Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $1,624,000 | +13.3% | 21,330 | -5.8% | 4.84% | +17.5% |
| FTNT | Sell | FORTINET INC | $1,358,000 | +9.8% | 36,768 | -6.1% | 4.04% | +13.8% |
| MAS | Sell | MASCO CORP | $842,000 | +4.1% | 24,550 | -6.1% | 2.51% | +7.9% |
| JNPR | Sell | JUNIPER NETWORKS INC | $823,000 | -0.1% | 34,220 | -6.6% | 2.45% | +3.6% |
| CAH | Sell | CARDINAL HEALTH INC | $816,000 | -6.5% | 10,500 | -6.1% | 2.43% | -3.1% |
| UHS | Sell | UNIVERSAL HLTH SVCS INC | $782,000 | -14.4% | 6,350 | -6.9% | 2.33% | -11.3% |
| RHT | Sell | RED HAT INC | $747,000 | +4.8% | 9,242 | -5.9% | 2.22% | +8.6% |
| EXPE | Sell | EXPEDIA INC DEL | $744,000 | +2.1% | 6,375 | -7.1% | 2.22% | +5.8% |
| INTU | Sell | INTUIT | $714,000 | -7.5% | 6,487 | -6.2% | 2.13% | -4.1% |
| ROST | Sell | ROSS STORES INC | $701,000 | -6.2% | 10,900 | -17.3% | 2.09% | -2.7% |
| ACC | Sell | AMERICAN CAMPUS CMNTYS INC | $695,000 | -14.5% | 13,668 | -11.1% | 2.07% | -11.4% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $662,000 | -9.2% | 29,600 | -6.2% | 1.97% | -5.8% |
| SEIC | Sell | SEI INVESTMENTS CO | $657,000 | -11.3% | 14,400 | -6.5% | 1.96% | -8.1% |
| CERN | Sell | CERNER CORP | $642,000 | -2.1% | 10,400 | -7.2% | 1.91% | +1.5% |
| AMAT | Sell | APPLIED MATLS INC | $633,000 | +17.9% | 21,000 | -6.2% | 1.88% | +22.2% |
| PVH | Sell | PVH CORP | $624,000 | +10.1% | 5,650 | -6.0% | 1.86% | +14.1% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $622,000 | -20.3% | 9,250 | -18.8% | 1.85% | -17.3% |
| ALB | Sell | ALBEMARLE CORP | $607,000 | +0.7% | 7,100 | -6.6% | 1.81% | +4.4% |
| SFM | Buy | SPROUTS FMRS MKT INC | $605,000 | +31.8% | 29,300 | +46.2% | 1.80% | +36.6% |
| MAR | Sell | MARRIOTT INTL INC NEW | $604,000 | -4.1% | 8,976 | -5.3% | 1.80% | -0.6% |
| H | Sell | HYATT HOTELS CORP | $603,000 | -14.8% | 12,250 | -15.0% | 1.80% | -11.7% |
| DAL | Sell | DELTA AIR LINES INC DEL | $598,000 | +1.4% | 15,200 | -6.1% | 1.78% | +5.1% |
| MAN | Sell | MANPOWERGROUP INC | $585,000 | +4.8% | 8,100 | -6.6% | 1.74% | +8.7% |
| DISCA | Sell | DISCOVERY COMMUNICATNS NEW | $579,000 | +0.2% | 21,500 | -6.1% | 1.72% | +3.9% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $557,000 | -5.8% | 3,850 | -8.4% | 1.66% | -2.3% |
| SCI | Buy | SERVICE CORP INTL | $552,000 | +16.2% | 20,800 | +18.3% | 1.64% | +20.5% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $552,000 | -28.3% | 3,700 | -22.3% | 1.64% | -25.6% |
| WSM | Sell | WILLIAMS SONOMA INC | $544,000 | -8.1% | 10,650 | -6.2% | 1.62% | -4.7% |
| LSI | New | LIFE STORAGE INC | $543,000 | – | 6,100 | – | 1.62% | – |
| THO | Sell | THOR INDS INC | $534,000 | +7.2% | 6,300 | -18.2% | 1.59% | +11.2% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $532,000 | +0.9% | 4,350 | -5.2% | 1.58% | +4.7% |
| URI | Sell | UNITED RENTALS INC | $518,000 | +9.3% | 6,600 | -6.6% | 1.54% | +13.3% |
| CAKE | Buy | CHEESECAKE FACTORY INC | $506,000 | +14.2% | 10,100 | +9.8% | 1.51% | +18.5% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $482,000 | +5.0% | 1,200 | -8.7% | 1.44% | +8.9% |
| CRS | Sell | CARPENTER TECHNOLOGY CORP | $466,000 | +16.2% | 11,300 | -7.2% | 1.39% | +20.6% |
| TSN | Sell | TYSON FOODS INC | $455,000 | +3.6% | 6,100 | -7.2% | 1.36% | +7.5% |
| VRSK | Sell | VERISK ANALYTICS INC | $443,000 | -4.9% | 5,450 | -5.2% | 1.32% | -1.4% |
| LUV | Sell | SOUTHWEST AIRLS CO | $436,000 | -7.2% | 11,200 | -6.5% | 1.30% | -3.8% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $435,000 | +9.0% | 600 | -0.7% | 1.30% | +13.0% |
| THC | Sell | TENET HEALTHCARE CORP | $415,000 | -23.6% | 18,300 | -6.8% | 1.24% | -20.7% |
| TPH | Sell | TRI POINTE GROUP INC | $410,000 | +3.8% | 31,100 | -6.8% | 1.22% | +7.7% |
| CR | Sell | CRANE CO | $410,000 | +3.0% | 6,500 | -7.4% | 1.22% | +6.8% |
| MD | Sell | MEDNAX INC | $398,000 | -15.3% | 6,000 | -7.6% | 1.18% | -12.2% |
| SIG | Sell | SIGNET JEWELERS LIMITED | $380,000 | -15.7% | 5,100 | -6.8% | 1.13% | -12.7% |
| MJN | Sell | MEAD JOHNSON NUTRITION CO | $379,000 | -40.7% | 4,800 | -31.9% | 1.13% | -38.5% |
| TDC | Sell | TERADATA CORP DEL | $347,000 | +15.3% | 11,207 | -6.6% | 1.03% | +19.6% |
| EMN | Sell | EASTMAN CHEM CO | $345,000 | -6.2% | 5,100 | -6.0% | 1.03% | -2.8% |
| J | Sell | JACOBS ENGR GROUP INC DEL | $339,000 | -3.1% | 6,550 | -6.9% | 1.01% | +0.4% |
| PAYX | Sell | PAYCHEX INC | $325,000 | -8.2% | 5,611 | -5.8% | 0.97% | -4.7% |
| LVLT | Sell | LEVEL 3 COMMUNICATIONS INC | $306,000 | -16.4% | 6,600 | -7.2% | 0.91% | -13.3% |
| DVA | Sell | DAVITA INC | $294,000 | -21.6% | 4,450 | -8.1% | 0.88% | -18.8% |
| ROP | Sell | ROPER TECHNOLOGIES INC | $292,000 | +0.7% | 1,600 | -5.9% | 0.87% | +4.3% |
| CHD | Buy | CHURCH & DWIGHT INC | $292,000 | -13.4% | 6,100 | +86.4% | 0.87% | -10.2% |
| SCS | Sell | STEELCASE INC | $267,000 | -3.6% | 19,200 | -6.1% | 0.80% | 0.0% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $265,000 | -12.5% | 2,900 | -7.5% | 0.79% | -9.3% |
| L100PS | New | ARCONIC INC | $259,000 | – | 25,500 | – | 0.77% | – |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $247,000 | -2.0% | 4,800 | -6.5% | 0.74% | +1.5% |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $246,000 | -33.2% | 6,900 | -6.7% | 0.73% | -30.7% |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $201,000 | +3.6% | 1,700 | -7.2% | 0.60% | +7.4% |
| IR | Sell | INGERSOLL-RAND PLC | $187,000 | -0.5% | 2,750 | -6.8% | 0.56% | +3.1% |
| FTI | Sell | FMC TECHNOLOGIES INC | $175,000 | +4.2% | 5,900 | -6.2% | 0.52% | +8.1% |
| IP | Sell | INTL PAPER CO | $151,000 | +3.4% | 3,150 | -8.4% | 0.45% | +7.4% |
| FAST | Sell | FASTENAL CO | $150,000 | -11.2% | 3,600 | -5.3% | 0.45% | -7.8% |
| ARE | Buy | ALEXANDRIA REAL ESTATE EQ INC | $131,000 | +991.7% | 1,200 | +961.9% | 0.39% | +1047.1% |
| IAC | Sell | IAC INTERACTIVECORP | $124,000 | -1.6% | 1,986 | -11.6% | 0.37% | +1.9% |
| MYL | Sell | MYLAN N V | $122,000 | -18.1% | 3,200 | -7.3% | 0.36% | -15.2% |
| HFC | Sell | HOLLYFRONTIER CORP | $110,000 | -5.2% | 4,500 | -8.1% | 0.33% | -1.5% |
| CCK | Sell | CROWN HOLDINGS INC | $91,000 | -3.2% | 1,600 | -13.7% | 0.27% | +0.4% |
| QEP | Sell | QEP RES INC | $88,000 | +3.5% | 4,500 | -6.2% | 0.26% | +7.4% |
| CF | Sell | CF INDS HLDGS INC | $78,000 | -6.0% | 3,200 | -7.1% | 0.23% | -2.5% |
| NBL | Sell | NOBLE ENERGY INC | $75,000 | -12.8% | 2,100 | -12.4% | 0.22% | -9.7% |
| OII | Sell | OCEANEERING INTL INC | $73,000 | -15.1% | 2,650 | -8.1% | 0.22% | -12.1% |
| ALLE | Sell | ALLEGION PUB LTD CO | $61,000 | -10.3% | 883 | -10.2% | 0.18% | -6.7% |
| TGH | Sell | TEXTAINER GROUP HOLDINGS LTD | $56,000 | -37.1% | 7,500 | -6.0% | 0.17% | -34.8% |
| AVGO | Sell | BROADCOM LTD | $37,000 | +8.8% | 214 | -0.9% | 0.11% | +12.2% |
| ITC | Sell | ITC HLDGS CORP | $37,000 | -21.3% | 800 | -20.0% | 0.11% | -18.5% |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -2 | – | 0.00% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -80 | – | -0.01% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -19 | – | -0.01% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -110 | – | -0.01% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -34 | – | -0.01% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -71 | – | -0.01% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -60 | – | -0.01% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -88 | – | -0.01% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -53 | – | -0.01% | – |
| ACGL | Exit | ARCH CAP GROUP LTD | $0 | – | -80 | – | -0.02% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -386 | – | -0.02% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -151 | – | -0.02% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -81 | – | -0.02% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -73 | – | -0.02% | – |
| UDR | Exit | UDR INC | $0 | – | -220 | – | -0.02% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -254 | – | -0.03% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -248 | – | -0.03% | – |
| L | Exit | LOEWS CORP | $0 | – | -237 | – | -0.03% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -3,564 | – | -0.30% | – |
| AA | Exit | ALCOA INC | $0 | – | -27,320 | – | -0.73% | – |
| SSS | Exit | SOVRAN SELF STORAGE INC | $0 | – | -5,683 | – | -1.71% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SWKS | New | SKYWORKS SOLUTIONS INC | $1,433,000 | – | 22,647 | – | 4.11% | – |
| FTNT | New | FORTINET INC | $1,237,000 | – | 39,163 | – | 3.55% | – |
| UHS | New | UNIVERSAL HLTH SVCS INC | $914,000 | – | 6,818 | – | 2.62% | – |
| CAH | New | CARDINAL HEALTH INC | $873,000 | – | 11,188 | – | 2.51% | – |
| JNPR | New | JUNIPER NETWORKS INC | $824,000 | – | 36,654 | – | 2.37% | – |
| ACC | New | AMERICAN CAMPUS CMNTYS INC | $813,000 | – | 15,368 | – | 2.33% | – |
| MAS | New | MASCO CORP | $809,000 | – | 26,148 | – | 2.32% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $780,000 | – | 11,393 | – | 2.24% | – |
| INTU | New | INTUIT | $772,000 | – | 6,914 | – | 2.22% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $770,000 | – | 4,761 | – | 2.21% | – |
| ROST | New | ROSS STORES INC | $747,000 | – | 13,173 | – | 2.14% | – |
| SEIC | New | SEI INVESTMENTS CO | $741,000 | – | 15,402 | – | 2.13% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $729,000 | – | 31,565 | – | 2.09% | – |
| EXPE | New | EXPEDIA INC DEL | $729,000 | – | 6,860 | – | 2.09% | – |
| RHT | New | RED HAT INC | $713,000 | – | 9,826 | – | 2.05% | – |
| H | New | HYATT HOTELS CORP | $708,000 | – | 14,405 | – | 2.03% | – |
| CERN | New | CERNER CORP | $656,000 | – | 11,203 | – | 1.88% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $639,000 | – | 7,046 | – | 1.84% | – |
| MAR | New | MARRIOTT INTL INC NEW | $630,000 | – | 9,476 | – | 1.81% | – |
| ALB | New | ALBEMARLE CORP | $603,000 | – | 7,599 | – | 1.73% | – |
| SSS | New | SOVRAN SELF STORAGE INC | $596,000 | – | 5,683 | – | 1.71% | – |
| WSM | New | WILLIAMS SONOMA INC | $592,000 | – | 11,350 | – | 1.70% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $591,000 | – | 4,201 | – | 1.70% | – |
| DAL | New | DELTA AIR LINES INC DEL | $590,000 | – | 16,184 | – | 1.69% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $578,000 | – | 22,898 | – | 1.66% | – |
| PVH | New | PVH CORP | $567,000 | – | 6,012 | – | 1.63% | – |
| MAN | New | MANPOWERGROUP INC | $558,000 | – | 8,677 | – | 1.60% | – |
| THC | New | TENET HEALTHCARE CORP | $543,000 | – | 19,636 | – | 1.56% | – |
| AMAT | New | APPLIED MATLS INC | $537,000 | – | 22,385 | – | 1.54% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $527,000 | – | 4,587 | – | 1.51% | – |
| THO | New | THOR INDS INC | $498,000 | – | 7,700 | – | 1.43% | – |
| SCI | New | SERVICE CORP INTL | $475,000 | – | 17,583 | – | 1.36% | – |
| URI | New | UNITED RENTALS INC | $474,000 | – | 7,068 | – | 1.36% | – |
| LUV | New | SOUTHWEST AIRLS CO | $470,000 | – | 11,983 | – | 1.35% | – |
| MD | New | MEDNAX INC | $470,000 | – | 6,491 | – | 1.35% | – |
| VRSK | New | VERISK ANALYTICS INC | $466,000 | – | 5,750 | – | 1.34% | – |
| SFM | New | SPROUTS FMRS MKT INC | $459,000 | – | 20,042 | – | 1.32% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $459,000 | – | 1,315 | – | 1.32% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $451,000 | – | 5,471 | – | 1.30% | – |
| CAKE | New | CHEESECAKE FACTORY INC | $443,000 | – | 9,200 | – | 1.27% | – |
| TSN | New | TYSON FOODS INC | $439,000 | – | 6,573 | – | 1.26% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $401,000 | – | 12,183 | – | 1.15% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $399,000 | – | 604 | – | 1.15% | – |
| CR | New | CRANE CO | $398,000 | – | 7,016 | – | 1.14% | – |
| TPH | New | TRI POINTE GROUP INC | $395,000 | – | 33,382 | – | 1.13% | – |
| DVA | New | DAVITA HEALTHCARE PARTNERS INC | $375,000 | – | 4,844 | – | 1.08% | – |
| EMN | New | EASTMAN CHEM CO | $368,000 | – | 5,424 | – | 1.06% | – |
| HAIN | New | HAIN CELESTIAL GROUP INC | $368,000 | – | 7,397 | – | 1.06% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $366,000 | – | 7,109 | – | 1.05% | – |
| PAYX | New | PAYCHEX INC | $354,000 | – | 5,957 | – | 1.02% | – |
| J | New | JACOBS ENGR GROUP INC DEL | $350,000 | – | 7,033 | – | 1.00% | – |
| CHD | New | CHURCH & DWIGHT INC | $337,000 | – | 3,272 | – | 0.97% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $303,000 | – | 3,136 | – | 0.87% | – |
| TDC | New | TERADATA CORP DEL | $301,000 | – | 11,995 | – | 0.86% | – |
| ROP | New | ROPER TECHNOLOGIES INC | $290,000 | – | 1,700 | – | 0.83% | – |
| SCS | New | STEELCASE INC | $277,000 | – | 20,444 | – | 0.80% | – |
| AA | New | ALCOA INC | $253,000 | – | 27,320 | – | 0.73% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $252,000 | – | 5,133 | – | 0.72% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $194,000 | – | 1,832 | – | 0.56% | – |
| IR | New | INGERSOLL-RAND PLC | $188,000 | – | 2,950 | – | 0.54% | – |
| FAST | New | FASTENAL CO | $169,000 | – | 3,800 | – | 0.48% | – |
| FTI | New | FMC TECHNOLOGIES INC | $168,000 | – | 6,292 | – | 0.48% | – |
| MYL | New | MYLAN N V | $149,000 | – | 3,452 | – | 0.43% | – |
| IP | New | INTL PAPER CO | $146,000 | – | 3,438 | – | 0.42% | – |
| IAC | New | IAC INTERACTIVECORP | $126,000 | – | 2,246 | – | 0.36% | – |
| HFC | New | HOLLYFRONTIER CORP | $116,000 | – | 4,898 | – | 0.33% | – |
| WY | New | WEYERHAEUSER CO | $106,000 | – | 3,564 | – | 0.30% | – |
| CCK | New | CROWN HOLDINGS INC | $94,000 | – | 1,855 | – | 0.27% | – |
| TGH | New | TEXTAINER GROUP HOLDINGS LTD | $89,000 | – | 7,978 | – | 0.26% | – |
| NBL | New | NOBLE ENERGY INC | $86,000 | – | 2,396 | – | 0.25% | – |
| OII | New | OCEANEERING INTL INC | $86,000 | – | 2,884 | – | 0.25% | – |
| QEP | New | QEP RES INC | $85,000 | – | 4,800 | – | 0.24% | – |
| CF | New | CF INDS HLDGS INC | $83,000 | – | 3,444 | – | 0.24% | – |
| ALLE | New | ALLEGION PUB LTD CO | $68,000 | – | 983 | – | 0.20% | – |
| ITC | New | ITC HLDGS CORP | $47,000 | – | 1,000 | – | 0.14% | – |
| AVGO | New | BROADCOM LTD | $34,000 | – | 216 | – | 0.10% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ INC | $12,000 | – | 113 | – | 0.03% | – |
| STI | New | SUNTRUST BKS INC | $10,000 | – | 248 | – | 0.03% | – |
| L | New | LOEWS CORP | $10,000 | – | 237 | – | 0.03% | – |
| EWBC | New | EAST WEST BANCORP INC | $9,000 | – | 254 | – | 0.03% | – |
| UDR | New | UDR INC | $8,000 | – | 220 | – | 0.02% | – |
| SRE | New | SEMPRA ENERGY | $8,000 | – | 73 | – | 0.02% | – |
| ATO | New | ATMOS ENERGY CORP | $7,000 | – | 81 | – | 0.02% | – |
| CMS | New | CMS ENERGY CORP | $7,000 | – | 151 | – | 0.02% | – |
| ACGL | New | ARCH CAP GROUP LTD | $6,000 | – | 80 | – | 0.02% | – |
| CPN | New | CALPINE CORP | $6,000 | – | 386 | – | 0.02% | – |
| PNW | New | PINNACLE WEST CAP CORP | $4,000 | – | 53 | – | 0.01% | – |
| HXL | New | HEXCEL CORP NEW | $4,000 | – | 88 | – | 0.01% | – |
| RRC | New | RANGE RES CORP | $3,000 | – | 60 | – | 0.01% | – |
| BHI | New | BAKER HUGHES INC | $3,000 | – | 71 | – | 0.01% | – |
| ETN | New | EATON CORP PLC | $2,000 | – | 34 | – | 0.01% | – |
| XEC | New | CIMAREX ENERGY CO | $2,000 | – | 19 | – | 0.01% | – |
| COG | New | CABOT OIL & GAS CORP | $2,000 | – | 80 | – | 0.01% | – |
| WMB | New | WILLIAMS COS INC DEL | $2,000 | – | 110 | – | 0.01% | – |
| BDX | New | BECTON DICKINSON & CO | $0 | – | 2 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -2 | – | 0.00% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -34 | – | -0.01% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -88 | – | -0.01% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -109 | – | -0.02% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -94 | – | -0.02% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -80 | – | -0.02% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -252 | – | -0.02% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -175 | – | -0.02% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -237 | – | -0.03% | – |
| L | Exit | LOEWS CORP | $0 | – | -237 | – | -0.03% | – |
| ARE | Exit | ALEXANDRIA REAL ESTATE EQ INC | $0 | – | -113 | – | -0.03% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -254 | – | -0.03% | – |
| UDR | Exit | UDR INC | $0 | – | -312 | – | -0.03% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -3,815 | – | -0.17% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -983 | – | -0.17% | – |
| QEP | Exit | QEP RES INC | $0 | – | -4,887 | – | -0.18% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -2,329 | – | -0.21% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -2,038 | – | -0.23% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -1,855 | – | -0.25% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -3,141 | – | -0.25% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -1,610 | – | -0.31% | – |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -2,884 | – | -0.33% | – |
| TGH | Exit | TEXTAINER GROUP HOLDINGS LTD | $0 | – | -7,978 | – | -0.39% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -6,180 | – | -0.40% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -3,800 | – | -0.41% | – |
| MYL | Exit | MYLAN N V | $0 | – | -3,452 | – | -0.41% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -2,950 | – | -0.44% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -4,176 | – | -0.46% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -6,240 | – | -0.57% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -4,296 | – | -0.61% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -15,935 | – | -0.69% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -4,862 | – | -0.70% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -1,832 | – | -0.71% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -5,133 | – | -0.72% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -8,388 | – | -0.72% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -6,520 | – | -0.73% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -10,163 | – | -0.74% | – |
| J | Exit | JACOBS ENGR GROUP INC DEL | $0 | – | -7,033 | – | -0.78% | – |
| AA | Exit | ALCOA INC | $0 | – | -27,320 | – | -0.78% | – |
| ROP | Exit | ROPER TECHNOLOGIES INC | $0 | – | -1,700 | – | -0.79% | – |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -3,991 | – | -0.82% | – |
| ACGL | Exit | ARCH CAP GROUP LTD | $0 | – | -3,810 | – | -0.83% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -3,132 | – | -0.84% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -7,109 | – | -0.92% | – |
| CR | Exit | CRANE CO | $0 | – | -7,016 | – | -0.97% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -7,599 | – | -0.99% | – |
| TSN | Exit | TYSON FOODS INC | $0 | – | -7,987 | – | -1.02% | – |
| DVA | Exit | DAVITA HEALTHCARE PARTNERS INC | $0 | – | -4,844 | – | -1.04% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -5,424 | – | -1.04% | – |
| CCE | Exit | COCA COLA ENTERPRISES INC NEW | $0 | – | -7,278 | – | -1.04% | – |
| CRS | Exit | CARPENTER TECHNOLOGY CORP | $0 | – | -12,183 | – | -1.07% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -2,850 | – | -1.15% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -14,931 | – | -1.20% | – |
| STZ | Exit | CONSTELLATION BRANDS INC | $0 | – | -3,276 | – | -1.21% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE INC | $0 | – | -1,800 | – | -1.25% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -7,068 | – | -1.25% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -5,750 | – | -1.26% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -6,184 | – | -1.29% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -33,382 | – | -1.29% | – |
| INTU | Exit | INTUIT | $0 | – | -4,977 | – | -1.31% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -5,402 | – | -1.34% | – |
| BRCM | Exit | BROADCOM CORP | $0 | – | -8,966 | – | -1.36% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -4,587 | – | -1.38% | – |
| R | Exit | RYDER SYS INC | $0 | – | -6,382 | – | -1.40% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -18,637 | – | -1.42% | – |
| PVH | Exit | PVH CORP | $0 | – | -4,710 | – | -1.42% | – |
| MD | Exit | MEDNAX INC | $0 | – | -6,491 | – | -1.47% | – |
| RHT | Exit | RED HAT INC | $0 | – | -6,984 | – | -1.48% | – |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -20,249 | – | -1.56% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -6,687 | – | -1.56% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -2,876 | – | -1.62% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -7,250 | – | -1.64% | – |
| DSW | Exit | DSW INC | $0 | – | -22,500 | – | -1.68% | – |
| THO | Exit | THOR INDS INC | $0 | – | -11,400 | – | -1.75% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -2,191 | – | -1.76% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -1,315 | – | -1.81% | – |
| H | Exit | HYATT HOTELS CORP | $0 | – | -13,205 | – | -1.84% | – |
| MAS | Exit | MASCO CORP | $0 | – | -26,148 | – | -1.94% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -15,872 | – | -1.99% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -13,493 | – | -2.08% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -8,677 | – | -2.10% | – |
| MAR | Exit | MARRIOTT INTL INC NEW | $0 | – | -10,476 | – | -2.11% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -4,201 | – | -2.12% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -16,184 | – | -2.15% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -15,397 | – | -2.20% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -16,199 | – | -2.32% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -6,761 | – | -2.35% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -42,065 | – | -2.38% | – |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -22,227 | – | -2.38% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INC | $0 | – | -6,818 | – | -2.52% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -4,558 | – | -2.56% | – |
| CERN | Exit | CERNER CORP | $0 | – | -18,347 | – | -3.25% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -15,663 | – | -3.90% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $1,319,000 | -47.6% | 15,663 | -35.3% | 3.90% | +15.7% |
| CERN | Buy | CERNER CORP | $1,100,000 | +76.8% | 18,347 | +103.9% | 3.25% | +290.4% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $864,000 | -49.1% | 4,558 | -57.2% | 2.56% | +12.5% |
| UHS | Sell | UNIVERSAL HLTH SVCS INC | $851,000 | -50.1% | 6,818 | -43.2% | 2.52% | +10.2% |
| ACC | Sell | AMERICAN CAMPUS CMNTYS INC | $806,000 | -48.5% | 22,227 | -46.4% | 2.38% | +13.8% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $805,000 | -26.1% | 42,065 | -25.6% | 2.38% | +63.1% |
| EXPE | Sell | EXPEDIA INC DEL | $796,000 | -54.9% | 6,761 | -58.1% | 2.35% | -0.5% |
| ROST | Sell | ROSS STORES INC | $785,000 | -51.4% | 16,199 | -51.2% | 2.32% | +7.4% |
| SEIC | Sell | SEI INVESTMENTS CO | $743,000 | -54.4% | 15,397 | -53.6% | 2.20% | +0.8% |
| DAL | Sell | DELTA AIR LINES INC DEL | $726,000 | -41.3% | 16,184 | -46.2% | 2.15% | +29.6% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $718,000 | -54.4% | 4,201 | -41.7% | 2.12% | +0.8% |
| MAN | Sell | MANPOWERGROUP INC | $711,000 | -52.1% | 8,677 | -47.7% | 2.10% | +5.8% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $705,000 | -48.7% | 13,493 | -44.4% | 2.08% | +13.2% |
| FTNT | Sell | FORTINET INC | $674,000 | -43.5% | 15,872 | -45.0% | 1.99% | +24.9% |
| MAS | Sell | MASCO CORP | $658,000 | -39.9% | 26,148 | -36.3% | 1.94% | +32.7% |
| H | Sell | HYATT HOTELS CORP | $622,000 | -49.2% | 13,205 | -38.9% | 1.84% | +12.1% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $612,000 | -50.0% | 1,315 | -45.2% | 1.81% | +10.4% |
| AGN | Sell | ALLERGAN PLC | $596,000 | -69.8% | 2,191 | -66.3% | 1.76% | -33.3% |
| THO | Buy | THOR INDS INC | $591,000 | -7.1% | 11,400 | +0.9% | 1.75% | +105.3% |
| DSW | New | DSW INC | $569,000 | – | 22,500 | – | 1.68% | – |
| WSM | Buy | WILLIAMS SONOMA INC | $554,000 | +36.1% | 7,250 | +46.5% | 1.64% | +200.6% |
| LNKD | Sell | LINKEDIN CORP | $547,000 | -44.9% | 2,876 | -40.1% | 1.62% | +21.8% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $529,000 | -45.0% | 6,687 | -49.3% | 1.56% | +21.4% |
| DISCA | Sell | DISCOVERY COMMUNICATNS NEW | $527,000 | -49.6% | 20,249 | -35.6% | 1.56% | +11.3% |
| RHT | Sell | RED HAT INC | $502,000 | -50.3% | 6,984 | -47.5% | 1.48% | +9.8% |
| MD | Sell | MEDNAX INC | $498,000 | -49.6% | 6,491 | -51.4% | 1.47% | +11.2% |
| PVH | Sell | PVH CORP | $480,000 | -58.1% | 4,710 | -52.7% | 1.42% | -7.5% |
| JNPR | Buy | JUNIPER NETWORKS INC | $479,000 | +17.1% | 18,637 | +18.4% | 1.42% | +158.4% |
| R | Sell | RYDER SYS INC | $473,000 | -56.8% | 6,382 | -49.1% | 1.40% | -4.7% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $465,000 | -49.2% | 4,587 | -37.6% | 1.38% | +12.2% |
| BRCM | Sell | BROADCOM CORP | $461,000 | -49.4% | 8,966 | -49.3% | 1.36% | +11.7% |
| CHD | Sell | CHURCH & DWIGHT INC | $453,000 | -40.3% | 5,402 | -42.2% | 1.34% | +31.8% |
| INTU | Sell | INTUIT | $442,000 | -37.3% | 4,977 | -28.9% | 1.31% | +38.5% |
| TPH | Sell | TRI POINTE GROUP INC | $437,000 | -55.5% | 33,382 | -47.9% | 1.29% | -1.6% |
| MJN | Sell | MEAD JOHNSON NUTRITION CO | $435,000 | -38.6% | 6,184 | -21.2% | 1.29% | +35.7% |
| URI | Sell | UNITED RENTALS INC | $424,000 | -60.5% | 7,068 | -42.3% | 1.25% | -12.7% |
| STZ | Sell | CONSTELLATION BRANDS INC | $410,000 | -43.4% | 3,276 | -47.6% | 1.21% | +24.8% |
| SCI | Sell | SERVICE CORP INTL | $405,000 | -66.5% | 14,931 | -63.7% | 1.20% | -26.1% |
| SIG | Sell | SIGNET JEWELERS LIMITED | $388,000 | -61.0% | 2,850 | -63.2% | 1.15% | -13.8% |
| CRS | Sell | CARPENTER TECHNOLOGY CORP | $363,000 | -63.8% | 12,183 | -53.1% | 1.07% | -20.2% |
| CCE | Sell | COCA COLA ENTERPRISES INC NEW | $352,000 | -57.5% | 7,278 | -61.8% | 1.04% | -6.0% |
| EMN | Sell | EASTMAN CHEM CO | $351,000 | -40.8% | 5,424 | -25.2% | 1.04% | +30.7% |
| DVA | Sell | DAVITA HEALTHCARE PARTNERS INC | $350,000 | -72.2% | 4,844 | -69.4% | 1.04% | -38.6% |
| TSN | New | TYSON FOODS INC | $344,000 | – | 7,987 | – | 1.02% | – |
| ALB | Sell | ALBEMARLE CORP | $335,000 | -59.7% | 7,599 | -49.5% | 0.99% | -11.1% |
| CR | Sell | CRANE CO | $327,000 | -64.6% | 7,016 | -55.5% | 0.97% | -21.9% |
| LVLT | Sell | LEVEL 3 COMMUNICATIONS INC | $311,000 | -55.1% | 7,109 | -45.9% | 0.92% | -0.9% |
| KSU | Sell | KANSAS CITY SOUTHERN | $285,000 | -43.7% | 3,132 | -43.6% | 0.84% | +24.5% |
| ACGL | Sell | ARCH CAP GROUP LTD | $280,000 | -65.4% | 3,810 | -68.5% | 0.83% | -23.6% |
| ENDP | New | ENDO INTL PLC | $276,000 | – | 3,991 | – | 0.82% | – |
| AA | Sell | ALCOA INC | $264,000 | -60.0% | 27,320 | -53.8% | 0.78% | -11.7% |
| J | Sell | JACOBS ENGR GROUP INC DEL | $263,000 | -51.3% | 7,033 | -47.1% | 0.78% | +7.6% |
| FLO | Sell | FLOWERS FOODS INC | $251,000 | -56.4% | 10,163 | -62.7% | 0.74% | -3.8% |
| LUV | Sell | SOUTHWEST AIRLS CO | $248,000 | -51.8% | 6,520 | -58.1% | 0.73% | +6.4% |
| TDC | Sell | TERADATA CORP DEL | $243,000 | -56.2% | 8,388 | -44.1% | 0.72% | -3.4% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $242,000 | -30.9% | 5,133 | -32.5% | 0.72% | +52.7% |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $240,000 | – | 1,832 | – | 0.71% | – |
| HFC | Sell | HOLLYFRONTIER CORP | $237,000 | -42.2% | 4,862 | -49.4% | 0.70% | +27.7% |
| AMAT | Sell | APPLIED MATLS INC | $234,000 | -59.4% | 15,935 | -46.8% | 0.69% | -10.2% |
| PAYX | Sell | PAYCHEX INC | $205,000 | -44.0% | 4,296 | -44.9% | 0.61% | +23.7% |
| FTI | Sell | FMC TECHNOLOGIES INC | $193,000 | -50.0% | 6,240 | -32.9% | 0.57% | +10.4% |
| THC | New | TENET HEALTHCARE CORP | $154,000 | – | 4,176 | – | 0.46% | – |
| MYL | Sell | MYLAN N V | $139,000 | -81.2% | 3,452 | -68.3% | 0.41% | -58.5% |
| COG | Sell | CABOT OIL & GAS CORP | $135,000 | -65.0% | 6,180 | -49.6% | 0.40% | -22.8% |
| TGH | Sell | TEXTAINER GROUP HOLDINGS LTD | $132,000 | -63.3% | 7,978 | -42.4% | 0.39% | -19.1% |
| OII | Sell | OCEANEERING INTL INC | $113,000 | -55.5% | 2,884 | -47.1% | 0.33% | -1.8% |
| IAC | Sell | IAC INTERACTIVECORP | $105,000 | -78.4% | 1,610 | -73.6% | 0.31% | -52.4% |
| WY | Sell | WEYERHAEUSER CO | $86,000 | -56.3% | 3,141 | -49.7% | 0.25% | -3.8% |
| CCK | Sell | CROWN HOLDINGS INC | $85,000 | -73.2% | 1,855 | -69.1% | 0.25% | -40.8% |
| IP | Sell | INTL PAPER CO | $77,000 | -81.3% | 2,038 | -76.4% | 0.23% | -58.7% |
| NBL | Sell | NOBLE ENERGY INC | $70,000 | -64.3% | 2,329 | -49.4% | 0.21% | -21.0% |
| QEP | Sell | QEP RES INC | $61,000 | -71.2% | 4,887 | -57.3% | 0.18% | -36.6% |
| CPN | Sell | CALPINE CORP | $56,000 | -89.8% | 3,815 | -87.5% | 0.17% | -77.4% |
| UDR | Sell | UDR INC | $11,000 | -98.6% | 312 | -98.7% | 0.03% | -96.8% |
| EWBC | Sell | EAST WEST BANCORP INC | $10,000 | -98.9% | 254 | -98.7% | 0.03% | -97.4% |
| ARE | Sell | ALEXANDRIA REAL ESTATE EQ INC | $10,000 | -98.8% | 113 | -98.8% | 0.03% | -97.2% |
| L | Sell | LOEWS CORP | $9,000 | -98.7% | 237 | -98.7% | 0.03% | -97.1% |
| STI | Sell | SUNTRUST BKS INC | $9,000 | -98.8% | 237 | -98.7% | 0.03% | -97.4% |
| CMS | Sell | CMS ENERGY CORP | $6,000 | -98.9% | 175 | -99.0% | 0.02% | -97.5% |
| ATO | Sell | ATMOS ENERGY CORP | $5,000 | -98.6% | 94 | -98.7% | 0.02% | -97.0% |
| AHL | Sell | ASPEN INSURANCE HOLDINGS LTD | $5,000 | -98.7% | 109 | -98.7% | 0.02% | -97.2% |
| PNW | Sell | PINNACLE WEST CAP CORP | $5,000 | -98.7% | 80 | -98.8% | 0.02% | -97.1% |
| STR | Sell | QUESTAR CORP | $5,000 | -98.2% | 252 | -98.1% | 0.02% | -96.0% |
| HXL | Sell | HEXCEL CORP NEW | $4,000 | -98.8% | 88 | -98.7% | 0.01% | -97.3% |
| ETN | Sell | EATON CORP PLC | $2,000 | -98.9% | 34 | -98.7% | 0.01% | -97.4% |
| BDX | Sell | BECTON DICKINSON & CO | $0 | -100.0% | 2 | -98.6% | 0.00% | -100.0% |
| GMCR | Exit | KEURIG GREEN MTN INC | $0 | – | -2,450 | – | -0.25% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -5,000 | – | -0.39% | – |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -7,100 | – | -0.76% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -9,850 | – | -0.76% | – |
| ISIS | Exit | ISIS PHARMACEUTICALS INC | $0 | – | -14,200 | – | -1.09% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -43,550 | – | -1.74% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -16,200 | – | -1.97% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SWKS | New | SKYWORKS SOLUTIONS INC | $2,519,000 | – | 24,200 | – | 3.37% | – |
| AGN | New | ALLERGAN PLC | $1,972,000 | – | 6,500 | – | 2.64% | – |
| EXPE | New | EXPEDIA INC DEL | $1,766,000 | – | 16,150 | – | 2.36% | – |
| UHS | New | UNIVERSAL HLTH SVCS INC | $1,705,000 | – | 12,000 | – | 2.28% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $1,696,000 | – | 10,650 | – | 2.27% | – |
| SEIC | New | SEI INVESTMENTS CO | $1,628,000 | – | 33,200 | – | 2.18% | – |
| ROST | New | ROSS STORES INC | $1,614,000 | – | 33,200 | – | 2.16% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $1,574,000 | – | 7,200 | – | 2.11% | – |
| ACC | New | AMERICAN CAMPUS CMNTYS INC | $1,564,000 | – | 41,500 | – | 2.09% | – |
| MAN | New | MANPOWERGROUP INC | $1,484,000 | – | 16,600 | – | 1.99% | – |
| HCA | New | HCA HOLDINGS INC | $1,470,000 | – | 16,200 | – | 1.97% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $1,375,000 | – | 24,250 | – | 1.84% | – |
| SUNEQ | New | SUNEDISON INC | $1,303,000 | – | 43,550 | – | 1.74% | – |
| DVA | New | DAVITA HEALTHCARE PARTNERS INC | $1,260,000 | – | 15,850 | – | 1.69% | – |
| DAL | New | DELTA AIR LINES INC DEL | $1,237,000 | – | 30,100 | – | 1.66% | – |
| H | New | HYATT HOTELS CORP | $1,225,000 | – | 21,600 | – | 1.64% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $1,224,000 | – | 2,400 | – | 1.64% | – |
| SCI | New | SERVICE CORP INTL | $1,210,000 | – | 41,100 | – | 1.62% | – |
| FTNT | New | FORTINET INC | $1,192,000 | – | 28,850 | – | 1.60% | – |
| PVH | New | PVH CORP | $1,146,000 | – | 9,950 | – | 1.53% | – |
| R | New | RYDER SYS INC | $1,096,000 | – | 12,550 | – | 1.47% | – |
| MAS | New | MASCO CORP | $1,095,000 | – | 41,050 | – | 1.47% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $1,090,000 | – | 56,550 | – | 1.46% | – |
| URI | New | UNITED RENTALS INC | $1,073,000 | – | 12,250 | – | 1.44% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $1,046,000 | – | 31,450 | – | 1.40% | – |
| RHT | New | RED HAT INC | $1,010,000 | – | 13,300 | – | 1.35% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $1,004,000 | – | 25,950 | – | 1.34% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $994,000 | – | 7,750 | – | 1.33% | – |
| LNKD | New | LINKEDIN CORP | $992,000 | – | 4,800 | – | 1.33% | – |
| MD | New | MEDNAX INC | $989,000 | – | 13,350 | – | 1.32% | – |
| TPH | New | TRI POINTE GROUP INC | $981,000 | – | 64,100 | – | 1.31% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $962,000 | – | 13,200 | – | 1.29% | – |
| CR | New | CRANE CO | $925,000 | – | 15,750 | – | 1.24% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $916,000 | – | 7,350 | – | 1.23% | – |
| BRCM | New | BROADCOM CORP | $911,000 | – | 17,700 | – | 1.22% | – |
| EWBC | New | EAST WEST BANCORP INC | $870,000 | – | 19,400 | – | 1.16% | – |
| ALB | New | ALBEMARLE CORP | $832,000 | – | 15,050 | – | 1.11% | – |
| CCE | New | COCA COLA ENTERPRISES INC NEW | $828,000 | – | 19,050 | – | 1.11% | – |
| ISIS | New | ISIS PHARMACEUTICALS INC | $817,000 | – | 14,200 | – | 1.09% | – |
| ACGL | New | ARCH CAP GROUP LTD | $810,000 | – | 12,100 | – | 1.08% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ INC | $805,000 | – | 9,200 | – | 1.08% | – |
| STI | New | SUNTRUST BKS INC | $779,000 | – | 18,100 | – | 1.04% | – |
| MAR | New | MARRIOTT INTL INC NEW | $779,000 | – | 10,476 | – | 1.04% | – |
| UDR | New | UDR INC | $764,000 | – | 23,850 | – | 1.02% | – |
| CHD | New | CHURCH & DWIGHT INC | $759,000 | – | 9,350 | – | 1.02% | – |
| MYL | New | MYLAN N V | $740,000 | – | 10,900 | – | 0.99% | – |
| STZ | New | CONSTELLATION BRANDS INC | $725,000 | – | 6,250 | – | 0.97% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $708,000 | – | 7,850 | – | 0.95% | – |
| INTU | New | INTUIT | $705,000 | – | 7,000 | – | 0.94% | – |
| L | New | LOEWS CORP | $697,000 | – | 18,100 | – | 0.93% | – |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $693,000 | – | 13,150 | – | 0.93% | – |
| AA | New | ALCOA INC | $660,000 | – | 59,150 | – | 0.88% | – |
| THO | New | THOR INDS INC | $636,000 | – | 11,300 | – | 0.85% | – |
| CERN | New | CERNER CORP | $622,000 | – | 9,000 | – | 0.83% | – |
| EMN | New | EASTMAN CHEM CO | $593,000 | – | 7,250 | – | 0.79% | – |
| FLO | New | FLOWERS FOODS INC | $576,000 | – | 27,250 | – | 0.77% | – |
| AMAT | New | APPLIED MATLS INC | $576,000 | – | 29,950 | – | 0.77% | – |
| THC | New | TENET HEALTHCARE CORP | $570,000 | – | 9,850 | – | 0.76% | – |
| ENDP | New | ENDO INTL PLC | $566,000 | – | 7,100 | – | 0.76% | – |
| TDC | New | TERADATA CORP DEL | $555,000 | – | 15,000 | – | 0.74% | – |
| CPN | New | CALPINE CORP | $549,000 | – | 30,500 | – | 0.74% | – |
| CMS | New | CMS ENERGY CORP | $546,000 | – | 17,150 | – | 0.73% | – |
| J | New | JACOBS ENGR GROUP INC DEL | $540,000 | – | 13,300 | – | 0.72% | – |
| LUV | New | SOUTHWEST AIRLS CO | $515,000 | – | 15,550 | – | 0.69% | – |
| KSU | New | KANSAS CITY SOUTHERN | $506,000 | – | 5,550 | – | 0.68% | – |
| IAC | New | IAC INTERACTIVECORP | $486,000 | – | 6,100 | – | 0.65% | – |
| VRSK | New | VERISK ANALYTICS INC | $418,000 | – | 5,750 | – | 0.56% | – |
| IP | New | INTL PAPER CO | $412,000 | – | 8,650 | – | 0.55% | – |
| HFC | New | HOLLYFRONTIER CORP | $410,000 | – | 9,600 | – | 0.55% | – |
| JNPR | New | JUNIPER NETWORKS INC | $409,000 | – | 15,735 | – | 0.55% | – |
| WSM | New | WILLIAMS SONOMA INC | $407,000 | – | 4,950 | – | 0.54% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE INC | $402,000 | – | 1,800 | – | 0.54% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $398,000 | – | 8,300 | – | 0.53% | – |
| PNW | New | PINNACLE WEST CAP CORP | $393,000 | – | 6,900 | – | 0.53% | – |
| FTI | New | FMC TECHNOLOGIES INC | $386,000 | – | 9,300 | – | 0.52% | – |
| COG | New | CABOT OIL & GAS CORP | $386,000 | – | 12,250 | – | 0.52% | – |
| ATO | New | ATMOS ENERGY CORP | $369,000 | – | 7,200 | – | 0.49% | – |
| PAYX | New | PAYCHEX INC | $366,000 | – | 7,800 | – | 0.49% | – |
| TGH | New | TEXTAINER GROUP HOLDINGS LTD | $360,000 | – | 13,850 | – | 0.48% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $350,000 | – | 7,600 | – | 0.47% | – |
| HXL | New | HEXCEL CORP NEW | $333,000 | – | 6,700 | – | 0.45% | – |
| CCK | New | CROWN HOLDINGS INC | $317,000 | – | 6,000 | – | 0.42% | – |
| ROP | New | ROPER TECHNOLOGIES INC | $293,000 | – | 1,700 | – | 0.39% | – |
| SNDK | New | SANDISK CORP | $291,000 | – | 5,000 | – | 0.39% | – |
| STR | New | QUESTAR CORP | $282,000 | – | 13,500 | – | 0.38% | – |
| OII | New | OCEANEERING INTL INC | $254,000 | – | 5,450 | – | 0.34% | – |
| QEP | New | QEP RES INC | $212,000 | – | 11,450 | – | 0.28% | – |
| IR | New | INGERSOLL-RAND PLC | $199,000 | – | 2,950 | – | 0.27% | – |
| WY | New | WEYERHAEUSER CO | $197,000 | – | 6,250 | – | 0.26% | – |
| NBL | New | NOBLE ENERGY INC | $196,000 | – | 4,600 | – | 0.26% | – |
| GMCR | New | KEURIG GREEN MTN INC | $188,000 | – | 2,450 | – | 0.25% | – |
| ETN | New | EATON CORP PLC | $175,000 | – | 2,600 | – | 0.23% | – |
| FAST | New | FASTENAL CO | $160,000 | – | 3,800 | – | 0.21% | – |
| ALLE | New | ALLEGION PUB LTD CO | $59,000 | – | 983 | – | 0.08% | – |
| BDX | New | BECTON DICKINSON & CO | $20,000 | – | 143 | – | 0.03% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MCPIQ | Exit | MOLYCORP INC DEL | $0 | – | -26,300 | – | -0.05% | – |
| ALLE | Exit | ALLEGION PUB LTD CO | $0 | – | -983 | – | -0.07% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -1,050 | – | -0.10% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -2,600 | – | -0.25% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -2,950 | – | -0.25% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -3,800 | – | -0.26% | – |
| IO | Exit | ION GEOPHYSICAL CORP | $0 | – | -77,200 | – | -0.32% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -500 | – | -0.34% | – |
| ENDP | Exit | ENDO INTL PLC | $0 | – | -3,400 | – | -0.35% | – |
| ROP | Exit | ROPER INDS INC NEW | $0 | – | -1,700 | – | -0.38% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -6,700 | – | -0.40% | – |
| GMCR | Exit | KEURIG GREEN MTN INC | $0 | – | -2,250 | – | -0.44% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -8,850 | – | -0.45% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -7,600 | – | -0.46% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -4,600 | – | -0.47% | – |
| TDS | Exit | TELEPHONE & DATA SYS INC | $0 | – | -13,250 | – | -0.48% | – |
| THO | Exit | THOR INDS INC | $0 | – | -6,600 | – | -0.51% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -7,800 | – | -0.52% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -5,750 | – | -0.53% | – |
| QEP | Exit | QEP RES INC | $0 | – | -11,450 | – | -0.53% | – |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -5,450 | – | -0.54% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -6,000 | – | -0.54% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -8,450 | – | -0.54% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -3,850 | – | -0.56% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -6,100 | – | -0.60% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -18,500 | – | -0.62% | – |
| INTEQ | Exit | INTELSAT S A | $0 | – | -24,000 | – | -0.62% | – |
| R108 | Exit | ENERGIZER HLDGS INC | $0 | – | -3,350 | – | -0.62% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -18,550 | – | -0.62% | – |
| DWA | Exit | DREAMWORKS ANIMATION SKG INC | $0 | – | -15,300 | – | -0.63% | – |
| TGH | Exit | TEXTAINER GROUP HOLDINGS LTD | $0 | – | -13,850 | – | -0.65% | – |
| MD | Exit | MEDNAX INC | $0 | – | -8,400 | – | -0.69% | – |
| MYL | Exit | MYLAN INC | $0 | – | -10,150 | – | -0.70% | – |
| CREE | Exit | CREE INC | $0 | – | -11,450 | – | -0.71% | – |
| RHT | Exit | RED HAT INC | $0 | – | -8,500 | – | -0.72% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -5,000 | – | -0.74% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -26,700 | – | -0.74% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -2,400 | – | -0.75% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -9,300 | – | -0.76% | – |
| ROSE | Exit | ROSETTA RESOURCES INC | $0 | – | -11,500 | – | -0.77% | – |
| ACGL | Exit | ARCH CAP GROUP LTD | $0 | – | -9,500 | – | -0.78% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -16,650 | – | -0.80% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -41,050 | – | -0.80% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -7,600 | – | -0.80% | – |
| ISIS | Exit | ISIS PHARMACEUTICALS INC | $0 | – | -14,400 | – | -0.84% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -13,400 | – | -0.85% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -7,250 | – | -0.88% | – |
| GBCI | Exit | GLACIER BANCORP INC NEW | $0 | – | -22,750 | – | -0.89% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -5,250 | – | -0.90% | – |
| INTU | Exit | INTUIT | $0 | – | -7,000 | – | -0.92% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -9,250 | – | -0.93% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -29,450 | – | -0.96% | – |
| J | Exit | JACOBS ENGR GROUP INC DEL | $0 | – | -13,300 | – | -0.98% | – |
| AES | Exit | AES CORP | $0 | – | -45,800 | – | -0.98% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -5,550 | – | -1.01% | – |
| STZ | Exit | CONSTELLATION BRANDS INC | $0 | – | -8,050 | – | -1.06% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -20,700 | – | -1.06% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -21,000 | – | -1.06% | – |
| UDR | Exit | UDR INC | $0 | – | -26,200 | – | -1.08% | – |
| BRCM | Exit | BROADCOM CORP | $0 | – | -17,700 | – | -1.08% | – |
| MAR | Exit | MARRIOTT INTL INC NEW | $0 | – | -10,276 | – | -1.08% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -28,700 | – | -1.09% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -17,100 | – | -1.12% | – |
| ARE | Exit | ALEXANDRIA REAL ESTATE EQ INC | $0 | – | -10,250 | – | -1.14% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -7,350 | – | -1.22% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -24,450 | – | -1.23% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -2,400 | – | -1.30% | – |
| CRS | Exit | CARPENTER TECHNOLOGY CORP | $0 | – | -19,350 | – | -1.32% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -19,700 | – | -1.32% | – |
| ITC | Exit | ITC HLDGS CORP | $0 | – | -24,850 | – | -1.33% | – |
| DVA | Exit | DAVITA HEALTHCARE PARTNERS INC | $0 | – | -12,400 | – | -1.37% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -8,250 | – | -1.38% | – |
| CFN | Exit | CAREFUSION CORP | $0 | – | -20,750 | – | -1.41% | – |
| KR | Exit | KROGER CO | $0 | – | -18,950 | – | -1.48% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -52,750 | – | -1.50% | – |
| CR | Exit | CRANE CO | $0 | – | -15,750 | – | -1.50% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -47,600 | – | -1.52% | – |
| H | Exit | HYATT HOTELS CORP | $0 | – | -16,650 | – | -1.52% | – |
| MAS | Exit | MASCO CORP | $0 | – | -42,900 | – | -1.54% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -56,550 | – | -1.56% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -32,400 | – | -1.60% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -30,100 | – | -1.64% | – |
| PVH | Exit | PVH CORP | $0 | – | -9,050 | – | -1.65% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INC | $0 | – | -10,650 | – | -1.68% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -15,900 | – | -1.69% | – |
| R | Exit | RYDER SYS INC | $0 | – | -12,550 | – | -1.70% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -8,850 | – | -1.74% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -16,850 | – | -1.78% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -25,300 | – | -1.82% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -35,100 | – | -1.91% | – |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -35,800 | – | -1.97% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -22,600 | – | -1.98% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -25,950 | – | -2.04% | – |
| TRW | Exit | TRW AUTOMOTIVE HLDGS CORP | $0 | – | -14,150 | – | -2.16% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -5,950 | – | -2.16% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -7,200 | – | -2.17% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -16,850 | – | -2.22% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -19,650 | – | -2.24% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ROST | Sell | ROSS STORES INC | $1,485,000 | -1.5% | 19,650 | -13.8% | 2.24% | +0.1% |
| EXPE | Sell | EXPEDIA INC DEL | $1,476,000 | +1.6% | 16,850 | -8.7% | 2.22% | +3.3% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $1,443,000 | -6.4% | 7,200 | -4.0% | 2.17% | -4.8% |
| TRW | Sell | TRW AUTOMOTIVE HLDGS CORP | $1,433,000 | -6.1% | 14,150 | -17.0% | 2.16% | -4.6% |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $1,312,000 | +12.2% | 22,600 | -9.2% | 1.98% | +14.1% |
| ACC | Sell | AMERICAN CAMPUS CMNTYS INC | $1,305,000 | -9.0% | 35,800 | -4.5% | 1.97% | -7.4% |
| MAN | Sell | MANPOWERGROUP INC | $1,181,000 | -35.3% | 16,850 | -21.6% | 1.78% | -34.2% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $1,153,000 | -8.6% | 8,850 | -5.3% | 1.74% | -7.1% |
| PVH | Buy | PVH CORP | $1,096,000 | +5.6% | 9,050 | +1.7% | 1.65% | +7.3% |
| DAL | Sell | DELTA AIR LINES INC DEL | $1,088,000 | -12.8% | 30,100 | -6.5% | 1.64% | -11.3% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $1,036,000 | -8.7% | 56,550 | -2.8% | 1.56% | -7.2% |
| MAS | Sell | MASCO CORP | $1,026,000 | +2.7% | 42,900 | -4.7% | 1.54% | +4.4% |
| H | Buy | HYATT HOTELS CORP | $1,008,000 | +12.1% | 16,650 | +12.9% | 1.52% | +14.0% |
| SCI | Buy | SERVICE CORP INTL | $1,006,000 | +41.5% | 47,600 | +38.8% | 1.52% | +43.9% |
| SUNEQ | Sell | SUNEDISON INC | $996,000 | -18.6% | 52,750 | -2.5% | 1.50% | -17.2% |
| URI | Sell | UNITED RENTALS INC | $917,000 | -1.6% | 8,250 | -7.3% | 1.38% | 0.0% |
| DVA | Buy | DAVITA HEALTHCARE PARTNERS INC | $907,000 | +1.9% | 12,400 | +0.8% | 1.37% | +3.6% |
| ITC | Buy | ITC HLDGS CORP | $885,000 | +1.3% | 24,850 | +3.8% | 1.33% | +2.9% |
| CCK | Sell | CROWN HOLDINGS INC | $877,000 | -24.7% | 19,700 | -15.8% | 1.32% | -23.4% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $865,000 | +17.8% | 2,400 | -7.7% | 1.30% | +19.9% |
| NCR | Sell | NCR CORP NEW | $817,000 | -5.5% | 24,450 | -0.8% | 1.23% | -3.9% |
| MAR | Sell | MARRIOTT INTL INC NEW | $718,000 | -13.0% | 10,276 | -20.2% | 1.08% | -11.5% |
| BRCM | Sell | BROADCOM CORP | $715,000 | +3.3% | 17,700 | -5.1% | 1.08% | +5.1% |
| FE | New | FIRSTENERGY CORP | $705,000 | – | 21,000 | – | 1.06% | – |
| AES | Sell | AES CORP | $649,000 | -43.0% | 45,800 | -37.4% | 0.98% | -42.1% |
| AMAT | Sell | APPLIED MATLS INC | $636,000 | -9.0% | 29,450 | -5.0% | 0.96% | -7.4% |
| WSM | Buy | WILLIAMS SONOMA INC | $616,000 | +49.2% | 9,250 | +60.9% | 0.93% | +51.6% |
| SIG | Sell | SIGNET JEWELERS LIMITED | $598,000 | -13.5% | 5,250 | -16.0% | 0.90% | -12.0% |
| TDC | Buy | TERADATA CORP DEL | $562,000 | +5.0% | 13,400 | +0.8% | 0.85% | +6.7% |
| ISIS | Buy | ISIS PHARMACEUTICALS INC | $559,000 | +160.0% | 14,400 | +130.4% | 0.84% | +164.8% |
| TPH | New | TRI POINTE HOMES INC | $531,000 | – | 41,050 | – | 0.80% | – |
| ROSE | New | ROSETTA RESOURCES INC | $512,000 | – | 11,500 | – | 0.77% | – |
| LNKD | Buy | LINKEDIN CORP | $499,000 | +71.5% | 2,400 | +41.2% | 0.75% | +74.5% |
| SNDK | Buy | SANDISK CORP | $490,000 | +0.8% | 5,000 | +7.5% | 0.74% | +2.5% |
| RHT | Buy | RED HAT INC | $477,000 | +2.8% | 8,500 | +1.2% | 0.72% | +4.5% |
| CREE | Buy | CREE INC | $469,000 | -11.3% | 11,450 | +8.0% | 0.71% | -9.9% |
| DWA | New | DREAMWORKS ANIMATION SKG INC | $417,000 | – | 15,300 | – | 0.63% | – |
| STR | Buy | QUESTAR CORP | $413,000 | +15.7% | 18,550 | +28.8% | 0.62% | +17.6% |
| INTEQ | Buy | INTELSAT S A | $411,000 | +15.4% | 24,000 | +27.0% | 0.62% | +17.5% |
| JNPR | Buy | JUNIPER NETWORKS INC | $410,000 | -2.6% | 18,500 | +7.9% | 0.62% | -1.0% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $361,000 | +117.5% | 8,450 | +131.5% | 0.54% | +121.1% |
| THC | New | TENET HEALTHCARE CORP | $356,000 | – | 6,000 | – | 0.54% | – |
| THO | Sell | THOR INDS INC | $340,000 | -32.8% | 6,600 | -25.8% | 0.51% | -31.7% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $308,000 | -57.8% | 7,600 | -53.9% | 0.46% | -57.0% |
| LUV | New | SOUTHWEST AIRLS CO | $299,000 | – | 8,850 | – | 0.45% | – |
| GMCR | Sell | KEURIG GREEN MTN INC | $293,000 | -2.0% | 2,250 | -6.2% | 0.44% | -0.5% |
| HXL | Sell | HEXCEL CORP NEW | $266,000 | -50.9% | 6,700 | -49.4% | 0.40% | -50.1% |
| NFLX | Sell | NETFLIX INC | $226,000 | -26.6% | 500 | -28.6% | 0.34% | -25.4% |
| BBBY | Sell | BED BATH & BEYOND INC | $69,000 | -56.3% | 1,050 | -61.8% | 0.10% | -55.6% |
| JWA | Exit | WILEY JOHN & SONS INC | $0 | – | -3,000 | – | -0.27% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -3,420 | – | -0.27% | – |
| LTM | Exit | LIFE TIME FITNESS INC | $0 | – | -11,300 | – | -0.82% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MAN | New | MANPOWERGROUP INC | $1,824,000 | – | 21,500 | – | 2.70% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $1,541,000 | – | 7,500 | – | 2.28% | – |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $1,526,000 | – | 17,050 | – | 2.26% | – |
| ROST | New | ROSS STORES INC | $1,508,000 | – | 22,800 | – | 2.23% | – |
| EXPE | New | EXPEDIA INC DEL | $1,453,000 | – | 18,450 | – | 2.15% | – |
| ACC | New | AMERICAN CAMPUS CMNTYS INC | $1,434,000 | – | 37,500 | – | 2.12% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $1,345,000 | – | 25,950 | – | 1.99% | – |
| B108PS | New | ACTAVIS PLC | $1,327,000 | – | 5,950 | – | 1.97% | – |
| IP | New | INTL PAPER CO | $1,277,000 | – | 25,300 | – | 1.89% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $1,262,000 | – | 9,350 | – | 1.87% | – |
| DAL | New | DELTA AIR LINES INC DEL | $1,247,000 | – | 32,200 | – | 1.85% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $1,224,000 | – | 19,350 | – | 1.81% | – |
| SUNEQ | New | SUNEDISON INC | $1,223,000 | – | 54,100 | – | 1.81% | – |
| CR | New | CRANE CO | $1,171,000 | – | 15,750 | – | 1.74% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $1,169,000 | – | 24,900 | – | 1.73% | – |
| CCK | New | CROWN HOLDINGS INC | $1,164,000 | – | 23,400 | – | 1.72% | – |
| SEIC | New | SEI INVESTMENTS CO | $1,150,000 | – | 35,100 | – | 1.70% | – |
| AES | New | AES CORP | $1,138,000 | – | 73,200 | – | 1.69% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $1,135,000 | – | 58,150 | – | 1.68% | – |
| R | New | RYDER SYS INC | $1,106,000 | – | 12,550 | – | 1.64% | – |
| COG | New | CABOT OIL & GAS CORP | $1,106,000 | – | 32,400 | – | 1.64% | – |
| PVH | New | PVH CORP | $1,038,000 | – | 8,900 | – | 1.54% | – |
| UHS | New | UNIVERSAL HLTH SVCS INC | $1,020,000 | – | 10,650 | – | 1.51% | – |
| MAS | New | MASCO CORP | $999,000 | – | 45,000 | – | 1.48% | – |
| KR | New | KROGER CO | $937,000 | – | 18,950 | – | 1.39% | – |
| URI | New | UNITED RENTALS INC | $932,000 | – | 8,900 | – | 1.38% | – |
| CFN | New | CAREFUSION CORP | $920,000 | – | 20,750 | – | 1.36% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $920,000 | – | 7,350 | – | 1.36% | – |
| H | New | HYATT HOTELS CORP | $899,000 | – | 14,750 | – | 1.33% | – |
| ATW | New | ATWOOD OCEANICS INC | $897,000 | – | 17,100 | – | 1.33% | – |
| HCA | New | HCA HOLDINGS INC | $896,000 | – | 15,900 | – | 1.33% | – |
| DVA | New | DAVITA HEALTHCARE PARTNERS INC | $890,000 | – | 12,300 | – | 1.32% | – |
| ITC | New | ITC HLDGS CORP | $874,000 | – | 23,950 | – | 1.30% | – |
| NCR | New | NCR CORP NEW | $865,000 | – | 24,650 | – | 1.28% | – |
| MAR | New | MARRIOTT INTL INC NEW | $825,000 | – | 12,876 | – | 1.22% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ INC | $796,000 | – | 10,250 | – | 1.18% | – |
| UDR | New | UDR INC | $750,000 | – | 26,200 | – | 1.11% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $734,000 | – | 2,600 | – | 1.09% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $729,000 | – | 16,500 | – | 1.08% | – |
| EWBC | New | EAST WEST BANCORP INC | $724,000 | – | 20,700 | – | 1.07% | – |
| FTNT | New | FORTINET INC | $721,000 | – | 28,700 | – | 1.07% | – |
| SCI | New | SERVICE CORP INTL | $711,000 | – | 34,300 | – | 1.05% | – |
| J | New | JACOBS ENGR GROUP INC DEL | $709,000 | – | 13,300 | – | 1.05% | – |
| STZ | New | CONSTELLATION BRANDS INC | $709,000 | – | 8,050 | – | 1.05% | – |
| AMAT | New | APPLIED MATLS INC | $699,000 | – | 31,000 | – | 1.04% | – |
| BRCM | New | BROADCOM CORP | $692,000 | – | 18,650 | – | 1.02% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $691,000 | – | 6,250 | – | 1.02% | – |
| GBCI | New | GLACIER BANCORP INC NEW | $646,000 | – | 22,750 | – | 0.96% | – |
| EMN | New | EASTMAN CHEM CO | $633,000 | – | 7,250 | – | 0.94% | – |
| KSU | New | KANSAS CITY SOUTHERN | $597,000 | – | 5,550 | – | 0.88% | – |
| FTI | New | FMC TECHNOLOGIES INC | $568,000 | – | 9,300 | – | 0.84% | – |
| INTU | New | INTUIT | $564,000 | – | 7,000 | – | 0.84% | – |
| FLO | New | FLOWERS FOODS INC | $563,000 | – | 26,700 | – | 0.83% | – |
| WY | New | WEYERHAEUSER CO | $551,000 | – | 16,650 | – | 0.82% | – |
| LTM | New | LIFE TIME FITNESS INC | $551,000 | – | 11,300 | – | 0.82% | – |
| ACGL | New | ARCH CAP GROUP LTD | $546,000 | – | 9,500 | – | 0.81% | – |
| HXL | New | HEXCEL CORP NEW | $542,000 | – | 13,250 | – | 0.80% | – |
| TDC | New | TERADATA CORP DEL | $535,000 | – | 13,300 | – | 0.79% | – |
| TGH | New | TEXTAINER GROUP HOLDINGS LTD | $535,000 | – | 13,850 | – | 0.79% | – |
| CHD | New | CHURCH & DWIGHT INC | $532,000 | – | 7,600 | – | 0.79% | – |
| CREE | New | CREE INC | $529,000 | – | 10,600 | – | 0.78% | – |
| MYL | New | MYLAN INC | $523,000 | – | 10,150 | – | 0.78% | – |
| THO | New | THOR INDS INC | $506,000 | – | 8,900 | – | 0.75% | – |
| MD | New | MEDNAX INC | $488,000 | – | 8,400 | – | 0.72% | – |
| SNDK | New | SANDISK CORP | $486,000 | – | 4,650 | – | 0.72% | – |
| RHT | New | RED HAT INC | $464,000 | – | 8,400 | – | 0.69% | – |
| OII | New | OCEANEERING INTL INC | $426,000 | – | 5,450 | – | 0.63% | – |
| IAC | New | IAC INTERACTIVECORP | $422,000 | – | 6,100 | – | 0.62% | – |
| JNPR | New | JUNIPER NETWORKS INC | $421,000 | – | 17,150 | – | 0.62% | – |
| WSM | New | WILLIAMS SONOMA INC | $413,000 | – | 5,750 | – | 0.61% | – |
| R108 | New | ENERGIZER HLDGS INC | $409,000 | – | 3,350 | – | 0.61% | – |
| QEP | New | QEP RES INC | $395,000 | – | 11,450 | – | 0.58% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $359,000 | – | 3,850 | – | 0.53% | – |
| STR | New | QUESTAR CORP | $357,000 | – | 14,400 | – | 0.53% | – |
| INTEQ | New | INTELSAT S A | $356,000 | – | 18,900 | – | 0.53% | – |
| NBL | New | NOBLE ENERGY INC | $356,000 | – | 4,600 | – | 0.53% | – |
| TDS | New | TELEPHONE & DATA SYS INC | $346,000 | – | 13,250 | – | 0.51% | – |
| VRSK | New | VERISK ANALYTICS INC | $345,000 | – | 5,750 | – | 0.51% | – |
| IO | New | ION GEOPHYSICAL CORP | $326,000 | – | 77,200 | – | 0.48% | – |
| PAYX | New | PAYCHEX INC | $324,000 | – | 7,800 | – | 0.48% | – |
| NFLX | New | NETFLIX INC | $308,000 | – | 700 | – | 0.46% | – |
| GMCR | New | KEURIG GREEN MTN INC | $299,000 | – | 2,400 | – | 0.44% | – |
| LNKD | New | LINKEDIN CORP | $291,000 | – | 1,700 | – | 0.43% | – |
| ROP | New | ROPER INDS INC NEW | $248,000 | – | 1,700 | – | 0.37% | – |
| ENDP | New | ENDO INTL PLC | $238,000 | – | 3,400 | – | 0.35% | – |
| ISIS | New | ISIS PHARMACEUTICALS INC | $215,000 | – | 6,250 | – | 0.32% | – |
| ETN | New | EATON CORP PLC | $201,000 | – | 2,600 | – | 0.30% | – |
| FAST | New | FASTENAL CO | $188,000 | – | 3,800 | – | 0.28% | – |
| IR | New | INGERSOLL-RAND PLC | $184,000 | – | 2,950 | – | 0.27% | – |
| ATO | New | ATMOS ENERGY CORP | $183,000 | – | 3,420 | – | 0.27% | – |
| JWA | New | WILEY JOHN & SONS INC | $182,000 | – | 3,000 | – | 0.27% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $166,000 | – | 3,650 | – | 0.25% | – |
| BBBY | New | BED BATH & BEYOND INC | $158,000 | – | 2,750 | – | 0.23% | – |
| MCPIQ | New | MOLYCORP INC DEL | $68,000 | – | 26,300 | – | 0.10% | – |
| ALLE | New | ALLEGION PUB LTD CO | $56,000 | – | 983 | – | 0.08% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IO | Exit | ION GEOPHYSICAL CORP | $0 | – | -22,900 | – | -0.13% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -8,200 | – | -0.20% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -4,250 | – | -0.26% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -3,450 | – | -0.26% | – |
| AES | Exit | AES CORP | $0 | – | -20,415 | – | -0.30% | – |
| HTSI | Exit | HARRIS TEETER SUPERMARKETS INC | $0 | – | -5,600 | – | -0.30% | – |
| MCPIQ | Exit | MOLYCORP INC DEL | $0 | – | -42,000 | – | -0.31% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -8,325 | – | -0.32% | – |
| ROP | Exit | ROPER INDS INC NEW | $0 | – | -2,150 | – | -0.32% | – |
| FAST | Exit | FASTENAL CO | $0 | – | -6,500 | – | -0.36% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -14,000 | – | -0.37% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -5,350 | – | -0.38% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -6,975 | – | -0.42% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -4,950 | – | -0.42% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -19,100 | – | -0.48% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -6,600 | – | -0.52% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -7,150 | – | -0.53% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -13,200 | – | -0.53% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -8,600 | – | -0.54% | – |
| R108 | Exit | ENERGIZER HLDGS INC | $0 | – | -5,500 | – | -0.56% | – |
| AVP | Exit | AVON PRODS INC | $0 | – | -27,000 | – | -0.62% | – |
| GBCI | Exit | GLACIER BANCORP INC NEW | $0 | – | -22,575 | – | -0.62% | – |
| GMCR | Exit | GREEN MTN COFFEE ROASTERS INC | $0 | – | -7,595 | – | -0.63% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -13,670 | – | -0.64% | – |
| UDR | Exit | UDR INC | $0 | – | -25,850 | – | -0.68% | – |
| JWA | Exit | WILEY JOHN & SONS INC | $0 | – | -13,221 | – | -0.70% | – |
| ARE | Exit | ALEXANDRIA REAL ESTATE EQ INC | $0 | – | -9,875 | – | -0.70% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -14,950 | – | -0.71% | – |
| H | Exit | HYATT HOTELS CORP | $0 | – | -15,225 | – | -0.72% | – |
| QEP | Exit | QEP RES INC | $0 | – | -24,150 | – | -0.74% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -10,400 | – | -0.75% | – |
| SREV | Exit | SERVICESOURCE INTL LLC | $0 | – | -56,250 | – | -0.75% | – |
| HXL | Exit | HEXCEL CORP NEW | $0 | – | -17,575 | – | -0.76% | – |
| MYL | Exit | MYLAN INC | $0 | – | -18,000 | – | -0.76% | – |
| ACGL | Exit | ARCH CAP GROUP LTD | $0 | – | -13,150 | – | -0.79% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -9,950 | – | -0.79% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -38,750 | – | -0.80% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -12,500 | – | -0.81% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -13,375 | – | -0.82% | – |
| LTM | Exit | LIFE TIME FITNESS INC | $0 | – | -14,300 | – | -0.82% | – |
| DLR | Exit | DIGITAL RLTY TR INC | $0 | – | -14,650 | – | -0.86% | – |
| MD | Exit | MEDNAX INC | $0 | – | -7,850 | – | -0.87% | – |
| ENDP | Exit | ENDO HEALTH SOLUTIONS INC | $0 | – | -17,600 | – | -0.89% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -25,300 | – | -0.90% | – |
| TGH | Exit | TEXTAINER GROUP HOLDINGS LTD | $0 | – | -22,200 | – | -0.93% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -51,600 | – | -1.00% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -42,300 | – | -1.00% | – |
| NUS | Exit | NU SKIN ENTERPRISES INC | $0 | – | -9,500 | – | -1.01% | – |
| ITC | Exit | ITC HLDGS CORP | $0 | – | -9,950 | – | -1.04% | – |
| THO | Exit | THOR INDS INC | $0 | – | -16,100 | – | -1.04% | – |
| ISIS | Exit | ISIS PHARMACEUTICALS INC | $0 | – | -24,950 | – | -1.04% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -56,475 | – | -1.04% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -12,200 | – | -1.05% | – |
| MAR | Exit | MARRIOTT INTL INC NEW | $0 | – | -23,240 | – | -1.08% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -63,500 | – | -1.21% | – |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -40,000 | – | -1.21% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -56,025 | – | -1.23% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -5,425 | – | -1.27% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -26,050 | – | -1.27% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -25,700 | – | -1.28% | – |
| CRS | Exit | CARPENTER TECHNOLOGY CORP | $0 | – | -20,200 | – | -1.30% | – |
| RHT | Exit | RED HAT INC | $0 | – | -26,100 | – | -1.33% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -4,900 | – | -1.34% | – |
| R | Exit | RYDER SYS INC | $0 | – | -20,550 | – | -1.36% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -39,900 | – | -1.37% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -15,350 | – | -1.41% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -11,950 | – | -1.42% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -23,300 | – | -1.43% | – |
| S | Exit | SPRINT CORP | $0 | – | -215,800 | – | -1.48% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -31,550 | – | -1.49% | – |
| DVA | Exit | DAVITA HEALTHCARE PARTNERS INC | $0 | – | -24,400 | – | -1.54% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INC | $0 | – | -18,750 | – | -1.56% | – |
| CR | Exit | CRANE CO | $0 | – | -24,200 | – | -1.65% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -74,050 | – | -1.66% | – |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -44,400 | – | -1.68% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -61,200 | – | -1.68% | – |
| MAS | Exit | MASCO CORP | $0 | – | -71,650 | – | -1.69% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -35,125 | – | -1.70% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -29,300 | – | -1.71% | – |
| J | Exit | JACOBS ENGR GROUP INC DEL | $0 | – | -26,675 | – | -1.72% | – |
| STZ | Exit | CONSTELLATION BRANDS INC | $0 | – | -27,650 | – | -1.76% | – |
| PVH | Exit | PVH CORP | $0 | – | -13,600 | – | -1.79% | – |
| CFN | Exit | CAREFUSION CORP | $0 | – | -45,775 | – | -1.87% | – |
| TRW | Exit | TRW AUTOMOTIVE HLDGS CORP | $0 | – | -25,100 | – | -1.98% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -46,800 | – | -2.05% | – |
| EXPE | Exit | EXPEDIA INC DEL | $0 | – | -37,350 | – | -2.14% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -10,650 | – | -2.16% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -27,885 | – | -2.25% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -14,925 | – | -2.38% | – |
| CREE | Exit | CREE INC | $0 | – | -36,400 | – | -2.43% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -7,650 | – | -2.65% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -33,725 | – | -2.72% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MAN | Sell | MANPOWERGROUP INC | $2,453,000 | +2.5% | 33,725 | -22.8% | 2.72% | +20.5% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $2,393,000 | +17.0% | 7,650 | -15.9% | 2.65% | +37.6% |
| CREE | Sell | CREE INC | $2,191,000 | -6.4% | 36,400 | -0.7% | 2.43% | +10.1% |
| B108PS | New | ACTAVIS PLC | $2,149,000 | – | 14,925 | – | 2.38% | – |
| ROST | Sell | ROSS STORES INC | $2,030,000 | -16.3% | 27,885 | -25.5% | 2.25% | -1.6% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $1,945,000 | -14.0% | 10,650 | -22.8% | 2.16% | +1.1% |
| EXPE | Sell | EXPEDIA INC DEL | $1,934,000 | -15.4% | 37,350 | -1.8% | 2.14% | -0.6% |
| NCR | Sell | NCR CORP NEW | $1,854,000 | -6.0% | 46,800 | -21.7% | 2.05% | +10.5% |
| TRW | Sell | TRW AUTOMOTIVE HLDGS CORP | $1,790,000 | -23.2% | 25,100 | -28.5% | 1.98% | -9.7% |
| CFN | Buy | CAREFUSION CORP | $1,689,000 | +26.9% | 45,775 | +26.7% | 1.87% | +49.2% |
| PVH | Sell | PVH CORP | $1,614,000 | -18.4% | 13,600 | -14.1% | 1.79% | -4.1% |
| STZ | Sell | CONSTELLATION BRANDS INC | $1,587,000 | -31.9% | 27,650 | -38.1% | 1.76% | -19.9% |
| J | Sell | JACOBS ENGR GROUP INC DEL | $1,552,000 | -18.4% | 26,675 | -22.7% | 1.72% | -4.1% |
| CE | Sell | CELANESE CORP DEL | $1,547,000 | +4.3% | 29,300 | -11.5% | 1.71% | +22.7% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $1,530,000 | -15.1% | 35,125 | -22.2% | 1.70% | -0.2% |
| MAS | Sell | MASCO CORP | $1,525,000 | -14.4% | 71,650 | -21.7% | 1.69% | +0.6% |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $1,520,000 | -12.3% | 61,200 | -22.7% | 1.68% | +3.1% |
| ACC | Sell | AMERICAN CAMPUS CMNTYS INC | $1,516,000 | -26.3% | 44,400 | -12.3% | 1.68% | -13.4% |
| FTNT | Buy | FORTINET INC | $1,500,000 | +55.8% | 74,050 | +34.6% | 1.66% | +83.2% |
| CR | Sell | CRANE CO | $1,492,000 | -21.1% | 24,200 | -23.3% | 1.65% | -7.1% |
| UHS | Sell | UNIVERSAL HLTH SVCS INC | $1,406,000 | -11.8% | 18,750 | -21.2% | 1.56% | +3.7% |
| DVA | Buy | DAVITA HEALTHCARE PARTNERS INC | $1,388,000 | -26.3% | 24,400 | +56.4% | 1.54% | -13.4% |
| HCA | Sell | HCA HOLDINGS INC | $1,349,000 | -13.0% | 31,550 | -26.6% | 1.49% | +2.3% |
| S | New | SPRINT CORP | $1,340,000 | – | 215,800 | – | 1.48% | – |
| TDC | Sell | TERADATA CORP DEL | $1,292,000 | -14.1% | 23,300 | -22.2% | 1.43% | +1.0% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $1,278,000 | +0.5% | 11,950 | -21.9% | 1.42% | +18.2% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $1,269,000 | -39.9% | 15,350 | -41.0% | 1.41% | -29.3% |
| SEIC | Buy | SEI INVESTMENTS CO | $1,233,000 | +40.6% | 39,900 | +29.3% | 1.37% | +65.4% |
| R | Sell | RYDER SYS INC | $1,227,000 | -24.1% | 20,550 | -22.7% | 1.36% | -10.8% |
| LNKD | Buy | LINKEDIN CORP | $1,206,000 | +121.7% | 4,900 | +60.7% | 1.34% | +160.9% |
| RHT | Sell | RED HAT INC | $1,204,000 | -25.5% | 26,100 | -22.8% | 1.33% | -12.4% |
| CRS | Sell | CARPENTER TECHNOLOGY CORP | $1,174,000 | +14.2% | 20,200 | -11.4% | 1.30% | +34.3% |
| IP | New | INTL PAPER CO | $1,151,000 | – | 25,700 | – | 1.28% | – |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $1,148,000 | +35.4% | 26,050 | +16.8% | 1.27% | +59.2% |
| CF | Sell | CF INDS HLDGS INC | $1,144,000 | -5.7% | 5,425 | -23.3% | 1.27% | +10.8% |
| JNPR | Buy | JUNIPER NETWORKS INC | $1,113,000 | +101.3% | 56,025 | +95.7% | 1.23% | +136.7% |
| NFX | Sell | NEWFIELD EXPL CO | $1,095,000 | +1.3% | 40,000 | -11.6% | 1.21% | +19.2% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $1,091,000 | -20.0% | 63,500 | -32.2% | 1.21% | -5.8% |
| MAR | Sell | MARRIOTT INTL INC NEW | $977,000 | -16.1% | 23,240 | -19.4% | 1.08% | -1.4% |
| EMN | Buy | EASTMAN CHEM CO | $950,000 | +60.5% | 12,200 | +44.4% | 1.05% | +88.5% |
| CHS | Sell | CHICOS FAS INC | $941,000 | -56.8% | 56,475 | -55.8% | 1.04% | -49.3% |
| ISIS | New | ISIS PHARMACEUTICALS INC | $937,000 | – | 24,950 | – | 1.04% | – |
| THO | Sell | THOR INDS INC | $934,000 | -11.0% | 16,100 | -24.6% | 1.04% | +4.7% |
| ITC | Sell | ITC HLDGS CORP | $934,000 | -27.9% | 9,950 | -29.9% | 1.04% | -15.2% |
| NUS | Sell | NU SKIN ENTERPRISES INC | $910,000 | +21.5% | 9,500 | -22.4% | 1.01% | +42.8% |
| FLO | Sell | FLOWERS FOODS INC | $907,000 | -24.5% | 42,300 | -22.4% | 1.00% | -11.2% |
| AMAT | New | APPLIED MATLS INC | $905,000 | – | 51,600 | – | 1.00% | – |
| TGH | Sell | TEXTAINER GROUP HOLDINGS LTD | $841,000 | -23.3% | 22,200 | -22.2% | 0.93% | -9.8% |
| EWBC | Sell | EAST WEST BANCORP INC | $808,000 | -22.2% | 25,300 | -33.0% | 0.90% | -8.5% |
| ENDP | Sell | ENDO HEALTH SOLUTIONS INC | $800,000 | -34.5% | 17,600 | -47.0% | 0.89% | -23.0% |
| MD | Buy | MEDNAX INC | $788,000 | +62.5% | 7,850 | +48.1% | 0.87% | +91.0% |
| DLR | Sell | DIGITAL RLTY TR INC | $778,000 | -33.6% | 14,650 | -23.7% | 0.86% | -21.8% |
| LTM | Sell | LIFE TIME FITNESS INC | $736,000 | -29.9% | 14,300 | -31.7% | 0.82% | -17.6% |
| ATW | Sell | ATWOOD OCEANICS INC | $736,000 | -19.7% | 13,375 | -24.1% | 0.82% | -5.7% |
| URI | New | UNITED RENTALS INC | $729,000 | – | 12,500 | – | 0.81% | – |
| SCI | Sell | SERVICE CORP INTL | $722,000 | -33.2% | 38,750 | -35.4% | 0.80% | -21.4% |
| SIG | Sell | SIGNET JEWELERS LIMITED | $713,000 | -23.9% | 9,950 | -28.4% | 0.79% | -10.5% |
| ACGL | Sell | ARCH CAP GROUP LTD | $712,000 | -26.1% | 13,150 | -29.9% | 0.79% | -13.1% |
| MYL | Sell | MYLAN INC | $687,000 | -46.4% | 18,000 | -56.4% | 0.76% | -37.0% |
| HXL | Sell | HEXCEL CORP NEW | $682,000 | -16.6% | 17,575 | -26.8% | 0.76% | -2.1% |
| SREV | Sell | SERVICESOURCE INTL LLC | $680,000 | -49.9% | 56,250 | -61.4% | 0.75% | -41.1% |
| VRSK | Sell | VERISK ANALYTICS INC | $676,000 | -12.5% | 10,400 | -19.7% | 0.75% | +2.9% |
| QEP | Sell | QEP RES INC | $669,000 | -22.6% | 24,150 | -22.3% | 0.74% | -9.0% |
| H | Sell | HYATT HOTELS CORP | $654,000 | -62.2% | 15,225 | -64.5% | 0.72% | -55.6% |
| NTAP | Sell | NETAPP INC | $637,000 | -60.9% | 14,950 | -65.3% | 0.71% | -54.0% |
| ARE | Sell | ALEXANDRIA REAL ESTATE EQ INC | $631,000 | -9.2% | 9,875 | -6.6% | 0.70% | +6.7% |
| JWA | Sell | WILEY JOHN & SONS INC | $631,000 | -50.5% | 13,221 | -58.5% | 0.70% | -41.8% |
| UDR | Sell | UDR INC | $613,000 | -15.0% | 25,850 | -8.7% | 0.68% | 0.0% |
| ATO | Sell | ATMOS ENERGY CORP | $582,000 | -24.1% | 13,670 | -26.8% | 0.64% | -10.8% |
| GMCR | Sell | GREEN MTN COFFEE ROASTERS INC | $572,000 | -58.5% | 7,595 | -58.6% | 0.63% | -51.1% |
| GBCI | Sell | GLACIER BANCORP INC NEW | $558,000 | -18.5% | 22,575 | -26.9% | 0.62% | -4.2% |
| AVP | Sell | AVON PRODS INC | $556,000 | -22.8% | 27,000 | -21.2% | 0.62% | -9.1% |
| R108 | Sell | ENERGIZER HLDGS INC | $501,000 | -28.8% | 5,500 | -21.4% | 0.56% | -16.3% |
| WSM | Sell | WILLIAMS SONOMA INC | $483,000 | -57.6% | 8,600 | -57.8% | 0.54% | -50.2% |
| AHL | Sell | ASPEN INSURANCE HOLDINGS LTD | $479,000 | -21.5% | 13,200 | -19.8% | 0.53% | -7.7% |
| NBL | Sell | NOBLE ENERGY INC | $479,000 | -13.2% | 7,150 | -22.3% | 0.53% | +2.1% |
| CTXS | Sell | CITRIX SYS INC | $466,000 | -5.5% | 6,600 | -19.3% | 0.52% | +11.2% |
| STR | Sell | QUESTAR CORP | $430,000 | -31.0% | 19,100 | -26.9% | 0.48% | -18.9% |
| BBBY | Sell | BED BATH & BEYOND INC | $383,000 | -63.4% | 4,950 | -66.4% | 0.42% | -57.0% |
| IAC | Sell | IAC INTERACTIVECORP | $381,000 | -16.3% | 6,975 | -27.2% | 0.42% | -1.6% |
| IR | Sell | INGERSOLL-RAND PLC | $347,000 | -6.0% | 5,350 | -19.5% | 0.38% | +10.3% |
| DAL | New | DELTA AIR LINES INC DEL | $330,000 | – | 14,000 | – | 0.37% | – |
| FAST | Sell | FASTENAL CO | $327,000 | -11.4% | 6,500 | -19.3% | 0.36% | +4.0% |
| ROP | Sell | ROPER INDS INC NEW | $286,000 | -13.1% | 2,150 | -18.9% | 0.32% | +2.3% |
| VLO | Sell | VALERO ENERGY CORP NEW | $284,000 | -28.5% | 8,325 | -27.1% | 0.32% | -15.8% |
| MCPIQ | Sell | MOLYCORP INC DEL | $276,000 | -17.6% | 42,000 | -22.2% | 0.31% | -3.2% |
| HTSI | Sell | HARRIS TEETER SUPERMARKETS INC | $275,000 | -74.5% | 5,600 | -75.7% | 0.30% | -70.0% |
| AES | Sell | AES CORP | $271,000 | -56.3% | 20,415 | -60.5% | 0.30% | -48.6% |
| ETN | Sell | EATON CORP PLC | $237,000 | -23.3% | 3,450 | -26.6% | 0.26% | -9.6% |
| FTI | Sell | FMC TECHNOLOGIES INC | $236,000 | -20.0% | 4,250 | -19.8% | 0.26% | -6.1% |
| JBL | Sell | JABIL CIRCUIT INC | $178,000 | -14.0% | 8,200 | -19.2% | 0.20% | +1.0% |
| IO | New | ION GEOPHYSICAL CORP | $119,000 | – | 22,900 | – | 0.13% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -3,550 | – | -0.14% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -3,725 | – | -0.23% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -10,350 | – | -0.61% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -18,600 | – | -0.75% | – |
| ACT | Exit | ACTAVIS INC | $0 | – | -13,875 | – | -1.65% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -217,392 | – | -1.67% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ROST | New | ROSS STORES INC | $2,426,000 | – | 37,435 | – | 2.28% | – |
| MAN | New | MANPOWERGROUP INC | $2,393,000 | – | 43,675 | – | 2.25% | – |
| CREE | New | CREE INC | $2,340,000 | – | 36,650 | – | 2.20% | – |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $2,332,000 | – | 35,100 | – | 2.20% | – |
| STZ | New | CONSTELLATION BRANDS INC | $2,330,000 | – | 44,700 | – | 2.20% | – |
| EXPE | New | EXPEDIA INC DEL | $2,287,000 | – | 38,025 | – | 2.15% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $2,262,000 | – | 13,800 | – | 2.13% | – |
| CHS | New | CHICOS FAS INC | $2,180,000 | – | 127,775 | – | 2.05% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $2,110,000 | – | 26,000 | – | 1.99% | – |
| ACC | New | AMERICAN CAMPUS CMNTYS INC | $2,057,000 | – | 50,600 | – | 1.94% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $2,046,000 | – | 9,100 | – | 1.93% | – |
| PVH | New | PVH CORP | $1,979,000 | – | 15,825 | – | 1.86% | – |
| NCR | New | NCR CORP NEW | $1,973,000 | – | 59,800 | – | 1.86% | – |
| J | New | JACOBS ENGR GROUP INC DEL | $1,903,000 | – | 34,525 | – | 1.79% | – |
| CR | New | CRANE CO | $1,890,000 | – | 31,550 | – | 1.78% | – |
| DVA | New | DAVITA HEALTHCARE PARTNERS INC | $1,884,000 | – | 15,600 | – | 1.78% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $1,803,000 | – | 45,175 | – | 1.70% | – |
| MAS | New | MASCO CORP | $1,782,000 | – | 91,450 | – | 1.68% | – |
| SUNEQ | New | SUNEDISON INC | $1,776,000 | – | 217,392 | – | 1.67% | – |
| ACT | New | ACTAVIS INC | $1,751,000 | – | 13,875 | – | 1.65% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $1,733,000 | – | 79,150 | – | 1.63% | – |
| H | New | HYATT HOTELS CORP | $1,730,000 | – | 42,875 | – | 1.63% | – |
| NTAP | New | NETAPP INC | $1,628,000 | – | 43,100 | – | 1.53% | – |
| R | New | RYDER SYS INC | $1,617,000 | – | 26,600 | – | 1.52% | – |
| RHT | New | RED HAT INC | $1,616,000 | – | 33,800 | – | 1.52% | – |
| UHS | New | UNIVERSAL HLTH SVCS INC | $1,594,000 | – | 23,800 | – | 1.50% | – |
| HCA | New | HCA HOLDINGS INC | $1,551,000 | – | 43,000 | – | 1.46% | – |
| TDC | New | TERADATA CORP DEL | $1,504,000 | – | 29,950 | – | 1.42% | – |
| CE | New | CELANESE CORP DEL | $1,483,000 | – | 33,100 | – | 1.40% | – |
| GMCR | New | GREEN MTN COFFEE ROASTERS INC | $1,377,000 | – | 18,345 | – | 1.30% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $1,363,000 | – | 93,700 | – | 1.28% | – |
| SREV | New | SERVICESOURCE INTL LLC | $1,357,000 | – | 145,650 | – | 1.28% | – |
| CFN | New | CAREFUSION CORP | $1,331,000 | – | 36,125 | – | 1.25% | – |
| ITC | New | ITC HLDGS CORP | $1,296,000 | – | 14,200 | – | 1.22% | – |
| MYL | New | MYLAN INC | $1,281,000 | – | 41,275 | – | 1.21% | – |
| JWA | New | WILEY JOHN & SONS INC | $1,276,000 | – | 31,825 | – | 1.20% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $1,272,000 | – | 15,300 | – | 1.20% | – |
| ENDP | New | ENDO HEALTH SOLUTIONS INC | $1,221,000 | – | 33,200 | – | 1.15% | – |
| CF | New | CF INDS HLDGS INC | $1,213,000 | – | 7,075 | – | 1.14% | – |
| FLO | New | FLOWERS FOODS INC | $1,202,000 | – | 54,525 | – | 1.13% | – |
| DLR | New | DIGITAL RLTY TR INC | $1,171,000 | – | 19,200 | – | 1.10% | – |
| MAR | New | MARRIOTT INTL INC NEW | $1,164,000 | – | 28,840 | – | 1.10% | – |
| WSM | New | WILLIAMS SONOMA INC | $1,140,000 | – | 20,400 | – | 1.07% | – |
| TGH | New | TEXTAINER GROUP HOLDINGS LTD | $1,097,000 | – | 28,550 | – | 1.03% | – |
| NFX | New | NEWFIELD EXPL CO | $1,081,000 | – | 45,250 | – | 1.02% | – |
| SCI | New | SERVICE CORP INTL | $1,081,000 | – | 59,950 | – | 1.02% | – |
| HTSI | New | HARRIS TEETER SUPERMARKETS INC | $1,079,000 | – | 23,025 | – | 1.02% | – |
| LTM | New | LIFE TIME FITNESS INC | $1,050,000 | – | 20,950 | – | 0.99% | – |
| THO | New | THOR INDS INC | $1,050,000 | – | 21,350 | – | 0.99% | – |
| BBBY | New | BED BATH & BEYOND INC | $1,046,000 | – | 14,750 | – | 0.98% | – |
| EWBC | New | EAST WEST BANCORP INC | $1,038,000 | – | 37,750 | – | 0.98% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $1,028,000 | – | 22,800 | – | 0.97% | – |
| ACGL | New | ARCH CAP GROUP LTD | $964,000 | – | 18,750 | – | 0.91% | – |
| FTNT | New | FORTINET INC | $963,000 | – | 55,000 | – | 0.91% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $937,000 | – | 13,900 | – | 0.88% | – |
| ATW | New | ATWOOD OCEANICS INC | $917,000 | – | 17,625 | – | 0.86% | – |
| SEIC | New | SEI INVESTMENTS CO | $877,000 | – | 30,850 | – | 0.83% | – |
| QEP | New | QEP RES INC | $864,000 | – | 31,100 | – | 0.81% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $848,000 | – | 22,300 | – | 0.80% | – |
| HXL | New | HEXCEL CORP NEW | $818,000 | – | 24,025 | – | 0.77% | – |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $799,000 | – | 18,600 | – | 0.75% | – |
| VRSK | New | VERISK ANALYTICS INC | $773,000 | – | 12,950 | – | 0.73% | – |
| ATO | New | ATMOS ENERGY CORP | $767,000 | – | 18,670 | – | 0.72% | – |
| NUS | New | NU SKIN ENTERPRISES INC | $749,000 | – | 12,250 | – | 0.71% | – |
| UDR | New | UDR INC | $721,000 | – | 28,300 | – | 0.68% | – |
| AVP | New | AVON PRODS INC | $720,000 | – | 34,250 | – | 0.68% | – |
| R108 | New | ENERGIZER HLDGS INC | $704,000 | – | 7,000 | – | 0.66% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ INC | $695,000 | – | 10,575 | – | 0.66% | – |
| GBCI | New | GLACIER BANCORP INC NEW | $685,000 | – | 30,875 | – | 0.64% | – |
| ALB | New | ALBEMARLE CORP | $645,000 | – | 10,350 | – | 0.61% | – |
| STR | New | QUESTAR CORP | $623,000 | – | 26,125 | – | 0.59% | – |
| AES | New | AES CORP | $620,000 | – | 51,675 | – | 0.58% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $610,000 | – | 16,450 | – | 0.58% | – |
| EMN | New | EASTMAN CHEM CO | $592,000 | – | 8,450 | – | 0.56% | – |
| JNPR | New | JUNIPER NETWORKS INC | $553,000 | – | 28,625 | – | 0.52% | – |
| NBL | New | NOBLE ENERGY INC | $552,000 | – | 9,200 | – | 0.52% | – |
| LNKD | New | LINKEDIN CORP | $544,000 | – | 3,050 | – | 0.51% | – |
| CTXS | New | CITRIX SYS INC | $493,000 | – | 8,175 | – | 0.46% | – |
| MD | New | MEDNAX INC | $485,000 | – | 5,300 | – | 0.46% | – |
| IAC | New | IAC INTERACTIVECORP | $455,000 | – | 9,575 | – | 0.43% | – |
| VLO | New | VALERO ENERGY CORP NEW | $397,000 | – | 11,425 | – | 0.37% | – |
| FAST | New | FASTENAL CO | $369,000 | – | 8,050 | – | 0.35% | – |
| IR | New | INGERSOLL-RAND PLC | $369,000 | – | 6,650 | – | 0.35% | – |
| MCPIQ | New | MOLYCORP INC DEL | $335,000 | – | 54,000 | – | 0.32% | – |
| ROP | New | ROPER INDS INC NEW | $329,000 | – | 2,650 | – | 0.31% | – |
| ETN | New | EATON CORP PLC | $309,000 | – | 4,700 | – | 0.29% | – |
| FTI | New | FMC TECHNOLOGIES INC | $295,000 | – | 5,300 | – | 0.28% | – |
| XEC | New | CIMAREX ENERGY CO | $242,000 | – | 3,725 | – | 0.23% | – |
| JBL | New | JABIL CIRCUIT INC | $207,000 | – | 10,150 | – | 0.20% | – |
| HFC | New | HOLLYFRONTIER CORP | $152,000 | – | 3,550 | – | 0.14% | – |