | $209,000 | – | 1,600 | – | 0.08% | – |
| MMC | New | Marsh & McLennan Cos., Inc. | $209,000 | – | 2,100 | – | 0.08% | – |
| WTR | New | Aqua America, Inc. | $207,000 | – | 5,000 | – | 0.08% | – |
| GRMN | New | Garmin Ltd. | $207,000 | – | 2,600 | – | 0.08% | – |
| NEE | New | NextEra Energy, Inc. | $205,000 | – | 1,000 | – | 0.08% | – |
| GIII | New | G-III Apparel Group Ltd. | $203,000 | – | 6,900 | – | 0.08% | – |
| XEL | New | Xcel Energy, Inc. | $202,000 | – | 3,400 | – | 0.08% | – |
| HAS | New | Hasbro, Inc. | $201,000 | – | 1,900 | – | 0.08% | – |
| NWE | New | NorthWestern Corp. | $202,000 | – | 2,800 | – | 0.08% | – |
| FAST | New | Fastenal Co. | $202,000 | – | 6,200 | – | 0.08% | – |
| DBI | New | Designer Brands, Inc.cl a | $197,000 | – | 10,300 | – | 0.07% | – |
| NWL | New | Newell Brands, Inc. | $182,000 | – | 11,800 | – | 0.07% | – |
| LUMN | New | CenturyLink, Inc. | $181,000 | – | 15,400 | – | 0.07% | – |
| ESRT | New | Empire State Realty Trust, Inc.cl a | $169,000 | – | 11,400 | – | 0.06% | – |
| TPH | New | TRI Pointe Group, Inc. | $169,000 | – | 14,100 | – | 0.06% | – |
| SAMG | New | Silvercrest Asset Management Group, Inc.cl a | $159,000 | – | 11,300 | – | 0.06% | – |
| TEN | New | Tenneco, Inc. | $143,000 | – | 12,900 | – | 0.05% | – |
| NAVI | New | Navient Corp. | $137,000 | – | 10,000 | – | 0.05% | – |
| RES | New | RPC, Inc. | $123,000 | – | 17,000 | – | 0.05% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NAVI | Exit | Navient Corp. | $0 | – | -10,000 | – | -0.04% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -1,250 | – | -0.06% | – |
| STRA | Exit | Strategic Education, Inc. | $0 | – | -1,500 | – | -0.06% | – |
| ETH | Exit | Ethan Allen Interiors, Inc. | $0 | – | -10,000 | – | -0.06% | – |
| BUD | Exit | Anheuser-Busch InBev SA/NVsponsored adr | $0 | – | -2,400 | – | -0.06% | – |
| AYR | Exit | Aircastle Ltd. | $0 | – | -10,000 | – | -0.06% | – |
| LCII | Exit | LCI Industries | $0 | – | -2,680 | – | -0.06% | – |
| PG | Exit | Procter & Gamble Co./The | $0 | – | -2,700 | – | -0.07% | – |
| COTY | Exit | Coty, Inc. | $0 | – | -18,000 | – | -0.07% | – |
| LMRKN | Exit | Landmark Infrastructure Partners LP, Series C, 07% cnv pfd unt c | $0 | – | -10,000 | – | -0.07% | – |
| GM | Exit | General Motors Co. | $0 | – | -7,000 | – | -0.07% | – |
| AMAT | Exit | Applied Materials, Inc. | $0 | – | -6,300 | – | -0.07% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -4,100 | – | -0.07% | – |
| LEN | Exit | Lennar Corp.cl a | $0 | – | -5,600 | – | -0.08% | – |
| NVO | Exit | Novo Nordisk A/Sadr | $0 | – | -5,500 | – | -0.08% | – |
| WEC | Exit | WEC Energy Group, Inc. | $0 | – | -3,900 | – | -0.08% | – |
| NEOG | Exit | Neogen Corp. | $0 | – | -3,633 | – | -0.08% | – |
| TTGT | Exit | TechTarget, Inc. | $0 | – | -13,307 | – | -0.08% | – |
| BWA | Exit | BorgWarner, Inc. | $0 | – | -6,100 | – | -0.08% | – |
| PXD | Exit | Pioneer Natural Resources Co. | $0 | – | -1,500 | – | -0.08% | – |
| DHI | Exit | D.R. Horton, Inc. | $0 | – | -6,200 | – | -0.08% | – |
| TRP | Exit | TransCanada Corp. | $0 | – | -6,500 | – | -0.08% | – |
| TOL | Exit | Toll Brothers, Inc. | $0 | – | -8,000 | – | -0.08% | – |
| ECHO | Exit | Echo Global Logistics, Inc. | $0 | – | -8,663 | – | -0.08% | – |
| IPGP | Exit | IPG Photonics Corp. | $0 | – | -1,700 | – | -0.08% | – |
| NOAH | Exit | Noah Holdings Ltd.spon ads cl a | $0 | – | -6,400 | – | -0.08% | – |
| CODI | Exit | Compass Diversified Holdings LLCsh ben int | $0 | – | -15,000 | – | -0.08% | – |
| RHI | Exit | Robert Half International, Inc. | $0 | – | -3,900 | – | -0.08% | – |
| LKQ | Exit | LKQ Corp. | $0 | – | -8,600 | – | -0.08% | – |
| SIMO | Exit | Silicon Motion Technology Corp.sponsored adr | $0 | – | -5,100 | – | -0.08% | – |
| ZION | Exit | Zions Bancorporation | $0 | – | -5,500 | – | -0.08% | – |
| CBRE | Exit | CBRE Group, Inc.cl a | $0 | – | -6,300 | – | -0.08% | – |
| GNTX | Exit | Gentex Corp. | $0 | – | -13,000 | – | -0.08% | – |
| DGX | Exit | Quest Diagnostics, Inc. | $0 | – | -2,600 | – | -0.08% | – |
| RHT | Exit | Red Hat, Inc. | $0 | – | -2,050 | – | -0.08% | – |
| BMA | Exit | Banco Macro S.A.spon adr b | $0 | – | -6,900 | – | -0.08% | – |
| AOS | Exit | A.O. Smith Corp. | $0 | – | -5,300 | – | -0.08% | – |
| REGN | Exit | Regeneron Pharmaceuticals, Inc. | $0 | – | -700 | – | -0.08% | – |
| WB | Exit | Weibo Corp.sponsored adr | $0 | – | -3,900 | – | -0.08% | – |
| ITW | Exit | Illinois Tool Works, Inc. | $0 | – | -2,000 | – | -0.08% | – |
| TTC | Exit | Toro Co./The | $0 | – | -4,800 | – | -0.08% | – |
| GLIBA | Exit | GCI Liberty, Inc. | $0 | – | -5,600 | – | -0.08% | – |
| HXL | Exit | Hexcel Corp. | $0 | – | -4,300 | – | -0.08% | – |
| UFPI | Exit | Universal Forest Products, Inc. | $0 | – | -8,100 | – | -0.08% | – |
| MNST | Exit | Monster Beverage Corp. | $0 | – | -4,900 | – | -0.08% | – |
| KBH | Exit | KB Home | $0 | – | -12,100 | – | -0.08% | – |
| AMT | Exit | American Tower Corp. | $0 | – | -2,000 | – | -0.08% | – |
| SCHW | Exit | Charles Schwab Corp./The | $0 | – | -5,900 | – | -0.08% | – |
| FCN | Exit | FTI Consulting, Inc. | $0 | – | -3,951 | – | -0.08% | – |
| LEA | Exit | Lear Corp. | $0 | – | -2,000 | – | -0.08% | – |
| CRESY | Exit | Cresud S.A.sponsored adr | $0 | – | -20,631 | – | -0.08% | – |
| BLKB | Exit | Blackbaud, Inc. | $0 | – | -2,900 | – | -0.09% | – |
| HRC | Exit | Hill-Rom Holdings, Inc. | $0 | – | -3,100 | – | -0.09% | – |
| OTEX | Exit | Open Text Corp. | $0 | – | -7,700 | – | -0.09% | – |
| TMUS | Exit | T-Mobile US, Inc. | $0 | – | -4,200 | – | -0.09% | – |
| GOOG | Exit | Alphabet, Inc.cap stk cl c | $0 | – | -250 | – | -0.09% | – |
| MMS | Exit | MAXIMUS, Inc. | $0 | – | -4,600 | – | -0.09% | – |
| GOOGL | Exit | Alphabet, Inc.cap stk cl a | $0 | – | -250 | – | -0.09% | – |
| QRVO | Exit | Qorvo, Inc. | $0 | – | -3,900 | – | -0.09% | – |
| EA | Exit | Electronic Arts, Inc. | $0 | – | -2,500 | – | -0.09% | – |
| CS | Exit | Credit Suisse Group AGsponsored adr | $0 | – | -20,000 | – | -0.09% | – |
| EQIX | Exit | Equinix, Inc. | $0 | – | -700 | – | -0.09% | – |
| CNC | Exit | Centene Corp. | $0 | – | -2,100 | – | -0.09% | – |
| AJG | Exit | Arthur J Gallagher & Co. | $0 | – | -4,100 | – | -0.09% | – |
| NTCT | Exit | NetScout Systems, Inc. | $0 | – | -12,100 | – | -0.09% | – |
| ORA | Exit | Ormat Technologies, Inc. | $0 | – | -5,700 | – | -0.09% | – |
| GPK | Exit | Graphic Packaging Holding Co. | $0 | – | -22,000 | – | -0.09% | – |
| LFUS | Exit | Littelfuse, Inc. | $0 | – | -1,560 | – | -0.09% | – |
| GGG | Exit | Graco, Inc. | $0 | – | -6,600 | – | -0.09% | – |
| CPRT | Exit | Copart, Inc. | $0 | – | -6,000 | – | -0.09% | – |
| SIVB | Exit | SVB Financial Group | $0 | – | -1,000 | – | -0.09% | – |
| AER | Exit | AerCap Holdings NV | $0 | – | -5,400 | – | -0.09% | – |
| ITCB | Exit | Itau CorpBancasponsored adr | $0 | – | -20,000 | – | -0.09% | – |
| DSW | Exit | DSW, Inc.cl a | $0 | – | -9,177 | – | -0.09% | – |
| CDNS | Exit | Cadence Design Systems, Inc. | $0 | – | -6,900 | – | -0.09% | – |
| TNET | Exit | TriNet Group, Inc. | $0 | – | -5,550 | – | -0.09% | – |
| LSXMA | Exit | Liberty SiriusXM Group | $0 | – | -7,200 | – | -0.09% | – |
| FIS | Exit | Fidelity National Information Services, Inc. | $0 | – | -2,900 | – | -0.09% | – |
| EFX | Exit | Equifax, Inc. | $0 | – | -2,400 | – | -0.09% | – |
| CTAS | Exit | Cintas Corp. | $0 | – | -1,600 | – | -0.09% | – |
| FDS | Exit | FactSet Research Systems, Inc. | $0 | – | -1,400 | – | -0.09% | – |
| NUE | Exit | Nucor Corp. | $0 | – | -5,000 | – | -0.09% | – |
| GTN | Exit | Gray Television, Inc. | $0 | – | -18,100 | – | -0.09% | – |
| TYL | Exit | Tyler Technologies, Inc. | $0 | – | -1,300 | – | -0.09% | – |
| FMX | Exit | Fomento Economico Mexicano SAB de CVspon adr units | $0 | – | -3,200 | – | -0.09% | – |
| BRKA | Exit | Berkshire Hathaway, Inc.cl a | $0 | – | -1 | – | -0.09% | – |
| ISRG | Exit | Intuitive Surgical, Inc. | $0 | – | -560 | – | -0.09% | – |
| EFC | Exit | Ellington Financial LLC | $0 | – | -20,000 | – | -0.09% | – |
| RJF | Exit | Raymond James Financial, Inc. | $0 | – | -3,500 | – | -0.09% | – |
| UHAL | Exit | AMERCO | $0 | – | -900 | – | -0.09% | – |
| ST | Exit | Sensata Technologies Holding NV | $0 | – | -6,500 | – | -0.09% | – |
| CBPO | Exit | China Biologic Products Holdings, Inc. | $0 | – | -4,000 | – | -0.09% | – |
| CA | Exit | CA, Inc. | $0 | – | -7,300 | – | -0.09% | – |
| NTR | Exit | Nutrien Ltd. | $0 | – | -5,575 | – | -0.09% | – |
| CERN | Exit | Cerner Corp. | $0 | – | -5,000 | – | -0.09% | – |
| TDY | Exit | Teledyne Technologies, Inc. | $0 | – | -1,300 | – | -0.09% | – |
| AZO | Exit | AutoZone, Inc. | $0 | – | -420 | – | -0.10% | – |
| ECOL | Exit | US Ecology, Inc. | $0 | – | -4,400 | – | -0.10% | – |
| ACN | Exit | Accenture PLC | $0 | – | -1,900 | – | -0.10% | – |
| CCI | Exit | Crown Castle International Corp. | $0 | – | -2,900 | – | -0.10% | – |
| MTN | Exit | Vail Resorts, Inc. | $0 | – | -1,200 | – | -0.10% | – |
| KNL | Exit | Knoll, Inc. | $0 | – | -14,200 | – | -0.10% | – |
| LHCG | Exit | LHC Group, Inc. | $0 | – | -3,200 | – | -0.10% | – |
| VVI | Exit | Viad Corp. | $0 | – | -5,600 | – | -0.10% | – |
| ALGN | Exit | Align Technology, Inc. | $0 | – | -850 | – | -0.10% | – |
| TTWO | Exit | Take-Two Interactive Software, Inc. | $0 | – | -2,400 | – | -0.10% | – |
| EBIX | Exit | Ebix, Inc. | $0 | – | -4,200 | – | -0.10% | – |
| LOGI | Exit | Logitech International S.A. | $0 | – | -7,500 | – | -0.10% | – |
| CB | Exit | Chubb Ltd. | $0 | – | -2,500 | – | -0.10% | – |
| TGS | Exit | Transportadora de Gas del Sur S.A.spon adr b | $0 | – | -23,100 | – | -0.10% | – |
| TSS | Exit | Total System Services, Inc. | $0 | – | -3,400 | – | -0.10% | – |
| WP | Exit | Worldpay, Inc.cl a | $0 | – | -3,300 | – | -0.10% | – |
| JBT | Exit | John Bean Technologies Corp. | $0 | – | -2,800 | – | -0.10% | – |
| MASI | Exit | Masimo Corp. | $0 | – | -2,700 | – | -0.10% | – |
| AMN | Exit | AMN Healthcare Services, Inc. | $0 | – | -6,200 | – | -0.10% | – |
| COL | Exit | Rockwell Collins, Inc. | $0 | – | -2,400 | – | -0.10% | – |
| MDSO | Exit | Medidata Solutions, Inc. | $0 | – | -4,600 | – | -0.10% | – |
| WSO | Exit | Watsco, Inc. | $0 | – | -1,900 | – | -0.10% | – |
| LOPE | Exit | Grand Canyon Education, Inc. | $0 | – | -3,000 | – | -0.10% | – |
| DG | Exit | Dollar General Corp. | $0 | – | -3,100 | – | -0.10% | – |
| PYPL | Exit | PayPal Holdings, Inc. | $0 | – | -3,900 | – | -0.10% | – |
| NXST | Exit | Nexstar Media Group, Inc.cl a | $0 | – | -4,200 | – | -0.10% | – |
| CDK | Exit | CDK Global, Inc. | $0 | – | -5,500 | – | -0.10% | – |
| CLGX | Exit | CoreLogic, Inc. | $0 | – | -7,000 | – | -0.10% | – |
| WCN | Exit | Waste Connections, Inc. | $0 | – | -4,350 | – | -0.10% | – |
| K | Exit | Kellogg Co. | $0 | – | -5,000 | – | -0.10% | – |
| FMS | Exit | Fresenius Medical Care AG & Co. KGaAsponsored adr | $0 | – | -6,800 | – | -0.10% | – |
| CDW | Exit | CDW Corp. | $0 | – | -3,900 | – | -0.10% | – |
| EVR | Exit | Evercore Partners, Inc.class a | $0 | – | -3,500 | – | -0.10% | – |
| RELX | Exit | RELX PLCsponsored adr | $0 | – | -16,918 | – | -0.10% | – |
| ICHR | Exit | Ichor Holdings Ltd. | $0 | – | -17,469 | – | -0.10% | – |
| IEX | Exit | IDEX Corp. | $0 | – | -2,350 | – | -0.10% | – |
| MKL | Exit | Markel Corp. | $0 | – | -300 | – | -0.10% | – |
| ORBK | Exit | Orbotech Ltd.ord | $0 | – | -6,000 | – | -0.10% | – |
| PANW | Exit | Palo Alto Networks, Inc. | $0 | – | -1,600 | – | -0.10% | – |
| WEX | Exit | WEX, Inc. | $0 | – | -1,800 | – | -0.11% | – |
| CCU | Exit | Cia Cervecerias Unidas SAsponsored adr | $0 | – | -13,000 | – | -0.11% | – |
| SHW | Exit | Sherwin-Williams Co./The | $0 | – | -800 | – | -0.11% | – |
| STZ | Exit | Constellation Brands, Inc.cl a | $0 | – | -1,700 | – | -0.11% | – |
| G | Exit | Genpact Ltd. | $0 | – | -12,000 | – | -0.11% | – |
| INTU | Exit | Intuit, Inc. | $0 | – | -1,600 | – | -0.11% | – |
| KAR | Exit | KAR Auction Services, Inc. | $0 | – | -6,100 | – | -0.11% | – |
| HEI | Exit | Paratek Pharmaceuticals, Inc. | $0 | – | -4,000 | – | -0.11% | – |
| THG | Exit | Hanover Insurance Group, Inc. | $0 | – | -3,000 | – | -0.11% | – |
| FIVE | Exit | Five Below, Inc. | $0 | – | -2,900 | – | -0.11% | – |
| RCI | Exit | Rogers Communications, Inc.cl b | $0 | – | -7,300 | – | -0.11% | – |
| ADBE | Exit | Adobe Systems, Inc. | $0 | – | -1,400 | – | -0.11% | – |
| SCS | Exit | Steelcase, Inc.cl a | $0 | – | -20,700 | – | -0.11% | – |
| CHE | Exit | Chemed Corp. | $0 | – | -1,200 | – | -0.11% | – |
| AGN | Exit | Allergan PLC | $0 | – | -2,000 | – | -0.11% | – |
| KHC | Exit | Kraft Heinz Co./The | $0 | – | -7,000 | – | -0.11% | – |
| IDTI | Exit | Integrated Device Technology, Inc. | $0 | – | -8,300 | – | -0.11% | – |
| MIK | Exit | Michaels Cos, Inc./The | $0 | – | -24,000 | – | -0.11% | – |
| ZAGG | Exit | ZAGG, Inc. | $0 | – | -26,320 | – | -0.11% | – |
| TSCO | Exit | Tractor Supply Co. | $0 | – | -4,300 | – | -0.11% | – |
| KEYS | Exit | Keysight Technologies, Inc. | $0 | – | -6,000 | – | -0.12% | – |
| EBS | Exit | Emergent BioSolutions, Inc. | $0 | – | -6,000 | – | -0.12% | – |
| GDEN | Exit | Golden Entertainment, Inc. | $0 | – | -16,460 | – | -0.12% | – |
| GTY | Exit | Getty Realty Corp. | $0 | – | -13,937 | – | -0.12% | – |
| CRL | Exit | Charles River Laboratories International, Inc. | $0 | – | -3,000 | – | -0.12% | – |
| VEEV | Exit | Veeva Systems, Inc. | $0 | – | -3,700 | – | -0.12% | – |
| HRS | Exit | Harris Corp. | $0 | – | -2,400 | – | -0.12% | – |
| WFTIQ | Exit | Weatherford International PLC | $0 | – | -150,000 | – | -0.12% | – |
| ERI | Exit | Eldorado Resorts, Inc. | $0 | – | -8,514 | – | -0.12% | – |
| FCX | Exit | Freeport-McMoRan, Inc.cl b | $0 | – | -30,000 | – | -0.12% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -3,400 | – | -0.12% | – |
| JKHY | Exit | Jack Henry & Associates, Inc. | $0 | – | -2,600 | – | -0.12% | – |
| MAIN | Exit | Main Street Capital Corp. | $0 | – | -10,910 | – | -0.12% | – |
| IBTX | Exit | Independent Bank Group, Inc. | $0 | – | -6,622 | – | -0.13% | – |
| CF | Exit | CF Industries Holdings, Inc. | $0 | – | -8,000 | – | -0.13% | – |
| SHAK | Exit | Shake Shack, Inc.cl a | $0 | – | -7,010 | – | -0.13% | – |
| CPB | Exit | Campbell Soup Co. | $0 | – | -12,000 | – | -0.13% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -4,000 | – | -0.13% | – |
| SGH | Exit | SMART Global Holdings, Inc. | $0 | – | -15,766 | – | -0.13% | – |
| PLOW | Exit | Douglas Dynamics, Inc. | $0 | – | -10,721 | – | -0.14% | – |
| ESIO | Exit | Electro Scientific Industries, Inc. | $0 | – | -27,496 | – | -0.14% | – |
| CSFL | Exit | CenterState Banks, Inc. | $0 | – | -17,173 | – | -0.14% | – |
| ENTA | Exit | Enanta Pharmaceuticals, Inc. | $0 | – | -5,676 | – | -0.14% | – |
| GVA | Exit | Granite Construction, Inc. | $0 | – | -10,721 | – | -0.14% | – |
| NNBR | Exit | NN, Inc. | $0 | – | -32,000 | – | -0.15% | – |
| AMGP | Exit | Antero Midstream GP LP | $0 | – | -30,000 | – | -0.15% | – |
| TTMI | Exit | TTM Technologies, Inc. | $0 | – | -32,289 | – | -0.15% | – |
| IVZ | Exit | Invesco Ltd. | $0 | – | -22,800 | – | -0.15% | – |
| D | Exit | Dominion Resources, Inc. | $0 | – | -7,500 | – | -0.15% | – |
| NJR | Exit | New Jersey Resources Corp. | $0 | – | -11,478 | – | -0.16% | – |
| GLPI | Exit | Gaming and Leisure Properties, Inc. | $0 | – | -15,000 | – | -0.16% | – |
| SVA | Exit | Sinovac Biotech Ltd. | $0 | – | -69,792 | – | -0.16% | – |
| OMC | Exit | Omnicom Group, Inc. | $0 | – | -8,000 | – | -0.16% | – |
| PAGP | Exit | Plains GP Holdings LPltd partnr int a | $0 | – | -22,350 | – | -0.16% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -9,000 | – | -0.16% | – |
| NFG | Exit | National Fuel Gas Co. | $0 | – | -10,000 | – | -0.16% | – |
| MED | Exit | Medifast, Inc. | $0 | – | -2,548 | – | -0.16% | – |
| WBA | Exit | Walgreens Boots Alliance, Inc. | $0 | – | -8,000 | – | -0.17% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -8,000 | – | -0.18% | – |
| ACM | Exit | AECOM | $0 | – | -19,000 | – | -0.18% | – |
| NWL | Exit | Newell Brands, Inc. | $0 | – | -31,500 | – | -0.19% | – |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -7,631 | – | -0.19% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -6,000 | – | -0.19% | – |
| CVA | Exit | Covanta Holding Corp. | $0 | – | -40,000 | – | -0.19% | – |
| PLCE | Exit | Children's Place, Inc./The | $0 | – | -5,108 | – | -0.19% | – |
| KR | Exit | Kroger Co./The | $0 | – | -22,400 | – | -0.19% | – |
| AR | Exit | Antero Resources Corp. | $0 | – | -36,900 | – | -0.19% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -8,000 | – | -0.19% | – |
| NOVT | Exit | Novanta, Inc. | $0 | – | -9,712 | – | -0.19% | – |
| HPE | Exit | Hewlett Packard Enterprise Co. | $0 | – | -40,900 | – | -0.20% | – |
| NBL | Exit | Noble Energy, Inc. | $0 | – | -21,400 | – | -0.20% | – |
| LUMN | Exit | CenturyLink, Inc. | $0 | – | -31,500 | – | -0.20% | – |
| EQT | Exit | EQT Corp. | $0 | – | -15,150 | – | -0.20% | – |
| COMM | Exit | CommScope Holding Co., Inc. | $0 | – | -22,000 | – | -0.20% | – |
| OKE | Exit | ONEOK, Inc. | $0 | – | -10,000 | – | -0.20% | – |
| CAG | Exit | ConAgra Foods, Inc. | $0 | – | -20,000 | – | -0.20% | – |
| BG | Exit | Bunge Ltd. | $0 | – | -10,000 | – | -0.20% | – |
| MORN | Exit | Morningstar, Inc. | $0 | – | -5,487 | – | -0.20% | – |
| KO | Exit | Coca-Cola Co./The | $0 | – | -15,000 | – | -0.20% | – |
| TSM | Exit | Taiwan Semiconductor Manufacturing Co. Ltd.sponsored adr | $0 | – | -15,750 | – | -0.20% | – |
| MLAB | Exit | Mesa Laboratories, Inc. | $0 | – | -3,910 | – | -0.21% | – |
| CMI | Exit | Cummins, Inc. | $0 | – | -5,000 | – | -0.21% | – |
| AZN | Exit | AstraZeneca PLCsponsored adr | $0 | – | -18,800 | – | -0.22% | – |
| DVN | Exit | Devon Energy Corp. | $0 | – | -18,700 | – | -0.22% | – |
| WING | Exit | Wingstop, Inc. | $0 | – | -11,036 | – | -0.22% | – |
| HSY | Exit | Hershey Co./The | $0 | – | -7,500 | – | -0.22% | – |
| RIO | Exit | Rio Tinto PLCsponsored adr | $0 | – | -15,100 | – | -0.22% | – |
| FN | Exit | Fabrinet | $0 | – | -17,154 | – | -0.23% | – |
| BGS | Exit | B&G Foods, Inc. | $0 | – | -29,000 | – | -0.23% | – |
| CHH | Exit | Choice Hotels International, Inc. | $0 | – | -9,586 | – | -0.23% | – |
| WRK | Exit | WestRock Co. | $0 | – | -15,000 | – | -0.24% | – |
| CONN | Exit | Conn's, Inc. | $0 | – | -22,829 | – | -0.24% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -5,000 | – | -0.24% | – |
| GIS | Exit | General Mills, Inc. | $0 | – | -20,000 | – | -0.25% | – |
| HBI | Exit | Hanesbrands, Inc. | $0 | – | -46,500 | – | -0.25% | – |
| CMD | Exit | Cantel Medical Corp. | $0 | – | -9,406 | – | -0.25% | – |
| VLO | Exit | Valero Energy Corp. | $0 | – | -7,600 | – | -0.25% | – |
| HCKT | Exit | Hackett Group, Inc. | $0 | – | -43,386 | – | -0.26% | – |
| SLM | Exit | SLM Corp. | $0 | – | -79,700 | – | -0.26% | – |
| LPLA | Exit | LPL Financial Holdings, Inc. | $0 | – | -14,390 | – | -0.27% | – |
| BLK | Exit | BlackRock, Inc. | $0 | – | -2,000 | – | -0.28% | – |
| LAZ | Exit | Lazard Ltd. | $0 | – | -20,000 | – | -0.28% | – |
| Exit | Twitter, Inc.note 0.250% 9/1 | $0 | – | -1,000,000 | – | -0.28% | – | |
| VOYA | Exit | Voya Financial, Inc. | $0 | – | -19,600 | – | -0.28% | – |
| PM | Exit | Philip Morris International, Inc. | $0 | – | -12,000 | – | -0.29% | – |
| PRGO | Exit | Perrigo Co. PLC | $0 | – | -13,800 | – | -0.29% | – |
| ZBH | Exit | Zimmer Biomet Holdings, Inc. | $0 | – | -7,500 | – | -0.29% | – |
| LNC | Exit | Lincoln National Corp. | $0 | – | -14,765 | – | -0.29% | – |
| IDCC | Exit | InterDigital, Inc. | $0 | – | -12,500 | – | -0.29% | – |
| BXMT | Exit | Blackstone Mortgage Trust, Inc. | $0 | – | -30,000 | – | -0.29% | – |
| RS | Exit | Reliance Steel & Aluminum Co. | $0 | – | -11,900 | – | -0.30% | – |
| MYL | Exit | Mylan NV | $0 | – | -28,600 | – | -0.31% | – |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -60,000 | – | -0.31% | – |
| LUV | Exit | Southwest Airlines Co. | $0 | – | -17,000 | – | -0.31% | – |
| ABMD | Exit | ABIOMED, Inc. | $0 | – | -2,358 | – | -0.31% | – |
| VZ | Exit | Verizon Communications, Inc. | $0 | – | -20,000 | – | -0.31% | – |
| BHF | Exit | Brighthouse Financial, Inc. | $0 | – | -24,200 | – | -0.31% | – |
| NVEE | Exit | NV5 Global, Inc. | $0 | – | -12,364 | – | -0.31% | – |
| AAP | Exit | Advance Auto Parts, Inc. | $0 | – | -6,400 | – | -0.32% | – |
| WMB | Exit | Williams Cos, Inc./The | $0 | – | -40,000 | – | -0.32% | – |
| KEY | Exit | KeyCorp | $0 | – | -55,000 | – | -0.32% | – |
| BA | Exit | Boeing Co./The | $0 | – | -3,000 | – | -0.33% | – |
| SBUX | Exit | Starbucks Corp. | $0 | – | -20,000 | – | -0.33% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -8,400 | – | -0.34% | – |
| SWM | Exit | Schweitzer-Mauduit International, Inc. | $0 | – | -30,406 | – | -0.34% | – |
| OLLI | Exit | Ollie's Bargain Outlet Holdings, Inc. | $0 | – | -12,209 | – | -0.34% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -7,000 | – | -0.34% | – |
| KLAC | Exit | KLA-Tencor Corp. | $0 | – | -11,800 | – | -0.35% | – |
| MLI | Exit | Mueller Industries, Inc. | $0 | – | -42,071 | – | -0.36% | – |
| LYB | Exit | Lyondellbasell Industries NV | $0 | – | -12,000 | – | -0.36% | – |
| INGN | Exit | Inogen, Inc. | $0 | – | -5,098 | – | -0.36% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -20,000 | – | -0.36% | – |
| DIS | Exit | Walt Disney Co./The | $0 | – | -10,700 | – | -0.37% | – |
| SWKS | Exit | Skyworks Solutions, Inc. | $0 | – | -14,000 | – | -0.37% | – |
| EMN | Exit | Eastman Chemical Co. | $0 | – | -13,500 | – | -0.38% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd. | $0 | – | -10,000 | – | -0.38% | – |
| ETN | Exit | Eaton Corp. PLC | $0 | – | -15,000 | – | -0.38% | – |
| ALK | Exit | Alaska Air Group, Inc. | $0 | – | -19,000 | – | -0.38% | – |
| AVGO | Exit | Broadcom, Inc. | $0 | – | -5,300 | – | -0.38% | – |
| DVA | Exit | DaVita, Inc. | $0 | – | -18,330 | – | -0.38% | – |
| FDX | Exit | FedEx Corp. | $0 | – | -5,500 | – | -0.39% | – |
| HON | Exit | Honeywell International, Inc. | $0 | – | -8,000 | – | -0.39% | – |
| ABC | Exit | AmerisourceBergen Corp. | $0 | – | -14,457 | – | -0.39% | – |
| GRUB | Exit | GrubHub, Inc. | $0 | – | -10,039 | – | -0.41% | – |
| AMGN | Exit | Amgen, Inc. | $0 | – | -6,700 | – | -0.41% | – |
| KREF | Exit | KKR Real Estate Finance Trust, Inc. | $0 | – | -70,000 | – | -0.41% | – |
| QCOM | Exit | QUALCOMM, Inc. | $0 | – | -20,000 | – | -0.42% | – |
| CBRL | Exit | Cracker Barrel Old Country Store, Inc. | $0 | – | -9,856 | – | -0.42% | – |
| FAST | Exit | Fastenal Co. | $0 | – | -25,000 | – | -0.42% | – |
| TPR | Exit | Tapestry, Inc. | $0 | – | -30,000 | – | -0.44% | – |
| PAYC | Exit | Paycom Software, Inc. | $0 | – | -9,751 | – | -0.44% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -12,550 | – | -0.45% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -20,000 | – | -0.46% | – |
| LRCX | Exit | Lam Research Corp. | $0 | – | -10,500 | – | -0.47% | – |
| CCL | Exit | Carnival Corp.unit 99/99/9999 | $0 | – | -25,000 | – | -0.47% | – |
| UTX | Exit | United Technologies Corp. | $0 | – | -11,500 | – | -0.47% | – |
| DWDP | Exit | DowDuPont, Inc. | $0 | – | -25,000 | – | -0.47% | – |
| MET | Exit | MetLife, Inc. | $0 | – | -35,300 | – | -0.48% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -23,500 | – | -0.49% | – |
| MSI | Exit | Motorola Solutions, Inc. | $0 | – | -14,000 | – | -0.53% | – |
| PRU | Exit | Prudential Financial, Inc. | $0 | – | -18,000 | – | -0.53% | – |
| ABBV | Exit | AbbVie, Inc. | $0 | – | -19,800 | – | -0.55% | – |
| INTC | Exit | Intel Corp. | $0 | – | -40,000 | – | -0.55% | – |
| LOW | Exit | Lowe's Cos., Inc. | $0 | – | -16,600 | – | -0.56% | – |
| MSM | Exit | MSC Industrial Direct Co., Inc.cl a | $0 | – | -22,000 | – | -0.57% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -17,000 | – | -0.57% | – |
| Exit | Huron Consulting Group, Inc.note 1.250%10/0 | $0 | – | -2,000,000 | – | -0.57% | – | |
| Exit | SSR Mining, Inc.note 2.875% 2/0 | $0 | – | -2,000,000 | – | -0.58% | – | |
| FAF | Exit | First American Financial Corp. | $0 | – | -39,031 | – | -0.59% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -71,000 | – | -0.61% | – |
| C | Exit | Citigroup, Inc. | $0 | – | -30,000 | – | -0.63% | – |
| LEG | Exit | Leggett & Platt, Inc. | $0 | – | -50,000 | – | -0.64% | – |
| T | Exit | AT&T, Inc. | $0 | – | -66,500 | – | -0.65% | – |
| IP | Exit | International Paper Co. | $0 | – | -45,800 | – | -0.66% | – |
| AAPL | Exit | Apple, Inc. | $0 | – | -10,100 | – | -0.67% | – |
| HD | Exit | Home Depot, Inc./The | $0 | – | -11,000 | – | -0.67% | – |
| STX | Exit | Seagate Technology PLC | $0 | – | -50,000 | – | -0.69% | – |
| FHB | Exit | First Hawaiian, Inc. | $0 | – | -90,000 | – | -0.72% | – |
| JCI | Exit | Johnson Controls International PLC | $0 | – | -70,000 | – | -0.72% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -55,900 | – | -0.72% | – |
| Exit | Spirit Realty Capital, Inc.note 2.875% 5/1 | $0 | – | -2,500,000 | – | -0.73% | – | |
| ARES | Exit | Ares Management LP | $0 | – | -110,000 | – | -0.75% | – |
| TRTX | Exit | TPG RE Finance Trust, Inc. | $0 | – | -130,000 | – | -0.76% | – |
| CSCO | Exit | Cisco Systems, Inc. | $0 | – | -55,500 | – | -0.79% | – |
| ARI | Exit | Apollo Commercial Real Estate Finance, Inc. | $0 | – | -150,000 | – | -0.83% | – |
| UPS | Exit | United Parcel Service, Inc.cl b | $0 | – | -25,000 | – | -0.85% | – |
| PPL | Exit | PPL Corp. | $0 | – | -100,000 | – | -0.86% | – |
| Exit | Macquarie Infrastructure Corp.note 2.875% 7/1 | $0 | – | -3,000,000 | – | -0.87% | – | |
| STWD | Exit | Starwood Property Trust, Inc. | $0 | – | -140,000 | – | -0.88% | – |
| Exit | Ares Capital Corp.note 4.375% 1/1 | $0 | – | -3,000,000 | – | -0.88% | – | |
| SEMG | Exit | SemGroup Corp.cl a | $0 | – | -145,000 | – | -0.94% | – |
| ACRE | Exit | Ares Commercial Real Estate Corp. | $0 | – | -230,000 | – | -0.94% | – |
| WMT | Exit | Wal-Mart Stores, Inc. | $0 | – | -35,000 | – | -0.96% | – |
| LADR | Exit | Ladder Capital Corp.cl a | $0 | – | -200,000 | – | -0.99% | – |
| MFA | Exit | MFA Financial, Inc. | $0 | – | -470,000 | – | -1.01% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -50,000 | – | -1.24% | – |
| ALLY | Exit | Ally Financial, Inc. | $0 | – | -164,700 | – | -1.28% | – |
| BGCP | Exit | BGC Partners, Inc.cl a | $0 | – | -400,000 | – | -1.38% | – |
| GPMT | Exit | Granite Point Mortgage Trust, Inc. | $0 | – | -280,000 | – | -1.58% | – |
| GILD | Exit | Gilead Sciences, Inc. | $0 | – | -70,000 | – | -1.58% | – |
| Exit | RWT Holdings, Inc.note 5.625%11/1 | $0 | – | -5,756,000 | – | -1.71% | – | |
| IBM | Exit | International Business Machines Corp. | $0 | – | -45,000 | – | -1.99% | – |
| RDSA | Exit | Royal Dutch Shell PLC ADRspons adr a | $0 | – | -100,000 | – | -1.99% | – |
| Exit | Layne Christensen Co.note 4.250%11/1 | $0 | – | -6,917,000 | – | -2.04% | – | |
| BP | Exit | BP PLCsponsored adr | $0 | – | -155,750 | – | -2.10% | – |
| Exit | PennyMac Corp.note 5.375% 5/0 | $0 | – | -9,000,000 | – | -2.63% | – | |
| NRZ | Exit | New Residential Investment Corp. | $0 | – | -900,000 | – | -4.69% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NRZ | Sell | New Residential Investment Corp. | $16,038,000 | -27.8% | 900,000 | -29.1% | 4.69% | -27.1% |
| Buy | PennyMac Corp.note 5.375% 5/0 | $8,987,000 | +198.1% | 9,000,000 | +200.0% | 2.63% | +201.0% | |
| BP | Sell | BP PLCsponsored adr | $7,180,000 | -5.1% | 155,750 | -6.0% | 2.10% | -4.2% |
| Sell | Layne Christensen Co.note 4.250%11/1 | $6,965,000 | -22.6% | 6,917,000 | -22.4% | 2.04% | -21.8% | |
| New | RWT Holdings, Inc.note 5.625%11/1 | $5,838,000 | – | 5,756,000 | – | 1.71% | – | |
| GILD | Buy | Gilead Sciences, Inc. | $5,405,000 | +90.7% | 70,000 | +75.0% | 1.58% | +92.5% |
| GPMT | Buy | Granite Point Mortgage Trust, Inc. | $5,398,000 | +9.0% | 280,000 | +3.7% | 1.58% | +10.0% |
| ALLY | Sell | Ally Financial, Inc. | $4,356,000 | -1.8% | 164,700 | -2.5% | 1.28% | -0.9% |
| LADR | Sell | Ladder Capital Corp.cl a | $3,388,000 | -41.4% | 200,000 | -45.9% | 0.99% | -40.8% |
| New | Ares Capital Corp.note 4.375% 1/1 | $3,012,000 | – | 3,000,000 | – | 0.88% | – | |
| STWD | Sell | Starwood Property Trust, Inc. | $3,013,000 | -27.0% | 140,000 | -26.3% | 0.88% | -26.3% |
| PPL | Buy | PPL Corp. | $2,926,000 | +309.8% | 100,000 | +300.0% | 0.86% | +313.5% |
| ARI | Sell | Apollo Commercial Real Estate Finance, Inc. | $2,831,000 | -69.6% | 150,000 | -70.6% | 0.83% | -69.3% |
| TRTX | New | TPG RE Finance Trust, Inc. | $2,603,000 | – | 130,000 | – | 0.76% | – |
| ARES | New | Ares Management LP | $2,552,000 | – | 110,000 | – | 0.75% | – |
| FHB | Buy | First Hawaiian, Inc. | $2,444,000 | +53.1% | 90,000 | +63.6% | 0.72% | +54.4% |
| STX | Sell | Seagate Technology PLC | $2,368,000 | -67.7% | 50,000 | -61.5% | 0.69% | -67.4% |
| AAPL | Sell | Apple, Inc. | $2,280,000 | +16.2% | 10,100 | -4.7% | 0.67% | +17.2% |
| HD | New | Home Depot, Inc./The | $2,279,000 | – | 11,000 | – | 0.67% | – |
| IP | Buy | International Paper Co. | $2,251,000 | +645.4% | 45,800 | +689.7% | 0.66% | +648.9% |
| T | Sell | AT&T, Inc. | $2,233,000 | -27.9% | 66,500 | -31.1% | 0.65% | -27.3% |
| FAF | Buy | First American Financial Corp. | $2,014,000 | +5.3% | 39,031 | +5.6% | 0.59% | +6.5% |
| Buy | SSR Mining, Inc.note 2.875% 2/0 | $1,969,000 | +32.7% | 2,000,000 | +33.3% | 0.58% | +34.0% | |
| Sell | Huron Consulting Group, Inc.note 1.250%10/0 | $1,952,000 | -48.3% | 2,000,000 | -50.0% | 0.57% | -47.8% | |
| INTC | Sell | Intel Corp. | $1,892,000 | -17.1% | 40,000 | -12.9% | 0.55% | -16.3% |
| ABBV | Buy | AbbVie, Inc. | $1,873,000 | +13.6% | 19,800 | +11.2% | 0.55% | +14.6% |
| PRU | Buy | Prudential Financial, Inc. | $1,824,000 | +25.9% | 18,000 | +16.1% | 0.53% | +27.1% |
| MSI | Sell | Motorola Solutions, Inc. | $1,822,000 | -11.8% | 14,000 | -21.1% | 0.53% | -11.0% |
| MRK | Buy | Merck & Co., Inc. | $1,667,000 | +66.4% | 23,500 | +42.4% | 0.49% | +67.7% |
| UTX | Buy | United Technologies Corp. | $1,608,000 | +28.6% | 11,500 | +15.0% | 0.47% | +30.1% |
| PAYC | Sell | Paycom Software, Inc. | $1,515,000 | +45.1% | 9,751 | -7.7% | 0.44% | +46.2% |
| TPR | Sell | Tapestry, Inc. | $1,508,000 | -3.3% | 30,000 | -10.2% | 0.44% | -2.4% |
| CBRL | Sell | Cracker Barrel Old Country Store, Inc. | $1,450,000 | -18.8% | 9,856 | -13.7% | 0.42% | -18.1% |
| KREF | New | KKR Real Estate Finance Trust, Inc. | $1,412,000 | – | 70,000 | – | 0.41% | – |
| GRUB | Buy | GrubHub, Inc. | $1,392,000 | +47.9% | 10,039 | +12.0% | 0.41% | +49.1% |
| FDX | Sell | FedEx Corp. | $1,324,000 | -16.7% | 5,500 | -21.4% | 0.39% | -15.8% |
| AVGO | Buy | Broadcom, Inc. | $1,308,000 | +34.7% | 5,300 | +32.5% | 0.38% | +35.8% |
| RCL | New | Royal Caribbean Cruises Ltd. | $1,299,000 | – | 10,000 | – | 0.38% | – |
| INGN | Buy | Inogen, Inc. | $1,245,000 | +44.9% | 5,098 | +10.6% | 0.36% | +46.2% |
| BMY | Buy | Bristol-Myers Squibb Co. | $1,242,000 | +462.0% | 20,000 | +400.0% | 0.36% | +468.8% |
| MLI | Buy | Mueller Industries, Inc. | $1,219,000 | +0.8% | 42,071 | +2.7% | 0.36% | +1.7% |
| KLAC | Buy | KLA-Tencor Corp. | $1,200,000 | +33.0% | 11,800 | +34.1% | 0.35% | +34.0% |
| OLLI | Sell | Ollie's Bargain Outlet Holdings, Inc. | $1,173,000 | +25.5% | 12,209 | -5.4% | 0.34% | +26.6% |
| SWM | Buy | Schweitzer-Mauduit International, Inc. | $1,165,000 | -9.6% | 30,406 | +3.1% | 0.34% | -8.8% |
| SBUX | Buy | Starbucks Corp. | $1,137,000 | +29.4% | 20,000 | +11.1% | 0.33% | +30.6% |
| BA | Sell | Boeing Co./The | $1,116,000 | -16.8% | 3,000 | -25.0% | 0.33% | -15.9% |
| KEY | New | KeyCorp | $1,094,000 | – | 55,000 | – | 0.32% | – |
| AAP | Sell | Advance Auto Parts, Inc. | $1,077,000 | +13.7% | 6,400 | -8.2% | 0.32% | +14.5% |
| NVEE | Buy | NV5 Global, Inc. | $1,072,000 | +38.7% | 12,364 | +10.9% | 0.31% | +40.2% |
| VZ | Sell | Verizon Communications, Inc. | $1,068,000 | -67.3% | 20,000 | -69.2% | 0.31% | -67.0% |
| BHF | Buy | Brighthouse Financial, Inc. | $1,071,000 | +16.7% | 24,200 | +5.7% | 0.31% | +17.7% |
| KMI | Buy | Kinder Morgan, Inc. | $1,064,000 | +301.5% | 60,000 | +300.0% | 0.31% | +303.9% |
| ABMD | Sell | ABIOMED, Inc. | $1,061,000 | -10.2% | 2,358 | -18.3% | 0.31% | -9.1% |
| MYL | Buy | Mylan NV | $1,047,000 | +41.3% | 28,600 | +39.5% | 0.31% | +42.3% |
| BXMT | Sell | Blackstone Mortgage Trust, Inc. | $1,005,000 | -64.5% | 30,000 | -66.7% | 0.29% | -64.1% |
| IDCC | Sell | InterDigital, Inc. | $1,000,000 | -17.6% | 12,500 | -16.7% | 0.29% | -16.8% |
| LNC | Sell | Lincoln National Corp. | $999,000 | -53.8% | 14,765 | -57.5% | 0.29% | -53.5% |
| ZBH | Sell | Zimmer Biomet Holdings, Inc. | $986,000 | -25.6% | 7,500 | -37.0% | 0.29% | -24.9% |
| PM | New | Philip Morris International, Inc. | $978,000 | – | 12,000 | – | 0.29% | – |
| PRGO | Sell | Perrigo Co. PLC | $977,000 | -7.1% | 13,800 | -4.3% | 0.29% | -6.2% |
| VOYA | Sell | Voya Financial, Inc. | $974,000 | +1.4% | 19,600 | -4.2% | 0.28% | +2.2% |
| New | Twitter, Inc.note 0.250% 9/1 | $971,000 | – | 1,000,000 | – | 0.28% | – | |
| LAZ | New | Lazard Ltd. | $963,000 | – | 20,000 | – | 0.28% | – |
| BLK | New | BlackRock, Inc. | $943,000 | – | 2,000 | – | 0.28% | – |
| LPLA | Sell | LPL Financial Holdings, Inc. | $928,000 | -53.6% | 14,390 | -52.8% | 0.27% | -53.1% |
| SLM | Buy | SLM Corp. | $889,000 | +20.3% | 79,700 | +23.6% | 0.26% | +21.5% |
| HCKT | Sell | Hackett Group, Inc. | $874,000 | -8.7% | 43,386 | -27.1% | 0.26% | -7.9% |
| VLO | Sell | Valero Energy Corp. | $865,000 | -14.3% | 7,600 | -16.5% | 0.25% | -13.7% |
| CMD | Buy | Cantel Medical Corp. | $866,000 | -0.5% | 9,406 | +6.3% | 0.25% | +0.4% |
| HBI | Buy | Hanesbrands, Inc. | $857,000 | -2.7% | 46,500 | +16.2% | 0.25% | -1.6% |
| GIS | Buy | General Mills, Inc. | $858,000 | +29.2% | 20,000 | +33.3% | 0.25% | +30.1% |
| CONN | Buy | Conn's, Inc. | $807,000 | +17.0% | 22,829 | +9.2% | 0.24% | +18.0% |
| WRK | Buy | WestRock Co. | $802,000 | +75.9% | 15,000 | +87.5% | 0.24% | +78.0% |
| CHH | Buy | Choice Hotels International, Inc. | $799,000 | +20.9% | 9,586 | +9.7% | 0.23% | +21.9% |
| BGS | Buy | B&G Foods, Inc. | $796,000 | +77.3% | 29,000 | +93.3% | 0.23% | +79.2% |
| FN | Buy | Fabrinet | $794,000 | +37.6% | 17,154 | +9.7% | 0.23% | +38.9% |
| RIO | Sell | Rio Tinto PLCsponsored adr | $770,000 | -44.7% | 15,100 | -39.8% | 0.22% | -44.3% |
| HSY | Buy | Hershey Co./The | $765,000 | +64.5% | 7,500 | +50.0% | 0.22% | +65.9% |
| WING | Buy | Wingstop, Inc. | $753,000 | +44.5% | 11,036 | +10.3% | 0.22% | +45.7% |
| DVN | Sell | Devon Energy Corp. | $747,000 | -40.0% | 18,700 | -33.9% | 0.22% | -39.3% |
| AZN | Sell | AstraZeneca PLCsponsored adr | $744,000 | -45.4% | 18,800 | -51.5% | 0.22% | -44.8% |
| MLAB | Buy | Mesa Laboratories, Inc. | $726,000 | -3.5% | 3,910 | +9.7% | 0.21% | -2.3% |
| MORN | Buy | Morningstar, Inc. | $691,000 | +7.8% | 5,487 | +9.7% | 0.20% | +8.6% |
| BG | New | Bunge Ltd. | $687,000 | – | 10,000 | – | 0.20% | – |
| CAG | New | ConAgra Foods, Inc. | $679,000 | – | 20,000 | – | 0.20% | – |
| OKE | Sell | ONEOK, Inc. | $678,000 | -46.1% | 10,000 | -44.4% | 0.20% | -45.8% |
| COMM | New | CommScope Holding Co., Inc. | $677,000 | – | 22,000 | – | 0.20% | – |
| NBL | New | Noble Energy, Inc. | $667,000 | – | 21,400 | – | 0.20% | – |
| HPE | Sell | Hewlett Packard Enterprise Co. | $667,000 | -30.2% | 40,900 | -37.5% | 0.20% | -29.6% |
| NOVT | Buy | Novanta, Inc. | $664,000 | +20.5% | 9,712 | +9.7% | 0.19% | +21.2% |
| PLCE | Buy | Children's Place, Inc./The | $653,000 | +16.2% | 5,108 | +9.7% | 0.19% | +17.2% |
| CPK | Buy | Chesapeake Utilities Corp. | $640,000 | +14.3% | 7,631 | +9.0% | 0.19% | +15.4% |
| NWL | Buy | Newell Brands, Inc. | $639,000 | -16.0% | 31,500 | +6.8% | 0.19% | -15.4% |
| ACM | Sell | AECOM | $621,000 | -38.0% | 19,000 | -37.3% | 0.18% | -37.2% |
| MED | New | Medifast, Inc. | $565,000 | – | 2,548 | – | 0.16% | – |
| SLB | Sell | Schlumberger Ltd. | $548,000 | -47.6% | 9,000 | -42.3% | 0.16% | -47.2% |
| OMC | Sell | Omnicom Group, Inc. | $544,000 | -25.0% | 8,000 | -15.8% | 0.16% | -24.3% |
| SVA | Buy | Sinovac Biotech Ltd. | $537,000 | +11.4% | 69,792 | +8.0% | 0.16% | +12.1% |
| NJR | Buy | New Jersey Resources Corp. | $529,000 | +13.0% | 11,478 | +9.7% | 0.16% | +14.0% |
| GLPI | New | Gaming and Leisure Properties, Inc. | $529,000 | – | 15,000 | – | 0.16% | – |
| D | New | Dominion Resources, Inc. | $527,000 | – | 7,500 | – | 0.15% | – |
| TTMI | Buy | TTM Technologies, Inc. | $514,000 | -1.0% | 32,289 | +9.7% | 0.15% | -0.7% |
| AMGP | New | Antero Midstream GP LP | $508,000 | – | 30,000 | – | 0.15% | – |
| NNBR | Sell | NN, Inc. | $499,000 | -43.5% | 32,000 | -31.5% | 0.15% | -43.0% |
| GVA | Buy | Granite Construction, Inc. | $490,000 | -9.9% | 10,721 | +9.7% | 0.14% | -9.5% |
| ENTA | Buy | Enanta Pharmaceuticals, Inc. | $485,000 | -19.4% | 5,676 | +9.2% | 0.14% | -18.9% |
| CSFL | New | CenterState Banks, Inc. | $482,000 | – | 17,173 | – | 0.14% | – |
| ESIO | Buy | Electro Scientific Industries, Inc. | $480,000 | +17.9% | 27,496 | +6.5% | 0.14% | +18.6% |
| PLOW | Buy | Douglas Dynamics, Inc. | $471,000 | +0.4% | 10,721 | +9.7% | 0.14% | +1.5% |
| SGH | Buy | SMART Global Holdings, Inc. | $453,000 | -1.1% | 15,766 | +9.7% | 0.13% | 0.0% |
| CPB | New | Campbell Soup Co. | $440,000 | – | 12,000 | – | 0.13% | – |
| SHAK | New | Shake Shack, Inc.cl a | $442,000 | – | 7,010 | – | 0.13% | – |
| IBTX | Buy | Independent Bank Group, Inc. | $439,000 | +8.9% | 6,622 | +9.7% | 0.13% | +9.4% |
| CF | Sell | CF Industries Holdings, Inc. | $436,000 | -24.4% | 8,000 | -38.5% | 0.13% | -23.4% |
| MAIN | Buy | Main Street Capital Corp. | $420,000 | +11.1% | 10,910 | +9.7% | 0.12% | +11.8% |
| FCX | Buy | Freeport-McMoRan, Inc.cl b | $418,000 | +1.7% | 30,000 | +26.1% | 0.12% | +2.5% |
| ERI | Buy | Eldorado Resorts, Inc. | $414,000 | +32.3% | 8,514 | +6.4% | 0.12% | +33.0% |
| WFTIQ | Sell | Weatherford International PLC | $407,000 | -31.2% | 150,000 | -16.7% | 0.12% | -30.8% |
| VEEV | Sell | Veeva Systems, Inc. | $403,000 | +19.2% | 3,700 | -15.9% | 0.12% | +20.4% |
| GDEN | Buy | Golden Entertainment, Inc. | $395,000 | -2.5% | 16,460 | +9.7% | 0.12% | -0.9% |
| GTY | Buy | Getty Realty Corp. | $398,000 | +11.2% | 13,937 | +9.7% | 0.12% | +11.5% |
| IDTI | Sell | Integrated Device Technology, Inc. | $390,000 | +6.3% | 8,300 | -27.8% | 0.11% | +7.5% |
| ZAGG | Buy | ZAGG, Inc. | $388,000 | +50.4% | 26,320 | +76.3% | 0.11% | +52.0% |
| MIK | Buy | Michaels Cos, Inc./The | $390,000 | -11.6% | 24,000 | +4.3% | 0.11% | -10.9% |
| AGN | New | Allergan PLC | $381,000 | – | 2,000 | – | 0.11% | – |
| FIVE | Sell | Five Below, Inc. | $377,000 | -17.9% | 2,900 | -38.3% | 0.11% | -17.3% |
| HEI | New | Paratek Pharmaceuticals, Inc. | $370,000 | – | 4,000 | – | 0.11% | – |
| ICHR | Buy | Ichor Holdings Ltd. | $357,000 | +5.6% | 17,469 | +9.7% | 0.10% | +6.1% |
| RELX | New | RELX PLCsponsored adr | $354,000 | – | 16,918 | – | 0.10% | – |
| K | New | Kellogg Co. | $350,000 | – | 5,000 | – | 0.10% | – |
| DG | New | Dollar General Corp. | $339,000 | – | 3,100 | – | 0.10% | – |
| TGS | Buy | Transportadora de Gas del Sur S.A.spon adr b | $335,000 | +67.5% | 23,100 | +40.0% | 0.10% | +69.0% |
| WP | Sell | Worldpay, Inc.cl a | $334,000 | -16.7% | 3,300 | -32.7% | 0.10% | -15.5% |
| MASI | Sell | Masimo Corp. | $336,000 | -6.9% | 2,700 | -27.0% | 0.10% | -6.7% |
| LHCG | Sell | LHC Group, Inc. | $330,000 | -14.3% | 3,200 | -28.9% | 0.10% | -13.4% |
| ALGN | New | Align Technology, Inc. | $333,000 | – | 850 | – | 0.10% | – |
| TTWO | Sell | Take-Two Interactive Software, Inc. | $331,000 | -12.7% | 2,400 | -25.0% | 0.10% | -11.8% |
| ECOL | Sell | US Ecology, Inc. | $325,000 | -21.5% | 4,400 | -32.3% | 0.10% | -20.8% |
| ACN | Sell | Accenture PLC | $323,000 | -21.0% | 1,900 | -24.0% | 0.10% | -20.2% |
| CERN | New | Cerner Corp. | $322,000 | – | 5,000 | – | 0.09% | – |
| TDY | Sell | Teledyne Technologies, Inc. | $321,000 | -19.3% | 1,300 | -35.0% | 0.09% | -18.3% |
| ISRG | New | Intuitive Surgical, Inc. | $321,000 | – | 560 | – | 0.09% | – |
| GTN | Sell | Gray Television, Inc. | $317,000 | -27.3% | 18,100 | -34.4% | 0.09% | -26.2% |
| NUE | New | Nucor Corp. | $317,000 | – | 5,000 | – | 0.09% | – |
| TYL | Sell | Tyler Technologies, Inc. | $319,000 | -10.1% | 1,300 | -18.8% | 0.09% | -9.7% |
| FDS | Sell | FactSet Research Systems, Inc. | $313,000 | -21.0% | 1,400 | -30.0% | 0.09% | -20.0% |
| EFX | New | Equifax, Inc. | $313,000 | – | 2,400 | – | 0.09% | – |
| TNET | Buy | TriNet Group, Inc. | $313,000 | +10.2% | 5,550 | +9.2% | 0.09% | +12.2% |
| DSW | New | DSW, Inc.cl a | $311,000 | – | 9,177 | – | 0.09% | – |
| SIVB | Sell | SVB Financial Group | $311,000 | -32.7% | 1,000 | -37.5% | 0.09% | -32.1% |
| AER | New | AerCap Holdings NV | $311,000 | – | 5,400 | – | 0.09% | – |
| ORA | Buy | Ormat Technologies, Inc. | $308,000 | +25.7% | 5,700 | +23.9% | 0.09% | +26.8% |
| CNC | Sell | Centene Corp. | $304,000 | -29.5% | 2,100 | -40.0% | 0.09% | -28.8% |
| EQIX | New | Equinix, Inc. | $303,000 | – | 700 | – | 0.09% | – |
| HRC | Buy | Hill-Rom Holdings, Inc. | $293,000 | +45.8% | 3,100 | +34.8% | 0.09% | +48.3% |
| SCHW | Buy | Charles Schwab Corp./The | $290,000 | +26.1% | 5,900 | +31.1% | 0.08% | +26.9% |
| KBH | Buy | KB Home | $289,000 | +26.2% | 12,100 | +44.0% | 0.08% | +28.8% |
| FCN | New | FTI Consulting, Inc. | $289,000 | – | 3,951 | – | 0.08% | – |
| CRESY | Buy | Cresud S.A.sponsored adr | $292,000 | +15.0% | 20,631 | +20.4% | 0.08% | +14.9% |
| AMT | New | American Tower Corp. | $291,000 | – | 2,000 | – | 0.08% | – |
| MNST | New | Monster Beverage Corp. | $286,000 | – | 4,900 | – | 0.08% | – |
| BMA | New | Banco Macro S.A.spon adr b | $285,000 | – | 6,900 | – | 0.08% | – |
| ITW | New | Illinois Tool Works, Inc. | $282,000 | – | 2,000 | – | 0.08% | – |
| WB | Buy | Weibo Corp.sponsored adr | $285,000 | +18.8% | 3,900 | +44.4% | 0.08% | +18.6% |
| DGX | New | Quest Diagnostics, Inc. | $281,000 | – | 2,600 | – | 0.08% | – |
| RHT | Buy | Red Hat, Inc. | $279,000 | +29.8% | 2,050 | +28.1% | 0.08% | +32.3% |
| CBRE | New | CBRE Group, Inc.cl a | $278,000 | – | 6,300 | – | 0.08% | – |
| LKQ | New | LKQ Corp. | $272,000 | – | 8,600 | – | 0.08% | – |
| RHI | Sell | Robert Half International, Inc. | $274,000 | -32.2% | 3,900 | -37.1% | 0.08% | -31.6% |
| SIMO | Sell | Silicon Motion Technology Corp.sponsored adr | $274,000 | -29.0% | 5,100 | -30.1% | 0.08% | -28.6% |
| NOAH | Buy | Noah Holdings Ltd.spon ads cl a | $270,000 | +10.2% | 6,400 | +36.2% | 0.08% | +11.3% |
| ECHO | New | Echo Global Logistics, Inc. | $268,000 | – | 8,663 | – | 0.08% | – |
| IPGP | Buy | IPG Photonics Corp. | $265,000 | +9.1% | 1,700 | +54.5% | 0.08% | +11.4% |
| TTGT | Buy | TechTarget, Inc. | $258,000 | -25.2% | 13,307 | +9.4% | 0.08% | -24.0% |
| LEN | New | Lennar Corp.cl a | $261,000 | – | 5,600 | – | 0.08% | – |
| NEOG | Sell | Neogen Corp. | $260,000 | -34.3% | 3,633 | -26.4% | 0.08% | -33.9% |
| COTY | New | Coty, Inc. | $226,000 | – | 18,000 | – | 0.07% | – |
| ETH | Sell | Ethan Allen Interiors, Inc. | $208,000 | -57.6% | 10,000 | -50.0% | 0.06% | -57.0% |
| STRA | New | Strategic Education, Inc. | $206,000 | – | 1,500 | – | 0.06% | – |
| PX | New | Praxair, Inc. | $201,000 | – | 1,250 | – | 0.06% | – |
| MDLY | Exit | Medley Management, Inc. | $0 | – | -20,000 | – | -0.02% | – |
| GE | Exit | General Electric Co. | $0 | – | -13,800 | – | -0.06% | – |
| PPG | Exit | PPG Industries, Inc. | $0 | – | -2,000 | – | -0.06% | – |
| OZRK | Exit | Bank of the Ozarks, Inc. | $0 | – | -5,000 | – | -0.06% | – |
| HF | Exit | HFF, Inc.cl a | $0 | – | -6,800 | – | -0.07% | – |
| TEN | Exit | Tenneco, Inc. | $0 | – | -5,400 | – | -0.07% | – |
| STRA | Exit | Strayer Education, Inc. | $0 | – | -2,103 | – | -0.07% | – |
| AUOTY | Exit | AU Optronics Corp.sponsored adr | $0 | – | -57,000 | – | -0.07% | – |
| OC | Exit | Owens Corning | $0 | – | -4,000 | – | -0.07% | – |
| WAFD | Exit | Washington Federal, Inc. | $0 | – | -7,800 | – | -0.07% | – |
| HP | Exit | Helmerich & Payne, Inc. | $0 | – | -4,000 | – | -0.07% | – |
| ALLE | Exit | Allegion PLC | $0 | – | -3,700 | – | -0.08% | – |
| LMAT | Exit | LeMaitre Vascular, Inc. | $0 | – | -8,500 | – | -0.08% | – |
| ADI | Exit | Analog Devices, Inc. | $0 | – | -3,000 | – | -0.08% | – |
| IT | Exit | Gartner, Inc. | $0 | – | -2,200 | – | -0.08% | – |
| TTSH | Exit | Tile Shop Holdings, Inc. | $0 | – | -38,050 | – | -0.08% | – |
| THO | Exit | Thor Industries, Inc. | $0 | – | -3,000 | – | -0.08% | – |
| MCK | Exit | McKesson Corp. | $0 | – | -2,200 | – | -0.08% | – |
| FNGN | Exit | Financial Engines, Inc. | $0 | – | -6,700 | – | -0.09% | – |
| UCTT | Exit | Ultra Clean Holdings, Inc. | $0 | – | -18,557 | – | -0.09% | – |
| BKH | Exit | Black Hills Corp. | $0 | – | -5,100 | – | -0.09% | – |
| NVR | Exit | NVR, Inc. | $0 | – | -110 | – | -0.10% | – |
| PHG | Exit | Koninklijke Philips NVny reg sh new | $0 | – | -8,100 | – | -0.10% | – |
| GRMN | Exit | Garmin Ltd. | $0 | – | -5,600 | – | -0.10% | – |
| WSM | Exit | Williams-Sonoma, Inc. | $0 | – | -5,700 | – | -0.10% | – |
| BOJA | Exit | Bojangles', Inc. | $0 | – | -24,500 | – | -0.10% | – |
| ADC | Exit | Agree Realty Corp. | $0 | – | -6,800 | – | -0.10% | – |
| RENX | Exit | RELX NVsponsored adr | $0 | – | -16,918 | – | -0.10% | – |
| BAM | Exit | Brookfield Asset Management, Inc.cl a ltd vt sh | $0 | – | -9,000 | – | -0.11% | – |
| MDXG | Exit | MiMedx Group, Inc. | $0 | – | -60,926 | – | -0.11% | – |
| NKE | Exit | NIKE, Inc.cl b | $0 | – | -4,900 | – | -0.11% | – |
| MRCY | Exit | Mercury Systems, Inc. | $0 | – | -11,700 | – | -0.13% | – |
| SIG | Exit | Signet Jewelers Ltd. | $0 | – | -8,000 | – | -0.13% | – |
| CHFN | Exit | Charter Financial Corp. | $0 | – | -21,209 | – | -0.15% | – |
| ABR | Exit | Arbor Realty Trust, Inc. | $0 | – | -50,000 | – | -0.15% | – |
| SYF | Exit | Synchrony Financial | $0 | – | -18,000 | – | -0.17% | – |
| COMM | Exit | CommScope Holding Co., Inc. | $0 | – | -22,000 | – | -0.19% | – |
| WDC | Exit | Western Digital Corp. | $0 | – | -10,000 | – | -0.22% | – |
| MGA | Exit | Magna International, Inc. | $0 | – | -15,000 | – | -0.25% | – |
| Exit | Colony NorthStar, Inc.note 5.000% 4/1 | $0 | – | -1,000,000 | – | -0.28% | – | |
| PF | Exit | Pinnacle Foods, Inc. | $0 | – | -15,000 | – | -0.28% | – |
| TROW | Exit | T. Rowe Price Group, Inc. | $0 | – | -10,000 | – | -0.34% | – |
| COP | Exit | ConocoPhillips | $0 | – | -18,000 | – | -0.36% | – |
| CMP | Exit | Compass Minerals International, Inc. | $0 | – | -19,300 | – | -0.37% | – |
| ANDV | Exit | Andeavor | $0 | – | -10,000 | – | -0.38% | – |
| GWW | Exit | W.W. Grainger, Inc. | $0 | – | -5,000 | – | -0.45% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -32,000 | – | -0.51% | – |
| Exit | Ares Capital Corp.note 4.375% 1/1 | $0 | – | -2,000,000 | – | -0.58% | – | |
| HD | Exit | Home Depot, Inc./The | $0 | – | -11,000 | – | -0.62% | – |
| VOD | Exit | Vodafone Group PLCsponsored adr | $0 | – | -90,000 | – | -0.63% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NRZ | New | New Residential Investment Corp. | $22,212,000 | – | 1,270,000 | – | 6.44% | – |
| ARI | New | Apollo Commercial Real Estate Finance, Inc. | $9,323,000 | – | 510,000 | – | 2.70% | – |
| New | Layne Christensen Co.note 4.250%11/1 | $8,994,000 | – | 8,917,000 | – | 2.61% | – | |
| BP | New | BP PLCsponsored adr | $7,568,000 | – | 165,750 | – | 2.20% | – |
| STX | New | Seagate Technology PLC | $7,341,000 | – | 130,000 | – | 2.13% | – |
| RDSA | New | Royal Dutch Shell PLC ADRspons adr a | $6,923,000 | – | 100,000 | – | 2.01% | – |
| IBM | New | International Business Machines Corp. | $6,287,000 | – | 45,000 | – | 1.82% | – |
| LADR | New | Ladder Capital Corp.cl a | $5,779,000 | – | 370,000 | – | 1.68% | – |
| GPMT | New | Granite Point Mortgage Trust, Inc. | $4,954,000 | – | 269,947 | – | 1.44% | – |
| BGCP | New | BGC Partners, Inc.cl a | $4,528,000 | – | 400,000 | – | 1.31% | – |
| ALLY | New | Ally Financial, Inc. | $4,437,000 | – | 168,900 | – | 1.29% | – |
| XOM | New | Exxon Mobil Corp. | $4,137,000 | – | 50,000 | – | 1.20% | – |
| STWD | New | Starwood Property Trust, Inc. | $4,125,000 | – | 190,000 | – | 1.20% | – |
| New | Huron Consulting Group, Inc.note 1.250%10/0 | $3,774,000 | – | 4,000,000 | – | 1.09% | – | |
| SEMG | New | SemGroup Corp.cl a | $3,683,000 | – | 145,000 | – | 1.07% | – |
| MFA | New | MFA Financial, Inc. | $3,563,000 | – | 470,000 | – | 1.03% | – |
| VZ | New | Verizon Communications, Inc. | $3,270,000 | – | 65,000 | – | 0.95% | – |
| ACRE | New | Ares Commercial Real Estate Corp. | $3,176,000 | – | 230,000 | – | 0.92% | – |
| T | New | AT&T, Inc. | $3,099,000 | – | 96,500 | – | 0.90% | – |
| New | PennyMac Corp.note 5.375% 5/0 | $3,015,000 | – | 3,000,000 | – | 0.87% | – | |
| WMT | New | Wal-Mart Stores, Inc. | $2,998,000 | – | 35,000 | – | 0.87% | – |
| New | Macquarie Infrastructure Corp.note 2.875% 7/1 | $2,985,000 | – | 3,000,000 | – | 0.87% | – | |
| GILD | New | Gilead Sciences, Inc. | $2,834,000 | – | 40,000 | – | 0.82% | – |
| BXMT | New | Blackstone Mortgage Trust, Inc. | $2,829,000 | – | 90,000 | – | 0.82% | – |
| UPS | New | United Parcel Service, Inc.cl b | $2,656,000 | – | 25,000 | – | 0.77% | – |
| New | Spirit Realty Capital, Inc.note 2.875% 5/1 | $2,491,000 | – | 2,500,000 | – | 0.72% | – | |
| CSCO | New | Cisco Systems, Inc. | $2,388,000 | – | 55,500 | – | 0.69% | – |
| JCI | New | Johnson Controls International PLC | $2,342,000 | – | 70,000 | – | 0.68% | – |
| INTC | New | Intel Corp. | $2,282,000 | – | 45,900 | – | 0.66% | – |
| LEG | New | Leggett & Platt, Inc. | $2,232,000 | – | 50,000 | – | 0.65% | – |
| VOD | New | Vodafone Group PLCsponsored adr | $2,188,000 | – | 90,000 | – | 0.63% | – |
| LNC | New | Lincoln National Corp. | $2,164,000 | – | 34,765 | – | 0.63% | – |
| HD | New | Home Depot, Inc./The | $2,146,000 | – | 11,000 | – | 0.62% | – |
| MSI | New | Motorola Solutions, Inc. | $2,066,000 | – | 17,750 | – | 0.60% | – |
| PFE | New | Pfizer, Inc. | $2,028,000 | – | 55,900 | – | 0.59% | – |
| New | Ares Capital Corp.note 4.375% 1/1 | $2,017,000 | – | 2,000,000 | – | 0.58% | – | |
| C | New | Citigroup, Inc. | $2,008,000 | – | 30,000 | – | 0.58% | – |
| BAC | New | Bank of America Corp. | $2,001,000 | – | 71,000 | – | 0.58% | – |
| LPLA | New | LPL Financial Holdings, Inc. | $1,999,000 | – | 30,496 | – | 0.58% | – |
| AAPL | New | Apple, Inc. | $1,962,000 | – | 10,600 | – | 0.57% | – |
| FAF | New | First American Financial Corp. | $1,912,000 | – | 36,967 | – | 0.55% | – |
| MSM | New | MSC Industrial Direct Co., Inc.cl a | $1,867,000 | – | 22,000 | – | 0.54% | – |
| LRCX | New | Lam Research Corp. | $1,815,000 | – | 10,500 | – | 0.53% | – |
| CBRL | New | Cracker Barrel Old Country Store, Inc. | $1,785,000 | – | 11,426 | – | 0.52% | – |
| WFC | New | Wells Fargo & Co. | $1,774,000 | – | 32,000 | – | 0.51% | – |
| MSFT | New | Microsoft Corp. | $1,676,000 | – | 17,000 | – | 0.49% | – |
| ABBV | New | AbbVie, Inc. | $1,649,000 | – | 17,800 | – | 0.48% | – |
| DWDP | New | DowDuPont, Inc. | $1,648,000 | – | 25,000 | – | 0.48% | – |
| FHB | New | First Hawaiian, Inc. | $1,596,000 | – | 55,000 | – | 0.46% | – |
| FDX | New | FedEx Corp. | $1,589,000 | – | 7,000 | – | 0.46% | – |
| LOW | New | Lowe's Cos., Inc. | $1,586,000 | – | 16,600 | – | 0.46% | – |
| CVX | New | Chevron Corp. | $1,587,000 | – | 12,550 | – | 0.46% | – |
| TPR | New | Tapestry, Inc. | $1,560,000 | – | 33,400 | – | 0.45% | – |
| GWW | New | W.W. Grainger, Inc. | $1,542,000 | – | 5,000 | – | 0.45% | – |
| MET | New | MetLife, Inc. | $1,539,000 | – | 35,300 | – | 0.45% | – |
| New | SSR Mining, Inc.note 2.875% 2/0 | $1,484,000 | – | 1,500,000 | – | 0.43% | – | |
| PRU | New | Prudential Financial, Inc. | $1,449,000 | – | 15,500 | – | 0.42% | – |
| CCL | New | Carnival Corp.unit 99/99/9999 | $1,433,000 | – | 25,000 | – | 0.42% | – |
| RIO | New | Rio Tinto PLCsponsored adr | $1,393,000 | – | 25,100 | – | 0.40% | – |
| AZN | New | AstraZeneca PLCsponsored adr | $1,362,000 | – | 38,800 | – | 0.40% | – |
| SWKS | New | Skyworks Solutions, Inc. | $1,353,000 | – | 14,000 | – | 0.39% | – |
| EMN | New | Eastman Chemical Co. | $1,349,000 | – | 13,500 | – | 0.39% | – |
| BA | New | Boeing Co./The | $1,342,000 | – | 4,000 | – | 0.39% | – |
| ZBH | New | Zimmer Biomet Holdings, Inc. | $1,326,000 | – | 11,900 | – | 0.38% | – |
| LYB | New | Lyondellbasell Industries NV | $1,318,000 | – | 12,000 | – | 0.38% | – |
| ANDV | New | Andeavor | $1,312,000 | – | 10,000 | – | 0.38% | – |
| SWM | New | Schweitzer-Mauduit International, Inc. | $1,289,000 | – | 29,484 | – | 0.37% | – |
| CVS | New | CVS Health Corp. | $1,287,000 | – | 20,000 | – | 0.37% | – |
| DVA | New | DaVita, Inc. | $1,273,000 | – | 18,330 | – | 0.37% | – |
| CMP | New | Compass Minerals International, Inc. | $1,269,000 | – | 19,300 | – | 0.37% | – |
| OKE | New | ONEOK, Inc. | $1,257,000 | – | 18,000 | – | 0.36% | – |
| COP | New | ConocoPhillips | $1,253,000 | – | 18,000 | – | 0.36% | – |
| UTX | New | United Technologies Corp. | $1,250,000 | – | 10,000 | – | 0.36% | – |
| DVN | New | Devon Energy Corp. | $1,244,000 | – | 28,300 | – | 0.36% | – |
| AMGN | New | Amgen, Inc. | $1,237,000 | – | 6,700 | – | 0.36% | – |
| ABC | New | AmerisourceBergen Corp. | $1,233,000 | – | 14,457 | – | 0.36% | – |
| IDCC | New | InterDigital, Inc. | $1,214,000 | – | 15,000 | – | 0.35% | – |
| MLI | New | Mueller Industries, Inc. | $1,209,000 | – | 40,983 | – | 0.35% | – |
| FAST | New | Fastenal Co. | $1,203,000 | – | 25,000 | – | 0.35% | – |
| ABMD | New | ABIOMED, Inc. | $1,181,000 | – | 2,887 | – | 0.34% | – |
| TROW | New | T. Rowe Price Group, Inc. | $1,161,000 | – | 10,000 | – | 0.34% | – |
| HON | New | Honeywell International, Inc. | $1,152,000 | – | 8,000 | – | 0.33% | – |
| ALK | New | Alaska Air Group, Inc. | $1,147,000 | – | 19,000 | – | 0.33% | – |
| DIS | New | Walt Disney Co./The | $1,121,000 | – | 10,700 | – | 0.32% | – |
| ETN | New | Eaton Corp. PLC | $1,121,000 | – | 15,000 | – | 0.32% | – |
| QCOM | New | QUALCOMM, Inc. | $1,122,000 | – | 20,000 | – | 0.32% | – |
| MCD | New | McDonald's Corp. | $1,097,000 | – | 7,000 | – | 0.32% | – |
| WMB | New | Williams Cos, Inc./The | $1,084,000 | – | 40,000 | – | 0.31% | – |
| PRGO | New | Perrigo Co. PLC | $1,052,000 | – | 14,425 | – | 0.30% | – |
| SLB | New | Schlumberger Ltd. | $1,046,000 | – | 15,600 | – | 0.30% | – |
| PAYC | New | Paycom Software, Inc. | $1,044,000 | – | 10,568 | – | 0.30% | – |
| RS | New | Reliance Steel & Aluminum Co. | $1,042,000 | – | 11,900 | – | 0.30% | – |
| JNJ | New | Johnson & Johnson | $1,019,000 | – | 8,400 | – | 0.30% | – |
| VLO | New | Valero Energy Corp. | $1,009,000 | – | 9,100 | – | 0.29% | – |
| MRK | New | Merck & Co., Inc. | $1,002,000 | – | 16,500 | – | 0.29% | – |
| ACM | New | AECOM | $1,001,000 | – | 30,300 | – | 0.29% | – |
| PF | New | Pinnacle Foods, Inc. | $976,000 | – | 15,000 | – | 0.28% | – |
| AVGO | New | Broadcom, Inc. | $971,000 | – | 4,000 | – | 0.28% | – |
| VOYA | New | Voya Financial, Inc. | $961,000 | – | 20,450 | – | 0.28% | – |
| HCKT | New | Hackett Group, Inc. | $957,000 | – | 59,544 | – | 0.28% | – |
| HPE | New | Hewlett Packard Enterprise Co. | $956,000 | – | 65,450 | – | 0.28% | – |
| New | Colony NorthStar, Inc.note 5.000% 4/1 | $953,000 | – | 1,000,000 | – | 0.28% | – | |
| AAP | New | Advance Auto Parts, Inc. | $947,000 | – | 6,975 | – | 0.28% | – |
| GRUB | New | GrubHub, Inc. | $941,000 | – | 8,966 | – | 0.27% | – |
| OLLI | New | Ollie's Bargain Outlet Holdings, Inc. | $935,000 | – | 12,900 | – | 0.27% | – |
| BHF | New | Brighthouse Financial, Inc. | $918,000 | – | 22,900 | – | 0.27% | – |
| KLAC | New | KLA-Tencor Corp. | $902,000 | – | 8,800 | – | 0.26% | – |
| NNBR | New | NN, Inc. | $883,000 | – | 46,729 | – | 0.26% | – |
| HBI | New | Hanesbrands, Inc. | $881,000 | – | 40,000 | – | 0.26% | – |
| SBUX | New | Starbucks Corp. | $879,000 | – | 18,000 | – | 0.26% | – |
| MGA | New | Magna International, Inc. | $872,000 | – | 15,000 | – | 0.25% | – |
| CMD | New | Cantel Medical Corp. | $870,000 | – | 8,848 | – | 0.25% | – |
| LUV | New | Southwest Airlines Co. | $865,000 | – | 17,000 | – | 0.25% | – |
| INGN | New | Inogen, Inc. | $859,000 | – | 4,611 | – | 0.25% | – |
| EQT | New | EQT Corp. | $836,000 | – | 15,150 | – | 0.24% | – |
| AR | New | Antero Resources Corp. | $788,000 | – | 36,900 | – | 0.23% | – |
| APD | New | Air Products & Chemicals, Inc. | $779,000 | – | 5,000 | – | 0.23% | – |
| WDC | New | Western Digital Corp. | $774,000 | – | 10,000 | – | 0.22% | – |
| NVEE | New | NV5 Global, Inc. | $773,000 | – | 11,151 | – | 0.22% | – |
| NWL | New | Newell Brands, Inc. | $761,000 | – | 29,500 | – | 0.22% | – |
| MLAB | New | Mesa Laboratories, Inc. | $752,000 | – | 3,564 | – | 0.22% | – |
| MYL | New | Mylan NV | $741,000 | – | 20,500 | – | 0.22% | – |
| SLM | New | SLM Corp. | $739,000 | – | 64,500 | – | 0.21% | – |
| OMC | New | Omnicom Group, Inc. | $725,000 | – | 9,500 | – | 0.21% | – |
| PPL | New | PPL Corp. | $714,000 | – | 25,000 | – | 0.21% | – |
| CONN | New | Conn's, Inc. | $690,000 | – | 20,905 | – | 0.20% | – |
| OXY | New | Occidental Petroleum Corp. | $669,000 | – | 8,000 | – | 0.19% | – |
| CMI | New | Cummins, Inc. | $665,000 | – | 5,000 | – | 0.19% | – |
| GIS | New | General Mills, Inc. | $664,000 | – | 15,000 | – | 0.19% | – |
| CHH | New | Choice Hotels International, Inc. | $661,000 | – | 8,737 | – | 0.19% | – |
| CVA | New | Covanta Holding Corp. | $660,000 | – | 40,000 | – | 0.19% | – |
| KO | New | Coca-Cola Co./The | $658,000 | – | 15,000 | – | 0.19% | – |
| MORN | New | Morningstar, Inc. | $641,000 | – | 5,001 | – | 0.19% | – |
| COMM | New | CommScope Holding Co., Inc. | $643,000 | – | 22,000 | – | 0.19% | – |
| KR | New | Kroger Co./The | $637,000 | – | 22,400 | – | 0.18% | – |
| IVZ | New | Invesco Ltd. | $606,000 | – | 22,800 | – | 0.18% | – |
| ENTA | New | Enanta Pharmaceuticals, Inc. | $602,000 | – | 5,197 | – | 0.18% | – |
| SYF | New | Synchrony Financial | $601,000 | – | 18,000 | – | 0.17% | – |
| WFTIQ | New | Weatherford International PLC | $592,000 | – | 180,000 | – | 0.17% | – |
| LUMN | New | CenturyLink, Inc. | $587,000 | – | 31,500 | – | 0.17% | – |
| TSM | New | Taiwan Semiconductor Manufacturing Co. Ltd.sponsored adr | $576,000 | – | 15,750 | – | 0.17% | – |
| FN | New | Fabrinet | $577,000 | – | 15,634 | – | 0.17% | – |
| CF | New | CF Industries Holdings, Inc. | $577,000 | – | 13,000 | – | 0.17% | – |
| PLCE | New | Children's Place, Inc./The | $562,000 | – | 4,656 | – | 0.16% | – |
| CPK | New | Chesapeake Utilities Corp. | $560,000 | – | 7,000 | – | 0.16% | – |
| EMR | New | Emerson Electric Co. | $553,000 | – | 8,000 | – | 0.16% | – |
| NOVT | New | Novanta, Inc. | $551,000 | – | 8,851 | – | 0.16% | – |
| GVA | New | Granite Construction, Inc. | $544,000 | – | 9,771 | – | 0.16% | – |
| PAGP | New | Plains GP Holdings LPltd partnr int a | $534,000 | – | 22,350 | – | 0.16% | – |
| NFG | New | National Fuel Gas Co. | $530,000 | – | 10,000 | – | 0.15% | – |
| TTMI | New | TTM Technologies, Inc. | $519,000 | – | 29,428 | – | 0.15% | – |
| WING | New | Wingstop, Inc. | $521,000 | – | 10,004 | – | 0.15% | – |
| ABR | New | Arbor Realty Trust, Inc. | $522,000 | – | 50,000 | – | 0.15% | – |
| LLY | New | Eli Lilly & Co. | $512,000 | – | 6,000 | – | 0.15% | – |
| CHFN | New | Charter Financial Corp. | $512,000 | – | 21,209 | – | 0.15% | – |
| ETH | New | Ethan Allen Interiors, Inc. | $490,000 | – | 20,000 | – | 0.14% | – |
| SVA | New | Sinovac Biotech Ltd. | $482,000 | – | 64,645 | – | 0.14% | – |
| WBA | New | Walgreens Boots Alliance, Inc. | $480,000 | – | 8,000 | – | 0.14% | – |
| PLOW | New | Douglas Dynamics, Inc. | $469,000 | – | 9,771 | – | 0.14% | – |
| NJR | New | New Jersey Resources Corp. | $468,000 | – | 10,461 | – | 0.14% | – |
| HSY | New | Hershey Co./The | $465,000 | – | 5,000 | – | 0.14% | – |
| SIVB | New | SVB Financial Group | $462,000 | – | 1,600 | – | 0.13% | – |
| FIVE | New | Five Below, Inc. | $459,000 | – | 4,700 | – | 0.13% | – |
| SGH | New | SMART Global Holdings, Inc. | $458,000 | – | 14,369 | – | 0.13% | – |
| WRK | New | WestRock Co. | $456,000 | – | 8,000 | – | 0.13% | – |
| BGS | New | B&G Foods, Inc. | $449,000 | – | 15,000 | – | 0.13% | – |
| SIG | New | Signet Jewelers Ltd. | $446,000 | – | 8,000 | – | 0.13% | – |
| MRCY | New | Mercury Systems, Inc. | $445,000 | – | 11,700 | – | 0.13% | – |
| MIK | New | Michaels Cos, Inc./The | $441,000 | – | 23,000 | – | 0.13% | – |
| KHC | New | Kraft Heinz Co./The | $440,000 | – | 7,000 | – | 0.13% | – |
| PEP | New | PepsiCo, Inc. | $435,000 | – | 4,000 | – | 0.13% | – |
| GTN | New | Gray Television, Inc. | $436,000 | – | 27,600 | – | 0.13% | – |
| CNC | New | Centene Corp. | $431,000 | – | 3,500 | – | 0.12% | – |
| ECOL | New | US Ecology, Inc. | $414,000 | – | 6,500 | – | 0.12% | – |
| FCX | New | Freeport-McMoRan, Inc.cl b | $411,000 | – | 23,800 | – | 0.12% | – |
| ACN | New | Accenture PLC | $409,000 | – | 2,500 | – | 0.12% | – |
| ESIO | New | Electro Scientific Industries, Inc. | $407,000 | – | 25,806 | – | 0.12% | – |
| IBTX | New | Independent Bank Group, Inc. | $403,000 | – | 6,035 | – | 0.12% | – |
| RHI | New | Robert Half International, Inc. | $404,000 | – | 6,200 | – | 0.12% | – |
| GDEN | New | Golden Entertainment, Inc. | $405,000 | – | 15,002 | – | 0.12% | – |
| WP | New | Worldpay, Inc.cl a | $401,000 | – | 4,900 | – | 0.12% | – |
| NEOG | New | Neogen Corp. | $396,000 | – | 4,933 | – | 0.12% | – |
| FDS | New | FactSet Research Systems, Inc. | $396,000 | – | 2,000 | – | 0.12% | – |
| CBPO | New | China Biologic Products Holdings, Inc. | $397,000 | – | 4,000 | – | 0.12% | – |
| TDY | New | Teledyne Technologies, Inc. | $398,000 | – | 2,000 | – | 0.12% | – |
| SAP | New | SAP SEspon adr | $393,000 | – | 3,400 | – | 0.11% | – |
| NKE | New | NIKE, Inc.cl b | $390,000 | – | 4,900 | – | 0.11% | – |
| MDXG | New | MiMedx Group, Inc. | $389,000 | – | 60,926 | – | 0.11% | – |
| SIMO | New | Silicon Motion Technology Corp.sponsored adr | $386,000 | – | 7,300 | – | 0.11% | – |
| LHCG | New | LHC Group, Inc. | $385,000 | – | 4,500 | – | 0.11% | – |
| CHE | New | Chemed Corp. | $386,000 | – | 1,200 | – | 0.11% | – |
| TTWO | New | Take-Two Interactive Software, Inc. | $379,000 | – | 3,200 | – | 0.11% | – |
| MAIN | New | Main Street Capital Corp. | $378,000 | – | 9,944 | – | 0.11% | – |
| STZ | New | Constellation Brands, Inc.cl a | $372,000 | – | 1,700 | – | 0.11% | – |
| LEA | New | Lear Corp. | $372,000 | – | 2,000 | – | 0.11% | – |
| MDSO | New | Medidata Solutions, Inc. | $371,000 | – | 4,600 | – | 0.11% | – |
| ORBK | New | Orbotech Ltd.ord | $371,000 | – | 6,000 | – | 0.11% | – |
| EVR | New | Evercore Partners, Inc.class a | $369,000 | – | 3,500 | – | 0.11% | – |
| IDTI | New | Integrated Device Technology, Inc. | $367,000 | – | 11,500 | – | 0.11% | – |
| BAM | New | Brookfield Asset Management, Inc.cl a ltd vt sh | $365,000 | – | 9,000 | – | 0.11% | – |
| RENX | New | RELX NVsponsored adr | $361,000 | – | 16,918 | – | 0.10% | – |
| CLGX | New | CoreLogic, Inc. | $363,000 | – | 7,000 | – | 0.10% | – |
| MASI | New | Masimo Corp. | $361,000 | – | 3,700 | – | 0.10% | – |
| AMN | New | AMN Healthcare Services, Inc. | $363,000 | – | 6,200 | – | 0.10% | – |
| GTY | New | Getty Realty Corp. | $358,000 | – | 12,702 | – | 0.10% | – |
| THG | New | Hanover Insurance Group, Inc. | $359,000 | – | 3,000 | – | 0.10% | – |
| CDK | New | CDK Global, Inc. | $358,000 | – | 5,500 | – | 0.10% | – |
| NTCT | New | NetScout Systems, Inc. | $359,000 | – | 12,100 | – | 0.10% | – |
| ADC | New | Agree Realty Corp. | $359,000 | – | 6,800 | – | 0.10% | – |
| TYL | New | Tyler Technologies, Inc. | $355,000 | – | 1,600 | – | 0.10% | – |
| LFUS | New | Littelfuse, Inc. | $356,000 | – | 1,560 | – | 0.10% | – |
| KEYS | New | Keysight Technologies, Inc. | $354,000 | – | 6,000 | – | 0.10% | – |
| BOJA | New | Bojangles', Inc. | $353,000 | – | 24,500 | – | 0.10% | – |
| EA | New | Electronic Arts, Inc. | $353,000 | – | 2,500 | – | 0.10% | – |
| G | New | Genpact Ltd. | $347,000 | – | 12,000 | – | 0.10% | – |
| WSM | New | Williams-Sonoma, Inc. | $350,000 | – | 5,700 | – | 0.10% | – |
| HRS | New | Harris Corp. | $347,000 | – | 2,400 | – | 0.10% | – |
| TTGT | New | TechTarget, Inc. | $345,000 | – | 12,160 | – | 0.10% | – |
| RCI | New | Rogers Communications, Inc.cl b | $346,000 | – | 7,300 | – | 0.10% | – |
| PHG | New | Koninklijke Philips NVny reg sh new | $342,000 | – | 8,100 | – | 0.10% | – |
| FMS | New | Fresenius Medical Care AG & Co. KGaAsponsored adr | $342,000 | – | 6,800 | – | 0.10% | – |
| WEX | New | WEX, Inc. | $343,000 | – | 1,800 | – | 0.10% | – |
| ADBE | New | Adobe Systems, Inc. | $341,000 | – | 1,400 | – | 0.10% | – |
| GRMN | New | Garmin Ltd. | $342,000 | – | 5,600 | – | 0.10% | – |
| JKHY | New | Jack Henry & Associates, Inc. | $339,000 | – | 2,600 | – | 0.10% | – |
| CRL | New | Charles River Laboratories International, Inc. | $337,000 | – | 3,000 | – | 0.10% | – |
| CPRT | New | Copart, Inc. | $339,000 | – | 6,000 | – | 0.10% | – |
| WSO | New | Watsco, Inc. | $339,000 | – | 1,900 | – | 0.10% | – |
| ICHR | New | Ichor Holdings Ltd. | $338,000 | – | 15,921 | – | 0.10% | – |
| VEEV | New | Veeva Systems, Inc. | $338,000 | – | 4,400 | – | 0.10% | – |
| KAR | New | KAR Auction Services, Inc. | $334,000 | – | 6,100 | – | 0.10% | – |
| LOPE | New | Grand Canyon Education, Inc. | $335,000 | – | 3,000 | – | 0.10% | – |
| NVR | New | NVR, Inc. | $327,000 | – | 110 | – | 0.10% | – |
| LOGI | New | Logitech International S.A. | $329,000 | – | 7,500 | – | 0.10% | – |
| WCN | New | Waste Connections, Inc. | $327,000 | – | 4,350 | – | 0.10% | – |
| INTU | New | Intuit, Inc. | $327,000 | – | 1,600 | – | 0.10% | – |
| TSCO | New | Tractor Supply Co. | $329,000 | – | 4,300 | – | 0.10% | – |
| SHW | New | Sherwin-Williams Co/The | $326,000 | – | 800 | – | 0.10% | – |
| PANW | New | Palo Alto Networks, Inc. | $329,000 | – | 1,600 | – | 0.10% | – |
| MTN | New | Vail Resorts, Inc. | $329,000 | – | 1,200 | – | 0.10% | – |
| COL | New | Rockwell Collins, Inc. | $323,000 | – | 2,400 | – | 0.09% | – |
| LSXMA | New | Liberty SiriusXM Group | $324,000 | – | 7,200 | – | 0.09% | – |
| PYPL | New | PayPal Holdings, Inc. | $325,000 | – | 3,900 | – | 0.09% | – |
| CCU | New | Cia Cervecerias Unidas SAsponsored adr | $324,000 | – | 13,000 | – | 0.09% | – |
| MKL | New | Markel Corp. | $325,000 | – | 300 | – | 0.09% | – |
| GPK | New | Graphic Packaging Holding Co. | $319,000 | – | 22,000 | – | 0.09% | – |
| IEX | New | IDEX Corp. | $321,000 | – | 2,350 | – | 0.09% | – |
| UHAL | New | AMERCO | $321,000 | – | 900 | – | 0.09% | – |
| EBIX | New | Ebix, Inc. | $320,000 | – | 4,200 | – | 0.09% | – |
| CB | New | Chubb Ltd. | $318,000 | – | 2,500 | – | 0.09% | – |
| CDW | New | CDW Corp. | $315,000 | – | 3,900 | – | 0.09% | – |
| QRVO | New | Qorvo, Inc. | $313,000 | – | 3,900 | – | 0.09% | – |
| RJF | New | Raymond James Financial, Inc. | $313,000 | – | 3,500 | – | 0.09% | – |
| ERI | New | Eldorado Resorts, Inc. | $313,000 | – | 8,000 | – | 0.09% | – |
| CCI | New | Crown Castle International Corp. | $313,000 | – | 2,900 | – | 0.09% | – |
| AOS | New | A.O. Smith Corp. | $313,000 | – | 5,300 | – | 0.09% | – |
| BKH | New | Black Hills Corp. | $312,000 | – | 5,100 | – | 0.09% | – |
| EFC | New | Ellington Financial LLC | $312,000 | – | 20,000 | – | 0.09% | – |
| ST | New | Sensata Technologies Holding NV | $309,000 | – | 6,500 | – | 0.09% | – |
| FIS | New | Fidelity National Information Services, Inc. | $307,000 | – | 2,900 | – | 0.09% | – |
| UCTT | New | Ultra Clean Holdings, Inc. | $308,000 | – | 18,557 | – | 0.09% | – |
| NXST | New | Nexstar Media Group, Inc.cl a | $308,000 | – | 4,200 | – | 0.09% | – |
| EBS | New | Emergent BioSolutions, Inc. | $303,000 | – | 6,000 | – | 0.09% | – |
| VVI | New | Viad Corp. | $304,000 | – | 5,600 | – | 0.09% | – |
| NTR | New | Nutrien Ltd. | $303,000 | – | 5,575 | – | 0.09% | – |
| IP | New | International Paper Co. | $302,000 | – | 5,800 | – | 0.09% | – |
| FNGN | New | Financial Engines, Inc. | $301,000 | – | 6,700 | – | 0.09% | – |
| GNTX | New | Gentex Corp. | $299,000 | – | 13,000 | – | 0.09% | – |
| CDNS | New | Cadence Design Systems, Inc. | $299,000 | – | 6,900 | – | 0.09% | – |
| GGG | New | Graco, Inc. | $298,000 | – | 6,600 | – | 0.09% | – |
| CTAS | New | Cintas Corp. | $296,000 | – | 1,600 | – | 0.09% | – |
| CS | New | Credit Suisse Group AGsponsored adr | $298,000 | – | 20,000 | – | 0.09% | – |
| BLKB | New | Blackbaud, Inc. | $297,000 | – | 2,900 | – | 0.09% | – |
| KNL | New | Knoll, Inc. | $296,000 | – | 14,200 | – | 0.09% | – |
| TOL | New | Toll Brothers, Inc. | $296,000 | – | 8,000 | – | 0.09% | – |
| UFPI | New | Universal Forest Products, Inc. | $297,000 | – | 8,100 | – | 0.09% | – |
| ITCB | New | Itau CorpBancasponsored adr | $297,000 | – | 20,000 | – | 0.09% | – |
| TTSH | New | Tile Shop Holdings, Inc. | $293,000 | – | 38,050 | – | 0.08% | – |
| MCK | New | McKesson Corp. | $293,000 | – | 2,200 | – | 0.08% | – |
| IT | New | Gartner, Inc. | $292,000 | – | 2,200 | – | 0.08% | – |
| THO | New | Thor Industries, Inc. | $292,000 | – | 3,000 | – | 0.08% | – |
| AMAT | New | Applied Materials, Inc. | $291,000 | – | 6,300 | – | 0.08% | – |
| TTC | New | Toro Co./The | $289,000 | – | 4,800 | – | 0.08% | – |
| ZION | New | Zions Bancorporation | $290,000 | – | 5,500 | – | 0.08% | – |
| ADI | New | Analog Devices, Inc. | $288,000 | – | 3,000 | – | 0.08% | – |
| MMS | New | MAXIMUS, Inc. | $286,000 | – | 4,600 | – | 0.08% | – |
| LMAT | New | LeMaitre Vascular, Inc. | $285,000 | – | 8,500 | – | 0.08% | – |
| TSS | New | Total System Services, Inc. | $287,000 | – | 3,400 | – | 0.08% | – |
| ALLE | New | Allegion PLC | $286,000 | – | 3,700 | – | 0.08% | – |
| HXL | New | Hexcel Corp. | $285,000 | – | 4,300 | – | 0.08% | – |
| AZO | New | AutoZone, Inc. | $282,000 | – | 420 | – | 0.08% | – |
| TNET | New | TriNet Group, Inc. | $284,000 | – | 5,082 | – | 0.08% | – |
| BRKA | New | Berkshire Hathaway, Inc.cl a | $282,000 | – | 1 | – | 0.08% | – |
| GOOGL | New | Alphabet, Inc.cap stk cl a | $282,000 | – | 250 | – | 0.08% | – |
| PXD | New | Pioneer Natural Resources Co. | $284,000 | – | 1,500 | – | 0.08% | – |
| SCS | New | Steelcase, Inc.cl a | $279,000 | – | 20,700 | – | 0.08% | – |
| FMX | New | Fomento Economico Mexicano SAB de CVspon adr units | $281,000 | – | 3,200 | – | 0.08% | – |
| TRP | New | TransCanada Corp. | $281,000 | – | 6,500 | – | 0.08% | – |
| GOOG | New | Alphabet, Inc.cap stk cl c | $279,000 | – | 250 | – | 0.08% | – |
| GM | New | General Motors Co. | $276,000 | – | 7,000 | – | 0.08% | – |
| OTEX | New | Open Text Corp. | $271,000 | – | 7,700 | – | 0.08% | – |
| AJG | New | Arthur J Gallagher & Co. | $268,000 | – | 4,100 | – | 0.08% | – |
| KMI | New | Kinder Morgan, Inc. | $265,000 | – | 15,000 | – | 0.08% | – |
| BWA | New | BorgWarner, Inc. | $263,000 | – | 6,100 | – | 0.08% | – |
| ZAGG | New | ZAGG, Inc. | $258,000 | – | 14,927 | – | 0.08% | – |
| CODI | New | Compass Diversified Holdings LLCsh ben int | $260,000 | – | 15,000 | – | 0.08% | – |
| CA | New | CA, Inc. | $260,000 | – | 7,300 | – | 0.08% | – |
| DHI | New | D.R. Horton, Inc. | $254,000 | – | 6,200 | – | 0.07% | – |
| CRESY | New | Cresud S.A.sponsored adr | $254,000 | – | 17,131 | – | 0.07% | – |
| HP | New | Helmerich & Payne, Inc. | $255,000 | – | 4,000 | – | 0.07% | – |
| WAFD | New | Washington Federal, Inc. | $255,000 | – | 7,800 | – | 0.07% | – |
| NVO | New | Novo Nordisk A/Sadr | $254,000 | – | 5,500 | – | 0.07% | – |
| WEC | New | WEC Energy Group, Inc. | $252,000 | – | 3,900 | – | 0.07% | – |
| TMUS | New | T-Mobile US, Inc. | $251,000 | – | 4,200 | – | 0.07% | – |
| OC | New | Owens Corning | $253,000 | – | 4,000 | – | 0.07% | – |
| GLIBA | New | GCI Liberty, Inc. | $252,000 | – | 5,600 | – | 0.07% | – |
| JBT | New | John Bean Technologies Corp. | $249,000 | – | 2,800 | – | 0.07% | – |
| NOAH | New | Noah Holdings Ltd.spon ads cl a | $245,000 | – | 4,700 | – | 0.07% | – |
| ORA | New | Ormat Technologies, Inc. | $245,000 | – | 4,600 | – | 0.07% | – |
| REGN | New | Regeneron Pharmaceuticals, Inc. | $241,000 | – | 700 | – | 0.07% | – |
| WB | New | Weibo Corp.sponsored adr | $240,000 | – | 2,700 | – | 0.07% | – |
| BUD | New | Anheuser-Busch InBev SA/NVsponsored adr | $242,000 | – | 2,400 | – | 0.07% | – |
| IPGP | New | IPG Photonics Corp. | $243,000 | – | 1,100 | – | 0.07% | – |
| LCII | New | LCI Industries | $242,000 | – | 2,680 | – | 0.07% | – |
| AUOTY | New | AU Optronics Corp.sponsored adr | $241,000 | – | 57,000 | – | 0.07% | – |
| TEN | New | Tenneco, Inc. | $237,000 | – | 5,400 | – | 0.07% | – |
| STRA | New | Strayer Education, Inc. | $238,000 | – | 2,103 | – | 0.07% | – |
| MO | New | Altria Group, Inc. | $233,000 | – | 4,100 | – | 0.07% | – |
| HF | New | HFF, Inc.cl a | $234,000 | – | 6,800 | – | 0.07% | – |
| LMRKN | New | Landmark Infrastructure Partners LP, Series C7% cnv pfd unt c | $234,000 | – | 10,000 | – | 0.07% | – |
| SCHW | New | Charles Schwab Corp./The | $230,000 | – | 4,500 | – | 0.07% | – |
| KBH | New | KB Home | $229,000 | – | 8,400 | – | 0.07% | – |
| OZRK | New | Bank of the Ozarks, Inc. | $225,000 | – | 5,000 | – | 0.06% | – |
| BMY | New | Bristol-Myers Squibb Co. | $221,000 | – | 4,000 | – | 0.06% | – |
| RHT | New | Red Hat, Inc. | $215,000 | – | 1,600 | – | 0.06% | – |
| PG | New | Procter & Gamble Co./The | $211,000 | – | 2,700 | – | 0.06% | – |
| PPG | New | PPG Industries, Inc. | $207,000 | – | 2,000 | – | 0.06% | – |
| AYR | New | Aircastle Ltd. | $205,000 | – | 10,000 | – | 0.06% | – |
| HRC | New | Hill-Rom Holdings, Inc. | $201,000 | – | 2,300 | – | 0.06% | – |
| TGS | New | Transportadora de Gas del Sur S.A.spon adr b | $200,000 | – | 16,500 | – | 0.06% | – |
| GE | New | General Electric Co. | $188,000 | – | 13,800 | – | 0.06% | – |
| NAVI | New | Navient Corp. | $130,000 | – | 10,000 | – | 0.04% | – |
| MDLY | New | Medley Management, Inc. | $71,000 | – | 20,000 | – | 0.02% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TTSH | Exit | TILE SHOP HOLDINGS INC | $0 | – | -11,450 | – | -0.04% | – |
| KHC | Exit | KRAFT HEINZ CO/ THE | $0 | – | -2,000 | – | -0.04% | – |
| BCRHF | Exit | BLUE CAPITAL REISURANCE | $0 | – | -11,891 | – | -0.05% | – |
| AES | Exit | AES CORP | $0 | – | -18,000 | – | -0.05% | – |
| HOFT | Exit | HOOKER FURNITURE CORP | $0 | – | -4,250 | – | -0.05% | – |
| KBH | Exit | KB HOME | $0 | – | -8,400 | – | -0.05% | – |
| NHI | Exit | NATIONAL HEALTH INVS INC | $0 | – | -2,700 | – | -0.06% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -3,500 | – | -0.06% | – |
| RGR | Exit | STURM RUGER & CO | $0 | – | -4,050 | – | -0.06% | – |
| ALX | Exit | ALEXANDER'S, INC. | $0 | – | -500 | – | -0.06% | – |
| ENIA | Exit | ENEL AMERICAS S Asponsored adr | $0 | – | -21,000 | – | -0.06% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -3,300 | – | -0.06% | – |
| COST | Exit | COSTCO WHOLESALE | $0 | – | -1,300 | – | -0.06% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -13,000 | – | -0.06% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -4,000 | – | -0.06% | – |
| BCE | Exit | BCE INC | $0 | – | -4,650 | – | -0.06% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,500 | – | -0.06% | – |
| BBT | Exit | BB&T CORP | $0 | – | -4,700 | – | -0.06% | – |
| BGS | Exit | B&G FOODS INC | $0 | – | -7,000 | – | -0.06% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,100 | – | -0.06% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -1,000 | – | -0.06% | – |
| ALE | Exit | ALLETE INC | $0 | – | -2,900 | – | -0.06% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -3,600 | – | -0.06% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -18,500 | – | -0.06% | – |
| CPT | Exit | CAMDEN PROP TRsh ben int | $0 | – | -2,500 | – | -0.06% | – |
| AUOTY | Exit | AU OPTRONICS CORPsponsored adr | $0 | – | -57,000 | – | -0.06% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -5,800 | – | -0.06% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -3,100 | – | -0.06% | – |
| LLY | Exit | ELI LILLY & CO | $0 | – | -2,700 | – | -0.06% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -1,600 | – | -0.06% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -3,000 | – | -0.06% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -10,000 | – | -0.06% | – |
| BID | Exit | SOTHEBYS | $0 | – | -5,050 | – | -0.06% | – |
| CIM | Exit | CHIMERA INVESTMENT CORP | $0 | – | -12,500 | – | -0.06% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -6,000 | – | -0.06% | – |
| SAFT | Exit | SAFETY INS GROUP INC | $0 | – | -3,100 | – | -0.06% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -2,200 | – | -0.06% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -5,100 | – | -0.06% | – |
| SHI | Exit | SINOPEC SHANGHAI PETROCHEMICspon adr h | $0 | – | -4,000 | – | -0.06% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -250 | – | -0.06% | – |
| CONN | Exit | CONN'S INC | $0 | – | -8,550 | – | -0.06% | – |
| CA | Exit | CA INC | $0 | – | -7,300 | – | -0.06% | – |
| WEC | Exit | WEC ENERGY GROUP | $0 | – | -3,900 | – | -0.06% | – |
| KKR | Exit | KKR & CO L P DEL | $0 | – | -12,000 | – | -0.06% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -250 | – | -0.06% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -4,200 | – | -0.06% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -2,200 | – | -0.06% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -7,400 | – | -0.06% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -2,700 | – | -0.06% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -5,904 | – | -0.06% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -800 | – | -0.06% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -3,000 | – | -0.06% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -7,700 | – | -0.06% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -420 | – | -0.07% | – |
| DCMYY | Exit | NTT DOCOMO INCspons adr | $0 | – | -11,000 | – | -0.07% | – |
| AJG | Exit | ARTHUR J GALLAGHER CO | $0 | – | -4,100 | – | -0.07% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -3,400 | – | -0.07% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -4,900 | – | -0.07% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -600 | – | -0.07% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -33,000 | – | -0.07% | – |
| LMAT | Exit | LEMAITRE VASCULAR INC | $0 | – | -6,825 | – | -0.07% | – |
| WRK | Exit | WESTROCK CO | $0 | – | -4,500 | – | -0.07% | – |
| NGG | Exit | NATIONAL GRID PLCsponsored adr ne | $0 | – | -4,125 | – | -0.07% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -4,200 | – | -0.07% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -7,500 | – | -0.07% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -2,700 | – | -0.07% | – |
| GBCI | Exit | GLACIER BANCORP INC | $0 | – | -7,000 | – | -0.07% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -7,800 | – | -0.07% | – |
| USB | Exit | US BANCORP | $0 | – | -5,000 | – | -0.07% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -46,000 | – | -0.07% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -2,500 | – | -0.07% | – |
| DHR | Exit | DANAHER CORP | $0 | – | -3,100 | – | -0.07% | – |
| HRC | Exit | HILL-ROM HOLDING | $0 | – | -3,600 | – | -0.07% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -10,000 | – | -0.07% | – |
| LEXEA | Exit | LIBERTY EXPEDIA HOLDINGS | $0 | – | -5,000 | – | -0.07% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -24,000 | – | -0.07% | – |
| WMK | Exit | WEIS MARKETS INC | $0 | – | -6,250 | – | -0.07% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -5,500 | – | -0.07% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -1,200 | – | -0.07% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC DELcl a | $0 | – | -1 | – | -0.07% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -7,600 | – | -0.07% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -7,800 | – | -0.07% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -10,000 | – | -0.07% | – |
| ITCB | Exit | ITAU CORPBANCAsponsored adr | $0 | – | -20,000 | – | -0.07% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -5,800 | – | -0.07% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -3,600 | – | -0.07% | – |
| IDT | Exit | IDT CORPcl b new | $0 | – | -20,000 | – | -0.07% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -2,600 | – | -0.07% | – |
| EVR | Exit | EVERCORE PARTNERS INCclass a | $0 | – | -3,500 | – | -0.07% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -2,400 | – | -0.07% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -4,400 | – | -0.07% | – |
| ULTI | Exit | ULTIMATE SOFTWARE GROUP | $0 | – | -1,500 | – | -0.07% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -5,000 | – | -0.08% | – |
| MDC | Exit | MDC HOLDINGS INC | $0 | – | -8,610 | – | -0.08% | – |
| MRK | Exit | MERCK & CO | $0 | – | -4,500 | – | -0.08% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -2,400 | – | -0.08% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -1,700 | – | -0.08% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -3,700 | – | -0.08% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -3,700 | – | -0.08% | – |
| ELLI | Exit | ELLIE MAE INC | $0 | – | -3,500 | – | -0.08% | – |
| LOW | Exit | LOWE'S COS INC | $0 | – | -3,600 | – | -0.08% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -4,500 | – | -0.08% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -3,000 | – | -0.08% | – |
| CHT | Exit | CHUNGHWA TELECOM CO LTDspon adr new11 | $0 | – | -8,500 | – | -0.08% | – |
| CRTO | Exit | CRITEO S Aspons ads | $0 | – | -7,000 | – | -0.08% | – |
| KAR | Exit | KAR AUCTION SERVICES INC | $0 | – | -6,100 | – | -0.08% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -4,500 | – | -0.08% | – |
| EA | Exit | ELECTRONIC ARTS | $0 | – | -2,500 | – | -0.08% | – |
| PZZA | Exit | PAPA JOHN'S INTL | $0 | – | -4,050 | – | -0.08% | – |
| GENC | Exit | GENCOR INDUSTRIES INC | $0 | – | -16,750 | – | -0.08% | – |
| TTC | Exit | TORO CO. | $0 | – | -4,800 | – | -0.08% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -2,000 | – | -0.08% | – |
| TEO | Exit | TELECOM ARGENTINA S Aspon adr rep b | $0 | – | -9,600 | – | -0.08% | – |
| WINA | Exit | WINMARK CORP | $0 | – | -2,250 | – | -0.08% | – |
| SNI | Exit | SCRIPPS NETWORKS INTERACT IN | $0 | – | -3,500 | – | -0.08% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -6,200 | – | -0.08% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -5,600 | – | -0.08% | – |
| LSXMA | Exit | LIBERTY MEDIA CORPORATION | $0 | – | -7,200 | – | -0.08% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -14,000 | – | -0.08% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -2,000 | – | -0.08% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -6,200 | – | -0.08% | – |
| OLLI | Exit | OLLIES BARGAIN OUTLT HLDGS I | $0 | – | -6,500 | – | -0.08% | – |
| XRAY | Exit | DENTSPLY SIRONA INC | $0 | – | -5,079 | – | -0.08% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -4,200 | – | -0.08% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -2,100 | – | -0.08% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -22,000 | – | -0.08% | – |
| NOAH | Exit | NOAH HLDGS LTDspon ads cl a | $0 | – | -9,500 | – | -0.08% | – |
| IDTI | Exit | INTEGRATED DEVICE TECH | $0 | – | -11,500 | – | -0.08% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -2,500 | – | -0.08% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -1,800 | – | -0.08% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -1,800 | – | -0.08% | – |
| LCII | Exit | LCI INDUSTRIES | $0 | – | -2,680 | – | -0.08% | – |
| TSCO | Exit | TRACTOR SUPPLY COMPANY | $0 | – | -4,900 | – | -0.08% | – |
| AMWD | Exit | AMERICAN WOODMARK CORP | $0 | – | -3,200 | – | -0.08% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -14,000 | – | -0.08% | – |
| EXR | Exit | EXTRA SPACE STOR | $0 | – | -3,900 | – | -0.08% | – |
| NVR | Exit | NVR INC | $0 | – | -110 | – | -0.08% | – |
| CVG | Exit | CONVERGYS CORP | $0 | – | -12,000 | – | -0.08% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -6,200 | – | -0.08% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -2,400 | – | -0.08% | – |
| FMC | Exit | FMC CORP | $0 | – | -3,500 | – | -0.08% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -700 | – | -0.08% | – |
| ST | Exit | SENSATA TECHNOLOGIES HLDG NV | $0 | – | -6,500 | – | -0.08% | – |
| AHH | Exit | ARMADA HOFFLER PPTYS INC | $0 | – | -22,800 | – | -0.08% | – |
| MDXG | Exit | MIMEDX GROUP INC | $0 | – | -26,500 | – | -0.08% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -7,800 | – | -0.08% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -20,000 | – | -0.08% | – |
| LGFB | Exit | LIONS GATE ENTMNT CORPcl b non vtg | $0 | – | -10,000 | – | -0.08% | – |
| HRS | Exit | HARRIS CORP | $0 | – | -2,400 | – | -0.08% | – |
| TDY | Exit | TELEDYNE TECH | $0 | – | -2,000 | – | -0.08% | – |
| AOS | Exit | SMITH (A.O.)CORP | $0 | – | -5,300 | – | -0.08% | – |
| NYLD | Exit | NRG YIELD INC - CLASS Ccl c | $0 | – | -16,600 | – | -0.08% | – |
| NSA | Exit | NATIONAL STORAGE AFFILIATES | $0 | – | -13,300 | – | -0.08% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -300 | – | -0.08% | – |
| NX | Exit | QUANEX BUILDING PRODUCTS COR | $0 | – | -14,000 | – | -0.08% | – |
| ALLE | Exit | ALLEGION PLC | $0 | – | -3,700 | – | -0.08% | – |
| WGO | Exit | WINNEBAGO INDUSTRIES INC | $0 | – | -7,200 | – | -0.08% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -6,500 | – | -0.08% | – |
| CRESY | Exit | CRESUD S A C I F Y Asponsored adr | $0 | – | -17,131 | – | -0.08% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -5,000 | – | -0.08% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -5,600 | – | -0.08% | – |
| IBTX | Exit | INDEPENDENT BANK GROUP | $0 | – | -5,350 | – | -0.08% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -3,800 | – | -0.08% | – |
| GTY | Exit | GETTY REALTY CORP | $0 | – | -11,300 | – | -0.08% | – |
| PLD | Exit | PROLOGIS INC | $0 | – | -5,100 | – | -0.08% | – |
| CPRT | Exit | COPART INC | $0 | – | -9,400 | – | -0.08% | – |
| CLGX | Exit | CORELOGIC INC | $0 | – | -7,000 | – | -0.08% | – |
| INTU | Exit | INTUIT INC | $0 | – | -2,300 | – | -0.09% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -6,900 | – | -0.09% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -5,800 | – | -0.09% | – |
| FMS | Exit | FRESENIUS ME-ADRsponsored adr | $0 | – | -6,800 | – | -0.09% | – |
| WNC | Exit | WABASH NATIONAL CORP | $0 | – | -14,600 | – | -0.09% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -2,300 | – | -0.09% | – |
| LFUS | Exit | LITTELFUSE INC | $0 | – | -1,700 | – | -0.09% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -8,000 | – | -0.09% | – |
| APO | Exit | APOLLO GLOBAL MGMT LLC | $0 | – | -11,100 | – | -0.09% | – |
| TGS | Exit | TRANSPORTADORA DE GAS SURspon adr b | $0 | – | -16,500 | – | -0.09% | – |
| PHG | Exit | KONINKLIKE PHILLIPS NVny reg sh new | $0 | – | -8,100 | – | -0.09% | – |
| AON | Exit | AON PLC | $0 | – | -2,300 | – | -0.09% | – |
| LPLA | Exit | LPL FINANCIAL HOLDINGS | $0 | – | -6,500 | – | -0.09% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -2,500 | – | -0.09% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -10,000 | – | -0.09% | – |
| CNC | Exit | CENTENE CORP | $0 | – | -3,500 | – | -0.09% | – |
| PAGP | Exit | PLAINS GP HOLDINGS LPltd partnr int a | $0 | – | -15,500 | – | -0.09% | – |
| WAT | Exit | WATERS CORP | $0 | – | -1,900 | – | -0.09% | – |
| HXL | Exit | HEXCEL CORP | $0 | – | -5,900 | – | -0.09% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -15,600 | – | -0.09% | – |
| STZ | Exit | CONSTELLATION BRANDS INCcl a | $0 | – | -1,700 | – | -0.09% | – |
| VVI | Exit | VIAD CORP | $0 | – | -5,600 | – | -0.09% | – |
| G | Exit | GENPACT LTD | $0 | – | -12,000 | – | -0.09% | – |
| CDW | Exit | CDW CORP/DE | $0 | – | -5,200 | – | -0.09% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -3,600 | – | -0.09% | – |
| CHFN | Exit | CHARTER FINANCIAL CORP | $0 | – | -18,600 | – | -0.09% | – |
| CHE | Exit | CHEMED CORP | $0 | – | -1,700 | – | -0.09% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -4,900 | – | -0.09% | – |
| DPZ | Exit | DOMINO'S PIZZA | $0 | – | -1,725 | – | -0.09% | – |
| PLOW | Exit | DOUGLAS DYNAMICS INC | $0 | – | -8,700 | – | -0.09% | – |
| LBRDA | Exit | LIBERTY BROADBAND CORP | $0 | – | -3,700 | – | -0.09% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -8,600 | – | -0.09% | – |
| LEA | Exit | LEAR CORP | $0 | – | -2,000 | – | -0.09% | – |
| MCO | Exit | MOODY'S CORP | $0 | – | -2,500 | – | -0.09% | – |
| CHUBA | Exit | COMMERCEHUB INC | $0 | – | -15,463 | – | -0.09% | – |
| HL | Exit | HECLA MINING CO | $0 | – | -69,250 | – | -0.09% | – |
| CDK | Exit | CDK GLOBAL INC | $0 | – | -5,500 | – | -0.09% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -8,500 | – | -0.09% | – |
| ECOL | Exit | US ECOLOGY INC | $0 | – | -6,500 | – | -0.09% | – |
| CCU | Exit | COMPANIA CERVECERIAS UNIDASsponsored adr | $0 | – | -13,000 | – | -0.09% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -7,300 | – | -0.09% | – |
| MAIN | Exit | MAIN STREET CAPITAL CORP | $0 | – | -8,800 | – | -0.09% | – |
| CB | Exit | CHUBB LTD. | $0 | – | -2,500 | – | -0.09% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -18,000 | – | -0.09% | – |
| UFPI | Exit | UNIVERSAL FST PRODS INC | $0 | – | -3,600 | – | -0.09% | – |
| AMZN | Exit | AMAZON.COM INC | $0 | – | -370 | – | -0.09% | – |
| ICLR | Exit | ICON PLC | $0 | – | -3,100 | – | -0.09% | – |
| MDSO | Exit | MEDIDATA SOLUTIONS INC | $0 | – | -4,600 | – | -0.09% | – |
| MAS | Exit | MASCO CORP | $0 | – | -9,200 | – | -0.09% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -2,000 | – | -0.09% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -2,800 | – | -0.10% | – |
| CEVA | Exit | CEVA INC | $0 | – | -8,500 | – | -0.10% | – |
| RENX | Exit | RELX NVsponsored adr | $0 | – | -16,918 | – | -0.10% | – |
| PTC | Exit | PARAMETRIC TECH | $0 | – | -6,500 | – | -0.10% | – |
| NXST | Exit | NEXSTAR MEDIA GROUP INCcl a | $0 | – | -5,886 | – | -0.10% | – |
| GGG | Exit | GRACO INC | $0 | – | -3,000 | – | -0.10% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -3,400 | – | -0.10% | – |
| IT | Exit | GARTNER INC | $0 | – | -3,000 | – | -0.10% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -4,200 | – | -0.10% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -4,000 | – | -0.10% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -9,000 | – | -0.10% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -7,300 | – | -0.10% | – |
| THO | Exit | THOR INDS INC | $0 | – | -3,000 | – | -0.10% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -3,500 | – | -0.10% | – |
| MSI | Exit | MOTOROLA INC | $0 | – | -4,500 | – | -0.10% | – |
| CHUBK | Exit | COMMERCEHUB INC | $0 | – | -17,927 | – | -0.10% | – |
| ORA | Exit | ORMAT TECHNOLOGIES INC | $0 | – | -6,300 | – | -0.10% | – |
| INGN | Exit | INOGEN INC | $0 | – | -4,050 | – | -0.10% | – |
| WHLRD | Exit | WHEELER REAL ESTATE INVT TRpfd cnv ser d | $0 | – | -17,372 | – | -0.10% | – |
| CDNS | Exit | CADENCE DESIGN SYS INC | $0 | – | -9,900 | – | -0.10% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -9,300 | – | -0.10% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $0 | – | -7,700 | – | -0.10% | – |
| STE | Exit | STERIS PLC | $0 | – | -4,500 | – | -0.10% | – |
| BMA | Exit | BANCO MACRO S Aspon adr b | $0 | – | -3,400 | – | -0.10% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -26,150 | – | -0.10% | – |
| IEX | Exit | IDEX CORP | $0 | – | -3,300 | – | -0.10% | – |
| ABR | Exit | ARBOR REALTY TRUST INC. | $0 | – | -50,000 | – | -0.11% | – |
| KEYS | Exit | KEYSIGHT TECHNOLOGIES | $0 | – | -9,900 | – | -0.11% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -15,400 | – | -0.11% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -7,825 | – | -0.11% | – |
| WCN | Exit | WASTE CONNECTIONS INC. | $0 | – | -6,000 | – | -0.11% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -23,000 | – | -0.11% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -7,300 | – | -0.11% | – |
| SCLN | Exit | SCICLONE PHARMACEUTICALS INC | $0 | – | -37,800 | – | -0.11% | – |
| MLAB | Exit | MESA LABORATORIES INC | $0 | – | -3,100 | – | -0.12% | – |
| CMD | Exit | CANTEL MEDICAL CORP. | $0 | – | -5,000 | – | -0.12% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -33,500 | – | -0.12% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -11,000 | – | -0.13% | – |
| GE | Exit | GENERAL ELECTRIC | $0 | – | -20,000 | – | -0.13% | – |
| PLCE | Exit | CHILDRENS PL INC | $0 | – | -4,100 | – | -0.13% | – |
| CPK | Exit | CHESAPEAKE UTILITIES CORP | $0 | – | -6,250 | – | -0.13% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -4,500 | – | -0.13% | – |
| Exit | SILVER STD RES INCnote 2.875% 2/0 | $0 | – | -500,000 | – | -0.13% | – | |
| GVA | Exit | GRANITE CONSTR INC | $0 | – | -8,775 | – | -0.13% | – |
| FN | Exit | FABRINET | $0 | – | -14,050 | – | -0.14% | – |
| SPYD | Exit | SPDR SER TRsp500 high div | $0 | – | -15,000 | – | -0.14% | – |
| HCKT | Exit | HACKETT GROUP INC | $0 | – | -35,650 | – | -0.14% | – |
| NVEE | Exit | NV5 HOLDINGS INC | $0 | – | -10,000 | – | -0.14% | – |
| Exit | ROYAL BK OF SCOTLAND PLCnote 8.000%12/3 | $0 | – | -500,000 | – | -0.14% | – | |
| OKE | Exit | ONEOK INC | $0 | – | -10,000 | – | -0.14% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -6,100 | – | -0.15% | – |
| INTC | Exit | INTEL CORP | $0 | – | -14,800 | – | -0.15% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -5,800 | – | -0.15% | – |
| CBRL | Exit | CRACKER BARREL | $0 | – | -3,900 | – | -0.16% | – |
| COMM | Exit | COMMSCOPE HOLDING CO INC | $0 | – | -18,000 | – | -0.16% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -30,200 | – | -0.16% | – |
| PRTY | Exit | PARTY CITY HOLDCO | $0 | – | -44,800 | – | -0.16% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -7,100 | – | -0.16% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -16,000 | – | -0.17% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -7,300 | – | -0.17% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -20,000 | – | -0.17% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -18,500 | – | -0.18% | – |
| CSRA | Exit | CSRA INC | $0 | – | -21,800 | – | -0.18% | – |
| HPE | Exit | HEWLETT-PACKARD ENTERPRIS | $0 | – | -48,000 | – | -0.18% | – |
| PAYC | Exit | PAYCOM SOFTWARE INC | $0 | – | -9,400 | – | -0.18% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -10,950 | – | -0.18% | – |
| GRUB | Exit | GRUBHUB, INC. | $0 | – | -13,500 | – | -0.19% | – |
| EQT | Exit | EQT CORP | $0 | – | -11,500 | – | -0.20% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -5,000 | – | -0.21% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS | $0 | – | -7,100 | – | -0.22% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -10,100 | – | -0.22% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -11,100 | – | -0.22% | – |
| FAF | Exit | FIRST AMERICAN FINANCIAL | $0 | – | -16,850 | – | -0.22% | – |
| MSM | Exit | MSC INDL DIRECT INCcl a | $0 | – | -11,400 | – | -0.23% | – |
| ABMD | Exit | ABIOMED INC | $0 | – | -5,150 | – | -0.23% | – |
| Exit | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $0 | – | -1,000,000 | – | -0.24% | – | |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -13,000 | – | -0.24% | – |
| NNBR | Exit | NN INC | $0 | – | -31,700 | – | -0.24% | – |
| Exit | HURON CONSULTING GROUP INCnote 1.250%10/0 | $0 | – | -1,000,000 | – | -0.25% | – | |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -206,500 | – | -0.25% | – |
| LUV | Exit | SOUTHWEST AIRLINES CO | $0 | – | -17,000 | – | -0.25% | – |
| SIG | Exit | SIGNET JEWELERS LTD | $0 | – | -14,300 | – | -0.25% | – |
| ACM | Exit | AECOM | $0 | – | -26,000 | – | -0.25% | – |
| PRGO | Exit | PERRIGO CO | $0 | – | -11,400 | – | -0.25% | – |
| CODI | Exit | COMPASS DIVERSIFIED HLDGSsh ben int | $0 | – | -55,000 | – | -0.26% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -6,700 | – | -0.26% | – |
| CPTAG | Exit | CAPITALA FINANCE CORP.5.75% nt cv 22 | $0 | – | -40,000 | – | -0.26% | – |
| CVA | Exit | COVANTA HOLDING CORP. | $0 | – | -70,000 | – | -0.27% | – |
| DIS | Exit | WALT DISNEY CO | $0 | – | -10,700 | – | -0.28% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -13,000 | – | -0.28% | – |
| COH | Exit | COACH INC | $0 | – | -27,000 | – | -0.28% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -7,000 | – | -0.29% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -22,000 | – | -0.29% | – |
| HON | Exit | HONEYWELL INTL | $0 | – | -8,000 | – | -0.30% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -40,000 | – | -0.30% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -25,000 | – | -0.30% | – |
| TGT | Exit | TARGET CORP | $0 | – | -20,000 | – | -0.31% | – |
| MON | Exit | MONSANTO CO | $0 | – | -10,000 | – | -0.31% | – |
| JCI | Exit | JOHNSON CONTROLS INT'L | $0 | – | -30,000 | – | -0.32% | – |
| EMN | Exit | EASTMAN CHEMICAL | $0 | – | -13,500 | – | -0.32% | – |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -19,500 | – | -0.33% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -17,000 | – | -0.33% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -5,700 | – | -0.34% | – |
| PFE | Exit | PFIZER INC | $0 | – | -36,400 | – | -0.34% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -25,000 | – | -0.35% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -10,400 | – | -0.35% | – |
| BP | Exit | BP PLC-ADRsponsored adr | $0 | – | -35,750 | – | -0.36% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -11,425 | – | -0.36% | – |
| MET | Exit | METLIFE INC | $0 | – | -26,800 | – | -0.36% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -13,800 | – | -0.37% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -14,000 | – | -0.37% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -12,550 | – | -0.39% | – |
| SCHB | Exit | SCHWAB STRATEGIC TRus brd mkt etf | $0 | – | -25,000 | – | -0.40% | – |
| BA | Exit | BOEING CO | $0 | – | -6,000 | – | -0.40% | – |
| CORRPRA | Exit | CORENERGY INFRASTRUCTURE TR | $0 | – | -60,000 | – | -0.41% | – |
| AAPL | Exit | APPLE INC | $0 | – | -10,600 | – | -0.43% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -71,000 | – | -0.47% | – |
| C | Exit | CITIGROUP INC | $0 | – | -25,000 | – | -0.48% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -55,500 | – | -0.49% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -10,500 | – | -0.51% | – |
| WFC | Exit | WELLS FARGO & CO | $0 | – | -37,000 | – | -0.54% | – |
| EFC | Exit | ELLINGTON FINANCIAL LLC | $0 | – | -135,000 | – | -0.56% | – |
| ALLY | Exit | ALLY FINANCIAL, INC. | $0 | – | -88,600 | – | -0.56% | – |
| Exit | ROYAL BK SCOTLAND GROUP PLCnote 8.625%12/3 | $0 | – | -2,000,000 | – | -0.58% | – | |
| LNC | Exit | LINCOLN NATL CRP | $0 | – | -32,000 | – | -0.62% | – |
| LEG | Exit | LEGGETT & PLATT INC | $0 | – | -50,000 | – | -0.63% | – |
| Exit | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $0 | – | -2,500,000 | – | -0.66% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -10,000 | – | -0.66% | – |
| Exit | ROYAL BK OF SCOTLAND PLCdebt 7.500%12/3 | $0 | – | -2,700,000 | – | -0.74% | – | |
| VT | Exit | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $0 | – | -41,000 | – | -0.76% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -50,000 | – | -0.79% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -230,000 | – | -0.80% | – |
| BXMT | Exit | BLACKSTONE MORT TR INC | $0 | – | -100,000 | – | -0.81% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -110,000 | – | -0.83% | – |
| LADR | Exit | LADDER CAPITAL CORPcl a | $0 | – | -250,000 | – | -0.90% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -180,000 | – | -1.02% | – |
| MFA | Exit | MFA FINL INC | $0 | – | -470,000 | – | -1.08% | – |
| FDUS | Exit | FIDUS INVESTMENT CORP | $0 | – | -275,000 | – | -1.16% | – |
| SCHV | Exit | SCHWAB STRATEGIC TRus lcap va etf | $0 | – | -90,000 | – | -1.22% | – |
| SCHD | Exit | SCHWAB STRATEGIC TRus dividend eq | $0 | – | -110,000 | – | -1.35% | – |
| NMFC | Exit | NEW MOUNTAIN FINANCE CORP | $0 | – | -390,000 | – | -1.46% | – |
| Exit | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $0 | – | -6,020,000 | – | -1.46% | – | |
| IWD | Exit | ISHARES TRrus 1000 val etf | $0 | – | -55,000 | – | -1.71% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -137,400 | – | -1.78% | – |
| TCPC | Exit | TCP CAPITAL CORP | $0 | – | -450,000 | – | -1.94% | – |
| T | Exit | AT&T INC | $0 | – | -211,300 | – | -2.17% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -550,000 | – | -2.61% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -750,000 | – | -2.84% | – |
| TWO | Exit | TWO HARBORS INVESTMENT CO | $0 | – | -1,500,000 | – | -3.96% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -1,250,000 | – | -5.48% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -1,240,000 | – | -7.03% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -2,330,000 | – | -10.01% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ARCC | Buy | ARES CAP CORP | $38,189,000 | +3.6% | 2,330,000 | +3.6% | 10.01% | -14.8% |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $20,913,000 | – | 1,250,000 | – | 5.48% | – |
| ARI | Sell | APOLLO COML REAL EST FIN INC | $9,961,000 | -19.9% | 550,000 | -17.9% | 2.61% | -34.1% |
| IWD | Buy | ISHARES TRrus 1000 val etf | $6,518,000 | +107.3% | 55,000 | +103.7% | 1.71% | +70.3% |
| New | PORTFOLIO RECOVERY ASSOCS INnote 3.000% 8/0 | $5,565,000 | – | 6,020,000 | – | 1.46% | – | |
| SCHD | Buy | SCHWAB STRATEGIC TRus dividend eq | $5,148,000 | +14.1% | 110,000 | +10.0% | 1.35% | -6.2% |
| SCHV | Buy | SCHWAB STRATEGIC TRus lcap va etf | $4,664,000 | +85.8% | 90,000 | +80.0% | 1.22% | +52.8% |
| FDUS | Buy | FIDUS INVESTMENT CORP | $4,422,000 | +9.5% | 275,000 | +14.6% | 1.16% | -9.9% |
| MFA | Sell | MFA FINL INC | $4,117,000 | -5.6% | 470,000 | -9.6% | 1.08% | -22.4% |
| LADR | Sell | LADDER CAPITAL CORPcl a | $3,445,000 | -28.7% | 250,000 | -30.6% | 0.90% | -41.4% |
| SEMG | New | SEMGROUP CORPcl a | $3,163,000 | – | 110,000 | – | 0.83% | – |
| BXMT | Sell | BLACKSTONE MORT TR INC | $3,102,000 | -55.4% | 100,000 | -54.5% | 0.81% | -63.3% |
| VT | New | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $2,900,000 | – | 41,000 | – | 0.76% | – |
| New | ROYAL BK OF SCOTLAND PLCdebt 7.500%12/3 | $2,834,000 | – | 2,700,000 | – | 0.74% | – | |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $2,512,000 | -30.7% | 10,000 | -33.3% | 0.66% | -43.1% |
| New | SPIRIT RLTY CAP INC NEWnote 2.875% 5/1 | $2,511,000 | – | 2,500,000 | – | 0.66% | – | |
| LEG | New | LEGGETT & PLATT INC | $2,387,000 | – | 50,000 | – | 0.63% | – |
| LNC | Buy | LINCOLN NATL CRP | $2,351,000 | +73.9% | 32,000 | +60.0% | 0.62% | +42.9% |
| New | ROYAL BK SCOTLAND GROUP PLCnote 8.625%12/3 | $2,223,000 | – | 2,000,000 | – | 0.58% | – | |
| ALLY | Buy | ALLY FINANCIAL, INC. | $2,149,000 | +118.8% | 88,600 | +88.5% | 0.56% | +79.9% |
| LRCX | Sell | LAM RESEARCH CORP | $1,943,000 | +9.9% | 10,500 | -16.0% | 0.51% | -9.8% |
| C | Buy | CITIGROUP INC | $1,819,000 | +70.0% | 25,000 | +56.2% | 0.48% | +39.9% |
| AAPL | Sell | APPLE INC | $1,634,000 | +1.3% | 10,600 | -5.4% | 0.43% | -16.7% |
| CORRPRA | New | CORENERGY INFRASTRUCTURE TR | $1,560,000 | – | 60,000 | – | 0.41% | – |
| BA | Sell | BOEING CO | $1,525,000 | -14.3% | 6,000 | -33.3% | 0.40% | -29.6% |
| SCHB | Sell | SCHWAB STRATEGIC TRus brd mkt etf | $1,523,000 | -47.9% | 25,000 | -50.0% | 0.40% | -57.2% |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWAR | $1,411,000 | +269.4% | 13,800 | +165.4% | 0.37% | +203.3% |
| FDX | Sell | FEDEX CORP | $1,286,000 | -13.0% | 5,700 | -16.2% | 0.34% | -28.5% |
| MSFT | Sell | MICROSOFT CORP | $1,266,000 | -13.3% | 17,000 | -19.8% | 0.33% | -28.8% |
| CCL | Sell | CARNIVAL CORPunit 99/99/9999 | $1,259,000 | -21.6% | 19,500 | -20.4% | 0.33% | -35.5% |
| JCI | Buy | JOHNSON CONTROLS INT'L | $1,209,000 | +11.5% | 30,000 | +20.0% | 0.32% | -8.4% |
| TGT | New | TARGET CORP | $1,180,000 | – | 20,000 | – | 0.31% | – |
| FAST | New | FASTENAL CO | $1,140,000 | – | 25,000 | – | 0.30% | – |
| HON | Sell | HONEYWELL INTL | $1,134,000 | -24.7% | 8,000 | -29.2% | 0.30% | -38.1% |
| MCD | Sell | MCDONALDS CORP | $1,097,000 | -20.4% | 7,000 | -22.2% | 0.29% | -34.4% |
| COH | Buy | COACH INC | $1,088,000 | +228.7% | 27,000 | +285.7% | 0.28% | +168.9% |
| CPTAG | New | CAPITALA FINANCE CORP.5.75% nt cv 22 | $998,000 | – | 40,000 | – | 0.26% | – |
| AMP | Buy | AMERIPRISE FINL INC | $995,000 | +81.9% | 6,700 | +55.8% | 0.26% | +50.0% |
| CODI | Sell | COMPASS DIVERSIFIED HLDGSsh ben int | $976,000 | -44.1% | 55,000 | -45.0% | 0.26% | -54.0% |
| PRGO | New | PERRIGO CO | $965,000 | – | 11,400 | – | 0.25% | – |
| ACM | New | AECOM | $957,000 | – | 26,000 | – | 0.25% | – |
| LUV | Sell | SOUTHWEST AIRLINES CO | $952,000 | -33.4% | 17,000 | -26.1% | 0.25% | -45.2% |
| SIG | New | SIGNET JEWELERS LTD | $952,000 | – | 14,300 | – | 0.25% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $946,000 | – | 206,500 | – | 0.25% | – |
| New | HURON CONSULTING GROUP INCnote 1.250%10/0 | $938,000 | – | 1,000,000 | – | 0.25% | – | |
| NNBR | New | NN INC | $919,000 | – | 31,700 | – | 0.24% | – |
| New | TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0 | $906,000 | – | 1,000,000 | – | 0.24% | – | |
| ABMD | New | ABIOMED INC | $868,000 | – | 5,150 | – | 0.23% | – |
| MSM | New | MSC INDL DIRECT INCcl a | $861,000 | – | 11,400 | – | 0.23% | – |
| FAF | New | FIRST AMERICAN FINANCIAL | $842,000 | – | 16,850 | – | 0.22% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO | $845,000 | – | 11,100 | – | 0.22% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $836,000 | – | 10,100 | – | 0.22% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS | $831,000 | – | 7,100 | – | 0.22% | – |
| HD | New | HOME DEPOT INC | $818,000 | – | 5,000 | – | 0.21% | – |
| EQT | New | EQT CORP | $750,000 | – | 11,500 | – | 0.20% | – |
| GRUB | New | GRUBHUB, INC. | $711,000 | – | 13,500 | – | 0.19% | – |
| PAYC | New | PAYCOM SOFTWARE INC | $705,000 | – | 9,400 | – | 0.18% | – |
| HPE | New | HEWLETT-PACKARD ENTERPRIS | $706,000 | – | 48,000 | – | 0.18% | – |
| MMS | New | MAXIMUS INC | $706,000 | – | 10,950 | – | 0.18% | – |
| CSRA | New | CSRA INC | $703,000 | – | 21,800 | – | 0.18% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $663,000 | – | 20,000 | – | 0.17% | – |
| RL | New | RALPH LAUREN CORPcl a | $645,000 | – | 7,300 | – | 0.17% | – |
| VOYA | New | VOYA FINANCIAL INC | $638,000 | – | 16,000 | – | 0.17% | – |
| TECD | New | TECH DATA CORP | $631,000 | – | 7,100 | – | 0.16% | – |
| PRTY | New | PARTY CITY HOLDCO | $607,000 | – | 44,800 | – | 0.16% | – |
| AR | New | ANTERO RESOURCES CORP | $601,000 | – | 30,200 | – | 0.16% | – |
| COMM | New | COMMSCOPE HOLDING CO INC | $598,000 | – | 18,000 | – | 0.16% | – |
| CBRL | New | CRACKER BARREL | $591,000 | – | 3,900 | – | 0.16% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $575,000 | – | 5,800 | – | 0.15% | – |
| OKE | New | ONEOK INC | $554,000 | – | 10,000 | – | 0.14% | – |
| New | ROYAL BK OF SCOTLAND PLCnote 8.000%12/3 | $555,000 | – | 500,000 | – | 0.14% | – | |
| NVEE | New | NV5 HOLDINGS INC | $547,000 | – | 10,000 | – | 0.14% | – |
| HCKT | New | HACKETT GROUP INC | $542,000 | – | 35,650 | – | 0.14% | – |
| SPYD | New | SPDR SER TRsp500 high div | $540,000 | – | 15,000 | – | 0.14% | – |
| FN | New | FABRINET | $521,000 | – | 14,050 | – | 0.14% | – |
| GVA | New | GRANITE CONSTR INC | $509,000 | – | 8,775 | – | 0.13% | – |
| New | SILVER STD RES INCnote 2.875% 2/0 | $505,000 | – | 500,000 | – | 0.13% | – | |
| KSU | New | KANSAS CITY SOUTHERN | $489,000 | – | 4,500 | – | 0.13% | – |
| CPK | New | CHESAPEAKE UTILITIES CORP | $489,000 | – | 6,250 | – | 0.13% | – |
| PLCE | New | CHILDRENS PL INC | $484,000 | – | 4,100 | – | 0.13% | – |
| GE | New | GENERAL ELECTRIC | $484,000 | – | 20,000 | – | 0.13% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $480,000 | – | 11,000 | – | 0.13% | – |
| CMD | New | CANTEL MEDICAL CORP. | $471,000 | – | 5,000 | – | 0.12% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $470,000 | – | 33,500 | – | 0.12% | – |
| MLAB | New | MESA LABORATORIES INC | $463,000 | – | 3,100 | – | 0.12% | – |
| SCLN | New | SCICLONE PHARMACEUTICALS INC | $423,000 | – | 37,800 | – | 0.11% | – |
| WCN | New | WASTE CONNECTIONS INC. | $420,000 | – | 6,000 | – | 0.11% | – |
| CRUS | New | CIRRUS LOGIC INC | $417,000 | – | 7,825 | – | 0.11% | – |
| KEYS | New | KEYSIGHT TECHNOLOGIES | $412,000 | – | 9,900 | – | 0.11% | – |
| TTMI | New | TTM TECHNOLOGIES INC | $402,000 | – | 26,150 | – | 0.10% | – |
| BMA | New | BANCO MACRO S Aspon adr b | $399,000 | – | 3,400 | – | 0.10% | – |
| GGAL | New | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $397,000 | – | 7,700 | – | 0.10% | – |
| STE | New | STERIS PLC | $398,000 | – | 4,500 | – | 0.10% | – |
| NJR | New | NEW JERSEY RES | $392,000 | – | 9,300 | – | 0.10% | – |
| WHLRD | New | WHEELER REAL ESTATE INVT TRpfd cnv ser d | $391,000 | – | 17,372 | – | 0.10% | – |
| INGN | New | INOGEN INC | $385,000 | – | 4,050 | – | 0.10% | – |
| MSI | New | MOTOROLA INC | $382,000 | – | 4,500 | – | 0.10% | – |
| SAP | Sell | SAP SEspon adr | $373,000 | -37.5% | 3,400 | -40.4% | 0.10% | -48.4% |
| ABBV | New | ABBVIE INC | $373,000 | – | 4,200 | – | 0.10% | – |
| CEVA | New | CEVA INC | $364,000 | – | 8,500 | – | 0.10% | – |
| GNTX | New | GENTEX CORP | $356,000 | – | 18,000 | – | 0.09% | – |
| UFPI | Buy | UNIVERSAL FST PRODS INC | $353,000 | +61.9% | 3,600 | +44.0% | 0.09% | +32.9% |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $352,000 | – | 8,500 | – | 0.09% | – |
| MAIN | New | MAIN STREET CAPITAL CORP | $350,000 | – | 8,800 | – | 0.09% | – |
| HL | New | HECLA MINING CO | $348,000 | – | 69,250 | – | 0.09% | – |
| CHFN | New | CHARTER FINANCIAL CORP | $345,000 | – | 18,600 | – | 0.09% | – |
| PLOW | New | DOUGLAS DYNAMICS INC | $343,000 | – | 8,700 | – | 0.09% | – |
| DPZ | New | DOMINO'S PIZZA | $342,000 | – | 1,725 | – | 0.09% | – |
| PAGP | New | PLAINS GP HOLDINGS LPltd partnr int a | $339,000 | – | 15,500 | – | 0.09% | – |
| CNC | Sell | CENTENE CORP | $339,000 | -15.0% | 3,500 | -30.0% | 0.09% | -29.9% |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $339,000 | – | 15,600 | – | 0.09% | – |
| TGS | Sell | TRANSPORTADORA DE GAS SURspon adr b | $335,000 | -25.2% | 16,500 | -38.9% | 0.09% | -38.5% |
| LPLA | New | LPL FINANCIAL HOLDINGS | $335,000 | – | 6,500 | – | 0.09% | – |
| APO | New | APOLLO GLOBAL MGMT LLC | $334,000 | – | 11,100 | – | 0.09% | – |
| WNC | Buy | WABASH NATIONAL CORP | $333,000 | +26.1% | 14,600 | +21.7% | 0.09% | +3.6% |
| TOL | New | TOLL BROTHERS INC | $332,000 | – | 8,000 | – | 0.09% | – |
| AGR | New | AVANGRID INC | $327,000 | – | 6,900 | – | 0.09% | – |
| IBTX | New | INDEPENDENT BANK GROUP | $323,000 | – | 5,350 | – | 0.08% | – |
| PLD | New | PROLOGIS INC | $324,000 | – | 5,100 | – | 0.08% | – |
| CLGX | New | CORELOGIC INC | $324,000 | – | 7,000 | – | 0.08% | – |
| GTY | New | GETTY REALTY CORP | $323,000 | – | 11,300 | – | 0.08% | – |
| NSA | New | NATIONAL STORAGE AFFILIATES | $322,000 | – | 13,300 | – | 0.08% | – |
| NYLD | New | NRG YIELD INC - CLASS Ccl c | $320,000 | – | 16,600 | – | 0.08% | – |
| LVNTA | New | LIBERTY INTERACTIVE CORP | $322,000 | – | 5,600 | – | 0.08% | – |
| AHH | New | ARMADA HOFFLER PPTYS INC | $315,000 | – | 22,800 | – | 0.08% | – |
| ESNT | New | ESSENT GROUP LTD | $316,000 | – | 7,800 | – | 0.08% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $316,000 | – | 20,000 | – | 0.08% | – |
| LGFB | New | LIONS GATE ENTMNT CORPcl b non vtg | $318,000 | – | 10,000 | – | 0.08% | – |
| MDXG | New | MIMEDX GROUP INC | $315,000 | – | 26,500 | – | 0.08% | – |
| COL | Sell | ROCKWELL COLLINS INC | $314,000 | -12.0% | 2,400 | -29.4% | 0.08% | -28.1% |
| EXR | New | EXTRA SPACE STOR | $312,000 | – | 3,900 | – | 0.08% | – |
| NVR | Sell | NVR INC | $314,000 | -13.3% | 110 | -26.7% | 0.08% | -28.7% |
| RHI | New | ROBERT HALF INTL INC | $312,000 | – | 6,200 | – | 0.08% | – |
| AYI | New | ACUITY BRANDS INC | $308,000 | – | 1,800 | – | 0.08% | – |
| AMWD | New | AMERICAN WOODMARK CORP | $308,000 | – | 3,200 | – | 0.08% | – |
| TSCO | New | TRACTOR SUPPLY COMPANY | $310,000 | – | 4,900 | – | 0.08% | – |
| FB | Sell | FACEBOOK INCcl a | $308,000 | -18.3% | 1,800 | -28.0% | 0.08% | -32.5% |
| IDTI | New | INTEGRATED DEVICE TECH | $306,000 | – | 11,500 | – | 0.08% | – |
| GPK | Buy | GRAPHIC PACKAGING HLDG CO | $307,000 | +96.8% | 22,000 | +94.7% | 0.08% | +60.0% |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $302,000 | – | 6,200 | – | 0.08% | – |
| SNI | New | SCRIPPS NETWORKS INTERACT IN | $301,000 | – | 3,500 | – | 0.08% | – |
| OLLI | New | OLLIES BARGAIN OUTLT HLDGS I | $302,000 | – | 6,500 | – | 0.08% | – |
| MOS | New | MOSAIC CO NEW | $302,000 | – | 14,000 | – | 0.08% | – |
| GENC | New | GENCOR INDUSTRIES INC | $296,000 | – | 16,750 | – | 0.08% | – |
| ADBE | Sell | ADOBE SYS INC | $298,000 | -24.7% | 2,000 | -28.6% | 0.08% | -38.1% |
| TEO | Sell | TELECOM ARGENTINA S Aspon adr rep b | $296,000 | -26.9% | 9,600 | -40.0% | 0.08% | -39.5% |
| PZZA | New | PAPA JOHN'S INTL | $296,000 | – | 4,050 | – | 0.08% | – |
| WINA | New | WINMARK CORP | $296,000 | – | 2,250 | – | 0.08% | – |
| EA | Sell | ELECTRONIC ARTS | $295,000 | -15.5% | 2,500 | -24.2% | 0.08% | -30.6% |
| MRK | New | MERCK & CO | $288,000 | – | 4,500 | – | 0.08% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $281,000 | – | 2,400 | – | 0.07% | – |
| IDT | New | IDT CORPcl b new | $282,000 | – | 20,000 | – | 0.07% | – |
| ITCB | New | ITAU CORPBANCAsponsored adr | $278,000 | – | 20,000 | – | 0.07% | – |
| MTN | New | VAIL RESORTS INC | $274,000 | – | 1,200 | – | 0.07% | – |
| IVZ | New | INVESCO LTD | $273,000 | – | 7,800 | – | 0.07% | – |
| WMK | New | WEIS MARKETS INC | $272,000 | – | 6,250 | – | 0.07% | – |
| BBD | New | BANCO BRADESCO S Asp adr pfd new | $266,000 | – | 24,000 | – | 0.07% | – |
| HRC | New | HILL-ROM HOLDING | $266,000 | – | 3,600 | – | 0.07% | – |
| AEG | New | AEGON N Vny registry sh | $266,000 | – | 46,000 | – | 0.07% | – |
| NGG | New | NATIONAL GRID PLCsponsored adr ne | $259,000 | – | 4,125 | – | 0.07% | – |
| LMAT | New | LEMAITRE VASCULAR INC | $255,000 | – | 6,825 | – | 0.07% | – |
| IDCC | New | INTERDIGITAL INC | $251,000 | – | 3,400 | – | 0.07% | – |
| OTEX | New | OPEN TEXT CORP | $249,000 | – | 7,700 | – | 0.06% | – |
| TEL | New | TE CONNECTIVITY LTD | $249,000 | – | 3,000 | – | 0.06% | – |
| KKR | New | KKR & CO L P DEL | $244,000 | – | 12,000 | – | 0.06% | – |
| CONN | New | CONN'S INC | $241,000 | – | 8,550 | – | 0.06% | – |
| SHI | New | SINOPEC SHANGHAI PETROCHEMICspon adr h | $239,000 | – | 4,000 | – | 0.06% | – |
| RIO | New | RIO TINTO PLCsponsored adr | $241,000 | – | 5,100 | – | 0.06% | – |
| DTE | New | DTE ENERGY CO | $236,000 | – | 2,200 | – | 0.06% | – |
| CIM | New | CHIMERA INVESTMENT CORP | $237,000 | – | 12,500 | – | 0.06% | – |
| BID | New | SOTHEBYS | $233,000 | – | 5,050 | – | 0.06% | – |
| ALE | New | ALLETE INC | $224,000 | – | 2,900 | – | 0.06% | – |
| NLY | New | ANNALY CAP MGMT INC | $226,000 | – | 18,500 | – | 0.06% | – |
| BGS | New | B&G FOODS INC | $223,000 | – | 7,000 | – | 0.06% | – |
| BNS | New | BANK N S HALIFAX | $212,000 | – | 3,300 | – | 0.06% | – |
| COST | New | COSTCO WHOLESALE | $214,000 | – | 1,300 | – | 0.06% | – |
| PAYX | New | PAYCHEX INC | $210,000 | – | 3,500 | – | 0.06% | – |
| RGR | New | STURM RUGER & CO | $209,000 | – | 4,050 | – | 0.06% | – |
| HOFT | New | HOOKER FURNITURE CORP | $203,000 | – | 4,250 | – | 0.05% | – |
| KHC | New | KRAFT HEINZ CO/ THE | $155,000 | – | 2,000 | – | 0.04% | – |
| TTSH | New | TILE SHOP HOLDINGS INC | $145,000 | – | 11,450 | – | 0.04% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -11,100 | – | -0.05% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -17,500 | – | -0.06% | – |
| MRCC | Exit | MONROE CAP CORP | $0 | – | -13,000 | – | -0.06% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -3,500 | – | -0.06% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -1,100 | – | -0.06% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -500 | – | -0.07% | – |
| NTES | Exit | NETEASE INCsponsored adr | $0 | – | -700 | – | -0.07% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -14,000 | – | -0.07% | – |
| NICE | Exit | NICE LTDsponsored adr | $0 | – | -2,650 | – | -0.07% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -12,500 | – | -0.07% | – |
| NTTYY | Exit | NIPPON TELEG & TEL CORPsponsored adr | $0 | – | -4,600 | – | -0.07% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -5,000 | – | -0.07% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -5,000 | – | -0.07% | – |
| KCG | Exit | KCG HLDGS INCcl a | $0 | – | -10,800 | – | -0.07% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -1,000 | – | -0.07% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -2,500 | – | -0.07% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -3,200 | – | -0.07% | – |
| NJDCY | Exit | NIDEC CORPsponsored adr | $0 | – | -9,000 | – | -0.07% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -5,600 | – | -0.07% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -3,600 | – | -0.07% | – |
| AVGO | Exit | BROADCOM LTD | $0 | – | -1,000 | – | -0.07% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -3,800 | – | -0.08% | – |
| HZO | Exit | MARINEMAX INC | $0 | – | -12,000 | – | -0.08% | – |
| MTX | Exit | MINERALS TECHNOLOGIES INC | $0 | – | -3,200 | – | -0.08% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -7,800 | – | -0.08% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -4,800 | – | -0.08% | – |
| Exit | OPEN TEXT CORP | $0 | – | -7,700 | – | -0.08% | – | |
| BTTGY | Exit | BT GROUP PLCadr | $0 | – | -12,500 | – | -0.08% | – |
| FLIR | Exit | FLIR SYS INC | $0 | – | -7,000 | – | -0.08% | – |
| MD | Exit | MEDNAX INC | $0 | – | -4,000 | – | -0.08% | – |
| DOV | Exit | DOVER CORP | $0 | – | -3,050 | – | -0.08% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -6,000 | – | -0.08% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -1,300 | – | -0.08% | – |
| COLB | Exit | COLUMBIA BKG SYS INC | $0 | – | -6,200 | – | -0.08% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -11,700 | – | -0.08% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -4,400 | – | -0.08% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -1,300 | – | -0.08% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -3,500 | – | -0.08% | – |
| CSV | Exit | CARRIAGE SVCS INC | $0 | – | -9,700 | – | -0.08% | – |
| LGFA | Exit | LIONS GATE ENTMNT CORPcl a vtg | $0 | – | -10,000 | – | -0.08% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -5,650 | – | -0.08% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -4,300 | – | -0.09% | – |
| Exit | INVESCO LTD | $0 | – | -7,800 | – | -0.09% | – | |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -2,500 | – | -0.09% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -2,300 | – | -0.09% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -3,000 | – | -0.09% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -5,000 | – | -0.09% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -42,200 | – | -0.09% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -4,500 | – | -0.09% | – |
| XLNX | Exit | XILINX INC | $0 | – | -4,500 | – | -0.09% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -2,400 | – | -0.09% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -4,500 | – | -0.09% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -2,500 | – | -0.10% | – |
| AWHHF | Exit | ALLIED WRLD ASSUR COM HLDG A | $0 | – | -6,000 | – | -0.10% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -3,500 | – | -0.10% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -2,000 | – | -0.10% | – |
| AGM | Exit | FEDERAL AGRIC MTG CORPcl c | $0 | – | -5,000 | – | -0.10% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -4,142 | – | -0.10% | – |
| CME | Exit | CME GROUP INC | $0 | – | -2,600 | – | -0.10% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -3,600 | – | -0.10% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -3,700 | – | -0.10% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -2,800 | – | -0.11% | – |
| STE | Exit | STERIS CORP | $0 | – | -4,500 | – | -0.12% | – |
| CSX | Exit | CSX CORP | $0 | – | -6,900 | – | -0.12% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -6,000 | – | -0.12% | – |
| HYI | Exit | WESTERN ASSET HGH YLD DFNDFD | $0 | – | -26,197 | – | -0.13% | – |
| HTGC | Exit | HERCULES CAPITAL INC | $0 | – | -83,928 | – | -0.35% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -11,200 | – | -0.36% | – |
| HYB | Exit | NEW AMER HIGH INCOME FD INC | $0 | – | -121,221 | – | -0.37% | – |
| SCHM | Exit | SCHWAB STRATEGIC TRus mid-cap etf | $0 | – | -25,000 | – | -0.38% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -14,300 | – | -0.38% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -23,925 | – | -0.48% | – |
| SCHX | Exit | SCHWAB STRATEGIC TRus lrg cap etf | $0 | – | -60,000 | – | -1.10% | – |
| TCAP | Exit | TRIANGLE CAP CORP | $0 | – | -210,000 | – | -1.18% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -560,000 | – | -2.78% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ARCC | New | ARES CAP CORP | $36,855,000 | – | 2,250,000 | – | 11.75% | – |
| SLRC | New | SOLAR CAP LTD | $27,119,000 | – | 1,240,000 | – | 8.65% | – |
| TWO | New | TWO HBRS INVT CORP | $14,865,000 | – | 1,500,000 | – | 4.74% | – |
| ARI | New | APOLLO COML REAL EST FIN INC | $12,429,000 | – | 670,000 | – | 3.96% | – |
| BGCP | New | BGC PARTNERS INCcl a | $9,480,000 | – | 750,000 | – | 3.02% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $8,714,000 | – | 560,000 | – | 2.78% | – |
| T | New | AT & T CORP | $7,972,000 | – | 211,300 | – | 2.54% | – |
| TCPC | New | TCP CAP CORP | $7,605,000 | – | 450,000 | – | 2.42% | – |
| BXMT | New | BLACKSTONE MTG TR INC | $6,952,000 | – | 220,000 | – | 2.22% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $6,136,000 | – | 137,400 | – | 1.96% | – |
| NMFC | New | NEW MTN FIN CORP | $5,675,000 | – | 390,000 | – | 1.81% | – |
| LADR | New | LADDER CAP CORPcl a | $4,830,000 | – | 360,200 | – | 1.54% | – |
| SCHD | New | SCHWAB STRATEGIC TRus dividend eq | $4,510,000 | – | 100,000 | – | 1.44% | – |
| MFA | New | MFA FINL INC | $4,363,000 | – | 520,000 | – | 1.39% | – |
| FDUS | New | FIDUS INVT CORP | $4,037,000 | – | 240,000 | – | 1.29% | – |
| STWD | New | STARWOOD PPTY TR INC | $4,030,000 | – | 180,000 | – | 1.28% | – |
| TCAP | New | TRIANGLE CAP CORP | $3,700,000 | – | 210,000 | – | 1.18% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $3,627,000 | – | 15,000 | – | 1.16% | – |
| SCHX | New | SCHWAB STRATEGIC TRus lrg cap etf | $3,466,000 | – | 60,000 | – | 1.10% | – |
| IWD | New | ISHARES TRrus 1000 val etf | $3,144,000 | – | 27,000 | – | 1.00% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $3,011,000 | – | 230,000 | – | 0.96% | – |
| SCHB | New | SCHWAB STRATEGIC TRus brd mkt etf | $2,923,000 | – | 50,000 | – | 0.93% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $2,660,000 | – | 50,000 | – | 0.85% | – |
| SCHV | New | SCHWAB STRATEGIC TRus lcap va etf | $2,510,000 | – | 50,000 | – | 0.80% | – |
| EFC | New | ELLINGTON FINANCIAL LLC | $2,188,000 | – | 135,000 | – | 0.70% | – |
| WFC | New | WELLS FARGO & CO NEW | $2,050,000 | – | 37,000 | – | 0.65% | – |
| BA | New | BOEING CO | $1,780,000 | – | 9,000 | – | 0.57% | – |
| LRCX | New | LAM RESEARCH CORP | $1,768,000 | – | 12,500 | – | 0.56% | – |
| CODI | New | COMPASS DIVERSIFIED HOLDINGS | $1,745,000 | – | 100,000 | – | 0.56% | – |
| CSCO | New | CISCO SYS INC | $1,737,000 | – | 55,500 | – | 0.55% | – |
| BAC | New | BANK AMER CORP | $1,722,000 | – | 71,000 | – | 0.55% | – |
| AAPL | New | APPLE INC | $1,613,000 | – | 11,200 | – | 0.51% | – |
| CCL | New | CARNIVAL CORPpaired ctf | $1,606,000 | – | 24,500 | – | 0.51% | – |
| DOW | New | DOW CHEM CO | $1,509,000 | – | 23,925 | – | 0.48% | – |
| HON | New | HONEYWELL INTL INC | $1,506,000 | – | 11,300 | – | 0.48% | – |
| FDX | New | FEDEX CORP | $1,478,000 | – | 6,800 | – | 0.47% | – |
| MET | New | METLIFE INC | $1,472,000 | – | 26,800 | – | 0.47% | – |
| MSFT | New | MICROSOFT CORP | $1,461,000 | – | 21,200 | – | 0.47% | – |
| LUV | New | SOUTHWEST AIRLS CO | $1,429,000 | – | 23,000 | – | 0.46% | – |
| JNJ | New | JOHNSON & JOHNSON | $1,376,000 | – | 10,400 | – | 0.44% | – |
| MCD | New | MCDONALDS CORP | $1,378,000 | – | 9,000 | – | 0.44% | – |
| LNC | New | LINCOLN NATL CORP IND | $1,352,000 | – | 20,000 | – | 0.43% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $1,343,000 | – | 14,000 | – | 0.43% | – |
| CVX | New | CHEVRON CORP NEW | $1,309,000 | – | 12,550 | – | 0.42% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $1,264,000 | – | 11,425 | – | 0.40% | – |
| BP | New | BP PLCsponsored adr | $1,239,000 | – | 35,750 | – | 0.40% | – |
| PFE | New | PFIZER INC | $1,223,000 | – | 36,400 | – | 0.39% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,205,000 | – | 14,300 | – | 0.38% | – |
| SCHM | New | SCHWAB STRATEGIC TRus mid-cap etf | $1,204,000 | – | 25,000 | – | 0.38% | – |
| MON | New | MONSANTO CO NEW | $1,184,000 | – | 10,000 | – | 0.38% | – |
| MGA | New | MAGNA INTL INC | $1,158,000 | – | 25,000 | – | 0.37% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $1,149,000 | – | 40,000 | – | 0.37% | – |
| HYB | New | NEW AMER HIGH INCOME FD INC | $1,149,000 | – | 121,221 | – | 0.37% | – |
| DIS | New | DISNEY WALT CO | $1,137,000 | – | 10,700 | – | 0.36% | – |
| EMN | New | EASTMAN CHEM CO | $1,134,000 | – | 13,500 | – | 0.36% | – |
| TWX | New | TIME WARNER INC | $1,125,000 | – | 11,200 | – | 0.36% | – |
| HTGC | New | HERCULES CAPITAL INC | $1,111,000 | – | 83,928 | – | 0.35% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $1,084,000 | – | 25,000 | – | 0.35% | – |
| C | New | CITIGROUP INC | $1,070,000 | – | 16,000 | – | 0.34% | – |
| XOM | New | EXXON MOBIL CORP | $1,049,000 | – | 13,000 | – | 0.34% | – |
| ALLY | New | ALLY FINL INC | $982,000 | – | 47,000 | – | 0.31% | – |
| COP | New | CONOCOPHILLIPS | $967,000 | – | 22,000 | – | 0.31% | – |
| CVA | New | COVANTA HLDG CORP | $924,000 | – | 70,000 | – | 0.30% | – |
| SLB | New | SCHLUMBERGER LTD | $856,000 | – | 13,000 | – | 0.27% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $647,000 | – | 18,500 | – | 0.21% | – |
| SAP | New | SAP AGspon adr | $597,000 | – | 5,700 | – | 0.19% | – |
| AMP | New | AMERIPRISE FINL INC | $547,000 | – | 4,300 | – | 0.17% | – |
| PSX | New | PHILLIPS 66 | $504,000 | – | 6,100 | – | 0.16% | – |
| INTC | New | INTEL CORP | $499,000 | – | 14,800 | – | 0.16% | – |
| TGS | New | TRANSPORTADORA DE GAS SURspon adr b | $448,000 | – | 27,000 | – | 0.14% | – |
| ABR | New | ARBOR RLTY TR INC | $417,000 | – | 50,000 | – | 0.13% | – |
| TEO | New | TELECOM ARGENTINA S Aspon adr rep b | $405,000 | – | 16,000 | – | 0.13% | – |
| ING | New | ING GROEP N Vsponsored adr | $400,000 | – | 23,000 | – | 0.13% | – |
| HYI | New | WESTERN ASSET HGH YLD DFNDFD | $400,000 | – | 26,197 | – | 0.13% | – |
| CNC | New | CENTENE CORP DEL | $399,000 | – | 5,000 | – | 0.13% | – |
| ADBE | New | ADOBE SYS INC | $396,000 | – | 2,800 | – | 0.13% | – |
| UL | New | UNILEVER PLCspon adr new | $395,000 | – | 7,300 | – | 0.13% | – |
| ELLI | New | ELLIE MAE INC | $385,000 | – | 3,500 | – | 0.12% | – |
| WCN | New | WASTE CONNECTIONS INC | $387,000 | – | 6,000 | – | 0.12% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $382,000 | – | 5,200 | – | 0.12% | – |
| CSX | New | CSX CORP | $376,000 | – | 6,900 | – | 0.12% | – |
| FB | New | FACEBOOK INCcl a | $377,000 | – | 2,500 | – | 0.12% | – |
| IEX | New | IDEX CORP | $373,000 | – | 3,300 | – | 0.12% | – |
| ORA | New | ORMAT TECHNOLOGIES INC | $370,000 | – | 6,300 | – | 0.12% | – |
| IT | New | GARTNER INC | $371,000 | – | 3,000 | – | 0.12% | – |
| STE | New | STERIS CORP | $367,000 | – | 4,500 | – | 0.12% | – |
| CB | New | CHUBB LIMITED | $363,000 | – | 2,500 | – | 0.12% | – |
| NVR | New | NVR INC | $362,000 | – | 150 | – | 0.12% | – |
| MDSO | New | MEDIDATA SOLUTIONS INC | $360,000 | – | 4,600 | – | 0.12% | – |
| AMZN | New | AMAZON COM INC | $358,000 | – | 370 | – | 0.11% | – |
| COL | New | ROCKWELL COLLINS INC | $357,000 | – | 3,400 | – | 0.11% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $359,000 | – | 3,500 | – | 0.11% | – |
| PTC | New | PTC INC | $358,000 | – | 6,500 | – | 0.11% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $353,000 | – | 9,000 | – | 0.11% | – |
| NXST | New | NEXSTAR BROADCASTING GROUP Icl a | $352,000 | – | 5,886 | – | 0.11% | – |
| RENX | New | RELX NVsponsored adr | $350,000 | – | 16,918 | – | 0.11% | – |
| MAS | New | MASCO CORP | $352,000 | – | 9,200 | – | 0.11% | – |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $352,000 | – | 7,300 | – | 0.11% | – |
| CHE | New | CHEMED CORP NEW | $348,000 | – | 1,700 | – | 0.11% | – |
| EA | New | ELECTRONIC ARTS INC | $349,000 | – | 3,300 | – | 0.11% | – |
| WAT | New | WATERS CORP | $349,000 | – | 1,900 | – | 0.11% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $344,000 | – | 700 | – | 0.11% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $345,000 | – | 7,300 | – | 0.11% | – |
| CCU | New | COMPANIA CERVECERIAS UNIDASsponsored adr | $341,000 | – | 13,000 | – | 0.11% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $342,000 | – | 4,000 | – | 0.11% | – |
| CRTO | New | CRITEO S Aspons ads | $343,000 | – | 7,000 | – | 0.11% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $341,000 | – | 10,000 | – | 0.11% | – |
| CDK | New | CDK GLOBAL INC | $341,000 | – | 5,500 | – | 0.11% | – |
| DEO | New | DIAGEO P L Cspon adr new | $336,000 | – | 2,800 | – | 0.11% | – |
| G | New | GENPACT LIMITED | $334,000 | – | 12,000 | – | 0.11% | – |
| COH | New | COACH INC | $331,000 | – | 7,000 | – | 0.11% | – |
| FDS | New | FACTSET RESH SYS INC | $332,000 | – | 2,000 | – | 0.11% | – |
| CRESY | New | CRESUD S A C I F Y Asponsored adr | $333,000 | – | 17,131 | – | 0.11% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $332,000 | – | 9,900 | – | 0.11% | – |
| TTC | New | TORO CO | $333,000 | – | 4,800 | – | 0.11% | – |
| ECOL | New | US ECOLOGY INC | $328,000 | – | 6,500 | – | 0.10% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $329,000 | – | 6,800 | – | 0.10% | – |
| XRAY | New | DENTSPLY SIRONA INC | $329,000 | – | 5,079 | – | 0.10% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $329,000 | – | 1,700 | – | 0.10% | – |
| WAB | New | WABTEC CORP | $329,000 | – | 3,600 | – | 0.10% | – |
| IP | New | INTL PAPER CO | $328,000 | – | 5,800 | – | 0.10% | – |
| GGG | New | GRACO INC | $328,000 | – | 3,000 | – | 0.10% | – |
| WDC | New | WESTERN DIGITAL CORP | $328,000 | – | 3,700 | – | 0.10% | – |
| DRI | New | DARDEN RESTAURANTS INC | $326,000 | – | 3,600 | – | 0.10% | – |
| CME | New | CME GROUP INC | $326,000 | – | 2,600 | – | 0.10% | – |
| CDW | New | CDW CORP | $325,000 | – | 5,200 | – | 0.10% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $323,000 | – | 5,000 | – | 0.10% | – |
| ADI | New | ANALOG DEVICES INC | $322,000 | – | 4,142 | – | 0.10% | – |
| MTB | New | M & T BK CORP | $324,000 | – | 2,000 | – | 0.10% | – |
| AGM | New | FEDERAL AGRIC MTG CORPcl c | $324,000 | – | 5,000 | – | 0.10% | – |
| DOX | New | AMDOCS LTDord | $322,000 | – | 5,000 | – | 0.10% | – |
| BAK | New | BRASKEM S Asp adr pfd a | $319,000 | – | 15,400 | – | 0.10% | – |
| JPM | New | JPMORGAN CHASE & CO | $320,000 | – | 3,500 | – | 0.10% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $317,000 | – | 3,800 | – | 0.10% | – |
| AWHHF | New | ALLIED WRLD ASSUR COM HLDG A | $317,000 | – | 6,000 | – | 0.10% | – |
| LBRDA | New | LIBERTY BROADBAND CORP | $317,000 | – | 3,700 | – | 0.10% | – |
| ULTI | New | ULTIMATE SOFTWARE GROUP INC | $315,000 | – | 1,500 | – | 0.10% | – |
| THO | New | THOR INDS INC | $314,000 | – | 3,000 | – | 0.10% | – |
| CHUBK | New | COMMERCEHUB INC | $313,000 | – | 17,927 | – | 0.10% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $312,000 | – | 2,500 | – | 0.10% | – |
| VNTV | New | VANTIV INCcl a | $310,000 | – | 4,900 | – | 0.10% | – |
| TRP | New | TRANSCANADA CORP | $310,000 | – | 6,500 | – | 0.10% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $312,000 | – | 3,600 | – | 0.10% | – |
| ORCL | New | ORACLE CORP | $311,000 | – | 6,200 | – | 0.10% | – |
| ACN | New | ACCENTURE PLC IRELAND | $309,000 | – | 2,500 | – | 0.10% | – |
| HXL | New | HEXCEL CORP NEW | $311,000 | – | 5,900 | – | 0.10% | – |
| AON | New | AON PLC | $306,000 | – | 2,300 | – | 0.10% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $306,000 | – | 2,800 | – | 0.10% | – |
| MCO | New | MOODYS CORP | $304,000 | – | 2,500 | – | 0.10% | – |
| INTU | New | INTUIT | $305,000 | – | 2,300 | – | 0.10% | – |
| MDC | New | M D C HLDGS INC | $304,000 | – | 8,610 | – | 0.10% | – |
| AYR | New | AIRCASTLE LTD | $305,000 | – | 14,000 | – | 0.10% | – |
| ICLR | New | ICON PLC | $303,000 | – | 3,100 | – | 0.10% | – |
| LSXMA | New | LIBERTY MEDIA CORP DELAWARE | $302,000 | – | 7,200 | – | 0.10% | – |
| ALLE | New | ALLEGION PUB LTD CO | $300,000 | – | 3,700 | – | 0.10% | – |
| AOS | New | SMITH A O | $299,000 | – | 5,300 | – | 0.10% | – |
| CPRT | New | COPART INC | $299,000 | – | 9,400 | – | 0.10% | – |
| CHT | New | CHUNGHWA TELECOM CO LTDspon adr new11 | $299,000 | – | 8,500 | – | 0.10% | – |
| NX | New | QUANEX BUILDING PRODUCTS COR | $296,000 | – | 14,000 | – | 0.09% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $294,000 | – | 4,500 | – | 0.09% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $292,000 | – | 2,400 | – | 0.09% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $292,000 | – | 8,600 | – | 0.09% | – |
| MKL | New | MARKEL CORP | $293,000 | – | 300 | – | 0.09% | – |
| NKE | New | NIKE INCcl b | $289,000 | – | 4,900 | – | 0.09% | – |
| CTAS | New | CINTAS CORP | $290,000 | – | 2,300 | – | 0.09% | – |
| XLNX | New | XILINX INC | $289,000 | – | 4,500 | – | 0.09% | – |
| ULTA | New | ULTA BEAUTY INC | $287,000 | – | 1,000 | – | 0.09% | – |
| MRK | New | MERCK & CO INC | $288,000 | – | 4,500 | – | 0.09% | – |
| PHG | New | KONINKLIJKE PHILIPS ELECTRSny reg sh new | $290,000 | – | 8,100 | – | 0.09% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP IN | $288,000 | – | 4,500 | – | 0.09% | – |
| APD | New | AIR PRODS & CHEMS INC | $286,000 | – | 2,000 | – | 0.09% | – |
| LEA | New | LEAR CORP | $284,000 | – | 2,000 | – | 0.09% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $285,000 | – | 42,200 | – | 0.09% | – |
| STI | New | SUNTRUST BKS INC | $284,000 | – | 5,000 | – | 0.09% | – |
| CVG | New | CONVERGYS CORP | $285,000 | – | 12,000 | – | 0.09% | – |
| GRMN | New | GARMIN LTD | $286,000 | – | 5,600 | – | 0.09% | – |
| PPG | New | PPG INDS INC | $286,000 | – | 2,600 | – | 0.09% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $281,000 | – | 2,300 | – | 0.09% | – |
| LVS | New | LAS VEGAS SANDS CORP | $281,000 | – | 4,400 | – | 0.09% | – |
| CFR | New | CULLEN FROST BANKERS INC | $282,000 | – | 3,000 | – | 0.09% | – |
| LFUS | New | LITTELFUSE INC | $281,000 | – | 1,700 | – | 0.09% | – |
| JNPR | New | JUNIPER NETWORKS INC | $279,000 | – | 10,000 | – | 0.09% | – |
| PKG | New | PACKAGING CORP AMER | $278,000 | – | 2,500 | – | 0.09% | – |
| ST | New | SENSATA TECHNOLOGIES HLDG NV | $278,000 | – | 6,500 | – | 0.09% | – |
| LOW | New | LOWES COS INC | $279,000 | – | 3,600 | – | 0.09% | – |
| ALV | New | AUTOLIV INC | $275,000 | – | 2,500 | – | 0.09% | – |
| PCAR | New | PACCAR INC | $277,000 | – | 4,200 | – | 0.09% | – |
| CMI | New | CUMMINS INC | $276,000 | – | 1,700 | – | 0.09% | – |
| NEU | New | NEWMARKET CORP | $276,000 | – | 600 | – | 0.09% | – |
| New | INVESCO LTD | $274,000 | – | 7,800 | – | 0.09% | – | |
| CELG | New | CELGENE CORP | $273,000 | – | 2,100 | – | 0.09% | – |
| LCII | New | LCI INDS | $274,000 | – | 2,680 | – | 0.09% | – |
| NOAH | New | NOAH HLDGS LTDsponsored ads | $272,000 | – | 9,500 | – | 0.09% | – |
| RSG | New | REPUBLIC SVCS INC | $274,000 | – | 4,300 | – | 0.09% | – |
| LEXEA | New | LIBERTY EXPEDIA HOLDINGS | $270,000 | – | 5,000 | – | 0.09% | – |
| STLD | New | STEEL DYNAMICS INC | $269,000 | – | 7,500 | – | 0.09% | – |
| CHUBA | New | COMMERCEHUB INC | $269,000 | – | 15,463 | – | 0.09% | – |
| VVI | New | VIAD CORP | $265,000 | – | 5,600 | – | 0.08% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $265,000 | – | 2,400 | – | 0.08% | – |
| EV | New | EATON VANCE CORP | $267,000 | – | 5,650 | – | 0.08% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $266,000 | – | 2,700 | – | 0.08% | – |
| THG | New | HANOVER INS GROUP INC | $266,000 | – | 3,000 | – | 0.08% | – |
| AGN | New | ALLERGAN PLC | $267,000 | – | 1,100 | – | 0.08% | – |
| CSV | New | CARRIAGE SVCS INC | $262,000 | – | 9,700 | – | 0.08% | – |
| HRS | New | HARRIS CORP DEL | $262,000 | – | 2,400 | – | 0.08% | – |
| LGFA | New | LIONS GATE ENTMNT CORPcl a vtg | $263,000 | – | 10,000 | – | 0.08% | – |
| TSS | New | TOTAL SYS SVCS INC | $262,000 | – | 4,500 | – | 0.08% | – |
| DHR | New | DANAHER CORP DEL | $262,000 | – | 3,100 | – | 0.08% | – |
| SNY | New | SANOFIsponsored adr | $264,000 | – | 5,500 | – | 0.08% | – |
| WNC | New | WABASH NATL CORP | $264,000 | – | 12,000 | – | 0.08% | – |
| WAFD | New | WASHINGTON FED INC | $259,000 | – | 7,800 | – | 0.08% | – |
| DCMYY | New | NTT DOCOMO INCspons adr | $260,000 | – | 11,000 | – | 0.08% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $260,000 | – | 5,800 | – | 0.08% | – |
| AUOTY | New | AU OPTRONICS CORPsponsored adr | $260,000 | – | 57,000 | – | 0.08% | – |
| BG | New | BUNGE LIMITED | $261,000 | – | 3,500 | – | 0.08% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $259,000 | – | 33,000 | – | 0.08% | – |
| USB | New | US BANCORP DEL | $260,000 | – | 5,000 | – | 0.08% | – |
| KAR | New | KAR AUCTION SVCS INC | $256,000 | – | 6,100 | – | 0.08% | – |
| OMC | New | OMNICOM GROUP INC | $257,000 | – | 3,100 | – | 0.08% | – |
| FMC | New | F M C CORP | $256,000 | – | 3,500 | – | 0.08% | – |
| GD | New | GENERAL DYNAMICS CORP | $258,000 | – | 1,300 | – | 0.08% | – |
| GBCI | New | GLACIER BANCORP INC NEW | $256,000 | – | 7,000 | – | 0.08% | – |
| SBUX | New | STARBUCKS CORP | $257,000 | – | 4,400 | – | 0.08% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $255,000 | – | 2,000 | – | 0.08% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $254,000 | – | 10,000 | – | 0.08% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC DELcl a | $255,000 | – | 1 | – | 0.08% | – |
| TMUS | New | T MOBILE US INC | $255,000 | – | 4,200 | – | 0.08% | – |
| PEP | New | PEPSICO INC | $254,000 | – | 2,200 | – | 0.08% | – |
| WRK | New | WESTROCK CO | $255,000 | – | 4,500 | – | 0.08% | – |
| WGO | New | WINNEBAGO INDS INC | $252,000 | – | 7,200 | – | 0.08% | – |
| LKQ | New | LKQ CORP | $250,000 | – | 7,600 | – | 0.08% | – |
| WWD | New | WOODWARD INC | $250,000 | – | 3,700 | – | 0.08% | – |
| VLO | New | VALERO ENERGY CORP NEW | $250,000 | – | 3,700 | – | 0.08% | – |
| CA | New | CA INC | $252,000 | – | 7,300 | – | 0.08% | – |
| BANC | New | BANC OF CALIFORNIA INC | $252,000 | – | 11,700 | – | 0.08% | – |
| WHR | New | WHIRLPOOL CORP | $249,000 | – | 1,300 | – | 0.08% | – |
| EVR | New | EVERCORE PARTNERS INCclass a | $247,000 | – | 3,500 | – | 0.08% | – |
| COLB | New | COLUMBIA BKG SYS INC | $247,000 | – | 6,200 | – | 0.08% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $247,000 | – | 3,600 | – | 0.08% | – |
| AMAT | New | APPLIED MATLS INC | $248,000 | – | 6,000 | – | 0.08% | – |
| DOV | New | DOVER CORP | $245,000 | – | 3,050 | – | 0.08% | – |
| AZO | New | AUTOZONE INC | $240,000 | – | 420 | – | 0.08% | – |
| New | OPEN TEXT CORP | $243,000 | – | 7,700 | – | 0.08% | – | |
| MD | New | MEDNAX INC | $241,000 | – | 4,000 | – | 0.08% | – |
| BTTGY | New | BT GROUP PLCadr | $243,000 | – | 12,500 | – | 0.08% | – |
| FLIR | New | FLIR SYS INC | $243,000 | – | 7,000 | – | 0.08% | – |
| MLHR | New | MILLER HERMAN INC | $237,000 | – | 7,800 | – | 0.08% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $239,000 | – | 4,800 | – | 0.08% | – |
| TRMK | New | TRUSTMARK CORP | $238,000 | – | 7,400 | – | 0.08% | – |
| WEC | New | WEC ENERGY GROUP INC | $239,000 | – | 3,900 | – | 0.08% | – |
| DFS | New | DISCOVER FINL SVCS | $236,000 | – | 3,800 | – | 0.08% | – |
| GEF | New | GREIF INCcl a | $234,000 | – | 4,200 | – | 0.08% | – |
| PG | New | PROCTER & GAMBLE CO | $235,000 | – | 2,700 | – | 0.08% | – |
| MTX | New | MINERALS TECHNOLOGIES INC | $234,000 | – | 3,200 | – | 0.08% | – |
| HZO | New | MARINEMAX INC | $235,000 | – | 12,000 | – | 0.08% | – |
| ENB | New | ENBRIDGE INC | $235,000 | – | 5,904 | – | 0.08% | – |
| AJG | New | GALLAGHER ARTHUR J & CO | $235,000 | – | 4,100 | – | 0.08% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $231,000 | – | 1,500 | – | 0.07% | – |
| AVGO | New | BROADCOM LTD | $233,000 | – | 1,000 | – | 0.07% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $232,000 | – | 250 | – | 0.07% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $230,000 | – | 3,600 | – | 0.07% | – |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $228,000 | – | 5,600 | – | 0.07% | – |
| LM | New | LEGG MASON INC | $229,000 | – | 6,000 | – | 0.07% | – |
| NJDCY | New | NIDEC CORPsponsored adr | $230,000 | – | 9,000 | – | 0.07% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $225,000 | – | 3,200 | – | 0.07% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $227,000 | – | 250 | – | 0.07% | – |
| WMT | New | WAL-MART STORES INC | $227,000 | – | 3,000 | – | 0.07% | – |
| AGU | New | AGRIUM INC | $226,000 | – | 2,500 | – | 0.07% | – |
| LMT | New | LOCKHEED MARTIN CORP | $222,000 | – | 800 | – | 0.07% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $224,000 | – | 2,500 | – | 0.07% | – |
| LLY | New | LILLY ELI & CO | $222,000 | – | 2,700 | – | 0.07% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $219,000 | – | 1,000 | – | 0.07% | – |
| BCRHF | New | BLUE CAP REINS HLDGS LTD | $218,000 | – | 11,891 | – | 0.07% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $218,000 | – | 2,500 | – | 0.07% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $219,000 | – | 5,800 | – | 0.07% | – |
| KCG | New | KCG HLDGS INCcl a | $215,000 | – | 10,800 | – | 0.07% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $215,000 | – | 5,000 | – | 0.07% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $216,000 | – | 5,000 | – | 0.07% | – |
| NTTYY | New | NIPPON TELEG & TEL CORPsponsored adr | $217,000 | – | 4,600 | – | 0.07% | – |
| DFODQ | New | DEAN FOODS CO NEW | $213,000 | – | 12,500 | – | 0.07% | – |
| CPT | New | CAMDEN PPTY TRsh ben int | $214,000 | – | 2,500 | – | 0.07% | – |
| BBT | New | BB&T CORP | $213,000 | – | 4,700 | – | 0.07% | – |
| NHI | New | NATIONAL HEALTH INVS INC | $214,000 | – | 2,700 | – | 0.07% | – |
| SAFT | New | SAFETY INS GROUP INC | $212,000 | – | 3,100 | – | 0.07% | – |
| PANW | New | PALO ALTO NETWORKS INC | $214,000 | – | 1,600 | – | 0.07% | – |
| ALX | New | ALEXANDERS INC | $211,000 | – | 500 | – | 0.07% | – |
| NTES | New | NETEASE INCsponsored adr | $210,000 | – | 700 | – | 0.07% | – |
| CNO | New | CNO FINL GROUP INC | $209,000 | – | 10,000 | – | 0.07% | – |
| NICE | New | NICE LTDsponsored adr | $209,000 | – | 2,650 | – | 0.07% | – |
| BLK | New | BLACKROCK INC | $211,000 | – | 500 | – | 0.07% | – |
| BCE | New | BCE INC | $209,000 | – | 4,650 | – | 0.07% | – |
| INFY | New | INFOSYS LTDsponsored adr | $210,000 | – | 14,000 | – | 0.07% | – |
| ORAN | New | ORANGEsponsored adr | $208,000 | – | 13,000 | – | 0.07% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $204,000 | – | 1,100 | – | 0.06% | – |
| KBH | New | KB HOME | $201,000 | – | 8,400 | – | 0.06% | – |
| AES | New | AES CORP | $200,000 | – | 18,000 | – | 0.06% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $201,000 | – | 3,500 | – | 0.06% | – |
| SYY | New | SYSCO CORP | $201,000 | – | 4,000 | – | 0.06% | – |
| ENIA | New | ENEL AMERICAS S Asponsored adr | $198,000 | – | 21,000 | – | 0.06% | – |
| MRCC | New | MONROE CAP CORP | $198,000 | – | 13,000 | – | 0.06% | – |
| AGRO | New | ADECOAGRO S A | $175,000 | – | 17,500 | – | 0.06% | – |
| GPK | New | GRAPHIC PACKAGING HLDG CO | $156,000 | – | 11,300 | – | 0.05% | – |
| CLS | New | CELESTICA INC | $151,000 | – | 11,100 | – | 0.05% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HIX | Exit | WESTERN ASSET HIGH INCM FD I | $0 | – | -14,600 | – | -0.02% | – |
| IRT | Exit | INDEPENDENCE RLTY TR INC | $0 | – | -12,400 | – | -0.02% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -22,000 | – | -0.02% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -16,000 | – | -0.02% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -13,000 | – | -0.04% | – |
| ENIA | Exit | ENERSIS AMERICAS S Asponsored adr | $0 | – | -21,000 | – | -0.04% | – |
| SRC | Exit | SPIRIT RLTY CAP INC | $0 | – | -13,000 | – | -0.04% | – |
| AVVIY | Exit | AVIVA PLCadr | $0 | – | -15,000 | – | -0.04% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -19,400 | – | -0.04% | – |
| ADRU | Exit | BLDRS INDEX FDS TReur 100 adr | $0 | – | -10,000 | – | -0.04% | – |
| JPW | Exit | NUVEEN FLEXIBLE INVT INCOME | $0 | – | -11,600 | – | -0.04% | – |
| PEI | Exit | PENNSYLVANIA RL ESTATE INVTsh ben int | $0 | – | -8,700 | – | -0.04% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -1,300 | – | -0.04% | – |
| MRCC | Exit | MONROE CAP CORP | $0 | – | -13,000 | – | -0.04% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -2,500 | – | -0.04% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -250 | – | -0.04% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -3,500 | – | -0.04% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -4,200 | – | -0.04% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -4,800 | – | -0.04% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -3,925 | – | -0.04% | – |
| COLB | Exit | COLUMBIA BKG SYS INC | $0 | – | -6,200 | – | -0.04% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -6,000 | – | -0.04% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -7,400 | – | -0.04% | – |
| SMG | Exit | SCOTTS MIRACLE GRO COcl a | $0 | – | -2,500 | – | -0.04% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -3,200 | – | -0.04% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -4,200 | – | -0.04% | – |
| AFHIF | Exit | ATLAS FINANCIAL HOLDINGS INC | $0 | – | -13,000 | – | -0.04% | – |
| SAFT | Exit | SAFETY INS GROUP INC | $0 | – | -3,100 | – | -0.04% | – |
| AJG | Exit | GALLAGHER ARTHUR J & CO | $0 | – | -4,100 | – | -0.04% | – |
| CPT | Exit | CAMDEN PPTY TRsh ben int | $0 | – | -2,500 | – | -0.04% | – |
| AUOTY | Exit | AU OPTRONICS CORPsponsored adr | $0 | – | -57,000 | – | -0.04% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -1,800 | – | -0.04% | – |
| SNCR | Exit | SYNCHRONOSS TECHNOLOGIES INC | $0 | – | -5,000 | – | -0.04% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -5,000 | – | -0.04% | – |
| NHI | Exit | NATIONAL HEALTH INVS INC | $0 | – | -2,700 | – | -0.05% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -1,800 | – | -0.05% | – |
| ALX | Exit | ALEXANDERS INC | $0 | – | -500 | – | -0.05% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -5,500 | – | -0.05% | – |
| OHI | Exit | OMEGA HEALTHCARE INVS INC | $0 | – | -6,000 | – | -0.05% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -5,800 | – | -0.05% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -8,200 | – | -0.05% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -1,300 | – | -0.05% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -6,400 | – | -0.05% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -10,000 | – | -0.05% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -3,700 | – | -0.05% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -5,000 | – | -0.05% | – |
| SYT | Exit | SYNGENTA AGsponsored adr | $0 | – | -2,450 | – | -0.05% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -3,000 | – | -0.05% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -1,700 | – | -0.05% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HLDGS INcl a | $0 | – | -10,000 | – | -0.05% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -2,100 | – | -0.05% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -10,000 | – | -0.05% | – |
| THD | Exit | ISHARESmsci thi cap etf | $0 | – | -3,000 | – | -0.05% | – |
| VGK | Exit | VANGUARD INTL EQUITY INDEX Fftse europe etf | $0 | – | -4,500 | – | -0.05% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -14,000 | – | -0.05% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -2,500 | – | -0.05% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -1,800 | – | -0.05% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -2,000 | – | -0.05% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -3,500 | – | -0.05% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -3,500 | – | -0.05% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -10,000 | – | -0.05% | – |
| VLRS | Exit | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $0 | – | -14,000 | – | -0.05% | – |
| CHUBA | Exit | COMMERCEHUB INC | $0 | – | -15,463 | – | -0.05% | – |
| AWHHF | Exit | ALLIED WRLD ASSUR COM HLDG A | $0 | – | -6,000 | – | -0.05% | – |
| NX | Exit | QUANEX BUILDING PRODUCTS COR | $0 | – | -14,000 | – | -0.05% | – |
| LSXMA | Exit | LIBERTY MEDIA CORP DELAWARE | $0 | – | -7,200 | – | -0.05% | – |
| VPL | Exit | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $0 | – | -4,000 | – | -0.05% | – |
| EIS | Exit | ISHARESmsci isr cap etf | $0 | – | -5,100 | – | -0.05% | – |
| YAO | Exit | CLAYMORE EXCHANGE-TRD FD TRgugg china allcp | $0 | – | -9,000 | – | -0.05% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -6,200 | – | -0.05% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -3,100 | – | -0.05% | – |
| EWW | Exit | ISHARESmsci mex cap etf | $0 | – | -5,000 | – | -0.05% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -2,700 | – | -0.05% | – |
| TSRA | Exit | TESSERA TECHNOLOGIES INC | $0 | – | -6,500 | – | -0.05% | – |
| CRTO | Exit | CRITEO S Aspons ads | $0 | – | -7,000 | – | -0.05% | – |
| TOK | Exit | ISHARESmsci kokusai etf | $0 | – | -4,600 | – | -0.05% | – |
| INDA | Exit | ISHARES TRmsci india etf | $0 | – | -8,400 | – | -0.05% | – |
| NOAH | Exit | NOAH HLDGS LTDsponsored ads | $0 | – | -9,500 | – | -0.05% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -11,000 | – | -0.05% | – |
| STRZA | Exit | STARZ | $0 | – | -8,000 | – | -0.05% | – |
| DBAW | Exit | DBX EFT TRex us hdg eqty | $0 | – | -11,000 | – | -0.06% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,100 | – | -0.06% | – |
| EEMV | Exit | ISHARESem mk minvol etf | $0 | – | -4,700 | – | -0.06% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -3,600 | – | -0.06% | – |
| IEMG | Exit | ISHARES INCcore msci emkt | $0 | – | -5,500 | – | -0.06% | – |
| EVR | Exit | EVERCORE PARTNERS INCclass a | $0 | – | -5,000 | – | -0.06% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -3,200 | – | -0.06% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -4,900 | – | -0.06% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -600 | – | -0.06% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -1,600 | – | -0.06% | – |
| CCU | Exit | COMPANIA CERVECERIAS UNIDASsponsored adr | $0 | – | -13,000 | – | -0.06% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -3,600 | – | -0.06% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -2,550 | – | -0.06% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -5,900 | – | -0.06% | – |
| IT | Exit | GARTNER INC | $0 | – | -3,000 | – | -0.06% | – |
| FEP | Exit | FIRST TR EXCH TRD ALPHA FD Ieurope alpha | $0 | – | -9,000 | – | -0.06% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -2,500 | – | -0.06% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -4,000 | – | -0.06% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -5,000 | – | -0.06% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -2,500 | – | -0.06% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -2,600 | – | -0.06% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -11,100 | – | -0.06% | – |
| DLS | Exit | WISDOMTREE TRintl smcap div | $0 | – | -4,500 | – | -0.06% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -1,000 | – | -0.06% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -4,500 | – | -0.06% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -700 | – | -0.06% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -14,000 | – | -0.06% | – |
| CHUBK | Exit | COMMERCEHUB INC | $0 | – | -17,927 | – | -0.06% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -12,000 | – | -0.06% | – |
| AAPL | Exit | APPLE INC | $0 | – | -2,500 | – | -0.06% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -3,400 | – | -0.06% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -5,000 | – | -0.06% | – |
| SCZ | Exit | ISHARESeafe sml cp etf | $0 | – | -5,500 | – | -0.06% | – |
| PTC | Exit | PTC INC | $0 | – | -6,500 | – | -0.06% | – |
| FSZ | Exit | FIRST TR EXCH TRD ALPHA FD Iswitzlnd alpha | $0 | – | -7,000 | – | -0.06% | – |
| ECOL | Exit | US ECOLOGY INC | $0 | – | -6,500 | – | -0.06% | – |
| FMC | Exit | F M C CORP | $0 | – | -6,000 | – | -0.06% | – |
| SCJ | Exit | ISHARESmsci japn smcetf | $0 | – | -4,500 | – | -0.06% | – |
| CATM | Exit | CARDTRONICS PLC | $0 | – | -6,500 | – | -0.06% | – |
| VLT | Exit | INVESCO HIGH INCOME TR II | $0 | – | -20,000 | – | -0.06% | – |
| TEO | Exit | TELECOM ARGENTINA S Aspon adr rep b | $0 | – | -16,000 | – | -0.06% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -3,600 | – | -0.06% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -3,000 | – | -0.06% | – |
| CHT | Exit | CHUNGHWA TELECOM CO LTDspon adr new11 | $0 | – | -8,500 | – | -0.06% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -6,800 | – | -0.06% | – |
| XRAY | Exit | DENTSPLY SIRONA INC | $0 | – | -5,079 | – | -0.07% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -4,000 | – | -0.07% | – |
| CRESY | Exit | CRESUD S A C I F Y Asponsored adr | $0 | – | -17,000 | – | -0.07% | – |
| ITG | Exit | INVESTMENT TECHNOLOGY GRP NE | $0 | – | -17,700 | – | -0.07% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -2,500 | – | -0.07% | – |
| RENX | Exit | RELX NVsponsored adr | $0 | – | -16,918 | – | -0.07% | – |
| ORA | Exit | ORMAT TECHNOLOGIES INC | $0 | – | -6,300 | – | -0.07% | – |
| ULTI | Exit | ULTIMATE SOFTWARE GROUP INC | $0 | – | -1,500 | – | -0.07% | – |
| SCHE | Exit | SCHWAB STRATEGIC TRemrg mkteq etf | $0 | – | -13,300 | – | -0.07% | – |
| IEX | Exit | IDEX CORP | $0 | – | -3,300 | – | -0.07% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -3,500 | – | -0.07% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -10,000 | – | -0.07% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -4,000 | – | -0.07% | – |
| FLML | Exit | FLAMEL TECHNOLOGIES SAsponsored adr | $0 | – | -25,000 | – | -0.07% | – |
| ARGT | Exit | GLOBAL X FDSgb msci ar etf | $0 | – | -13,000 | – | -0.07% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -1,600 | – | -0.07% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -2,500 | – | -0.07% | – |
| TGS | Exit | TRANSPORTADORA DE GAS SURspon adr b | $0 | – | -46,000 | – | -0.07% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -6,700 | – | -0.07% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -9,000 | – | -0.07% | – |
| ICLR | Exit | ICON PLC | $0 | – | -4,100 | – | -0.07% | – |
| CDK | Exit | CDK GLOBAL INC | $0 | – | -5,500 | – | -0.07% | – |
| INTC | Exit | INTEL CORP | $0 | – | -8,400 | – | -0.07% | – |
| MAS | Exit | MASCO CORP | $0 | – | -9,200 | – | -0.07% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -2,500 | – | -0.07% | – |
| BAK | Exit | BRASKEM S Asp adr pfd a | $0 | – | -21,000 | – | -0.07% | – |
| ULTA | Exit | ULTA SALON COSMETCS & FRAG I | $0 | – | -1,350 | – | -0.07% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -420 | – | -0.07% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -2,000 | – | -0.07% | – |
| PBH | Exit | PRESTIGE BRANDS HLDGS INC | $0 | – | -6,800 | – | -0.07% | – |
| NVR | Exit | NVR INC | $0 | – | -200 | – | -0.07% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -3,000 | – | -0.07% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -3,600 | – | -0.07% | – |
| STE | Exit | STERIS CORP | $0 | – | -4,500 | – | -0.07% | – |
| INTU | Exit | INTUIT | $0 | – | -3,000 | – | -0.07% | – |
| ZLTQ | Exit | ZELTIQ AESTHETICS INC | $0 | – | -8,500 | – | -0.07% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -5,000 | – | -0.07% | – |
| ILF | Exit | ISHARES TRlatn amer 40 etf | $0 | – | -12,000 | – | -0.07% | – |
| THO | Exit | THOR INDS INC | $0 | – | -4,000 | – | -0.07% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -24,000 | – | -0.07% | – |
| DW | Exit | DREW INDS INC | $0 | – | -3,500 | – | -0.08% | – |
| TRIB | Exit | TRINITY BIOTECH PLCspon adr new | $0 | – | -26,000 | – | -0.08% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -6,400 | – | -0.08% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -5,500 | – | -0.08% | – |
| VEU | Exit | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $0 | – | -7,700 | – | -0.08% | – |
| LFUS | Exit | LITTELFUSE INC | $0 | – | -2,700 | – | -0.08% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -5,100 | – | -0.08% | – |
| EBR | Exit | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $0 | – | -60,000 | – | -0.08% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -10,000 | – | -0.08% | – |
| CVG | Exit | CONVERGYS CORP | $0 | – | -12,000 | – | -0.08% | – |
| LEA | Exit | LEAR CORP | $0 | – | -3,000 | – | -0.08% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -14,300 | – | -0.08% | – |
| ELLI | Exit | ELLIE MAE INC | $0 | – | -3,500 | – | -0.08% | – |
| CDW | Exit | CDW CORP | $0 | – | -8,000 | – | -0.08% | – |
| VSS | Exit | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $0 | – | -3,700 | – | -0.08% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -12,800 | – | -0.08% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -6,500 | – | -0.08% | – |
| VVI | Exit | VIAD CORP | $0 | – | -10,000 | – | -0.08% | – |
| LBRDA | Exit | LIBERTY BROADBAND CORP | $0 | – | -5,300 | – | -0.08% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -400 | – | -0.08% | – |
| TPVG | Exit | TRIPLEPOINT VENTR GRW BDC CO | $0 | – | -35,000 | – | -0.08% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -5,300 | – | -0.08% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -6,500 | – | -0.08% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -7,300 | – | -0.08% | – |
| CPRT | Exit | COPART INC | $0 | – | -7,000 | – | -0.08% | – |
| AON | Exit | AON PLC | $0 | – | -3,400 | – | -0.08% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -4,500 | – | -0.08% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -8,300 | – | -0.08% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -14,800 | – | -0.09% | – |
| UFPI | Exit | UNIVERSAL FST PRODS INC | $0 | – | -4,000 | – | -0.09% | – |
| EWZ | Exit | ISHARESmsci brz cap etf | $0 | – | -12,000 | – | -0.09% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -9,000 | – | -0.09% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -20,100 | – | -0.09% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -500 | – | -0.09% | – |
| TTC | Exit | TORO CO | $0 | – | -9,000 | – | -0.09% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -4,000 | – | -0.09% | – |
| SCM | Exit | STELLUS CAP INVT CORP | $0 | – | -40,000 | – | -0.10% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -6,000 | – | -0.10% | – |
| SAP | Exit | SAP AGspon adr | $0 | – | -5,700 | – | -0.11% | – |
| KIO | Exit | KKR INCOME OPPORTUNITIES FD | $0 | – | -33,900 | – | -0.12% | – |
| VVR | Exit | INVESCO SR INCOME TR | $0 | – | -142,347 | – | -0.13% | – |
| ALR | Exit | ALERE INC | $0 | – | -14,500 | – | -0.14% | – |
| SUNS | Exit | SOLAR SR CAP LTD | $0 | – | -40,000 | – | -0.14% | – |
| AWF | Exit | ALLIANCEBERNSTEIN GBL HGH IN | $0 | – | -60,000 | – | -0.16% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -60,000 | – | -0.16% | – |
| TLI | Exit | WESTERN ASSET CORPORATE LN F | $0 | – | -72,900 | – | -0.17% | – |
| EHI | Exit | WESTERN ASSET GLB HI INCOME | $0 | – | -77,377 | – | -0.17% | – |
| EFF | Exit | EATON VANCE FLTG RATE INCOM | $0 | – | -57,180 | – | -0.20% | – |
| AIF | Exit | APOLLO TACTICAL INCOME FD IN | $0 | – | -60,000 | – | -0.20% | – |
| HIO | Exit | WESTERN ASSET HIGH INCM OPP | $0 | – | -210,000 | – | -0.23% | – |
| ACP | Exit | AVENUE INCOME CR STRATEGIES | $0 | – | -90,000 | – | -0.25% | – |
| BTZ | Exit | BLACKROCK CR ALLCTN INC TR | $0 | – | -90,000 | – | -0.26% | – |
| FCT | Exit | FIRST TR SR FLG RTE INCM FD | $0 | – | -87,900 | – | -0.26% | – |
| HNW | Exit | PIONEER DIV HIGH INCOME TRUS | $0 | – | -75,000 | – | -0.27% | – |
| GDO | Exit | WESTERN ASSET GLOBAL CP DEFI | $0 | – | -75,122 | – | -0.29% | – |
| DRA | Exit | DIVERSIFIED REAL ASSET INC F | $0 | – | -80,000 | – | -0.30% | – |
| LADR | Exit | LADDER CAP CORPcl a | $0 | – | -108,537 | – | -0.31% | – |
| VCSH | Exit | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $0 | – | -18,000 | – | -0.32% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -50,000 | – | -0.32% | – |
| JSD | Exit | NUVEEN SHT DUR CR OPP FD | $0 | – | -87,091 | – | -0.32% | – |
| TY | Exit | TRI CONTL CORP | $0 | – | -70,239 | – | -0.33% | – |
| EAD | Exit | WELLS FARGO ADVANTAGE INCOME | $0 | – | -181,614 | – | -0.33% | – |
| KMM | Exit | DEUTSCHE MULTI-MKT INCOME TR | $0 | – | -205,019 | – | -0.38% | – |
| ARDC | Exit | ARES DYNAMIC CR ALLOCATION F | $0 | – | -124,150 | – | -0.40% | – |
| PFF | Exit | ISHARES TRu.s. pfd stk etf | $0 | – | -50,000 | – | -0.43% | – |
| IVH | Exit | IVY HIGH INC OPPORTUNITIES F | $0 | – | -160,000 | – | -0.50% | – |
| JGH | Exit | NUVEEN GLOBAL HIGH INCOME FD | $0 | – | -150,000 | – | -0.51% | – |
| NHS | Exit | NEUBERGER BERMAN HGH YLD FD | $0 | – | -207,000 | – | -0.53% | – |
| EVF | Exit | EATON VANCE SR INCOME TRsh ben int | $0 | – | -390,000 | – | -0.55% | – |
| CCI | Exit | CROWN CASTLE INTL CORP | $0 | – | -26,800 | – | -0.55% | – |
| FRA | Exit | BLACKROCK FLOAT RATE OME STR | $0 | – | -185,000 | – | -0.56% | – |
| JRO | Exit | NUVEEN FLTNG RTE INCM OPP FD | $0 | – | -233,915 | – | -0.56% | – |
| PHD | Exit | PIONEER FLOATING RATE TR | $0 | – | -222,451 | – | -0.57% | – |
| AFT | Exit | APOLLO SR FLOATING RATE FD I | $0 | – | -160,000 | – | -0.59% | – |
| BGT | Exit | BLACKROCK FLOATING RATE INCO | $0 | – | -202,509 | – | -0.60% | – |
| NSL | Exit | NUVEEN SR INCOME FD | $0 | – | -435,000 | – | -0.62% | – |
| JFR | Exit | NUVEEN FLOATING RATE INCOME | $0 | – | -265,000 | – | -0.64% | – |
| MCC | Exit | MEDLEY CAP CORP | $0 | – | -400,248 | – | -0.66% | – |
| CODI | Exit | COMPASS DIVERSIFIED HOLDINGS | $0 | – | -180,000 | – | -0.68% | – |
| HYB | Exit | NEW AMER HIGH INCOME FD INC | $0 | – | -355,000 | – | -0.71% | – |
| MINC | Exit | ADVISORSHARES TRnewflt mulsinc | $0 | – | -67,000 | – | -0.71% | – |
| EFT | Exit | EATON VANCE FLTING RATE INC | $0 | – | -232,600 | – | -0.72% | – |
| HYI | Exit | WESTERN ASSET HGH YLD DFNDFD | $0 | – | -220,000 | – | -0.74% | – |
| DSU | Exit | BLACKROCK DEBT STRAT FD INC | $0 | – | -1,000,000 | – | -0.79% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -900,000 | – | -0.82% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -170,000 | – | -0.83% | – |
| EFC | Exit | ELLINGTON FINANCIAL LLC | $0 | – | -230,000 | – | -0.83% | – |
| EVV | Exit | EATON VANCE LTD DUR INCOME F | $0 | – | -290,000 | – | -0.86% | – |
| BIT | Exit | BLACKROCK MULTI-SECTOR INC T | $0 | – | -240,000 | – | -0.89% | – |
| GHY | Exit | PRUDENTIAL GLB SHT DUR HG YL | $0 | – | -290,485 | – | -0.96% | – |
| JQC | Exit | NUVEEN CR STRATEGIES INCM FD | $0 | – | -520,000 | – | -0.96% | – |
| HYT | Exit | BLACKROCK CORPOR HI YLD FD I | $0 | – | -435,000 | – | -1.02% | – |
| PGF | Exit | POWERSHARES ETF TRUSTfinl pfd ptfl | $0 | – | -250,000 | – | -1.04% | – |
| BLW | Exit | BLACKROCK LTD DURATION INC T | $0 | – | -311,104 | – | -1.05% | – |
| VTA | Exit | INVESCO DYNAMIC CR OPP FD | $0 | – | -420,000 | – | -1.08% | – |
| ISD | Exit | PRUDENTIAL SHT DURATION HG Y | $0 | – | -320,000 | – | -1.11% | – |
| ZFC | Exit | ZAIS FINL CORP | $0 | – | -365,000 | – | -1.15% | – |
| FDUS | Exit | FIDUS INVT CORP | $0 | – | -355,000 | – | -1.22% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -662,000 | – | -1.26% | – |
| MAIN | Exit | MAIN STREET CAPITAL CORP | $0 | – | -170,000 | – | -1.27% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -382,466 | – | -1.36% | – |
| GBDC | Exit | GOLUB CAP BDC INC | $0 | – | -360,000 | – | -1.46% | – |
| BOND | Exit | PIMCO ETF TRttl rtn actv etf | $0 | – | -63,550 | – | -1.49% | – |
| MTGE | Exit | AMERICAN CAP MTG INVT CORP | $0 | – | -400,000 | – | -1.50% | – |
| TCPC | Exit | TCP CAP CORP | $0 | – | -422,000 | – | -1.50% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -689,200 | – | -1.58% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -139,600 | – | -1.58% | – |
| FSK | Exit | FS INVT CORP | $0 | – | -770,000 | – | -1.59% | – |
| NMFC | Exit | NEW MTN FIN CORP | $0 | – | -540,000 | – | -1.62% | – |
| PGX | Exit | POWERSHARES GLOBAL ETF TRUSTagg pfd port | $0 | – | -510,000 | – | -1.68% | – |
| HTGC | Exit | HERCULES CAPITAL INC | $0 | – | -570,000 | – | -1.68% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -563,500 | – | -1.69% | – |
| MITT | Exit | AG MTG INVT TR INC | $0 | – | -500,000 | – | -1.71% | – |
| GSBD | Exit | GOLDMAN SACHS BDC INC | $0 | – | -375,600 | – | -1.78% | – |
| IVR | Exit | INVESCO MORTGAGE CAPITAL INC | $0 | – | -550,000 | – | -1.82% | – |
| TSLX | Exit | TPG SPECIALTY LENDING INC | $0 | – | -469,500 | – | -1.85% | – |
| T | Exit | AT & T CORP | $0 | – | -211,300 | – | -1.87% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -450,000 | – | -1.91% | – |
| TOTL | Exit | SSGA ACTIVE ETF TRspdr tr tactic | $0 | – | -187,000 | – | -2.04% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -547,500 | – | -3.51% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -1,960,000 | – | -3.64% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -1,112,900 | – | -3.77% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -1,010,000 | – | -4.51% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -1,690,000 | – | -5.70% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ARCC | Buy | ARES CAP CORP | $26,195,000 | +179.5% | 1,690,000 | +156.1% | 5.70% | +167.7% |
| SLRC | Buy | SOLAR CAP LTD | $20,725,000 | +72.7% | 1,010,000 | +60.3% | 4.51% | +65.4% |
| PMT | Buy | PENNYMAC MTG INVT TR | $17,339,000 | +124.2% | 1,112,900 | +133.6% | 3.77% | +114.7% |
| TWO | Buy | TWO HBRS INVT CORP | $16,719,000 | +37.1% | 1,960,000 | +37.6% | 3.64% | +31.3% |
| BXMT | Buy | BLACKSTONE MTG TR INC | $16,124,000 | +42.1% | 547,500 | +33.5% | 3.51% | +36.1% |
| TOTL | Buy | SSGA ACTIVE ETF TRspdr tr tactic | $9,385,000 | +2589.1% | 187,000 | +2571.4% | 2.04% | +2486.1% |
| AGNC | Sell | AMERICAN CAPITAL AGENCY CORP | $8,793,000 | -19.3% | 450,000 | -18.2% | 1.91% | -22.8% |
| TSLX | Sell | TPG SPECIALTY LENDING INC | $8,503,000 | +8.9% | 469,500 | -0.1% | 1.85% | +4.3% |
| IVR | Sell | INVESCO MORTGAGE CAPITAL INC | $8,377,000 | -2.9% | 550,000 | -12.7% | 1.82% | -7.0% |
| GSBD | Sell | GOLDMAN SACHS BDC INC | $8,177,000 | +2.3% | 375,600 | -6.1% | 1.78% | -2.0% |
| MITT | Buy | AG MTG INVT TR INC | $7,875,000 | +13.6% | 500,000 | +4.2% | 1.71% | +8.8% |
| NRZ | Sell | NEW RESIDENTIAL INVT CORP | $7,782,000 | -5.5% | 563,500 | -5.3% | 1.69% | -9.5% |
| HTGC | Sell | HERCULES CAPITAL INC | $7,729,000 | -7.1% | 570,000 | -14.9% | 1.68% | -11.1% |
| PGX | Buy | POWERSHARES GLOBAL ETF TRUSTagg pfd port | $7,716,000 | +26.6% | 510,000 | +27.5% | 1.68% | +21.1% |
| NMFC | Buy | NEW MTN FIN CORP | $7,430,000 | +11.8% | 540,000 | +4.9% | 1.62% | +7.1% |
| FSK | Buy | FS INVT CORP | $7,292,000 | +15.1% | 770,000 | +10.0% | 1.59% | +10.2% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $7,256,000 | -5.4% | 139,600 | +1.6% | 1.58% | -9.5% |
| NLY | Sell | ANNALY CAP MGMT INC | $7,237,000 | -6.6% | 689,200 | -1.5% | 1.58% | -10.6% |
| TCPC | Sell | TCP CAP CORP | $6,912,000 | +2.8% | 422,000 | -4.1% | 1.50% | -1.6% |
| MTGE | Buy | AMERICAN CAP MTG INVT CORP | $6,876,000 | +21.0% | 400,000 | +11.1% | 1.50% | +15.9% |
| BOND | Buy | PIMCO ETF TRttl rtn actv etf | $6,860,000 | +1700.5% | 63,550 | +1690.1% | 1.49% | +1616.1% |
| GBDC | Sell | GOLUB CAP BDC INC | $6,685,000 | -5.1% | 360,000 | -7.7% | 1.46% | -9.2% |
| ARI | Buy | APOLLO COML REAL EST FIN INC | $6,261,000 | +44.3% | 382,466 | +41.7% | 1.36% | +38.2% |
| MAIN | Sell | MAIN STREET CAPITAL CORP | $5,836,000 | -11.2% | 170,000 | -15.0% | 1.27% | -14.9% |
| FDUS | Sell | FIDUS INVT CORP | $5,591,000 | -2.4% | 355,000 | -5.3% | 1.22% | -6.5% |
| ISD | Sell | PRUDENTIAL SHT DURATION HG Y | $5,117,000 | -10.0% | 320,000 | -11.1% | 1.11% | -13.8% |
| PGF | Sell | POWERSHARES ETF TRUSTfinl pfd ptfl | $4,763,000 | -17.3% | 250,000 | -16.7% | 1.04% | -20.8% |
| EFC | Sell | ELLINGTON FINANCIAL LLC | $3,834,000 | -36.1% | 230,000 | -34.3% | 0.83% | -38.8% |
| STWD | Sell | STARWOOD PPTY TR INC | $3,828,000 | -58.9% | 170,000 | -62.2% | 0.83% | -60.7% |
| EFT | Sell | EATON VANCE FLTING RATE INC | $3,303,000 | -20.7% | 232,600 | -25.0% | 0.72% | -24.0% |
| MINC | Buy | ADVISORSHARES TRnewflt mulsinc | $3,278,000 | +81.7% | 67,000 | +81.1% | 0.71% | +73.9% |
| CODI | Sell | COMPASS DIVERSIFIED HOLDINGS | $3,128,000 | -18.0% | 180,000 | -21.7% | 0.68% | -21.5% |
| MCC | New | MEDLEY CAP CORP | $3,054,000 | – | 400,248 | – | 0.66% | – |
| JFR | Sell | NUVEEN FLOATING RATE INCOME | $2,923,000 | -5.1% | 265,000 | -11.0% | 0.64% | -9.1% |
| JRO | Sell | NUVEEN FLTNG RTE INCM OPP FD | $2,587,000 | -13.0% | 233,915 | -19.3% | 0.56% | -16.7% |
| CCI | Buy | CROWN CASTLE INTL CORP | $2,525,000 | -0.4% | 26,800 | +7.2% | 0.55% | -4.5% |
| PFF | Sell | ISHARES TRu.s. pfd stk etf | $1,975,000 | -77.5% | 50,000 | -77.3% | 0.43% | -78.4% |
| ARDC | Sell | ARES DYNAMIC CR ALLOCATION F | $1,844,000 | -13.0% | 124,150 | -19.5% | 0.40% | -16.8% |
| KMM | Sell | DEUTSCHE MULTI-MKT INCOME TR | $1,753,000 | -24.5% | 205,019 | -28.1% | 0.38% | -27.7% |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,450,000 | -16.6% | 18,000 | -16.3% | 0.32% | -20.0% |
| LADR | Buy | LADDER CAP CORPcl a | $1,437,000 | +60.2% | 108,537 | +47.6% | 0.31% | +53.4% |
| FCT | Sell | FIRST TR SR FLG RTE INCM FD | $1,202,000 | -20.7% | 87,900 | -25.4% | 0.26% | -23.8% |
| EHI | New | WESTERN ASSET GLB HI INCOME | $788,000 | – | 77,377 | – | 0.17% | – |
| ACRE | Buy | ARES COML REAL ESTATE CORP | $756,000 | +11.8% | 60,000 | +9.1% | 0.16% | +7.1% |
| SUNS | New | SOLAR SR CAP LTD | $648,000 | – | 40,000 | – | 0.14% | – |
| VVR | Sell | INVESCO SR INCOME TR | $616,000 | -64.9% | 142,347 | -66.1% | 0.13% | -66.4% |
| SAP | Buy | SAP AGspon adr | $521,000 | +104.3% | 5,700 | +67.6% | 0.11% | +94.8% |
| SCM | Sell | STELLUS CAP INVT CORP | $436,000 | -75.7% | 40,000 | -77.1% | 0.10% | -76.7% |
| TTC | Buy | TORO CO | $422,000 | +6.3% | 9,000 | +100.0% | 0.09% | +2.2% |
| WU | New | WESTERN UN CO | $418,000 | – | 20,100 | – | 0.09% | – |
| SIMO | Sell | SILICON MOTION TECHNOLOGY COsponsored adr | $378,000 | -15.1% | 7,300 | -21.5% | 0.08% | -18.8% |
| TPVG | Buy | TRIPLEPOINT VENTR GRW BDC CO | $371,000 | +16.7% | 35,000 | +16.7% | 0.08% | +12.5% |
| EBR | Sell | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $353,000 | -44.0% | 60,000 | -62.5% | 0.08% | -46.2% |
| DW | Sell | DREW INDS INC | $343,000 | -14.0% | 3,500 | -25.5% | 0.08% | -17.6% |
| THO | Sell | THOR INDS INC | $339,000 | +4.6% | 4,000 | -20.0% | 0.07% | 0.0% |
| FB | Sell | FACEBOOK INCcl a | $321,000 | -14.9% | 2,500 | -24.2% | 0.07% | -18.6% |
| MAS | Sell | MASCO CORP | $316,000 | -16.2% | 9,200 | -24.6% | 0.07% | -19.8% |
| ARGT | New | GLOBAL X FDSgb msci ar etf | $310,000 | – | 13,000 | – | 0.07% | – |
| CRESY | Sell | CRESUD S A C I F Y Asponsored adr | $304,000 | -20.4% | 17,000 | -37.0% | 0.07% | -24.1% |
| VLT | Sell | INVESCO HIGH INCOME TR II | $292,000 | -46.9% | 20,000 | -50.0% | 0.06% | -48.8% |
| CATM | New | CARDTRONICS PLC | $290,000 | – | 6,500 | – | 0.06% | – |
| CHUBK | New | COMMERCEHUB INC | $285,000 | – | 17,927 | – | 0.06% | – |
| PANW | New | PALO ALTO NETWORKS INC | $255,000 | – | 1,600 | – | 0.06% | – |
| TSRA | New | TESSERA TECHNOLOGIES INC | $250,000 | – | 6,500 | – | 0.05% | – |
| CHUBA | New | COMMERCEHUB INC | $244,000 | – | 15,463 | – | 0.05% | – |
| EFA | New | ISHARES TRmsci eafe etf | $239,000 | – | 3,500 | – | 0.05% | – |
| VGK | Sell | VANGUARD INTL EQUITY INDEX Fftse europe etf | $219,000 | -48.1% | 4,500 | -50.3% | 0.05% | -50.0% |
| USB | New | US BANCORP DEL | $214,000 | – | 5,000 | – | 0.05% | – |
| CMI | New | CUMMINS INC | $218,000 | – | 1,700 | – | 0.05% | – |
| WDC | New | WESTERN DIGITAL CORP | $216,000 | – | 3,700 | – | 0.05% | – |
| CFR | New | CULLEN FROST BANKERS INC | $216,000 | – | 3,000 | – | 0.05% | – |
| SYT | New | SYNGENTA AGsponsored adr | $215,000 | – | 2,450 | – | 0.05% | – |
| OHI | New | OMEGA HEALTHCARE INVS INC | $213,000 | – | 6,000 | – | 0.05% | – |
| NHI | New | NATIONAL HEALTH INVS INC | $212,000 | – | 2,700 | – | 0.05% | – |
| MDC | New | M D C HLDGS INC | $212,000 | – | 8,200 | – | 0.05% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $213,000 | – | 5,800 | – | 0.05% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $212,000 | – | 10,000 | – | 0.05% | – |
| HON | New | HONEYWELL INTL INC | $210,000 | – | 1,800 | – | 0.05% | – |
| ALX | New | ALEXANDERS INC | $210,000 | – | 500 | – | 0.05% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $210,000 | – | 6,400 | – | 0.05% | – |
| WHR | New | WHIRLPOOL CORP | $211,000 | – | 1,300 | – | 0.05% | – |
| AJG | New | GALLAGHER ARTHUR J & CO | $209,000 | – | 4,100 | – | 0.04% | – |
| CPT | New | CAMDEN PPTY TRsh ben int | $209,000 | – | 2,500 | – | 0.04% | – |
| GEF | New | GREIF INCcl a | $208,000 | – | 4,200 | – | 0.04% | – |
| SAFT | New | SAFETY INS GROUP INC | $208,000 | – | 3,100 | – | 0.04% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $209,000 | – | 3,200 | – | 0.04% | – |
| AUOTY | New | AU OPTRONICS CORPsponsored adr | $208,000 | – | 57,000 | – | 0.04% | – |
| SMG | New | SCOTTS MIRACLE GRO COcl a | $208,000 | – | 2,500 | – | 0.04% | – |
| SNCR | New | SYNCHRONOSS TECHNOLOGIES INC | $206,000 | – | 5,000 | – | 0.04% | – |
| PKG | New | PACKAGING CORP AMER | $203,000 | – | 2,500 | – | 0.04% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $201,000 | – | 250 | – | 0.04% | – |
| COLB | New | COLUMBIA BKG SYS INC | $203,000 | – | 6,200 | – | 0.04% | – |
| DOW | New | DOW CHEM CO | $203,000 | – | 3,925 | – | 0.04% | – |
| GD | New | GENERAL DYNAMICS CORP | $202,000 | – | 1,300 | – | 0.04% | – |
| LM | New | LEGG MASON INC | $201,000 | – | 6,000 | – | 0.04% | – |
| PEI | New | PENNSYLVANIA RL ESTATE INVTsh ben int | $200,000 | – | 8,700 | – | 0.04% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $202,000 | – | 4,200 | – | 0.04% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $204,000 | – | 4,800 | – | 0.04% | – |
| TRMK | New | TRUSTMARK CORP | $204,000 | – | 7,400 | – | 0.04% | – |
| IRT | New | INDEPENDENCE RLTY TR INC | $112,000 | – | 12,400 | – | 0.02% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -20,000 | – | -0.01% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -19,876 | – | -0.02% | – |
| WHLRP | Exit | WHEELER REAL ESTATE INVT TRcv pfd ser b | $0 | – | -50,000 | – | -0.02% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -20,426 | – | -0.02% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -11,500 | – | -0.02% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -15,500 | – | -0.02% | – |
| TEF | Exit | TELEFONICA S Asponsored adr | $0 | – | -11,314 | – | -0.02% | – |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -12,800 | – | -0.02% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETLERIspon adr new | $0 | – | -12,000 | – | -0.02% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -16,000 | – | -0.03% | – |
| ENIC | Exit | ENERSIS CHILE SAspon adr | $0 | – | -21,000 | – | -0.03% | – |
| FBR | Exit | FIBRIA CELULOSE S A | $0 | – | -24,500 | – | -0.04% | – |
| IDV | Exit | ISHARESintl sel div etf | $0 | – | -7,000 | – | -0.04% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -4,000 | – | -0.05% | – |
| SLQD | Exit | ISHARES TR0-5yr invt gr cp | $0 | – | -4,000 | – | -0.05% | – |
| ISTB | Exit | ISHARES TRcore st usdb etf | $0 | – | -2,000 | – | -0.05% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -4,100 | – | -0.05% | – |
| DWM | Exit | WISDOMTREE TRintl equity fd | $0 | – | -4,500 | – | -0.05% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -8,000 | – | -0.05% | – |
| SNP | Exit | CHINA PETE & CHEM CORP | $0 | – | -2,860 | – | -0.05% | – |
| PFE | Exit | PFIZER INC | $0 | – | -5,900 | – | -0.05% | – |
| TSLA | Exit | TESLA MTRS INC | $0 | – | -1,000 | – | -0.05% | – |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored adr | $0 | – | -3,046 | – | -0.05% | – |
| MHGVY | Exit | MARINE HARVEST ASAsponsored adr | $0 | – | -12,500 | – | -0.05% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -7,400 | – | -0.05% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -5,000 | – | -0.05% | – |
| HHY | Exit | BROOKFIELD HIGH INCOME FD IN | $0 | – | -30,000 | – | -0.05% | – |
| DFE | Exit | WISDOMTREE TRUSTeurope smcp dv | $0 | – | -4,200 | – | -0.05% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -10,000 | – | -0.05% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -3,000 | – | -0.05% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -3,000 | – | -0.05% | – |
| EFG | Exit | ISHARESeafe grwth etf | $0 | – | -3,500 | – | -0.05% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -5,000 | – | -0.05% | – |
| INFN | Exit | INFINERA CORPORATION | $0 | – | -22,400 | – | -0.06% | – |
| ADAP | Exit | ADAPTIMMUNE THERAPEUTICS PLCsponds adr | $0 | – | -32,000 | – | -0.06% | – |
| CATM | Exit | CARDTRONICS INC | $0 | – | -6,500 | – | -0.06% | – |
| KST | Exit | DEUTSCHE STRATEGIC INCOME TR | $0 | – | -22,513 | – | -0.06% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -4,000 | – | -0.06% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -1,400 | – | -0.06% | – |
| AMCX | Exit | AMC NETWORKS INCcl a | $0 | – | -4,800 | – | -0.07% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -5,700 | – | -0.07% | – |
| SPSB | Exit | SPDR SERIES TRUSTbarc sht tr cp | $0 | – | -12,200 | – | -0.08% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -6,500 | – | -0.09% | – |
| HCAP | Exit | HARVEST CAP CR CORP | $0 | – | -30,000 | – | -0.09% | – |
| PCI | Exit | PIMCO DYNAMIC CR INCOME FD | $0 | – | -28,904 | – | -0.13% | – |
| Exit | GARRISON CAP INC | $0 | – | -60,000 | – | -0.14% | – | |
| OLP | Exit | ONE LIBERTY PPTYS INC | $0 | – | -28,517 | – | -0.16% | – |
| PFLT | Exit | PENNANTPARK FLOATING RATE CA | $0 | – | -55,000 | – | -0.16% | – |
| GDF | Exit | WESTERN ASSET GLB PTNRS INCO | $0 | – | -85,000 | – | -0.16% | – |
| CIO | Exit | CITY OFFICE REIT INC | $0 | – | -73,523 | – | -0.22% | – |
| CHMI | Exit | CHERRY HILL MTG INVT CORP | $0 | – | -63,500 | – | -0.22% | – |
| CPTA | Exit | CAPITALA FIN CORP | $0 | – | -73,200 | – | -0.23% | – |
| KHI | Exit | DEUTSCHE HIGH INCOME TR | $0 | – | -118,000 | – | -0.24% | – |
| IQI | Exit | INVESCO QUALITY MUNI INC TRS | $0 | – | -100,000 | – | -0.31% | – |
| CYS | Exit | CYS INVTS INC | $0 | – | -200,000 | – | -0.38% | – |
| NVG | Exit | NUVEEN ENHANCED AMT FREE MUN | $0 | – | -125,000 | – | -0.46% | – |
| VKQ | Exit | INVESCO MUN TR | $0 | – | -200,000 | – | -0.65% | – |
| AMTG | Exit | APOLLO RESIDENTIAL MTG INC | $0 | – | -380,000 | – | -1.16% | – |
| NZF | Exit | NUVEEN ENHANCED MUN CREDIT O | $0 | – | -350,000 | – | -1.27% | – |
| TCRD | Exit | THL CR INC | $0 | – | -510,000 | – | -1.29% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TWO | New | TWO HBRS INVT CORP | $12,193,000 | – | 1,424,400 | – | 2.77% | – |
| SLRC | New | SOLAR CAP LTD | $12,002,000 | – | 630,000 | – | 2.73% | – |
| BXMT | New | BLACKSTONE MTG TR INC | $11,345,000 | – | 410,000 | – | 2.58% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORP | $10,901,000 | – | 550,000 | – | 2.48% | – |
| ARCC | New | ARES CAP CORP | $9,372,000 | – | 660,000 | – | 2.13% | – |
| STWD | New | STARWOOD PPTY TR INC | $9,324,000 | – | 450,000 | – | 2.12% | – |
| T | New | AT & T CORP | $9,130,000 | – | 211,300 | – | 2.08% | – |
| PFF | New | ISHARES TRu.s. pfd stk etf | $8,776,000 | – | 220,000 | – | 2.00% | – |
| IVR | New | INVESCO MORTGAGE CAPITAL INC | $8,625,000 | – | 630,000 | – | 1.96% | – |
| HTGC | New | HERCULES CAPITAL INC | $8,321,000 | – | 670,000 | – | 1.89% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $8,235,000 | – | 595,000 | – | 1.87% | – |
| GSBD | New | GOLDMAN SACHS BDC INC | $7,996,000 | – | 400,000 | – | 1.82% | – |
| TSLX | New | TPG SPECIALTY LENDING INC | $7,807,000 | – | 470,000 | – | 1.78% | – |
| NLY | New | ANNALY CAP MGMT INC | $7,749,000 | – | 700,000 | – | 1.76% | – |
| PMT | New | PENNYMAC MTG INVT TR | $7,734,000 | – | 476,500 | – | 1.76% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $7,672,000 | – | 137,400 | – | 1.74% | – |
| GBDC | New | GOLUB CAP BDC INC | $7,047,000 | – | 390,000 | – | 1.60% | – |
| MITT | New | AG MTG INVT TR INC | $6,931,000 | – | 480,000 | – | 1.58% | – |
| TCPC | New | TCP CAP CORP | $6,723,000 | – | 440,000 | – | 1.53% | – |
| NMFC | New | NEW MTN FIN CORP | $6,644,000 | – | 515,000 | – | 1.51% | – |
| MAIN | New | MAIN STREET CAPITAL CORP | $6,570,000 | – | 200,000 | – | 1.49% | – |
| FSK | New | FS INVT CORP | $6,335,000 | – | 700,000 | – | 1.44% | – |
| PGX | New | POWERSHARES GLOBAL ETF TRUSTagg pfd port | $6,096,000 | – | 400,000 | – | 1.39% | – |
| EFC | New | ELLINGTON FINANCIAL LLC | $5,996,000 | – | 350,000 | – | 1.36% | – |
| BGCP | New | BGC PARTNERS INCcl a | $5,766,000 | – | 662,000 | – | 1.31% | – |
| PGF | New | POWERSHARES ETF TRUSTfinl pfd ptfl | $5,757,000 | – | 300,000 | – | 1.31% | – |
| FDUS | New | FIDUS INVT CORP | $5,726,000 | – | 375,000 | – | 1.30% | – |
| ISD | New | PRUDENTIAL SHT DURATION HG Y | $5,684,000 | – | 360,000 | – | 1.29% | – |
| MTGE | New | AMERICAN CAP MTG INVT CORP | $5,684,000 | – | 360,000 | – | 1.29% | – |
| TCRD | New | THL CR INC | $5,676,000 | – | 510,000 | – | 1.29% | – |
| NZF | New | NUVEEN ENHANCED MUN CREDIT O | $5,572,000 | – | 350,000 | – | 1.27% | – |
| AMTG | New | APOLLO RESIDENTIAL MTG INC | $5,092,000 | – | 380,000 | – | 1.16% | – |
| ZFC | New | ZAIS FINL CORP | $5,004,000 | – | 365,000 | – | 1.14% | – |
| BLW | New | BLACKROCK LTD DURATION INC T | $4,744,000 | – | 311,104 | – | 1.08% | – |
| VTA | New | INVESCO DYNAMIC CR OPP FD | $4,628,000 | – | 420,000 | – | 1.05% | – |
| HYT | New | BLACKROCK CORPOR HI YLD FD I | $4,541,000 | – | 435,000 | – | 1.03% | – |
| FTR | New | FRONTIER COMMUNICATIONS CORP | $4,446,000 | – | 900,000 | – | 1.01% | – |
| GHY | New | PRUDENTIAL GLB SHT DUR HG YL | $4,360,000 | – | 290,485 | – | 0.99% | – |
| ARI | New | APOLLO COML REAL EST FIN INC | $4,339,000 | – | 270,000 | – | 0.99% | – |
| JQC | New | NUVEEN CR STRATEGIES INCM FD | $4,202,000 | – | 520,000 | – | 0.96% | – |
| EFT | New | EATON VANCE FLTING RATE INC | $4,163,000 | – | 310,000 | – | 0.95% | – |
| BIT | New | BLACKROCK MULTI-SECTOR INC T | $3,972,000 | – | 240,000 | – | 0.90% | – |
| EVV | New | EATON VANCE LTD DUR INCOME F | $3,898,000 | – | 290,000 | – | 0.89% | – |
| CODI | New | COMPASS DIVERSIFIED HOLDINGS | $3,816,000 | – | 230,000 | – | 0.87% | – |
| DSU | New | BLACKROCK DEBT STRAT FD INC | $3,530,000 | – | 1,000,000 | – | 0.80% | – |
| HYI | New | WESTERN ASSET HGH YLD DFNDFD | $3,304,000 | – | 220,000 | – | 0.75% | – |
| JFR | New | NUVEEN FLOATING RATE INCOME | $3,079,000 | – | 297,739 | – | 0.70% | – |
| HYB | New | NEW AMER HIGH INCOME FD INC | $3,035,000 | – | 355,000 | – | 0.69% | – |
| JRO | New | NUVEEN FLTNG RTE INCM OPP FD | $2,975,000 | – | 290,000 | – | 0.68% | – |
| VKQ | New | INVESCO MUN TR | $2,842,000 | – | 200,000 | – | 0.65% | – |
| NSL | New | NUVEEN SR INCOME FD | $2,627,000 | – | 435,000 | – | 0.60% | – |
| BGT | New | BLACKROCK FLOATING RATE INCO | $2,627,000 | – | 202,509 | – | 0.60% | – |
| CCI | New | CROWN CASTLE INTL CORP | $2,536,000 | – | 25,000 | – | 0.58% | – |
| AFT | New | APOLLO SR FLOATING RATE FD I | $2,528,000 | – | 160,000 | – | 0.58% | – |
| PHD | New | PIONEER FLOATING RATE TR | $2,507,000 | – | 222,451 | – | 0.57% | – |
| FRA | New | BLACKROCK FLOAT RATE OME STR | $2,433,000 | – | 185,000 | – | 0.55% | – |
| EVF | New | EATON VANCE SR INCOME TRsh ben int | $2,344,000 | – | 390,000 | – | 0.53% | – |
| KMM | New | DEUTSCHE MULTI-MKT INCOME TR | $2,323,000 | – | 285,000 | – | 0.53% | – |
| NHS | New | NEUBERGER BERMAN HGH YLD FD | $2,267,000 | – | 207,000 | – | 0.52% | – |
| IVH | New | IVY HIGH INC OPPORTUNITIES F | $2,187,000 | – | 160,000 | – | 0.50% | – |
| JGH | New | NUVEEN GLOBAL HIGH INCOME FD | $2,159,000 | – | 150,000 | – | 0.49% | – |
| ARDC | New | ARES DYNAMIC CR ALLOCATION F | $2,120,000 | – | 154,150 | – | 0.48% | – |
| NVG | New | NUVEEN ENHANCED AMT FREE MUN | $2,033,000 | – | 125,000 | – | 0.46% | – |
| MINC | New | ADVISORSHARES TRnewflt mulsinc | $1,804,000 | – | 37,000 | – | 0.41% | – |
| SCM | New | STELLUS CAP INVT CORP | $1,792,000 | – | 175,000 | – | 0.41% | – |
| VVR | New | INVESCO SR INCOME TR | $1,756,000 | – | 420,000 | – | 0.40% | – |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,738,000 | – | 21,500 | – | 0.40% | – |
| CYS | New | CYS INVTS INC | $1,674,000 | – | 200,000 | – | 0.38% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $1,545,000 | – | 50,000 | – | 0.35% | – |
| FCT | New | FIRST TR SR FLG RTE INCM FD | $1,515,000 | – | 117,900 | – | 0.34% | – |
| TY | New | TRI CONTL CORP | $1,443,000 | – | 70,239 | – | 0.33% | – |
| EAD | New | WELLS FARGO ADVANTAGE INCOME | $1,435,000 | – | 181,614 | – | 0.33% | – |
| IQI | New | INVESCO QUALITY MUNI INC TRS | $1,382,000 | – | 100,000 | – | 0.31% | – |
| JSD | New | NUVEEN SHT DUR CR OPP FD | $1,369,000 | – | 87,091 | – | 0.31% | – |
| DRA | New | DIVERSIFIED REAL ASSET INC F | $1,324,000 | – | 80,000 | – | 0.30% | – |
| GDO | New | WESTERN ASSET GLOBAL CP DEFI | $1,280,000 | – | 75,122 | – | 0.29% | – |
| HNW | New | PIONEER DIV HIGH INCOME TRUS | $1,178,000 | – | 75,000 | – | 0.27% | – |
| BTZ | New | BLACKROCK CR ALLCTN INC TR | $1,172,000 | – | 90,000 | – | 0.27% | – |
| ACP | New | AVENUE INCOME CR STRATEGIES | $1,078,000 | – | 90,000 | – | 0.24% | – |
| KHI | New | DEUTSCHE HIGH INCOME TR | $1,036,000 | – | 118,000 | – | 0.24% | – |
| HIO | New | WESTERN ASSET HIGH INCM OPP | $1,029,000 | – | 210,000 | – | 0.23% | – |
| CPTA | New | CAPITALA FIN CORP | $1,025,000 | – | 73,200 | – | 0.23% | – |
| CHMI | New | CHERRY HILL MTG INVT CORP | $989,000 | – | 63,500 | – | 0.22% | – |
| CIO | New | CITY OFFICE REIT INC | $955,000 | – | 73,523 | – | 0.22% | – |
| LADR | New | LADDER CAP CORPcl a | $897,000 | – | 73,537 | – | 0.20% | – |
| AIF | New | APOLLO TACTICAL INCOME FD IN | $866,000 | – | 60,000 | – | 0.20% | – |
| EFF | New | EATON VANCE FLTG RATE INCOM | $857,000 | – | 57,180 | – | 0.20% | – |
| TLI | New | WESTERN ASSET CORPORATE LN F | $755,000 | – | 72,900 | – | 0.17% | – |
| AWF | New | ALLIANCEBERNSTEIN GBL HGH IN | $737,000 | – | 60,000 | – | 0.17% | – |
| GDF | New | WESTERN ASSET GLB PTNRS INCO | $728,000 | – | 85,000 | – | 0.16% | – |
| PFLT | New | PENNANTPARK FLOATING RATE CA | $682,000 | – | 55,000 | – | 0.16% | – |
| OLP | New | ONE LIBERTY PPTYS INC | $680,000 | – | 28,517 | – | 0.16% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $676,000 | – | 55,000 | – | 0.15% | – |
| EBR | New | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $630,000 | – | 160,000 | – | 0.14% | – |
| New | GARRISON CAP INC | $605,000 | – | 60,000 | – | 0.14% | – | |
| ALR | New | ALERE INC | $604,000 | – | 14,500 | – | 0.14% | – |
| PCI | New | PIMCO DYNAMIC CR INCOME FD | $553,000 | – | 28,904 | – | 0.13% | – |
| VLT | New | INVESCO HIGH INCOME TR II | $550,000 | – | 40,000 | – | 0.12% | – |
| KIO | New | KKR INCOME OPPORTUNITIES FD | $511,000 | – | 33,900 | – | 0.12% | – |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $445,000 | – | 9,300 | – | 0.10% | – |
| WCN | New | WASTE CONNECTIONS INC | $432,000 | – | 6,000 | – | 0.10% | – |
| VGK | New | VANGUARD INTL EQUITY INDEX Fftse europe etf | $422,000 | – | 9,050 | – | 0.10% | – |
| DW | New | DREW INDS INC | $399,000 | – | 4,700 | – | 0.09% | – |
| TTC | New | TORO CO | $397,000 | – | 4,500 | – | 0.09% | – |
| HCAP | New | HARVEST CAP CR CORP | $383,000 | – | 30,000 | – | 0.09% | – |
| ADBE | New | ADOBE SYS INC | $383,000 | – | 4,000 | – | 0.09% | – |
| CRESY | New | CRESUD S A C I F Y Asponsored adr | $382,000 | – | 27,000 | – | 0.09% | – |
| MKL | New | MARKEL CORP | $381,000 | – | 400 | – | 0.09% | – |
| MLHR | New | MILLER HERMAN INC | $383,000 | – | 12,800 | – | 0.09% | – |
| BOND | New | PIMCO ETF TRttl rtn actv etf | $381,000 | – | 3,550 | – | 0.09% | – |
| FB | New | FACEBOOK INCcl a | $377,000 | – | 3,300 | – | 0.09% | – |
| MAS | New | MASCO CORP | $377,000 | – | 12,200 | – | 0.09% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $377,000 | – | 6,500 | – | 0.09% | – |
| WBMD | New | WEBMD HEALTH CORP | $378,000 | – | 6,500 | – | 0.09% | – |
| PBH | New | PRESTIGE BRANDS HLDGS INC | $377,000 | – | 6,800 | – | 0.09% | – |
| SPSB | New | SPDR SERIES TRUSTbarc sht tr cp | $376,000 | – | 12,200 | – | 0.08% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $371,000 | – | 4,000 | – | 0.08% | – |
| AON | New | AON PLC | $371,000 | – | 3,400 | – | 0.08% | – |
| VNTV | New | VANTIV INCcl a | $368,000 | – | 6,500 | – | 0.08% | – |
| TSCO | New | TRACTOR SUPPLY CO | $365,000 | – | 4,000 | – | 0.08% | – |
| SBUX | New | STARBUCKS CORP | $366,000 | – | 6,400 | – | 0.08% | – |
| WAFD | New | WASHINGTON FED INC | $359,000 | – | 14,800 | – | 0.08% | – |
| EWZ | New | ISHARESmsci brz cap etf | $362,000 | – | 12,000 | – | 0.08% | – |
| TMUS | New | T MOBILE US INC | $359,000 | – | 8,300 | – | 0.08% | – |
| CNC | New | CENTENE CORP DEL | $357,000 | – | 5,000 | – | 0.08% | – |
| NVR | New | NVR INC | $356,000 | – | 200 | – | 0.08% | – |
| AMZN | New | AMAZON COM INC | $358,000 | – | 500 | – | 0.08% | – |
| ALLE | New | ALLEGION PUB LTD CO | $354,000 | – | 5,100 | – | 0.08% | – |
| TOTL | New | SSGA ACTIVE ETF TRspdr tr tactic | $349,000 | – | 7,000 | – | 0.08% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $347,000 | – | 14,300 | – | 0.08% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $341,000 | – | 9,000 | – | 0.08% | – |
| VSS | New | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $344,000 | – | 3,700 | – | 0.08% | – |
| CPRT | New | COPART INC | $343,000 | – | 7,000 | – | 0.08% | – |
| EA | New | ELECTRONIC ARTS INC | $341,000 | – | 4,500 | – | 0.08% | – |
| PNRA | New | PANERA BREAD COcl a | $339,000 | – | 1,600 | – | 0.08% | – |
| THG | New | HANOVER INS GROUP INC | $338,000 | – | 4,000 | – | 0.08% | – |
| INTU | New | INTUIT | $335,000 | – | 3,000 | – | 0.08% | – |
| AZO | New | AUTOZONE INC | $333,000 | – | 420 | – | 0.08% | – |
| ULTA | New | ULTA SALON COSMETCS & FRAG I | $329,000 | – | 1,350 | – | 0.08% | – |
| VEU | New | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $330,000 | – | 7,700 | – | 0.08% | – |
| CB | New | CHUBB LIMITED | $327,000 | – | 2,500 | – | 0.07% | – |
| THO | New | THOR INDS INC | $324,000 | – | 5,000 | – | 0.07% | – |
| LFUS | New | LITTELFUSE INC | $319,000 | – | 2,700 | – | 0.07% | – |
| CDW | New | CDW CORP | $321,000 | – | 8,000 | – | 0.07% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $322,000 | – | 3,500 | – | 0.07% | – |
| G | New | GENPACT LIMITED | $322,000 | – | 12,000 | – | 0.07% | – |
| CRTO | New | CRITEO S Aspons ads | $321,000 | – | 7,000 | – | 0.07% | – |
| ELLI | New | ELLIE MAE INC | $321,000 | – | 3,500 | – | 0.07% | – |
| FDS | New | FACTSET RESH SYS INC | $323,000 | – | 2,000 | – | 0.07% | – |
| ULTI | New | ULTIMATE SOFTWARE GROUP INC | $315,000 | – | 1,500 | – | 0.07% | – |
| ILF | New | ISHARES TRlatn amer 40 etf | $315,000 | – | 12,000 | – | 0.07% | – |
| LKQ | New | LKQ CORP | $317,000 | – | 10,000 | – | 0.07% | – |
| LBRDA | New | LIBERTY BROADBAND CORP | $315,000 | – | 5,300 | – | 0.07% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $318,000 | – | 5,300 | – | 0.07% | – |
| WWD | New | WOODWARD INC | $317,000 | – | 5,500 | – | 0.07% | – |
| XRAY | New | DENTSPLY SIRONA INC | $315,000 | – | 5,079 | – | 0.07% | – |
| TPVG | New | TRIPLEPOINT VENTR GRW BDC CO | $318,000 | – | 30,000 | – | 0.07% | – |
| TGS | New | TRANSPORTADORA DE GAS SURspon adr b | $311,000 | – | 46,000 | – | 0.07% | – |
| DHR | New | DANAHER CORP DEL | $313,000 | – | 3,100 | – | 0.07% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $311,000 | – | 6,700 | – | 0.07% | – |
| STE | New | STERIS CORP | $309,000 | – | 4,500 | – | 0.07% | – |
| CHT | New | CHUNGHWA TELECOM CO LTDspon adr new11 | $309,000 | – | 8,500 | – | 0.07% | – |
| VVI | New | VIAD CORP | $310,000 | – | 10,000 | – | 0.07% | – |
| LEA | New | LEAR CORP | $305,000 | – | 3,000 | – | 0.07% | – |
| CCU | New | COMPANIA CERVECERIAS UNIDASsponsored adr | $303,000 | – | 13,000 | – | 0.07% | – |
| WNC | New | WABASH NATL CORP | $305,000 | – | 24,000 | – | 0.07% | – |
| CDK | New | CDK GLOBAL INC | $305,000 | – | 5,500 | – | 0.07% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $298,000 | – | 9,000 | – | 0.07% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $297,000 | – | 3,000 | – | 0.07% | – |
| CVG | New | CONVERGYS CORP | $300,000 | – | 12,000 | – | 0.07% | – |
| HRS | New | HARRIS CORP DEL | $300,000 | – | 3,600 | – | 0.07% | – |
| ECOL | New | US ECOLOGY INC | $299,000 | – | 6,500 | – | 0.07% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $296,000 | – | 6,800 | – | 0.07% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $295,000 | – | 4,000 | – | 0.07% | – |
| RENX | New | RELX NVsponsored adr | $295,000 | – | 16,918 | – | 0.07% | – |
| ITG | New | INVESTMENT TECHNOLOGY GRP NE | $296,000 | – | 17,700 | – | 0.07% | – |
| TEO | New | TELECOM ARGENTINA S Aspon adr rep b | $293,000 | – | 16,000 | – | 0.07% | – |
| TRIB | New | TRINITY BIOTECH PLCspon adr new | $295,000 | – | 26,000 | – | 0.07% | – |
| COL | New | ROCKWELL COLLINS INC | $289,000 | – | 3,400 | – | 0.07% | – |
| AMCX | New | AMC NETWORKS INCcl a | $290,000 | – | 4,800 | – | 0.07% | – |
| VLO | New | VALERO ENERGY CORP NEW | $291,000 | – | 5,700 | – | 0.07% | – |
| DOX | New | AMDOCS LTDord | $289,000 | – | 5,000 | – | 0.07% | – |
| IT | New | GARTNER INC | $292,000 | – | 3,000 | – | 0.07% | – |
| LOW | New | LOWES COS INC | $285,000 | – | 3,600 | – | 0.06% | – |
| ICLR | New | ICON PLC | $287,000 | – | 4,100 | – | 0.06% | – |
| ACN | New | ACCENTURE PLC IRELAND | $283,000 | – | 2,500 | – | 0.06% | – |
| SCHE | New | SCHWAB STRATEGIC TRemrg mkteq etf | $283,000 | – | 13,300 | – | 0.06% | – |
| ORA | New | ORMAT TECHNOLOGIES INC | $276,000 | – | 6,300 | – | 0.06% | – |
| INTC | New | INTEL CORP | $276,000 | – | 8,400 | – | 0.06% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $275,000 | – | 5,000 | – | 0.06% | – |
| FMC | New | F M C CORP | $278,000 | – | 6,000 | – | 0.06% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $274,000 | – | 1,400 | – | 0.06% | – |
| IEX | New | IDEX CORP | $271,000 | – | 3,300 | – | 0.06% | – |
| STLD | New | STEEL DYNAMICS INC | $272,000 | – | 11,100 | – | 0.06% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $271,000 | – | 1,000 | – | 0.06% | – |
| PPG | New | PPG INDS INC | $271,000 | – | 2,600 | – | 0.06% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $273,000 | – | 3,600 | – | 0.06% | – |
| AYR | New | AIRCASTLE LTD | $274,000 | – | 14,000 | – | 0.06% | – |
| SCJ | New | ISHARESmsci japn smcetf | $270,000 | – | 4,500 | – | 0.06% | – |
| NVO | New | NOVO-NORDISK A Sadr | $269,000 | – | 5,000 | – | 0.06% | – |
| NKE | New | NIKE INCcl b | $270,000 | – | 4,900 | – | 0.06% | – |
| FSZ | New | FIRST TR EXCH TRD ALPHA FD Iswitzlnd alpha | $270,000 | – | 7,000 | – | 0.06% | – |
| ALV | New | AUTOLIV INC | $269,000 | – | 2,500 | – | 0.06% | – |
| FLML | New | FLAMEL TECHNOLOGIES SAsponsored adr | $269,000 | – | 25,000 | – | 0.06% | – |
| AMP | New | AMERIPRISE FINL INC | $270,000 | – | 3,000 | – | 0.06% | – |
| CVX | New | CHEVRON CORP NEW | $267,000 | – | 2,550 | – | 0.06% | – |
| VLRS | New | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $262,000 | – | 14,000 | – | 0.06% | – |
| SCZ | New | ISHARESeafe sml cp etf | $265,000 | – | 5,500 | – | 0.06% | – |
| NTRS | New | NORTHERN TR CORP | $265,000 | – | 4,000 | – | 0.06% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $262,000 | – | 10,000 | – | 0.06% | – |
| CATM | New | CARDTRONICS INC | $259,000 | – | 6,500 | – | 0.06% | – |
| KST | New | DEUTSCHE STRATEGIC INCOME TR | $258,000 | – | 22,513 | – | 0.06% | – |
| ADAP | New | ADAPTIMMUNE THERAPEUTICS PLCsponds adr | $261,000 | – | 32,000 | – | 0.06% | – |
| NX | New | QUANEX BUILDING PRODUCTS COR | $260,000 | – | 14,000 | – | 0.06% | – |
| MRK | New | MERCK & CO INC | $259,000 | – | 4,500 | – | 0.06% | – |
| PSX | New | PHILLIPS 66 | $254,000 | – | 3,200 | – | 0.06% | – |
| WAB | New | WABTEC CORP | $253,000 | – | 3,600 | – | 0.06% | – |
| SAP | New | SAP AGspon adr | $255,000 | – | 3,400 | – | 0.06% | – |
| ORCL | New | ORACLE CORP | $254,000 | – | 6,200 | – | 0.06% | – |
| INFN | New | INFINERA CORPORATION | $253,000 | – | 22,400 | – | 0.06% | – |
| AGN | New | ALLERGAN PLC | $254,000 | – | 1,100 | – | 0.06% | – |
| EWW | New | ISHARESmsci mex cap etf | $252,000 | – | 5,000 | – | 0.06% | – |
| DLS | New | WISDOMTREE TRintl smcap div | $252,000 | – | 4,500 | – | 0.06% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $250,000 | – | 2,700 | – | 0.06% | – |
| NEU | New | NEWMARKET CORP | $249,000 | – | 600 | – | 0.06% | – |
| INFY | New | INFOSYS LTDsponsored adr | $250,000 | – | 14,000 | – | 0.06% | – |
| BAK | New | BRASKEM S Asp adr pfd a | $249,000 | – | 21,000 | – | 0.06% | – |
| BRKR | New | BRUKER CORP | $250,000 | – | 11,000 | – | 0.06% | – |
| FEP | New | FIRST TR EXCH TRD ALPHA FD Ieurope alpha | $246,000 | – | 9,000 | – | 0.06% | – |
| HXL | New | HEXCEL CORP NEW | $246,000 | – | 5,900 | – | 0.06% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $240,000 | – | 19,400 | – | 0.06% | – |
| EEMV | New | ISHARESem mk minvol etf | $242,000 | – | 4,700 | – | 0.06% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $244,000 | – | 700 | – | 0.06% | – |
| PTC | New | PTC INC | $244,000 | – | 6,500 | – | 0.06% | – |
| DBAW | New | DBX EFT TRex us hdg eqty | $240,000 | – | 11,000 | – | 0.06% | – |
| TOK | New | ISHARESmsci kokusai etf | $239,000 | – | 4,600 | – | 0.05% | – |
| EIS | New | ISHARESmsci isr cap etf | $239,000 | – | 5,100 | – | 0.05% | – |
| STRZA | New | STARZ | $239,000 | – | 8,000 | – | 0.05% | – |
| MTB | New | M & T BK CORP | $236,000 | – | 2,000 | – | 0.05% | – |
| AAPL | New | APPLE INC | $239,000 | – | 2,500 | – | 0.05% | – |
| ZLTQ | New | ZELTIQ AESTHETICS INC | $232,000 | – | 8,500 | – | 0.05% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $233,000 | – | 1,800 | – | 0.05% | – |
| NVDA | New | NVIDIA CORP | $235,000 | – | 5,000 | – | 0.05% | – |
| MCO | New | MOODYS CORP | $234,000 | – | 2,500 | – | 0.05% | – |
| INDA | New | ISHARES TRmsci india etf | $235,000 | – | 8,400 | – | 0.05% | – |
| IEMG | New | ISHARES INCcore msci emkt | $230,000 | – | 5,500 | – | 0.05% | – |
| SNY | New | SANOFIsponsored adr | $230,000 | – | 5,500 | – | 0.05% | – |
| EFG | New | ISHARESeafe grwth etf | $229,000 | – | 3,500 | – | 0.05% | – |
| NOAH | New | NOAH HLDGS LTDsponsored ads | $229,000 | – | 9,500 | – | 0.05% | – |
| AGU | New | AGRIUM INC | $226,000 | – | 2,500 | – | 0.05% | – |
| LSXMA | New | LIBERTY MEDIA CORP DELAWARE | $226,000 | – | 7,200 | – | 0.05% | – |
| AFHIF | New | ATLAS FINANCIAL HOLDINGS INC | $224,000 | – | 13,000 | – | 0.05% | – |
| JNPR | New | JUNIPER NETWORKS INC | $225,000 | – | 10,000 | – | 0.05% | – |
| VPL | New | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $223,000 | – | 4,000 | – | 0.05% | – |
| TROW | New | PRICE T ROWE GROUP INC | $219,000 | – | 3,000 | – | 0.05% | – |
| EVR | New | EVERCORE PARTNERS INCclass a | $221,000 | – | 5,000 | – | 0.05% | – |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS INcl a | $219,000 | – | 10,000 | – | 0.05% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $221,000 | – | 3,000 | – | 0.05% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $217,000 | – | 5,000 | – | 0.05% | – |
| JPM | New | JPMORGAN CHASE & CO | $217,000 | – | 3,500 | – | 0.05% | – |
| ERJ | New | EMBRAER S A | $217,000 | – | 10,000 | – | 0.05% | – |
| HHY | New | BROOKFIELD HIGH INCOME FD IN | $216,000 | – | 30,000 | – | 0.05% | – |
| DFE | New | WISDOMTREE TRUSTeurope smcp dv | $214,000 | – | 4,200 | – | 0.05% | – |
| YAO | New | CLAYMORE EXCHANGE-TRD FD TRgugg china allcp | $213,000 | – | 9,000 | – | 0.05% | – |
| MHGVY | New | MARINE HARVEST ASAsponsored adr | $211,000 | – | 12,500 | – | 0.05% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $212,000 | – | 7,400 | – | 0.05% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored adr | $212,000 | – | 3,046 | – | 0.05% | – |
| TSLA | New | TESLA MTRS INC | $212,000 | – | 1,000 | – | 0.05% | – |
| AWHHF | New | ALLIED WRLD ASSUR COM HLDG A | $211,000 | – | 6,000 | – | 0.05% | – |
| CELG | New | CELGENE CORP | $207,000 | – | 2,100 | – | 0.05% | – |
| PFE | New | PFIZER INC | $208,000 | – | 5,900 | – | 0.05% | – |
| PAYX | New | PAYCHEX INC | $208,000 | – | 3,500 | – | 0.05% | – |
| THD | New | ISHARESmsci thi cap etf | $207,000 | – | 3,000 | – | 0.05% | – |
| SNP | New | CHINA PETE & CHEM CORP | $206,000 | – | 2,860 | – | 0.05% | – |
| DEO | New | DIAGEO P L Cspon adr new | $203,000 | – | 1,800 | – | 0.05% | – |
| ISTB | New | ISHARES TRcore st usdb etf | $203,000 | – | 2,000 | – | 0.05% | – |
| SLQD | New | ISHARES TR0-5yr invt gr cp | $204,000 | – | 4,000 | – | 0.05% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $203,000 | – | 8,000 | – | 0.05% | – |
| SYY | New | SYSCO CORP | $203,000 | – | 4,000 | – | 0.05% | – |
| DWM | New | WISDOMTREE TRintl equity fd | $201,000 | – | 4,500 | – | 0.05% | – |
| NUE | New | NUCOR CORP | $203,000 | – | 4,100 | – | 0.05% | – |
| IDV | New | ISHARESintl sel div etf | $200,000 | – | 7,000 | – | 0.04% | – |
| MRCC | New | MONROE CAP CORP | $193,000 | – | 13,000 | – | 0.04% | – |
| ADRU | New | BLDRS INDEX FDS TReur 100 adr | $190,000 | – | 10,000 | – | 0.04% | – |
| JPW | New | NUVEEN FLEXIBLE INVT INCOME | $184,000 | – | 11,600 | – | 0.04% | – |
| ENIA | New | ENERSIS AMERICAS S Asponsored adr | $180,000 | – | 21,000 | – | 0.04% | – |
| FBR | New | FIBRIA CELULOSE S A | $166,000 | – | 24,500 | – | 0.04% | – |
| SRC | New | SPIRIT RLTY CAP INC | $166,000 | – | 13,000 | – | 0.04% | – |
| AVVIY | New | AVIVA PLCadr | $160,000 | – | 15,000 | – | 0.04% | – |
| ISIL | New | INTERSIL CORPcl a | $135,000 | – | 10,000 | – | 0.03% | – |
| ING | New | ING GROEP N Vsponsored adr | $134,000 | – | 13,000 | – | 0.03% | – |
| ENIC | New | ENERSIS CHILE SAspon adr | $122,000 | – | 21,000 | – | 0.03% | – |
| IBN | New | ICICI BK LTDadr | $115,000 | – | 16,000 | – | 0.03% | – |
| TKC | New | TURKCELL ILETISIM HIZMETLERIspon adr new | $110,000 | – | 12,000 | – | 0.02% | – |
| TEF | New | TELEFONICA S Asponsored adr | $107,000 | – | 11,314 | – | 0.02% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWspon adr ord | $105,000 | – | 12,800 | – | 0.02% | – |
| HIX | New | WESTERN ASSET HIGH INCM FD I | $101,000 | – | 14,600 | – | 0.02% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $97,000 | – | 22,000 | – | 0.02% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $92,000 | – | 16,000 | – | 0.02% | – |
| ABEV | New | AMBEV SAsponsored adr | $92,000 | – | 15,500 | – | 0.02% | – |
| ERIC | New | ERICSSONadr b sek 10 | $88,000 | – | 11,500 | – | 0.02% | – |
| AEG | New | AEGON N Vny registry sh | $82,000 | – | 20,426 | – | 0.02% | – |
| SAN | New | BANCO SANTANDER SAadr | $78,000 | – | 19,876 | – | 0.02% | – |
| WHLRP | New | WHEELER REAL ESTATE INVT TRcv pfd ser b | $77,000 | – | 50,000 | – | 0.02% | – |
| LYG | New | LLOYDS BANKING GROUP PLCsponsored adr | $59,000 | – | 20,000 | – | 0.01% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PIM | Exit | PUTNAM MASTER INTER INCOME Tsh ben int | $0 | – | -10,500 | – | -0.01% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -10,718 | – | -0.01% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -15,500 | – | -0.01% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -20,000 | – | -0.02% | – |
| WHLR | Exit | WHEELER REAL ESTATE INVT TR | $0 | – | -50,000 | – | -0.02% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -10,000 | – | -0.02% | – |
| CLMS | Exit | CALAMOS ASSET MGMT INCcl a | $0 | – | -10,500 | – | -0.02% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETLERIspon adr new | $0 | – | -12,000 | – | -0.02% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -19,876 | – | -0.02% | – |
| CWT | Exit | CALIFORNIA WTR SVC GROUP | $0 | – | -5,000 | – | -0.02% | – |
| SRC | Exit | SPIRIT RLTY CAP INC | $0 | – | -13,000 | – | -0.02% | – |
| EGHT | Exit | 8 X 8 INC | $0 | – | -15,000 | – | -0.02% | – |
| INN | Exit | SUMMIT HOTEL PPTYS | $0 | – | -11,500 | – | -0.02% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -22,000 | – | -0.02% | – |
| TEF | Exit | TELEFONICA S Asponsored adr | $0 | – | -11,314 | – | -0.02% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -5,000 | – | -0.02% | – |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -12,400 | – | -0.02% | – |
| MHGVY | Exit | MARINE HARVEST ASAsponsored adr | $0 | – | -12,500 | – | -0.03% | – |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -12,800 | – | -0.03% | – |
| BCRHF | Exit | BLUE CAP REINS HLDGS LTD | $0 | – | -10,200 | – | -0.03% | – |
| MSD | Exit | MORGAN STANLEY EMER MKTS DEB | $0 | – | -22,000 | – | -0.03% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -13,000 | – | -0.03% | – |
| PID | Exit | POWERSHARES ETF TRUSTintl div achv | $0 | – | -12,950 | – | -0.03% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -11,100 | – | -0.03% | – |
| DPLO | Exit | DIPLOMAT PHARMACY INC | $0 | – | -7,000 | – | -0.03% | – |
| PPR | Exit | VOYA PRIME RATE TRsh ben int | $0 | – | -40,000 | – | -0.03% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -8,000 | – | -0.03% | – |
| TWOU | Exit | 2U INC | $0 | – | -5,600 | – | -0.03% | – |
| DOO | Exit | WISDOMTREE TRintl div ex finl | $0 | – | -5,250 | – | -0.03% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -2,550 | – | -0.03% | – |
| UAM | Exit | UNIVERSAL AMERN CORP NEW | $0 | – | -29,000 | – | -0.03% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -700 | – | -0.03% | – |
| ADRU | Exit | BLDRS INDEX FDS TReur 100 adr | $0 | – | -10,000 | – | -0.03% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -2,900 | – | -0.03% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -1,500 | – | -0.03% | – |
| FEZ | Exit | SPDR INDEX SHS FDSeuro stoxx 50 | $0 | – | -6,150 | – | -0.03% | – |
| NTES | Exit | NETEASE INCsponsored adr | $0 | – | -1,700 | – | -0.03% | – |
| PTC | Exit | PTC INC | $0 | – | -6,500 | – | -0.03% | – |
| DWM | Exit | WISDOMTREE TRintl equity fd | $0 | – | -4,500 | – | -0.03% | – |
| PIE | Exit | POWERSHARES ETF TRUST IIdwa emkt mom ptf | $0 | – | -13,200 | – | -0.03% | – |
| BBT | Exit | BB&T CORP | $0 | – | -5,800 | – | -0.03% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -2,000 | – | -0.03% | – |
| PFPT | Exit | PROOFPOINT INC | $0 | – | -3,500 | – | -0.04% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -3,000 | – | -0.04% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -2,800 | – | -0.04% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -4,600 | – | -0.04% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -5,000 | – | -0.04% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -8,000 | – | -0.04% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -600 | – | -0.04% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -8,600 | – | -0.04% | – |
| ORA | Exit | ORMAT TECHNOLOGIES INC | $0 | – | -6,300 | – | -0.04% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -5,000 | – | -0.04% | – |
| YAO | Exit | CLAYMORE EXCHANGE-TRD FD TRgugg china allcp | $0 | – | -9,000 | – | -0.04% | – |
| CATM | Exit | CARDTRONICS INC | $0 | – | -6,500 | – | -0.04% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -1,500 | – | -0.04% | – |
| BNFT | Exit | BENEFITFOCUS INC | $0 | – | -7,000 | – | -0.04% | – |
| NDSN | Exit | NORDSON CORP | $0 | – | -3,500 | – | -0.04% | – |
| IEMG | Exit | ISHARES INCcore msci emkt | $0 | – | -5,500 | – | -0.04% | – |
| PAI | Exit | WESTERN ASSET INCOME FD | $0 | – | -16,500 | – | -0.04% | – |
| VPL | Exit | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $0 | – | -4,000 | – | -0.04% | – |
| SAFT | Exit | SAFETY INS GROUP INC | $0 | – | -4,000 | – | -0.04% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -3,800 | – | -0.04% | – |
| SAP | Exit | SAP AGspon adr | $0 | – | -3,400 | – | -0.04% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -5,000 | – | -0.04% | – |
| MDSO | Exit | MEDIDATA SOLUTIONS INC | $0 | – | -5,300 | – | -0.04% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HLDGS INcl a | $0 | – | -10,000 | – | -0.04% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -5,500 | – | -0.04% | – |
| EFG | Exit | ISHARESeafe grwth etf | $0 | – | -3,500 | – | -0.04% | – |
| NOAH | Exit | NOAH HLDGS LTDsponsored ads | $0 | – | -9,500 | – | -0.04% | – |
| DFE | Exit | WISDOMTREE TRUSTeurope smcp dv | $0 | – | -4,200 | – | -0.04% | – |
| LCI | Exit | LANNET INC | $0 | – | -5,400 | – | -0.04% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -6,200 | – | -0.04% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -1,300 | – | -0.04% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -16,000 | – | -0.04% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -5,500 | – | -0.04% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -12,300 | – | -0.04% | – |
| VSS | Exit | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $0 | – | -2,500 | – | -0.04% | – |
| KLXI | Exit | KLX INC | $0 | – | -6,500 | – | -0.04% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -2,600 | – | -0.04% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -3,000 | – | -0.04% | – |
| AWHHF | Exit | ALLIED WRLD ASSUR COM HLDG A | $0 | – | -6,000 | – | -0.04% | – |
| WETF | Exit | WISDOMTREE INVTS INC | $0 | – | -14,300 | – | -0.04% | – |
| MDCA | Exit | MDC PARTNERS INCcla sub vtg | $0 | – | -12,300 | – | -0.04% | – |
| TOK | Exit | ISHARESmsci kokusai etf | $0 | – | -4,600 | – | -0.04% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -3,500 | – | -0.04% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -1,300 | – | -0.04% | – |
| CACI | Exit | CACI INTL INCcl a | $0 | – | -3,100 | – | -0.04% | – |
| CPRT | Exit | COPART INC | $0 | – | -7,000 | – | -0.04% | – |
| OUTR | Exit | OUTERWALL INC | $0 | – | -4,000 | – | -0.04% | – |
| CIF | Exit | MFS INTERMEDIATE HIGH INC FDsh ben int | $0 | – | -100,000 | – | -0.04% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -2,100 | – | -0.04% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -6,600 | – | -0.04% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -3,900 | – | -0.04% | – |
| SSD | Exit | SIMPSON MANUFACTURING CO INC | $0 | – | -7,100 | – | -0.04% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -4,000 | – | -0.04% | – |
| EEMV | Exit | ISHARESem mk minvol etf | $0 | – | -4,700 | – | -0.04% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -19,400 | – | -0.04% | – |
| IEX | Exit | IDEX CORP | $0 | – | -3,300 | – | -0.04% | – |
| INDA | Exit | ISHARES TRmsci india etf | $0 | – | -8,400 | – | -0.04% | – |
| AFHIF | Exit | ATLAS FINANCIAL HOLDINGS INC | $0 | – | -13,000 | – | -0.04% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -2,700 | – | -0.04% | – |
| MSM | Exit | MSC INDL DIRECT INCcl a | $0 | – | -4,000 | – | -0.04% | – |
| HSNI | Exit | HSN INC | $0 | – | -4,200 | – | -0.04% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -9,000 | – | -0.04% | – |
| DISCK | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -10,000 | – | -0.04% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -2,000 | – | -0.04% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -2,600 | – | -0.04% | – |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored adr | $0 | – | -3,125 | – | -0.04% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -5,000 | – | -0.04% | – |
| EIS | Exit | ISHARESmsci isr cap etf | $0 | – | -5,100 | – | -0.04% | – |
| TSLA | Exit | TESLA MTRS INC | $0 | – | -1,000 | – | -0.04% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -2,500 | – | -0.04% | – |
| DLS | Exit | WISDOMTREE TRintl smcap div | $0 | – | -4,500 | – | -0.04% | – |
| SCJ | Exit | ISHARESmsci japn smcetf | $0 | – | -4,500 | – | -0.04% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -3,600 | – | -0.04% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -2,500 | – | -0.04% | – |
| BSJK | Exit | CLAYMORE EXCHANGE TRD FD TRgug bul 2020 hy | $0 | – | -10,500 | – | -0.04% | – |
| LFUS | Exit | LITTELFUSE INC | $0 | – | -2,700 | – | -0.04% | – |
| BOFI | Exit | BOFI HLDG INC | $0 | – | -1,900 | – | -0.04% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -4,500 | – | -0.04% | – |
| EVR | Exit | EVERCORE PARTNERS INCclass a | $0 | – | -5,000 | – | -0.04% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -6,500 | – | -0.04% | – |
| NX | Exit | QUANEX BUILDING PRODUCTS COR | $0 | – | -14,000 | – | -0.04% | – |
| MENT | Exit | MENTOR GRAPHICS CORP | $0 | – | -10,400 | – | -0.04% | – |
| IT | Exit | GARTNER INC | $0 | – | -3,000 | – | -0.04% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -500 | – | -0.04% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -3,200 | – | -0.04% | – |
| FEP | Exit | FIRST TR EXCH TRD ALPHA FD Ieurope alpha | $0 | – | -9,000 | – | -0.04% | – |
| VEU | Exit | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $0 | – | -6,000 | – | -0.04% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -9,300 | – | -0.04% | – |
| LUK | Exit | LEUCADIA NATL CORP | $0 | – | -12,500 | – | -0.04% | – |
| LMCA | Exit | LIBERTY MEDIA CORP DELAWAREcl a | $0 | – | -7,200 | – | -0.04% | – |
| CHT | Exit | CHUNGHWA TELECOM CO LTDspon adr new11 | $0 | – | -8,500 | – | -0.04% | – |
| THO | Exit | THOR INDS INC | $0 | – | -5,000 | – | -0.04% | – |
| DDC | Exit | DOMINION DIAMOND CORP | $0 | – | -24,200 | – | -0.04% | – |
| KMX | Exit | CARMAX INC | $0 | – | -4,400 | – | -0.04% | – |
| DW | Exit | DREW INDS INC | $0 | – | -4,700 | – | -0.04% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -3,800 | – | -0.04% | – |
| SIRO | Exit | SIRONA DENTAL SYSTEMS INC | $0 | – | -2,800 | – | -0.04% | – |
| ACE | Exit | ACE LTD | $0 | – | -2,500 | – | -0.04% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -1,000 | – | -0.04% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -5,500 | – | -0.04% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -6,500 | – | -0.04% | – |
| FSZ | Exit | FIRST TR EXCH TRD ALPHA FD Iswitzlnd alpha | $0 | – | -7,000 | – | -0.04% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -5,900 | – | -0.04% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -3,600 | – | -0.04% | – |
| JNK | Exit | SPDR SERIES TRUSTbrc hgh yld bd | $0 | – | -7,500 | – | -0.04% | – |
| ANSS | Exit | ANSYS INC | $0 | – | -3,000 | – | -0.04% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -1,500 | – | -0.04% | – |
| Exit | CLAYMORE EXCHANGE TRD FD TRgug bul 2019 hy | $0 | – | -11,300 | – | -0.04% | – | |
| HYG | Exit | ISHARESiboxx hi yd etf | $0 | – | -3,200 | – | -0.04% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -4,000 | – | -0.04% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -3,100 | – | -0.04% | – |
| SHYG | Exit | ISHARES TR0-5yr hi yl cp | $0 | – | -5,800 | – | -0.04% | – |
| SCZ | Exit | ISHARESeafe sml cp etf | $0 | – | -5,500 | – | -0.04% | – |
| CDK | Exit | CDK GLOBAL INC | $0 | – | -5,500 | – | -0.04% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $0 | – | -15,000 | – | -0.04% | – |
| FMS | Exit | FRESENIUS MED CARE AG&CO KGAsponsored adr | $0 | – | -6,800 | – | -0.04% | – |
| CRTO | Exit | CRITEO S Aspons ads | $0 | – | -7,000 | – | -0.04% | – |
| BSJI | Exit | CLAYMORE EXCHANGE TRD FD TRgug blt2018 hy | $0 | – | -10,800 | – | -0.04% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -10,000 | – | -0.04% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -14,000 | – | -0.04% | – |
| INTU | Exit | INTUIT | $0 | – | -3,000 | – | -0.04% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -16,000 | – | -0.04% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -2,500 | – | -0.04% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -5,000 | – | -0.04% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -4,300 | – | -0.04% | – |
| LBRDK | Exit | LIBERTY BROADBAND CORP | $0 | – | -5,300 | – | -0.04% | – |
| BSJH | Exit | CLAYMORE EXCHANGE TRD FD TRgug blt2017 hy | $0 | – | -10,800 | – | -0.04% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -4,000 | – | -0.04% | – |
| PHB | Exit | POWERSHARES GLOBAL ETF TRUSTfdm hg yld rafi | $0 | – | -15,300 | – | -0.04% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -3,000 | – | -0.04% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -6,000 | – | -0.04% | – |
| SCHE | Exit | SCHWAB STRATEGIC TRemrg mkteq etf | $0 | – | -13,300 | – | -0.04% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -5,000 | – | -0.04% | – |
| LBRDA | Exit | LIBERTY BROADBAND CORP | $0 | – | -5,300 | – | -0.04% | – |
| TW | Exit | TOWERS WATSON & COcl a | $0 | – | -2,300 | – | -0.04% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -5,000 | – | -0.04% | – |
| ULTI | Exit | ULTIMATE SOFTWARE GROUP INC | $0 | – | -1,500 | – | -0.04% | – |
| MLI | Exit | MUELLER INDS INC | $0 | – | -9,200 | – | -0.04% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -5,600 | – | -0.04% | – |
| CHRW | Exit | CH ROBINSON WORLDWIDE INC | $0 | – | -4,000 | – | -0.04% | – |
| BKLN | Exit | POWERSHARES ETF TRUST IIsenior ln port | $0 | – | -12,000 | – | -0.05% | – |
| HF | Exit | HFF INCcl a | $0 | – | -8,300 | – | -0.05% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -7,000 | – | -0.05% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -9,750 | – | -0.05% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -1,600 | – | -0.05% | – |
| RENX | Exit | RELX NVsponsored adr | $0 | – | -16,918 | – | -0.05% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -3,400 | – | -0.05% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -12,000 | – | -0.05% | – |
| ECOL | Exit | US ECOLOGY INC | $0 | – | -6,500 | – | -0.05% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -9,000 | – | -0.05% | – |
| KORS | Exit | MICHAEL KORS HLDGS LTD | $0 | – | -6,700 | – | -0.05% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -5,000 | – | -0.05% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -3,300 | – | -0.05% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -3,600 | – | -0.05% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -6,500 | – | -0.05% | – |
| ST | Exit | SENSATA TECHNOLOGIES HLDG NV | $0 | – | -6,500 | – | -0.05% | – |
| AIF | Exit | APOLLO TACTICAL INCOME FD IN | $0 | – | -20,000 | – | -0.05% | – |
| STE | Exit | STERIS CORP | $0 | – | -4,500 | – | -0.05% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -6,000 | – | -0.05% | – |
| VVI | Exit | VIAD CORP | $0 | – | -10,000 | – | -0.05% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,100 | – | -0.05% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -5,100 | – | -0.05% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -14,300 | – | -0.05% | – |
| MN | Exit | MANNING & NAPIER INCcl a | $0 | – | -40,000 | – | -0.05% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -3,300 | – | -0.05% | – |
| STRZA | Exit | STARZ | $0 | – | -8,000 | – | -0.05% | – |
| MATW | Exit | MATTHEWS INTL CORPcl a | $0 | – | -6,000 | – | -0.05% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -2,700 | – | -0.05% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -7,400 | – | -0.05% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -4,500 | – | -0.05% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -14,500 | – | -0.05% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -420 | – | -0.05% | – |
| AON | Exit | AON PLC | $0 | – | -3,400 | – | -0.05% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -1,600 | – | -0.05% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -6,700 | – | -0.05% | – |
| HW | Exit | HEADWATERS INC | $0 | – | -16,500 | – | -0.05% | – |
| PBH | Exit | PRESTIGE BRANDS HLDGS INC | $0 | – | -6,800 | – | -0.05% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -4,000 | – | -0.05% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -2,650 | – | -0.05% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SEC IN | $0 | – | -6,500 | – | -0.05% | – |
| ULTA | Exit | ULTA SALON COSMETCS & FRAG I | $0 | – | -1,900 | – | -0.05% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -8,000 | – | -0.05% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -3,600 | – | -0.05% | – |
| TTC | Exit | TORO CO | $0 | – | -4,500 | – | -0.05% | – |
| CHE | Exit | CHEMED CORP NEW | $0 | – | -2,400 | – | -0.05% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -2,000 | – | -0.05% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -400 | – | -0.05% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -2,400 | – | -0.05% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -7,700 | – | -0.05% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -700 | – | -0.05% | – |
| LEA | Exit | LEAR CORP | $0 | – | -3,000 | – | -0.05% | – |
| FLTX | Exit | FLEETMATICS GROUP PLC | $0 | – | -6,700 | – | -0.05% | – |
| LQD | Exit | ISHARES TRiboxx inv cp etf | $0 | – | -2,800 | – | -0.05% | – |
| CDW | Exit | CDW CORP | $0 | – | -8,000 | – | -0.05% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -11,500 | – | -0.06% | – |
| HYS | Exit | PIMCO ETF TR0-5 high yield | $0 | – | -3,500 | – | -0.06% | – |
| FBR | Exit | FIBRIA CELULOSE S A | $0 | – | -24,500 | – | -0.06% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -2,300 | – | -0.06% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -4,000 | – | -0.06% | – |
| DBAW | Exit | DBX EFT TRex us hdg eqty | $0 | – | -15,000 | – | -0.06% | – |
| WOOF | Exit | VCA INC | $0 | – | -6,500 | – | -0.06% | – |
| MIDD | Exit | MIDDLEBY CORP | $0 | – | -3,300 | – | -0.06% | – |
| MMSI | Exit | MERIT MED SYS INC | $0 | – | -14,500 | – | -0.06% | – |
| PGTI | Exit | PGT INC | $0 | – | -28,500 | – | -0.06% | – |
| SPBO | Exit | SPDR SERIES TRUSTbrc issuer scord | $0 | – | -11,200 | – | -0.06% | – |
| COP | Exit | PIMCO ETF TRinv grd crp bd | $0 | – | -3,500 | – | -0.06% | – |
| VRP | Exit | POWERSHARES ETF TR IIvar rate pfd por | $0 | – | -14,500 | – | -0.06% | – |
| ELLI | Exit | ELLIE MAE INC | $0 | – | -5,300 | – | -0.06% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -3,600 | – | -0.06% | – |
| VCSH | Exit | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $0 | – | -4,500 | – | -0.06% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -6,400 | – | -0.06% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -5,100 | – | -0.06% | – |
| ICLR | Exit | ICON PLC | $0 | – | -5,200 | – | -0.06% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -1,500 | – | -0.06% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -13,100 | – | -0.06% | – |
| ISD | Exit | PRUDENTIAL SHT DURATION HG Y | $0 | – | -27,000 | – | -0.07% | – |
| THOR | Exit | THORATEC CORP | $0 | – | -6,300 | – | -0.07% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -3,300 | – | -0.07% | – |
| DMO | Exit | WESTERN ASSET MTG DEF OPPTY | $0 | – | -16,900 | – | -0.07% | – |
| FAM | Exit | FIRST TR ABERDEEN GLBL OPP F | $0 | – | -46,000 | – | -0.07% | – |
| TEI | Exit | TEMPLETON EMERG MKTS INCOME | $0 | – | -50,000 | – | -0.08% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -23,500 | – | -0.08% | – |
| EFR | Exit | EATON VANCE SR FLTNG RTE TR | $0 | – | -38,000 | – | -0.08% | – |
| JFR | Exit | NUVEEN FLOATING RATE INCOME | $0 | – | -50,000 | – | -0.08% | – |
| BBN | Exit | BLACKROCK TAX MUNICPAL BD TR | $0 | – | -25,000 | – | -0.08% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -10,600 | – | -0.09% | – |
| JPW | Exit | NUVEEN FLEXIBLE INVT INCOME | $0 | – | -41,800 | – | -0.10% | – |
| SBW | Exit | WESTERN ASSET WORLDWIDE INCO | $0 | – | -64,000 | – | -0.10% | – |
| FLC | Exit | FLAHERTY & CRUMRINE TOTAL RE | $0 | – | -41,000 | – | -0.13% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -11,700 | – | -0.13% | – |
| SUNS | Exit | SOLAR SR CAP LTD | $0 | – | -65,000 | – | -0.15% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -160,426 | – | -0.15% | – |
| OLP | Exit | ONE LIBERTY PPTYS INC | $0 | – | -43,517 | – | -0.15% | – |
| SNR | Exit | NEW SR INVT GROUP INC | $0 | – | -90,000 | – | -0.16% | – |
| ERC | Exit | WELLS FARGO ADVANTAGE MULTI | $0 | – | -83,000 | – | -0.16% | – |
| AMTG | Exit | APOLLO RESIDENTIAL MTG INC | $0 | – | -77,000 | – | -0.16% | – |
| EFF | Exit | EATON VANCE FLTG RATE INCOM | $0 | – | -66,500 | – | -0.16% | – |
| TY | Exit | TRI CONTL CORP | $0 | – | -50,239 | – | -0.16% | – |
| EHI | Exit | WESTERN ASSET GLB HI INCOME | $0 | – | -110,000 | – | -0.16% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -50,000 | – | -0.17% | – |
| CMFN | Exit | CM FIN INC | $0 | – | -100,000 | – | -0.17% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -11,000 | – | -0.17% | – |
| FSD | Exit | FIRST TR HIGH INCOME L/S FD | $0 | – | -74,900 | – | -0.18% | – |
| KIO | Exit | KKR INCOME OPPORTUNITIES FD | $0 | – | -75,000 | – | -0.18% | – |
| GDF | Exit | WESTERN ASSET GLB PTNRS INCO | $0 | – | -140,000 | – | -0.18% | – |
| SJNK | Exit | SPDR SER TRUSTcap s/t hi yld | $0 | – | -42,000 | – | -0.19% | – |
| MRCC | Exit | MONROE CAP CORP | $0 | – | -83,000 | – | -0.19% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -100,000 | – | -0.19% | – |
| MET | Exit | METLIFE INC | $0 | – | -25,000 | – | -0.20% | – |
| TLI | Exit | LMP CORPORATE LN FD INC | $0 | – | -115,000 | – | -0.20% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -80,000 | – | -0.21% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -33,300 | – | -0.21% | – |
| JPI | Exit | NUVEEN PFD & INCOME TERM FD | $0 | – | -60,000 | – | -0.22% | – |
| MINC | Exit | ADVISORSHARES TRnewflt mulsinc | $0 | – | -27,000 | – | -0.22% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -10,000 | – | -0.22% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -30,000 | – | -0.22% | – |
| VLT | Exit | INVESCO HIGH INCOME TR II | $0 | – | -105,000 | – | -0.22% | – |
| HYF | Exit | MANAGED HIGH YIELD PLUS FD I | $0 | – | -860,000 | – | -0.23% | – |
| JSD | Exit | NUVEEN SHT DUR CR OPP FD | $0 | – | -92,500 | – | -0.23% | – |
| CIO | Exit | CITY OFFICE REIT INC | $0 | – | -124,266 | – | -0.23% | – |
| KHI | Exit | DEUTSCHE HIGH INCOME TR | $0 | – | -180,000 | – | -0.23% | – |
| ABDC | Exit | ALCENTRA CAP CORP | $0 | – | -125,000 | – | -0.24% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -46,400 | – | -0.24% | – |
| BGT | Exit | BLACKROCK FLOATING RATE INCO | $0 | – | -120,071 | – | -0.25% | – |
| HHY | Exit | BROOKFIELD HIGH INCOME FD IN | $0 | – | -205,000 | – | -0.25% | – |
| BCE | Exit | BCE INC | $0 | – | -37,000 | – | -0.25% | – |
| AVVIY | Exit | AVIVA PLCadr | $0 | – | -112,000 | – | -0.25% | – |
| HCAP | Exit | HARVEST CAP CR CORP | $0 | – | -130,000 | – | -0.26% | – |
| IVH | Exit | IVY HIGH INC OPPORTUNITIES F | $0 | – | -120,000 | – | -0.26% | – |
| ACP | Exit | AVENUE INCOME CR STRATEGIES | $0 | – | -121,800 | – | -0.26% | – |
| AJG | Exit | GALLAGHER ARTHUR J & CO | $0 | – | -38,000 | – | -0.26% | – |
| JTP | Exit | NUVEEN QUALITY PFD INCOME FD | $0 | – | -200,000 | – | -0.26% | – |
| CYS | Exit | CYS INVTS INC | $0 | – | -220,000 | – | -0.26% | – |
| TU | Exit | TELUS CORP | $0 | – | -50,600 | – | -0.26% | – |
| FRA | Exit | BLACKROCK FLOAT RATE OME STR | $0 | – | -125,000 | – | -0.27% | – |
| KST | Exit | LAZARD LTD | $0 | – | -97,513 | – | -0.28% | – |
| HIX | Exit | WESTERN ASSET HIGH INCM FD I | $0 | – | -260,000 | – | -0.28% | – |
| BRG | Exit | BLUEROCK RESIDENT GR REIT IN | $0 | – | -140,804 | – | -0.28% | – |
| BA | Exit | BOEING CO | $0 | – | -13,000 | – | -0.28% | – |
| VVR | Exit | INVESCO SR INCOME TR | $0 | – | -415,000 | – | -0.29% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -56,000 | – | -0.29% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -55,000 | – | -0.29% | – |
| MAT | Exit | MATTEL INC | $0 | – | -85,700 | – | -0.30% | – |
| CHMI | Exit | CHERRY HILL MTG INVT CORP | $0 | – | -120,500 | – | -0.30% | – |
| PFLT | Exit | PENNANTPARK FLOATING RATE CA | $0 | – | -155,000 | – | -0.31% | – |
| CME | Exit | CME GROUP INC | $0 | – | -20,000 | – | -0.31% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -33,800 | – | -0.32% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -51,000 | – | -0.32% | – |
| NEWM | Exit | NEW MEDIA INVT GROUP INC | $0 | – | -125,000 | – | -0.32% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -13,500 | – | -0.32% | – |
| EXC | Exit | EXELON CORP | $0 | – | -65,900 | – | -0.32% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -95,700 | – | -0.33% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -32,500 | – | -0.33% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -30,000 | – | -0.33% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -48,700 | – | -0.33% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -31,700 | – | -0.33% | – |
| GDO | Exit | WESTERN ASSET GLOBAL CP DEFI | $0 | – | -128,000 | – | -0.34% | – |
| BIT | Exit | BLACKROCK MULTI-SECTOR INC T | $0 | – | -129,000 | – | -0.34% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -25,500 | – | -0.34% | – |
| RGC | Exit | REGAL ENTMT GROUPcl a | $0 | – | -110,000 | – | -0.34% | – |
| BTZ | Exit | BLACKROCK CR ALLCTN INC TR | $0 | – | -170,000 | – | -0.34% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -252,000 | – | -0.34% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -32,400 | – | -0.35% | – |
| NHS | Exit | NEUBERGER BERMAN HGH YLD FD | $0 | – | -207,000 | – | -0.35% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -21,600 | – | -0.35% | – |
| CCI | Exit | CROWN CASTLE INTL CORP | $0 | – | -26,800 | – | -0.35% | – |
| DSU | Exit | BLACKROCK DEBT STRAT FD INC | $0 | – | -632,100 | – | -0.35% | – |
| SFL | Exit | SHIP FINANCE INTERNATIONAL L | $0 | – | -130,000 | – | -0.35% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -29,500 | – | -0.35% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -26,800 | – | -0.35% | – |
| JGH | Exit | NUVEEN GLOBAL HIGH INCOME FD | $0 | – | -148,000 | – | -0.35% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -55,000 | – | -0.36% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -43,500 | – | -0.36% | – |
| KO | Exit | COCA COLA CO | $0 | – | -53,900 | – | -0.36% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -160,000 | – | -0.36% | – |
| DE | Exit | DEERE & CO | $0 | – | -29,400 | – | -0.36% | – |
| JQC | Exit | NUVEEN CR STRATEGIES INCM FD | $0 | – | -274,000 | – | -0.36% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -33,700 | – | -0.36% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -40,500 | – | -0.36% | – |
| XLY | Exit | SELECT SECTOR SPDR TRsbi cons discr | $0 | – | -30,000 | – | -0.37% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -20,500 | – | -0.37% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -50,900 | – | -0.37% | – |
| CVA | Exit | COVANTA HLDG CORP | $0 | – | -130,000 | – | -0.38% | – |
| PHD | Exit | PIONEER FLOATING RATE TR | $0 | – | -201,792 | – | -0.38% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -25,500 | – | -0.38% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -260,055 | – | -0.38% | – |
| SCHB | Exit | SCHWAB STRATEGIC TRus brd mkt etf | $0 | – | -50,000 | – | -0.38% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -29,000 | – | -0.39% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -53,200 | – | -0.39% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -90,300 | – | -0.39% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -40,000 | – | -0.39% | – |
| HYT | Exit | BLACKROCK CORPOR HI YLD FD I | $0 | – | -245,000 | – | -0.40% | – |
| KMM | Exit | DEUTSCHE MULTI-MKT INCOME TR | $0 | – | -326,889 | – | -0.40% | – |
| AAPL | Exit | APPLE INC | $0 | – | -22,500 | – | -0.41% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -55,500 | – | -0.41% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -54,500 | – | -0.41% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -48,000 | – | -0.43% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -55,500 | – | -0.44% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -36,800 | – | -0.44% | – |
| IRT | Exit | INDEPENDENCE RLTY TR INC | $0 | – | -367,500 | – | -0.44% | – |
| PPL | Exit | PPL CORP | $0 | – | -81,000 | – | -0.44% | – |
| ACSF | Exit | AMERICAN CAP SR FLOATING LTD | $0 | – | -240,000 | – | -0.44% | – |
| INTC | Exit | INTEL CORP | $0 | – | -88,400 | – | -0.44% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -38,000 | – | -0.44% | – |
| BHP | Exit | BHP BILLITON LTDsponsored adr | $0 | – | -87,000 | – | -0.46% | – |
| HYB | Exit | NEW AMER HIGH INCOME FD INC | $0 | – | -355,000 | – | -0.47% | – |
| HIO | Exit | WESTERN ASSET HIGH INCM OPP | $0 | – | -610,000 | – | -0.47% | – |
| NSL | Exit | NUVEEN SR INCOME FD | $0 | – | -485,000 | – | -0.48% | – |
| EVF | Exit | EATON VANCE SR INCOME TRsh ben int | $0 | – | -500,000 | – | -0.49% | – |
| EAD | Exit | WELLS FARGO ADVANTAGE INCOME | $0 | – | -390,000 | – | -0.49% | – |
| TGT | Exit | TARGET CORP | $0 | – | -37,800 | – | -0.49% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -55,000 | – | -0.50% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -89,500 | – | -0.50% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -81,500 | – | -0.50% | – |
| HYI | Exit | WESTERN ASSET HGH YLD DFNDFD | $0 | – | -215,000 | – | -0.50% | – |
| MHLD | Exit | MAIDEN HOLDINGS LTD | $0 | – | -217,800 | – | -0.50% | – |
| FCT | Exit | FIRST TR SR FLG RTE INCM FD | $0 | – | -242,000 | – | -0.50% | – |
| SCM | Exit | STELLUS CAP INVT CORP | $0 | – | -305,000 | – | -0.51% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -91,500 | – | -0.54% | – |
| AWF | Exit | ALLIANCEBERNSTEIN GBL HGH IN | $0 | – | -294,500 | – | -0.54% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -68,600 | – | -0.55% | – |
| DRA | Exit | DIVERSIFIED REAL ASSET INC F | $0 | – | -207,012 | – | -0.55% | – |
| PFE | Exit | PFIZER INC | $0 | – | -105,900 | – | -0.55% | – |
| BLW | Exit | BLACKROCK LTD DURATION INC T | $0 | – | -240,200 | – | -0.57% | – |
| FLY | Exit | FLY LEASING LTDsponsored adr | $0 | – | -265,200 | – | -0.58% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -95,000 | – | -0.60% | – |
| ARDC | Exit | ARES DYNAMIC CR ALLOCATION F | $0 | – | -267,052 | – | -0.62% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -86,000 | – | -0.64% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -140,000 | – | -0.64% | – |
| JRO | Exit | NUVEEN FLTNG RTE INCM OPP FD | $0 | – | -402,000 | – | -0.66% | – |
| Exit | GARRISON CAP INC | $0 | – | -300,000 | – | -0.68% | – | |
| EFT | Exit | EATON VANCE FLTING RATE INC | $0 | – | -319,200 | – | -0.70% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -107,500 | – | -0.75% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -297,000 | – | -0.77% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -306,500 | – | -0.78% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -333,000 | – | -0.80% | – |
| NMFC | Exit | NEW MTN FIN CORP | $0 | – | -355,000 | – | -0.80% | – |
| WHF | Exit | WHITEHORSE FIN INC | $0 | – | -425,000 | – | -0.82% | – |
| VTA | Exit | INVESCO DYNAMIC CR OPP FD | $0 | – | -470,000 | – | -0.82% | – |
| CPTA | Exit | CAPITALA FIN CORP | $0 | – | -385,000 | – | -0.83% | – |
| TCAP | Exit | TRIANGLE CAP CORP | $0 | – | -315,800 | – | -0.86% | – |
| IVR | Exit | INVESCO MORTGAGE CAPITAL INC | $0 | – | -430,000 | – | -0.87% | – |
| TCPC | Exit | TCP CAP CORP | $0 | – | -400,000 | – | -0.90% | – |
| MAIN | Exit | MAIN STREET CAPITAL CORP | $0 | – | -205,000 | – | -0.90% | – |
| ZFC | Exit | ZAIS FINL CORP | $0 | – | -415,000 | – | -0.92% | – |
| EVV | Exit | EATON VANCE LTD DUR INCOME F | $0 | – | -442,000 | – | -0.93% | – |
| MITT | Exit | AG MTG INVT TR INC | $0 | – | -370,000 | – | -0.93% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORP | $0 | – | -310,000 | – | -0.96% | – |
| FDUS | Exit | FIDUS INVT CORP | $0 | – | -435,000 | – | -0.99% | – |
| IVV | Exit | ISHARES TRcore s&p500 etf | $0 | – | -32,000 | – | -1.01% | – |
| FSK | Exit | FS INVT CORP | $0 | – | -652,500 | – | -1.01% | – |
| VOO | Exit | VANGUARD INDEX FDS | $0 | – | -35,000 | – | -1.02% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -141,809 | – | -1.02% | – |
| CIM | Exit | CHIMERA INVT CORP | $0 | – | -462,000 | – | -1.02% | – |
| BKCC | Exit | BLACKROCK CAPITAL INVESTMENT | $0 | – | -700,000 | – | -1.03% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -225,000 | – | -1.03% | – |
| GBDC | Exit | GOLUB CAP BDC INC | $0 | – | -390,000 | – | -1.03% | – |
| CODI | Exit | COMPASS DIVERSIFIED HOLDINGS | $0 | – | -390,000 | – | -1.04% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -33,000 | – | -1.05% | – |
| TSLX | Exit | TPG SPECIALTY LENDING INC | $0 | – | -385,000 | – | -1.05% | – |
| TCRD | Exit | THL CR INC | $0 | – | -590,000 | – | -1.07% | – |
| VGK | Exit | VANGUARD INTL EQUITY INDEX Fftse europe etf | $0 | – | -134,050 | – | -1.09% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -266,000 | – | -1.11% | – |
| EFC | Exit | ELLINGTON FINANCIAL LLC | $0 | – | -380,000 | – | -1.12% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -435,000 | – | -1.14% | – |
| T | Exit | AT & T CORP | $0 | – | -217,922 | – | -1.18% | – |
| HTGC | Exit | HERCULES TECH GROWTH CAP INC | $0 | – | -745,000 | – | -1.25% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -1,250,000 | – | -2.04% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -1,260,000 | – | -2.73% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NLY | New | ANNALY CAP MGMT INC | $12,338,000 | – | 1,250,000 | – | 2.04% | – |
| HTGC | Buy | HERCULES TECH GROWTH CAP INC | $7,532,000 | +18.6% | 745,000 | +35.5% | 1.25% | +12.0% |
| T | Buy | AT & T CORP | $7,100,000 | +36.4% | 217,922 | +48.8% | 1.18% | +29.0% |
| SLRC | Sell | SOLAR CAP LTD | $6,882,000 | -25.8% | 435,000 | -15.6% | 1.14% | -29.9% |
| EFC | Sell | ELLINGTON FINANCIAL LLC | $6,794,000 | -8.2% | 380,000 | -5.0% | 1.12% | -13.3% |
| GE | Buy | GENERAL ELECTRIC CO | $6,707,000 | +43.4% | 266,000 | +51.1% | 1.11% | +35.5% |
| VGK | Buy | VANGUARD INTL EQUITY INDEX Fftse europe etf | $6,593,000 | +1248.3% | 134,050 | +1381.2% | 1.09% | +1168.6% |
| TCRD | Sell | THL CR INC | $6,443,000 | -23.6% | 590,000 | -19.2% | 1.07% | -27.8% |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $6,324,000 | – | 33,000 | – | 1.05% | – |
| TSLX | Sell | TPG SPECIALTY LENDING INC | $6,326,000 | -6.4% | 385,000 | -3.1% | 1.05% | -11.5% |
| CODI | Sell | COMPASS DIVERSIFIED HOLDINGS | $6,287,000 | -23.9% | 390,000 | -22.6% | 1.04% | -28.1% |
| GBDC | Sell | GOLUB CAP BDC INC | $6,232,000 | -18.4% | 390,000 | -15.4% | 1.03% | -22.8% |
| KMI | Buy | KINDER MORGAN INC DEL | $6,228,000 | +489.8% | 225,000 | +718.2% | 1.03% | +457.3% |
| BKCC | Sell | BLACKROCK CAPITAL INVESTMENT | $6,202,000 | -30.4% | 700,000 | -28.2% | 1.03% | -34.2% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $6,170,000 | +77.9% | 141,809 | +90.6% | 1.02% | +68.2% |
| VOO | New | VANGUARD INDEX FDS | $6,150,000 | – | 35,000 | – | 1.02% | – |
| FSK | Sell | FS INVT CORP | $6,082,000 | -28.3% | 652,500 | -24.3% | 1.01% | -32.2% |
| IVV | New | ISHARES TRcore s&p500 etf | $6,084,000 | – | 32,000 | – | 1.01% | – |
| FDUS | Sell | FIDUS INVT CORP | $5,994,000 | -21.8% | 435,000 | -15.4% | 0.99% | -26.1% |
| AGNC | New | AMERICAN CAPITAL AGENCY CORP | $5,797,000 | – | 310,000 | – | 0.96% | – |
| MITT | Sell | AG MTG INVT TR INC | $5,631,000 | -18.5% | 370,000 | -7.5% | 0.93% | -23.0% |
| ZFC | Sell | ZAIS FINL CORP | $5,561,000 | -18.1% | 415,000 | -1.2% | 0.92% | -22.5% |
| MAIN | Sell | MAIN STREET CAPITAL CORP | $5,465,000 | -35.4% | 205,000 | -22.6% | 0.90% | -38.9% |
| TCPC | Sell | TCP CAP CORP | $5,424,000 | -41.6% | 400,000 | -34.2% | 0.90% | -44.8% |
| IVR | New | INVESCO MORTGAGE CAPITAL INC | $5,263,000 | – | 430,000 | – | 0.87% | – |
| TCAP | Sell | TRIANGLE CAP CORP | $5,205,000 | -47.9% | 315,800 | -25.8% | 0.86% | -50.7% |
| CPTA | Sell | CAPITALA FIN CORP | $4,993,000 | -33.0% | 385,000 | -19.5% | 0.83% | -36.8% |
| VTA | Buy | INVESCO DYNAMIC CR OPP FD | $4,968,000 | +25.9% | 470,000 | +38.2% | 0.82% | +19.0% |
| WHF | Sell | WHITEHORSE FIN INC | $4,947,000 | -22.3% | 425,000 | -15.5% | 0.82% | -26.5% |
| NMFC | Sell | NEW MTN FIN CORP | $4,824,000 | -18.9% | 355,000 | -13.5% | 0.80% | -23.2% |
| ARCC | Sell | ARES CAP CORP | $4,822,000 | -41.8% | 333,000 | -33.8% | 0.80% | -45.0% |
| PMT | New | PENNYMAC MTG INVT TR | $4,742,000 | – | 306,500 | – | 0.78% | – |
| ARI | Sell | APOLLO COML REAL EST FIN INC | $4,666,000 | -18.2% | 297,000 | -14.4% | 0.77% | -22.6% |
| EFT | Buy | EATON VANCE FLTING RATE INC | $4,226,000 | +0.8% | 319,200 | +4.9% | 0.70% | -4.6% |
| Sell | GARRISON CAP INC | $4,107,000 | -27.5% | 300,000 | -20.6% | 0.68% | -31.5% | |
| JRO | Buy | NUVEEN FLTNG RTE INCM OPP FD | $4,000,000 | -3.0% | 402,000 | +5.2% | 0.66% | -8.3% |
| BXMT | Sell | BLACKSTONE MTG TR INC | $3,842,000 | -27.3% | 140,000 | -26.3% | 0.64% | -31.3% |
| ARDC | Buy | ARES DYNAMIC CR ALLOCATION F | $3,731,000 | +24.5% | 267,052 | +36.6% | 0.62% | +17.7% |
| FLY | Buy | FLY LEASING LTDsponsored adr | $3,501,000 | -9.6% | 265,200 | +7.5% | 0.58% | -14.5% |
| PFE | Buy | PFIZER INC | $3,326,000 | +50.5% | 105,900 | +60.7% | 0.55% | +42.4% |
| CMS | Buy | CMS ENERGY CORP | $3,232,000 | +1461.4% | 91,500 | +1307.7% | 0.54% | +1386.1% |
| SCM | Sell | STELLUS CAP INVT CORP | $3,071,000 | -14.4% | 305,000 | -3.1% | 0.51% | -19.1% |
| WMB | Sell | WILLIAMS COS INC DEL | $3,004,000 | -58.3% | 81,500 | -35.1% | 0.50% | -60.6% |
| ABBV | Buy | ABBVIE INC | $2,993,000 | +11.3% | 55,000 | +37.5% | 0.50% | +5.1% |
| MXIM | Buy | MAXIM INTEGRATED PRODS INC | $2,990,000 | +124.6% | 89,500 | +132.5% | 0.50% | +112.4% |
| TGT | Buy | TARGET CORP | $2,973,000 | +145.9% | 37,800 | +155.4% | 0.49% | +132.1% |
| BHP | New | BHP BILLITON LTDsponsored adr | $2,751,000 | – | 87,000 | – | 0.46% | – |
| D | New | DOMINION RES INC VA NEW | $2,674,000 | – | 38,000 | – | 0.44% | – |
| INTC | Buy | INTEL CORP | $2,664,000 | +208.7% | 88,400 | +211.3% | 0.44% | +192.1% |
| ACSF | Sell | AMERICAN CAP SR FLOATING LTD | $2,662,000 | -29.9% | 240,000 | -20.0% | 0.44% | -33.7% |
| PPL | New | PPL CORP | $2,664,000 | – | 81,000 | – | 0.44% | – |
| IRT | Sell | INDEPENDENCE RLTY TR INC | $2,650,000 | -10.8% | 367,500 | -6.8% | 0.44% | -15.6% |
| DUK | New | DUKE ENERGY CORP NEW | $2,647,000 | – | 36,800 | – | 0.44% | – |
| SNY | Buy | SANOFIsponsored adr | $2,635,000 | +49.9% | 55,500 | +56.3% | 0.44% | +41.6% |
| SIX | Buy | SIX FLAGS ENTMT CORP NEW | $2,495,000 | +127.0% | 54,500 | +122.4% | 0.41% | +115.1% |
| SO | New | SOUTHERN CO | $2,481,000 | – | 55,500 | – | 0.41% | – |
| AAPL | Buy | APPLE INC | $2,482,000 | +690.4% | 22,500 | +800.0% | 0.41% | +647.3% |
| KMM | Sell | DEUTSCHE MULTI-MKT INCOME TR | $2,416,000 | -8.9% | 326,889 | -0.0% | 0.40% | -13.8% |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $2,380,000 | – | 40,000 | – | 0.39% | – |
| CSCO | Buy | CISCO SYS INC | $2,370,000 | +7.5% | 90,300 | +12.5% | 0.39% | +1.6% |
| MSFT | Buy | MICROSOFT CORP | $2,355,000 | +186.1% | 53,200 | +186.0% | 0.39% | +170.8% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $2,330,000 | +729.2% | 29,000 | +728.6% | 0.39% | +687.8% |
| SCHB | New | SCHWAB STRATEGIC TRus brd mkt etf | $2,319,000 | – | 50,000 | – | 0.38% | – |
| TWO | Sell | TWO HBRS INVT CORP | $2,294,000 | -58.3% | 260,055 | -53.9% | 0.38% | -60.5% |
| AGU | Buy | AGRIUM INC | $2,283,000 | +72.4% | 25,500 | +104.0% | 0.38% | +62.9% |
| RAI | Buy | REYNOLDS AMERICAN INC | $2,253,000 | +842.7% | 50,900 | +1490.6% | 0.37% | +788.1% |
| KMB | New | KIMBERLY CLARK CORP | $2,235,000 | – | 20,500 | – | 0.37% | – |
| XLY | New | SELECT SECTOR SPDR TRsbi cons discr | $2,228,000 | – | 30,000 | – | 0.37% | – |
| MO | Buy | ALTRIA GROUP INC | $2,203,000 | +901.4% | 40,500 | +800.0% | 0.36% | +835.9% |
| DLR | Buy | DIGITAL RLTY TR INC | $2,202,000 | +791.5% | 33,700 | +810.8% | 0.36% | +746.5% |
| JQC | Buy | NUVEEN CR STRATEGIES INCM FD | $2,187,000 | +956.5% | 274,000 | +1041.7% | 0.36% | +905.6% |
| DE | New | DEERE & CO | $2,176,000 | – | 29,400 | – | 0.36% | – |
| F | Buy | FORD MTR CO DEL | $2,171,000 | +106.6% | 160,000 | +128.6% | 0.36% | +95.1% |
| KO | New | COCA COLA CO | $2,162,000 | – | 53,900 | – | 0.36% | – |
| MRK | Buy | MERCK & CO INC | $2,148,000 | +46.8% | 43,500 | +69.3% | 0.36% | +39.1% |
| SYY | New | SYSCO CORP | $2,144,000 | – | 55,000 | – | 0.36% | – |
| JGH | Buy | NUVEEN GLOBAL HIGH INCOME FD | $2,134,000 | -0.2% | 148,000 | +15.6% | 0.35% | -5.9% |
| PM | Buy | PHILIP MORRIS INTL INC | $2,126,000 | +57.8% | 26,800 | +59.5% | 0.35% | +49.2% |
| PG | New | PROCTER & GAMBLE CO | $2,122,000 | – | 29,500 | – | 0.35% | – |
| CCI | New | CROWN CASTLE INTL CORP | $2,114,000 | – | 26,800 | – | 0.35% | – |
| NEE | New | NEXTERA ENERGY INC | $2,107,000 | – | 21,600 | – | 0.35% | – |
| WMT | New | WAL-MART STORES INC | $2,101,000 | – | 32,400 | – | 0.35% | – |
| BGCP | Buy | BGC PARTNERS INCcl a | $2,072,000 | +94.0% | 252,000 | +106.6% | 0.34% | +83.4% |
| BTZ | Buy | BLACKROCK CR ALLCTN INC TR | $2,069,000 | +12.6% | 170,000 | +17.2% | 0.34% | +6.2% |
| RGC | Buy | REGAL ENTMT GROUPcl a | $2,056,000 | +63.8% | 110,000 | +83.3% | 0.34% | +54.5% |
| DTE | New | DTE ENERGY CO | $2,050,000 | – | 25,500 | – | 0.34% | – |
| BIT | Buy | BLACKROCK MULTI-SECTOR INC T | $2,027,000 | +11.1% | 129,000 | +17.3% | 0.34% | +5.3% |
| JCI | New | JOHNSON CTLS INC | $2,014,000 | – | 48,700 | – | 0.33% | – |
| CL | New | COLGATE PALMOLIVE CO | $2,012,000 | – | 31,700 | – | 0.33% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $1,985,000 | – | 30,000 | – | 0.33% | – |
| JPM | Buy | JPMORGAN CHASE & CO | $1,981,000 | +549.5% | 32,500 | +622.2% | 0.33% | +518.9% |
| POT | Buy | POTASH CORP SASK INC | $1,967,000 | -14.7% | 95,700 | +28.5% | 0.33% | -19.3% |
| EXC | New | EXELON CORP | $1,957,000 | – | 65,900 | – | 0.32% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $1,957,000 | – | 13,500 | – | 0.32% | – |
| IP | Buy | INTL PAPER CO | $1,927,000 | +268.5% | 51,000 | +363.6% | 0.32% | +246.7% |
| AEP | New | AMERICAN ELEC PWR INC | $1,922,000 | – | 33,800 | – | 0.32% | – |
| PFLT | Sell | PENNANTPARK FLOATING RATE CA | $1,851,000 | -47.9% | 155,000 | -39.5% | 0.31% | -50.8% |
| CHMI | Sell | CHERRY HILL MTG INVT CORP | $1,835,000 | -13.4% | 120,500 | -7.8% | 0.30% | -18.1% |
| MAT | New | MATTEL INC | $1,805,000 | – | 85,700 | – | 0.30% | – |
| BA | New | BOEING CO | $1,702,000 | – | 13,000 | – | 0.28% | – |
| BRG | Sell | BLUEROCK RESIDENT GR REIT IN | $1,687,000 | -11.6% | 140,804 | -6.6% | 0.28% | -16.5% |
| FRA | Buy | BLACKROCK FLOAT RATE OME STR | $1,617,000 | +298.3% | 125,000 | +316.7% | 0.27% | +277.5% |
| CYS | New | CYS INVTS INC | $1,597,000 | – | 220,000 | – | 0.26% | – |
| TU | New | TELUS CORP | $1,596,000 | – | 50,600 | – | 0.26% | – |
| JTP | New | NUVEEN QUALITY PFD INCOME FD | $1,578,000 | – | 200,000 | – | 0.26% | – |
| AJG | Buy | GALLAGHER ARTHUR J & CO | $1,569,000 | +47.5% | 38,000 | +68.9% | 0.26% | +39.8% |
| HCAP | Sell | HARVEST CAP CR CORP | $1,548,000 | -28.9% | 130,000 | -16.1% | 0.26% | -32.8% |
| AVVIY | Buy | AVIVA PLCadr | $1,537,000 | +7.3% | 112,000 | +21.7% | 0.25% | +1.2% |
| BCE | Buy | BCE INC | $1,516,000 | +3.8% | 37,000 | +15.6% | 0.25% | -2.0% |
| BGT | Buy | BLACKROCK FLOATING RATE INCO | $1,494,000 | +618.3% | 120,071 | +650.4% | 0.25% | +586.1% |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $1,477,000 | -0.1% | 46,400 | +100.0% | 0.24% | -5.8% |
| ABDC | Buy | ALCENTRA CAP CORP | $1,449,000 | +53.2% | 125,000 | +67.8% | 0.24% | +44.6% |
| CI | New | CIGNA CORPORATION | $1,350,000 | – | 10,000 | – | 0.22% | – |
| MINC | Buy | ADVISORSHARES TRnewflt mulsinc | $1,322,000 | +34.9% | 27,000 | +35.0% | 0.22% | +27.3% |
| ORI | Buy | OLD REP INTL CORP | $1,251,000 | +36.9% | 80,000 | +36.8% | 0.21% | +29.4% |
| MET | New | METLIFE INC | $1,179,000 | – | 25,000 | – | 0.20% | – |
| MRCC | Sell | MONROE CAP CORP | $1,154,000 | -57.7% | 83,000 | -54.6% | 0.19% | -60.0% |
| STWD | Sell | STARWOOD PPTY TR INC | $1,026,000 | -76.2% | 50,000 | -75.0% | 0.17% | -77.5% |
| CMFN | Sell | CM FIN INC | $1,024,000 | -52.4% | 100,000 | -36.8% | 0.17% | -54.9% |
| JNJ | New | JOHNSON & JOHNSON | $1,027,000 | – | 11,000 | – | 0.17% | – |
| TY | Sell | TRI CONTL CORP | $980,000 | -53.9% | 50,239 | -49.9% | 0.16% | -56.5% |
| EFF | Buy | EATON VANCE FLTG RATE INCOM | $977,000 | +8.0% | 66,500 | +17.7% | 0.16% | +2.5% |
| AMTG | Sell | APOLLO RESIDENTIAL MTG INC | $975,000 | -25.9% | 77,000 | -14.0% | 0.16% | -30.0% |
| OLP | Sell | ONE LIBERTY PPTYS INC | $928,000 | -10.1% | 43,517 | -10.3% | 0.15% | -14.9% |
| SUNS | Sell | SOLAR SR CAP LTD | $924,000 | -31.3% | 65,000 | -23.8% | 0.15% | -35.2% |
| AEG | Buy | AEGON N Vny registry sh | $922,000 | +510.6% | 160,426 | +685.4% | 0.15% | +488.5% |
| FLC | New | FLAHERTY & CRUMRINE TOTAL RE | $763,000 | – | 41,000 | – | 0.13% | – |
| WYNN | Buy | WYNN RESORTS LTD | $563,000 | -26.9% | 10,600 | +35.9% | 0.09% | -31.1% |
| BBN | New | BLACKROCK TAX MUNICPAL BD TR | $505,000 | – | 25,000 | – | 0.08% | – |
| JFR | New | NUVEEN FLOATING RATE INCOME | $503,000 | – | 50,000 | – | 0.08% | – |
| ISD | New | PRUDENTIAL SHT DURATION HG Y | $396,000 | – | 27,000 | – | 0.07% | – |
| VCSH | New | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $359,000 | – | 4,500 | – | 0.06% | – |
| VRP | Buy | POWERSHARES ETF TR IIvar rate pfd por | $352,000 | +7.3% | 14,500 | +9.0% | 0.06% | +1.8% |
| COP | Sell | PIMCO ETF TRinv grd crp bd | $351,000 | -83.7% | 3,500 | -89.6% | 0.06% | -84.7% |
| SPBO | New | SPDR SERIES TRUSTbrc issuer scord | $353,000 | – | 11,200 | – | 0.06% | – |
| HYS | Sell | PIMCO ETF TR0-5 high yield | $331,000 | -58.6% | 3,500 | -56.2% | 0.06% | -60.7% |
| LQD | New | ISHARES TRiboxx inv cp etf | $325,000 | – | 2,800 | – | 0.05% | – |
| TM | Buy | TOYOTA MOTOR CORP | $311,000 | +29.0% | 2,650 | +47.2% | 0.05% | +21.4% |
| AGN | Sell | ALLERGAN PLC | $299,000 | -39.6% | 1,100 | -32.6% | 0.05% | -43.7% |
| MN | Buy | MANNING & NAPIER INCcl a | $294,000 | +28.4% | 40,000 | +73.9% | 0.05% | +22.5% |
| AIF | New | APOLLO TACTICAL INCOME FD IN | $289,000 | – | 20,000 | – | 0.05% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $283,000 | – | 6,700 | – | 0.05% | – |
| RENX | New | RELX NVsponsored adr | $278,000 | – | 16,918 | – | 0.05% | – |
| ULTI | New | ULTIMATE SOFTWARE GROUP INC | $269,000 | – | 1,500 | – | 0.04% | – |
| NTRS | New | NORTHERN TR CORP | $273,000 | – | 4,000 | – | 0.04% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $268,000 | – | 4,000 | – | 0.04% | – |
| ANSS | New | ANSYS INC | $264,000 | – | 3,000 | – | 0.04% | – |
| HYG | Sell | ISHARESiboxx hi yd etf | $267,000 | -88.1% | 3,200 | -87.3% | 0.04% | -88.8% |
| DDC | Buy | DOMINION DIAMOND CORP | $258,000 | +15.2% | 24,200 | +51.2% | 0.04% | +10.3% |
| AMZN | New | AMAZON COM INC | $256,000 | – | 500 | – | 0.04% | – |
| EVR | New | EVERCORE PARTNERS INCclass a | $251,000 | – | 5,000 | – | 0.04% | – |
| IT | New | GARTNER INC | $252,000 | – | 3,000 | – | 0.04% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored adr | $245,000 | – | 3,125 | – | 0.04% | – |
| TSLA | New | TESLA MTRS INC | $248,000 | – | 1,000 | – | 0.04% | – |
| AFHIF | New | ATLAS FINANCIAL HOLDINGS INC | $241,000 | – | 13,000 | – | 0.04% | – |
| DISCK | New | DISCOVERY COMMUNICATNS NEW | $243,000 | – | 10,000 | – | 0.04% | – |
| INDA | New | ISHARES TRmsci india etf | $240,000 | – | 8,400 | – | 0.04% | – |
| MSM | New | MSC INDL DIRECT INCcl a | $244,000 | – | 4,000 | – | 0.04% | – |
| GRMN | New | GARMIN LTD | $237,000 | – | 6,600 | – | 0.04% | – |
| VLO | New | VALERO ENERGY CORP NEW | $234,000 | – | 3,900 | – | 0.04% | – |
| ILMN | New | ILLUMINA INC | $229,000 | – | 1,300 | – | 0.04% | – |
| CIF | Sell | MFS INTERMEDIATE HIGH INC FDsh ben int | $227,000 | -67.7% | 100,000 | -62.1% | 0.04% | -69.1% |
| NSM | New | NATIONSTAR MTG HLDGS INC | $222,000 | – | 16,000 | – | 0.04% | – |
| ZTS | New | ZOETIS INCcl a | $226,000 | – | 5,500 | – | 0.04% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $215,000 | – | 5,000 | – | 0.04% | – |
| ESNT | New | ESSENT GROUP LTD | $214,000 | – | 8,600 | – | 0.04% | – |
| ORA | New | ORMAT TECHNOLOGIES INC | $214,000 | – | 6,300 | – | 0.04% | – |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $209,000 | -21.7% | 5,000 | -23.1% | 0.04% | -25.5% |
| MPC | New | MARATHON PETE CORP | $213,000 | – | 4,600 | – | 0.04% | – |
| KHC | New | KRAFT HEINZ CO | $205,000 | – | 2,900 | – | 0.03% | – |
| CVX | Sell | CHEVRON CORP NEW | $201,000 | -96.0% | 2,550 | -95.1% | 0.03% | -96.3% |
| TWOU | New | 2U INC | $201,000 | – | 5,600 | – | 0.03% | – |
| BCRHF | Sell | BLUE CAP REINS HLDGS LTD | $176,000 | -30.2% | 10,200 | -27.2% | 0.03% | -34.1% |
| CXW | New | CORRECTIONS CORP AMER NEW | $148,000 | – | 5,000 | – | 0.02% | – |
| EGHT | New | 8 X 8 INC | $124,000 | – | 15,000 | – | 0.02% | – |
| CWT | New | CALIFORNIA WTR SVC GROUP | $111,000 | – | 5,000 | – | 0.02% | – |
| WHLR | New | WHEELER REAL ESTATE INVT TR | $95,000 | – | 50,000 | – | 0.02% | – |
| ERIC | New | ERICSSONadr b sek 10 | $98,000 | – | 10,000 | – | 0.02% | – |
| LYG | New | LLOYDS BANKING GROUP PLCsponsored adr | $92,000 | – | 20,000 | – | 0.02% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -10,000 | – | -0.02% | – |
| EWS | Exit | ISHARESmsci singap etf | $0 | – | -10,000 | – | -0.02% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -11,000 | – | -0.03% | – |
| MIC | Exit | MACQUARIE INFRASTR CO LLCmembership int | $0 | – | -2,000 | – | -0.03% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -16,000 | – | -0.03% | – |
| CAB | Exit | CABELAS INC | $0 | – | -4,000 | – | -0.04% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -2,150 | – | -0.04% | – |
| WWE | Exit | WORLD WRESTLING ENTMT INCcl a | $0 | – | -12,000 | – | -0.04% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -3,000 | – | -0.04% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -4,000 | – | -0.04% | – |
| GRFS | Exit | GRIFOLS S Aspadrrepbnvt | $0 | – | -6,600 | – | -0.04% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -2,550 | – | -0.04% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -2,400 | – | -0.04% | – |
| GEO | Exit | GEO GROUP INC | $0 | – | -6,000 | – | -0.04% | – |
| DVYE | Exit | ISHARESem mkts div etf | $0 | – | -5,000 | – | -0.04% | – |
| WNS | Exit | WNS HOLDINGS LTDspon adr | $0 | – | -7,900 | – | -0.04% | – |
| DVYA | Exit | ISHARESasia/pac div etf | $0 | – | -4,500 | – | -0.04% | – |
| EBAY | Exit | EBAY INC | $0 | – | -3,500 | – | -0.04% | – |
| FUL | Exit | FULLER H B CO | $0 | – | -5,200 | – | -0.04% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -1,800 | – | -0.04% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -1,100 | – | -0.04% | – |
| KNL | Exit | KNOLL INC | $0 | – | -8,600 | – | -0.04% | – |
| HME | Exit | HOME PROPERTIES INC | $0 | – | -3,000 | – | -0.04% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -17,300 | – | -0.04% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -5,500 | – | -0.04% | – |
| THD | Exit | ISHARESmsci thi cap etf | $0 | – | -3,000 | – | -0.04% | – |
| IDV | Exit | ISHARESintl sel div etf | $0 | – | -7,000 | – | -0.04% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -1,300 | – | -0.04% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -1,150 | – | -0.04% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -6,500 | – | -0.04% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -1,800 | – | -0.04% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -7,700 | – | -0.04% | – |
| SNCR | Exit | SYNCHRONOSS TECHNOLOGIES INC | $0 | – | -5,000 | – | -0.04% | – |
| EPP | Exit | ISHARESmsci pac jp etf | $0 | – | -5,200 | – | -0.04% | – |
| DCMYY | Exit | NTT DOCOMO INCspons adr | $0 | – | -12,000 | – | -0.04% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -3,400 | – | -0.04% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -8,000 | – | -0.04% | – |
| FCAN | Exit | FIRST TR EXCH TRD ALPHA FD Icanada alpha | $0 | – | -8,000 | – | -0.04% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -4,500 | – | -0.04% | – |
| OLN | Exit | OLIN CORP | $0 | – | -8,700 | – | -0.04% | – |
| PHH | Exit | PHH CORP | $0 | – | -9,000 | – | -0.04% | – |
| STFC | Exit | STATE AUTO FINL CORP | $0 | – | -10,000 | – | -0.04% | – |
| ALR | Exit | ALERE INC | $0 | – | -4,500 | – | -0.04% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -400 | – | -0.04% | – |
| MTX | Exit | MINERALS TECHNOLOGIES INC | $0 | – | -3,500 | – | -0.04% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -2,900 | – | -0.04% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -6,000 | – | -0.04% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -3,000 | – | -0.04% | – |
| ERIE | Exit | ERIE INDTY COcl a | $0 | – | -3,000 | – | -0.04% | – |
| SNP | Exit | CHINA PETE & CHEM CORP | $0 | – | -2,860 | – | -0.04% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -3,100 | – | -0.04% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -2,900 | – | -0.04% | – |
| EXAM | Exit | EXAMWORKS GROUP INC | $0 | – | -6,500 | – | -0.04% | – |
| CMCO | Exit | COLUMBUS MCKINNON CORP N Y | $0 | – | -10,000 | – | -0.04% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -2,700 | – | -0.04% | – |
| MINI | Exit | MOBILE MINI INC | $0 | – | -6,100 | – | -0.04% | – |
| ENL | Exit | REED ELSEVIER N Vspons adr new | $0 | – | -5,500 | – | -0.04% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -2,242 | – | -0.05% | – |
| OMCL | Exit | OMNICELL INC | $0 | – | -7,000 | – | -0.05% | – |
| TAI | Exit | TRANSAMERICA INCOME SHS INC | $0 | – | -13,500 | – | -0.05% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -3,000 | – | -0.05% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -3,400 | – | -0.05% | – |
| TV | Exit | GRUPO TELEVISA SAspon adr rep ord | $0 | – | -7,000 | – | -0.05% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -8,400 | – | -0.05% | – |
| EGRW | Exit | ISHARESmsci emk grw etf | $0 | – | -5,000 | – | -0.05% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -4,250 | – | -0.05% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -4,000 | – | -0.05% | – |
| CFX | Exit | COLFAX CORP | $0 | – | -6,200 | – | -0.05% | – |
| FM | Exit | ISHARESmsci frntr100etf | $0 | – | -10,000 | – | -0.05% | – |
| IRDM | Exit | IRIDIUM COMMUNICATIONS INC | $0 | – | -32,000 | – | -0.05% | – |
| FMC | Exit | F M C CORP | $0 | – | -5,500 | – | -0.05% | – |
| CYBR | Exit | CYBERARK SOFTWARE LTD | $0 | – | -4,700 | – | -0.05% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -6,000 | – | -0.05% | – |
| FCO | Exit | ABERDEEN GLOBAL INCOME FD IN | $0 | – | -36,000 | – | -0.05% | – |
| PNR | Exit | PENTAIR PLC | $0 | – | -4,500 | – | -0.05% | – |
| EWX | Exit | SPDR INDEX SHS FDSs&p emktsc etf | $0 | – | -7,000 | – | -0.06% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -3,000 | – | -0.06% | – |
| A309PS | Exit | DIRECTV | $0 | – | -3,500 | – | -0.06% | – |
| AGX | Exit | ARGAN INC | $0 | – | -8,100 | – | -0.06% | – |
| MYL | Exit | MYLAN INC | $0 | – | -4,800 | – | -0.06% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -3,700 | – | -0.06% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -5,600 | – | -0.06% | – |
| ABR | Exit | ARBOR RLTY TR INC | $0 | – | -60,000 | – | -0.07% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -10,000 | – | -0.08% | – |
| CLC | Exit | CLARCOR INC | $0 | – | -7,200 | – | -0.08% | – |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -30,000 | – | -0.08% | – |
| BWG | Exit | LEGG MASON BW GLB INC OPP FD | $0 | – | -37,550 | – | -0.09% | – |
| JMT | Exit | NUVEEN MTG OPPTY TERM FD 2 | $0 | – | -26,741 | – | -0.10% | – |
| JLS | Exit | NUVEEN MTG OPPORTUNITY TERM | $0 | – | -27,400 | – | -0.11% | – |
| FSFR | Exit | FIFTH STR SR FLOATING RATE CO | $0 | – | -81,200 | – | -0.13% | – |
| NRO | Exit | NEUBERGER BERMAN RE ES SEC F | $0 | – | -200,000 | – | -0.17% | – |
| ARMF | Exit | ARES MULTI STRATEGY CR FD IN | $0 | – | -59,013 | – | -0.19% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -20,000 | – | -0.22% | – |
| TK | Exit | TEEKAY CORPORATION | $0 | – | -30,000 | – | -0.22% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -12,700 | – | -0.23% | – |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -285,000 | – | -0.44% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -108,300 | – | -0.76% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -91,600 | – | -0.91% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -1,650,000 | – | -2.05% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NRZ | New | NEW RESIDENTIAL INVT CORP | $19,202,000 | – | 1,260,000 | – | 3.36% | – |
| AINV | New | APOLLO INVT CORP | $11,682,000 | – | 1,650,000 | – | 2.05% | – |
| TCAP | New | TRIANGLE CAP CORP | $9,981,000 | – | 425,800 | – | 1.75% | – |
| TCPC | New | TCP CAP CORP | $9,288,000 | – | 607,457 | – | 1.63% | – |
| SLRC | New | SOLAR CAP LTD | $9,279,000 | – | 515,500 | – | 1.62% | – |
| BKCC | New | BLACKROCK CAPITAL INVESTMENT | $8,912,000 | – | 975,000 | – | 1.56% | – |
| FSK | New | FS INVT CORP | $8,487,000 | – | 862,500 | – | 1.49% | – |
| MAIN | New | MAIN STREET CAPITAL CORP | $8,456,000 | – | 265,000 | – | 1.48% | – |
| TCRD | New | THL CR INC | $8,432,000 | – | 730,000 | – | 1.48% | – |
| ARCC | New | ARES CAP CORP | $8,279,000 | – | 503,000 | – | 1.45% | – |
| CODI | New | COMPASS DIVERSIFIED HOLDINGS | $8,266,000 | – | 504,000 | – | 1.45% | – |
| FDUS | New | FIDUS INVT CORP | $7,665,000 | – | 514,405 | – | 1.34% | – |
| GBDC | New | GOLUB CAP BDC INC | $7,634,000 | – | 461,000 | – | 1.34% | – |
| CPTA | New | CAPITALA FIN CORP | $7,457,000 | – | 478,000 | – | 1.31% | – |
| EFC | New | ELLINGTON FINANCIAL LLC | $7,404,000 | – | 400,000 | – | 1.30% | – |
| WMB | New | WILLIAMS COS INC DEL | $7,203,000 | – | 125,500 | – | 1.26% | – |
| MITT | New | AG MTG INVT TR INC | $6,912,000 | – | 400,000 | – | 1.21% | – |
| ZFC | New | ZAIS FINL CORP | $6,791,000 | – | 420,000 | – | 1.19% | – |
| TSLX | New | TPG SPECIALTY LENDING INC | $6,758,000 | – | 397,500 | – | 1.18% | – |
| WHF | New | WHITEHORSE FIN INC | $6,369,000 | – | 503,099 | – | 1.12% | – |
| HTGC | New | HERCULES TECH GROWTH CAP INC | $6,353,000 | – | 550,000 | – | 1.11% | – |
| CIM | New | CHIMERA INVT CORP | $6,335,000 | – | 462,000 | – | 1.11% | – |
| EVV | New | EATON VANCE LTD DUR INCOME F | $5,954,000 | – | 442,000 | – | 1.04% | – |
| NMFC | New | NEW MTN FIN CORP | $5,946,000 | – | 410,352 | – | 1.04% | – |
| ARI | New | APOLLO COML REAL EST FIN INC | $5,701,000 | – | 347,000 | – | 1.00% | – |
| New | GARRISON CAP INC | $5,665,000 | – | 377,925 | – | 0.99% | – | |
| DOW | New | DOW CHEM CO | $5,501,000 | – | 107,500 | – | 0.96% | – |
| TWO | New | TWO HBRS INVT CORP | $5,497,000 | – | 564,400 | – | 0.96% | – |
| BXMT | New | BLACKSTONE MTG TR INC | $5,286,000 | – | 190,000 | – | 0.93% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $5,222,000 | – | 91,600 | – | 0.91% | – |
| T | New | AT & T CORP | $5,204,000 | – | 146,500 | – | 0.91% | – |
| CVX | New | CHEVRON CORP NEW | $5,070,000 | – | 52,550 | – | 0.89% | – |
| GE | New | GENERAL ELECTRIC CO | $4,676,000 | – | 176,000 | – | 0.82% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $4,387,000 | – | 68,600 | – | 0.77% | – |
| BP | New | BP PLCsponsored adr | $4,328,000 | – | 108,300 | – | 0.76% | – |
| STWD | New | STARWOOD PPTY TR INC | $4,314,000 | – | 200,000 | – | 0.76% | – |
| TTE | New | TOTAL S Asponsored adr | $4,229,000 | – | 86,000 | – | 0.74% | – |
| EFT | New | EATON VANCE FLTING RATE INC | $4,192,000 | – | 304,200 | – | 0.73% | – |
| JRO | New | NUVEEN FLTNG RTE INCM OPP FD | $4,122,000 | – | 382,000 | – | 0.72% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $3,957,000 | – | 95,000 | – | 0.69% | – |
| VTA | New | INVESCO DYNAMIC CR OPP FD | $3,947,000 | – | 340,000 | – | 0.69% | – |
| FLY | New | FLY LEASING LTDsponsored adr | $3,874,000 | – | 246,700 | – | 0.68% | – |
| ACSF | New | AMERICAN CAP SR FLOATING LTD | $3,795,000 | – | 300,000 | – | 0.66% | – |
| BLW | New | BLACKROCK LTD DURATION INC T | $3,639,000 | – | 240,200 | – | 0.64% | – |
| DRA | New | DIVERSIFIED REAL ASSET INC F | $3,631,000 | – | 207,012 | – | 0.64% | – |
| SCM | New | STELLUS CAP INVT CORP | $3,588,000 | – | 314,700 | – | 0.63% | – |
| PFLT | New | PENNANTPARK FLOATING RATE CA | $3,554,000 | – | 256,058 | – | 0.62% | – |
| AWF | New | ALLIANCEBERNSTEIN GBL HGH IN | $3,540,000 | – | 294,500 | – | 0.62% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $3,469,000 | – | 74,409 | – | 0.61% | – |
| MHLD | New | MAIDEN HOLDINGS LTD | $3,437,000 | – | 217,800 | – | 0.60% | – |
| HYI | New | WESTERN ASSET HGH YLD DFNDFD | $3,311,000 | – | 215,000 | – | 0.58% | – |
| EAD | New | WELLS FARGO ADVANTAGE INCOME | $3,225,000 | – | 390,000 | – | 0.56% | – |
| FCT | New | FIRST TR SR FLG RTE INCM FD | $3,185,000 | – | 242,000 | – | 0.56% | – |
| HIO | New | WESTERN ASSET HIGH INCM OPP | $3,142,000 | – | 610,000 | – | 0.55% | – |
| HYB | New | NEW AMER HIGH INCOME FD INC | $3,113,000 | – | 355,000 | – | 0.54% | – |
| NSL | New | NUVEEN SR INCOME FD | $3,104,000 | – | 485,000 | – | 0.54% | – |
| EVF | New | EATON VANCE SR INCOME TRsh ben int | $3,105,000 | – | 500,000 | – | 0.54% | – |
| QCOM | New | QUALCOMM INC | $3,006,000 | – | 48,000 | – | 0.53% | – |
| ARDC | New | ARES DYNAMIC CR ALLOCATION F | $2,996,000 | – | 195,442 | – | 0.52% | – |
| IRT | New | INDEPENDENCE RLTY TR INC | $2,971,000 | – | 394,500 | – | 0.52% | – |
| CVA | New | COVANTA HLDG CORP | $2,755,000 | – | 130,000 | – | 0.48% | – |
| MRCC | New | MONROE CAP CORP | $2,727,000 | – | 183,000 | – | 0.48% | – |
| ABBV | New | ABBVIE INC | $2,688,000 | – | 40,000 | – | 0.47% | – |
| KMM | New | DEUTSCHE MULTI-MKT INCOME TR | $2,651,000 | – | 326,899 | – | 0.46% | – |
| HYT | New | BLACKROCK CORPOR HI YLD FD I | $2,644,000 | – | 245,000 | – | 0.46% | – |
| MOS | New | MOSAIC CO NEW | $2,624,000 | – | 56,000 | – | 0.46% | – |
| PNNT | New | PENNANTPARK INVT CORP | $2,502,000 | – | 285,000 | – | 0.44% | – |
| NHS | New | NEUBERGER BERMAN HGH YLD FD | $2,438,000 | – | 207,000 | – | 0.43% | – |
| POT | New | POTASH CORP SASK INC | $2,307,000 | – | 74,500 | – | 0.40% | – |
| PHD | New | PIONEER FLOATING RATE TR | $2,297,000 | – | 201,792 | – | 0.40% | – |
| DSU | New | BLACKROCK DEBT STRAT FD INC | $2,288,000 | – | 632,100 | – | 0.40% | – |
| HYG | New | ISHARESiboxx hi yd etf | $2,238,000 | – | 25,200 | – | 0.39% | – |
| NEWM | New | NEW MEDIA INVT GROUP INC | $2,241,000 | – | 125,000 | – | 0.39% | – |
| PFE | New | PFIZER INC | $2,210,000 | – | 65,900 | – | 0.39% | – |
| CSCO | New | CISCO SYS INC | $2,205,000 | – | 80,300 | – | 0.39% | – |
| GDO | New | WESTERN ASSET GLOBAL CP DEFI | $2,196,000 | – | 128,000 | – | 0.38% | – |
| HCAP | New | HARVEST CAP CR CORP | $2,176,000 | – | 155,000 | – | 0.38% | – |
| COP | New | PIMCO ETF TRinv grd crp bd | $2,156,000 | – | 33,500 | – | 0.38% | – |
| CMFN | New | CM FIN INC | $2,152,000 | – | 158,152 | – | 0.38% | – |
| JGH | New | NUVEEN GLOBAL HIGH INCOME FD | $2,139,000 | – | 128,000 | – | 0.38% | – |
| TY | New | TRI CONTL CORP | $2,124,000 | – | 100,239 | – | 0.37% | – |
| SFL | New | SHIP FINANCE INTERNATIONAL L | $2,122,000 | – | 130,000 | – | 0.37% | – |
| CHMI | New | CHERRY HILL MTG INVT CORP | $2,119,000 | – | 130,666 | – | 0.37% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $2,005,000 | – | 55,000 | – | 0.35% | – |
| KST | New | LAZARD LTD | $1,986,000 | – | 97,513 | – | 0.35% | – |
| HIX | New | WESTERN ASSET HIGH INCM FD I | $1,960,000 | – | 260,000 | – | 0.34% | – |
| BRG | New | BLUEROCK RESIDENT GR REIT IN | $1,909,000 | – | 150,804 | – | 0.33% | – |
| CME | New | CME GROUP INC | $1,861,000 | – | 20,000 | – | 0.33% | – |
| VVR | New | INVESCO SR INCOME TR | $1,851,000 | – | 415,000 | – | 0.32% | – |
| BTZ | New | BLACKROCK CR ALLCTN INC TR | $1,837,000 | – | 145,000 | – | 0.32% | – |
| BIT | New | BLACKROCK MULTI-SECTOR INC T | $1,824,000 | – | 110,000 | – | 0.32% | – |
| IVH | New | IVY HIGH INC OPPORTUNITIES F | $1,793,000 | – | 120,000 | – | 0.31% | – |
| SNY | New | SANOFIsponsored adr | $1,758,000 | – | 35,500 | – | 0.31% | – |
| ACP | New | AVENUE INCOME CR STRATEGIES | $1,731,000 | – | 121,800 | – | 0.30% | – |
| HHY | New | BROOKFIELD HIGH INCOME FD IN | $1,671,000 | – | 205,000 | – | 0.29% | – |
| CIO | New | CITY OFFICE REIT INC | $1,541,000 | – | 124,266 | – | 0.27% | – |
| HYF | New | MANAGED HIGH YIELD PLUS FD I | $1,539,000 | – | 860,000 | – | 0.27% | – |
| KHI | New | DEUTSCHE HIGH INCOME TR | $1,534,000 | – | 180,000 | – | 0.27% | – |
| JSD | New | NUVEEN SHT DUR CR OPP FD | $1,524,000 | – | 92,500 | – | 0.27% | – |
| VLT | New | INVESCO HIGH INCOME TR II | $1,505,000 | – | 105,000 | – | 0.26% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $1,492,000 | – | 33,300 | – | 0.26% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $1,478,000 | – | 23,200 | – | 0.26% | – |
| BCE | New | BCE INC | $1,461,000 | – | 32,000 | – | 0.26% | – |
| MRK | New | MERCK & CO INC | $1,463,000 | – | 25,700 | – | 0.26% | – |
| AVVIY | New | AVIVA PLCadr | $1,433,000 | – | 92,000 | – | 0.25% | – |
| PM | New | PHILIP MORRIS INTL INC | $1,347,000 | – | 16,800 | – | 0.24% | – |
| SUNS | New | SOLAR SR CAP LTD | $1,345,000 | – | 85,300 | – | 0.24% | – |
| JPI | New | NUVEEN PFD & INCOME TERM FD | $1,334,000 | – | 60,000 | – | 0.23% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $1,331,000 | – | 38,500 | – | 0.23% | – |
| AGU | New | AGRIUM INC | $1,324,000 | – | 12,500 | – | 0.23% | – |
| VR | New | VALIDUS HOLDINGS LTD | $1,320,000 | – | 30,000 | – | 0.23% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $1,315,000 | – | 12,700 | – | 0.23% | – |
| AMTG | New | APOLLO RESIDENTIAL MTG INC | $1,315,000 | – | 89,500 | – | 0.23% | – |
| GDF | New | WESTERN ASSET GLB PTNRS INCO | $1,284,000 | – | 140,000 | – | 0.22% | – |
| TK | New | TEEKAY CORPORATION | $1,285,000 | – | 30,000 | – | 0.22% | – |
| TLI | New | LMP CORPORATE LN FD INC | $1,270,000 | – | 115,000 | – | 0.22% | – |
| RGC | New | REGAL ENTMT GROUPcl a | $1,255,000 | – | 60,000 | – | 0.22% | – |
| ISIL | New | INTERSIL CORPcl a | $1,251,000 | – | 100,000 | – | 0.22% | – |
| BHI | New | BAKER HUGHES INC | $1,234,000 | – | 20,000 | – | 0.22% | – |
| SJNK | New | SPDR SER TRUSTcap s/t hi yld | $1,214,000 | – | 42,000 | – | 0.21% | – |
| TGT | New | TARGET CORP | $1,209,000 | – | 14,800 | – | 0.21% | – |
| SNR | New | NEW SR INVT GROUP INC | $1,204,000 | – | 90,000 | – | 0.21% | – |
| KIO | New | KKR INCOME OPPORTUNITIES FD | $1,182,000 | – | 75,000 | – | 0.21% | – |
| FSD | New | FIRST TR HIGH INCOME L/S FD | $1,172,000 | – | 74,900 | – | 0.20% | – |
| EHI | New | WESTERN ASSET GLB HI INCOME | $1,137,000 | – | 110,000 | – | 0.20% | – |
| ARMF | New | ARES MULTI STRATEGY CR FD IN | $1,109,000 | – | 59,013 | – | 0.19% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $1,099,000 | – | 24,500 | – | 0.19% | – |
| BGCP | New | BGC PARTNERS INCcl a | $1,068,000 | – | 122,000 | – | 0.19% | – |
| AJG | New | GALLAGHER ARTHUR J & CO | $1,064,000 | – | 22,500 | – | 0.19% | – |
| KMI | New | KINDER MORGAN INC DEL | $1,056,000 | – | 27,500 | – | 0.18% | – |
| ERC | New | WELLS FARGO ADVANTAGE MULTI | $1,051,000 | – | 83,000 | – | 0.18% | – |
| F | New | FORD MTR CO DEL | $1,051,000 | – | 70,000 | – | 0.18% | – |
| OLP | New | ONE LIBERTY PPTYS INC | $1,032,000 | – | 48,517 | – | 0.18% | – |
| SLB | New | SCHLUMBERGER LTD | $1,008,000 | – | 11,700 | – | 0.18% | – |
| MINC | New | ADVISORSHARES TRnewflt mulsinc | $980,000 | – | 20,000 | – | 0.17% | – |
| ABDC | New | ALCENTRA CAP CORP | $946,000 | – | 74,500 | – | 0.17% | – |
| NRO | New | NEUBERGER BERMAN RE ES SEC F | $948,000 | – | 200,000 | – | 0.17% | – |
| ORI | New | OLD REP INTL CORP | $914,000 | – | 58,500 | – | 0.16% | – |
| EFF | New | EATON VANCE FLTG RATE INCOM | $905,000 | – | 56,500 | – | 0.16% | – |
| INTC | New | INTEL CORP | $863,000 | – | 28,400 | – | 0.15% | – |
| MSFT | New | MICROSOFT CORP | $823,000 | – | 18,600 | – | 0.14% | – |
| HYS | New | PIMCO ETF TR0-5 high yield | $799,000 | – | 8,000 | – | 0.14% | – |
| WYNN | New | WYNN RESORTS LTD | $770,000 | – | 7,800 | – | 0.14% | – |
| FSFR | New | FIFTH STR SR FLOATING RATE CO | $749,000 | – | 81,200 | – | 0.13% | – |
| CIF | New | MFS INTERMEDIATE HIGH INC FDsh ben int | $702,000 | – | 264,000 | – | 0.12% | – |
| SBW | New | WESTERN ASSET WORLDWIDE INCO | $694,000 | – | 64,000 | – | 0.12% | – |
| JPW | New | NUVEEN FLEXIBLE INVT INCOME | $678,000 | – | 41,800 | – | 0.12% | – |
| JLS | New | NUVEEN MTG OPPORTUNITY TERM | $622,000 | – | 27,400 | – | 0.11% | – |
| JMT | New | NUVEEN MTG OPPTY TERM FD 2 | $590,000 | – | 26,741 | – | 0.10% | – |
| BWG | New | LEGG MASON BW GLB INC OPP FD | $534,000 | – | 37,550 | – | 0.09% | – |
| TEI | New | TEMPLETON EMERG MKTS INCOME | $536,000 | – | 50,000 | – | 0.09% | – |
| AYR | New | AIRCASTLE LTD | $532,000 | – | 23,500 | – | 0.09% | – |
| EFR | New | EATON VANCE SR FLTNG RTE TR | $523,000 | – | 38,000 | – | 0.09% | – |
| IP | New | INTL PAPER CO | $523,000 | – | 11,000 | – | 0.09% | – |
| FAM | New | FIRST TR ABERDEEN GLBL OPP F | $502,000 | – | 46,000 | – | 0.09% | – |
| AGN | New | ALLERGAN PLC | $495,000 | – | 1,632 | – | 0.09% | – |
| VGK | New | VANGUARD INTL EQUITY INDEX Fftse europe etf | $489,000 | – | 9,050 | – | 0.09% | – |
| NRF | New | NORTHSTAR RLTY FIN CORP | $477,000 | – | 30,000 | – | 0.08% | – |
| CLC | New | CLARCOR INC | $448,000 | – | 7,200 | – | 0.08% | – |
| HFC | New | HOLLYFRONTIER CORP | $427,000 | – | 10,000 | – | 0.08% | – |
| PGTI | New | PGT INC | $414,000 | – | 28,500 | – | 0.07% | – |
| ABR | New | ARBOR RLTY TR INC | $406,000 | – | 60,000 | – | 0.07% | – |
| FRA | New | BLACKROCK FLOAT RATE OME STR | $406,000 | – | 30,000 | – | 0.07% | – |
| DMO | New | WESTERN ASSET MTG DEF OPPTY | $405,000 | – | 16,900 | – | 0.07% | – |
| CNC | New | CENTENE CORP DEL | $402,000 | – | 5,000 | – | 0.07% | – |
| LKQ | New | LKQ CORP | $396,000 | – | 13,100 | – | 0.07% | – |
| DBAW | New | DBX EFT TRex us hdg eqty | $380,000 | – | 15,000 | – | 0.07% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $375,000 | – | 7,400 | – | 0.07% | – |
| MIDD | New | MIDDLEBY CORP | $370,000 | – | 3,300 | – | 0.06% | – |
| ELLI | New | ELLIE MAE INC | $370,000 | – | 5,300 | – | 0.06% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $369,000 | – | 5,600 | – | 0.06% | – |
| EXAS | New | EXACT SCIENCES CORP | $366,000 | – | 12,300 | – | 0.06% | – |
| STRZA | New | STARZ | $358,000 | – | 8,000 | – | 0.06% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $357,000 | – | 700 | – | 0.06% | – |
| TSCO | New | TRACTOR SUPPLY CO | $360,000 | – | 4,000 | – | 0.06% | – |
| NKE | New | NIKE INCcl b | $356,000 | – | 3,300 | – | 0.06% | – |
| WOOF | New | VCA INC | $354,000 | – | 6,500 | – | 0.06% | – |
| HF | New | HFF INCcl a | $346,000 | – | 8,300 | – | 0.06% | – |
| JCOM | New | J2 GLOBAL INC | $346,000 | – | 5,100 | – | 0.06% | – |
| ACN | New | ACCENTURE PLC IRELAND | $348,000 | – | 3,600 | – | 0.06% | – |
| ICLR | New | ICON PLC | $350,000 | – | 5,200 | – | 0.06% | – |
| OCR | New | OMNICARE INC | $349,000 | – | 3,700 | – | 0.06% | – |
| AET | New | AETNA INC NEW | $344,000 | – | 2,700 | – | 0.06% | – |
| ST | New | SENSATA TECHNOLOGIES HLDG NV | $343,000 | – | 6,500 | – | 0.06% | – |
| SBUX | New | STARBUCKS CORP | $343,000 | – | 6,400 | – | 0.06% | – |
| WAB | New | WABTEC CORP | $339,000 | – | 3,600 | – | 0.06% | – |
| AON | New | AON PLC | $339,000 | – | 3,400 | – | 0.06% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $339,000 | – | 1,500 | – | 0.06% | – |
| LEA | New | LEAR CORP | $337,000 | – | 3,000 | – | 0.06% | – |
| FBR | New | FIBRIA CELULOSE S A | $333,000 | – | 24,500 | – | 0.06% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $333,000 | – | 1,500 | – | 0.06% | – |
| CRTO | New | CRITEO S Aspons ads | $334,000 | – | 7,000 | – | 0.06% | – |
| THRM | New | GENTHERM INC | $329,000 | – | 6,000 | – | 0.06% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $329,000 | – | 14,500 | – | 0.06% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $324,000 | – | 3,300 | – | 0.06% | – |
| AGX | New | ARGAN INC | $327,000 | – | 8,100 | – | 0.06% | – |
| A309PS | New | DIRECTV | $325,000 | – | 3,500 | – | 0.06% | – |
| FDS | New | FACTSET RESH SYS INC | $325,000 | – | 2,000 | – | 0.06% | – |
| SCHE | New | SCHWAB STRATEGIC TRemrg mkteq etf | $327,000 | – | 13,300 | – | 0.06% | – |
| BRKR | New | BRUKER CORP | $327,000 | – | 16,000 | – | 0.06% | – |
| VRP | New | POWERSHARES ETF TR IIvar rate pfd por | $328,000 | – | 13,300 | – | 0.06% | – |
| MYL | New | MYLAN INC | $326,000 | – | 4,800 | – | 0.06% | – |
| LCI | New | LANNET INC | $321,000 | – | 5,400 | – | 0.06% | – |
| FTNT | New | FORTINET INC | $318,000 | – | 7,700 | – | 0.06% | – |
| ECOL | New | US ECOLOGY INC | $317,000 | – | 6,500 | – | 0.06% | – |
| MKL | New | MARKEL CORP | $320,000 | – | 400 | – | 0.06% | – |
| MATW | New | MATTHEWS INTL CORPcl a | $319,000 | – | 6,000 | – | 0.06% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $320,000 | – | 3,600 | – | 0.06% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $318,000 | – | 9,750 | – | 0.06% | – |
| LTRPA | New | LIBERTY TRIPADVISOR HLDGS INcl a | $322,000 | – | 10,000 | – | 0.06% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $321,000 | – | 6,700 | – | 0.06% | – |
| MLI | New | MUELLER INDS INC | $319,000 | – | 9,200 | – | 0.06% | – |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $322,000 | – | 9,300 | – | 0.06% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $317,000 | – | 3,000 | – | 0.06% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $317,000 | – | 11,500 | – | 0.06% | – |
| COL | New | ROCKWELL COLLINS INC | $314,000 | – | 3,400 | – | 0.06% | – |
| PBH | New | PRESTIGE BRANDS HLDGS INC | $314,000 | – | 6,800 | – | 0.06% | – |
| DPLO | New | DIPLOMAT PHARMACY INC | $313,000 | – | 7,000 | – | 0.06% | – |
| FLTX | New | FLEETMATICS GROUP PLC | $314,000 | – | 6,700 | – | 0.06% | – |
| AAPL | New | APPLE INC | $314,000 | – | 2,500 | – | 0.06% | – |
| CHE | New | CHEMED CORP NEW | $315,000 | – | 2,400 | – | 0.06% | – |
| MMSI | New | MERIT MED SYS INC | $312,000 | – | 14,500 | – | 0.06% | – |
| WETF | New | WISDOMTREE INVTS INC | $314,000 | – | 14,300 | – | 0.06% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $312,000 | – | 3,000 | – | 0.06% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $314,000 | – | 9,000 | – | 0.06% | – |
| EWX | New | SPDR INDEX SHS FDSs&p emktsc etf | $315,000 | – | 7,000 | – | 0.06% | – |
| BNFT | New | BENEFITFOCUS INC | $307,000 | – | 7,000 | – | 0.05% | – |
| DNKN | New | DUNKIN BRANDS GROUP INC | $308,000 | – | 5,600 | – | 0.05% | – |
| PNR | New | PENTAIR PLC | $309,000 | – | 4,500 | – | 0.05% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $308,000 | – | 2,400 | – | 0.05% | – |
| FCO | New | ABERDEEN GLOBAL INCOME FD IN | $310,000 | – | 36,000 | – | 0.05% | – |
| ALLE | New | ALLEGION PUB LTD CO | $307,000 | – | 5,100 | – | 0.05% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $309,000 | – | 8,000 | – | 0.05% | – |
| COST | New | COSTCO WHSL CORP NEW | $311,000 | – | 2,300 | – | 0.05% | – |
| INTU | New | INTUIT | $302,000 | – | 3,000 | – | 0.05% | – |
| NX | New | QUANEX BUILDING PRODUCTS COR | $300,000 | – | 14,000 | – | 0.05% | – |
| JPM | New | JPMORGAN CHASE & CO | $305,000 | – | 4,500 | – | 0.05% | – |
| TTC | New | TORO CO | $305,000 | – | 4,500 | – | 0.05% | – |
| VOYA | New | VOYA FINL INC | $302,000 | – | 6,500 | – | 0.05% | – |
| ATHM | New | AUTOHOME INCsp adr rp cl a | $303,000 | – | 6,000 | – | 0.05% | – |
| WWD | New | WOODWARD INC | $302,000 | – | 5,500 | – | 0.05% | – |
| OUTR | New | OUTERWALL INC | $304,000 | – | 4,000 | – | 0.05% | – |
| LUK | New | LEUCADIA NATL CORP | $304,000 | – | 12,500 | – | 0.05% | – |
| HW | New | HEADWATERS INC | $301,000 | – | 16,500 | – | 0.05% | – |
| CDK | New | CDK GLOBAL INC | $297,000 | – | 5,500 | – | 0.05% | – |
| TD | New | TORONTO DOMINION BK ONT | $298,000 | – | 7,000 | – | 0.05% | – |
| FBHS | New | FORTUNE BRANDS HOME & SEC IN | $298,000 | – | 6,500 | – | 0.05% | – |
| HSNI | New | HSN INC | $295,000 | – | 4,200 | – | 0.05% | – |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $298,000 | – | 5,000 | – | 0.05% | – |
| EA | New | ELECTRONIC ARTS INC | $299,000 | – | 4,500 | – | 0.05% | – |
| CYBR | New | CYBERARK SOFTWARE LTD | $295,000 | – | 4,700 | – | 0.05% | – |
| PPG | New | PPG INDS INC | $298,000 | – | 2,600 | – | 0.05% | – |
| THG | New | HANOVER INS GROUP INC | $296,000 | – | 4,000 | – | 0.05% | – |
| IRDM | New | IRIDIUM COMMUNICATIONS INC | $291,000 | – | 32,000 | – | 0.05% | – |
| FM | New | ISHARESmsci frntr100etf | $293,000 | – | 10,000 | – | 0.05% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $292,000 | – | 1,000 | – | 0.05% | – |
| EXP | New | EAGLE MATERIALS INC | $290,000 | – | 3,800 | – | 0.05% | – |
| STE | New | STERIS CORP | $290,000 | – | 4,500 | – | 0.05% | – |
| SF | New | STIFEL FINL CORP | $289,000 | – | 5,000 | – | 0.05% | – |
| TW | New | TOWERS WATSON & COcl a | $289,000 | – | 2,300 | – | 0.05% | – |
| FMC | New | F M C CORP | $289,000 | – | 5,500 | – | 0.05% | – |
| UAM | New | UNIVERSAL AMERN CORP NEW | $293,000 | – | 29,000 | – | 0.05% | – |
| ULTA | New | ULTA SALON COSMETCS & FRAG I | $293,000 | – | 1,900 | – | 0.05% | – |
| HXL | New | HEXCEL CORP NEW | $293,000 | – | 5,900 | – | 0.05% | – |
| ALV | New | AUTOLIV INC | $292,000 | – | 2,500 | – | 0.05% | – |
| KMX | New | CARMAX INC | $291,000 | – | 4,400 | – | 0.05% | – |
| VEU | New | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $291,000 | – | 6,000 | – | 0.05% | – |
| New | CLAYMORE EXCHANGE TRD FD TRgug bul 2019 hy | $284,000 | – | 11,300 | – | 0.05% | – | |
| FB | New | FACEBOOK INCcl a | $283,000 | – | 3,300 | – | 0.05% | – |
| FMS | New | FRESENIUS MED CARE AG&CO KGAsponsored adr | $283,000 | – | 6,800 | – | 0.05% | – |
| EMN | New | EASTMAN CHEM CO | $286,000 | – | 3,500 | – | 0.05% | – |
| KLXI | New | KLX INC | $287,000 | – | 6,500 | – | 0.05% | – |
| LSTR | New | LANDSTAR SYS INC | $288,000 | – | 4,300 | – | 0.05% | – |
| CFX | New | COLFAX CORP | $286,000 | – | 6,200 | – | 0.05% | – |
| MDSO | New | MEDIDATA SOLUTIONS INC | $288,000 | – | 5,300 | – | 0.05% | – |
| BSJH | New | CLAYMORE EXCHANGE TRD FD TRgug blt2017 hy | $285,000 | – | 10,800 | – | 0.05% | – |
| NOAH | New | NOAH HLDGS LTDsponsored ads | $287,000 | – | 9,500 | – | 0.05% | – |
| BKLN | New | POWERSHARES ETF TRUST IIsenior ln port | $285,000 | – | 12,000 | – | 0.05% | – |
| PHB | New | POWERSHARES GLOBAL ETF TRUSTfdm hg yld rafi | $285,000 | – | 15,300 | – | 0.05% | – |
| JNK | New | SPDR SERIES TRUSTbrc hgh yld bd | $288,000 | – | 7,500 | – | 0.05% | – |
| SEE | New | SEALED AIR CORP NEW | $283,000 | – | 5,500 | – | 0.05% | – |
| WCN | New | WASTE CONNECTIONS INC | $283,000 | – | 6,000 | – | 0.05% | – |
| WBMD | New | WEBMD HEALTH CORP | $288,000 | – | 6,500 | – | 0.05% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $284,000 | – | 1,300 | – | 0.05% | – |
| AZO | New | AUTOZONE INC | $280,000 | – | 420 | – | 0.05% | – |
| SIRO | New | SIRONA DENTAL SYSTEMS INC | $281,000 | – | 2,800 | – | 0.05% | – |
| FSZ | New | FIRST TR EXCH TRD ALPHA FD Iswitzlnd alpha | $281,000 | – | 7,000 | – | 0.05% | – |
| BSJI | New | CLAYMORE EXCHANGE TRD FD TRgug blt2018 hy | $280,000 | – | 10,800 | – | 0.05% | – |
| GGAL | New | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $282,000 | – | 15,000 | – | 0.05% | – |
| HRS | New | HARRIS CORP DEL | $277,000 | – | 3,600 | – | 0.05% | – |
| YAO | New | CLAYMORE EXCHANGE-TRD FD TRgugg china allcp | $280,000 | – | 9,000 | – | 0.05% | – |
| PANW | New | PALO ALTO NETWORKS INC | $280,000 | – | 1,600 | – | 0.05% | – |
| PNRA | New | PANERA BREAD COcl a | $280,000 | – | 1,600 | – | 0.05% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $281,000 | – | 14,300 | – | 0.05% | – |
| FEP | New | FIRST TR EXCH TRD ALPHA FD Ieurope alpha | $279,000 | – | 9,000 | – | 0.05% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $281,000 | – | 3,500 | – | 0.05% | – |
| SCZ | New | ISHARESeafe sml cp etf | $281,000 | – | 5,500 | – | 0.05% | – |
| THOR | New | THORATEC CORP | $281,000 | – | 6,300 | – | 0.05% | – |
| THO | New | THOR INDS INC | $281,000 | – | 5,000 | – | 0.05% | – |
| BAX | New | BAXTER INTL INC | $280,000 | – | 4,000 | – | 0.05% | – |
| SHYG | New | ISHARES TR0-5yr hi yl cp | $282,000 | – | 5,800 | – | 0.05% | – |
| TV | New | GRUPO TELEVISA SAspon adr rep ord | $272,000 | – | 7,000 | – | 0.05% | – |
| DW | New | DREW INDS INC | $273,000 | – | 4,700 | – | 0.05% | – |
| NDSN | New | NORDSON CORP | $273,000 | – | 3,500 | – | 0.05% | – |
| MENT | New | MENTOR GRAPHICS CORP | $275,000 | – | 10,400 | – | 0.05% | – |
| CDW | New | CDW CORP | $274,000 | – | 8,000 | – | 0.05% | – |
| CF | New | CF INDS HLDGS INC | $273,000 | – | 4,250 | – | 0.05% | – |
| DLS | New | WISDOMTREE TRintl smcap div | $272,000 | – | 4,500 | – | 0.05% | – |
| HMC | New | HONDA MOTOR LTD | $272,000 | – | 8,400 | – | 0.05% | – |
| EGRW | New | ISHARESmsci emk grw etf | $273,000 | – | 5,000 | – | 0.05% | – |
| NVO | New | NOVO-NORDISK A Sadr | $274,000 | – | 5,000 | – | 0.05% | – |
| DOX | New | AMDOCS LTDord | $273,000 | – | 5,000 | – | 0.05% | – |
| MCO | New | MOODYS CORP | $270,000 | – | 2,500 | – | 0.05% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $267,000 | – | 6,500 | – | 0.05% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $271,000 | – | 3,000 | – | 0.05% | – |
| PTC | New | PTC INC | $267,000 | – | 6,500 | – | 0.05% | – |
| VVI | New | VIAD CORP | $271,000 | – | 10,000 | – | 0.05% | – |
| IAC | New | IAC INTERACTIVECORP | $271,000 | – | 3,400 | – | 0.05% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $267,000 | – | 5,000 | – | 0.05% | – |
| BSJK | New | CLAYMORE EXCHANGE TRD FD TRgug bul 2020 hy | $266,000 | – | 10,500 | – | 0.05% | – |
| DSW | New | DSW INCcl a | $267,000 | – | 8,000 | – | 0.05% | – |
| LBRDA | New | LIBERTY BROADBAND CORP | $270,000 | – | 5,300 | – | 0.05% | – |
| LBRDK | New | LIBERTY BROADBAND CORP | $271,000 | – | 5,300 | – | 0.05% | – |
| EEMV | New | ISHARESem mk minvol etf | $271,000 | – | 4,700 | – | 0.05% | – |
| NEU | New | NEWMARKET CORP | $266,000 | – | 600 | – | 0.05% | – |
| CHT | New | CHUNGHWA TELECOM CO LTDspon adr new11 | $271,000 | – | 8,500 | – | 0.05% | – |
| SCJ | New | ISHARESmsci japn smcetf | $266,000 | – | 4,500 | – | 0.05% | – |
| TAI | New | TRANSAMERICA INCOME SHS INC | $269,000 | – | 13,500 | – | 0.05% | – |
| CMP | New | COMPASS MINERALS INTL INC | $263,000 | – | 3,200 | – | 0.05% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $263,000 | – | 9,000 | – | 0.05% | – |
| DHR | New | DANAHER CORP DEL | $265,000 | – | 3,100 | – | 0.05% | – |
| IEMG | New | ISHARES INCcore msci emkt | $264,000 | – | 5,500 | – | 0.05% | – |
| OVTI | New | OMNIVISION TECHNOLOGIES INC | $262,000 | – | 10,000 | – | 0.05% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $264,000 | – | 2,242 | – | 0.05% | – |
| EIS | New | ISHARESmsci isr cap etf | $262,000 | – | 5,100 | – | 0.05% | – |
| OMCL | New | OMNICELL INC | $264,000 | – | 7,000 | – | 0.05% | – |
| HON | New | HONEYWELL INTL INC | $265,000 | – | 2,600 | – | 0.05% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $255,000 | – | 3,000 | – | 0.04% | – |
| MINI | New | MOBILE MINI INC | $256,000 | – | 6,100 | – | 0.04% | – |
| ENL | New | REED ELSEVIER N Vspons adr new | $258,000 | – | 5,500 | – | 0.04% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $256,000 | – | 2,700 | – | 0.04% | – |
| LFUS | New | LITTELFUSE INC | $256,000 | – | 2,700 | – | 0.04% | – |
| LMCA | New | LIBERTY MEDIA CORP DELAWAREcl a | $259,000 | – | 7,200 | – | 0.04% | – |
| VSS | New | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $255,000 | – | 2,500 | – | 0.04% | – |
| IEX | New | IDEX CORP | $259,000 | – | 3,300 | – | 0.04% | – |
| ALKS | New | ALKERMES PLC | $257,000 | – | 4,000 | – | 0.04% | – |
| G | New | GENPACT LIMITED | $256,000 | – | 12,000 | – | 0.04% | – |
| AWHHF | New | ALLIED WRLD ASSUR COM HLDG A | $259,000 | – | 6,000 | – | 0.04% | – |
| BCRHF | New | BLUE CAP REINS HLDGS LTD | $252,000 | – | 14,009 | – | 0.04% | – |
| EXAM | New | EXAMWORKS GROUP INC | $254,000 | – | 6,500 | – | 0.04% | – |
| GIS | New | GENERAL MLS INC | $251,000 | – | 4,500 | – | 0.04% | – |
| TRIP | New | TRIPADVISOR INC | $253,000 | – | 2,900 | – | 0.04% | – |
| LRCX | New | LAM RESEARCH CORP | $252,000 | – | 3,100 | – | 0.04% | – |
| TOK | New | ISHARESmsci kokusai etf | $251,000 | – | 4,600 | – | 0.04% | – |
| CHRW | New | CH ROBINSON WORLDWIDE INC | $250,000 | – | 4,000 | – | 0.04% | – |
| CACI | New | CACI INTL INCcl a | $251,000 | – | 3,100 | – | 0.04% | – |
| MTB | New | M & T BK CORP | $250,000 | – | 2,000 | – | 0.04% | – |
| ACE | New | ACE LTD | $254,000 | – | 2,500 | – | 0.04% | – |
| CMCO | New | COLUMBUS MCKINNON CORP N Y | $250,000 | – | 10,000 | – | 0.04% | – |
| ORCL | New | ORACLE CORP | $250,000 | – | 6,200 | – | 0.04% | – |
| VPL | New | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $244,000 | – | 4,000 | – | 0.04% | – |
| ERIE | New | ERIE INDTY COcl a | $246,000 | – | 3,000 | – | 0.04% | – |
| CPRT | New | COPART INC | $248,000 | – | 7,000 | – | 0.04% | – |
| VNTV | New | VANTIV INCcl a | $248,000 | – | 6,500 | – | 0.04% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $247,000 | – | 3,000 | – | 0.04% | – |
| CELG | New | CELGENE CORP | $243,000 | – | 2,100 | – | 0.04% | – |
| NTES | New | NETEASE INCsponsored adr | $246,000 | – | 1,700 | – | 0.04% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $247,000 | – | 2,900 | – | 0.04% | – |
| SNP | New | CHINA PETE & CHEM CORP | $245,000 | – | 2,860 | – | 0.04% | – |
| DLR | New | DIGITAL RLTY TR INC | $247,000 | – | 3,700 | – | 0.04% | – |
| TRP | New | TRANSCANADA CORP | $244,000 | – | 6,000 | – | 0.04% | – |
| EFG | New | ISHARESeafe grwth etf | $245,000 | – | 3,500 | – | 0.04% | – |
| PIE | New | POWERSHARES ETF TRUST IIdwa emkt mom ptf | $239,000 | – | 13,200 | – | 0.04% | – |
| SAP | New | SAP AGspon adr | $239,000 | – | 3,400 | – | 0.04% | – |
| IPGP | New | IPG PHOTONICS CORP | $238,000 | – | 2,800 | – | 0.04% | – |
| LOW | New | LOWES COS INC | $241,000 | – | 3,600 | – | 0.04% | – |
| STFC | New | STATE AUTO FINL CORP | $240,000 | – | 10,000 | – | 0.04% | – |
| BLK | New | BLACKROCK INC | $242,000 | – | 700 | – | 0.04% | – |
| CMG | New | CHIPOTLE MEXICAN GRILL INC | $242,000 | – | 400 | – | 0.04% | – |
| RAI | New | REYNOLDS AMERICAN INC | $239,000 | – | 3,200 | – | 0.04% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $241,000 | – | 2,700 | – | 0.04% | – |
| CATM | New | CARDTRONICS INC | $241,000 | – | 6,500 | – | 0.04% | – |
| ALR | New | ALERE INC | $237,000 | – | 4,500 | – | 0.04% | – |
| TM | New | TOYOTA MOTOR CORP | $241,000 | – | 1,800 | – | 0.04% | – |
| CP | New | CANADIAN PAC RY LTD | $240,000 | – | 1,500 | – | 0.04% | – |
| PX | New | PRAXAIR INC | $239,000 | – | 2,000 | – | 0.04% | – |
| MCD | New | MCDONALDS CORP | $238,000 | – | 2,500 | – | 0.04% | – |
| SSD | New | SIMPSON MANUFACTURING CO INC | $241,000 | – | 7,100 | – | 0.04% | – |
| MTX | New | MINERALS TECHNOLOGIES INC | $238,000 | – | 3,500 | – | 0.04% | – |
| MDCA | New | MDC PARTNERS INCcla sub vtg | $242,000 | – | 12,300 | – | 0.04% | – |
| DFE | New | WISDOMTREE TRUSTeurope smcp dv | $240,000 | – | 4,200 | – | 0.04% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $232,000 | – | 19,400 | – | 0.04% | – |
| PHH | New | PHH CORP | $234,000 | – | 9,000 | – | 0.04% | – |
| TROW | New | PRICE T ROWE GROUP INC | $233,000 | – | 3,000 | – | 0.04% | – |
| FCAN | New | FIRST TR EXCH TRD ALPHA FD Icanada alpha | $236,000 | – | 8,000 | – | 0.04% | – |
| OLN | New | OLIN CORP | $234,000 | – | 8,700 | – | 0.04% | – |
| BBT | New | BB&T CORP | $234,000 | – | 5,800 | – | 0.04% | – |
| BNS | New | BANK N S HALIFAX | $232,000 | – | 4,500 | – | 0.04% | – |
| DCMYY | New | NTT DOCOMO INCspons adr | $230,000 | – | 12,000 | – | 0.04% | – |
| SNCR | New | SYNCHRONOSS TECHNOLOGIES INC | $229,000 | – | 5,000 | – | 0.04% | – |
| FEZ | New | SPDR INDEX SHS FDSeuro stoxx 50 | $230,000 | – | 6,150 | – | 0.04% | – |
| STLD | New | STEEL DYNAMICS INC | $230,000 | – | 11,100 | – | 0.04% | – |
| DWM | New | WISDOMTREE TRdefa fd | $230,000 | – | 4,500 | – | 0.04% | – |
| IR | New | INGERSOLL-RAND PLC | $229,000 | – | 3,400 | – | 0.04% | – |
| EPP | New | ISHARESmsci pac jp etf | $226,000 | – | 5,200 | – | 0.04% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $229,000 | – | 1,300 | – | 0.04% | – |
| IDV | New | ISHARESintl sel div etf | $226,000 | – | 7,000 | – | 0.04% | – |
| PRE | New | PARTNERRE LTD | $231,000 | – | 1,800 | – | 0.04% | – |
| TRS | New | TRIMAS CORP | $228,000 | – | 7,700 | – | 0.04% | – |
| PWR | New | QUANTA SVCS INC | $231,000 | – | 8,000 | – | 0.04% | – |
| SAFT | New | SAFETY INS GROUP INC | $231,000 | – | 4,000 | – | 0.04% | – |
| PCP | New | PRECISION CASTPARTS CORP | $230,000 | – | 1,150 | – | 0.04% | – |
| MN | New | MANNING & NAPIER INCcl a | $229,000 | – | 23,000 | – | 0.04% | – |
| ADRU | New | BLDRS INDEX FDS TReur 100 adr | $230,000 | – | 10,000 | – | 0.04% | – |
| E | New | ENI S P Asponsored adr | $231,000 | – | 6,500 | – | 0.04% | – |
| THD | New | ISHARESmsci thi cap etf | $223,000 | – | 3,000 | – | 0.04% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $222,000 | – | 8,000 | – | 0.04% | – |
| PFPT | New | PROOFPOINT INC | $223,000 | – | 3,500 | – | 0.04% | – |
| VWO | New | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $225,000 | – | 5,500 | – | 0.04% | – |
| PID | New | POWERSHARES ETF TRUSTintl div achv | $221,000 | – | 12,950 | – | 0.04% | – |
| INFY | New | INFOSYS LTDsponsored adr | $222,000 | – | 14,000 | – | 0.04% | – |
| MO | New | ALTRIA GROUP INC | $220,000 | – | 4,500 | – | 0.04% | – |
| DOO | New | WISDOMTREE TRintl div ex finl | $223,000 | – | 5,250 | – | 0.04% | – |
| DDC | New | DOMINION DIAMOND CORP | $224,000 | – | 16,000 | – | 0.04% | – |
| BIDU | New | BAIDU INCspon adr rep a | $219,000 | – | 1,100 | – | 0.04% | – |
| PAI | New | WESTERN ASSET INCOME FD | $216,000 | – | 16,500 | – | 0.04% | – |
| WNC | New | WABASH NATL CORP | $217,000 | – | 17,300 | – | 0.04% | – |
| HME | New | HOME PROPERTIES INC | $219,000 | – | 3,000 | – | 0.04% | – |
| CNI | New | CANADIAN NATL RY CO | $219,000 | – | 3,800 | – | 0.04% | – |
| KNL | New | KNOLL INC | $215,000 | – | 8,600 | – | 0.04% | – |
| ING | New | ING GROEP N Vsponsored adr | $216,000 | – | 13,000 | – | 0.04% | – |
| WNS | New | WNS HOLDINGS LTDspon adr | $211,000 | – | 7,900 | – | 0.04% | – |
| DEO | New | DIAGEO P L Cspon adr new | $209,000 | – | 1,800 | – | 0.04% | – |
| EBAY | New | EBAY INC | $211,000 | – | 3,500 | – | 0.04% | – |
| FUL | New | FULLER H B CO | $211,000 | – | 5,200 | – | 0.04% | – |
| GD | New | GENERAL DYNAMICS CORP | $213,000 | – | 1,500 | – | 0.04% | – |
| DVYA | New | ISHARESasia/pac div etf | $210,000 | – | 4,500 | – | 0.04% | – |
| PPR | New | VOYA PRIME RATE TRsh ben int | $210,000 | – | 40,000 | – | 0.04% | – |
| CMS | New | CMS ENERGY CORP | $207,000 | – | 6,500 | – | 0.04% | – |
| PSX | New | PHILLIPS 66 | $205,000 | – | 2,550 | – | 0.04% | – |
| DVYE | New | ISHARESem mkts div etf | $207,000 | – | 5,000 | – | 0.04% | – |
| GRFS | New | GRIFOLS S Aspadrrepbnvt | $204,000 | – | 6,600 | – | 0.04% | – |
| JQC | New | NUVEEN CR STRATEGIES INCM FD | $207,000 | – | 24,000 | – | 0.04% | – |
| GEO | New | GEO GROUP INC | $205,000 | – | 6,000 | – | 0.04% | – |
| CAT | New | CATERPILLAR INC DEL | $204,000 | – | 2,400 | – | 0.04% | – |
| BGT | New | BLACKROCK FLOATING RATE INCO | $208,000 | – | 16,000 | – | 0.04% | – |
| CAB | New | CABELAS INC | $200,000 | – | 4,000 | – | 0.04% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $200,000 | – | 3,000 | – | 0.04% | – |
| MA | New | MASTERCARD INCcl a | $201,000 | – | 2,150 | – | 0.04% | – |
| WWE | New | WORLD WRESTLING ENTMT INCcl a | $198,000 | – | 12,000 | – | 0.04% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $200,000 | – | 4,000 | – | 0.04% | – |
| BOFI | New | BOFI HLDG INC | $201,000 | – | 1,900 | – | 0.04% | – |
| MSD | New | MORGAN STANLEY EMER MKTS DEB | $198,000 | – | 22,000 | – | 0.04% | – |
| MIC | New | MACQUARIE INFRASTR CO LLCmembership int | $165,000 | – | 2,000 | – | 0.03% | – |
| ACAS | New | AMERICAN CAP LTD | $168,000 | – | 12,400 | – | 0.03% | – |
| IBN | New | ICICI BK LTDadr | $167,000 | – | 16,000 | – | 0.03% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWspon adr ord | $163,000 | – | 12,800 | – | 0.03% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $159,000 | – | 22,000 | – | 0.03% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $160,000 | – | 11,000 | – | 0.03% | – |
| TEF | New | TELEFONICA S Asponsored adr | $161,000 | – | 11,314 | – | 0.03% | – |
| AEG | New | AEGON N Vny registry sh | $151,000 | – | 20,426 | – | 0.03% | – |
| INN | New | SUMMIT HOTEL PPTYS | $150,000 | – | 11,500 | – | 0.03% | – |
| MHGVY | New | MARINE HARVEST ASAsponsored adr | $143,000 | – | 12,500 | – | 0.02% | – |
| TKC | New | TURKCELL ILETISIM HIZMETLERIspon adr new | $138,000 | – | 12,000 | – | 0.02% | – |
| SAN | New | BANCO SANTANDER SAadr | $139,000 | – | 19,876 | – | 0.02% | – |
| CLMS | New | CALAMOS ASSET MGMT INCcl a | $129,000 | – | 10,500 | – | 0.02% | – |
| EWS | New | ISHARESmsci singap etf | $126,000 | – | 10,000 | – | 0.02% | – |
| SRC | New | SPIRIT RLTY CAP INC | $126,000 | – | 13,000 | – | 0.02% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $114,000 | – | 10,000 | – | 0.02% | – |
| ABEV | New | AMBEV SAsponsored adr | $95,000 | – | 15,500 | – | 0.02% | – |
| CNHI | New | CNH INDL N V | $99,000 | – | 10,718 | – | 0.02% | – |
| PIM | New | PUTNAM MASTER INTER INCOME Tsh ben int | $50,000 | – | 10,500 | – | 0.01% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SALT | Exit | SCORPIO BULKERS INC | $0 | – | -14,000 | – | -0.02% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -10,718 | – | -0.02% | – |
| GPT | Exit | GRAMERCY PPTY TR INC | $0 | – | -16,000 | – | -0.02% | – |
| EGHT | Exit | 8 X 8 INC | $0 | – | -15,000 | – | -0.02% | – |
| ORN | Exit | ORION MARINE GROUP INC | $0 | – | -10,400 | – | -0.02% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -15,500 | – | -0.02% | – |
| WAG | Exit | WALGREEN CO | $0 | – | -1,800 | – | -0.02% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -22,000 | – | -0.02% | – |
| OFS | Exit | OFS CAP CORP | $0 | – | -10,800 | – | -0.02% | – |
| NMM | Exit | NAVIOS MARITIME PARTNERS L Punit lpi | $0 | – | -7,600 | – | -0.03% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -10,000 | – | -0.03% | – |
| CLMS | Exit | CALAMOS ASSET MGMT INCcl a | $0 | – | -12,000 | – | -0.03% | – |
| ONB | Exit | OLD NATL BANCORP IND | $0 | – | -11,000 | – | -0.03% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NE | $0 | – | -10,000 | – | -0.03% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -16,028 | – | -0.03% | – |
| MFIN | Exit | MEDALLION FINL CORP | $0 | – | -13,000 | – | -0.03% | – |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -11,000 | – | -0.03% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -12,000 | – | -0.03% | – |
| TEF | Exit | TELEFONICA S Asponsored adr | $0 | – | -11,000 | – | -0.03% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -20,426 | – | -0.03% | – |
| CMO | Exit | CAPSTEAD MTG CORP | $0 | – | -14,000 | – | -0.03% | – |
| AA | Exit | ALCOA INC | $0 | – | -11,000 | – | -0.03% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -22,000 | – | -0.04% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -13,000 | – | -0.04% | – |
| MYE | Exit | MYERS INDS INC | $0 | – | -10,700 | – | -0.04% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -13,000 | – | -0.04% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -2,900 | – | -0.04% | – |
| ENOC | Exit | ENERNOC INC | $0 | – | -11,500 | – | -0.04% | – |
| WEN | Exit | WENDYS CO | $0 | – | -23,500 | – | -0.04% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -10,800 | – | -0.04% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -2,242 | – | -0.04% | – |
| DCMYY | Exit | NTT DOCOMO INCspons adr | $0 | – | -12,000 | – | -0.04% | – |
| EXC | Exit | EXELON CORP | $0 | – | -5,900 | – | -0.04% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -3,200 | – | -0.04% | – |
| PHH | Exit | PHH CORP | $0 | – | -9,000 | – | -0.04% | – |
| CLNY | Exit | COLONY FINL INC | $0 | – | -9,000 | – | -0.04% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -4,300 | – | -0.04% | – |
| NCI | Exit | NAVIGANT CONSULTING INC | $0 | – | -14,500 | – | -0.04% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -7,500 | – | -0.04% | – |
| WFT | Exit | WEATHERFORD INTERNATIONAL LT | $0 | – | -9,800 | – | -0.04% | – |
| KMX | Exit | CARMAX INC | $0 | – | -4,400 | – | -0.04% | – |
| SLH | Exit | SOLERA HOLDINGS INC | $0 | – | -3,600 | – | -0.04% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -11,000 | – | -0.04% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -2,200 | – | -0.04% | – |
| FUL | Exit | FULLER H B CO | $0 | – | -5,200 | – | -0.04% | – |
| ALR | Exit | ALERE INC | $0 | – | -5,300 | – | -0.04% | – |
| Z | Exit | ZILLOW INCcl a | $0 | – | -1,800 | – | -0.04% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -5,000 | – | -0.04% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -2,550 | – | -0.04% | – |
| SPH | Exit | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $0 | – | -4,700 | – | -0.04% | – |
| GWR | Exit | GENESEE & WYO INCcl a | $0 | – | -2,200 | – | -0.04% | – |
| VVI | Exit | VIAD CORP | $0 | – | -10,000 | – | -0.04% | – |
| SSD | Exit | SIMPSON MANUFACTURING CO INC | $0 | – | -7,100 | – | -0.04% | – |
| NXST | Exit | NEXSTAR BROADCASTING GROUP Icl a | $0 | – | -5,100 | – | -0.04% | – |
| CR | Exit | CRANE CO | $0 | – | -3,300 | – | -0.04% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP IN | $0 | – | -4,000 | – | -0.04% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -3,400 | – | -0.04% | – |
| MENT | Exit | MENTOR GRAPHICS CORP | $0 | – | -10,400 | – | -0.04% | – |
| UFPI | Exit | UNIVERSAL FST PRODS INC | $0 | – | -5,000 | – | -0.04% | – |
| AME | Exit | AMETEK INC NEW | $0 | – | -4,300 | – | -0.04% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -2,700 | – | -0.04% | – |
| SIRO | Exit | SIRONA DENTAL SYSTEMS INC | $0 | – | -2,800 | – | -0.04% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -6,500 | – | -0.04% | – |
| MINI | Exit | MOBILE MINI INC | $0 | – | -6,100 | – | -0.04% | – |
| TUR | Exit | ISHARESmsci turkey etf | $0 | – | -4,500 | – | -0.04% | – |
| AWHHF | Exit | ALLIED WRLD ASSUR COM HLDG A | $0 | – | -6,000 | – | -0.04% | – |
| OLN | Exit | OLIN CORP | $0 | – | -8,700 | – | -0.04% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -5,900 | – | -0.04% | – |
| CPRT | Exit | COPART INC | $0 | – | -7,000 | – | -0.04% | – |
| CACI | Exit | CACI INTL INCcl a | $0 | – | -3,100 | – | -0.04% | – |
| DOV | Exit | DOVER CORP | $0 | – | -2,700 | – | -0.04% | – |
| MYL | Exit | MYLAN INC | $0 | – | -4,800 | – | -0.04% | – |
| CMCO | Exit | COLUMBUS MCKINNON CORP N Y | $0 | – | -10,000 | – | -0.04% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -1,700 | – | -0.04% | – |
| HCSG | Exit | HEALTHCARE SVCS GRP INC | $0 | – | -7,700 | – | -0.04% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -3,400 | – | -0.04% | – |
| ICON | Exit | ICONIX BRAND GROUP INC | $0 | – | -6,100 | – | -0.04% | – |
| CIR | Exit | CIRCOR INTL INC | $0 | – | -3,300 | – | -0.04% | – |
| HMSY | Exit | HMS HLDGS CORP | $0 | – | -11,900 | – | -0.04% | – |
| DVYE | Exit | ISHARESem mkts div etf | $0 | – | -5,000 | – | -0.04% | – |
| ENV | Exit | ENVESTNET INC | $0 | – | -5,000 | – | -0.04% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -4,100 | – | -0.04% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -7,500 | – | -0.04% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -1,500 | – | -0.04% | – |
| OUTR | Exit | OUTERWALL INC | $0 | – | -4,000 | – | -0.04% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -600 | – | -0.04% | – |
| TESO | Exit | TESCO CORP | $0 | – | -11,500 | – | -0.04% | – |
| DTLK | Exit | DATALINK CORP | $0 | – | -21,500 | – | -0.04% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -3,700 | – | -0.04% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -5,500 | – | -0.04% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -8,000 | – | -0.04% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -17,300 | – | -0.04% | – |
| EZA | Exit | ISHARESmsci sth afr etf | $0 | – | -3,600 | – | -0.04% | – |
| LFUS | Exit | LITTELFUSE INC | $0 | – | -2,700 | – | -0.04% | – |
| TW | Exit | TOWERS WATSON & COcl a | $0 | – | -2,300 | – | -0.04% | – |
| EWT | Exit | ISHARESmsci taiwan etf | $0 | – | -15,000 | – | -0.04% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -3,200 | – | -0.04% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -2,500 | – | -0.04% | – |
| CATM | Exit | CARDTRONICS INC | $0 | – | -6,500 | – | -0.04% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -3,700 | – | -0.04% | – |
| EEM | Exit | ISHARESmsci emg mkt etf | $0 | – | -5,500 | – | -0.04% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -11,000 | – | -0.04% | – |
| LOPE | Exit | GRAND CANYON ED INC | $0 | – | -5,600 | – | -0.04% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -6,500 | – | -0.04% | – |
| VPL | Exit | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $0 | – | -4,000 | – | -0.04% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -19,400 | – | -0.04% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -6,200 | – | -0.04% | – |
| JMP | Exit | JMP GROUP INC | $0 | – | -37,000 | – | -0.04% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -5,900 | – | -0.04% | – |
| CFX | Exit | COLFAX CORP | $0 | – | -4,100 | – | -0.04% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -3,000 | – | -0.04% | – |
| GRFS | Exit | GRIFOLS S Aspadrrepbnvt | $0 | – | -6,600 | – | -0.04% | – |
| UAM | Exit | UNIVERSAL AMERN CORP NEW | $0 | – | -29,000 | – | -0.04% | – |
| SCHE | Exit | SCHWAB STRATEGIC TRemrg mkteq etf | $0 | – | -9,200 | – | -0.04% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -3,100 | – | -0.04% | – |
| LNN | Exit | LINDSAY CORP | $0 | – | -3,100 | – | -0.04% | – |
| MN | Exit | MANNING & NAPIER INCcl a | $0 | – | -14,000 | – | -0.04% | – |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -3,500 | – | -0.04% | – |
| HME | Exit | HOME PROPERTIES INC | $0 | – | -4,000 | – | -0.04% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -4,500 | – | -0.04% | – |
| OSUR | Exit | ORASURE TECHNOLOGIES INC | $0 | – | -32,500 | – | -0.04% | – |
| EWX | Exit | SPDR INDEX SHS FDSs&p emktsc etf | $0 | – | -4,900 | – | -0.04% | – |
| PCLN | Exit | PRICELINE GROUP INC | $0 | – | -200 | – | -0.04% | – |
| TV | Exit | GRUPO TELEVISA SAspon adr rep ord | $0 | – | -7,000 | – | -0.04% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -2,500 | – | -0.04% | – |
| RYAAY | Exit | RYANAIR HLDGS PLCsponsored adr | $0 | – | -4,200 | – | -0.04% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -5,000 | – | -0.04% | – |
| ADTN | Exit | ADTRAN INC | $0 | – | -11,500 | – | -0.04% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -5,000 | – | -0.04% | – |
| DVYA | Exit | ISHARESasia/pac div etf | $0 | – | -4,500 | – | -0.04% | – |
| YAO | Exit | CLAYMORE EXCHANGE-TRD FD TRgugg china allcp | $0 | – | -9,000 | – | -0.05% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -2,600 | – | -0.05% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -3,200 | – | -0.05% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L | $0 | – | -6,000 | – | -0.05% | – |
| HF | Exit | HFF INCcl a | $0 | – | -8,300 | – | -0.05% | – |
| PID | Exit | POWERSHARES ETF TRUSTintl div achv | $0 | – | -12,950 | – | -0.05% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -5,800 | – | -0.05% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -9,100 | – | -0.05% | – |
| ILF | Exit | ISHARESlatn amer 40 etf | $0 | – | -6,500 | – | -0.05% | – |
| EFG | Exit | ISHARESeafe grwth etf | $0 | – | -3,500 | – | -0.05% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -17,000 | – | -0.05% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -1,100 | – | -0.05% | – |
| ULTI | Exit | ULTIMATE SOFTWARE GROUP INC | $0 | – | -1,700 | – | -0.05% | – |
| IEX | Exit | IDEX CORP | $0 | – | -3,300 | – | -0.05% | – |
| CYNO | Exit | CYNOSURE INCcl a | $0 | – | -11,500 | – | -0.05% | – |
| NVO | Exit | NOVO-NORDISK A Sadr | $0 | – | -5,000 | – | -0.05% | – |
| NWBI | Exit | NORTHWEST BANCSHARES INC MD | $0 | – | -20,000 | – | -0.05% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -3,400 | – | -0.05% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -3,600 | – | -0.05% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -2,400 | – | -0.05% | – |
| PTC | Exit | PTC INC | $0 | – | -6,500 | – | -0.05% | – |
| CGNX | Exit | COGNEX CORP | $0 | – | -6,000 | – | -0.05% | – |
| TRW | Exit | TRW AUTOMOTIVE HLDGS CORP | $0 | – | -2,400 | – | -0.05% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -14,300 | – | -0.05% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -4,000 | – | -0.05% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -2,000 | – | -0.05% | – |
| PIE | Exit | POWERSHARES ETF TRUST IIdwa emkt mom ptf | $0 | – | -13,200 | – | -0.05% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -1,900 | – | -0.05% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -5,100 | – | -0.05% | – |
| STO | Exit | STATOIL ASAspons adr | $0 | – | -9,000 | – | -0.05% | – |
| NILE | Exit | BLUE NILE INC | $0 | – | -8,500 | – | -0.05% | – |
| SCJ | Exit | ISHARESmsci japn smcetf | $0 | – | -4,500 | – | -0.05% | – |
| BTTGY | Exit | BT GROUP PLCadr | $0 | – | -4,000 | – | -0.05% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -750 | – | -0.05% | – |
| SAP | Exit | SAP AGspon adr | $0 | – | -3,400 | – | -0.05% | – |
| FEZ | Exit | SPDR INDEX SHS FDSeuro stoxx 50 | $0 | – | -6,150 | – | -0.05% | – |
| DFE | Exit | WISDOMTREE TRUSTeurope smcp dv | $0 | – | -4,700 | – | -0.05% | – |
| EWM | Exit | ISHARESmsci malaysi etf | $0 | – | -16,000 | – | -0.05% | – |
| ROC | Exit | ROCKWOOD HLDGS INC | $0 | – | -3,200 | – | -0.05% | – |
| CVA | Exit | COVANTA HLDG CORP | $0 | – | -11,600 | – | -0.05% | – |
| SXT | Exit | SENSIENT TECHNOLOGIES CORP | $0 | – | -4,700 | – | -0.05% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -4,000 | – | -0.05% | – |
| ADRU | Exit | BLDRS INDEX FDS TReur 100 adr | $0 | – | -10,000 | – | -0.05% | – |
| DOO | Exit | WISDOMTREE TRintl div ex finl | $0 | – | -5,250 | – | -0.05% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -2,700 | – | -0.05% | – |
| ENL | Exit | REED ELSEVIER N Vspons adr new | $0 | – | -5,500 | – | -0.05% | – |
| TOK | Exit | ISHARESmsci kokusai etf | $0 | – | -4,600 | – | -0.05% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -5,100 | – | -0.05% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -6,900 | – | -0.05% | – |
| BEAV | Exit | BE AEROSPACE INC | $0 | – | -3,000 | – | -0.05% | – |
| CDW | Exit | CDW CORP | $0 | – | -8,000 | – | -0.05% | – |
| AAPL | Exit | APPLE INC | $0 | – | -2,500 | – | -0.05% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -11,100 | – | -0.05% | – |
| THD | Exit | ISHARESmsci thi cap etf | $0 | – | -3,000 | – | -0.05% | – |
| UMBF | Exit | UMB FINL CORP | $0 | – | -4,600 | – | -0.05% | – |
| INN | Exit | SUMMIT HOTEL PPTYS | $0 | – | -23,000 | – | -0.05% | – |
| IDV | Exit | ISHARESintl sel div etf | $0 | – | -7,000 | – | -0.05% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -1,000 | – | -0.05% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -9,300 | – | -0.05% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -3,000 | – | -0.05% | – |
| SNP | Exit | CHINA PETE & CHEM CORP | $0 | – | -2,860 | – | -0.05% | – |
| CAVM | Exit | CAVIUM INC | $0 | – | -5,000 | – | -0.05% | – |
| GLOG | Exit | GASLOG LTD | $0 | – | -11,600 | – | -0.05% | – |
| CHT | Exit | CHUNGHWA TELECOM CO LTDspon adr new11 | $0 | – | -8,500 | – | -0.05% | – |
| VSS | Exit | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $0 | – | -2,500 | – | -0.05% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -400 | – | -0.05% | – |
| VTI | Exit | VANGUARD INDEX FDStotal stk mkt | $0 | – | -2,500 | – | -0.05% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -4,000 | – | -0.05% | – |
| THOR | Exit | THORATEC CORP | $0 | – | -9,500 | – | -0.05% | – |
| WOOF | Exit | VCA INC | $0 | – | -6,500 | – | -0.05% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -1,300 | – | -0.05% | – |
| FM | Exit | ISHARESmsci frntr100etf | $0 | – | -6,700 | – | -0.05% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -6,000 | – | -0.05% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -15,500 | – | -0.05% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -6,500 | – | -0.05% | – |
| GLRE | Exit | GREENLIGHT CAPITAL RE LTDclass a | $0 | – | -7,900 | – | -0.05% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -3,300 | – | -0.05% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -3,600 | – | -0.05% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -3,300 | – | -0.05% | – |
| HSNI | Exit | HSN INC | $0 | – | -4,200 | – | -0.05% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -10,200 | – | -0.05% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -1,600 | – | -0.05% | – |
| SON | Exit | SONOCO PRODS CO | $0 | – | -6,600 | – | -0.05% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $0 | – | -18,500 | – | -0.05% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -7,500 | – | -0.05% | – |
| TNET | Exit | TRINET GROUP INC | $0 | – | -10,000 | – | -0.05% | – |
| ACE | Exit | ACE LTD | $0 | – | -2,500 | – | -0.05% | – |
| MDCA | Exit | MDC PARTNERS INCcla sub vtg | $0 | – | -13,700 | – | -0.05% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -1,000 | – | -0.05% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -3,450 | – | -0.05% | – |
| EIS | Exit | ISHARESmsci isr cap etf | $0 | – | -5,100 | – | -0.05% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -6,000 | – | -0.05% | – |
| THO | Exit | THOR INDS INC | $0 | – | -5,000 | – | -0.05% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -5,500 | – | -0.05% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -2,000 | – | -0.05% | – |
| TS | Exit | TENARIS S Asponsored adr | $0 | – | -5,700 | – | -0.05% | – |
| MLI | Exit | MUELLER INDS INC | $0 | – | -9,200 | – | -0.05% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -1,300 | – | -0.05% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -5,800 | – | -0.05% | – |
| VT | Exit | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $0 | – | -4,400 | – | -0.05% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -3,900 | – | -0.05% | – |
| NDSN | Exit | NORDSON CORP | $0 | – | -3,500 | – | -0.05% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -11,500 | – | -0.05% | – |
| CHRW | Exit | CH ROBINSON WORLDWIDE INC | $0 | – | -4,000 | – | -0.05% | – |
| SCZ | Exit | ISHARESeafe sml cp etf | $0 | – | -5,500 | – | -0.05% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -2,900 | – | -0.05% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -4,600 | – | -0.05% | – |
| TTC | Exit | TORO CO | $0 | – | -4,500 | – | -0.05% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -3,400 | – | -0.05% | – |
| ERIE | Exit | ERIE INDTY COcl a | $0 | – | -3,500 | – | -0.05% | – |
| STFC | Exit | STATE AUTO FINL CORP | $0 | – | -13,000 | – | -0.05% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -10,000 | – | -0.05% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -1,150 | – | -0.05% | – |
| AGX | Exit | ARGAN INC | $0 | – | -8,100 | – | -0.05% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -6,000 | – | -0.05% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -7,700 | – | -0.05% | – |
| CNI | Exit | CANADIAN NATL RY CO | $0 | – | -3,800 | – | -0.05% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -3,600 | – | -0.05% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -2,400 | – | -0.05% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -3,200 | – | -0.05% | – |
| CPSI | Exit | COMPUTER PROGRAMS & SYS INC | $0 | – | -4,700 | – | -0.05% | – |
| SSL | Exit | SASOL LTDsponsored adr | $0 | – | -5,000 | – | -0.05% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -5,700 | – | -0.05% | – |
| IEMG | Exit | ISHARES INCcore msci emkt | $0 | – | -5,500 | – | -0.05% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -11,000 | – | -0.05% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -4,500 | – | -0.05% | – |
| EGRW | Exit | ISHARESmsci emk grw etf | $0 | – | -5,000 | – | -0.05% | – |
| ECH | Exit | ISHARESmsci ch cap etf | $0 | – | -6,500 | – | -0.05% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -14,000 | – | -0.05% | – |
| EEMV | Exit | ISHARESem mk minvol etf | $0 | – | -4,700 | – | -0.05% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -3,000 | – | -0.05% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -3,000 | – | -0.05% | – |
| HHY | Exit | BROOKFIELD HIGH INCOME FD IN | $0 | – | -29,877 | – | -0.05% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -3,000 | – | -0.05% | – |
| EWA | Exit | ISHARESmsci aust etf | $0 | – | -12,000 | – | -0.06% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -1,600 | – | -0.06% | – |
| CRTO | Exit | CRITEO S Aspons ads | $0 | – | -8,600 | – | -0.06% | – |
| ST | Exit | SENSATA TECHNOLOGIES HLDG NV | $0 | – | -6,500 | – | -0.06% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -3,000 | – | -0.06% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -4,200 | – | -0.06% | – |
| HAIN | Exit | HAIN CELESTIAL GROUP INC | $0 | – | -2,800 | – | -0.06% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -2,300 | – | -0.06% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -6,700 | – | -0.06% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -4,000 | – | -0.06% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -6,000 | – | -0.06% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -3,500 | – | -0.06% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -5,700 | – | -0.06% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -3,600 | – | -0.06% | – |
| MIDD | Exit | MIDDLEBY CORP | $0 | – | -3,300 | – | -0.06% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -3,600 | – | -0.06% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -3,300 | – | -0.06% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -7,000 | – | -0.06% | – |
| CVGW | Exit | CALAVO GROWERS INC | $0 | – | -6,500 | – | -0.06% | – |
| FHI | Exit | FEDERATED INVS INC PAcl b | $0 | – | -10,000 | – | -0.06% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -3,000 | – | -0.06% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -1,200 | – | -0.06% | – |
| EPP | Exit | ISHARESmsci pac jp etf | $0 | – | -6,500 | – | -0.06% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -8,300 | – | -0.06% | – |
| ICLR | Exit | ICON PLC | $0 | – | -5,200 | – | -0.06% | – |
| AON | Exit | AON PLC | $0 | – | -3,400 | – | -0.06% | – |
| ECOL | Exit | US ECOLOGY INC | $0 | – | -6,500 | – | -0.06% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -7,400 | – | -0.06% | – |
| OMCL | Exit | OMNICELL INC | $0 | – | -11,000 | – | -0.06% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -2,300 | – | -0.06% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -5,500 | – | -0.06% | – |
| LG | Exit | LACLEDE GROUP INC | $0 | – | -6,500 | – | -0.06% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -5,000 | – | -0.06% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -2,550 | – | -0.06% | – |
| A309PS | Exit | DIRECTV | $0 | – | -3,500 | – | -0.06% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -6,000 | – | -0.06% | – |
| EWS | Exit | ISHARESmsci singap etf | $0 | – | -23,000 | – | -0.06% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -600 | – | -0.06% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -6,000 | – | -0.06% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -5,500 | – | -0.06% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -4,300 | – | -0.06% | – |
| OXLC | Exit | OXFORD LANE CAP CORP | $0 | – | -20,000 | – | -0.06% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -2,500 | – | -0.06% | – |
| SLXP | Exit | SALIX PHARMACEUTICALS INC | $0 | – | -2,000 | – | -0.06% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -3,200 | – | -0.06% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -1,500 | – | -0.06% | – |
| HURC | Exit | HURCO COMPANIES INC | $0 | – | -8,500 | – | -0.06% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -6,000 | – | -0.06% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -20,000 | – | -0.06% | – |
| ULTA | Exit | ULTA SALON COSMETCS & FRAG I | $0 | – | -2,700 | – | -0.06% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -2,000 | – | -0.06% | – |
| TRK | Exit | SPEEDWAY MOTORSPORTS INC | $0 | – | -19,000 | – | -0.06% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -7,000 | – | -0.06% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -1,200 | – | -0.06% | – |
| TNH | Exit | TERRA NITROGEN CO L P | $0 | – | -2,300 | – | -0.06% | – |
| STRZA | Exit | STARZ | $0 | – | -10,200 | – | -0.06% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -4,100 | – | -0.06% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -7,000 | – | -0.07% | – |
| SNCR | Exit | SYNCHRONOSS TECHNOLOGIES INC | $0 | – | -7,600 | – | -0.07% | – |
| AMTG | Exit | APOLLO RESIDENTIAL MTG INC | $0 | – | -22,500 | – | -0.07% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -2,800 | – | -0.07% | – |
| MHY | Exit | WESTERN ASSET MGD HI INCM F | $0 | – | -63,700 | – | -0.07% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -8,000 | – | -0.07% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -3,200 | – | -0.07% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -9,500 | – | -0.07% | – |
| AVVIY | Exit | AVIVA PLCadr | $0 | – | -22,000 | – | -0.07% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -23,500 | – | -0.07% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -6,000 | – | -0.08% | – |
| MINC | Exit | ADVISORSHARES TRnewflt mulsinc | $0 | – | -8,000 | – | -0.08% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -3,600 | – | -0.08% | – |
| ABR | Exit | ARBOR RLTY TR INC | $0 | – | -60,000 | – | -0.08% | – |
| VIVO | Exit | MERIDIAN BIOSCIENCE INC | $0 | – | -24,000 | – | -0.08% | – |
| RSO | Exit | RESOURCE CAP CORP | $0 | – | -100,000 | – | -0.09% | – |
| VGK | Exit | VANGUARD INTL EQUITY INDEX Fftse europe etf | $0 | – | -9,050 | – | -0.10% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -20,300 | – | -0.10% | – |
| HYF | Exit | MANAGED HIGH YIELD PLUS FD I | $0 | – | -259,000 | – | -0.10% | – |
| JNK | Exit | SPDR SERIES TRUSTbrc hgh yld bd | $0 | – | -13,000 | – | -0.10% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -11,000 | – | -0.10% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -10,000 | – | -0.10% | – |
| OAKS | Exit | FIVE OAKS INVT CORP | $0 | – | -51,786 | – | -0.10% | – |
| GEO | Exit | GEO GROUP INC | $0 | – | -15,400 | – | -0.11% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -82,000 | – | -0.12% | – |
| Exit | INVESCO LTD | $0 | – | -16,000 | – | -0.12% | – | |
| THHY | Exit | MARKET VECTORS ETF TRhi yld trea bd | $0 | – | -27,000 | – | -0.13% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -9,500 | – | -0.14% | – |
| DX | Exit | DYNEX CAP INC | $0 | – | -90,000 | – | -0.14% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -14,000 | – | -0.14% | – |
| BBT | Exit | BB&T CORP | $0 | – | -20,000 | – | -0.14% | – |
| RASF | Exit | RAIT FINANCIAL TRUST | $0 | – | -110,000 | – | -0.16% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -58,500 | – | -0.16% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -17,874 | – | -0.17% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -19,300 | – | -0.17% | – |
| MAIN | Exit | MAIN STREET CAPITAL CORP | $0 | – | -30,000 | – | -0.18% | – |
| HYS | Exit | PIMCO ETF TR0-5 high yield | $0 | – | -9,000 | – | -0.18% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -22,000 | – | -0.18% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -61,000 | – | -0.19% | – |
| INTC | Exit | INTEL CORP | $0 | – | -28,400 | – | -0.19% | – |
| AJG | Exit | GALLAGHER ARTHUR J & CO | $0 | – | -22,500 | – | -0.20% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -21,500 | – | -0.20% | – |
| FULL | Exit | FULL CIRCLE CAP CORP | $0 | – | -161,144 | – | -0.20% | – |
| ABDC | Exit | ALCENTRA CAP CORP | $0 | – | -80,000 | – | -0.20% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -14,600 | – | -0.21% | – |
| DIN | Exit | DINEEQUITY INC | $0 | – | -13,800 | – | -0.22% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -13,700 | – | -0.22% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -24,200 | – | -0.22% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -38,500 | – | -0.22% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -30,000 | – | -0.22% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -30,000 | – | -0.22% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -46,000 | – | -0.23% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -20,000 | – | -0.23% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -16,800 | – | -0.23% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -27,900 | – | -0.24% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -37,600 | – | -0.24% | – |
| T | Exit | AT & T CORP | $0 | – | -35,500 | – | -0.24% | – |
| OLP | Exit | ONE LIBERTY PPTYS INC | $0 | – | -62,077 | – | -0.24% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -6,900 | – | -0.24% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -25,000 | – | -0.24% | – |
| NEWM | Exit | NEW MEDIA INVT GROUP INC | $0 | – | -80,000 | – | -0.26% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -28,500 | – | -0.26% | – |
| LO | Exit | LORILLARD INC | $0 | – | -22,600 | – | -0.26% | – |
| BCE | Exit | BCE INC | $0 | – | -32,000 | – | -0.26% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -12,700 | – | -0.26% | – |
| SRC | Exit | SPIRIT RLTY CAP INC | $0 | – | -133,143 | – | -0.28% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -7,800 | – | -0.28% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -16,500 | – | -0.28% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -28,000 | – | -0.28% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -30,000 | – | -0.29% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -108,200 | – | -0.30% | – |
| DOC | Exit | PHYSICIANS RLTY TR | $0 | – | -112,000 | – | -0.30% | – |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -59,000 | – | -0.30% | – |
| MET | Exit | METLIFE INC | $0 | – | -30,000 | – | -0.31% | – |
| SJNK | Exit | SPDR SER TRUSTcap s/t hi yld | $0 | – | -54,600 | – | -0.31% | – |
| VNRSQ | Exit | VANGUARD NATURAL RESOURCES L | $0 | – | -60,700 | – | -0.32% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -28,200 | – | -0.32% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -24,600 | – | -0.34% | – |
| SUNS | Exit | SOLAR SR CAP LTD | $0 | – | -118,350 | – | -0.35% | – |
| MHLD | Exit | MAIDEN HOLDINGS LTD | $0 | – | -167,800 | – | -0.36% | – |
| HTGC | Exit | HERCULES TECH GROWTH CAP INC | $0 | – | -130,000 | – | -0.36% | – |
| CME | Exit | CME GROUP INC | $0 | – | -23,600 | – | -0.36% | – |
| FAX | Exit | ABERDEEN ASIA PACIFIC INCOM | $0 | – | -323,000 | – | -0.37% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -43,900 | – | -0.39% | – |
| CMFN | Exit | CM FIN INC | $0 | – | -173,534 | – | -0.44% | – |
| HCAP | Exit | HARVEST CAP CR CORP | $0 | – | -181,000 | – | -0.46% | – |
| CHMI | Exit | CHERRY HILL MTG INVT CORP | $0 | – | -130,666 | – | -0.47% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -38,000 | – | -0.47% | – |
| IRT | Exit | INDEPENDENCE RLTY TR INC | $0 | – | -289,500 | – | -0.54% | – |
| FLY | Exit | FLY LEASING LTDsponsored adr | $0 | – | -227,700 | – | -0.56% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -190,000 | – | -0.57% | – |
| ATAX | Exit | AMERICA FIRST MULTIFAMILY INben unit ctf | $0 | – | -500,000 | – | -0.57% | – |
| STB | Exit | STUDENT TRANSN INC | $0 | – | -480,000 | – | -0.58% | – |
| PFLT | Exit | PENNANTPARK FLOATING RATE CA | $0 | – | -256,058 | – | -0.68% | – |
| NSAM | Exit | NORTHSTAR ASSET MGMT GROUP I | $0 | – | -200,000 | – | -0.71% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -97,000 | – | -0.71% | – |
| ACSF | Exit | AMERICAN CAP SR FLOATING LTD | $0 | – | -300,000 | – | -0.75% | – |
| FSFR | Exit | FIFTH STR SR FLOATING RATE CO | $0 | – | -330,000 | – | -0.75% | – |
| KCAP | Exit | KCAP FINL INC | $0 | – | -473,000 | – | -0.75% | – |
| TICC | Exit | TICC CAPITAL CORP | $0 | – | -450,000 | – | -0.76% | – |
| MRCC | Exit | MONROE CAP CORP | $0 | – | -298,000 | – | -0.77% | – |
| SFL | Exit | SHIP FINANCE INTERNATIONAL L | $0 | – | -240,000 | – | -0.78% | – |
| SCM | Exit | STELLUS CAP INVT CORP | $0 | – | -314,700 | – | -0.84% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -165,000 | – | -0.86% | – |
| FSK | Exit | FS INVT CORP | $0 | – | -420,000 | – | -0.87% | – |
| TCAP | Exit | TRIANGLE CAP CORP | $0 | – | -185,000 | – | -0.90% | – |
| RESI | Exit | ALTISOURCE RESIDENTIAL CORPcl b | $0 | – | -210,000 | – | -0.97% | – |
| GBDC | Exit | GOLUB CAP BDC INC | $0 | – | -335,000 | – | -1.02% | – |
| Exit | GARRISON CAP INC | $0 | – | -377,925 | – | -1.05% | – | |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -595,000 | – | -1.24% | – |
| NMFC | Exit | NEW MTN FIN CORP | $0 | – | -475,000 | – | -1.34% | – |
| WHF | Exit | WHITEHORSE FIN INC | $0 | – | -529,799 | – | -1.35% | – |
| MITT | Exit | AG MTG INVT TR INC | $0 | – | -400,000 | – | -1.37% | – |
| ZFC | Exit | ZAIS FINL CORP | $0 | – | -420,000 | – | -1.39% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -825,000 | – | -1.53% | – |
| MCC | Exit | MEDLEY CAP CORP | $0 | – | -680,000 | – | -1.54% | – |
| HYG | Exit | ISHARESiboxx hi yd etf | $0 | – | -89,150 | – | -1.57% | – |
| BKCC | Exit | BLACKROCK KELSO CAPITAL CORP | $0 | – | -975,000 | – | -1.60% | – |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -480,000 | – | -1.63% | – |
| FDUS | Exit | FIDUS INVT CORP | $0 | – | -514,405 | – | -1.63% | – |
| CPTA | Exit | CAPITALA FIN CORP | $0 | – | -480,000 | – | -1.63% | – |
| CIM | Exit | CHIMERA INVT CORP | $0 | – | -3,000,000 | – | -1.75% | – |
| TCRD | Exit | THL CR INC | $0 | – | -730,000 | – | -1.81% | – |
| EFC | Exit | ELLINGTON FINANCIAL LLC | $0 | – | -425,600 | – | -1.82% | – |
| TCPC | Exit | TCP CAP CORP | $0 | – | -632,457 | – | -1.95% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -565,500 | – | -2.03% | – |
| CODI | Exit | COMPASS DIVERSIFIED HOLDINGS | $0 | – | -606,000 | – | -2.04% | – |
| AAIC | Exit | ARLINGTON ASSET INVT CORPcl a new | $0 | – | -430,000 | – | -2.10% | – |
| FSC | Exit | FIFTH STREET FINANCE CORP | $0 | – | -1,300,000 | – | -2.29% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -545,000 | – | -2.30% | – |
| HLSSF | Exit | HOME LN SERVICING SOLUTIONS | $0 | – | -615,000 | – | -2.50% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -1,650,000 | – | -2.59% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -2,520,000 | – | -2.82% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -1,027,000 | – | -3.18% | – |
| HYLD | Exit | ADVISORSHARES TRperitus hg yld | $0 | – | -402,500 | – | -3.87% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYLD | Buy | ADVISORSHARES TRperitus hg yld | $20,177,000 | -5.0% | 402,500 | +1.0% | 3.87% | -1.9% |
| ARCC | Buy | ARES CAP CORP | $16,597,000 | -3.9% | 1,027,000 | +6.2% | 3.18% | -0.8% |
| NRZ | Buy | NEW RESIDENTIAL INVT CORP | $14,692,000 | -6.0% | 2,520,000 | +1.6% | 2.82% | -2.9% |
| AINV | Buy | APOLLO INVT CORP | $13,481,000 | -2.1% | 1,650,000 | +3.1% | 2.59% | +1.1% |
| HLSSF | Buy | HOME LN SERVICING SOLUTIONS | $13,032,000 | +20.7% | 615,000 | +29.5% | 2.50% | +24.7% |
| STWD | Buy | STARWOOD PPTY TR INC | $11,968,000 | +3.8% | 545,000 | +12.4% | 2.30% | +7.2% |
| FSC | Buy | FIFTH STREET FINANCE CORP | $11,934,000 | -2.1% | 1,300,000 | +4.8% | 2.29% | +1.1% |
| AAIC | Buy | ARLINGTON ASSET INVT CORPcl a new | $10,926,000 | -0.8% | 430,000 | +6.7% | 2.10% | +2.4% |
| EFC | Buy | ELLINGTON FINANCIAL LLC | $9,457,000 | -2.8% | 425,600 | +4.9% | 1.82% | +0.3% |
| CPTA | Buy | CAPITALA FIN CORP | $8,506,000 | +2.3% | 480,000 | +9.1% | 1.63% | +5.6% |
| FDUS | Buy | FIDUS INVT CORP | $8,493,000 | -4.4% | 514,405 | +18.9% | 1.63% | -1.3% |
| NRF | Sell | NORTHSTAR RLTY FIN CORP | $8,482,000 | -11.3% | 480,000 | -12.7% | 1.63% | -8.3% |
| BKCC | Buy | BLACKROCK KELSO CAPITAL CORP | $8,327,000 | +57.6% | 975,000 | +68.1% | 1.60% | +62.7% |
| HYG | Buy | ISHARESiboxx hi yd etf | $8,197,000 | -2.3% | 89,150 | +1.1% | 1.57% | +0.8% |
| MCC | Buy | MEDLEY CAP CORP | $8,031,000 | -1.4% | 680,000 | +9.1% | 1.54% | +1.9% |
| TWO | Buy | TWO HBRS INVT CORP | $7,978,000 | -3.0% | 825,000 | +5.1% | 1.53% | +0.1% |
| ZFC | Buy | ZAIS FINL CORP | $7,249,000 | +9.0% | 420,000 | +5.0% | 1.39% | +12.6% |
| MITT | Buy | AG MTG INVT TR INC | $7,120,000 | -3.6% | 400,000 | +2.6% | 1.37% | -0.4% |
| WHF | Buy | WHITEHORSE FIN INC | $7,020,000 | -5.6% | 529,799 | +1.9% | 1.35% | -2.5% |
| NMFC | Buy | NEW MTN FIN CORP | $6,978,000 | +1.0% | 475,000 | +2.2% | 1.34% | +4.3% |
| PNNT | Buy | PENNANTPARK INVT CORP | $6,491,000 | +2.6% | 595,000 | +7.8% | 1.24% | +5.9% |
| Buy | GARRISON CAP INC | $5,469,000 | +2.1% | 377,925 | +8.0% | 1.05% | +5.4% | |
| GBDC | Buy | GOLUB CAP BDC INC | $5,343,000 | -7.1% | 335,000 | +3.1% | 1.02% | -4.1% |
| RESI | Buy | ALTISOURCE RESIDENTIAL CORPcl b | $5,040,000 | +38.3% | 210,000 | +50.0% | 0.97% | +42.8% |
| TCAP | Buy | TRIANGLE CAP CORP | $4,684,000 | +43.5% | 185,000 | +60.9% | 0.90% | +48.3% |
| FSK | Buy | FS INVT CORP | $4,523,000 | +48.6% | 420,000 | +47.0% | 0.87% | +53.4% |
| BXMT | Buy | BLACKSTONE MTG TR INC | $4,472,000 | +34.1% | 165,000 | +43.5% | 0.86% | +38.4% |
| SCM | Buy | STELLUS CAP INVT CORP | $4,371,000 | +8.3% | 314,700 | +14.6% | 0.84% | +11.9% |
| MRCC | Buy | MONROE CAP CORP | $4,024,000 | +3.4% | 298,000 | +1.7% | 0.77% | +6.8% |
| FSFR | Buy | FIFTH STR SR FLOATING RATE CO | $3,901,000 | +45.9% | 330,000 | +73.2% | 0.75% | +50.7% |
| ACSF | Buy | AMERICAN CAP SR FLOATING LTD | $3,903,000 | +15.8% | 300,000 | +24.7% | 0.75% | +19.6% |
| NSAM | New | NORTHSTAR ASSET MGMT GROUP I | $3,684,000 | – | 200,000 | – | 0.71% | – |
| IRT | Buy | INDEPENDENCE RLTY TR INC | $2,802,000 | +153.1% | 289,500 | +147.4% | 0.54% | +161.2% |
| CHMI | Buy | CHERRY HILL MTG INVT CORP | $2,444,000 | +17.1% | 130,666 | +25.5% | 0.47% | +20.9% |
| HCAP | Buy | HARVEST CAP CR CORP | $2,384,000 | +11.8% | 181,000 | +25.8% | 0.46% | +15.4% |
| CMFN | Buy | CM FIN INC | $2,292,000 | +31.8% | 173,534 | +45.3% | 0.44% | +36.2% |
| MHLD | Buy | MAIDEN HOLDINGS LTD | $1,859,000 | +57.3% | 167,800 | +71.6% | 0.36% | +62.3% |
| DD | Buy | DU PONT E I DE NEMOURS & CO | $1,765,000 | +53.2% | 24,600 | +39.8% | 0.34% | +58.4% |
| MET | Buy | METLIFE INC | $1,612,000 | +45.1% | 30,000 | +50.0% | 0.31% | +50.0% |
| SDRL | Sell | SEADRILL LIMITED | $1,579,000 | -66.2% | 59,000 | -49.6% | 0.30% | -65.1% |
| DOC | Buy | PHYSICIANS RLTY TR | $1,536,000 | -0.3% | 112,000 | +4.7% | 0.30% | +3.1% |
| AGU | Buy | AGRIUM INC | $1,469,000 | +191.5% | 16,500 | +200.0% | 0.28% | +200.0% |
| SRC | Sell | SPIRIT RLTY CAP INC | $1,461,000 | -42.4% | 133,143 | -40.3% | 0.28% | -40.6% |
| BCE | Buy | BCE INC | $1,368,000 | +65.6% | 32,000 | +75.8% | 0.26% | +70.1% |
| NEWM | Buy | NEW MEDIA INVT GROUP INC | $1,330,000 | +272.5% | 80,000 | +216.6% | 0.26% | +286.4% |
| LAZ | Sell | LAZARD LTD | $1,268,000 | -7.2% | 25,000 | -5.7% | 0.24% | -4.3% |
| VOD | Buy | VODAFONE GROUP PLC NEWspons adr new | $1,236,000 | +17.5% | 37,600 | +19.3% | 0.24% | +20.9% |
| GE | Buy | GENERAL ELECTRIC CO | $1,179,000 | +24.6% | 46,000 | +27.8% | 0.23% | +28.4% |
| ABDC | New | ALCENTRA CAP CORP | $1,062,000 | – | 80,000 | – | 0.20% | – |
| HYS | Buy | PIMCO ETF TR0-5 high yield | $933,000 | +9.1% | 9,000 | +12.5% | 0.18% | +12.6% |
| OAKS | Sell | FIVE OAKS INVT CORP | $544,000 | -33.1% | 51,786 | -60.5% | 0.10% | -31.1% |
| LNC | Sell | LINCOLN NATL CORP IND | $536,000 | -26.1% | 10,000 | -29.1% | 0.10% | -23.7% |
| IP | New | INTL PAPER CO | $525,000 | – | 11,000 | – | 0.10% | – |
| JNK | Buy | SPDR SERIES TRUSTbrc hgh yld bd | $522,000 | 0.0% | 13,000 | +4.0% | 0.10% | +3.1% |
| VGK | Buy | VANGUARD INTL EQUITY INDEX Fftse europe etf | $499,000 | +22.3% | 9,050 | +33.1% | 0.10% | +26.3% |
| ABR | New | ARBOR RLTY TR INC | $404,000 | – | 60,000 | – | 0.08% | – |
| MINC | Buy | ADVISORSHARES TRnewflt mulsinc | $396,000 | +36.6% | 8,000 | +37.9% | 0.08% | +40.7% |
| NSC | Sell | NORFOLK SOUTHERN CORP | $357,000 | -13.3% | 3,200 | -20.0% | 0.07% | -10.4% |
| AMTG | New | APOLLO RESIDENTIAL MTG INC | $347,000 | – | 22,500 | – | 0.07% | – |
| ULTA | New | ULTA SALON COSMETCS & FRAG I | $319,000 | – | 2,700 | – | 0.06% | – |
| SLXP | Sell | SALIX PHARMACEUTICALS INC | $312,000 | -6.3% | 2,000 | -25.9% | 0.06% | -3.2% |
| NKE | Sell | NIKE INCcl b | $294,000 | -5.2% | 3,300 | -17.5% | 0.06% | -3.4% |
| CVGW | Sell | CALAVO GROWERS INC | $293,000 | -0.3% | 6,500 | -25.3% | 0.06% | +1.8% |
| PANW | Sell | PALO ALTO NETWORKS INC | $294,000 | -29.8% | 3,000 | -40.0% | 0.06% | -28.2% |
| CRTO | New | CRITEO S Aspons ads | $289,000 | – | 8,600 | – | 0.06% | – |
| AGN | Sell | ALLERGAN INC | $285,000 | -15.7% | 1,600 | -20.0% | 0.06% | -12.7% |
| HHY | New | BROOKFIELD HIGH INCOME FD IN | $280,000 | – | 29,877 | – | 0.05% | – |
| ECH | Buy | ISHARESmsci ch cap etf | $277,000 | +15.4% | 6,500 | +22.6% | 0.05% | +17.8% |
| SEE | New | SEALED AIR CORP NEW | $269,000 | – | 7,700 | – | 0.05% | – |
| CNI | New | CANADIAN NATL RY CO | $270,000 | – | 3,800 | – | 0.05% | – |
| SIG | Sell | SIGNET JEWELERS LIMITED | $273,000 | -15.0% | 2,400 | -17.2% | 0.05% | -13.3% |
| PCP | New | PRECISION CASTPARTS CORP | $272,000 | – | 1,150 | – | 0.05% | – |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $267,000 | -18.8% | 4,600 | -34.3% | 0.05% | -16.4% |
| CHRW | New | CH ROBINSON WORLDWIDE INC | $265,000 | – | 4,000 | – | 0.05% | – |
| OVTI | Sell | OMNIVISION TECHNOLOGIES INC | $265,000 | -12.5% | 10,000 | -27.5% | 0.05% | -8.9% |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $265,000 | – | 11,500 | – | 0.05% | – |
| LRCX | Sell | LAM RESEARCH CORP | $258,000 | -2.3% | 3,450 | -11.5% | 0.05% | +2.0% |
| SHPG | Sell | SHIRE PLCsponsored adr | $259,000 | -38.9% | 1,000 | -44.4% | 0.05% | -36.7% |
| HSNI | New | HSN INC | $258,000 | – | 4,200 | – | 0.05% | – |
| TS | New | TENARIS S Asponsored adr | $260,000 | – | 5,700 | – | 0.05% | – |
| TNET | New | TRINET GROUP INC | $258,000 | – | 10,000 | – | 0.05% | – |
| PPG | Sell | PPG INDS INC | $256,000 | -32.3% | 1,300 | -27.8% | 0.05% | -30.0% |
| THOR | New | THORATEC CORP | $254,000 | – | 9,500 | – | 0.05% | – |
| VSS | Buy | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $255,000 | +14.9% | 2,500 | +25.0% | 0.05% | +19.5% |
| WOOF | Sell | VCA INC | $256,000 | -19.0% | 6,500 | -27.8% | 0.05% | -16.9% |
| AIZ | Sell | ASSURANT INC | $257,000 | -21.6% | 4,000 | -20.0% | 0.05% | -19.7% |
| VTI | New | VANGUARD INDEX FDStotal stk mkt | $253,000 | – | 2,500 | – | 0.05% | – |
| ERJ | Sell | EMBRAER S A | $255,000 | -16.7% | 6,500 | -22.6% | 0.05% | -14.0% |
| SIMO | Sell | SILICON MOTION TECHNOLOGY COsponsored adr | $251,000 | -32.2% | 9,300 | -48.6% | 0.05% | -30.4% |
| AAPL | Sell | APPLE INC | $252,000 | -22.5% | 2,500 | -28.6% | 0.05% | -20.0% |
| CAVM | New | CAVIUM INC | $249,000 | – | 5,000 | – | 0.05% | – |
| ADS | Sell | ALLIANCE DATA SYSTEMS CORP | $248,000 | -32.1% | 1,000 | -23.1% | 0.05% | -29.4% |
| BEAV | Sell | BE AEROSPACE INC | $252,000 | -24.3% | 3,000 | -16.7% | 0.05% | -22.6% |
| STLD | Sell | STEEL DYNAMICS INC | $251,000 | -6.7% | 11,100 | -26.0% | 0.05% | -4.0% |
| NILE | New | BLUE NILE INC | $243,000 | – | 8,500 | – | 0.05% | – |
| DOO | Buy | WISDOMTREE TRintl div ex finl | $246,000 | +5.6% | 5,250 | +14.1% | 0.05% | +9.3% |
| ADRU | Buy | BLDRS INDEX FDS TReur 100 adr | $243,000 | +2.1% | 10,000 | +7.5% | 0.05% | +6.8% |
| PIE | New | POWERSHARES ETF TRUST IIdwa emkt mom ptf | $246,000 | – | 13,200 | – | 0.05% | – |
| ROC | Sell | ROCKWOOD HLDGS INC | $245,000 | -15.2% | 3,200 | -15.8% | 0.05% | -13.0% |
| FEZ | Buy | SPDR INDEX SHS FDSeuro stoxx 50 | $244,000 | +4.3% | 6,150 | +13.9% | 0.05% | +9.3% |
| EWM | Buy | ISHARESmsci malaysi etf | $246,000 | +51.9% | 16,000 | +56.9% | 0.05% | +56.7% |
| DFE | Buy | WISDOMTREE TRUSTeurope smcp dv | $246,000 | +16.6% | 4,700 | +34.3% | 0.05% | +20.5% |
| CGNX | New | COGNEX CORP | $242,000 | – | 6,000 | – | 0.05% | – |
| YAO | Buy | CLAYMORE EXCHANGE-TRD FD TRgugg china allcp | $242,000 | +20.4% | 9,000 | +18.4% | 0.05% | +24.3% |
| IEX | Sell | IDEX CORP | $239,000 | -34.2% | 3,300 | -26.7% | 0.05% | -31.3% |
| BIDU | New | BAIDU INCspon adr rep a | $240,000 | – | 1,100 | – | 0.05% | – |
| PESXQ | Sell | PIONEER ENERGY SVCS CORP | $238,000 | -36.5% | 17,000 | -20.6% | 0.05% | -34.3% |
| PID | Buy | POWERSHARES ETF TRUSTintl div achv | $240,000 | 0.0% | 12,950 | +4.4% | 0.05% | +2.2% |
| SBUX | New | STARBUCKS CORP | $241,000 | – | 3,200 | – | 0.05% | – |
| PTC | Sell | PTC INC | $240,000 | -22.6% | 6,500 | -18.8% | 0.05% | -20.7% |
| CYNO | New | CYNOSURE INCcl a | $242,000 | – | 11,500 | – | 0.05% | – |
| ULTI | New | ULTIMATE SOFTWARE GROUP INC | $241,000 | – | 1,700 | – | 0.05% | – |
| EFG | New | ISHARESeafe grwth etf | $238,000 | – | 3,500 | – | 0.05% | – |
| ILF | New | ISHARESlatn amer 40 etf | $240,000 | – | 6,500 | – | 0.05% | – |
| EPD | Buy | ENTERPRISE PRODS PARTNERS L | $242,000 | +3.0% | 6,000 | +100.0% | 0.05% | +4.5% |
| ZBRA | Sell | ZEBRA TECHNOLOGIES CORPcl a | $241,000 | -42.6% | 3,400 | -33.3% | 0.05% | -41.0% |
| SCHE | Sell | SCHWAB STRATEGIC TRemrg mkteq etf | $234,000 | -20.4% | 9,200 | -18.6% | 0.04% | -18.2% |
| TROW | New | PRICE T ROWE GROUP INC | $235,000 | – | 3,000 | – | 0.04% | – |
| VPL | Sell | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $237,000 | -23.8% | 4,000 | -20.0% | 0.04% | -22.4% |
| EWX | New | SPDR INDEX SHS FDSs&p emktsc etf | $235,000 | – | 4,900 | – | 0.04% | – |
| ADTN | New | ADTRAN INC | $236,000 | – | 11,500 | – | 0.04% | – |
| CAM | Sell | CAMERON INTERNATIONAL CORP | $232,000 | -20.3% | 3,500 | -18.6% | 0.04% | -16.7% |
| TV | New | GRUPO TELEVISA SAspon adr rep ord | $237,000 | – | 7,000 | – | 0.04% | – |
| DVYA | Buy | ISHARESasia/pac div etf | $234,000 | -6.8% | 4,500 | +4.7% | 0.04% | -4.3% |
| ORCL | Sell | ORACLE CORP | $237,000 | -24.0% | 6,200 | -19.5% | 0.04% | -22.4% |
| OSUR | New | ORASURE TECHNOLOGIES INC | $235,000 | – | 32,500 | – | 0.04% | – |
| AKRXQ | Sell | AKORN INC | $236,000 | -44.1% | 6,500 | -48.8% | 0.04% | -42.3% |
| EZA | New | ISHARESmsci sth afr etf | $231,000 | – | 3,600 | – | 0.04% | – |
| DTLK | New | DATALINK CORP | $229,000 | – | 21,500 | – | 0.04% | – |
| EWT | New | ISHARESmsci taiwan etf | $229,000 | – | 15,000 | – | 0.04% | – |
| EEM | New | ISHARESmsci emg mkt etf | $229,000 | – | 5,500 | – | 0.04% | – |
| CRUS | New | CIRRUS LOGIC INC | $229,000 | – | 11,000 | – | 0.04% | – |
| LFUS | Sell | LITTELFUSE INC | $230,000 | -33.1% | 2,700 | -27.0% | 0.04% | -31.2% |
| CATM | Sell | CARDTRONICS INC | $229,000 | -21.0% | 6,500 | -23.5% | 0.04% | -18.5% |
| NEU | Sell | NEWMARKET CORP | $229,000 | -27.1% | 600 | -25.0% | 0.04% | -24.1% |
| ALV | Sell | AUTOLIV INC | $230,000 | -38.3% | 2,500 | -28.6% | 0.04% | -36.2% |
| VWO | New | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $229,000 | – | 5,500 | – | 0.04% | – |
| WNC | New | WABASH NATL CORP | $230,000 | – | 17,300 | – | 0.04% | – |
| ICON | Sell | ICONIX BRAND GROUP INC | $225,000 | -30.1% | 6,100 | -18.7% | 0.04% | -28.3% |
| ENV | New | ENVESTNET INC | $225,000 | – | 5,000 | – | 0.04% | – |
| DVYE | New | ISHARESem mkts div etf | $226,000 | – | 5,000 | – | 0.04% | – |
| CMCO | Sell | COLUMBUS MCKINNON CORP N Y | $220,000 | -33.3% | 10,000 | -18.0% | 0.04% | -31.1% |
| TUR | New | ISHARESmsci turkey etf | $221,000 | – | 4,500 | – | 0.04% | – |
| MINI | Sell | MOBILE MINI INC | $213,000 | -45.1% | 6,100 | -24.7% | 0.04% | -43.1% |
| CAG | New | CONAGRA FOODS INC | $215,000 | – | 6,500 | – | 0.04% | – |
| MGA | New | MAGNA INTL INC | $209,000 | – | 2,200 | – | 0.04% | – |
| ALR | New | ALERE INC | $206,000 | – | 5,300 | – | 0.04% | – |
| Z | Sell | ZILLOW INCcl a | $209,000 | -51.3% | 1,800 | -40.0% | 0.04% | -50.0% |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $202,000 | – | 2,242 | – | 0.04% | – |
| PRFT | New | PERFICIENT INC | $195,000 | – | 13,000 | – | 0.04% | – |
| STNG | New | SCORPIO TANKERS INC | $183,000 | – | 22,000 | – | 0.04% | – |
| SAN | Buy | BANCO SANTANDER SAadr | $152,000 | -7.3% | 16,028 | +2.0% | 0.03% | -3.3% |
| NMM | New | NAVIOS MARITIME PARTNERS L Punit lpi | $136,000 | – | 7,600 | – | 0.03% | – |
| WAG | New | WALGREEN CO | $107,000 | – | 1,800 | – | 0.02% | – |
| EGHT | New | 8 X 8 INC | $100,000 | – | 15,000 | – | 0.02% | – |
| FRAN | Exit | FRANCESCAS HLDGS CORP | $0 | – | -12,600 | – | -0.04% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -2,905 | – | -0.04% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -1,800 | – | -0.04% | – |
| PODD | Exit | INSULET CORP | $0 | – | -5,200 | – | -0.04% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N Vn y registry sh | $0 | – | -3,000 | – | -0.04% | – |
| CHCO | Exit | CITY HLDG CO | $0 | – | -4,500 | – | -0.04% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -9,100 | – | -0.04% | – |
| CNL | Exit | CLECO CORP NEW | $0 | – | -3,500 | – | -0.04% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -6,500 | – | -0.04% | – |
| ODFL | Exit | OLD DOMINION FGHT LINES INC | $0 | – | -3,200 | – | -0.04% | – |
| HMIN | Exit | HOME INNS & HOTELS MGMT INCspon adr | $0 | – | -6,000 | – | -0.04% | – |
| GLW | Exit | CORNING INC | $0 | – | -9,200 | – | -0.04% | – |
| POL | Exit | POLYONE CORP | $0 | – | -5,000 | – | -0.04% | – |
| FMC | Exit | F M C CORP | $0 | – | -3,000 | – | -0.04% | – |
| GOV | Exit | GOVERNMENT PPTYS INCOME TR | $0 | – | -8,400 | – | -0.04% | – |
| J | Exit | JACOBS ENGR GROUP INC DEL | $0 | – | -4,000 | – | -0.04% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -1,300 | – | -0.04% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -5,700 | – | -0.04% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -3,400 | – | -0.04% | – |
| EC | Exit | ECOPETROL S Asponsored ads | $0 | – | -6,000 | – | -0.04% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -6,800 | – | -0.04% | – |
| SNAK | Exit | INVENTURE FOODS INC | $0 | – | -19,500 | – | -0.04% | – |
| LMCA | Exit | LIBERTY MEDIA CORP DELAWAREcl a | $0 | – | -1,600 | – | -0.04% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GO | $0 | – | -6,000 | – | -0.04% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -12,500 | – | -0.04% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -9,600 | – | -0.04% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -1,900 | – | -0.04% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -4,000 | – | -0.04% | – |
| HSH | Exit | HILLSHIRE BRANDS CO | $0 | – | -3,750 | – | -0.04% | – |
| QCOR | Exit | QUESTCOR PHARMACEUTICALS INC | $0 | – | -2,500 | – | -0.04% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLCsponsored adr | $0 | – | -45,000 | – | -0.04% | – |
| HNGR | Exit | HANGER INC | $0 | – | -7,300 | – | -0.04% | – |
| CAI | Exit | CAI INTERNATIONAL INC | $0 | – | -10,800 | – | -0.04% | – |
| CCO | Exit | CLEAR CHANNEL OUTDOOR HLDGScl a | $0 | – | -29,200 | – | -0.04% | – |
| UPLMQ | Exit | ULTRA PETROLEUM CORP | $0 | – | -8,000 | – | -0.04% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -4,100 | – | -0.04% | – |
| FARO | Exit | FARO TECHNOLOGIES INC | $0 | – | -4,800 | – | -0.04% | – |
| UFPT | Exit | UFP TECHNOLOGIES INC | $0 | – | -10,000 | – | -0.04% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -7,300 | – | -0.04% | – |
| GDPMQ | Exit | GOODRICH PETE CORP | $0 | – | -8,700 | – | -0.04% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -18,000 | – | -0.04% | – |
| KN | Exit | KNOWLES CORP | $0 | – | -7,800 | – | -0.04% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -1,800 | – | -0.05% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -1,300 | – | -0.05% | – |
| J105SC | Exit | CONVERSANT INC | $0 | – | -9,700 | – | -0.05% | – |
| TEN | Exit | TENNECO INC | $0 | – | -3,800 | – | -0.05% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Ispon adr | $0 | – | -9,500 | – | -0.05% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -4,700 | – | -0.05% | – |
| ASEI | Exit | AMERICAN SCIENCE & ENGR INC | $0 | – | -3,600 | – | -0.05% | – |
| AXLL | Exit | AXIALL CORP | $0 | – | -5,400 | – | -0.05% | – |
| ANN | Exit | ANN INC | $0 | – | -6,200 | – | -0.05% | – |
| NMR | Exit | NOMURA HLDGS INCsponsored adr | $0 | – | -36,000 | – | -0.05% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -10,300 | – | -0.05% | – |
| SWAY | Exit | STARWOOD WAYPOINT RESIDENTL | $0 | – | -10,000 | – | -0.05% | – |
| CLGX | Exit | CORELOGIC INC | $0 | – | -9,000 | – | -0.05% | – |
| MTSI | Exit | MA COM TECHNOLOGY SOLUTIONS | $0 | – | -12,400 | – | -0.05% | – |
| AAN | Exit | AARONS INC | $0 | – | -8,000 | – | -0.05% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -47,000 | – | -0.05% | – |
| MEAS | Exit | MEASUREMENT SPECIALTIES INC | $0 | – | -3,500 | – | -0.06% | – |
| GAS | Exit | AGL RES INC | $0 | – | -5,500 | – | -0.06% | – |
| HITT | Exit | HITTITE MICROWAVE CORP | $0 | – | -4,000 | – | -0.06% | – |
| PKOH | Exit | PARK OHIO HLDGS CORP | $0 | – | -5,500 | – | -0.06% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -4,400 | – | -0.06% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -4,400 | – | -0.06% | – |
| KO | Exit | COCA COLA CO | $0 | – | -8,000 | – | -0.06% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -11,000 | – | -0.06% | – |
| HMH | Exit | HELIOS MULTI SEC HI INC FD I | $0 | – | -48,757 | – | -0.06% | – |
| LDR | Exit | LANDAUER INC | $0 | – | -13,117 | – | -0.10% | – |
| NCT | Exit | NEWCASTLE INVT CORP | $0 | – | -180,000 | – | -0.16% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -90,000 | – | -0.75% | – |
| PSEC | Exit | PROSPECT CAPITAL CORPORATION | $0 | – | -900,000 | – | -1.78% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYLD | New | ADVISORSHARES TRperitus hg yld | $21,240,000 | – | 398,500 | – | 3.95% | – |
| ARCC | New | ARES CAP CORP | $17,271,000 | – | 967,000 | – | 3.21% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $15,624,000 | – | 2,480,000 | – | 2.90% | – |
| AINV | New | APOLLO INVT CORP | $13,776,000 | – | 1,600,000 | – | 2.56% | – |
| FSC | New | FIFTH STREET FINANCE CORP | $12,189,000 | – | 1,240,000 | – | 2.26% | – |
| SLRC | New | SOLAR CAP LTD | $12,034,000 | – | 565,500 | – | 2.24% | – |
| STWD | New | STARWOOD PPTY TR INC | $11,528,000 | – | 485,000 | – | 2.14% | – |
| TCPC | New | TCP CAP CORP | $11,517,000 | – | 632,457 | – | 2.14% | – |
| AAIC | New | ARLINGTON ASSET INVT CORPcl a new | $11,014,000 | – | 403,000 | – | 2.05% | – |
| CODI | New | COMPASS DIVERSIFIED HOLDINGS | $10,999,000 | – | 606,000 | – | 2.04% | – |
| HLSSF | New | HOME LN SERVICING SOLUTIONS | $10,797,000 | – | 475,000 | – | 2.01% | – |
| TCRD | New | THL CR INC | $10,220,000 | – | 730,000 | – | 1.90% | – |
| EFC | New | ELLINGTON FINANCIAL LLC | $9,734,000 | – | 405,600 | – | 1.81% | – |
| CIM | New | CHIMERA INVT CORP | $9,570,000 | – | 3,000,000 | – | 1.78% | – |
| PSEC | New | PROSPECT CAPITAL CORPORATION | $9,563,000 | – | 900,000 | – | 1.78% | – |
| NRF | New | NORTHSTAR RLTY FIN CORP | $9,559,000 | – | 550,000 | – | 1.78% | – |
| FDUS | New | FIDUS INVT CORP | $8,883,000 | – | 432,483 | – | 1.65% | – |
| HYG | New | ISHARESiboxx hi yd etf | $8,392,000 | – | 88,150 | – | 1.56% | – |
| CPTA | New | CAPITALA FIN CORP | $8,312,000 | – | 440,000 | – | 1.54% | – |
| TWO | New | TWO HBRS INVT CORP | $8,227,000 | – | 785,000 | – | 1.53% | – |
| MCC | New | MEDLEY CAP CORP | $8,143,000 | – | 623,500 | – | 1.51% | – |
| WHF | New | WHITEHORSE FIN INC | $7,436,000 | – | 520,000 | – | 1.38% | – |
| MITT | New | AG MTG INVT TR INC | $7,383,000 | – | 390,000 | – | 1.37% | – |
| NMFC | New | NEW MTN FIN CORP | $6,910,000 | – | 465,000 | – | 1.28% | – |
| ZFC | New | ZAIS FINL CORP | $6,648,000 | – | 400,000 | – | 1.24% | – |
| PNNT | New | PENNANTPARK INVT CORP | $6,326,000 | – | 552,000 | – | 1.18% | – |
| GBDC | New | GOLUB CAP BDC INC | $5,753,000 | – | 325,000 | – | 1.07% | – |
| New | GARRISON CAP INC | $5,355,000 | – | 350,025 | – | 1.00% | – | |
| BKCC | New | BLACKROCK KELSO CAPITAL CORP | $5,284,000 | – | 580,000 | – | 0.98% | – |
| SDRL | New | SEADRILL LIMITED | $4,675,000 | – | 117,000 | – | 0.87% | – |
| SFL | New | SHIP FINANCE INTERNATIONAL L | $4,462,000 | – | 240,000 | – | 0.83% | – |
| TICC | New | TICC CAPITAL CORP | $4,455,000 | – | 450,000 | – | 0.83% | – |
| RIG | New | TRANSOCEAN LTD | $4,053,000 | – | 90,000 | – | 0.75% | – |
| SCM | New | STELLUS CAP INVT CORP | $4,035,000 | – | 274,700 | – | 0.75% | – |
| KCAP | New | KCAP FINL INC | $4,016,000 | – | 473,000 | – | 0.75% | – |
| MRCC | New | MONROE CAP CORP | $3,892,000 | – | 293,000 | – | 0.72% | – |
| PFLT | New | PENNANTPARK FLOATING RATE CA | $3,659,000 | – | 256,058 | – | 0.68% | – |
| RESI | New | ALTISOURCE RESIDENTIAL CORPcl b | $3,644,000 | – | 140,000 | – | 0.68% | – |
| KMI | New | KINDER MORGAN INC DEL | $3,517,000 | – | 97,000 | – | 0.65% | – |
| ACSF | New | AMERICAN CAP SR FLOATING LTD | $3,371,000 | – | 240,672 | – | 0.63% | – |
| BXMT | New | BLACKSTONE MTG TR INC | $3,335,000 | – | 115,000 | – | 0.62% | – |
| FLY | New | FLY LEASING LTDsponsored adr | $3,299,000 | – | 227,700 | – | 0.61% | – |
| TCAP | New | TRIANGLE CAP CORP | $3,263,000 | – | 115,000 | – | 0.61% | – |
| STB | New | STUDENT TRANSN INC | $3,178,000 | – | 480,000 | – | 0.59% | – |
| ARI | New | APOLLO COML REAL EST FIN INC | $3,133,000 | – | 190,000 | – | 0.58% | – |
| FSK | New | FS INVT CORP | $3,043,000 | – | 285,772 | – | 0.57% | – |
| ATAX | New | AMERICA FIRST MULTIFAMILY INben unit ctf | $3,010,000 | – | 500,000 | – | 0.56% | – |
| TTE | New | TOTAL S Asponsored adr | $2,744,000 | – | 38,000 | – | 0.51% | – |
| FSFR | New | FIFTH STR SR FLOATING RATE CO | $2,673,000 | – | 190,548 | – | 0.50% | – |
| SRC | New | SPIRIT RLTY CAP INC | $2,535,000 | – | 223,143 | – | 0.47% | – |
| HCAP | New | HARVEST CAP CR CORP | $2,133,000 | – | 143,823 | – | 0.40% | – |
| HTGC | New | HERCULES TECH GROWTH CAP INC | $2,101,000 | – | 130,000 | – | 0.39% | – |
| CHMI | New | CHERRY HILL MTG INVT CORP | $2,087,000 | – | 104,110 | – | 0.39% | – |
| FAX | New | ABERDEEN ASIA PACIFIC INCOM | $2,028,000 | – | 323,000 | – | 0.38% | – |
| SUNS | New | SOLAR SR CAP LTD | $1,998,000 | – | 118,350 | – | 0.37% | – |
| VNRSQ | New | VANGUARD NATURAL RESOURCES L | $1,955,000 | – | 60,700 | – | 0.36% | – |
| MO | New | ALTRIA GROUP INC | $1,841,000 | – | 43,900 | – | 0.34% | – |
| CMFN | New | CM FIN INC | $1,739,000 | – | 119,434 | – | 0.32% | – |
| SJNK | New | SPDR SER TRUSTcap s/t hi yld | $1,690,000 | – | 54,600 | – | 0.31% | – |
| CME | New | CME GROUP INC | $1,674,000 | – | 23,600 | – | 0.31% | – |
| MRK | New | MERCK & CO INC | $1,631,000 | – | 28,200 | – | 0.30% | – |
| WYNN | New | WYNN RESORTS LTD | $1,619,000 | – | 7,800 | – | 0.30% | – |
| ISIL | New | INTERSIL CORPcl a | $1,618,000 | – | 108,200 | – | 0.30% | – |
| E | New | ENI S P Asponsored adr | $1,565,000 | – | 28,500 | – | 0.29% | – |
| DOC | New | PHYSICIANS RLTY TR | $1,540,000 | – | 107,000 | – | 0.29% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $1,524,000 | – | 30,000 | – | 0.28% | – |
| BP | New | BP PLCsponsored adr | $1,472,000 | – | 27,900 | – | 0.27% | – |
| DOW | New | DOW CHEM CO | $1,441,000 | – | 28,000 | – | 0.27% | – |
| LO | New | LORILLARD INC | $1,378,000 | – | 22,600 | – | 0.26% | – |
| LAZ | New | LAZARD LTD | $1,366,000 | – | 26,500 | – | 0.25% | – |
| OLP | New | ONE LIBERTY PPTYS INC | $1,325,000 | – | 62,077 | – | 0.25% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $1,302,000 | – | 38,500 | – | 0.24% | – |
| FULL | New | FULL CIRCLE CAP CORP | $1,258,000 | – | 161,144 | – | 0.23% | – |
| T | New | AT & T CORP | $1,256,000 | – | 35,500 | – | 0.23% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $1,240,000 | – | 12,700 | – | 0.23% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $1,203,000 | – | 14,600 | – | 0.22% | – |
| RAI | New | REYNOLDS AMERICAN INC | $1,207,000 | – | 20,000 | – | 0.22% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $1,200,000 | – | 16,800 | – | 0.22% | – |
| MHLD | New | MAIDEN HOLDINGS LTD | $1,182,000 | – | 97,800 | – | 0.22% | – |
| PM | New | PHILIP MORRIS INTL INC | $1,155,000 | – | 13,700 | – | 0.22% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $1,152,000 | – | 17,600 | – | 0.21% | – |
| VR | New | VALIDUS HOLDINGS LTD | $1,147,000 | – | 30,000 | – | 0.21% | – |
| RSG | New | REPUBLIC SVCS INC | $1,139,000 | – | 30,000 | – | 0.21% | – |
| IRT | New | INDEPENDENCE RLTY TR INC | $1,107,000 | – | 117,000 | – | 0.21% | – |
| LMT | New | LOCKHEED MARTIN CORP | $1,109,000 | – | 6,900 | – | 0.21% | – |
| MET | New | METLIFE INC | $1,111,000 | – | 20,000 | – | 0.21% | – |
| DIN | New | DINEEQUITY INC | $1,097,000 | – | 13,800 | – | 0.20% | – |
| WM | New | WASTE MGMT INC DEL | $1,082,000 | – | 24,200 | – | 0.20% | – |
| WU | New | WESTERN UN CO | $1,058,000 | – | 61,000 | – | 0.20% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $1,052,000 | – | 31,527 | – | 0.20% | – |
| AJG | New | GALLAGHER ARTHUR J & CO | $1,049,000 | – | 22,500 | – | 0.20% | – |
| TXN | New | TEXAS INSTRS INC | $1,027,000 | – | 21,500 | – | 0.19% | – |
| MAIN | New | MAIN STREET CAPITAL CORP | $988,000 | – | 30,000 | – | 0.18% | – |
| ORI | New | OLD REP INTL CORP | $968,000 | – | 58,500 | – | 0.18% | – |
| HFC | New | HOLLYFRONTIER CORP | $961,000 | – | 22,000 | – | 0.18% | – |
| GE | New | GENERAL ELECTRIC CO | $946,000 | – | 36,000 | – | 0.18% | – |
| RASF | New | RAIT FINANCIAL TRUST | $910,000 | – | 110,000 | – | 0.17% | – |
| INTC | New | INTEL CORP | $878,000 | – | 28,400 | – | 0.16% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $875,000 | – | 17,874 | – | 0.16% | – |
| NCT | New | NEWCASTLE INVT CORP | $862,000 | – | 180,000 | – | 0.16% | – |
| HYS | New | PIMCO ETF TR0-5 high yield | $855,000 | – | 8,000 | – | 0.16% | – |
| GRMN | New | GARMIN LTD | $853,000 | – | 14,000 | – | 0.16% | – |
| BCE | New | BCE INC | $826,000 | – | 18,200 | – | 0.15% | – |
| OAKS | New | FIVE OAKS INVT CORP | $813,000 | – | 131,086 | – | 0.15% | – |
| MSFT | New | MICROSOFT CORP | $805,000 | – | 19,300 | – | 0.15% | – |
| DX | New | DYNEX CAP INC | $797,000 | – | 90,000 | – | 0.15% | – |
| BBT | New | BB&T CORP | $788,000 | – | 20,000 | – | 0.15% | – |
| QCOM | New | QUALCOMM INC | $752,000 | – | 9,500 | – | 0.14% | – |
| LNC | New | LINCOLN NATL CORP IND | $725,000 | – | 14,100 | – | 0.14% | – |
| THHY | New | MARKET VECTORS ETF TRhi yld trea bd | $720,000 | – | 27,000 | – | 0.13% | – |
| BGCP | New | BGC PARTNERS INCcl a | $610,000 | – | 82,000 | – | 0.11% | – |
| New | INVESCO LTD | $604,000 | – | 16,000 | – | 0.11% | – | |
| RSO | New | RESOURCE CAP CORP | $563,000 | – | 100,000 | – | 0.10% | – |
| HYF | New | MANAGED HIGH YIELD PLUS FD I | $552,000 | – | 259,000 | – | 0.10% | – |
| LDR | New | LANDAUER INC | $551,000 | – | 13,117 | – | 0.10% | – |
| GEO | New | GEO GROUP INC | $551,000 | – | 15,400 | – | 0.10% | – |
| JNK | New | SPDR SERIES TRUSTbrc hgh yld bd | $522,000 | – | 12,500 | – | 0.10% | – |
| CSCO | New | CISCO SYS INC | $504,000 | – | 20,300 | – | 0.09% | – |
| AGU | New | AGRIUM INC | $504,000 | – | 5,500 | – | 0.09% | – |
| VIVO | New | MERIDIAN BIOSCIENCE INC | $495,000 | – | 24,000 | – | 0.09% | – |
| Z | New | ZILLOW INCcl a | $429,000 | – | 3,000 | – | 0.08% | – |
| SHPG | New | SHIRE PLCsponsored adr | $424,000 | – | 1,800 | – | 0.08% | – |
| PANW | New | PALO ALTO NETWORKS INC | $419,000 | – | 5,000 | – | 0.08% | – |
| AKRXQ | New | AKORN INC | $422,000 | – | 12,700 | – | 0.08% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $420,000 | – | 5,100 | – | 0.08% | – |
| AYR | New | AIRCASTLE LTD | $418,000 | – | 23,500 | – | 0.08% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $412,000 | – | 4,000 | – | 0.08% | – |
| VGK | New | VANGUARD INTL EQUITY INDEX Fftse europe etf | $408,000 | – | 6,800 | – | 0.08% | – |
| PRE | New | PARTNERRE LTD | $393,000 | – | 3,600 | – | 0.07% | – |
| AVVIY | New | AVIVA PLCadr | $387,000 | – | 22,000 | – | 0.07% | – |
| MINI | New | MOBILE MINI INC | $388,000 | – | 8,100 | – | 0.07% | – |
| PESXQ | New | PIONEER ENERGY SVCS CORP | $375,000 | – | 21,400 | – | 0.07% | – |
| PPG | New | PPG INDS INC | $378,000 | – | 1,800 | – | 0.07% | – |
| MHY | New | WESTERN ASSET MGD HI INCM F | $369,000 | – | 63,700 | – | 0.07% | – |
| GLOG | New | GASLOG LTD | $370,000 | – | 11,600 | – | 0.07% | – |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $370,000 | – | 18,100 | – | 0.07% | – |
| ALV | New | AUTOLIV INC | $373,000 | – | 3,500 | – | 0.07% | – |
| LLY | New | LILLY ELI & CO | $373,000 | – | 6,000 | – | 0.07% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $365,000 | – | 1,300 | – | 0.07% | – |
| IEX | New | IDEX CORP | $363,000 | – | 4,500 | – | 0.07% | – |
| TD | New | TORONTO DOMINION BK ONT | $360,000 | – | 7,000 | – | 0.07% | – |
| NEWM | New | NEW MEDIA INVT GROUP INC | $357,000 | – | 25,268 | – | 0.07% | – |
| SYY | New | SYSCO CORP | $356,000 | – | 9,500 | – | 0.07% | – |
| LFUS | New | LITTELFUSE INC | $344,000 | – | 3,700 | – | 0.06% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $344,000 | – | 11,000 | – | 0.06% | – |
| TRK | New | SPEEDWAY MOTORSPORTS INC | $347,000 | – | 19,000 | – | 0.06% | – |
| HMH | New | HELIOS MULTI SEC HI INC FD I | $343,000 | – | 48,757 | – | 0.06% | – |
| AGN | New | ALLERGAN INC | $338,000 | – | 2,000 | – | 0.06% | – |
| KO | New | COCA COLA CO | $339,000 | – | 8,000 | – | 0.06% | – |
| OXLC | New | OXFORD LANE CAP CORP | $338,000 | – | 20,000 | – | 0.06% | – |
| CVX | New | CHEVRON CORP NEW | $333,000 | – | 2,550 | – | 0.06% | – |
| TNH | New | TERRA NITROGEN CO L P | $332,000 | – | 2,300 | – | 0.06% | – |
| BEAV | New | BE AEROSPACE INC | $333,000 | – | 3,600 | – | 0.06% | – |
| PAYX | New | PAYCHEX INC | $332,000 | – | 8,000 | – | 0.06% | – |
| SNDK | New | SANDISK CORP | $334,000 | – | 3,200 | – | 0.06% | – |
| OCFC | New | OCEANFIRST FINL CORP | $331,000 | – | 20,000 | – | 0.06% | – |
| SLXP | New | SALIX PHARMACEUTICALS INC | $333,000 | – | 2,700 | – | 0.06% | – |
| CMCO | New | COLUMBUS MCKINNON CORP N Y | $330,000 | – | 12,200 | – | 0.06% | – |
| FLS | New | FLOWSERVE CORP | $327,000 | – | 4,400 | – | 0.06% | – |
| GD | New | GENERAL DYNAMICS CORP | $326,000 | – | 2,800 | – | 0.06% | – |
| AIZ | New | ASSURANT INC | $328,000 | – | 5,000 | – | 0.06% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $329,000 | – | 7,000 | – | 0.06% | – |
| AAPL | New | APPLE INC | $325,000 | – | 3,500 | – | 0.06% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $321,000 | – | 2,900 | – | 0.06% | – |
| LVNTA | New | LIBERTY INTERACTIVE CORP | $325,000 | – | 4,400 | – | 0.06% | – |
| ICON | New | ICONIX BRAND GROUP INC | $322,000 | – | 7,500 | – | 0.06% | – |
| AZO | New | AUTOZONE INC | $322,000 | – | 600 | – | 0.06% | – |
| DOX | New | AMDOCS LTDord | $324,000 | – | 7,000 | – | 0.06% | – |
| GIS | New | GENERAL MLS INC | $315,000 | – | 6,000 | – | 0.06% | – |
| OMCL | New | OMNICELL INC | $316,000 | – | 11,000 | – | 0.06% | – |
| WOOF | New | VCA INC | $316,000 | – | 9,000 | – | 0.06% | – |
| ECOL | New | US ECOLOGY INC | $318,000 | – | 6,500 | – | 0.06% | – |
| LG | New | LACLEDE GROUP INC | $316,000 | – | 6,500 | – | 0.06% | – |
| TRIP | New | TRIPADVISOR INC | $315,000 | – | 2,900 | – | 0.06% | – |
| WMB | New | WILLIAMS COS INC DEL | $320,000 | – | 5,500 | – | 0.06% | – |
| EPP | New | ISHARESmsci pac jp etf | $320,000 | – | 6,500 | – | 0.06% | – |
| PKOH | New | PARK OHIO HLDGS CORP | $320,000 | – | 5,500 | – | 0.06% | – |
| HITT | New | HITTITE MICROWAVE CORP | $312,000 | – | 4,000 | – | 0.06% | – |
| ORCL | New | ORACLE CORP | $312,000 | – | 7,700 | – | 0.06% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $313,000 | – | 7,400 | – | 0.06% | – |
| CNC | New | CENTENE CORP DEL | $310,000 | – | 4,100 | – | 0.06% | – |
| VPL | New | VANGUARD INTL EQUITY INDEX Fmsci pac etf | $311,000 | – | 5,000 | – | 0.06% | – |
| EWA | New | ISHARESmsci aust etf | $314,000 | – | 12,000 | – | 0.06% | – |
| EWS | New | ISHARESmsci singap etf | $311,000 | – | 23,000 | – | 0.06% | – |
| MTB | New | M & T BK CORP | $310,000 | – | 2,500 | – | 0.06% | – |
| PTC | New | PTC INC | $310,000 | – | 8,000 | – | 0.06% | – |
| NEU | New | NEWMARKET CORP | $314,000 | – | 800 | – | 0.06% | – |
| NKE | New | NIKE INCcl b | $310,000 | – | 4,000 | – | 0.06% | – |
| STFC | New | STATE AUTO FINL CORP | $305,000 | – | 13,000 | – | 0.06% | – |
| CMP | New | COMPASS MINERALS INTL INC | $306,000 | – | 3,200 | – | 0.06% | – |
| CFX | New | COLFAX CORP | $306,000 | – | 4,100 | – | 0.06% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $309,000 | – | 10,000 | – | 0.06% | – |
| AON | New | AON PLC | $306,000 | – | 3,400 | – | 0.06% | – |
| HF | New | HFF INCcl a | $309,000 | – | 8,300 | – | 0.06% | – |
| ERJ | New | EMBRAER S A | $306,000 | – | 8,400 | – | 0.06% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $299,000 | – | 14,000 | – | 0.06% | – |
| ST | New | SENSATA TECHNOLOGIES HLDG NV | $304,000 | – | 6,500 | – | 0.06% | – |
| BNS | New | BANK N S HALIFAX | $300,000 | – | 4,500 | – | 0.06% | – |
| IMO | New | IMPERIAL OIL LTD | $300,000 | – | 5,700 | – | 0.06% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $304,000 | – | 6,700 | – | 0.06% | – |
| STRZA | New | STARZ | $304,000 | – | 10,200 | – | 0.06% | – |
| MCD | New | MCDONALDS CORP | $302,000 | – | 3,000 | – | 0.06% | – |
| GAS | New | AGL RES INC | $303,000 | – | 5,500 | – | 0.06% | – |
| AGX | New | ARGAN INC | $302,000 | – | 8,100 | – | 0.06% | – |
| CPSI | New | COMPUTER PROGRAMS & SYS INC | $299,000 | – | 4,700 | – | 0.06% | – |
| MEAS | New | MEASUREMENT SPECIALTIES INC | $301,000 | – | 3,500 | – | 0.06% | – |
| OVTI | New | OMNIVISION TECHNOLOGIES INC | $303,000 | – | 13,800 | – | 0.06% | – |
| WAB | New | WABTEC CORP | $297,000 | – | 3,600 | – | 0.06% | – |
| A309PS | New | DIRECTV | $297,000 | – | 3,500 | – | 0.06% | – |
| EA | New | ELECTRONIC ARTS INC | $298,000 | – | 8,300 | – | 0.06% | – |
| SU | New | SUNCOR ENERGY INC NEW | $294,000 | – | 6,900 | – | 0.06% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $294,000 | – | 2,000 | – | 0.06% | – |
| SCHE | New | SCHWAB STRATEGIC TRemrg mkteq etf | $294,000 | – | 11,300 | – | 0.06% | – |
| SSL | New | SASOL LTDsponsored adr | $296,000 | – | 5,000 | – | 0.06% | – |
| CVGW | New | CALAVO GROWERS INC | $294,000 | – | 8,700 | – | 0.06% | – |
| MDCA | New | MDC PARTNERS INCcla sub vtg | $294,000 | – | 13,700 | – | 0.06% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $292,000 | – | 3,000 | – | 0.05% | – |
| IPGP | New | IPG PHOTONICS CORP | $289,000 | – | 4,200 | – | 0.05% | – |
| GRFS | New | GRIFOLS S Aspadrrepbnvt | $291,000 | – | 6,600 | – | 0.05% | – |
| SNY | New | SANOFIsponsored adr | $292,000 | – | 5,500 | – | 0.05% | – |
| SCZ | New | ISHARESeafe sml cp etf | $291,000 | – | 5,500 | – | 0.05% | – |
| JPM | New | JPMORGAN CHASE & CO | $288,000 | – | 5,000 | – | 0.05% | – |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $292,000 | – | 47,000 | – | 0.05% | – |
| UMBF | New | UMB FINL CORP | $292,000 | – | 4,600 | – | 0.05% | – |
| ROC | New | ROCKWOOD HLDGS INC | $289,000 | – | 3,800 | – | 0.05% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $290,000 | – | 2,300 | – | 0.05% | – |
| WCN | New | WASTE CONNECTIONS INC | $291,000 | – | 6,000 | – | 0.05% | – |
| LOW | New | LOWES COS INC | $288,000 | – | 6,000 | – | 0.05% | – |
| MINC | New | ADVISORSHARES TRnewflt mulsinc | $290,000 | – | 5,800 | – | 0.05% | – |
| CATM | New | CARDTRONICS INC | $290,000 | – | 8,500 | – | 0.05% | – |
| CAM | New | CAMERON INTERNATIONAL CORP | $291,000 | – | 4,300 | – | 0.05% | – |
| ALLE | New | ALLEGION PUB LTD CO | $289,000 | – | 5,100 | – | 0.05% | – |
| CF | New | CF INDS HLDGS INC | $289,000 | – | 1,200 | – | 0.05% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $291,000 | – | 7,000 | – | 0.05% | – |
| ACN | New | ACCENTURE PLC IRELAND | $291,000 | – | 3,600 | – | 0.05% | – |
| BAX | New | BAXTER INTL INC | $289,000 | – | 4,000 | – | 0.05% | – |
| SON | New | SONOCO PRODS CO | $290,000 | – | 6,600 | – | 0.05% | – |
| EGRW | New | ISHARESmsci emk grw etf | $286,000 | – | 5,000 | – | 0.05% | – |
| EEMV | New | ISHARESem mk minvol etf | $283,000 | – | 4,700 | – | 0.05% | – |
| TTC | New | TORO CO | $286,000 | – | 4,500 | – | 0.05% | – |
| FAST | New | FASTENAL CO | $287,000 | – | 5,800 | – | 0.05% | – |
| THO | New | THOR INDS INC | $284,000 | – | 5,000 | – | 0.05% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $286,000 | – | 10,200 | – | 0.05% | – |
| TRP | New | TRANSCANADA CORP | $286,000 | – | 6,000 | – | 0.05% | – |
| IEMG | New | ISHARES INCcore msci emkt | $284,000 | – | 5,500 | – | 0.05% | – |
| AAN | New | AARONS INC | $285,000 | – | 8,000 | – | 0.05% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $278,000 | – | 15,500 | – | 0.05% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $280,000 | – | 3,000 | – | 0.05% | – |
| NDSN | New | NORDSON CORP | $281,000 | – | 3,500 | – | 0.05% | – |
| JMP | New | JMP GROUP INC | $280,000 | – | 37,000 | – | 0.05% | – |
| MTSI | New | MA COM TECHNOLOGY SOLUTIONS | $279,000 | – | 12,400 | – | 0.05% | – |
| ESV | New | ENSCO PLC | $278,000 | – | 5,000 | – | 0.05% | – |
| IDV | New | ISHARESintl sel div etf | $279,000 | – | 7,000 | – | 0.05% | – |
| CHT | New | CHUNGHWA TELECOM CO LTDspon adr new11 | $273,000 | – | 8,500 | – | 0.05% | – |
| CLGX | New | CORELOGIC INC | $273,000 | – | 9,000 | – | 0.05% | – |
| SNP | New | CHINA PETE & CHEM CORP | $272,000 | – | 2,860 | – | 0.05% | – |
| WWD | New | WOODWARD INC | $276,000 | – | 5,500 | – | 0.05% | – |
| FTNT | New | FORTINET INC | $276,000 | – | 11,000 | – | 0.05% | – |
| CP | New | CANADIAN PAC RY LTD | $272,000 | – | 1,500 | – | 0.05% | – |
| MIDD | New | MIDDLEBY CORP | $273,000 | – | 3,300 | – | 0.05% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $277,000 | – | 5,700 | – | 0.05% | – |
| HRS | New | HARRIS CORP DEL | $273,000 | – | 3,600 | – | 0.05% | – |
| STO | New | STATOIL ASAspons adr | $277,000 | – | 9,000 | – | 0.05% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $277,000 | – | 3,500 | – | 0.05% | – |
| LSTR | New | LANDSTAR SYS INC | $275,000 | – | 4,300 | – | 0.05% | – |
| VT | New | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $274,000 | – | 4,400 | – | 0.05% | – |
| STLD | New | STEEL DYNAMICS INC | $269,000 | – | 15,000 | – | 0.05% | – |
| NWBI | New | NORTHWEST BANCSHARES INC MD | $271,000 | – | 20,000 | – | 0.05% | – |
| MLI | New | MUELLER INDS INC | $271,000 | – | 9,200 | – | 0.05% | – |
| PKX | New | POSCOsponsored adr | $268,000 | – | 3,600 | – | 0.05% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $267,000 | – | 1,300 | – | 0.05% | – |
| B108PS | New | ACTAVIS PLC | $268,000 | – | 1,200 | – | 0.05% | – |
| GGAL | New | GRUPO FINANCIERO GALICIA S Asp adr 10 sh b | $271,000 | – | 18,500 | – | 0.05% | – |
| THRM | New | GENTHERM INC | $267,000 | – | 6,000 | – | 0.05% | – |
| ERIE | New | ERIE INDTY COcl a | $263,000 | – | 3,500 | – | 0.05% | – |
| EIS | New | ISHARESmsci isr cap etf | $266,000 | – | 5,100 | – | 0.05% | – |
| COST | New | COSTCO WHSL CORP NEW | $265,000 | – | 2,300 | – | 0.05% | – |
| BTTGY | New | BT GROUP PLCadr | $263,000 | – | 4,000 | – | 0.05% | – |
| SNCR | New | SYNCHRONOSS TECHNOLOGIES INC | $266,000 | – | 7,600 | – | 0.05% | – |
| LNN | New | LINDSAY CORP | $262,000 | – | 3,100 | – | 0.05% | – |
| NXST | New | NEXSTAR BROADCASTING GROUP Icl a | $263,000 | – | 5,100 | – | 0.05% | – |
| COL | New | ROCKWELL COLLINS INC | $266,000 | – | 3,400 | – | 0.05% | – |
| PX | New | PRAXAIR INC | $266,000 | – | 2,000 | – | 0.05% | – |
| CAT | New | CATERPILLAR INC DEL | $261,000 | – | 2,400 | – | 0.05% | – |
| MKL | New | MARKEL CORP | $262,000 | – | 400 | – | 0.05% | – |
| SAP | New | SAP AGspon adr | $262,000 | – | 3,400 | – | 0.05% | – |
| BRKR | New | BRUKER CORP | $262,000 | – | 10,800 | – | 0.05% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $264,000 | – | 6,000 | – | 0.05% | – |
| LRCX | New | LAM RESEARCH CORP | $264,000 | – | 3,900 | – | 0.05% | – |
| SXT | New | SENSIENT TECHNOLOGIES CORP | $262,000 | – | 4,700 | – | 0.05% | – |
| WLL | New | WHITING PETE CORP NEW | $265,000 | – | 3,300 | – | 0.05% | – |
| SWAY | New | STARWOOD WAYPOINT RESIDENTL | $262,000 | – | 10,000 | – | 0.05% | – |
| SSD | New | SIMPSON MANUFACTURING CO INC | $258,000 | – | 7,100 | – | 0.05% | – |
| CELG | New | CELGENE CORP | $258,000 | – | 3,000 | – | 0.05% | – |
| LOPE | New | GRAND CANYON ED INC | $257,000 | – | 5,600 | – | 0.05% | – |
| HME | New | HOME PROPERTIES INC | $256,000 | – | 4,000 | – | 0.05% | – |
| SCJ | New | ISHARESmsci japn smcetf | $256,000 | – | 4,500 | – | 0.05% | – |
| TOK | New | ISHARESmsci kokusai etf | $257,000 | – | 4,600 | – | 0.05% | – |
| JCOM | New | J2 GLOBAL INC | $259,000 | – | 5,100 | – | 0.05% | – |
| SWFT | New | SWIFT TRANSN COcl a | $260,000 | – | 10,300 | – | 0.05% | – |
| GLRE | New | GREENLIGHT CAPITAL RE LTDclass a | $260,000 | – | 7,900 | – | 0.05% | – |
| ACE | New | ACE LTD | $259,000 | – | 2,500 | – | 0.05% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $258,000 | – | 3,900 | – | 0.05% | – |
| ANN | New | ANN INC | $255,000 | – | 6,200 | – | 0.05% | – |
| APAM | New | ARTISAN PARTNERS ASSET MGMTcl a | $255,000 | – | 4,500 | – | 0.05% | – |
| CPRT | New | COPART INC | $252,000 | – | 7,000 | – | 0.05% | – |
| THG | New | HANOVER INS GROUP INC | $253,000 | – | 4,000 | – | 0.05% | – |
| AXLL | New | AXIALL CORP | $255,000 | – | 5,400 | – | 0.05% | – |
| NMR | New | NOMURA HLDGS INCsponsored adr | $253,000 | – | 36,000 | – | 0.05% | – |
| CIR | New | CIRCOR INTL INC | $255,000 | – | 3,300 | – | 0.05% | – |
| NCI | New | NAVIGANT CONSULTING INC | $253,000 | – | 14,500 | – | 0.05% | – |
| DVYA | New | ISHARESasia/pac div etf | $251,000 | – | 4,300 | – | 0.05% | – |
| ASEI | New | AMERICAN SCIENCE & ENGR INC | $251,000 | – | 3,600 | – | 0.05% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $253,000 | – | 2,700 | – | 0.05% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $251,000 | – | 4,700 | – | 0.05% | – |
| CDW | New | CDW CORP | $255,000 | – | 8,000 | – | 0.05% | – |
| EDU | New | NEW ORIENTAL ED & TECH GRP Ispon adr | $252,000 | – | 9,500 | – | 0.05% | – |
| ENL | New | REED ELSEVIER N Vspons adr new | $253,000 | – | 5,500 | – | 0.05% | – |
| DOV | New | DOVER CORP | $246,000 | – | 2,700 | – | 0.05% | – |
| AYI | New | ACUITY BRANDS INC | $249,000 | – | 1,800 | – | 0.05% | – |
| TESO | New | TESCO CORP | $245,000 | – | 11,500 | – | 0.05% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $248,000 | – | 2,800 | – | 0.05% | – |
| OCR | New | OMNICARE INC | $246,000 | – | 3,700 | – | 0.05% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $250,000 | – | 3,600 | – | 0.05% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $250,000 | – | 14,300 | – | 0.05% | – |
| NSP | New | INSPERITY INC | $248,000 | – | 7,500 | – | 0.05% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE IN | $246,000 | – | 1,300 | – | 0.05% | – |
| MYL | New | MYLAN INC | $247,000 | – | 4,800 | – | 0.05% | – |
| ETN | New | EATON CORP PLC | $247,000 | – | 3,200 | – | 0.05% | – |
| TEN | New | TENNECO INC | $250,000 | – | 3,800 | – | 0.05% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $246,000 | – | 7,500 | – | 0.05% | – |
| J105SC | New | CONVERSANT INC | $246,000 | – | 9,700 | – | 0.05% | – |
| CR | New | CRANE CO | $245,000 | – | 3,300 | – | 0.05% | – |
| ICLR | New | ICON PLC | $245,000 | – | 5,200 | – | 0.05% | – |
| FUL | New | FULLER H B CO | $250,000 | – | 5,200 | – | 0.05% | – |
| UFPT | New | UFP TECHNOLOGIES INC | $241,000 | – | 10,000 | – | 0.04% | – |
| UAM | New | UNIVERSAL AMERN CORP NEW | $242,000 | – | 29,000 | – | 0.04% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $241,000 | – | 5,000 | – | 0.04% | – |
| PNRA | New | PANERA BREAD COcl a | $240,000 | – | 1,600 | – | 0.04% | – |
| DHR | New | DANAHER CORP DEL | $244,000 | – | 3,100 | – | 0.04% | – |
| PID | New | POWERSHARES ETF TRUSTintl div achv | $240,000 | – | 12,400 | – | 0.04% | – |
| PCLN | New | PRICELINE GROUP INC | $241,000 | – | 200 | – | 0.04% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $242,000 | – | 7,300 | – | 0.04% | – |
| MN | New | MANNING & NAPIER INCcl a | $242,000 | – | 14,000 | – | 0.04% | – |
| LKQ | New | LKQ CORP | $243,000 | – | 9,100 | – | 0.04% | – |
| KN | New | KNOWLES CORP | $240,000 | – | 7,800 | – | 0.04% | – |
| CZZ | New | COSAN LTD | $244,000 | – | 18,000 | – | 0.04% | – |
| BLK | New | BLACKROCK INC | $240,000 | – | 750 | – | 0.04% | – |
| ECH | New | ISHARESmsci ch cap etf | $240,000 | – | 5,300 | – | 0.04% | – |
| FM | New | ISHARESmsci frntr100etf | $242,000 | – | 6,700 | – | 0.04% | – |
| APD | New | AIR PRODS & CHEMS INC | $244,000 | – | 1,900 | – | 0.04% | – |
| HURC | New | HURCO COMPANIES INC | $240,000 | – | 8,500 | – | 0.04% | – |
| SLH | New | SOLERA HOLDINGS INC | $242,000 | – | 3,600 | – | 0.04% | – |
| HON | New | HONEYWELL INTL INC | $242,000 | – | 2,600 | – | 0.04% | – |
| HXL | New | HEXCEL CORP NEW | $241,000 | – | 5,900 | – | 0.04% | – |
| HMSY | New | HMS HLDGS CORP | $243,000 | – | 11,900 | – | 0.04% | – |
| INN | New | SUMMIT HOTEL PPTYS | $244,000 | – | 23,000 | – | 0.04% | – |
| GDPMQ | New | GOODRICH PETE CORP | $240,000 | – | 8,700 | – | 0.04% | – |
| FDS | New | FACTSET RESH SYS INC | $241,000 | – | 2,000 | – | 0.04% | – |
| TW | New | TOWERS WATSON & COcl a | $240,000 | – | 2,300 | – | 0.04% | – |
| TSCO | New | TRACTOR SUPPLY CO | $242,000 | – | 4,000 | – | 0.04% | – |
| FARO | New | FARO TECHNOLOGIES INC | $236,000 | – | 4,800 | – | 0.04% | – |
| UPLMQ | New | ULTRA PETROLEUM CORP | $238,000 | – | 8,000 | – | 0.04% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $235,000 | – | 3,000 | – | 0.04% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $235,000 | – | 8,000 | – | 0.04% | – |
| OUTR | New | OUTERWALL INC | $237,000 | – | 4,000 | – | 0.04% | – |
| CVA | New | COVANTA HLDG CORP | $239,000 | – | 11,600 | – | 0.04% | – |
| SF | New | STIFEL FINL CORP | $237,000 | – | 5,000 | – | 0.04% | – |
| DG | New | DOLLAR GEN CORP NEW | $235,000 | – | 4,100 | – | 0.04% | – |
| VVI | New | VIAD CORP | $238,000 | – | 10,000 | – | 0.04% | – |
| GME | New | GAMESTOP CORP NEWcl a | $235,000 | – | 5,800 | – | 0.04% | – |
| CCO | New | CLEAR CHANNEL OUTDOOR HLDGScl a | $239,000 | – | 29,200 | – | 0.04% | – |
| PG | New | PROCTER & GAMBLE CO | $236,000 | – | 3,000 | – | 0.04% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $238,000 | – | 3,200 | – | 0.04% | – |
| ADRU | New | BLDRS INDEX FDS TReur 100 adr | $238,000 | – | 9,300 | – | 0.04% | – |
| CAI | New | CAI INTERNATIONAL INC | $238,000 | – | 10,800 | – | 0.04% | – |
| IAC | New | IAC INTERACTIVECORP | $235,000 | – | 3,400 | – | 0.04% | – |
| LYG | New | LLOYDS BANKING GROUP PLCsponsored adr | $231,000 | – | 45,000 | – | 0.04% | – |
| NVO | New | NOVO-NORDISK A Sadr | $231,000 | – | 5,000 | – | 0.04% | – |
| SIRO | New | SIRONA DENTAL SYSTEMS INC | $231,000 | – | 2,800 | – | 0.04% | – |
| KMX | New | CARMAX INC | $229,000 | – | 4,400 | – | 0.04% | – |
| HSH | New | HILLSHIRE BRANDS CO | $234,000 | – | 3,750 | – | 0.04% | – |
| OLN | New | OLIN CORP | $234,000 | – | 8,700 | – | 0.04% | – |
| HNGR | New | HANGER INC | $230,000 | – | 7,300 | – | 0.04% | – |
| THD | New | ISHARESmsci thi cap etf | $232,000 | – | 3,000 | – | 0.04% | – |
| DOO | New | WISDOMTREE TRintl div ex finl | $233,000 | – | 4,600 | – | 0.04% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $231,000 | – | 19,400 | – | 0.04% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $234,000 | – | 3,400 | – | 0.04% | – |
| QCOR | New | QUESTCOR PHARMACEUTICALS INC | $231,000 | – | 2,500 | – | 0.04% | – |
| GWR | New | GENESEE & WYO INCcl a | $231,000 | – | 2,200 | – | 0.04% | – |
| FEZ | New | SPDR INDEX SHS FDSeuro stoxx 50 | $234,000 | – | 5,400 | – | 0.04% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored adr | $234,000 | – | 4,200 | – | 0.04% | – |
| AWHHF | New | ALLIED WRLD ASSUR COM HLDG A | $228,000 | – | 6,000 | – | 0.04% | – |
| MASI | New | MASIMO CORP | $227,000 | – | 9,600 | – | 0.04% | – |
| WFT | New | WEATHERFORD INTERNATIONAL LT | $225,000 | – | 9,800 | – | 0.04% | – |
| AME | New | AMETEK INC NEW | $225,000 | – | 4,300 | – | 0.04% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $224,000 | – | 1,900 | – | 0.04% | – |
| FFIC | New | FLUSHING FINL CORP | $226,000 | – | 11,000 | – | 0.04% | – |
| AGCO | New | AGCO CORP | $225,000 | – | 4,000 | – | 0.04% | – |
| HCSG | New | HEALTHCARE SVCS GRP INC | $227,000 | – | 7,700 | – | 0.04% | – |
| MENT | New | MENTOR GRAPHICS CORP | $224,000 | – | 10,400 | – | 0.04% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $226,000 | – | 1,500 | – | 0.04% | – |
| MLHR | New | MILLER HERMAN INC | $227,000 | – | 7,500 | – | 0.04% | – |
| CVE | New | CENOVUS ENERGY INC | $220,000 | – | 6,800 | – | 0.04% | – |
| NTAP | New | NETAPP INC | $219,000 | – | 6,000 | – | 0.04% | – |
| MCO | New | MOODYS CORP | $219,000 | – | 2,500 | – | 0.04% | – |
| LMCA | New | LIBERTY MEDIA CORP DELAWAREcl a | $219,000 | – | 1,600 | – | 0.04% | – |
| SNAK | New | INVENTURE FOODS INC | $220,000 | – | 19,500 | – | 0.04% | – |
| GNW | New | GENWORTH FINL INC | $218,000 | – | 12,500 | – | 0.04% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GO | $219,000 | – | 6,000 | – | 0.04% | – |
| FLR | New | FLUOR CORP NEW | $223,000 | – | 2,900 | – | 0.04% | – |
| FB | New | FACEBOOK INCcl a | $222,000 | – | 3,300 | – | 0.04% | – |
| ENOC | New | ENERNOC INC | $218,000 | – | 11,500 | – | 0.04% | – |
| VSS | New | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $222,000 | – | 2,000 | – | 0.04% | – |
| CACI | New | CACI INTL INCcl a | $218,000 | – | 3,100 | – | 0.04% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $221,000 | – | 5,000 | – | 0.04% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $213,000 | – | 1,700 | – | 0.04% | – |
| GOV | New | GOVERNMENT PPTYS INCOME TR | $213,000 | – | 8,400 | – | 0.04% | – |
| TRS | New | TRIMAS CORP | $217,000 | – | 5,700 | – | 0.04% | – |
| SPH | New | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $216,000 | – | 4,700 | – | 0.04% | – |
| MYE | New | MYERS INDS INC | $215,000 | – | 10,700 | – | 0.04% | – |
| EC | New | ECOPETROL S Asponsored ads | $216,000 | – | 6,000 | – | 0.04% | – |
| IR | New | INGERSOLL-RAND PLC | $213,000 | – | 3,400 | – | 0.04% | – |
| DLR | New | DIGITAL RLTY TR INC | $216,000 | – | 3,700 | – | 0.04% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $213,000 | – | 2,700 | – | 0.04% | – |
| CLB | New | CORE LABORATORIES N V | $217,000 | – | 1,300 | – | 0.04% | – |
| J | New | JACOBS ENGR GROUP INC DEL | $213,000 | – | 4,000 | – | 0.04% | – |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $215,000 | – | 2,400 | – | 0.04% | – |
| EXC | New | EXELON CORP | $215,000 | – | 5,900 | – | 0.04% | – |
| FMC | New | F M C CORP | $214,000 | – | 3,000 | – | 0.04% | – |
| POL | New | POLYONE CORP | $211,000 | – | 5,000 | – | 0.04% | – |
| DFE | New | WISDOMTREE TRUSTeurope smcp dv | $211,000 | – | 3,500 | – | 0.04% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $211,000 | – | 5,900 | – | 0.04% | – |
| CLNY | New | COLONY FINL INC | $209,000 | – | 9,000 | – | 0.04% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $210,000 | – | 4,300 | – | 0.04% | – |
| NUE | New | NUCOR CORP | $202,000 | – | 4,100 | – | 0.04% | – |
| GLW | New | CORNING INC | $202,000 | – | 9,200 | – | 0.04% | – |
| CHCO | New | CITY HLDG CO | $203,000 | – | 4,500 | – | 0.04% | – |
| CBI | New | CHICAGO BRIDGE & IRON CO N Vn y registry sh | $205,000 | – | 3,000 | – | 0.04% | – |
| HMIN | New | HOME INNS & HOTELS MGMT INCspon adr | $205,000 | – | 6,000 | – | 0.04% | – |
| CMS | New | CMS ENERGY CORP | $202,000 | – | 6,500 | – | 0.04% | – |
| CNL | New | CLECO CORP NEW | $206,000 | – | 3,500 | – | 0.04% | – |
| PODD | New | INSULET CORP | $206,000 | – | 5,200 | – | 0.04% | – |
| ODFL | New | OLD DOMINION FGHT LINES INC | $204,000 | – | 3,200 | – | 0.04% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP IN | $202,000 | – | 4,000 | – | 0.04% | – |
| PSX | New | PHILLIPS 66 | $205,000 | – | 2,550 | – | 0.04% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $203,000 | – | 9,100 | – | 0.04% | – |
| DCMYY | New | NTT DOCOMO INCspons adr | $205,000 | – | 12,000 | – | 0.04% | – |
| PHH | New | PHH CORP | $207,000 | – | 9,000 | – | 0.04% | – |
| IBKC | New | IBERIABANK CORP | $201,000 | – | 2,905 | – | 0.04% | – |
| YAO | New | CLAYMORE EXCHANGE-TRD FD TRgugg china allcp | $201,000 | – | 7,600 | – | 0.04% | – |
| WEN | New | WENDYS CO | $200,000 | – | 23,500 | – | 0.04% | – |
| KMB | New | KIMBERLY CLARK CORP | $200,000 | – | 1,800 | – | 0.04% | – |
| TEF | New | TELEFONICA S Asponsored adr | $189,000 | – | 11,000 | – | 0.04% | – |
| FRAN | New | FRANCESCAS HLDGS CORP | $186,000 | – | 12,600 | – | 0.04% | – |
| CMO | New | CAPSTEAD MTG CORP | $184,000 | – | 14,000 | – | 0.03% | – |
| ING | New | ING GROEP N Vsponsored adr | $182,000 | – | 13,000 | – | 0.03% | – |
| AEG | New | AEGON N Vny registry sh | $179,000 | – | 20,426 | – | 0.03% | – |
| KEY | New | KEYCORP NEW | $172,000 | – | 12,000 | – | 0.03% | – |
| ACAS | New | AMERICAN CAP LTD | $168,000 | – | 11,000 | – | 0.03% | – |
| SAN | New | BANCO SANTANDER SAadr | $164,000 | – | 15,708 | – | 0.03% | – |
| CLMS | New | CALAMOS ASSET MGMT INCcl a | $161,000 | – | 12,000 | – | 0.03% | – |
| AA | New | ALCOA INC | $164,000 | – | 11,000 | – | 0.03% | – |
| EWM | New | ISHARESmsci malaysi etf | $162,000 | – | 10,200 | – | 0.03% | – |
| MFIN | New | MEDALLION FINL CORP | $162,000 | – | 13,000 | – | 0.03% | – |
| ONB | New | OLD NATL BANCORP IND | $157,000 | – | 11,000 | – | 0.03% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $149,000 | – | 10,000 | – | 0.03% | – |
| OFS | New | OFS CAP CORP | $140,000 | – | 10,800 | – | 0.03% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $135,000 | – | 22,000 | – | 0.02% | – |
| SALT | New | SCORPIO BULKERS INC | $125,000 | – | 14,000 | – | 0.02% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NE | $112,000 | – | 10,000 | – | 0.02% | – |
| ORN | New | ORION MARINE GROUP INC | $113,000 | – | 10,400 | – | 0.02% | – |
| CNHI | New | CNH INDL N V | $110,000 | – | 10,718 | – | 0.02% | – |
| ABEV | New | AMBEV SAsponsored adr | $109,000 | – | 15,500 | – | 0.02% | – |
| GPT | New | GRAMERCY PPTY TR INC | $97,000 | – | 16,000 | – | 0.02% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TSRE | Exit | TRADE STR RESIDENTIAL INC | $0 | – | -12,000 | – | -0.02% | – |
| AA | Exit | ALCOA INC | $0 | – | -11,000 | – | -0.02% | – |
| ORN | Exit | ORION MARINE GROUP INC | $0 | – | -10,400 | – | -0.02% | – |
| CLMS | Exit | CALAMOS ASSET MGMT INCcl a | $0 | – | -12,000 | – | -0.03% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -15,381 | – | -0.03% | – |
| TAC | Exit | TRANSALTA CORP | $0 | – | -10,200 | – | -0.03% | – |
| CNH | Exit | CNH GLOBAL N V | $0 | – | -10,718 | – | -0.03% | – |
| OFS | Exit | OFS CAP CORP | $0 | – | -10,800 | – | -0.03% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -10,000 | – | -0.03% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -12,000 | – | -0.03% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -22,000 | – | -0.03% | – |
| ING | Exit | ING GROEP N Vsponsored adr | $0 | – | -13,000 | – | -0.03% | – |
| ACAS | Exit | AMERICAN CAP LTD | $0 | – | -11,000 | – | -0.03% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -20,426 | – | -0.03% | – |
| EWM | Exit | ISHARESmsci malaysi etf | $0 | – | -10,200 | – | -0.03% | – |
| CMO | Exit | CAPSTEAD MTG CORP | $0 | – | -14,000 | – | -0.04% | – |
| TEF | Exit | TELEFONICA S Asponsored adr | $0 | – | -11,000 | – | -0.04% | – |
| ENOC | Exit | ENERNOC INC | $0 | – | -11,500 | – | -0.04% | – |
| T104PS | Exit | AMERICAN RLTY CAP PPTYS INC | $0 | – | -14,500 | – | -0.04% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -2,500 | – | -0.04% | – |
| PGI | Exit | PREMIERE GLOBAL SVCS INC | $0 | – | -18,500 | – | -0.04% | – |
| EGHT | Exit | 8 X 8 INC | $0 | – | -18,500 | – | -0.04% | – |
| BV | Exit | BAZAARVOICE INC | $0 | – | -20,500 | – | -0.04% | – |
| MFIN | Exit | MEDALLION FINL CORP | $0 | – | -13,000 | – | -0.04% | – |
| ENIA | Exit | ENERSIS S Asponsored adr | $0 | – | -12,000 | – | -0.04% | – |
| DCMYY | Exit | NTT DOCOMO INCspons adr | $0 | – | -12,000 | – | -0.04% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -1,900 | – | -0.04% | – |
| WEN | Exit | WENDYS CO | $0 | – | -23,500 | – | -0.04% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -6,800 | – | -0.04% | – |
| MHLD | Exit | MAIDEN HOLDINGS LTD | $0 | – | -17,000 | – | -0.04% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -750 | – | -0.04% | – |
| GRFS | Exit | GRIFOLS S Aspadrrepbnvt | $0 | – | -6,600 | – | -0.04% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -11,000 | – | -0.04% | – |
| GOV | Exit | GOVERNMENT PPTYS INCOME TR | $0 | – | -8,400 | – | -0.04% | – |
| ELN | Exit | ELAN PLCadr | $0 | – | -13,000 | – | -0.04% | – |
| OUTR | Exit | OUTERWALL INC | $0 | – | -4,000 | – | -0.04% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -4,100 | – | -0.04% | – |
| F102PS | Exit | BABCOCK & WILCOX CO NEW | $0 | – | -6,000 | – | -0.04% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -5,400 | – | -0.04% | – |
| GWR | Exit | GENESEE & WYO INCcl a | $0 | – | -2,200 | – | -0.04% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -400 | – | -0.04% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -5,000 | – | -0.04% | – |
| STO | Exit | STATOIL ASAspons adr | $0 | – | -9,000 | – | -0.04% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -2,900 | – | -0.04% | – |
| ILF | Exit | ISHARESlatn amer 40 etf | $0 | – | -5,500 | – | -0.04% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -4,000 | – | -0.04% | – |
| INN | Exit | SUMMIT HOTEL PPTYS | $0 | – | -23,000 | – | -0.04% | – |
| CYNO | Exit | CYNOSURE INCcl a | $0 | – | -9,100 | – | -0.04% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -2,500 | – | -0.04% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -3,000 | – | -0.04% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -5,700 | – | -0.05% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -3,100 | – | -0.05% | – |
| TG | Exit | TREDEGAR CORP | $0 | – | -8,300 | – | -0.05% | – |
| ICLR | Exit | ICON PLC | $0 | – | -5,200 | – | -0.05% | – |
| ADRU | Exit | BLDRS INDEX FDS TReur 100 adr | $0 | – | -9,300 | – | -0.05% | – |
| KMX | Exit | CARMAX INC | $0 | – | -4,400 | – | -0.05% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -1,800 | – | -0.05% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -3,600 | – | -0.05% | – |
| MYE | Exit | MYERS INDS INC | $0 | – | -10,700 | – | -0.05% | – |
| PHH | Exit | PHH CORP | $0 | – | -9,000 | – | -0.05% | – |
| CACI | Exit | CACI INTL INCcl a | $0 | – | -3,100 | – | -0.05% | – |
| FMC | Exit | F M C CORP | $0 | – | -3,000 | – | -0.05% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -700 | – | -0.05% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -3,400 | – | -0.05% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -250 | – | -0.05% | – |
| ENL | Exit | REED ELSEVIER N Vspons adr new | $0 | – | -5,500 | – | -0.05% | – |
| BTTGY | Exit | BT GROUP PLCadr | $0 | – | -4,000 | – | -0.05% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -2,900 | – | -0.05% | – |
| SPH | Exit | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $0 | – | -4,700 | – | -0.05% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -2,300 | – | -0.05% | – |
| SODA | Exit | SODASTREAM INTERNATIONAL LTD | $0 | – | -3,500 | – | -0.05% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -3,200 | – | -0.05% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -2,000 | – | -0.05% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -10,200 | – | -0.05% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -10,800 | – | -0.05% | – |
| BA | Exit | BOEING CO | $0 | – | -1,900 | – | -0.05% | – |
| AAN | Exit | AARONS INC | $0 | – | -8,000 | – | -0.05% | – |
| CBOE | Exit | CBOE HLDGS INC | $0 | – | -5,000 | – | -0.05% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -3,600 | – | -0.05% | – |
| TOK | Exit | ISHARESmsci kokusai etf | $0 | – | -4,600 | – | -0.05% | – |
| PFPT | Exit | PROOFPOINT INC | $0 | – | -6,900 | – | -0.05% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -9,400 | – | -0.05% | – |
| CPRT | Exit | COPART INC | $0 | – | -7,000 | – | -0.05% | – |
| SNP | Exit | CHINA PETE & CHEM CORP | $0 | – | -2,860 | – | -0.05% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -6,000 | – | -0.05% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -1,500 | – | -0.05% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -800 | – | -0.05% | – |
| HME | Exit | HOME PROPERTIES INC | $0 | – | -4,000 | – | -0.05% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -3,000 | – | -0.05% | – |
| TISI | Exit | TEAM INC | $0 | – | -5,800 | – | -0.05% | – |
| SSD | Exit | SIMPSON MANUFACTURING CO INC | $0 | – | -7,100 | – | -0.05% | – |
| PTC | Exit | PTC INC | $0 | – | -8,000 | – | -0.05% | – |
| UFPT | Exit | UFP TECHNOLOGIES INC | $0 | – | -10,000 | – | -0.05% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -5,100 | – | -0.05% | – |
| DVYA | Exit | ISHARESasia/pac div etf | $0 | – | -4,300 | – | -0.05% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -10,800 | – | -0.05% | – |
| CFX | Exit | COLFAX CORP | $0 | – | -4,100 | – | -0.05% | – |
| ACE | Exit | ACE LTD | $0 | – | -2,500 | – | -0.05% | – |
| FUL | Exit | FULLER H B CO | $0 | – | -5,200 | – | -0.05% | – |
| LMCA | Exit | LIBERTY MEDIA CORP DELAWAREcl a | $0 | – | -1,600 | – | -0.05% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -4,800 | – | -0.05% | – |
| ICUI | Exit | ICU MED INC | $0 | – | -3,500 | – | -0.05% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -14,000 | – | -0.05% | – |
| AAPL | Exit | APPLE INC | $0 | – | -500 | – | -0.05% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -4,700 | – | -0.05% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -2,500 | – | -0.05% | – |
| SSL | Exit | SASOL LTDsponsored adr | $0 | – | -5,000 | – | -0.05% | – |
| PSMT | Exit | PRICESMART INC | $0 | – | -2,500 | – | -0.05% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -4,300 | – | -0.05% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -2,800 | – | -0.05% | – |
| GB | Exit | GREATBATCH INC | $0 | – | -7,100 | – | -0.05% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -4,000 | – | -0.05% | – |
| SYT | Exit | SYNGENTA AGsponsored adr | $0 | – | -3,000 | – | -0.05% | – |
| MGAM | Exit | MULTIMEDIA GAMES HLDG CO INC | $0 | – | -7,000 | – | -0.05% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -6,700 | – | -0.05% | – |
| ABR | Exit | ARBOR RLTY TR INC | $0 | – | -36,000 | – | -0.05% | – |
| CLGX | Exit | CORELOGIC INC | $0 | – | -9,000 | – | -0.05% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -2,464 | – | -0.05% | – |
| MENT | Exit | MENTOR GRAPHICS CORP | $0 | – | -10,400 | – | -0.05% | – |
| TTC | Exit | TORO CO | $0 | – | -4,500 | – | -0.05% | – |
| QCOR | Exit | QUESTCOR PHARMACEUTICALS INC | $0 | – | -4,300 | – | -0.05% | – |
| HNGR | Exit | HANGER INC | $0 | – | -7,300 | – | -0.05% | – |
| SCJ | Exit | ISHARESmsci japn smcetf | $0 | – | -4,500 | – | -0.05% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -2,500 | – | -0.05% | – |
| WOOF | Exit | VCA ANTECH INC | $0 | – | -9,000 | – | -0.05% | – |
| ICON | Exit | ICONIX BRAND GROUP INC | $0 | – | -7,500 | – | -0.05% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -3,500 | – | -0.05% | – |
| IDV | Exit | ISHARESintl sel div etf | $0 | – | -7,000 | – | -0.05% | – |
| AON | Exit | AON PLC | $0 | – | -3,400 | – | -0.05% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -15,000 | – | -0.05% | – |
| ROC | Exit | ROCKWOOD HLDGS INC | $0 | – | -3,800 | – | -0.05% | – |
| RYN | Exit | RAYONIER INC | $0 | – | -4,500 | – | -0.05% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -1,200 | – | -0.05% | – |
| SNY | Exit | SANOFI AVENTISsponsored adr | $0 | – | -5,000 | – | -0.05% | – |
| ERIE | Exit | ERIE INDTY COcl a | $0 | – | -3,500 | – | -0.05% | – |
| IPAR | Exit | INTER PARFUMS INC | $0 | – | -8,400 | – | -0.05% | – |
| EGOV | Exit | NIC INC | $0 | – | -10,900 | – | -0.05% | – |
| GAS | Exit | AGL RES INC | $0 | – | -5,500 | – | -0.05% | – |
| APEI | Exit | AMERICAN PUBLIC EDUCATION IN | $0 | – | -6,700 | – | -0.05% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -7,700 | – | -0.06% | – |
| NDSN | Exit | NORDSON CORP | $0 | – | -3,500 | – | -0.06% | – |
| SON | Exit | SONOCO PRODS CO | $0 | – | -6,600 | – | -0.06% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -19,000 | – | -0.06% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -3,000 | – | -0.06% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -6,000 | – | -0.06% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -7,500 | – | -0.06% | – |
| MLI | Exit | MUELLER INDS INC | $0 | – | -4,600 | – | -0.06% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -4,500 | – | -0.06% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -7,000 | – | -0.06% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -4,700 | – | -0.06% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -1,150 | – | -0.06% | – |
| ADTN | Exit | ADTRAN INC | $0 | – | -9,800 | – | -0.06% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -4,000 | – | -0.06% | – |
| OMCL | Exit | OMNICELL INC | $0 | – | -11,000 | – | -0.06% | – |
| PRXL | Exit | PAREXEL INTL CORP | $0 | – | -5,200 | – | -0.06% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -4,100 | – | -0.06% | – |
| ACN | Exit | ACCENTURE PLC IRELAND | $0 | – | -3,600 | – | -0.06% | – |
| BEAV | Exit | BE AEROSPACE INC | $0 | – | -3,600 | – | -0.06% | – |
| SCZ | Exit | ISHARESeafe sml cp etf | $0 | – | -5,500 | – | -0.06% | – |
| ZIXI | Exit | ZIX CORP | $0 | – | -54,000 | – | -0.06% | – |
| EGRW | Exit | ISHARESmsci emk grw etf | $0 | – | -5,000 | – | -0.06% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -6,000 | – | -0.06% | – |
| NWBI | Exit | NORTHWEST BANCSHARES INC MD | $0 | – | -20,000 | – | -0.06% | – |
| TV | Exit | GRUPO TELEVISA SA DE CVsp adr rep ord | $0 | – | -9,500 | – | -0.06% | – |
| STFC | Exit | STATE AUTO FINL CORP | $0 | – | -13,000 | – | -0.06% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -8,400 | – | -0.06% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -5,000 | – | -0.06% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -4,000 | – | -0.06% | – |
| BRFS | Exit | BRF - BRASIL FOODS S Asponsored adr | $0 | – | -11,100 | – | -0.06% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -5,000 | – | -0.06% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -6,000 | – | -0.06% | – |
| ATMI | Exit | ATMI INC | $0 | – | -10,300 | – | -0.06% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -4,400 | – | -0.06% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -1,300 | – | -0.06% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -27,000 | – | -0.06% | – |
| MINI | Exit | MOBILE MINI INC | $0 | – | -8,100 | – | -0.06% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -2,500 | – | -0.06% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -2,300 | – | -0.06% | – |
| CIR | Exit | CIRCOR INTL INC | $0 | – | -4,500 | – | -0.06% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -3,900 | – | -0.06% | – |
| PKOH | Exit | PARK OHIO HLDGS CORP | $0 | – | -7,300 | – | -0.06% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO N Vn y registry sh | $0 | – | -4,200 | – | -0.06% | – |
| EEM | Exit | ISHARESmsci emg mkt etf | $0 | – | -7,000 | – | -0.06% | – |
| NTES | Exit | NETEASE INCsponsored adr | $0 | – | -3,900 | – | -0.06% | – |
| FNGN | Exit | FINANCIAL ENGINES INC | $0 | – | -4,800 | – | -0.06% | – |
| STRZA | Exit | STARZ | $0 | – | -10,200 | – | -0.06% | – |
| ULTA | Exit | ULTA SALON COSMETICS & FRAG I | $0 | – | -2,400 | – | -0.06% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -6,000 | – | -0.06% | – |
| THO | Exit | THOR INDS INC | $0 | – | -5,000 | – | -0.06% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -4,000 | – | -0.06% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -3,000 | – | -0.06% | – |
| HNI | Exit | HNI CORP | $0 | – | -8,000 | – | -0.06% | – |
| ENV | Exit | ENVESTNET INC | $0 | – | -9,400 | – | -0.06% | – |
| LFUS | Exit | LITTELFUSE INC | $0 | – | -3,700 | – | -0.06% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -6,000 | – | -0.06% | – |
| CMCO | Exit | COLUMBUS MCKINNON CORP N Y | $0 | – | -12,200 | – | -0.06% | – |
| MDCA | Exit | MDC PARTNERS INCcla sub vtg | $0 | – | -10,500 | – | -0.06% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -2,500 | – | -0.06% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -3,900 | – | -0.06% | – |
| IEX | Exit | IDEX CORP | $0 | – | -4,500 | – | -0.06% | – |
| LG | Exit | LACLEDE GROUP INC | $0 | – | -6,500 | – | -0.06% | – |
| MD | Exit | MEDNAX INC | $0 | – | -3,000 | – | -0.06% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -6,500 | – | -0.06% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -1,800 | – | -0.06% | – |
| LVNTA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -3,400 | – | -0.06% | – |
| VRSK | Exit | VERISK ANALYTICS INCcl a | $0 | – | -4,700 | – | -0.06% | – |
| KO | Exit | COCA COLA CO | $0 | – | -8,000 | – | -0.06% | – |
| CSGP | Exit | COSTAR GROUP INC | $0 | – | -1,800 | – | -0.06% | – |
| EWA | Exit | ISHARESmsci aust etf | $0 | – | -12,000 | – | -0.06% | – |
| ELX | Exit | EMULEX CORP | $0 | – | -39,000 | – | -0.06% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -9,500 | – | -0.06% | – |
| VPL | Exit | VANGUARD INTL EQUITY INDEX Fmsci pac etf | $0 | – | -5,000 | – | -0.06% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -6,000 | – | -0.06% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -1,800 | – | -0.06% | – |
| ALV | Exit | AUTOLIV INC | $0 | – | -3,500 | – | -0.06% | – |
| VT | Exit | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $0 | – | -5,500 | – | -0.06% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -8,000 | – | -0.07% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -4,000 | – | -0.07% | – |
| EPP | Exit | ISHARESmsci pac jp etf | $0 | – | -6,500 | – | -0.07% | – |
| EWS | Exit | ISHARESmsci singap etf | $0 | – | -23,000 | – | -0.07% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -6,000 | – | -0.07% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -5,000 | – | -0.07% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -11,000 | – | -0.07% | – |
| MIDD | Exit | MIDDLEBY CORP | $0 | – | -1,500 | – | -0.07% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -3,500 | – | -0.07% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -17,300 | – | -0.07% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -8,000 | – | -0.07% | – |
| AVVIY | Exit | AVIVA PLCadr | $0 | – | -26,000 | – | -0.07% | – |
| TW | Exit | TOWERS WATSON & COcl a | $0 | – | -3,100 | – | -0.07% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -6,600 | – | -0.07% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -20,000 | – | -0.07% | – |
| PDFS | Exit | PDF SOLUTIONS INC | $0 | – | -16,500 | – | -0.08% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -7,000 | – | -0.08% | – |
| MHY | Exit | WESTERN ASSET MGD HI INCM F | $0 | – | -63,700 | – | -0.08% | – |
| YNDX | Exit | YANDEX N V | $0 | – | -9,900 | – | -0.08% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -4,000 | – | -0.08% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -3,600 | – | -0.08% | – |
| TRK | Exit | SPEEDWAY MOTORSPORTS INC | $0 | – | -21,000 | – | -0.08% | – |
| TNGO | Exit | TANGOE INC | $0 | – | -16,200 | – | -0.08% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -23,500 | – | -0.09% | – |
| HIMX | Exit | HIMAX TECHNOLOGIES INCsponsored adr | $0 | – | -42,000 | – | -0.09% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -10,000 | – | -0.09% | – |
| HMH | Exit | HELIOS MULTI SEC HI INC FD I | $0 | – | -73,300 | – | -0.09% | – |
| GEO | Exit | GEO GROUP INC | $0 | – | -13,000 | – | -0.09% | – |
| FHI | Exit | FEDERATED INVS INC PAcl b | $0 | – | -17,000 | – | -0.10% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -82,000 | – | -0.10% | – |
| TNH | Exit | TERRA NITROGEN CO L P | $0 | – | -2,300 | – | -0.10% | – |
| VGK | Exit | VANGUARD INTL EQUITY INDEX Fftse europe etf | $0 | – | -8,700 | – | -0.10% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -15,000 | – | -0.10% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -20,300 | – | -0.10% | – |
| EC | Exit | ECOPETROL S Asponsored ads | $0 | – | -10,500 | – | -0.10% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -15,000 | – | -0.11% | – |
| Exit | INVESCO LTD | $0 | – | -16,000 | – | -0.11% | – | |
| HYF | Exit | MANAGED HIGH YIELD PLUS FD I | $0 | – | -259,000 | – | -0.11% | – |
| VIVO | Exit | MERIDIAN BIOSCIENCE INC | $0 | – | -24,000 | – | -0.12% | – |
| RSO | Exit | RESOURCE CAP CORP | $0 | – | -100,000 | – | -0.13% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -9,500 | – | -0.13% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -14,000 | – | -0.14% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -10,000 | – | -0.14% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -19,300 | – | -0.14% | – |
| LDR | Exit | LANDAUER INC | $0 | – | -12,800 | – | -0.14% | – |
| THHY | Exit | MARKET VECTORS ETF TRhi yld trea bd | $0 | – | -27,000 | – | -0.14% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -9,400 | – | -0.15% | – |
| AMTG | Exit | APOLLO RESIDENTIAL MTG INC | $0 | – | -50,000 | – | -0.16% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -50,000 | – | -0.16% | – |
| BCE | Exit | BCE INC | $0 | – | -18,200 | – | -0.17% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -11,700 | – | -0.17% | – |
| DX | Exit | DYNEX CAP INC | $0 | – | -90,000 | – | -0.17% | – |
| RRMS | Exit | ROSE ROCK MIDSTREAM L P | $0 | – | -27,000 | – | -0.18% | – |
| HTGC | Exit | HERCULES TECH GROWTH CAP INC | $0 | – | -60,000 | – | -0.20% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -22,000 | – | -0.20% | – |
| DIN | Exit | DINEEQUITY INC | $0 | – | -13,800 | – | -0.20% | – |
| AJG | Exit | GALLAGHER ARTHUR J & CO | $0 | – | -22,500 | – | -0.21% | – |
| 4945SC | Exit | KINDER MORGAN ENERGY PARTNERut ltd partner | $0 | – | -12,500 | – | -0.21% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -24,200 | – | -0.21% | – |
| LO | Exit | LORILLARD INC | $0 | – | -22,600 | – | -0.22% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -33,000 | – | -0.22% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -12,200 | – | -0.22% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -28,600 | – | -0.22% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -12,250 | – | -0.23% | – |
| CME | Exit | CME GROUP INC | $0 | – | -14,600 | – | -0.23% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -30,000 | – | -0.24% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -27,800 | – | -0.24% | – |
| BBT | Exit | BB&T CORP | $0 | – | -33,300 | – | -0.24% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -73,500 | – | -0.24% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -61,000 | – | -0.24% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -48,000 | – | -0.24% | – |
| INTC | Exit | INTEL CORP | $0 | – | -51,300 | – | -0.25% | – |
| T | Exit | AT & T CORP | $0 | – | -35,500 | – | -0.26% | – |
| STWD | Exit | STARWOOD PPTY TR INC | $0 | – | -50,000 | – | -0.26% | – |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -48,600 | – | -0.26% | – |
| DOC | Exit | PHYSICIANS RLTY TR | $0 | – | -100,000 | – | -0.26% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -7,800 | – | -0.26% | – |
| OLP | Exit | ONE LIBERTY PPTYS INC | $0 | – | -62,077 | – | -0.27% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -36,800 | – | -0.27% | – |
| RASF | Exit | RAIT FINANCIAL TRUST | $0 | – | -180,000 | – | -0.27% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -30,600 | – | -0.28% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -26,500 | – | -0.28% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -28,500 | – | -0.28% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -37,000 | – | -0.28% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -28,200 | – | -0.29% | – |
| NGPC | Exit | NGP CAP RES CO | $0 | – | -183,393 | – | -0.29% | – |
| SWY | Exit | SAFEWAY INC | $0 | – | -43,200 | – | -0.30% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -24,000 | – | -0.30% | – |
| Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -25,000 | – | -0.32% | – | |
| SRC | Exit | SPIRIT RLTY CAP INC | $0 | – | -163,143 | – | -0.32% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -39,000 | – | -0.32% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -12,300 | – | -0.34% | – |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -141,200 | – | -0.34% | – |
| BBEPQ | Exit | BREITBURN ENERGY PARTNERS LP | $0 | – | -87,500 | – | -0.34% | – |
| TCAP | Exit | TRIANGLE CAP CORP | $0 | – | -55,000 | – | -0.35% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -30,000 | – | -0.35% | – |
| VNRSQ | Exit | VANGUARD NATURAL RESOURCES L | $0 | – | -60,700 | – | -0.36% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -27,400 | – | -0.37% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -60,500 | – | -0.39% | – |
| FULL | Exit | FULL CIRCLE CAP CORP | $0 | – | -228,000 | – | -0.42% | – |
| FAX | Exit | ABERDEEN ASIA PACIFIC INCOM | $0 | – | -323,000 | – | -0.42% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -55,800 | – | -0.42% | – |
| NCT | Exit | NEWCASTLE INVT CORP | $0 | – | -350,000 | – | -0.42% | – |
| HCAP | Exit | HARVEST CAP CR CORP | $0 | – | -132,323 | – | -0.42% | – |
| MET | Exit | METLIFE INC | $0 | – | -45,000 | – | -0.45% | – |
| SUNS | Exit | SOLAR SR CAP LTD | $0 | – | -118,350 | – | -0.46% | – |
| SCM | Exit | STELLUS CAP INVT CORP | $0 | – | -143,900 | – | -0.46% | – |
| FLY | Exit | FLY LEASING LTDsponsored adr | $0 | – | -161,600 | – | -0.48% | – |
| FSFR | Exit | FIFTH STR SR FLOATING RATE CO | $0 | – | -190,548 | – | -0.55% | – |
| STB | Exit | STUDENT TRANSN INC | $0 | – | -480,000 | – | -0.65% | – |
| ARPJQ | Exit | ATLAS RESOURCE PARTNERS LP | $0 | – | -150,000 | – | -0.67% | – |
| ATAX | Exit | AMERICA FIRST TAX EX IVS L Pben unit ctf | $0 | – | -500,000 | – | -0.73% | – |
| PFLT | Exit | PENNANTPARK FLOATING RATE CA | $0 | – | -250,000 | – | -0.74% | – |
| SFL | Exit | SHIP FINANCE INTERNATIONAL L | $0 | – | -240,000 | – | -0.78% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -380,000 | – | -0.79% | – |
| MRCC | Exit | MONROE CAP CORP | $0 | – | -286,500 | – | -0.80% | – |
| SDRL | Exit | SEADRILL LIMITED | $0 | – | -83,000 | – | -0.80% | – |
| HRZN | Exit | HORIZON TECHNOLOGY FIN CORP | $0 | – | -288,000 | – | -0.82% | – |
| GBDC | Exit | GOLUB CAP BDC INC | $0 | – | -230,000 | – | -0.85% | – |
| HLSSF | Exit | HOME LN SERVICING SOLUTIONS | $0 | – | -183,000 | – | -0.86% | – |
| KFN | Exit | KKR FINANCIAL HLDGS LLC | $0 | – | -400,000 | – | -0.88% | – |
| MITT | Exit | AG MTG INVT TR INC | $0 | – | -250,000 | – | -0.89% | – |
| BKCC | Exit | BLACKROCK KELSO CAPITAL CORP | $0 | – | -440,000 | – | -0.89% | – |
| KCAP | Exit | KCAP FINL INC | $0 | – | -473,000 | – | -0.91% | – |
| TICC | Exit | TICC CAPITAL CORP | $0 | – | -437,000 | – | -0.91% | – |
| NMFC | Exit | NEW MTN FIN CORP | $0 | – | -317,000 | – | -0.98% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -750,000 | – | -1.06% | – |
| Exit | GARRISON CAP INC | $0 | – | -350,025 | – | -1.11% | – | |
| PNNT | Exit | PENNANTPARK INVT CORP | $0 | – | -512,000 | – | -1.23% | – |
| CIM | Exit | CHIMERA INVT CORP | $0 | – | -1,950,000 | – | -1.27% | – |
| MCC | Exit | MEDLEY CAP CORP | $0 | – | -463,500 | – | -1.37% | – |
| FDUS | Exit | FIDUS INVT CORP | $0 | – | -349,100 | – | -1.45% | – |
| WHF | Exit | WHITEHORSE FIN INC | $0 | – | -450,000 | – | -1.45% | – |
| P107PS | Exit | MCG CAPITAL CORP | $0 | – | -1,350,000 | – | -1.46% | – |
| ZFC | Exit | ZAIS FINL CORP | $0 | – | -400,000 | – | -1.48% | – |
| EFC | Exit | ELLINGTON FINANCIAL LLC | $0 | – | -340,000 | – | -1.64% | – |
| AAIC | Exit | ARLINGTON ASSET INVT CORPcl a new | $0 | – | -340,000 | – | -1.73% | – |
| JNK | Exit | SPDR SERIES TRUSTbrc hgh yld bd | $0 | – | -222,500 | – | -1.90% | – |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -969,000 | – | -1.92% | – |
| TCRD | Exit | THL CR INC | $0 | – | -600,000 | – | -2.01% | – |
| PSEC | Exit | PROSPECT CAPITAL CORPORATION | $0 | – | -900,000 | – | -2.15% | – |
| TCPC | Exit | TCP CAP CORP | $0 | – | -632,457 | – | -2.20% | – |
| AINV | Exit | APOLLO INVT CORP | $0 | – | -1,270,000 | – | -2.22% | – |
| CODI | Exit | COMPASS DIVERSIFIED HOLDINGS | $0 | – | -606,000 | – | -2.31% | – |
| FSC | Exit | FIFTH STREET FINANCE CORP | $0 | – | -1,180,000 | – | -2.60% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -705,000 | – | -2.61% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -565,500 | – | -2.68% | – |
| SJNK | Exit | SPDR SER TRUSTcap s/t hi yld | $0 | – | -426,500 | – | -2.79% | – |
| HYG | Exit | ISHARESiboxx hi yd etf | $0 | – | -159,000 | – | -3.12% | – |
| HYLD | Exit | ADVISORSHARES TRperitus hg yld | $0 | – | -397,500 | – | -4.38% | – |
| HYS | Exit | PIMCO ETF TR0-5 high yield | $0 | – | -206,300 | – | -4.63% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYS | Buy | PIMCO ETF TR0-5 high yield | $21,641,000 | +4.2% | 206,300 | +2.0% | 4.63% | +5.8% |
| HYLD | Buy | ADVISORSHARES TRperitus hg yld | $20,440,000 | +5.6% | 397,500 | +2.4% | 4.38% | +7.2% |
| HYG | Sell | ISHARESiboxx hi yd etf | $14,558,000 | -48.1% | 159,000 | -48.5% | 3.12% | -47.4% |
| SJNK | Buy | SPDR SER TRUSTcap s/t hi yld | $13,025,000 | +8.3% | 426,500 | +7.0% | 2.79% | +9.9% |
| FSC | Buy | FIFTH STREET FINANCE CORP | $12,142,000 | +17.6% | 1,180,000 | +19.4% | 2.60% | +19.4% |
| AINV | Buy | APOLLO INVT CORP | $10,351,000 | +93.2% | 1,270,000 | +83.4% | 2.22% | +96.1% |
| TCPC | Buy | TCP CAP CORP | $10,258,000 | +26.2% | 632,457 | +30.5% | 2.20% | +28.1% |
| PSEC | Buy | PROSPECT CAPITAL CORPORATION | $10,062,000 | +221.3% | 900,000 | +210.3% | 2.15% | +225.9% |
| NRF | Buy | NORTHSTAR RLTY FIN CORP | $8,992,000 | +12.4% | 969,000 | +10.2% | 1.92% | +14.1% |
| JNK | Sell | SPDR SERIES TRUSTbrc hgh yld bd | $8,864,000 | -68.9% | 222,500 | -69.2% | 1.90% | -68.5% |
| AAIC | Sell | ARLINGTON ASSET INVT CORPcl a new | $8,085,000 | -13.6% | 340,000 | -2.9% | 1.73% | -12.3% |
| EFC | Sell | ELLINGTON FINANCIAL LLC | $7,640,000 | -11.9% | 340,000 | -10.5% | 1.64% | -10.6% |
| Buy | GARRISON CAP INC | $5,173,000 | +138.2% | 350,025 | +148.5% | 1.11% | +141.7% | |
| NRZ | Buy | NEW RESIDENTIAL INVT CORP | $4,965,000 | +67.4% | 750,000 | +70.5% | 1.06% | +70.1% |
| TICC | Buy | TICC CAPITAL CORP | $4,261,000 | +31.4% | 437,000 | +29.7% | 0.91% | +33.3% |
| BKCC | Buy | BLACKROCK KELSO CAPITAL CORP | $4,176,000 | +112.4% | 440,000 | +109.5% | 0.89% | +115.4% |
| MITT | Sell | AG MTG INVT TR INC | $4,155,000 | -26.4% | 250,000 | -16.7% | 0.89% | -25.3% |
| KFN | Buy | KKR FINANCIAL HLDGS LLC | $4,132,000 | +16.9% | 400,000 | +19.4% | 0.88% | +18.7% |
| GBDC | Buy | GOLUB CAP BDC INC | $3,988,000 | +32.5% | 230,000 | +33.7% | 0.85% | +34.5% |
| HRZN | Sell | HORIZON TECHNOLOGY FIN CORP | $3,836,000 | -6.9% | 288,000 | -4.0% | 0.82% | -5.5% |
| MRCC | Buy | MONROE CAP CORP | $3,721,000 | +1293.6% | 286,500 | +1506.8% | 0.80% | +1321.4% |
| TWO | Sell | TWO HBRS INVT CORP | $3,690,000 | -7.9% | 380,000 | -2.8% | 0.79% | -6.5% |
| PFLT | Buy | PENNANTPARK FLOATING RATE CA | $3,445,000 | +20.3% | 250,000 | +23.5% | 0.74% | +22.0% |
| ARPJQ | Buy | ATLAS RESOURCE PARTNERS LP | $3,141,000 | +12.9% | 150,000 | +18.1% | 0.67% | +14.7% |
| FSFR | New | FIFTH STR SR FLOATING RATE CO | $2,580,000 | – | 190,548 | – | 0.55% | – |
| FLY | Buy | FLY LEASING LTDsponsored adr | $2,243,000 | +1050.3% | 161,600 | +1293.1% | 0.48% | +1070.7% |
| SUNS | Buy | SOLAR SR CAP LTD | $2,140,000 | +1.1% | 118,350 | +2.9% | 0.46% | +2.7% |
| MET | New | METLIFE INC | $2,113,000 | – | 45,000 | – | 0.45% | – |
| HCAP | Buy | HARVEST CAP CR CORP | $1,977,000 | +42.4% | 132,323 | +43.8% | 0.42% | +44.4% |
| MXIM | Buy | MAXIM INTEGRATED PRODS INC | $1,803,000 | +766.8% | 60,500 | +706.7% | 0.39% | +777.3% |
| D | Sell | DOMINION RES INC VA NEW | $1,712,000 | -19.4% | 27,400 | -26.7% | 0.37% | -18.3% |
| VNRSQ | Buy | VANGUARD NATURAL RESOURCES L | $1,698,000 | +49.5% | 60,700 | +49.1% | 0.36% | +51.2% |
| HSBC | New | HSBC HLDGS PLCspon adr new | $1,628,000 | – | 30,000 | – | 0.35% | – |
| TCAP | Sell | TRIANGLE CAP CORP | $1,615,000 | -34.8% | 55,000 | -38.9% | 0.35% | -33.7% |
| BBEPQ | Buy | BREITBURN ENERGY PARTNERS LP | $1,604,000 | +61.2% | 87,500 | +60.6% | 0.34% | +63.3% |
| LMT | Buy | LOCKHEED MARTIN CORP | $1,568,000 | +366.7% | 12,300 | +296.8% | 0.34% | +373.2% |
| SRC | Sell | SPIRIT RLTY CAP INC | $1,497,000 | -53.7% | 163,143 | -10.6% | 0.32% | -53.1% |
| Sell | DU PONT E I DE NEMOURS & CO | $1,470,000 | -6.1% | 25,000 | -24.2% | 0.32% | -4.5% | |
| NGPC | Sell | NGP CAP RES CO | $1,363,000 | +9.3% | 183,393 | -9.8% | 0.29% | +11.0% |
| LAZ | Buy | LAZARD LTD | $1,333,000 | +537.8% | 37,000 | +469.2% | 0.28% | +547.7% |
| RAI | Buy | REYNOLDS AMERICAN INC | $1,293,000 | +62.0% | 26,500 | +60.6% | 0.28% | +64.9% |
| BP | Buy | BP PLCsponsored adr | $1,286,000 | +340.4% | 30,600 | +337.1% | 0.28% | +343.5% |
| RASF | Sell | RAIT FINANCIAL TRUST | $1,274,000 | -57.6% | 180,000 | -55.0% | 0.27% | -56.9% |
| MO | Buy | ALTRIA GROUP INC | $1,264,000 | +325.6% | 36,800 | +332.9% | 0.27% | +330.2% |
| OLP | Sell | ONE LIBERTY PPTYS INC | $1,259,000 | -37.3% | 62,077 | -32.1% | 0.27% | -36.4% |
| WYNN | New | WYNN RESORTS LTD | $1,232,000 | – | 7,800 | – | 0.26% | – |
| DOC | New | PHYSICIANS RLTY TR | $1,212,000 | – | 100,000 | – | 0.26% | – |
| BX | New | BLACKSTONE GROUP L P | $1,210,000 | – | 48,600 | – | 0.26% | – |
| STWD | Sell | STARWOOD PPTY TR INC | $1,199,000 | -70.8% | 50,000 | -69.9% | 0.26% | -70.4% |
| INTC | Buy | INTEL CORP | $1,176,000 | +479.3% | 51,300 | +510.7% | 0.25% | +486.0% |
| ORI | New | OLD REP INTL CORP | $1,132,000 | – | 73,500 | – | 0.24% | – |
| BBT | New | BB&T CORP | $1,124,000 | – | 33,300 | – | 0.24% | – |
| TXN | New | TEXAS INSTRS INC | $1,120,000 | – | 27,800 | – | 0.24% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,034,000 | – | 12,200 | – | 0.22% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $1,027,000 | – | 33,000 | – | 0.22% | – |
| LO | New | LORILLARD INC | $1,012,000 | – | 22,600 | – | 0.22% | – |
| WM | Buy | WASTE MGMT INC DEL | $998,000 | +106.2% | 24,200 | +101.7% | 0.21% | +109.8% |
| AJG | New | GALLAGHER ARTHUR J & CO | $982,000 | – | 22,500 | – | 0.21% | – |
| HFC | New | HOLLYFRONTIER CORP | $926,000 | – | 22,000 | – | 0.20% | – |
| RRMS | Buy | ROSE ROCK MIDSTREAM L P | $863,000 | +77.2% | 27,000 | +102.9% | 0.18% | +79.6% |
| DX | Sell | DYNEX CAP INC | $789,000 | -48.4% | 90,000 | -40.0% | 0.17% | -47.5% |
| QCOM | Buy | QUALCOMM INC | $788,000 | +268.2% | 11,700 | +234.3% | 0.17% | +275.6% |
| ARI | Sell | APOLLO COML REAL EST FIN INC | $764,000 | -75.0% | 50,000 | -74.0% | 0.16% | -74.6% |
| AMTG | Sell | APOLLO RESIDENTIAL MTG INC | $730,000 | -84.3% | 50,000 | -82.3% | 0.16% | -84.1% |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $688,000 | – | 9,400 | – | 0.15% | – |
| THHY | Buy | MARKET VECTORS ETF TRhi yld trea bd | $673,000 | +137.0% | 27,000 | +134.8% | 0.14% | +140.0% |
| MSFT | New | MICROSOFT CORP | $643,000 | – | 19,300 | – | 0.14% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $642,000 | – | 10,000 | – | 0.14% | – |
| GRMN | New | GARMIN LTD | $633,000 | – | 14,000 | – | 0.14% | – |
| RSO | Sell | RESOURCE CAP CORP | $594,000 | -85.1% | 100,000 | -84.5% | 0.13% | -84.9% |
| VIVO | New | MERIDIAN BIOSCIENCE INC | $568,000 | – | 24,000 | – | 0.12% | – |
| New | INVESCO LTD | $510,000 | – | 16,000 | – | 0.11% | – | |
| RSG | New | REPUBLIC SVCS INC | $500,000 | – | 15,000 | – | 0.11% | – |
| EC | New | ECOPETROL S Asponsored ads | $483,000 | – | 10,500 | – | 0.10% | – |
| CSCO | New | CISCO SYS INC | $475,000 | – | 20,300 | – | 0.10% | – |
| VGK | New | VANGUARD INTL EQUITY INDEX Fftse europe etf | $474,000 | – | 8,700 | – | 0.10% | – |
| TNH | New | TERRA NITROGEN CO L P | $466,000 | – | 2,300 | – | 0.10% | – |
| BGCP | New | BGC PARTNERS INCcl a | $463,000 | – | 82,000 | – | 0.10% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $462,000 | – | 17,000 | – | 0.10% | – |
| GEO | New | GEO GROUP INC | $433,000 | – | 13,000 | – | 0.09% | – |
| LNC | New | LINCOLN NATL CORP IND | $420,000 | – | 10,000 | – | 0.09% | – |
| AYR | Sell | AIRCASTLE LTD | $408,000 | -53.2% | 23,500 | -56.9% | 0.09% | -52.7% |
| TW | Sell | TOWERS WATSON & COcl a | $332,000 | +9.6% | 3,100 | -16.2% | 0.07% | +10.9% |
| FB | Sell | FACEBOOK INCcl a | $332,000 | +33.3% | 6,600 | -34.0% | 0.07% | +34.0% |
| LLY | Sell | LILLY ELI & CO | $302,000 | -75.4% | 6,000 | -76.0% | 0.06% | -74.9% |
| VRSK | New | VERISK ANALYTICS INCcl a | $305,000 | – | 4,700 | – | 0.06% | – |
| ENV | Sell | ENVESTNET INC | $291,000 | -13.6% | 9,400 | -31.4% | 0.06% | -12.7% |
| NKE | New | NIKE INCcl b | $291,000 | – | 4,000 | – | 0.06% | – |
| FNGN | Sell | FINANCIAL ENGINES INC | $285,000 | +0.7% | 4,800 | -22.6% | 0.06% | +1.7% |
| MINI | Sell | MOBILE MINI INC | $276,000 | -15.1% | 8,100 | -17.3% | 0.06% | -14.5% |
| FLS | New | FLOWSERVE CORP | $275,000 | – | 4,400 | – | 0.06% | – |
| TSCO | Buy | TRACTOR SUPPLY CO | $269,000 | +14.5% | 4,000 | +100.0% | 0.06% | +16.0% |
| BEAV | Sell | BE AEROSPACE INC | $266,000 | -6.3% | 3,600 | -20.0% | 0.06% | -5.0% |
| ZIXI | New | ZIX CORP | $264,000 | – | 54,000 | – | 0.06% | – |
| PRXL | Sell | PAREXEL INTL CORP | $261,000 | -12.7% | 5,200 | -20.0% | 0.06% | -11.1% |
| ADTN | Sell | ADTRAN INC | $261,000 | -21.4% | 9,800 | -27.4% | 0.06% | -20.0% |
| PCP | Sell | PRECISION CASTPARTS CORP | $261,000 | -23.0% | 1,150 | -23.3% | 0.06% | -21.1% |
| NDSN | New | NORDSON CORP | $258,000 | – | 3,500 | – | 0.06% | – |
| NTAP | Sell | NETAPP INC | $256,000 | -5.9% | 6,000 | -16.7% | 0.06% | -3.5% |
| BNS | New | BANK N S HALIFAX | $258,000 | – | 4,500 | – | 0.06% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $259,000 | – | 7,500 | – | 0.06% | – |
| EGOV | Sell | NIC INC | $252,000 | +9.1% | 10,900 | -22.1% | 0.05% | +10.2% |
| ICON | Sell | ICONIX BRAND GROUP INC | $249,000 | -35.8% | 7,500 | -43.2% | 0.05% | -35.4% |
| HNGR | New | HANGER INC | $246,000 | – | 7,300 | – | 0.05% | – |
| QCOR | New | QUESTCOR PHARMACEUTICALS INC | $249,000 | – | 4,300 | – | 0.05% | – |
| ASML | New | ASML HOLDING N V | $243,000 | – | 2,464 | – | 0.05% | – |
| MGAM | Sell | MULTIMEDIA GAMES HLDG CO INC | $242,000 | -15.7% | 7,000 | -36.4% | 0.05% | -14.8% |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $243,000 | – | 6,700 | – | 0.05% | – |
| CLGX | Sell | CORELOGIC INC | $243,000 | -4.7% | 9,000 | -18.2% | 0.05% | -3.7% |
| GB | Sell | GREATBATCH INC | $242,000 | -18.0% | 7,100 | -21.1% | 0.05% | -16.1% |
| OASPQ | New | OASIS PETE INC NEW | $236,000 | – | 4,800 | – | 0.05% | – |
| AAPL | New | APPLE INC | $238,000 | – | 500 | – | 0.05% | – |
| ICUI | Sell | ICU MED INC | $238,000 | -26.5% | 3,500 | -22.2% | 0.05% | -25.0% |
| FUL | New | FULLER H B CO | $235,000 | – | 5,200 | – | 0.05% | – |
| PTC | New | PTC INC | $227,000 | – | 8,000 | – | 0.05% | – |
| CELG | New | CELGENE CORP | $231,000 | – | 1,500 | – | 0.05% | – |
| SNP | Buy | CHINA PETE & CHEM CORP | $224,000 | +11.4% | 2,860 | +30.0% | 0.05% | +14.3% |
| PFPT | New | PROOFPOINT INC | $222,000 | – | 6,900 | – | 0.05% | – |
| GILD | New | GILEAD SCIENCES INC | $226,000 | – | 3,600 | – | 0.05% | – |
| TBI | Sell | TRUEBLUE INC | $226,000 | -10.7% | 9,400 | -21.7% | 0.05% | -9.4% |
| BA | Sell | BOEING CO | $223,000 | +8.8% | 1,900 | -5.0% | 0.05% | +11.6% |
| CBOE | New | CBOE HLDGS INC | $226,000 | – | 5,000 | – | 0.05% | – |
| AMZN | New | AMAZON COM INC | $219,000 | – | 700 | – | 0.05% | – |
| SODA | New | SODASTREAM INTERNATIONAL LTD | $218,000 | – | 3,500 | – | 0.05% | – |
| BTTGY | New | BT GROUP PLCadr | $221,000 | – | 4,000 | – | 0.05% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $220,000 | – | 2,300 | – | 0.05% | – |
| ETN | New | EATON CORP PLC | $220,000 | – | 3,200 | – | 0.05% | – |
| IR | New | INGERSOLL-RAND PLC | $221,000 | – | 3,400 | – | 0.05% | – |
| ENL | New | REED ELSEVIER N Vspons adr new | $221,000 | – | 5,500 | – | 0.05% | – |
| ADRU | New | BLDRS INDEX FDS TReur 100 adr | $217,000 | – | 9,300 | – | 0.05% | – |
| DHR | New | DANAHER CORP DEL | $215,000 | – | 3,100 | – | 0.05% | – |
| ICLR | New | ICON PLC | $213,000 | – | 5,200 | – | 0.05% | – |
| CACI | New | CACI INTL INCcl a | $214,000 | – | 3,100 | – | 0.05% | – |
| HRS | New | HARRIS CORP DEL | $213,000 | – | 3,600 | – | 0.05% | – |
| SHPG | New | SHIRE PLCsponsored adr | $216,000 | – | 1,800 | – | 0.05% | – |
| PHH | New | PHH CORP | $214,000 | – | 9,000 | – | 0.05% | – |
| FMC | New | F M C CORP | $215,000 | – | 3,000 | – | 0.05% | – |
| CYNO | New | CYNOSURE INCcl a | $208,000 | – | 9,100 | – | 0.04% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $208,000 | – | 4,000 | – | 0.04% | – |
| INN | New | SUMMIT HOTEL PPTYS | $211,000 | – | 23,000 | – | 0.04% | – |
| FLR | New | FLUOR CORP NEW | $206,000 | – | 2,900 | – | 0.04% | – |
| STO | New | STATOIL ASAspons adr | $204,000 | – | 9,000 | – | 0.04% | – |
| SF | New | STIFEL FINL CORP | $206,000 | – | 5,000 | – | 0.04% | – |
| GWR | New | GENESEE & WYO INCcl a | $205,000 | – | 2,200 | – | 0.04% | – |
| APD | New | AIR PRODS & CHEMS INC | $202,000 | – | 1,900 | – | 0.04% | – |
| NUE | New | NUCOR CORP | $201,000 | – | 4,100 | – | 0.04% | – |
| GRFS | New | GRIFOLS S Aspadrrepbnvt | $200,000 | – | 6,600 | – | 0.04% | – |
| BLK | New | BLACKROCK INC | $203,000 | – | 750 | – | 0.04% | – |
| OUTR | New | OUTERWALL INC | $200,000 | – | 4,000 | – | 0.04% | – |
| F102PS | New | BABCOCK & WILCOX CO NEW | $202,000 | – | 6,000 | – | 0.04% | – |
| WEN | Sell | WENDYS CO | $199,000 | +36.3% | 23,500 | -6.0% | 0.04% | +38.7% |
| CVE | Sell | CENOVUS ENERGY INC | $203,000 | -42.2% | 6,800 | -44.7% | 0.04% | -41.9% |
| EGHT | Sell | 8 X 8 INC | $186,000 | +8.8% | 18,500 | -11.1% | 0.04% | +11.1% |
| MCO | New | MOODYS CORP | $176,000 | – | 2,500 | – | 0.04% | – |
| T104PS | Sell | AMERICAN RLTY CAP PPTYS INC | $177,000 | -89.9% | 14,500 | -87.3% | 0.04% | -89.7% |
| ING | New | ING GROEP N Vsponsored adr | $148,000 | – | 13,000 | – | 0.03% | – |
| CNH | New | CNH GLOBAL N V | $134,000 | – | 10,718 | – | 0.03% | – |
| ORN | New | ORION MARINE GROUP INC | $108,000 | – | 10,400 | – | 0.02% | – |
| SMSMY | Exit | SIMS METAL MANAGEMENT LTDspons adr | $0 | – | -14,300 | – | -0.02% | – |
| RAVN | Exit | RAVEN INDS INC | $0 | – | -6,700 | – | -0.04% | – |
| WNS | Exit | WNS HOLDINGS LTDspon adr | $0 | – | -11,900 | – | -0.04% | – |
| VEU | Exit | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $0 | – | -4,550 | – | -0.04% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -400 | – | -0.04% | – |
| VRTS | Exit | VIRTUS INVT PARTNERS INC | $0 | – | -1,200 | – | -0.04% | – |
| M | Exit | MACYS INC | $0 | – | -4,500 | – | -0.05% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -1,600 | – | -0.05% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -6,500 | – | -0.05% | – |
| CSTR | Exit | COINSTAR INC | $0 | – | -4,000 | – | -0.05% | – |
| ADT | Exit | THE ADT CORPORATION | $0 | – | -6,500 | – | -0.06% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -4,500 | – | -0.06% | – |
| OHI | Exit | OMEGA HEALTHCARE INVS INC | $0 | – | -10,000 | – | -0.06% | – |
| SBY | Exit | SILVER BAY RLTY TR CORP | $0 | – | -19,090 | – | -0.07% | – |
| VCIT | Exit | VANGUARD SCOTTSDALE FDSint-term corp | $0 | – | -4,800 | – | -0.08% | – |
| USIG | Exit | ISHARES TRbarclys cr bd | $0 | – | -3,700 | – | -0.08% | – |
| BABS | Exit | SPDR SERIES TRUSTbrcly cp us bd | $0 | – | -7,500 | – | -0.09% | – |
| BKLN | Exit | POWERSHARES ETF TRUST IIsenior ln port | $0 | – | -17,000 | – | -0.09% | – |
| PPL | Exit | PPL CORP | $0 | – | -20,000 | – | -0.13% | – |
| GDO | Exit | WESTERN ASSET GLOBAL CP DEFI | $0 | – | -40,000 | – | -0.15% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -30,000 | – | -0.19% | – |
| BTZ | Exit | BLACKROCK CREDIT ALL INC TR | $0 | – | -69,790 | – | -0.19% | – |
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -48,000 | – | -0.20% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -18,800 | – | -0.20% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -17,000 | – | -0.20% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -12,200 | – | -0.21% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -30,500 | – | -0.21% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -37,400 | – | -0.21% | – |
| L109PS | Exit | ACCESS MIDSTREAM PARTNERS Lunit | $0 | – | -21,700 | – | -0.22% | – |
| TAL | Exit | TAL INTL GROUP INC | $0 | – | -24,200 | – | -0.22% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -18,600 | – | -0.22% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -28,500 | – | -0.23% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -24,500 | – | -0.23% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -20,200 | – | -0.24% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -16,800 | – | -0.24% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -26,000 | – | -0.24% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L | $0 | – | -36,200 | – | -0.48% | – |
| WMC | Exit | WESTERN ASSET MTG CAP CORP | $0 | – | -150,000 | – | -0.55% | – |
| EARN | Exit | ELLINGTON RESIDENTIAL MTG RE | $0 | – | -149,800 | – | -0.56% | – |
| MFA | Exit | MFA FINANCIAL INC | $0 | – | -350,000 | – | -0.62% | – |
| MTGE | Exit | AMERICAN CAP MTG INVT CORP | $0 | – | -173,700 | – | -0.66% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JNK | New | SPDR SERIES TRUSTbrc hgh yld bd | $28,528,000 | – | 722,400 | – | 6.02% | – |
| HYG | New | ISHARES TRhigh yld corp | $28,076,000 | – | 309,000 | – | 5.92% | – |
| HYS | New | PIMCO ETF TR0-5 high yield | $20,770,000 | – | 202,300 | – | 4.38% | – |
| HYLD | New | ADVISORSHARES TRperitus hg yld | $19,361,000 | – | 388,000 | – | 4.08% | – |
| SLRC | New | SOLAR CAP LTD | $13,057,000 | – | 565,500 | – | 2.75% | – |
| ARCC | New | ARES CAP CORP | $12,126,000 | – | 705,000 | – | 2.56% | – |
| SJNK | New | SPDR SER TRUSTcap s/t hi yld | $12,027,000 | – | 398,500 | – | 2.54% | – |
| CODI | New | COMPASS DIVERSIFIED HOLDINGS | $10,623,000 | – | 606,000 | – | 2.24% | – |
| FSC | New | FIFTH STREET FINANCE CORP | $10,325,000 | – | 988,000 | – | 2.18% | – |
| AAIC | New | ARLINGTON ASSET INVT CORPcl a new | $9,359,000 | – | 350,000 | – | 1.97% | – |
| TCRD | New | THL CR INC | $9,114,000 | – | 600,000 | – | 1.92% | – |
| EFC | New | ELLINGTON FINANCIAL LLC | $8,668,000 | – | 380,000 | – | 1.83% | – |
| TCPC | New | TCP CAP CORP | $8,127,000 | – | 484,600 | – | 1.71% | – |
| NRF | New | NORTHSTAR RLTY FIN CORP | $7,999,000 | – | 879,000 | – | 1.69% | – |
| ZFC | New | ZAIS FINL CORP | $7,268,000 | – | 400,000 | – | 1.53% | – |
| WHF | New | WHITEHORSE FIN INC | $7,088,000 | – | 450,000 | – | 1.50% | – |
| P107PS | New | MCG CAPITAL CORP | $7,034,000 | – | 1,350,000 | – | 1.48% | – |
| FDUS | New | FIDUS INVT CORP | $6,532,000 | – | 349,100 | – | 1.38% | – |
| MCC | New | MEDLEY CAP CORP | $6,294,000 | – | 463,500 | – | 1.33% | – |
| CIM | New | CHIMERA INVT CORP | $5,850,000 | – | 1,950,000 | – | 1.23% | – |
| PNNT | New | PENNANTPARK INVT CORP | $5,658,000 | – | 512,000 | – | 1.19% | – |
| MITT | New | AG MTG INVT TR INC | $5,643,000 | – | 300,000 | – | 1.19% | – |
| AINV | New | APOLLO INVT CORP | $5,358,000 | – | 692,300 | – | 1.13% | – |
| KCAP | New | KCAP FINL INC | $5,326,000 | – | 473,000 | – | 1.12% | – |
| AMTG | New | APOLLO RESIDENTIAL MTG INC | $4,640,000 | – | 281,759 | – | 0.98% | – |
| NMFC | New | NEW MTN FIN CORP | $4,489,000 | – | 317,000 | – | 0.95% | – |
| HLSSF | New | HOME LN SERVICING SOLUTIONS | $4,387,000 | – | 183,000 | – | 0.92% | – |
| HRZN | New | HORIZON TECHNOLOGY FIN CORP | $4,122,000 | – | 300,000 | – | 0.87% | – |
| STWD | New | STARWOOD PPTY TR INC | $4,109,000 | – | 166,000 | – | 0.87% | – |
| TWO | New | TWO HBRS INVT CORP | $4,008,000 | – | 391,000 | – | 0.84% | – |
| RSO | New | RESOURCE CAP CORP | $3,979,000 | – | 647,000 | – | 0.84% | – |
| SFL | New | SHIP FINANCE INTERNATIONAL L | $3,562,000 | – | 240,000 | – | 0.75% | – |
| KFN | New | KKR FINANCIAL HLDGS LLC | $3,534,000 | – | 335,000 | – | 0.74% | – |
| ATAX | New | AMERICA FIRST TAX EX IVS L Pben unit ctf | $3,400,000 | – | 500,000 | – | 0.72% | – |
| SDRL | New | SEADRILL LIMITED | $3,382,000 | – | 83,000 | – | 0.71% | – |
| TICC | New | TICC CAPITAL CORP | $3,242,000 | – | 337,000 | – | 0.68% | – |
| SRC | New | SPIRIT RLTY CAP INC | $3,232,000 | – | 182,400 | – | 0.68% | – |
| PSEC | New | PROSPECT CAPITAL CORPORATION | $3,132,000 | – | 290,000 | – | 0.66% | – |
| MTGE | New | AMERICAN CAP MTG INVT CORP | $3,121,000 | – | 173,700 | – | 0.66% | – |
| ARI | New | APOLLO COML REAL EST FIN INC | $3,058,000 | – | 192,600 | – | 0.64% | – |
| GBDC | New | GOLUB CAP BDC INC | $3,010,000 | – | 172,000 | – | 0.64% | – |
| RASF | New | RAIT FINANCIAL TRUST | $3,008,000 | – | 400,000 | – | 0.63% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $2,966,000 | – | 440,000 | – | 0.62% | – |
| MFA | New | MFA FINANCIAL INC | $2,958,000 | – | 350,000 | – | 0.62% | – |
| STB | New | STUDENT TRANSN INC | $2,933,000 | – | 480,000 | – | 0.62% | – |
| PFLT | New | PENNANTPARK FLOATING RATE CA | $2,863,000 | – | 202,456 | – | 0.60% | – |
| ARPJQ | New | ATLAS RESOURCE PARTNERS LP | $2,781,000 | – | 127,000 | – | 0.59% | – |
| EARN | New | ELLINGTON RESIDENTIAL MTG RE | $2,674,000 | – | 149,800 | – | 0.56% | – |
| WMC | New | WESTERN ASSET MTG CAP CORP | $2,619,000 | – | 150,000 | – | 0.55% | – |
| TCAP | New | TRIANGLE CAP CORP | $2,476,000 | – | 90,000 | – | 0.52% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L | $2,250,000 | – | 36,200 | – | 0.48% | – |
| New | GARRISON CAP INC | $2,172,000 | – | 140,842 | – | 0.46% | – | |
| SCM | New | STELLUS CAP INVT CORP | $2,166,000 | – | 143,900 | – | 0.46% | – |
| D | New | DOMINION RES INC VA NEW | $2,125,000 | – | 37,400 | – | 0.45% | – |
| SUNS | New | SOLAR SR CAP LTD | $2,117,000 | – | 115,000 | – | 0.45% | – |
| OLP | New | ONE LIBERTY PPTYS INC | $2,007,000 | – | 91,377 | – | 0.42% | – |
| FAX | New | ABERDEEN ASIA PACIFIC INCOM | $2,003,000 | – | 323,000 | – | 0.42% | – |
| BKCC | New | BLACKROCK KELSO CAPITAL CORP | $1,966,000 | – | 210,000 | – | 0.42% | – |
| NCT | New | NEWCASTLE INVT CORP | $1,831,000 | – | 350,000 | – | 0.39% | – |
| FULL | New | FULL CIRCLE CAP CORP | $1,801,000 | – | 228,000 | – | 0.38% | – |
| T104PS | New | AMERICAN RLTY CAP PPTYS INC | $1,747,000 | – | 114,500 | – | 0.37% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $1,603,000 | – | 55,800 | – | 0.34% | – |
| New | TRIMBLE NAVIGATION LTD | $1,565,000 | – | 33,000 | – | 0.33% | – | |
| DX | New | DYNEX CAP INC | $1,529,000 | – | 150,000 | – | 0.32% | – |
| HCAP | New | HARVEST CAP CR CORP | $1,388,000 | – | 92,000 | – | 0.29% | – |
| MRK | New | MERCK & CO INC | $1,310,000 | – | 28,200 | – | 0.28% | – |
| T | New | AT & T CORP | $1,257,000 | – | 35,500 | – | 0.26% | – |
| DOW | New | DOW CHEM CO | $1,255,000 | – | 39,000 | – | 0.26% | – |
| NGPC | New | NGP CAP RES CO | $1,247,000 | – | 203,393 | – | 0.26% | – |
| LLY | New | LILLY ELI & CO | $1,228,000 | – | 25,000 | – | 0.26% | – |
| E | New | ENI S P Asponsored adr | $1,170,000 | – | 28,500 | – | 0.25% | – |
| TTE | New | TOTAL S Asponsored adr | $1,169,000 | – | 24,000 | – | 0.25% | – |
| SO | New | SOUTHERN CO | $1,147,000 | – | 26,000 | – | 0.24% | – |
| VNRSQ | New | VANGUARD NATURAL RESOURCES L | $1,136,000 | – | 40,700 | – | 0.24% | – |
| DUK | New | DUKE ENERGY CORP NEW | $1,134,000 | – | 16,800 | – | 0.24% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $1,129,000 | – | 20,200 | – | 0.24% | – |
| GE | New | GENERAL ELECTRIC CO | $1,113,000 | – | 48,000 | – | 0.24% | – |
| CME | New | CME GROUP INC | $1,109,000 | – | 14,600 | – | 0.23% | – |
| ISIL | New | INTERSIL CORPcl a | $1,104,000 | – | 141,200 | – | 0.23% | – |
| AEP | New | AMERICAN ELEC PWR INC | $1,097,000 | – | 24,500 | – | 0.23% | – |
| VR | New | VALIDUS HOLDINGS LTD | $1,084,000 | – | 30,000 | – | 0.23% | – |
| POT | New | POTASH CORP SASK INC | $1,087,000 | – | 28,500 | – | 0.23% | – |
| 4945SC | New | KINDER MORGAN ENERGY PARTNERut ltd partner | $1,068,000 | – | 12,500 | – | 0.22% | – |
| PM | New | PHILIP MORRIS INTL INC | $1,061,000 | – | 12,250 | – | 0.22% | – |
| TAL | New | TAL INTL GROUP INC | $1,054,000 | – | 24,200 | – | 0.22% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $1,054,000 | – | 18,600 | – | 0.22% | – |
| WU | New | WESTERN UN CO | $1,044,000 | – | 61,000 | – | 0.22% | – |
| L109PS | New | ACCESS MIDSTREAM PARTNERS Lunit | $1,035,000 | – | 21,700 | – | 0.22% | – |
| SWY | New | SAFEWAY INC | $1,022,000 | – | 43,200 | – | 0.22% | – |
| CMS | New | CMS ENERGY CORP | $1,016,000 | – | 37,400 | – | 0.21% | – |
| BBEPQ | New | BREITBURN ENERGY PARTNERS LP | $995,000 | – | 54,500 | – | 0.21% | – |
| PEP | New | PEPSICO INC | $998,000 | – | 12,200 | – | 0.21% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $996,000 | – | 30,500 | – | 0.21% | – |
| CL | New | COLGATE PALMOLIVE CO | $974,000 | – | 17,000 | – | 0.20% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $973,000 | – | 18,800 | – | 0.20% | – |
| POM | New | PEPCO HOLDINGS INC | $968,000 | – | 48,000 | – | 0.20% | – |
| DIN | New | DINEEQUITY INC | $950,000 | – | 13,800 | – | 0.20% | – |
| WMB | New | WILLIAMS COS INC DEL | $929,000 | – | 28,600 | – | 0.20% | – |
| BTZ | New | BLACKROCK CREDIT ALL INC TR | $906,000 | – | 69,790 | – | 0.19% | – |
| NEM | New | NEWMONT MINING CORP | $899,000 | – | 30,000 | – | 0.19% | – |
| AYR | New | AIRCASTLE LTD | $872,000 | – | 54,500 | – | 0.18% | – |
| HTGC | New | HERCULES TECH GROWTH CAP INC | $836,000 | – | 60,000 | – | 0.18% | – |
| RAI | New | REYNOLDS AMERICAN INC | $798,000 | – | 16,500 | – | 0.17% | – |
| BCE | New | BCE INC | $746,000 | – | 18,200 | – | 0.16% | – |
| GDO | New | WESTERN ASSET GLOBAL CP DEFI | $727,000 | – | 40,000 | – | 0.15% | – |
| LDR | New | LANDAUER INC | $618,000 | – | 12,800 | – | 0.13% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $606,000 | – | 9,500 | – | 0.13% | – |
| PPL | New | PPL CORP | $605,000 | – | 20,000 | – | 0.13% | – |
| HYF | New | MANAGED HIGH YIELD PLUS FD I | $518,000 | – | 259,000 | – | 0.11% | – |
| RRMS | New | ROSE ROCK MIDSTREAM L P | $487,000 | – | 13,309 | – | 0.10% | – |
| WM | New | WASTE MGMT INC DEL | $484,000 | – | 12,000 | – | 0.10% | – |
| BKLN | New | POWERSHARES ETF TRUST IIsenior ln port | $421,000 | – | 17,000 | – | 0.09% | – |
| BABS | New | SPDR SERIES TRUSTbrcly cp us bd | $416,000 | – | 7,500 | – | 0.09% | – |
| HMH | New | HELIOS MULTI SEC HI INC FD I | $419,000 | – | 73,300 | – | 0.09% | – |
| BR | New | BROADRIDGE FINL SOLUTIONS IN | $399,000 | – | 15,000 | – | 0.08% | – |
| USIG | New | ISHARES TRbarclys cr bd | $398,000 | – | 3,700 | – | 0.08% | – |
| VCIT | New | VANGUARD SCOTTSDALE FDSint-term corp | $399,000 | – | 4,800 | – | 0.08% | – |
| ICON | New | ICONIX BRAND GROUP INC | $388,000 | – | 13,200 | – | 0.08% | – |
| JPM | New | JPMORGAN CHASE & CO | $370,000 | – | 7,000 | – | 0.08% | – |
| MHY | New | WESTERN ASSET MGD HI INCM F | $372,000 | – | 63,700 | – | 0.08% | – |
| TRK | New | SPEEDWAY MOTORSPORTS INC | $365,000 | – | 21,000 | – | 0.08% | – |
| PRE | New | PARTNERRE LTD | $362,000 | – | 4,000 | – | 0.08% | – |
| CVE | New | CENOVUS ENERGY INC | $351,000 | – | 12,300 | – | 0.07% | – |
| PCP | New | PRECISION CASTPARTS CORP | $339,000 | – | 1,500 | – | 0.07% | – |
| LMT | New | LOCKHEED MARTIN CORP | $336,000 | – | 3,100 | – | 0.07% | – |
| ENV | New | ENVESTNET INC | $337,000 | – | 13,700 | – | 0.07% | – |
| ADTN | New | ADTRAN INC | $332,000 | – | 13,500 | – | 0.07% | – |
| SYY | New | SYSCO CORP | $325,000 | – | 9,500 | – | 0.07% | – |
| MINI | New | MOBILE MINI INC | $325,000 | – | 9,800 | – | 0.07% | – |
| ICUI | New | ICU MED INC | $324,000 | – | 4,500 | – | 0.07% | – |
| KO | New | COCA COLA CO | $321,000 | – | 8,000 | – | 0.07% | – |
| SBY | New | SILVER BAY RLTY TR CORP | $316,000 | – | 19,090 | – | 0.07% | – |
| OCFC | New | OCEANFIRST FINL CORP | $311,000 | – | 20,000 | – | 0.07% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $310,000 | – | 3,600 | – | 0.06% | – |
| OHI | New | OMEGA HEALTHCARE INVS INC | $310,000 | – | 10,000 | – | 0.06% | – |
| ERJ | New | EMBRAER S A | $310,000 | – | 8,400 | – | 0.06% | – |
| PDFS | New | PDF SOLUTIONS INC | $304,000 | – | 16,500 | – | 0.06% | – |
| TW | New | TOWERS WATSON & COcl a | $303,000 | – | 3,700 | – | 0.06% | – |
| LG | New | LACLEDE GROUP INC | $297,000 | – | 6,500 | – | 0.06% | – |
| PRXL | New | PAREXEL INTL CORP | $299,000 | – | 6,500 | – | 0.06% | – |
| MO | New | ALTRIA GROUP INC | $297,000 | – | 8,500 | – | 0.06% | – |
| MCD | New | MCDONALDS CORP | $297,000 | – | 3,000 | – | 0.06% | – |
| BP | New | BP PLCsponsored adr | $292,000 | – | 7,000 | – | 0.06% | – |
| EWS | New | ISHARES INCmsci singapore | $294,000 | – | 23,000 | – | 0.06% | – |
| PAYX | New | PAYCHEX INC | $292,000 | – | 8,000 | – | 0.06% | – |
| GB | New | GREATBATCH INC | $295,000 | – | 9,000 | – | 0.06% | – |
| HNI | New | HNI CORP | $289,000 | – | 8,000 | – | 0.06% | – |
| ESV | New | ENSCO PLC | $291,000 | – | 5,000 | – | 0.06% | – |
| LVNTA | New | LIBERTY INTERACTIVE CORP | $289,000 | – | 3,400 | – | 0.06% | – |
| GIS | New | GENERAL MLS INC | $291,000 | – | 6,000 | – | 0.06% | – |
| MGAM | New | MULTIMEDIA GAMES HLDG CO INC | $287,000 | – | 11,000 | – | 0.06% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $291,000 | – | 4,000 | – | 0.06% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $290,000 | – | 6,500 | – | 0.06% | – |
| VT | New | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $284,000 | – | 5,500 | – | 0.06% | – |
| FNGN | New | FINANCIAL ENGINES INC | $283,000 | – | 6,200 | – | 0.06% | – |
| BEAV | New | BE AEROSPACE INC | $284,000 | – | 4,500 | – | 0.06% | – |
| THHY | New | MARKET VECTORS ETF TRhi yld trea bd | $284,000 | – | 11,500 | – | 0.06% | – |
| ERIE | New | ERIE INDTY COcl a | $279,000 | – | 3,500 | – | 0.06% | – |
| EPP | New | ISHARES INCmsci pac j idx | $280,000 | – | 6,500 | – | 0.06% | – |
| MTB | New | M & T BK CORP | $279,000 | – | 2,500 | – | 0.06% | – |
| WDC | New | WESTERN DIGITAL CORP | $279,000 | – | 4,500 | – | 0.06% | – |
| BIO | New | BIO RAD LABS INCcl a | $281,000 | – | 2,500 | – | 0.06% | – |
| TD | New | TORONTO DOMINION BK ONT | $281,000 | – | 3,500 | – | 0.06% | – |
| VPL | New | VANGUARD INTL EQUITY INDEX Fmsci pac etf | $279,000 | – | 5,000 | – | 0.06% | – |
| YNDX | New | YANDEX N V | $274,000 | – | 9,900 | – | 0.06% | – |
| CLB | New | CORE LABORATORIES N V | $273,000 | – | 1,800 | – | 0.06% | – |
| LFUS | New | LITTELFUSE INC | $276,000 | – | 3,700 | – | 0.06% | – |
| MD | New | MEDNAX INC | $275,000 | – | 3,000 | – | 0.06% | – |
| BAX | New | BAXTER INTL INC | $277,000 | – | 4,000 | – | 0.06% | – |
| ALV | New | AUTOLIV INC | $271,000 | – | 3,500 | – | 0.06% | – |
| AVVIY | New | AVIVA PLCadr | $271,000 | – | 26,000 | – | 0.06% | – |
| EWA | New | ISHARES INCmsci australia | $271,000 | – | 12,000 | – | 0.06% | – |
| HXL | New | HEXCEL CORP NEW | $272,000 | – | 8,000 | – | 0.06% | – |
| LYV | New | LIVE NATION ENTERTAINMENT IN | $268,000 | – | 17,300 | – | 0.06% | – |
| NTAP | New | NETAPP INC | $272,000 | – | 7,200 | – | 0.06% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $268,000 | – | 11,000 | – | 0.06% | – |
| CVX | New | CHEVRON CORP NEW | $272,000 | – | 2,300 | – | 0.06% | – |
| NWBI | New | NORTHWEST BANCSHARES INC MD | $270,000 | – | 20,000 | – | 0.06% | – |
| EEM | New | ISHARES TRmsci emerg mkt | $270,000 | – | 7,000 | – | 0.06% | – |
| WAB | New | WABTEC CORP | $267,000 | – | 5,000 | – | 0.06% | – |
| MRCC | New | MONROE CAP CORP | $267,000 | – | 17,831 | – | 0.06% | – |
| PPG | New | PPG INDS INC | $264,000 | – | 1,800 | – | 0.06% | – |
| FTI | New | FMC TECHNOLOGIES INC | $262,000 | – | 4,700 | – | 0.06% | – |
| HME | New | HOME PROPERTIES INC | $261,000 | – | 4,000 | – | 0.06% | – |
| CMCO | New | COLUMBUS MCKINNON CORP N Y | $260,000 | – | 12,200 | – | 0.06% | – |
| ACN | New | ACCENTURE PLC IRELAND | $259,000 | – | 3,600 | – | 0.06% | – |
| ADT | New | THE ADT CORPORATION | $259,000 | – | 6,500 | – | 0.06% | – |
| TRP | New | TRANSCANADA CORP | $259,000 | – | 6,000 | – | 0.06% | – |
| DOX | New | AMDOCS LTDord | $260,000 | – | 7,000 | – | 0.06% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $263,000 | – | 3,900 | – | 0.06% | – |
| CLGX | New | CORELOGIC INC | $255,000 | – | 11,000 | – | 0.05% | – |
| AIZ | New | ASSURANT INC | $255,000 | – | 5,000 | – | 0.05% | – |
| MIDD | New | MIDDLEBY CORP | $255,000 | – | 1,500 | – | 0.05% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $256,000 | – | 14,000 | – | 0.05% | – |
| SNY | New | SANOFI AVENTISsponsored adr | $258,000 | – | 5,000 | – | 0.05% | – |
| ELX | New | EMULEX CORP | $254,000 | – | 39,000 | – | 0.05% | – |
| APEI | New | AMERICAN PUBLIC EDUCATION IN | $249,000 | – | 6,700 | – | 0.05% | – |
| TNGO | New | TANGOE INC | $250,000 | – | 16,200 | – | 0.05% | – |
| EGRW | New | ISHARES INCemkts grw idx | $253,000 | – | 5,000 | – | 0.05% | – |
| TBI | New | TRUEBLUE INC | $253,000 | – | 12,000 | – | 0.05% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $250,000 | – | 2,500 | – | 0.05% | – |
| FB | New | FACEBOOK INCcl a | $249,000 | – | 10,000 | – | 0.05% | – |
| RYN | New | RAYONIER INC | $249,000 | – | 4,500 | – | 0.05% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $253,000 | – | 10,200 | – | 0.05% | – |
| CBI | New | CHICAGO BRIDGE & IRON CO N Vn y registry sh | $251,000 | – | 4,200 | – | 0.05% | – |
| THO | New | THOR INDS INC | $246,000 | – | 5,000 | – | 0.05% | – |
| NTES | New | NETEASE INCsponsored adr | $246,000 | – | 3,900 | – | 0.05% | – |
| LOW | New | LOWES COS INC | $245,000 | – | 6,000 | – | 0.05% | – |
| WCN | New | WASTE CONNECTIONS INC | $247,000 | – | 6,000 | – | 0.05% | – |
| ATMI | New | ATMI INC | $244,000 | – | 10,300 | – | 0.05% | – |
| IEX | New | IDEX CORP | $242,000 | – | 4,500 | – | 0.05% | – |
| PKOH | New | PARK OHIO HLDGS CORP | $241,000 | – | 7,300 | – | 0.05% | – |
| ROC | New | ROCKWOOD HLDGS INC | $243,000 | – | 3,800 | – | 0.05% | – |
| KMB | New | KIMBERLY CLARK CORP | $243,000 | – | 2,500 | – | 0.05% | – |
| ULTA | New | ULTA SALON COSMETICS & FRAG I | $240,000 | – | 2,400 | – | 0.05% | – |
| BRFS | New | BRF - BRASIL FOODS S Asponsored adr | $241,000 | – | 11,100 | – | 0.05% | – |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $241,000 | – | 3,500 | – | 0.05% | – |
| IPAR | New | INTER PARFUMS INC | $240,000 | – | 8,400 | – | 0.05% | – |
| TV | New | GRUPO TELEVISA SA DE CVsp adr rep ord | $236,000 | – | 9,500 | – | 0.05% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $235,000 | – | 4,700 | – | 0.05% | – |
| FLO | New | FLOWERS FOODS INC | $238,000 | – | 10,800 | – | 0.05% | – |
| ORCL | New | ORACLE CORP | $237,000 | – | 7,700 | – | 0.05% | – |
| CSTR | New | COINSTAR INC | $235,000 | – | 4,000 | – | 0.05% | – |
| STFC | New | STATE AUTO FINL CORP | $236,000 | – | 13,000 | – | 0.05% | – |
| TSCO | New | TRACTOR SUPPLY CO | $235,000 | – | 2,000 | – | 0.05% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $237,000 | – | 3,000 | – | 0.05% | – |
| TRIP | New | TRIPADVISOR INC | $237,000 | – | 3,900 | – | 0.05% | – |
| WOOF | New | VCA ANTECH INC | $235,000 | – | 9,000 | – | 0.05% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $235,000 | – | 1,300 | – | 0.05% | – |
| GAS | New | AGL RES INC | $236,000 | – | 5,500 | – | 0.05% | – |
| CSGP | New | COSTAR GROUP INC | $232,000 | – | 1,800 | – | 0.05% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $232,000 | – | 3,000 | – | 0.05% | – |
| EGOV | New | NIC INC | $231,000 | – | 14,000 | – | 0.05% | – |
| SYT | New | SYNGENTA AGsponsored adr | $234,000 | – | 3,000 | – | 0.05% | – |
| MLI | New | MUELLER INDS INC | $232,000 | – | 4,600 | – | 0.05% | – |
| SCZ | New | ISHARES TRmsci small cap | $231,000 | – | 5,500 | – | 0.05% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $232,000 | – | 2,900 | – | 0.05% | – |
| PG | New | PROCTER & GAMBLE CO | $231,000 | – | 3,000 | – | 0.05% | – |
| OMCL | New | OMNICELL INC | $226,000 | – | 11,000 | – | 0.05% | – |
| ABR | New | ARBOR RLTY TR INC | $226,000 | – | 36,000 | – | 0.05% | – |
| DVYA | New | ISHARES INCasia pac30 idx | $227,000 | – | 4,300 | – | 0.05% | – |
| CAG | New | CONAGRA FOODS INC | $227,000 | – | 6,500 | – | 0.05% | – |
| SON | New | SONOCO PRODS CO | $228,000 | – | 6,600 | – | 0.05% | – |
| CIR | New | CIRCOR INTL INC | $229,000 | – | 4,500 | – | 0.05% | – |
| CRM | New | SALESFORCE COM INC | $229,000 | – | 6,000 | – | 0.05% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $222,000 | – | 5,100 | – | 0.05% | – |
| IDV | New | ISHARES TRdj intl sel divd | $223,000 | – | 7,000 | – | 0.05% | – |
| STRZA | New | STARZ | $225,000 | – | 10,200 | – | 0.05% | – |
| LSTR | New | LANDSTAR SYS INC | $221,000 | – | 4,300 | – | 0.05% | – |
| STLD | New | STEEL DYNAMICS INC | $224,000 | – | 15,000 | – | 0.05% | – |
| PGI | New | PREMIERE GLOBAL SVCS INC | $223,000 | – | 18,500 | – | 0.05% | – |
| SCJ | New | ISHARES INCjapan sml cap | $223,000 | – | 4,500 | – | 0.05% | – |
| ACE | New | ACE LTD | $224,000 | – | 2,500 | – | 0.05% | – |
| AAN | New | AARONS INC | $224,000 | – | 8,000 | – | 0.05% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $216,000 | – | 6,000 | – | 0.05% | – |
| CPRT | New | COPART INC | $216,000 | – | 7,000 | – | 0.05% | – |
| RGP | New | RESOURCES CONNECTION INC | $220,000 | – | 19,000 | – | 0.05% | – |
| SSL | New | SASOL LTDsponsored adr | $217,000 | – | 5,000 | – | 0.05% | – |
| AON | New | AON PLC | $219,000 | – | 3,400 | – | 0.05% | – |
| AGU | New | AGRIUM INC | $217,000 | – | 2,500 | – | 0.05% | – |
| HIMX | New | HIMAX TECHNOLOGIES INCsponsored adr | $219,000 | – | 42,000 | – | 0.05% | – |
| PSMT | New | PRICESMART INC | $219,000 | – | 2,500 | – | 0.05% | – |
| SPH | New | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $218,000 | – | 4,700 | – | 0.05% | – |
| GOOGL | New | GOOGLE INCcl a | $220,000 | – | 250 | – | 0.05% | – |
| GD | New | GENERAL DYNAMICS CORP | $219,000 | – | 2,800 | – | 0.05% | – |
| M | New | MACYS INC | $216,000 | – | 4,500 | – | 0.05% | – |
| BEN | New | FRANKLIN RES INC | $218,000 | – | 1,600 | – | 0.05% | – |
| TISI | New | TEAM INC | $220,000 | – | 5,800 | – | 0.05% | – |
| TRS | New | TRIMAS CORP | $212,000 | – | 5,700 | – | 0.04% | – |
| CNC | New | CENTENE CORP DEL | $215,000 | – | 4,100 | – | 0.04% | – |
| TG | New | TREDEGAR CORP | $213,000 | – | 8,300 | – | 0.04% | – |
| VRTS | New | VIRTUS INVT PARTNERS INC | $212,000 | – | 1,200 | – | 0.04% | – |
| GOV | New | GOVERNMENT PPTYS INCOME TR | $212,000 | – | 8,400 | – | 0.04% | – |
| QCOM | New | QUALCOMM INC | $214,000 | – | 3,500 | – | 0.04% | – |
| CFX | New | COLFAX CORP | $214,000 | – | 4,100 | – | 0.04% | – |
| SSD | New | SIMPSON MANUFACTURING CO INC | $209,000 | – | 7,100 | – | 0.04% | – |
| NEU | New | NEWMARKET CORP | $210,000 | – | 800 | – | 0.04% | – |
| MKL | New | MARKEL CORP | $211,000 | – | 400 | – | 0.04% | – |
| MXIM | New | MAXIM INTEGRATED PRODS INC | $208,000 | – | 7,500 | – | 0.04% | – |
| TOK | New | ISHARES TRmsci kokusai | $208,000 | – | 4,600 | – | 0.04% | – |
| LAZ | New | LAZARD LTD | $209,000 | – | 6,500 | – | 0.04% | – |
| CF | New | CF INDS HLDGS INC | $206,000 | – | 1,200 | – | 0.04% | – |
| MENT | New | MENTOR GRAPHICS CORP | $203,000 | – | 10,400 | – | 0.04% | – |
| INTC | New | INTEL CORP | $203,000 | – | 8,400 | – | 0.04% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $203,000 | – | 400 | – | 0.04% | – |
| FDS | New | FACTSET RESH SYS INC | $204,000 | – | 2,000 | – | 0.04% | – |
| LMCA | New | LIBERTY MEDIA CORP DELAWAREcl a | $203,000 | – | 1,600 | – | 0.04% | – |
| TTC | New | TORO CO | $204,000 | – | 4,500 | – | 0.04% | – |
| KMX | New | CARMAX INC | $203,000 | – | 4,400 | – | 0.04% | – |
| BA | New | BOEING CO | $205,000 | – | 2,000 | – | 0.04% | – |
| ILF | New | ISHARES TRs&p ltn am 40 | $202,000 | – | 5,500 | – | 0.04% | – |
| RAVN | New | RAVEN INDS INC | $201,000 | – | 6,700 | – | 0.04% | – |
| WNS | New | WNS HOLDINGS LTDspon adr | $199,000 | – | 11,900 | – | 0.04% | – |
| SNP | New | CHINA PETE & CHEM CORP | $201,000 | – | 2,200 | – | 0.04% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $197,000 | – | 27,000 | – | 0.04% | – |
| HMC | New | HONDA MOTOR LTD | $201,000 | – | 5,400 | – | 0.04% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $200,000 | – | 4,000 | – | 0.04% | – |
| VEU | New | VANGUARD INTL EQUITY INDEX Fallwrld ex us | $201,000 | – | 4,550 | – | 0.04% | – |
| ENIA | New | ENERSIS S Asponsored adr | $196,000 | – | 12,000 | – | 0.04% | – |
| BV | New | BAZAARVOICE INC | $193,000 | – | 20,500 | – | 0.04% | – |
| UFPT | New | UFP TECHNOLOGIES INC | $196,000 | – | 10,000 | – | 0.04% | – |
| FLY | New | FLY LEASING LTDsponsored adr | $195,000 | – | 11,600 | – | 0.04% | – |
| MHLD | New | MAIDEN HOLDINGS LTD | $191,000 | – | 17,000 | – | 0.04% | – |
| MDCA | New | MDC PARTNERS INCcla sub vtg | $189,000 | – | 10,500 | – | 0.04% | – |
| DCMYY | New | NTT DOCOMO INCspons adr | $188,000 | – | 12,000 | – | 0.04% | – |
| ELN | New | ELAN PLCadr | $184,000 | – | 13,000 | – | 0.04% | – |
| MFIN | New | MEDALLION FINL CORP | $181,000 | – | 13,000 | – | 0.04% | – |
| FFIC | New | FLUSHING FINL CORP | $181,000 | – | 11,000 | – | 0.04% | – |
| BRKR | New | BRUKER CORP | $174,000 | – | 10,800 | – | 0.04% | – |
| CMO | New | CAPSTEAD MTG CORP | $169,000 | – | 14,000 | – | 0.04% | – |
| EGHT | New | 8 X 8 INC | $171,000 | – | 20,800 | – | 0.04% | – |
| EWM | New | ISHARES INCmsci malaysia | $159,000 | – | 10,200 | – | 0.03% | – |
| MYE | New | MYERS INDS INC | $161,000 | – | 10,700 | – | 0.03% | – |
| ENOC | New | ENERNOC INC | $152,000 | – | 11,500 | – | 0.03% | – |
| WEN | New | WENDYS CO | $146,000 | – | 25,000 | – | 0.03% | – |
| TAC | New | TRANSALTA CORP | $140,000 | – | 10,200 | – | 0.03% | – |
| TEF | New | TELEFONICA S Asponsored adr | $141,000 | – | 11,000 | – | 0.03% | – |
| AEG | New | AEGON N Vny registry sh | $138,000 | – | 20,426 | – | 0.03% | – |
| ACAS | New | AMERICAN CAP LTD | $139,000 | – | 11,000 | – | 0.03% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $137,000 | – | 22,000 | – | 0.03% | – |
| KEY | New | KEYCORP NEW | $132,000 | – | 12,000 | – | 0.03% | – |
| OFS | New | OFS CAP CORP | $129,000 | – | 10,800 | – | 0.03% | – |
| CLMS | New | CALAMOS ASSET MGMT INCcl a | $126,000 | – | 12,000 | – | 0.03% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $112,000 | – | 10,000 | – | 0.02% | – |
| SMSMY | New | SIMS METAL MANAGEMENT LTDspons adr | $108,000 | – | 14,300 | – | 0.02% | – |
| TSRE | New | TRADE STR RESIDENTIAL INC | $106,000 | – | 12,000 | – | 0.02% | – |
| SAN | New | BANCO SANTANDER SAadr | $100,000 | – | 15,381 | – | 0.02% | – |
| AA | New | ALCOA INC | $86,000 | – | 11,000 | – | 0.02% | – |