Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | MICROSOFT CORP | $683,413 | – | 2,009,227 | – | 11.05% | – |
| AAPL | New | APPLE INC | $569,703 | – | 2,939,947 | – | 9.22% | – |
| NVDA | New | NVIDIA CORP | $311,049 | – | 735,759 | – | 5.03% | – |
| AVGO | New | BROADCOM INC | $272,023 | – | 313,915 | – | 4.40% | – |
| MRK | New | MERCK CO INC | $185,302 | – | 1,607,660 | – | 3.00% | – |
| AMZN | New | AMAZON.COM INC | $180,314 | – | 1,384,053 | – | 2.92% | – |
| GOOG | New | ALPHABET INC | $169,126 | – | 1,398,889 | – | 2.74% | – |
| JPM | New | JPMORGAN CHASE CO. | $142,700 | – | 981,970 | – | 2.31% | – |
| V | New | VISA INC | $122,333 | – | 515,475 | – | 1.98% | – |
| CME | New | CME GROUP INC. | $100,489 | – | 542,628 | – | 1.62% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $98,243 | – | 973,964 | – | 1.59% | – |
| GILD | New | GILEAD SCIENCES INC | $87,532 | – | 1,136,909 | – | 1.42% | – |
| NEE | New | NEXTERA ENERGY INC | $86,684 | – | 1,169,682 | – | 1.40% | – |
| CVX | New | CHEVRON CORP | $85,783 | – | 545,310 | – | 1.39% | – |
| TTEK | New | TETRA TECH INC | $84,197 | – | 514,401 | – | 1.36% | – |
| PFE | New | PFIZER INC | $78,911 | – | 2,153,152 | – | 1.28% | – |
| AMT | New | AMERICAN TOWER CORPreit usd | $70,090 | – | 361,530 | – | 1.13% | – |
| CSCO | New | CISCO SYSTEMS INC | $69,374 | – | 1,341,595 | – | 1.12% | – |
| DHR | New | DANAHER CORP | $67,057 | – | 279,288 | – | 1.08% | – |
| PEP | New | PEPSICO INC | $66,671 | – | 360,355 | – | 1.08% | – |
| GOOGL | New | ALPHABET INC | $66,154 | – | 552,664 | – | 1.07% | – |
| ADP | New | AUTOMATIC DATA PROCESSING INC | $65,642 | – | 299,207 | – | 1.06% | – |
| RSG | New | REPUBLIC SERVICES INC | $64,614 | – | 421,871 | – | 1.04% | – |
| JNJ | New | JOHNSON JOHNSON | $62,093 | – | 375,579 | – | 1.00% | – |
| WSO | New | WATSCO INC | $62,034 | – | 162,869 | – | 1.00% | – |
| MKC | New | MCCORMICK CO INC/MD | $61,416 | – | 704,236 | – | 0.99% | – |
| WY | New | WEYERHAEUSER COreit usd | $61,102 | – | 1,824,940 | – | 0.99% | – |
| TSLA | New | TESLA INC | $60,166 | – | 229,923 | – | 0.97% | – |
| PODD | New | INSULET CORP | $57,370 | – | 198,975 | – | 0.93% | – |
| CL | New | COLGATE-PALMOLIVE CO | $55,951 | – | 726,537 | – | 0.90% | – |
| APD | New | AIR PRODUCTS AND CHEMICALS INC | $54,126 | – | 181,025 | – | 0.88% | – |
| NOW | New | SERVICENOW INC | $53,837 | – | 95,806 | – | 0.87% | – |
| XYL | New | XYLEM INC/NY | $53,727 | – | 477,108 | – | 0.87% | – |
| LMT | New | LOCKHEED MARTIN CORP | $53,018 | – | 115,163 | – | 0.86% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $51,697 | – | 192,367 | – | 0.84% | – |
| MS | New | MORGAN STANLEY | $50,428 | – | 590,626 | – | 0.82% | – |
| DRI | New | DARDEN RESTAURANTS INC | $46,524 | – | 278,752 | – | 0.75% | – |
| MCO | New | MOODY'S CORP | $45,893 | – | 131,979 | – | 0.74% | – |
| TU | New | TELUS CORP | $45,839 | – | 2,356,536 | – | 0.74% | – |
| COST | New | COSTCO WHOLESALE CORP | $45,410 | – | 84,345 | – | 0.73% | – |
| TXN | New | TEXAS INSTRUMENTS INC | $44,292 | – | 246,605 | – | 0.72% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $40,729 | – | 289,847 | – | 0.66% | – |
| WTRG | New | ESSENTIAL UTILITIES INC | $40,772 | – | 1,021,848 | – | 0.66% | – |
| AES | New | AES CORP/THE | $39,493 | – | 1,906,048 | – | 0.64% | – |
| CMI | New | CUMMINS INC | $38,963 | – | 159,066 | – | 0.63% | – |
| STT | New | STATE STREET CORP | $37,906 | – | 518,120 | – | 0.61% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $35,761 | – | 248,201 | – | 0.58% | – |
| ADSK | New | AUTODESK INC | $35,173 | – | 171,971 | – | 0.57% | – |
| WK | New | WORKIVA INC | $34,766 | – | 342,291 | – | 0.56% | – |
| IDXX | New | IDEXX LABORATORIES INC | $34,228 | – | 68,181 | – | 0.55% | – |
| DT | New | DYNATRACE INC | $33,969 | – | 660,224 | – | 0.55% | – |
| ECL | New | ECOLAB INC | $33,343 | – | 178,640 | – | 0.54% | – |
| SHW | New | SHERWIN-WILLIAMS CO/THE | $33,053 | – | 124,565 | – | 0.54% | – |
| FSLR | New | FIRST SOLAR INC | $32,651 | – | 171,820 | – | 0.53% | – |
| TGT | New | TARGET CORP | $32,276 | – | 244,663 | – | 0.52% | – |
| ADBE | New | ADOBE INC | $30,300 | – | 61,992 | – | 0.49% | – |
| ALB | New | ALBEMARLE CORP | $30,254 | – | 135,737 | – | 0.49% | – |
| NKE | New | NIKE INC | $29,867 | – | 270,756 | – | 0.48% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $28,351 | – | 443,397 | – | 0.46% | – |
| HDB | New | HDFC BANK LTDadr usd | $27,488 | – | 394,657 | – | 0.44% | – |
| TRU | New | TRANSUNION | $26,895 | – | 343,135 | – | 0.44% | – |
| OMC | New | OMNICOM GROUP INC | $25,437 | – | 267,339 | – | 0.41% | – |
| KR | New | KROGER CO/THE | $23,509 | – | 500,290 | – | 0.38% | – |
| MKTX | New | MARKETAXESS HOLDINGS INC | $22,769 | – | 87,099 | – | 0.37% | – |
| PLNT | New | PLANET FITNESS INC | $22,058 | – | 327,226 | – | 0.36% | – |
| WMS | New | ADVANCED DRAINAGE SYSTEMS INC | $22,012 | – | 193,648 | – | 0.36% | – |
| TER | New | TERADYNE INC | $21,834 | – | 196,151 | – | 0.35% | – |
| PEN | New | PENUMBRA INC | $21,070 | – | 61,240 | – | 0.34% | – |
| CINF | New | CINCINNATI FINANCIAL CORP | $20,695 | – | 212,804 | – | 0.34% | – |
| URI | New | UNITED RENTALS INC | $20,043 | – | 45,249 | – | 0.32% | – |
| DE | New | DEERE CO | $19,713 | – | 48,673 | – | 0.32% | – |
| MRVL | New | MARVELL TECHNOLOGY INC | $19,694 | – | 329,444 | – | 0.32% | – |
| CERT | New | CERTARA INC | $19,677 | – | 1,081,131 | – | 0.32% | – |
| EMR | New | EMERSON ELECTRIC CO | $18,586 | – | 205,641 | – | 0.30% | – |
| VMI | New | VALMONT INDUSTRIES INC | $18,024 | – | 61,971 | – | 0.29% | – |
| ADI | New | ANALOG DEVICES INC | $17,882 | – | 91,802 | – | 0.29% | – |
| MU | New | MICRON TECHNOLOGY INC | $17,182 | – | 272,385 | – | 0.28% | – |
| MET | New | METLIFE INC | $16,885 | – | 298,750 | – | 0.27% | – |
| PGR | New | PROGRESSIVE CORP/THE | $16,735 | – | 126,433 | – | 0.27% | – |
| AGCO | New | AGCO CORP | $16,533 | – | 125,853 | – | 0.27% | – |
| ANTM | New | ELEVANCE HEALTH INC | $16,435 | – | 37,010 | – | 0.27% | – |
| BURL | New | BURLINGTON STORES INC | $16,229 | – | 103,114 | – | 0.26% | – |
| ERII | New | ENERGY RECOVERY INC | $15,744 | – | 563,480 | – | 0.26% | – |
| KMB | New | KIMBERLY-CLARK CORP | $15,713 | – | 113,919 | – | 0.25% | – |
| UNP | New | UNION PACIFIC CORP | $15,301 | – | 74,828 | – | 0.25% | – |
| AZN | New | ASTRAZENECA PLCadr usd | $15,177 | – | 212,093 | – | 0.24% | – |
| PKG | New | PACKAGING CORP OF AMERICA | $14,840 | – | 112,293 | – | 0.24% | – |
| DLR | New | DIGITAL REALTY TRUST INCreit usd | $14,701 | – | 129,129 | – | 0.24% | – |
| FLYW | New | FLYWIRE CORP | $14,632 | – | 471,549 | – | 0.24% | – |
| STLD | New | STEEL DYNAMICS INC | $14,334 | – | 131,624 | – | 0.23% | – |
| TKR | New | TIMKEN CO/THE | $14,316 | – | 156,387 | – | 0.23% | – |
| RELX | New | RELX PLCadr usd | $14,319 | – | 428,315 | – | 0.23% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC | $13,189 | – | 505,911 | – | 0.21% | – |
| USB | New | US BANCORP | $12,374 | – | 374,729 | – | 0.20% | – |
| ABCM | New | ABCAM PLCadr usd | $11,491 | – | 469,999 | – | 0.19% | – |
| VCYT | New | VERACYTE INC | $11,411 | – | 448,535 | – | 0.18% | – |
| IT | New | GARTNER INC | $10,821 | – | 30,890 | – | 0.18% | – |
| BBY | New | BEST BUY CO INC | $10,038 | – | 122,500 | – | 0.16% | – |
| DAVA | New | ENDAVA PLCadr usd | $9,826 | – | 189,725 | – | 0.16% | – |
| STAA | New | STAAR SURGICAL CO | $9,292 | – | 176,815 | – | 0.15% | – |
| HAS | New | HASBRO INC | $7,943 | – | 122,655 | – | 0.13% | – |
| BABA | New | ALIBABA GROUP HOLDING LTDadr usd | $7,114 | – | 85,353 | – | 0.12% | – |
| TWST | New | TWIST BIOSCIENCE CORP | $6,722 | – | 328,551 | – | 0.11% | – |
| MELI | New | MERCADOLIBRE INC | $5,843 | – | 4,936 | – | 0.10% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC | $5,774 | – | 16,937 | – | 0.09% | – |
| SNOW | New | SNOWFLAKE INC | $5,682 | – | 32,292 | – | 0.09% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $5,631 | – | 11,720 | – | 0.09% | – |
| VEEV | New | VEEVA SYSTEMS INC | $5,518 | – | 27,900 | – | 0.09% | – |
| NUE | New | NUCOR CORP | $5,305 | – | 32,387 | – | 0.09% | – |
| NET | New | CLOUDFLARE INC | $4,597 | – | 70,332 | – | 0.07% | – |
| PG | New | THE PROCTER GAMBLE COMPANY | $4,376 | – | 28,852 | – | 0.07% | – |
| HD | New | HOME DEPOT INC/THE | $3,987 | – | 12,843 | – | 0.06% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $3,717 | – | 7,129 | – | 0.06% | – |
| ABT | New | ABBOTT LABORATORIES | $3,619 | – | 33,204 | – | 0.06% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $3,604 | – | 31,652 | – | 0.06% | – |
| CAT | New | CATERPILLAR INC. | $3,412 | – | 13,871 | – | 0.06% | – |
| ABBV | New | ABBVIE INC | $3,241 | – | 24,065 | – | 0.05% | – |
| DIS | New | WALT DISNEY CO/THE | $3,110 | – | 34,844 | – | 0.05% | – |
| KLAC | New | KLA CORP | $3,114 | – | 6,423 | – | 0.05% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $2,969 | – | 35,238 | – | 0.05% | – |
| ORLY | New | O'REILLY AUTOMOTIVE INC | $2,994 | – | 3,134 | – | 0.05% | – |
| MMC | New | MARSH MCLENNAN COS INC | $2,982 | – | 15,860 | – | 0.05% | – |
| FB | New | META PLATFORMS INC | $2,889 | – | 10,070 | – | 0.05% | – |
| BLK | New | BLACKROCK INC | $2,866 | – | 4,148 | – | 0.05% | – |
| FDX | New | FEDEX CORP | $2,741 | – | 11,059 | – | 0.04% | – |
| WTS | New | WATTS WATER TECHNOLOGIES INC | $2,720 | – | 14,802 | – | 0.04% | – |
| TMUS | New | T-MOBILE US INC | $2,648 | – | 19,069 | – | 0.04% | – |
| AFL | New | AFLAC INC | $2,620 | – | 37,543 | – | 0.04% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $2,536 | – | 11,188 | – | 0.04% | – |
| PFGC | New | PERFORMANCE FOOD GROUP CO | $2,508 | – | 41,634 | – | 0.04% | – |
| JEF | New | JEFFERIES FINANCIAL GROUP INC | $2,536 | – | 76,461 | – | 0.04% | – |
| CX | New | CEMEX SAB DE CVadr usd | $2,528 | – | 357,532 | – | 0.04% | – |
| DOV | New | DOVER CORP | $2,459 | – | 16,649 | – | 0.04% | – |
| WCC | New | WESCO INTERNATIONAL INC | $2,470 | – | 13,797 | – | 0.04% | – |
| PCG | New | PGE CORP | $2,360 | – | 136,741 | – | 0.04% | – |
| CG | New | CARLYLE GROUP INC/THE | $2,350 | – | 73,547 | – | 0.04% | – |
| JBSS | New | JOHN B SANFILIPPO SON INC | $2,307 | – | 19,702 | – | 0.04% | – |
| DLB | New | DOLBY LABORATORIES INC | $2,302 | – | 27,504 | – | 0.04% | – |
| HSY | New | HERSHEY CO/THE | $2,283 | – | 9,146 | – | 0.04% | – |
| DEN | New | DENBURY INC | $2,302 | – | 26,692 | – | 0.04% | – |
| KIM | New | KIMCO REALTY CORPreit usd | $2,202 | – | 111,706 | – | 0.04% | – |
| PHM | New | PULTEGROUP INC | $2,178 | – | 28,039 | – | 0.04% | – |
| DSGX | New | DESCARTES SYSTEMS GROUP INC/THE | $2,105 | – | 26,312 | – | 0.03% | – |
| LNG | New | CHENIERE ENERGY INC | $2,099 | – | 13,771 | – | 0.03% | – |
| AVY | New | AVERY DENNISON CORP | $2,057 | – | 11,975 | – | 0.03% | – |
| LPLA | New | LPL FINANCIAL HOLDINGS INC | $1,919 | – | 8,834 | – | 0.03% | – |
| MFC | New | MANULIFE FINANCIAL CORP | $1,457 | – | 77,122 | – | 0.02% | – |
| XOM | New | EXXON MOBIL CORP | $1,208 | – | 11,268 | – | 0.02% | – |
| RBLX | New | ROBLOX CORP | $1,113 | – | 27,626 | – | 0.02% | – |
| New | JACKSON FINANCIAL INC | $158 | – | 5,176 | – | 0.00% | – | |
| CLX | New | CLOROX CO/THE | $143 | – | 897 | – | 0.00% | – |
| NVO | New | NOVO NORDISK A/Sadr usd | $3 | – | 18 | – | 0.00% | – |
| CGNX | New | COGNEX CORP | $3 | – | 46 | – | 0.00% | – |
| VTRS | New | VIATRIS INC | $5 | – | 531 | – | 0.00% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $4 | – | 45 | – | 0.00% | – |
| TREX | New | TREX CO INC | $4 | – | 65 | – | 0.00% | – |
| BLL | New | BALL CORP | $4 | – | 69 | – | 0.00% | – |
| VRSK | New | VERISK ANALYTICS INC | $6 | – | 25 | – | 0.00% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $2 | – | 9 | – | 0.00% | – |
| NDAQ | New | NASDAQ INC | $5 | – | 92 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ECL | Exit | ECOLAB INC | $0 | – | -33 | – | 0.00% | – |
| VTRS | Exit | VIATRIS INC | $0 | – | -531 | – | 0.00% | – |
| CGNX | Exit | COGNEX CORP | $0 | – | -46 | – | 0.00% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -12 | – | 0.00% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -123 | – | 0.00% | – |
| TREX | Exit | TREX CO INC | $0 | – | -46 | – | 0.00% | – |
| NVO | Exit | NOVO NORDISK A/Sadr usd | $0 | – | -18 | – | 0.00% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -18 | – | 0.00% | – |
| CLX | Exit | CLOROX CO/THE | $0 | – | -897 | – | -0.00% | – |
| Exit | JACKSON FINANCIAL INC | $0 | – | -5,176 | – | -0.00% | – | |
| EQIX | Exit | EQUINIX INCreit usd | $0 | – | -925 | – | -0.01% | – |
| RBLX | Exit | ROBLOX CORP | $0 | – | -22,310 | – | -0.02% | – |
| CX | Exit | CEMEX SAB DE CVadr usd | $0 | – | -238,692 | – | -0.02% | – |
| MFC | Exit | MANULIFE FINANCIAL CORP | $0 | – | -64,759 | – | -0.02% | – |
| WAT | Exit | WATERS CORP | $0 | – | -4,222 | – | -0.02% | – |
| MAXR | Exit | MAXAR TECHNOLOGIES INC | $0 | – | -61,702 | – | -0.02% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -177,648 | – | -0.02% | – |
| CG | Exit | CARLYLE GROUP INC/THE | $0 | – | -47,279 | – | -0.02% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -90,282 | – | -0.03% | – |
| PHM | Exit | PULTEGROUP INC | $0 | – | -36,118 | – | -0.03% | – |
| DSGX | Exit | DESCARTES SYSTEMS GROUP INC/THE | $0 | – | -21,249 | – | -0.03% | – |
| EL | Exit | ESTEE LAUDER COS INC/THE | $0 | – | -6,200 | – | -0.03% | – |
| HDB | Exit | HDFC BANK LTDadr usd | $0 | – | -23,056 | – | -0.03% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -4,243 | – | -0.03% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -16,627 | – | -0.03% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -9,300 | – | -0.03% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -22,212 | – | -0.03% | – |
| CAT | Exit | CATERPILLAR INC. | $0 | – | -9,750 | – | -0.03% | – |
| DOV | Exit | DOVER CORP | $0 | – | -13,445 | – | -0.03% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -9,670 | – | -0.03% | – |
| WTS | Exit | WATTS WATER TECHNOLOGIES INC | $0 | – | -12,923 | – | -0.03% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -7,730 | – | -0.03% | – |
| KIM | Exit | KIMCO REALTY CORPreit usd | $0 | – | -90,210 | – | -0.03% | – |
| FB | Exit | META PLATFORMS INC | $0 | – | -12,757 | – | -0.04% | – |
| JBSS | Exit | JOHN B SANFILIPPO SON INC | $0 | – | -22,902 | – | -0.04% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -27,148 | – | -0.04% | – |
| JEF | Exit | JEFFERIES FINANCIAL GROUP INC | $0 | – | -59,973 | – | -0.04% | – |
| KLAC | Exit | KLA CORP | $0 | – | -6,022 | – | -0.04% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -3,350 | – | -0.04% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -7,028 | – | -0.04% | – |
| DEN | Exit | DENBURY INC | $0 | – | -23,062 | – | -0.04% | – |
| Exit | DERMTECH INC | $0 | – | -511,928 | – | -0.04% | – | |
| ORLY | Exit | O'REILLY AUTOMOTIVE INC | $0 | – | -2,959 | – | -0.04% | – |
| AFL | Exit | AFLAC INC | $0 | – | -37,917 | – | -0.04% | – |
| ZTS | Exit | ZOETIS INC | $0 | – | -14,383 | – | -0.04% | – |
| WCC | Exit | WESCO INTERNATIONAL INC | $0 | – | -17,741 | – | -0.04% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -29,858 | – | -0.04% | – |
| LPLA | Exit | LPL FINANCIAL HOLDINGS INC | $0 | – | -10,657 | – | -0.05% | – |
| HSY | Exit | HERSHEY CO/THE | $0 | – | -10,849 | – | -0.05% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -17,929 | – | -0.05% | – |
| MMC | Exit | MARSH MCLENNAN COS INC | $0 | – | -16,880 | – | -0.05% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -26,946 | – | -0.05% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -15,724 | – | -0.05% | – |
| HD | Exit | HOME DEPOT INC/THE | $0 | – | -10,372 | – | -0.06% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -6,122 | – | -0.06% | – |
| COST | Exit | COSTCO WHOLESALE CORP | $0 | – | -6,770 | – | -0.06% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -24,118 | – | -0.07% | – |
| PG | Exit | THE PROCTER GAMBLE COMPANY | $0 | – | -25,804 | – | -0.07% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -4,654 | – | -0.08% | – |
| NET | Exit | CLOUDFLARE INC | $0 | – | -70,317 | – | -0.08% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC | $0 | – | -14,703 | – | -0.08% | – |
| PEAK | Exit | HEALTHPEAK PROPERTIES INCreit usd | $0 | – | -199,564 | – | -0.09% | – |
| VEEV | Exit | VEEVA SYSTEMS INC | $0 | – | -27,892 | – | -0.09% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -43,461 | – | -0.09% | – |
| PDD | Exit | PINDUODUO INCadr usd | $0 | – | -76,600 | – | -0.10% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -9,751 | – | -0.10% | – |
| SNOW | Exit | SNOWFLAKE INC | $0 | – | -32,288 | – | -0.11% | – |
| BABA | Exit | ALIBABA GROUP HOLDING LTDadr usd | $0 | – | -72,200 | – | -0.12% | – |
| VCYT | Exit | VERACYTE INC | $0 | – | -454,003 | – | -0.15% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -240,061 | – | -0.16% | – |
| BBY | Exit | BEST BUY CO INC | $0 | – | -125,195 | – | -0.16% | – |
| PKG | Exit | PACKAGING CORP OF AMERICA | $0 | – | -71,342 | – | -0.16% | – |
| STAA | Exit | STAAR SURGICAL CO | $0 | – | -118,509 | – | -0.17% | – |
| HAS | Exit | HASBRO INC | $0 | – | -125,340 | – | -0.17% | – |
| PEN | Exit | PENUMBRA INC | $0 | – | -49,476 | – | -0.19% | – |
| SHOP | Exit | SHOPIFY INC | $0 | – | -355,181 | – | -0.19% | – |
| IT | Exit | GARTNER INC | $0 | – | -36,763 | – | -0.21% | – |
| EVBG | Exit | EVERBRIDGE INC | $0 | – | -343,691 | – | -0.22% | – |
| CDW | Exit | CDW CORP/DE | $0 | – | -74,066 | – | -0.23% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -103,325 | – | -0.24% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -133,040 | – | -0.26% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -91,802 | – | -0.26% | – |
| MKTX | Exit | MARKETAXESS HOLDINGS INC | $0 | – | -59,078 | – | -0.27% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -265,069 | – | -0.27% | – |
| ANTM | Exit | ELEVANCE HEALTH INC | $0 | – | -31,382 | – | -0.29% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -113,328 | – | -0.29% | – |
| AES | Exit | AES CORP/THE | $0 | – | -703,416 | – | -0.32% | – |
| BLL | Exit | BALL CORP | $0 | – | -330,980 | – | -0.32% | – |
| RELX | Exit | RELX PLCadr usd | $0 | – | -664,148 | – | -0.33% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -59,593 | – | -0.33% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -173,904 | – | -0.33% | – |
| PGR | Exit | PROGRESSIVE CORP/THE | $0 | – | -145,614 | – | -0.34% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -156,983 | – | -0.36% | – |
| DAVA | Exit | ENDAVA PLCadr usd | $0 | – | -218,270 | – | -0.36% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -280,239 | – | -0.36% | – |
| AZN | Exit | ASTRAZENECA PLCadr usd | $0 | – | -327,270 | – | -0.36% | – |
| PLNT | Exit | PLANET FITNESS INC | $0 | – | -315,259 | – | -0.37% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -259,501 | – | -0.37% | – |
| MA | Exit | MASTERCARD INC | $0 | – | -65,086 | – | -0.38% | – |
| EMR | Exit | EMERSON ELECTRIC CO | $0 | – | -254,566 | – | -0.38% | – |
| DLR | Exit | DIGITAL REALTY TRUST INCreit usd | $0 | – | -193,709 | – | -0.39% | – |
| WMS | Exit | ADVANCED DRAINAGE SYSTEMS INC | $0 | – | -154,863 | – | -0.39% | – |
| PLUG | Exit | PLUG POWER INC | $0 | – | -940,699 | – | -0.40% | – |
| UNP | Exit | UNION PACIFIC CORP | $0 | – | -102,789 | – | -0.40% | – |
| SIVB | Exit | SVB FINANCIAL GROUP | $0 | – | -61,867 | – | -0.42% | – |
| KR | Exit | KROGER CO/THE | $0 | – | -500,290 | – | -0.44% | – |
| WSO | Exit | WATSCO INC | $0 | – | -91,030 | – | -0.47% | – |
| DT | Exit | DYNATRACE INC | $0 | – | -687,031 | – | -0.48% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORP | $0 | – | -265,992 | – | -0.48% | – |
| NKE | Exit | NIKE INC | $0 | – | -289,340 | – | -0.49% | – |
| WK | Exit | WORKIVA INC | $0 | – | -352,150 | – | -0.55% | – |
| CFG | Exit | CITIZENS FINANCIAL GROUP INC | $0 | – | -820,616 | – | -0.57% | – |
| MLM | Exit | MARTIN MARIETTA MATERIALS INC | $0 | – | -91,618 | – | -0.60% | – |
| TER | Exit | TERADYNE INC | $0 | – | -399,038 | – | -0.61% | – |
| TSLA | Exit | TESLA INC | $0 | – | -114,480 | – | -0.61% | – |
| ABMD | Exit | ABIOMED INC | $0 | – | -141,596 | – | -0.70% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -94,778 | – | -0.72% | – |
| XYL | Exit | XYLEM INC/NY | $0 | – | -413,526 | – | -0.73% | – |
| TGT | Exit | TARGET CORP | $0 | – | -246,376 | – | -0.74% | – |
| ADSK | Exit | AUTODESK INC | $0 | – | -196,867 | – | -0.74% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -630,578 | – | -0.78% | – |
| USB | Exit | US BANCORP | $0 | – | -960,840 | – | -0.78% | – |
| DE | Exit | DEERE CO | $0 | – | -126,586 | – | -0.86% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -216,269 | – | -0.89% | – |
| TXN | Exit | TEXAS INSTRUMENTS INC | $0 | – | -285,124 | – | -0.90% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -115,163 | – | -0.90% | – |
| JNJ | Exit | JOHNSON JOHNSON | $0 | – | -273,850 | – | -0.91% | – |
| PODD | Exit | INSULET CORP | $0 | – | -196,215 | – | -0.91% | – |
| CL | Exit | COLGATE-PALMOLIVE CO | $0 | – | -653,053 | – | -0.93% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -1,185,999 | – | -0.96% | – |
| AMT | Exit | AMERICAN TOWER CORPreit usd | $0 | – | -221,037 | – | -0.96% | – |
| DIS | Exit | WALT DISNEY CO/THE | $0 | – | -523,180 | – | -1.00% | – |
| APD | Exit | AIR PRODUCTS AND CHEMICALS INC | $0 | – | -214,882 | – | -1.01% | – |
| MKC | Exit | MCCORMICK CO INC/MD | $0 | – | -709,462 | – | -1.02% | – |
| WY | Exit | WEYERHAEUSER COreit usd | $0 | – | -1,816,578 | – | -1.05% | – |
| GOOGL | Exit | ALPHABET INC | $0 | – | -550,590 | – | -1.06% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -1,422,436 | – | -1.09% | – |
| WTRG | Exit | ESSENTIAL UTILITIES INC | $0 | – | -1,308,012 | – | -1.10% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -399,441 | – | -1.16% | – |
| MET | Exit | METLIFE INC | $0 | – | -988,033 | – | -1.22% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -774,227 | – | -1.24% | – |
| TTEK | Exit | TETRA TECH INC | $0 | – | -482,602 | – | -1.25% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -245,660 | – | -1.32% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $0 | – | -998,387 | – | -1.39% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -297,955 | – | -1.39% | – |
| DHR | Exit | DANAHER CORP | $0 | – | -277,319 | – | -1.45% | – |
| RSG | Exit | REPUBLIC SERVICES INC | $0 | – | -549,078 | – | -1.51% | – |
| CME | Exit | CME GROUP INC. | $0 | – | -433,760 | – | -1.55% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -1,103,766 | – | -1.59% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -1,294,026 | – | -1.62% | – |
| FRC | Exit | FIRST REPUBLIC BANK/CA | $0 | – | -627,143 | – | -1.66% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -705,566 | – | -1.73% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -568,322 | – | -1.88% | – |
| JPM | Exit | JPMORGAN CHASE CO. | $0 | – | -931,008 | – | -1.97% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING INC | $0 | – | -450,119 | – | -2.06% | – |
| MRK | Exit | MERCK CO INC | $0 | – | -1,249,879 | – | -2.18% | – |
| PFE | Exit | PFIZER INC | $0 | – | -2,502,420 | – | -2.22% | – |
| V | Exit | VISA INC | $0 | – | -622,639 | – | -2.24% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -262,664 | – | -2.36% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,537,056 | – | -2.44% | – |
| GOOG | Exit | ALPHABET INC | $0 | – | -1,410,135 | – | -2.74% | – |
| AMZN | Exit | AMAZON.COM INC | $0 | – | -1,333,471 | – | -3.05% | – |
| AAPL | Exit | APPLE INC | $0 | – | -2,909,012 | – | -8.12% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,937,838 | – | -9.13% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Sell | MICROSOFT CORP | $451,423,000 | -9.7% | 1,937,838 | -0.4% | 9.13% | -3.0% |
| AAPL | Sell | APPLE INC | $401,676,000 | -6.4% | 2,909,012 | -7.3% | 8.12% | +0.4% |
| AMZN | Sell | AMAZON.COM INC | $150,709,000 | +4.9% | 1,333,471 | -1.3% | 3.05% | +12.6% |
| GOOG | Buy | ALPHABET INC | $135,599,000 | -12.3% | 1,410,135 | +1896.1% | 2.74% | -5.8% |
| NEE | Sell | NEXTERA ENERGY INC | $120,831,000 | +0.9% | 1,537,056 | -0.5% | 2.44% | +8.3% |
| AVGO | Sell | BROADCOM INC | $116,687,000 | -9.3% | 262,664 | -0.8% | 2.36% | -2.7% |
| V | Sell | VISA INC | $110,668,000 | -9.9% | 622,639 | -0.2% | 2.24% | -3.2% |
| PFE | Sell | PFIZER INC | $109,736,000 | -25.0% | 2,502,420 | -10.2% | 2.22% | -19.5% |
| MRK | Sell | MERCK CO INC | $107,702,000 | -17.1% | 1,249,879 | -12.1% | 2.18% | -11.0% |
| ADP | Sell | AUTOMATIC DATA PROCESSING INC | $101,856,000 | +6.9% | 450,119 | -0.7% | 2.06% | +14.8% |
| JPM | Sell | JPMORGAN CHASE CO. | $97,440,000 | -10.7% | 931,008 | -3.9% | 1.97% | -4.1% |
| PEP | Buy | PEPSICO INC | $92,942,000 | +21.7% | 568,322 | +24.0% | 1.88% | +30.6% |
| NVDA | Buy | NVIDIA CORP | $85,620,000 | -19.7% | 705,566 | +0.3% | 1.73% | -13.8% |
| FRC | Sell | FIRST REPUBLIC BANK/CA | $81,892,000 | -11.4% | 627,143 | -2.1% | 1.66% | -4.9% |
| GILD | Sell | GILEAD SCIENCES INC | $79,897,000 | -0.4% | 1,294,026 | -0.2% | 1.62% | +7.0% |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $78,523,000 | +23.3% | 1,103,766 | +33.6% | 1.59% | +32.4% |
| CME | Sell | CME GROUP INC. | $76,879,000 | -13.7% | 433,760 | -0.4% | 1.55% | -7.4% |
| DHR | Buy | DANAHER CORP | $71,673,000 | +42.4% | 277,319 | +39.7% | 1.45% | +52.8% |
| SEDG | Buy | SOLAREDGE TECHNOLOGIES INC | $68,965,000 | -15.3% | 297,955 | +0.0% | 1.39% | -9.1% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $68,618,000 | -16.7% | 998,387 | -0.8% | 1.39% | -10.6% |
| ALB | Sell | ALBEMARLE CORP | $65,032,000 | +26.3% | 245,660 | -0.3% | 1.32% | +35.6% |
| TTEK | Sell | TETRA TECH INC | $62,034,000 | -8.7% | 482,602 | -3.0% | 1.25% | -2.0% |
| MS | Sell | MORGAN STANLEY | $61,231,000 | +3.2% | 774,227 | -0.6% | 1.24% | +10.8% |
| WTRG | Sell | ESSENTIAL UTILITIES INC | $54,165,000 | -19.8% | 1,308,012 | -11.2% | 1.10% | -13.8% |
| GOOGL | Buy | ALPHABET INC | $52,675,000 | -12.6% | 550,590 | +1890.0% | 1.06% | -6.2% |
| WY | Sell | WEYERHAEUSER COreit usd | $51,856,000 | -14.3% | 1,816,578 | -0.6% | 1.05% | -8.0% |
| APD | Sell | AIR PRODUCTS AND CHEMICALS INC | $50,039,000 | -3.9% | 214,882 | -0.8% | 1.01% | +3.2% |
| AMT | Buy | AMERICAN TOWER CORPreit usd | $47,492,000 | -12.4% | 221,037 | +4.3% | 0.96% | -6.0% |
| PODD | Buy | INSULET CORP | $45,014,000 | +6.3% | 196,215 | +1.0% | 0.91% | +14.2% |
| JNJ | Buy | JOHNSON JOHNSON | $44,809,000 | +122.6% | 273,850 | +141.9% | 0.91% | +139.1% |
| LMT | Sell | LOCKHEED MARTIN CORP | $44,539,000 | -10.4% | 115,163 | -0.4% | 0.90% | -3.8% |
| TXN | Sell | TEXAS INSTRUMENTS INC | $44,268,000 | -0.1% | 285,124 | -1.1% | 0.90% | +7.2% |
| CMI | Sell | CUMMINS INC | $44,053,000 | +4.6% | 216,269 | -0.5% | 0.89% | +12.4% |
| XYL | Sell | XYLEM INC/NY | $36,167,000 | +11.9% | 413,526 | -0.0% | 0.73% | +20.0% |
| NOW | Sell | SERVICENOW INC | $35,801,000 | -20.8% | 94,778 | -0.3% | 0.72% | -14.9% |
| ABMD | Buy | ABIOMED INC | $34,784,000 | +0.0% | 141,596 | +0.8% | 0.70% | +7.3% |
| TSLA | Buy | TESLA INC | $30,369,000 | +16.7% | 114,480 | +196.5% | 0.61% | +25.3% |
| TER | Sell | TERADYNE INC | $29,988,000 | -24.5% | 399,038 | -10.0% | 0.61% | -19.0% |
| CFG | Sell | CITIZENS FINANCIAL GROUP INC | $28,196,000 | -4.0% | 820,616 | -0.2% | 0.57% | +3.1% |
| WK | Buy | WORKIVA INC | $27,397,000 | +25.7% | 352,150 | +6.6% | 0.55% | +35.1% |
| NKE | Sell | NIKE INC | $24,047,000 | -19.9% | 289,340 | -1.5% | 0.49% | -14.1% |
| CINF | Sell | CINCINNATI FINANCIAL CORP | $23,878,000 | -27.3% | 265,992 | -3.6% | 0.48% | -21.8% |
| DT | Buy | DYNATRACE INC | $23,902,000 | -11.3% | 687,031 | +0.6% | 0.48% | -4.9% |
| WSO | Sell | WATSCO INC | $23,407,000 | +5.7% | 91,030 | -1.8% | 0.47% | +13.4% |
| SIVB | Sell | SVB FINANCIAL GROUP | $20,774,000 | -17.5% | 61,867 | -2.9% | 0.42% | -11.4% |
| PLUG | Buy | PLUG POWER INC | $19,764,000 | +35.3% | 940,699 | +6.8% | 0.40% | +45.5% |
| WMS | Sell | ADVANCED DRAINAGE SYSTEMS INC | $19,265,000 | -5.2% | 154,863 | -31.3% | 0.39% | +1.8% |
| PLNT | Buy | PLANET FITNESS INC | $18,178,000 | -12.6% | 315,259 | +3.0% | 0.37% | -6.1% |
| DAVA | Sell | ENDAVA PLCadr usd | $17,606,000 | -13.0% | 218,270 | -4.6% | 0.36% | -6.6% |
| PGR | Sell | PROGRESSIVE CORP/THE | $16,936,000 | -2.8% | 145,614 | -2.8% | 0.34% | +4.3% |
| ADBE | Sell | ADOBE INC | $16,401,000 | -29.6% | 59,593 | -6.3% | 0.33% | -24.2% |
| OLED | Sell | UNIVERSAL DISPLAY CORP | $16,406,000 | -10.8% | 173,904 | -4.4% | 0.33% | -4.3% |
| RELX | Buy | RELX PLCadr usd | $16,145,000 | +5.1% | 664,148 | +16.4% | 0.33% | +12.8% |
| BLL | Sell | BALL CORP | $15,992,000 | -30.2% | 330,980 | -0.6% | 0.32% | -25.1% |
| AES | Buy | AES CORP/THE | $15,904,000 | +26.6% | 703,416 | +17.6% | 0.32% | +35.9% |
| MU | Sell | MICRON TECHNOLOGY INC | $13,283,000 | -10.1% | 265,069 | -0.7% | 0.27% | -3.2% |
| AGCO | Buy | AGCO CORP | $12,805,000 | +77.0% | 133,040 | +81.5% | 0.26% | +90.4% |
| KMB | Buy | KIMBERLY-CLARK CORP | $11,631,000 | +5.1% | 103,325 | +26.2% | 0.24% | +13.0% |
| EVBG | Sell | EVERBRIDGE INC | $10,613,000 | -7.0% | 343,691 | -16.0% | 0.22% | 0.0% |
| IT | Sell | GARTNER INC | $10,177,000 | +13.1% | 36,763 | -1.0% | 0.21% | +21.2% |
| SHOP | Buy | SHOPIFY INC | $9,581,000 | -12.4% | 355,181 | +1.4% | 0.19% | -5.8% |
| PEN | Sell | PENUMBRA INC | $9,381,000 | +39.7% | 49,476 | -8.3% | 0.19% | +50.8% |
| VCYT | Buy | VERACYTE INC | $7,536,000 | -13.6% | 454,003 | +3.6% | 0.15% | -7.3% |
| BABA | Buy | ALIBABA GROUP HOLDING LTDadr usd | $5,780,000 | -2.6% | 72,200 | +38.3% | 0.12% | +4.5% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $4,932,000 | -13.2% | 9,751 | -11.6% | 0.10% | -6.5% |
| PDD | Sell | PINDUODUO INCadr usd | $4,791,000 | -41.3% | 76,600 | -42.0% | 0.10% | -37.0% |
| NUE | Sell | NUCOR CORP | $4,634,000 | -6.6% | 43,461 | -8.5% | 0.09% | +1.1% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC | $3,929,000 | -7.8% | 14,703 | -5.8% | 0.08% | -1.2% |
| NET | Buy | CLOUDFLARE INC | $3,887,000 | +26.4% | 70,317 | +0.0% | 0.08% | +36.2% |
| PG | Buy | THE PROCTER GAMBLE COMPANY | $3,260,000 | -8.6% | 25,804 | +4.1% | 0.07% | -1.5% |
| ABBV | Sell | ABBVIE INC | $3,240,000 | -17.6% | 24,118 | -5.8% | 0.07% | -10.8% |
| COST | Sell | COSTCO WHOLESALE CORP | $3,197,000 | -7.2% | 6,770 | -5.8% | 0.06% | 0.0% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $3,107,000 | -12.1% | 6,122 | -5.8% | 0.06% | -6.0% |
| HD | Sell | HOME DEPOT INC/THE | $2,867,000 | -5.2% | 10,372 | -5.8% | 0.06% | +1.8% |
| LNG | Sell | CHENIERE ENERGY INC | $2,610,000 | -3.2% | 15,724 | -22.4% | 0.05% | +3.9% |
| ABT | Sell | ABBOTT LABORATORIES | $2,608,000 | -16.2% | 26,946 | -5.8% | 0.05% | -10.2% |
| MMC | Sell | MARSH MCLENNAN COS INC | $2,522,000 | -9.4% | 16,880 | -5.8% | 0.05% | -1.9% |
| TMUS | Sell | T-MOBILE US INC | $2,405,000 | -17.2% | 17,929 | -16.9% | 0.05% | -10.9% |
| HSY | Sell | HERSHEY CO/THE | $2,393,000 | -3.5% | 10,849 | -5.8% | 0.05% | +2.1% |
| LPLA | Sell | LPL FINANCIAL HOLDINGS INC | $2,326,000 | -10.8% | 10,657 | -24.6% | 0.05% | -4.1% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $2,220,000 | -10.1% | 29,858 | -5.8% | 0.04% | -4.3% |
| WCC | Sell | WESCO INTERNATIONAL INC | $2,117,000 | +4.9% | 17,741 | -5.8% | 0.04% | +13.2% |
| AFL | Sell | AFLAC INC | $2,131,000 | -4.4% | 37,917 | -5.8% | 0.04% | +2.4% |
| ZTS | Buy | ZOETIS INC | $2,134,000 | -6.8% | 14,383 | +8.0% | 0.04% | 0.0% |
| ORLY | Sell | O'REILLY AUTOMOTIVE INC | $2,081,000 | +4.8% | 2,959 | -5.9% | 0.04% | +13.5% |
| Buy | DERMTECH INC | $2,027,000 | -25.0% | 511,928 | +4.2% | 0.04% | -19.6% | |
| DEN | Sell | DENBURY INC | $1,988,000 | +2.1% | 23,062 | -28.9% | 0.04% | +8.1% |
| URI | Sell | UNITED RENTALS INC | $1,900,000 | +4.7% | 7,028 | -5.8% | 0.04% | +11.8% |
| BLK | Sell | BLACKROCK INC | $1,845,000 | -14.9% | 3,350 | -5.8% | 0.04% | -9.8% |
| KLAC | Sell | KLA CORP | $1,822,000 | -10.7% | 6,022 | -5.8% | 0.04% | -2.6% |
| JEF | Sell | JEFFERIES FINANCIAL GROUP INC | $1,767,000 | +0.4% | 59,973 | -5.8% | 0.04% | +9.1% |
| FB | Sell | META PLATFORMS INC | $1,731,000 | -20.8% | 12,757 | -5.8% | 0.04% | -14.6% |
| JBSS | Sell | JOHN B SANFILIPPO SON INC | $1,734,000 | -1.4% | 22,902 | -5.8% | 0.04% | +6.1% |
| AMD | Buy | ADVANCED MICRO DEVICES INC | $1,720,000 | +1.1% | 27,148 | +22.0% | 0.04% | +9.4% |
| KIM | Sell | KIMCO REALTY CORPreit usd | $1,661,000 | -12.3% | 90,210 | -5.8% | 0.03% | -5.6% |
| WTS | Sell | WATTS WATER TECHNOLOGIES INC | $1,628,000 | -3.4% | 12,923 | -5.8% | 0.03% | +3.1% |
| NSC | Buy | NORFOLK SOUTHERN CORP | $1,622,000 | -0.6% | 7,730 | +7.9% | 0.03% | +6.5% |
| AVY | Buy | AVERY DENNISON CORP | $1,573,000 | +16.6% | 9,670 | +16.0% | 0.03% | +28.0% |
| CAT | Sell | CATERPILLAR INC. | $1,600,000 | -13.6% | 9,750 | -5.8% | 0.03% | -8.6% |
| DOV | Sell | DOVER CORP | $1,568,000 | -9.5% | 13,445 | -5.8% | 0.03% | -3.0% |
| DLB | Sell | DOLBY LABORATORIES INC | $1,446,000 | -14.2% | 22,212 | -5.8% | 0.03% | -9.4% |
| EW | Buy | EDWARDS LIFESCIENCES CORP | $1,375,000 | +34275.0% | 16,627 | +42533.3% | 0.03% | – |
| FDX | Buy | FEDEX CORP | $1,381,000 | -19.6% | 9,300 | +22.8% | 0.03% | -12.5% |
| IDXX | Sell | IDEXX LABORATORIES INC | $1,382,000 | -12.5% | 4,243 | -5.8% | 0.03% | -6.7% |
| DSGX | Sell | DESCARTES SYSTEMS GROUP INC/THE | $1,354,000 | -3.1% | 21,249 | -5.8% | 0.03% | +3.8% |
| PHM | Sell | PULTEGROUP INC | $1,354,000 | -10.9% | 36,118 | -5.8% | 0.03% | -6.9% |
| EL | Sell | ESTEE LAUDER COS INC/THE | $1,341,000 | -20.1% | 6,200 | -5.8% | 0.03% | -15.6% |
| GTN | Sell | GRAY TELEVISION INC | $1,294,000 | -20.0% | 90,282 | -5.8% | 0.03% | -13.3% |
| CG | Sell | CARLYLE GROUP INC/THE | $1,221,000 | -23.2% | 47,279 | -5.8% | 0.02% | -16.7% |
| HBI | Sell | HANESBRANDS INC | $1,235,000 | -88.9% | 177,648 | -83.6% | 0.02% | -88.0% |
| MAXR | Sell | MAXAR TECHNOLOGIES INC | $1,159,000 | -31.5% | 61,702 | -5.8% | 0.02% | -28.1% |
| WAT | Sell | WATERS CORP | $1,139,000 | -23.3% | 4,222 | -5.8% | 0.02% | -17.9% |
| RBLX | Sell | ROBLOX CORP | $800,000 | +5.1% | 22,310 | -3.5% | 0.02% | +14.3% |
| CX | Sell | CEMEX SAB DE CVadr usd | $816,000 | -17.7% | 238,692 | -5.8% | 0.02% | -15.8% |
| Sell | JACKSON FINANCIAL INC | $144,000 | -73.2% | 5,176 | -74.3% | 0.00% | -70.0% | |
| NDAQ | Buy | NASDAQ INC | $7,000 | +16.7% | 123 | +200.0% | 0.00% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -26,133 | – | -0.03% | – |
| DVA | Exit | DAVITA INC | $0 | – | -21,403 | – | -0.03% | – |
| SE | Exit | SEA LTDadr usd | $0 | – | -30,500 | – | -0.04% | – |
| ESS | Exit | ESSEX PROPERTY TRUST INCreit usd | $0 | – | -7,830 | – | -0.04% | – |
| XPEV | Exit | XPENG INCadr usd | $0 | – | -204,400 | – | -0.12% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -117,717 | – | -0.20% | – |
| SWK | Exit | STANLEY BLACK DECKER INC | $0 | – | -108,054 | – | -0.21% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -81,933 | – | -0.28% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | MICROSOFT CORP | $499,691,000 | – | 1,945,388 | – | 9.41% | – |
| AAPL | New | APPLE INC | $429,303,000 | – | 3,139,098 | – | 8.09% | – |
| GOOG | New | ALPHABET INC | $154,554,000 | – | 70,644 | – | 2.91% | – |
| PFE | New | PFIZER INC | $146,332,000 | – | 2,787,416 | – | 2.76% | – |
| AMZN | New | AMAZON.COM INC | $143,636,000 | – | 1,351,356 | – | 2.70% | – |
| MRK | New | MERCK CO INC | $129,947,000 | – | 1,422,365 | – | 2.45% | – |
| AVGO | New | BROADCOM INC | $128,712,000 | – | 264,819 | – | 2.42% | – |
| V | New | VISA INC | $122,781,000 | – | 623,603 | – | 2.31% | – |
| NEE | New | NEXTERA ENERGY INC | $119,733,000 | – | 1,545,363 | – | 2.26% | – |
| JPM | New | JPMORGAN CHASE CO. | $109,088,000 | – | 968,558 | – | 2.06% | – |
| NVDA | New | NVIDIA CORP | $106,679,000 | – | 703,690 | – | 2.01% | – |
| ADP | New | AUTOMATIC DATA PROCESSING INC | $95,246,000 | – | 453,486 | – | 1.79% | – |
| FRC | New | FIRST REPUBLIC BANK/CA | $92,460,000 | – | 640,705 | – | 1.74% | – |
| CME | New | CME GROUP INC. | $89,115,000 | – | 435,342 | – | 1.68% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $82,356,000 | – | 1,006,506 | – | 1.55% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $81,447,000 | – | 297,840 | – | 1.53% | – |
| GILD | New | GILEAD SCIENCES INC | $80,194,000 | – | 1,297,226 | – | 1.51% | – |
| PEP | New | PEPSICO INC | $76,400,000 | – | 458,416 | – | 1.44% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $72,203,000 | – | 1,422,436 | – | 1.36% | – |
| RSG | New | REPUBLIC SERVICES INC | $71,858,000 | – | 549,078 | – | 1.35% | – |
| TTEK | New | TETRA TECH INC | $67,916,000 | – | 497,370 | – | 1.28% | – |
| WTRG | New | ESSENTIAL UTILITIES INC | $67,507,000 | – | 1,472,661 | – | 1.27% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $63,660,000 | – | 826,049 | – | 1.20% | – |
| MET | New | METLIFE INC | $62,039,000 | – | 988,033 | – | 1.17% | – |
| WY | New | WEYERHAEUSER COreit usd | $60,517,000 | – | 1,827,189 | – | 1.14% | – |
| GOOGL | New | ALPHABET INC | $60,297,000 | – | 27,668 | – | 1.14% | – |
| MS | New | MORGAN STANLEY | $59,313,000 | – | 779,162 | – | 1.12% | – |
| MKC | New | MCCORMICK CO INC/MD | $59,077,000 | – | 709,462 | – | 1.11% | – |
| CVX | New | CHEVRON CORP | $57,831,000 | – | 399,441 | – | 1.09% | – |
| AMT | New | AMERICAN TOWER CORPreit usd | $54,233,000 | – | 211,947 | – | 1.02% | – |
| CL | New | COLGATE-PALMOLIVE CO | $52,342,000 | – | 653,053 | – | 0.99% | – |
| APD | New | AIR PRODUCTS AND CHEMICALS INC | $52,096,000 | – | 216,576 | – | 0.98% | – |
| ALB | New | ALBEMARLE CORP | $51,506,000 | – | 246,464 | – | 0.97% | – |
| CSCO | New | CISCO SYSTEMS INC | $50,583,000 | – | 1,185,999 | – | 0.95% | – |
| DHR | New | DANAHER CORP | $50,325,000 | – | 198,458 | – | 0.95% | – |
| LMT | New | LOCKHEED MARTIN CORP | $49,736,000 | – | 115,640 | – | 0.94% | – |
| DIS | New | WALT DISNEY CO/THE | $49,425,000 | – | 523,180 | – | 0.93% | – |
| NOW | New | SERVICENOW INC | $45,189,000 | – | 95,029 | – | 0.85% | – |
| TXN | New | TEXAS INSTRUMENTS INC | $44,322,000 | – | 288,380 | – | 0.84% | – |
| USB | New | US BANCORP | $44,247,000 | – | 960,840 | – | 0.83% | – |
| PODD | New | INSULET CORP | $42,336,000 | – | 194,255 | – | 0.80% | – |
| CMI | New | CUMMINS INC | $42,101,000 | – | 217,280 | – | 0.79% | – |
| TER | New | TERADYNE INC | $39,696,000 | – | 443,229 | – | 0.75% | – |
| STT | New | STATE STREET CORP | $38,919,000 | – | 630,578 | – | 0.73% | – |
| DE | New | DEERE CO | $37,907,000 | – | 126,586 | – | 0.71% | – |
| TGT | New | TARGET CORP | $34,801,000 | – | 246,376 | – | 0.66% | – |
| ABMD | New | ABIOMED INC | $34,778,000 | – | 140,511 | – | 0.66% | – |
| ADSK | New | AUTODESK INC | $33,865,000 | – | 196,867 | – | 0.64% | – |
| CINF | New | CINCINNATI FINANCIAL CORP | $32,833,000 | – | 275,933 | – | 0.62% | – |
| XYL | New | XYLEM INC/NY | $32,334,000 | – | 413,535 | – | 0.61% | – |
| NKE | New | NIKE INC | $30,030,000 | – | 293,836 | – | 0.57% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC | $29,373,000 | – | 822,544 | – | 0.55% | – |
| MLM | New | MARTIN MARIETTA MATERIALS INC | $27,416,000 | – | 91,618 | – | 0.52% | – |
| DT | New | DYNATRACE INC | $26,951,000 | – | 682,982 | – | 0.51% | – |
| TSLA | New | TESLA INC | $26,023,000 | – | 38,611 | – | 0.49% | – |
| SIVB | New | SVB FINANCIAL GROUP | $25,183,000 | – | 63,715 | – | 0.47% | – |
| DLR | New | DIGITAL REALTY TRUST INCreit usd | $25,149,000 | – | 193,709 | – | 0.47% | – |
| KR | New | KROGER CO/THE | $23,684,000 | – | 500,290 | – | 0.45% | – |
| ADBE | New | ADOBE INC | $23,281,000 | – | 63,586 | – | 0.44% | – |
| BLL | New | BALL CORP | $22,900,000 | – | 332,994 | – | 0.43% | – |
| WSO | New | WATSCO INC | $22,144,000 | – | 92,744 | – | 0.42% | – |
| UNP | New | UNION PACIFIC CORP | $21,923,000 | – | 102,789 | – | 0.41% | – |
| WK | New | WORKIVA INC | $21,790,000 | – | 330,258 | – | 0.41% | – |
| AZN | New | ASTRAZENECA PLCadr usd | $21,623,000 | – | 327,270 | – | 0.41% | – |
| BURL | New | BURLINGTON STORES INC | $21,372,000 | – | 156,983 | – | 0.40% | – |
| PLNT | New | PLANET FITNESS INC | $20,807,000 | – | 305,947 | – | 0.39% | – |
| MA | New | MASTERCARD INC | $20,535,000 | – | 65,086 | – | 0.39% | – |
| WMS | New | ADVANCED DRAINAGE SYSTEMS INC | $20,317,000 | – | 225,495 | – | 0.38% | – |
| EMR | New | EMERSON ELECTRIC CO | $20,248,000 | – | 254,566 | – | 0.38% | – |
| DAVA | New | ENDAVA PLCadr usd | $20,228,000 | – | 228,748 | – | 0.38% | – |
| JNJ | New | JOHNSON JOHNSON | $20,129,000 | – | 113,223 | – | 0.38% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $18,397,000 | – | 181,898 | – | 0.35% | – |
| OMC | New | OMNICOM GROUP INC | $17,826,000 | – | 280,239 | – | 0.34% | – |
| PGR | New | PROGRESSIVE CORP/THE | $17,422,000 | – | 149,775 | – | 0.33% | – |
| STLD | New | STEEL DYNAMICS INC | $17,169,000 | – | 259,501 | – | 0.32% | – |
| RELX | New | RELX PLCadr usd | $15,367,000 | – | 570,415 | – | 0.29% | – |
| ILMN | New | ILLUMINA INC | $15,106,000 | – | 81,933 | – | 0.28% | – |
| ANTM | New | ANTHEM INC | $15,145,000 | – | 31,382 | – | 0.28% | – |
| MKTX | New | MARKETAXESS HOLDINGS INC | $15,125,000 | – | 59,078 | – | 0.28% | – |
| MU | New | MICRON TECHNOLOGY INC | $14,780,000 | – | 266,971 | – | 0.28% | – |
| PLUG | New | PLUG POWER INC | $14,606,000 | – | 880,912 | – | 0.28% | – |
| ADI | New | ANALOG DEVICES INC | $13,407,000 | – | 91,802 | – | 0.25% | – |
| DRI | New | DARDEN RESTAURANTS INC | $12,828,000 | – | 113,328 | – | 0.24% | – |
| AES | New | AES CORP/THE | $12,567,000 | – | 598,157 | – | 0.24% | – |
| CDW | New | CDW CORP/DE | $11,670,000 | – | 74,066 | – | 0.22% | – |
| EVBG | New | EVERBRIDGE INC | $11,412,000 | – | 409,326 | – | 0.22% | – |
| SWK | New | STANLEY BLACK DECKER INC | $11,332,000 | – | 108,054 | – | 0.21% | – |
| HBI | New | HANESBRANDS INC | $11,103,000 | – | 1,080,018 | – | 0.21% | – |
| KMB | New | KIMBERLY-CLARK CORP | $11,068,000 | – | 81,892 | – | 0.21% | – |
| SHOP | New | SHOPIFY INC | $10,935,000 | – | 350,310 | – | 0.21% | – |
| PRFT | New | PERFICIENT INC | $10,792,000 | – | 117,717 | – | 0.20% | – |
| HAS | New | HASBRO INC | $10,264,000 | – | 125,340 | – | 0.19% | – |
| PKG | New | PACKAGING CORP OF AMERICA | $9,810,000 | – | 71,342 | – | 0.18% | – |
| EXAS | New | EXACT SCIENCES CORP | $9,456,000 | – | 240,061 | – | 0.18% | – |
| IT | New | GARTNER INC | $9,001,000 | – | 37,126 | – | 0.17% | – |
| VCYT | New | VERACYTE INC | $8,719,000 | – | 438,371 | – | 0.16% | – |
| STAA | New | STAAR SURGICAL CO | $8,399,000 | – | 118,509 | – | 0.16% | – |
| BBY | New | BEST BUY CO INC | $8,161,000 | – | 125,195 | – | 0.15% | – |
| PDD | New | PINDUODUO INCadr usd | $8,168,000 | – | 132,100 | – | 0.15% | – |
| AGCO | New | AGCO CORP | $7,234,000 | – | 73,291 | – | 0.14% | – |
| PEN | New | PENUMBRA INC | $6,716,000 | – | 53,934 | – | 0.13% | – |
| XPEV | New | XPENG INCadr usd | $6,490,000 | – | 204,400 | – | 0.12% | – |
| BABA | New | ALIBABA GROUP HOLDING LTDadr usd | $5,935,000 | – | 52,200 | – | 0.11% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $5,684,000 | – | 11,032 | – | 0.11% | – |
| VEEV | New | VEEVA SYSTEMS INC | $5,524,000 | – | 27,892 | – | 0.10% | – |
| PEAK | New | HEALTHPEAK PROPERTIES INCreit usd | $5,173,000 | – | 199,564 | – | 0.10% | – |
| NUE | New | NUCOR CORP | $4,960,000 | – | 47,503 | – | 0.09% | – |
| SNOW | New | SNOWFLAKE INC | $4,488,000 | – | 32,288 | – | 0.08% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC | $4,263,000 | – | 15,614 | – | 0.08% | – |
| ABBV | New | ABBVIE INC | $3,931,000 | – | 25,613 | – | 0.07% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $3,536,000 | – | 6,502 | – | 0.07% | – |
| PG | New | THE PROCTER GAMBLE COMPANY | $3,568,000 | – | 24,777 | – | 0.07% | – |
| COST | New | COSTCO WHOLESALE CORP | $3,446,000 | – | 7,189 | – | 0.06% | – |
| ABT | New | ABBOTT LABORATORIES | $3,111,000 | – | 28,615 | – | 0.06% | – |
| NET | New | CLOUDFLARE INC | $3,075,000 | – | 70,306 | – | 0.06% | – |
| HD | New | HOME DEPOT INC/THE | $3,023,000 | – | 11,014 | – | 0.06% | – |
| MELI | New | MERCADOLIBRE INC | $2,963,000 | – | 4,654 | – | 0.06% | – |
| TMUS | New | T-MOBILE US INC | $2,905,000 | – | 21,584 | – | 0.06% | – |
| MMC | New | MARSH MCLENNAN COS INC | $2,783,000 | – | 17,926 | – | 0.05% | – |
| New | DERMTECH INC | $2,702,000 | – | 491,313 | – | 0.05% | – | |
| LNG | New | CHENIERE ENERGY INC | $2,695,000 | – | 20,261 | – | 0.05% | – |
| LPLA | New | LPL FINANCIAL HOLDINGS INC | $2,609,000 | – | 14,141 | – | 0.05% | – |
| HSY | New | HERSHEY CO/THE | $2,479,000 | – | 11,521 | – | 0.05% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $2,469,000 | – | 31,708 | – | 0.05% | – |
| ZTS | New | ZOETIS INC | $2,290,000 | – | 13,323 | – | 0.04% | – |
| AFL | New | AFLAC INC | $2,228,000 | – | 40,267 | – | 0.04% | – |
| FB | New | META PLATFORMS INC | $2,185,000 | – | 13,547 | – | 0.04% | – |
| BLK | New | BLACKROCK INC | $2,168,000 | – | 3,558 | – | 0.04% | – |
| ESS | New | ESSEX PROPERTY TRUST INCreit usd | $2,048,000 | – | 7,830 | – | 0.04% | – |
| KLAC | New | KLA CORP | $2,041,000 | – | 6,395 | – | 0.04% | – |
| SE | New | SEA LTDadr usd | $2,039,000 | – | 30,500 | – | 0.04% | – |
| WCC | New | WESCO INTERNATIONAL INC | $2,019,000 | – | 18,840 | – | 0.04% | – |
| DEN | New | DENBURY INC | $1,948,000 | – | 32,435 | – | 0.04% | – |
| ORLY | New | O'REILLY AUTOMOTIVE INC | $1,986,000 | – | 3,143 | – | 0.04% | – |
| KIM | New | KIMCO REALTY CORPreit usd | $1,894,000 | – | 95,799 | – | 0.04% | – |
| CAT | New | CATERPILLAR INC. | $1,851,000 | – | 10,354 | – | 0.04% | – |
| URI | New | UNITED RENTALS INC | $1,814,000 | – | 7,464 | – | 0.03% | – |
| DOV | New | DOVER CORP | $1,732,000 | – | 14,278 | – | 0.03% | – |
| JEF | New | JEFFERIES FINANCIAL GROUP INC | $1,760,000 | – | 63,689 | – | 0.03% | – |
| JBSS | New | JOHN B SANFILIPPO SON INC | $1,758,000 | – | 24,321 | – | 0.03% | – |
| EL | New | ESTEE LAUDER COS INC/THE | $1,678,000 | – | 6,584 | – | 0.03% | – |
| MAXR | New | MAXAR TECHNOLOGIES INC | $1,692,000 | – | 65,525 | – | 0.03% | – |
| FDX | New | FEDEX CORP | $1,718,000 | – | 7,575 | – | 0.03% | – |
| DLB | New | DOLBY LABORATORIES INC | $1,686,000 | – | 23,588 | – | 0.03% | – |
| DVA | New | DAVITA INC | $1,712,000 | – | 21,403 | – | 0.03% | – |
| WTS | New | WATTS WATER TECHNOLOGIES INC | $1,686,000 | – | 13,724 | – | 0.03% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $1,702,000 | – | 22,250 | – | 0.03% | – |
| THRM | New | GENTHERM INC | $1,631,000 | – | 26,133 | – | 0.03% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $1,631,000 | – | 7,166 | – | 0.03% | – |
| CG | New | CARLYLE GROUP INC/THE | $1,589,000 | – | 50,208 | – | 0.03% | – |
| GTN | New | GRAY TELEVISION INC | $1,617,000 | – | 95,875 | – | 0.03% | – |
| IDXX | New | IDEXX LABORATORIES INC | $1,580,000 | – | 4,506 | – | 0.03% | – |
| PHM | New | PULTEGROUP INC | $1,520,000 | – | 38,356 | – | 0.03% | – |
| WAT | New | WATERS CORP | $1,485,000 | – | 4,484 | – | 0.03% | – |
| DSGX | New | DESCARTES SYSTEMS GROUP INC/THE | $1,398,000 | – | 22,565 | – | 0.03% | – |
| AVY | New | AVERY DENNISON CORP | $1,349,000 | – | 8,334 | – | 0.02% | – |
| HDB | New | HDFC BANK LTDadr usd | $1,267,000 | – | 23,056 | – | 0.02% | – |
| MFC | New | MANULIFE FINANCIAL CORP | $1,119,000 | – | 64,759 | – | 0.02% | – |
| CX | New | CEMEX SAB DE CVadr usd | $991,000 | – | 253,480 | – | 0.02% | – |
| RBLX | New | ROBLOX CORP | $761,000 | – | 23,108 | – | 0.01% | – |
| EQIX | New | EQUINIX INCreit usd | $608,000 | – | 925 | – | 0.01% | – |
| New | JACKSON FINANCIAL INC | $538,000 | – | 20,132 | – | 0.01% | – | |
| CLX | New | CLOROX CO/THE | $126,000 | – | 897 | – | 0.00% | – |
| NVO | New | NOVO NORDISK A/Sadr usd | $2,000 | – | 18 | – | 0.00% | – |
| CGNX | New | COGNEX CORP | $2,000 | – | 46 | – | 0.00% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $2,000 | – | 12 | – | 0.00% | – |
| ECL | New | ECOLAB INC | $5,000 | – | 33 | – | 0.00% | – |
| NDAQ | New | NASDAQ INC | $6,000 | – | 41 | – | 0.00% | – |
| TREX | New | TREX CO INC | $3,000 | – | 46 | – | 0.00% | – |
| VTRS | New | VIATRIS INC | $6,000 | – | 531 | – | 0.00% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $4,000 | – | 39 | – | 0.00% | – |
| VRSK | New | VERISK ANALYTICS INC | $3,000 | – | 18 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VTRS | Exit | VIATRIS INC | $0 | – | -2,600 | – | 0.00% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -1,425 | – | -0.00% | – |
| EQIX | Exit | EQUINIX INCreit usd | $0 | – | -1,163 | – | -0.01% | – |
| MFC | Exit | MANULIFE FINANCIAL CORP | $0 | – | -64,759 | – | -0.02% | – |
| PG | Exit | THE PROCTER GAMBLE COMPANY | $0 | – | -12,951 | – | -0.03% | – |
| SCPL | Exit | SCIPLAY CORP | $0 | – | -89,828 | – | -0.03% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -8,010 | – | -0.03% | – |
| PHM | Exit | PULTEGROUP INC | $0 | – | -43,624 | – | -0.03% | – |
| MAXR | Exit | MAXAR TECHNOLOGIES INC | $0 | – | -73,251 | – | -0.03% | – |
| DSGX | Exit | DESCARTES SYSTEMS GROUP INC/THE | $0 | – | -25,518 | – | -0.03% | – |
| CX | Exit | CEMEX SAB DE CVadr usd | $0 | – | -293,748 | – | -0.03% | – |
| BABA | Exit | ALIBABA GROUP HOLDING LTDadr usd | $0 | – | -14,800 | – | -0.03% | – |
| MDU | Exit | MDU RESOURCES GROUP INC | $0 | – | -72,423 | – | -0.03% | – |
| HSY | Exit | HERSHEY CO/THE | $0 | – | -12,940 | – | -0.03% | – |
| JBSS | Exit | JOHN B SANFILIPPO SON INC | $0 | – | -27,189 | – | -0.03% | – |
| KIM | Exit | KIMCO REALTY CORPreit usd | $0 | – | -107,096 | – | -0.03% | – |
| WAT | Exit | WATERS CORP | $0 | – | -6,544 | – | -0.03% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -10,614 | – | -0.03% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -68,666 | – | -0.03% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -29,722 | – | -0.03% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -107,182 | – | -0.04% | – |
| WCC | Exit | WESCO INTERNATIONAL INC | $0 | – | -21,061 | – | -0.04% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -14,900 | – | -0.04% | – |
| XLNX | Exit | XILINX INC | $0 | – | -16,936 | – | -0.04% | – |
| ORLY | Exit | O'REILLY AUTOMOTIVE INC | $0 | – | -4,256 | – | -0.04% | – |
| CG | Exit | CARLYLE GROUP INC/THE | $0 | – | -56,129 | – | -0.04% | – |
| AFL | Exit | AFLAC INC | $0 | – | -52,334 | – | -0.04% | – |
| DEN | Exit | DENBURY INC | $0 | – | -39,306 | – | -0.04% | – |
| LPLA | Exit | LPL FINANCIAL HOLDINGS INC | $0 | – | -17,749 | – | -0.04% | – |
| DVA | Exit | DAVITA INC | $0 | – | -23,926 | – | -0.04% | – |
| ESS | Exit | ESSEX PROPERTY TRUST INCreit usd | $0 | – | -8,753 | – | -0.04% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -24,540 | – | -0.04% | – |
| DOV | Exit | DOVER CORP | $0 | – | -18,890 | – | -0.04% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -8,343 | – | -0.04% | – |
| ALL | Exit | ALLSTATE CORP/THE | $0 | – | -23,331 | – | -0.04% | – |
| CAT | Exit | CATERPILLAR INC. | $0 | – | -15,336 | – | -0.04% | – |
| HNST | Exit | HONEST CO INC/THE | $0 | – | -288,206 | – | -0.04% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -24,128 | – | -0.04% | – |
| KLAC | Exit | KLA CORP | $0 | – | -9,281 | – | -0.04% | – |
| WTS | Exit | WATTS WATER TECHNOLOGIES INC | $0 | – | -18,427 | – | -0.04% | – |
| JEF | Exit | JEFFERIES FINANCIAL GROUP INC | $0 | – | -85,459 | – | -0.04% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -5,039 | – | -0.04% | – |
| ZTS | Exit | ZOETIS INC | $0 | – | -16,480 | – | -0.04% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -32,641 | – | -0.04% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -32,413 | – | -0.05% | – |
| MMC | Exit | MARSH MCLENNAN COS INC | $0 | – | -23,696 | – | -0.05% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -4,532 | – | -0.05% | – |
| DHR | Exit | DANAHER CORP | $0 | – | -12,853 | – | -0.06% | – |
| COST | Exit | COSTCO WHOLESALE CORP | $0 | – | -8,971 | – | -0.06% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -7,269 | – | -0.06% | – |
| PCT | Exit | PURECYCLE TECHNOLOGIES INC | $0 | – | -316,105 | – | -0.06% | – |
| Exit | JACKSON FINANCIAL INC | $0 | – | -187,679 | – | -0.07% | – | |
| KC | Exit | KINGSOFT CLOUD HOLDINGS LTDadr usd | $0 | – | -171,900 | – | -0.07% | – |
| COLD | Exit | AMERICOLD REALTY TRUSTreit usd | $0 | – | -171,099 | – | -0.07% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -13,411 | – | -0.08% | – |
| BLI | Exit | BERKELEY LIGHTS INC | $0 | – | -269,325 | – | -0.08% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC | $0 | – | -20,398 | – | -0.08% | – |
| HD | Exit | HOME DEPOT INC/THE | $0 | – | -17,433 | – | -0.08% | – |
| GDS | Exit | GDS HOLDINGS LTDadr usd | $0 | – | -128,900 | – | -0.10% | – |
| AWK | Exit | AMERICAN WATER WORKS CO INC | $0 | – | -46,298 | – | -0.11% | – |
| PLMR | Exit | PALOMAR HOLDINGS INC | $0 | – | -102,119 | – | -0.12% | – |
| PEN | Exit | PENUMBRA INC | $0 | – | -31,099 | – | -0.12% | – |
| XPEV | Exit | XPENG INCadr usd | $0 | – | -245,000 | – | -0.12% | – |
| FB | Exit | FACEBOOK INC | $0 | – | -27,094 | – | -0.13% | – |
| SE | Exit | SEA LTDadr usd | $0 | – | -32,100 | – | -0.14% | – |
| VEEV | Exit | VEEVA SYSTEMS INC | $0 | – | -36,708 | – | -0.15% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -80,314 | – | -0.15% | – |
| K | Exit | KELLOGG CO | $0 | – | -181,152 | – | -0.16% | – |
| PKG | Exit | PACKAGING CORP OF AMERICA | $0 | – | -89,808 | – | -0.18% | – |
| HAS | Exit | HASBRO INC | $0 | – | -154,320 | – | -0.20% | – |
| OZK | Exit | BANK OZK | $0 | – | -352,932 | – | -0.22% | – |
| RNG | Exit | RINGCENTRAL INC | $0 | – | -70,134 | – | -0.22% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -173,989 | – | -0.22% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -91,930 | – | -0.22% | – |
| CL | Exit | COLGATE-PALMOLIVE CO | $0 | – | -212,195 | – | -0.23% | – |
| VCYT | Exit | VERACYTE INC | $0 | – | -346,978 | – | -0.23% | – |
| CDW | Exit | CDW CORP/DE | $0 | – | -88,732 | – | -0.23% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -225,797 | – | -0.23% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -234,727 | – | -0.24% | – |
| PGR | Exit | PROGRESSIVE CORP/THE | $0 | – | -200,095 | – | -0.26% | – |
| MET | Exit | METLIFE INC | $0 | – | -302,286 | – | -0.26% | – |
| BBY | Exit | BEST BUY CO INC | $0 | – | -188,151 | – | -0.28% | – |
| FIS | Exit | FIDELITY NATIONAL INFORMATION SERVICES INC | $0 | – | -168,843 | – | -0.29% | – |
| PLUG | Exit | PLUG POWER INC | $0 | – | -807,465 | – | -0.29% | – |
| UNP | Exit | UNION PACIFIC CORP | $0 | – | -110,963 | – | -0.31% | – |
| CFG | Exit | CITIZENS FINANCIAL GROUP INC | $0 | – | -466,875 | – | -0.31% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -146,900 | – | -0.32% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -1,352,795 | – | -0.33% | – |
| BAND | Exit | BANDWIDTH INC | $0 | – | -258,799 | – | -0.33% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -203,414 | – | -0.34% | – |
| OHI | Exit | OMEGA HEALTHCARE INVESTORS INCreit usd | $0 | – | -839,982 | – | -0.36% | – |
| STAA | Exit | STAAR SURGICAL CO | $0 | – | -201,354 | – | -0.37% | – |
| SITE | Exit | SITEONE LANDSCAPE SUPPLY INC | $0 | – | -130,599 | – | -0.37% | – |
| AZN | Exit | ASTRAZENECA PLCadr usd | $0 | – | -438,802 | – | -0.38% | – |
| CSCO | Exit | CISCO SYSTEMS INC/DELAWARE | $0 | – | -490,011 | – | -0.38% | – |
| CLX | Exit | CLOROX CO/THE | $0 | – | -161,722 | – | -0.38% | – |
| TGT | Exit | TARGET CORP | $0 | – | -118,572 | – | -0.39% | – |
| TROW | Exit | T ROWE PRICE GROUP INC | $0 | – | -139,460 | – | -0.39% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -508,755 | – | -0.39% | – |
| MRK | Exit | MERCK CO INC | $0 | – | -379,754 | – | -0.41% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -496,252 | – | -0.41% | – |
| WSO | Exit | WATSCO INC | $0 | – | -110,716 | – | -0.42% | – |
| USB | Exit | US BANCORP | $0 | – | -497,434 | – | -0.42% | – |
| JD | Exit | JD.COM INCadr usd | $0 | – | -410,200 | – | -0.42% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -203,238 | – | -0.44% | – |
| FRPT | Exit | FRESHPET INC | $0 | – | -215,304 | – | -0.44% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -326,598 | – | -0.44% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -413,397 | – | -0.46% | – |
| TSLA | Exit | TESLA INC | $0 | – | -41,296 | – | -0.46% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORP | $0 | – | -283,450 | – | -0.46% | – |
| PYPL | Exit | PAYPAL HOLDINGS INC | $0 | – | -129,379 | – | -0.48% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -354,869 | – | -0.49% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -356,482 | – | -0.50% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -422,691 | – | -0.51% | – |
| KR | Exit | KROGER CO/THE | $0 | – | -886,917 | – | -0.51% | – |
| DAVA | Exit | ENDAVA PLCadr usd | $0 | – | -272,577 | – | -0.53% | – |
| MLM | Exit | MARTIN MARIETTA MATERIALS INC | $0 | – | -108,366 | – | -0.53% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -64,410 | – | -0.53% | – |
| EPAM | Exit | EPAM SYSTEMS INC | $0 | – | -65,088 | – | -0.53% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -182,199 | – | -0.54% | – |
| EMR | Exit | EMERSON ELECTRIC CO | $0 | – | -404,744 | – | -0.54% | – |
| ANSS | Exit | ANSYS INC | $0 | – | -115,670 | – | -0.56% | – |
| GM | Exit | GENERAL MOTORS CO | $0 | – | -767,684 | – | -0.58% | – |
| ABMD | Exit | ABIOMED INC | $0 | – | -124,578 | – | -0.58% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -41,087 | – | -0.58% | – |
| DT | Exit | DYNATRACE INC | $0 | – | -594,569 | – | -0.60% | – |
| EL | Exit | ESTEE LAUDER COS INC/THE | $0 | – | -142,802 | – | -0.61% | – |
| KO | Exit | COCA-COLA CO/THE | $0 | – | -818,053 | – | -0.61% | – |
| NKE | Exit | NIKE INC | $0 | – | -300,950 | – | -0.62% | – |
| WK | Exit | WORKIVA INC | $0 | – | -321,282 | – | -0.64% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -133,455 | – | -0.66% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -272,848 | – | -0.66% | – |
| T | Exit | ATT INC | $0 | – | -1,792,229 | – | -0.69% | – |
| PLNT | Exit | PLANET FITNESS INC | $0 | – | -647,030 | – | -0.72% | – |
| APD | Exit | AIR PRODUCTS AND CHEMICALS INC | $0 | – | -202,553 | – | -0.74% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC/OH | $0 | – | -3,701,274 | – | -0.81% | – |
| WTRG | Exit | ESSENTIAL UTILITIES INC | $0 | – | -1,243,341 | – | -0.82% | – |
| DLR | Exit | DIGITAL REALTY TRUST INCreit usd | $0 | – | -399,832 | – | -0.82% | – |
| TER | Exit | TERADYNE INC | $0 | – | -573,871 | – | -0.89% | – |
| SHOP | Exit | SHOPIFY INC | $0 | – | -46,655 | – | -0.90% | – |
| MKTX | Exit | MARKETAXESS HOLDINGS INC | $0 | – | -150,905 | – | -0.90% | – |
| MA | Exit | MASTERCARD INC | $0 | – | -184,201 | – | -0.91% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -244,754 | – | -0.92% | – |
| TXN | Exit | TEXAS INSTRUMENTS INC | $0 | – | -354,037 | – | -0.97% | – |
| XYL | Exit | XYLEM INC/NY | $0 | – | -557,608 | – | -0.98% | – |
| RSG | Exit | REPUBLIC SERVICES INC | $0 | – | -576,743 | – | -0.98% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -246,733 | – | -1.00% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -1,014,238 | – | -1.01% | – |
| IT | Exit | GARTNER INC | $0 | – | -233,145 | – | -1.01% | – |
| JNJ | Exit | JOHNSON JOHNSON | $0 | – | -442,142 | – | -1.02% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -185,386 | – | -1.07% | – |
| PODD | Exit | INSULET CORP | $0 | – | -267,830 | – | -1.08% | – |
| GOOGL | Exit | ALPHABET INC | $0 | – | -28,498 | – | -1.08% | – |
| EVBG | Exit | EVERBRIDGE INC | $0 | – | -509,713 | – | -1.10% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -360,165 | – | -1.12% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -359,591 | – | -1.15% | – |
| AMT | Exit | AMERICAN TOWER CORPreit usd | $0 | – | -327,595 | – | -1.24% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -141,437 | – | -1.25% | – |
| SIVB | Exit | SVB FINANCIAL GROUP | $0 | – | -136,630 | – | -1.26% | – |
| PFE | Exit | PFIZER INC | $0 | – | -2,072,663 | – | -1.27% | – |
| TTEK | Exit | TETRA TECH INC | $0 | – | -613,784 | – | -1.30% | – |
| CME | Exit | CME GROUP INC. | $0 | – | -495,270 | – | -1.36% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING INC | $0 | – | -485,664 | – | -1.38% | – |
| DIS | Exit | WALT DISNEY CO/THE | $0 | – | -632,520 | – | -1.52% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,412,709 | – | -1.58% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $0 | – | -1,049,274 | – | -1.67% | – |
| FRC | Exit | FIRST REPUBLIC BANK/CA | $0 | – | -732,027 | – | -2.01% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -319,321 | – | -2.20% | – |
| V | Exit | VISA INC | $0 | – | -706,224 | – | -2.24% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -812,099 | – | -2.39% | – |
| JPM | Exit | JPMORGAN CHASE CO. | $0 | – | -1,179,506 | – | -2.75% | – |
| GOOG | Exit | ALPHABET INC | $0 | – | -79,281 | – | -3.00% | – |
| AMZN | Exit | AMAZON.COM INC | $0 | – | -70,639 | – | -3.30% | – |
| AAPL | Exit | APPLE INC | $0 | – | -3,449,896 | – | -6.94% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -2,170,745 | – | -8.70% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Buy | MICROSOFT CORP | $611,493,000 | +9.1% | 2,170,745 | +4.9% | 8.70% | +9.3% |
| AAPL | Buy | APPLE INC | $487,539,000 | +6.6% | 3,449,896 | +3.3% | 6.94% | +6.7% |
| AMZN | Sell | AMAZON.COM INC | $231,998,000 | -4.6% | 70,639 | -0.1% | 3.30% | -4.5% |
| GOOG | Sell | ALPHABET INC | $211,012,000 | +3.8% | 79,281 | -2.3% | 3.00% | +3.9% |
| JPM | Sell | JPMORGAN CHASE CO. | $193,108,000 | +0.7% | 1,179,506 | -4.4% | 2.75% | +0.8% |
| NVDA | Buy | NVIDIA CORP | $168,121,000 | +5.2% | 812,099 | +306.5% | 2.39% | +5.3% |
| V | Sell | VISA INC | $157,234,000 | -15.3% | 706,224 | -11.0% | 2.24% | -15.2% |
| AVGO | Buy | BROADCOM INC | $154,849,000 | +2.7% | 319,321 | +1.0% | 2.20% | +2.9% |
| FRC | Buy | FIRST REPUBLIC BANK/CA | $141,113,000 | +4.9% | 732,027 | +1.8% | 2.01% | +5.1% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $117,152,000 | -8.2% | 1,049,274 | -1.3% | 1.67% | -8.1% |
| NEE | Sell | NEXTERA ENERGY INC | $110,899,000 | +7.2% | 1,412,709 | -0.0% | 1.58% | +7.3% |
| DIS | Buy | WALT DISNEY CO/THE | $106,966,000 | +40.5% | 632,520 | +46.0% | 1.52% | +40.7% |
| ADP | Buy | AUTOMATIC DATA PROCESSING INC | $97,039,000 | +0.9% | 485,664 | +0.3% | 1.38% | +1.0% |
| CME | Sell | CME GROUP INC. | $95,728,000 | -10.1% | 495,270 | -1.1% | 1.36% | -10.0% |
| TTEK | Buy | TETRA TECH INC | $91,663,000 | +28.4% | 613,784 | +4.9% | 1.30% | +28.5% |
| PFE | Sell | PFIZER INC | $89,126,000 | +9.8% | 2,072,663 | -0.0% | 1.27% | +10.0% |
| SIVB | Sell | SVB FINANCIAL GROUP | $88,292,000 | +16.1% | 136,630 | -0.0% | 1.26% | +16.3% |
| NOW | Sell | SERVICENOW INC | $87,978,000 | +13.2% | 141,437 | -0.0% | 1.25% | +13.3% |
| AMT | Buy | AMERICAN TOWER CORPreit usd | $86,921,000 | +8.3% | 327,595 | +10.4% | 1.24% | +8.4% |
| CMI | Buy | CUMMINS INC | $80,787,000 | -7.5% | 359,591 | +0.3% | 1.15% | -7.4% |
| ALB | Sell | ALBEMARLE CORP | $78,852,000 | +18.9% | 360,165 | -8.6% | 1.12% | +19.1% |
| EVBG | Buy | EVERBRIDGE INC | $76,946,000 | +17.3% | 509,713 | +5.7% | 1.10% | +17.5% |
| GOOGL | Buy | ALPHABET INC | $76,126,000 | +11.4% | 28,498 | +1.7% | 1.08% | +11.5% |
| PODD | Buy | INSULET CORP | $75,991,000 | +5.0% | 267,830 | +1.6% | 1.08% | +5.2% |
| ILMN | Buy | ILLUMINA INC | $75,143,000 | -12.0% | 185,386 | +2.7% | 1.07% | -11.9% |
| JNJ | Sell | JOHNSON JOHNSON | $71,377,000 | -2.0% | 442,142 | -0.0% | 1.02% | -1.9% |
| IT | Sell | GARTNER INC | $70,850,000 | -2.7% | 233,145 | -22.5% | 1.01% | -2.5% |
| GILD | Sell | GILEAD SCIENCES INC | $70,816,000 | +0.6% | 1,014,238 | -0.9% | 1.01% | +0.6% |
| BURL | Sell | BURLINGTON STORES INC | $69,951,000 | -12.0% | 246,733 | -0.0% | 1.00% | -11.9% |
| RSG | Sell | REPUBLIC SERVICES INC | $69,255,000 | +9.1% | 576,743 | -0.0% | 0.98% | +9.2% |
| XYL | Sell | XYLEM INC/NY | $68,971,000 | +3.1% | 557,608 | -0.0% | 0.98% | +3.2% |
| TXN | Sell | TEXAS INSTRUMENTS INC | $68,028,000 | -1.1% | 354,037 | -1.1% | 0.97% | -1.0% |
| SEDG | Buy | SOLAREDGE TECHNOLOGIES INC | $64,862,000 | -1.9% | 244,754 | +2.2% | 0.92% | -1.7% |
| MA | Sell | MASTERCARD INC | $64,017,000 | -6.0% | 184,201 | -1.3% | 0.91% | -5.9% |
| MKTX | Sell | MARKETAXESS HOLDINGS INC | $63,439,000 | -9.3% | 150,905 | -0.0% | 0.90% | -9.3% |
| SHOP | Buy | SHOPIFY INC | $63,256,000 | +20.9% | 46,655 | +30.2% | 0.90% | +21.0% |
| TER | Buy | TERADYNE INC | $62,621,000 | -17.9% | 573,871 | +0.8% | 0.89% | -17.7% |
| DLR | Buy | DIGITAL REALTY TRUST INCreit usd | $57,728,000 | +0.2% | 399,832 | +4.5% | 0.82% | +0.4% |
| WTRG | Buy | ESSENTIAL UTILITIES INC | $57,281,000 | +1.3% | 1,243,341 | +0.5% | 0.82% | +1.5% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC/OH | $57,222,000 | +8.4% | 3,701,274 | -0.0% | 0.81% | +8.5% |
| APD | Buy | AIR PRODUCTS AND CHEMICALS INC | $51,889,000 | -9.4% | 202,553 | +1.7% | 0.74% | -9.3% |
| PLNT | Buy | PLANET FITNESS INC | $50,824,000 | +5.9% | 647,030 | +1.4% | 0.72% | +6.0% |
| T | Sell | ATT INC | $48,408,000 | -6.1% | 1,792,229 | -0.0% | 0.69% | -6.0% |
| OLED | Buy | UNIVERSAL DISPLAY CORP | $46,622,000 | -22.3% | 272,848 | +1.1% | 0.66% | -22.3% |
| LMT | Sell | LOCKHEED MARTIN CORP | $46,030,000 | -13.4% | 133,455 | -5.0% | 0.66% | -13.2% |
| WK | New | WORKIVA INC | $45,278,000 | – | 321,282 | – | 0.64% | – |
| NKE | Buy | NIKE INC | $43,707,000 | +3.0% | 300,950 | +9.5% | 0.62% | +3.2% |
| KO | Sell | COCA-COLA CO/THE | $42,907,000 | -3.1% | 818,053 | -0.0% | 0.61% | -3.0% |
| EL | Sell | ESTEE LAUDER COS INC/THE | $42,818,000 | -5.7% | 142,802 | -0.0% | 0.61% | -5.6% |
| DT | Buy | DYNATRACE INC | $42,185,000 | +102.3% | 594,569 | +66.5% | 0.60% | +102.7% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $40,820,000 | +8.0% | 41,087 | -0.0% | 0.58% | +8.2% |
| ABMD | Buy | ABIOMED INC | $40,551,000 | +6.1% | 124,578 | +1.7% | 0.58% | +6.3% |
| GM | Sell | GENERAL MOTORS CO | $40,449,000 | -11.0% | 767,684 | -0.0% | 0.58% | -11.0% |
| ANSS | Sell | ANSYS INC | $39,345,000 | -1.9% | 115,670 | -0.0% | 0.56% | -1.8% |
| EMR | Buy | EMERSON ELECTRIC CO | $38,115,000 | +2.5% | 404,744 | +4.8% | 0.54% | +2.7% |
| AVY | Sell | AVERY DENNISON CORP | $37,737,000 | -1.5% | 182,199 | -0.0% | 0.54% | -1.3% |
| EPAM | Sell | EPAM SYSTEMS INC | $37,119,000 | -3.3% | 65,088 | -13.4% | 0.53% | -3.1% |
| MLM | Sell | MARTIN MARIETTA MATERIALS INC | $37,018,000 | -2.9% | 108,366 | -0.0% | 0.53% | -2.8% |
| ADBE | Sell | ADOBE INC | $37,063,000 | -4.3% | 64,410 | -2.6% | 0.53% | -4.2% |
| DAVA | Buy | ENDAVA PLCadr usd | $37,005,000 | +26.5% | 272,577 | +5.5% | 0.53% | +26.4% |
| KR | Sell | KROGER CO/THE | $35,840,000 | +5.5% | 886,917 | -0.0% | 0.51% | +5.6% |
| STT | Buy | STATE STREET CORP | $35,798,000 | +7.7% | 422,691 | +4.7% | 0.51% | +7.8% |
| NUE | Sell | NUCOR CORP | $35,097,000 | -15.9% | 356,482 | -18.0% | 0.50% | -15.9% |
| MS | Buy | MORGAN STANLEY | $34,524,000 | +113.4% | 354,869 | +101.1% | 0.49% | +113.5% |
| PYPL | Sell | PAYPAL HOLDINGS INC | $33,651,000 | -18.4% | 129,379 | -8.6% | 0.48% | -18.3% |
| CINF | Sell | CINCINNATI FINANCIAL CORP | $32,360,000 | -5.7% | 283,450 | -3.7% | 0.46% | -5.7% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $31,989,000 | -18.9% | 413,397 | -0.0% | 0.46% | -18.9% |
| TSLA | Sell | TESLA INC | $32,005,000 | +14.0% | 41,296 | -0.0% | 0.46% | +14.0% |
| EXAS | Sell | EXACT SCIENCES CORP | $31,174,000 | -23.1% | 326,598 | -0.0% | 0.44% | -23.1% |
| FRPT | Sell | FRESHPET INC | $30,700,000 | -13.8% | 215,304 | -1.5% | 0.44% | -13.6% |
| JD | Sell | JD.COM INCadr usd | $29,621,000 | -27.1% | 410,200 | -19.5% | 0.42% | -27.0% |
| STLD | Sell | STEEL DYNAMICS INC | $29,021,000 | -22.1% | 496,252 | -20.6% | 0.41% | -22.1% |
| MRK | Buy | MERCK CO INC | $28,520,000 | -2.2% | 379,754 | +1.2% | 0.41% | -1.9% |
| TROW | Sell | T ROWE PRICE GROUP INC | $27,432,000 | -9.3% | 139,460 | -8.8% | 0.39% | -9.3% |
| TGT | Sell | TARGET CORP | $27,113,000 | -18.4% | 118,572 | -13.8% | 0.39% | -18.2% |
| CLX | Buy | CLOROX CO/THE | $26,778,000 | -2.7% | 161,722 | +5.7% | 0.38% | -2.6% |
| CSCO | Sell | CISCO SYSTEMS INC/DELAWARE | $26,661,000 | +0.2% | 490,011 | -2.3% | 0.38% | +0.3% |
| SITE | Buy | SITEONE LANDSCAPE SUPPLY INC | $26,052,000 | +78.4% | 130,599 | +51.3% | 0.37% | +79.2% |
| STAA | Buy | STAAR SURGICAL CO | $25,854,000 | +107.1% | 201,354 | +145.8% | 0.37% | +107.9% |
| OHI | Buy | OMEGA HEALTHCARE INVESTORS INCreit usd | $25,158,000 | +3.6% | 839,982 | +25.6% | 0.36% | +3.8% |
| PRFT | Sell | PERFICIENT INC | $23,535,000 | +6.9% | 203,414 | -25.7% | 0.34% | +7.0% |
| BAND | Buy | BANDWIDTH INC | $23,364,000 | -31.7% | 258,799 | +4.4% | 0.33% | -31.7% |
| HBI | Buy | HANESBRANDS INC | $23,200,000 | -1.2% | 1,352,795 | +7.6% | 0.33% | -1.2% |
| DRI | Sell | DARDEN RESTAURANTS INC | $22,242,000 | +3.7% | 146,900 | -0.0% | 0.32% | +3.6% |
| CFG | Buy | CITIZENS FINANCIAL GROUP INC | $21,938,000 | +12.5% | 466,875 | +9.7% | 0.31% | +12.6% |
| UNP | Buy | UNION PACIFIC CORP | $21,750,000 | -8.8% | 110,963 | +2.3% | 0.31% | -8.8% |
| PLUG | Buy | PLUG POWER INC | $20,623,000 | -20.3% | 807,465 | +6.7% | 0.29% | -20.4% |
| FIS | Sell | FIDELITY NATIONAL INFORMATION SERVICES INC | $20,531,000 | -74.4% | 168,843 | -70.1% | 0.29% | -74.3% |
| BBY | Sell | BEST BUY CO INC | $19,888,000 | -12.5% | 188,151 | -4.8% | 0.28% | -12.4% |
| MET | Buy | METLIFE INC | $18,657,000 | +14.3% | 302,286 | +10.8% | 0.26% | +14.2% |
| VCYT | Buy | VERACYTE INC | $16,117,000 | +48.9% | 346,978 | +28.0% | 0.23% | +48.7% |
| ADI | New | ANALOG DEVICES INC | $15,396,000 | – | 91,930 | – | 0.22% | – |
| DLB | Sell | DOLBY LABORATORIES INC | $15,311,000 | -10.5% | 173,989 | -0.0% | 0.22% | -10.3% |
| RNG | Sell | RINGCENTRAL INC | $15,254,000 | -34.5% | 70,134 | -12.5% | 0.22% | -34.4% |
| OZK | Sell | BANK OZK | $15,169,000 | +1.9% | 352,932 | -0.0% | 0.22% | +2.4% |
| K | Sell | KELLOGG CO | $11,579,000 | -15.2% | 181,152 | -14.7% | 0.16% | -14.9% |
| KMB | Sell | KIMBERLY-CLARK CORP | $10,640,000 | -25.2% | 80,314 | -24.5% | 0.15% | -25.2% |
| SE | Sell | SEA LTDadr usd | $10,228,000 | -11.1% | 32,100 | -23.4% | 0.14% | -11.0% |
| FB | Sell | FACEBOOK INC | $9,191,000 | -7.4% | 27,094 | -5.1% | 0.13% | -7.1% |
| PEN | Buy | PENUMBRA INC | $8,289,000 | +3.0% | 31,099 | +6.0% | 0.12% | +3.5% |
| PLMR | Sell | PALOMAR HOLDINGS INC | $8,254,000 | +7.2% | 102,119 | -0.0% | 0.12% | +7.3% |
| AWK | Buy | AMERICAN WATER WORKS CO INC | $7,823,000 | +23.5% | 46,298 | +12.6% | 0.11% | +23.3% |
| GDS | Sell | GDS HOLDINGS LTDadr usd | $7,293,000 | -32.0% | 128,900 | -5.7% | 0.10% | -31.6% |
| BLI | Buy | BERKELEY LIGHTS INC | $5,268,000 | -4.6% | 269,325 | +118.6% | 0.08% | -3.8% |
| KC | Sell | KINGSOFT CLOUD HOLDINGS LTDadr usd | $4,866,000 | -24.0% | 171,900 | -9.0% | 0.07% | -24.2% |
| New | JACKSON FINANCIAL INC | $4,870,000 | – | 187,679 | – | 0.07% | – | |
| PCT | Buy | PURECYCLE TECHNOLOGIES INC | $4,188,000 | -31.0% | 316,105 | +23.0% | 0.06% | -30.2% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $4,151,000 | +0.5% | 7,269 | -11.3% | 0.06% | 0.0% |
| DHR | Sell | DANAHER CORP | $3,911,000 | -9.1% | 12,853 | -19.9% | 0.06% | -8.2% |
| ABBV | Sell | ABBVIE INC | $3,495,000 | -16.6% | 32,413 | -12.9% | 0.05% | -16.7% |
| IDXX | Sell | IDEXX LABORATORIES INC | $3,133,000 | -14.3% | 5,039 | -12.9% | 0.04% | -13.5% |
| ZTS | Sell | ZOETIS INC | $3,198,000 | -9.6% | 16,480 | -13.2% | 0.04% | -10.0% |
| WTS | Sell | WATTS WATER TECHNOLOGIES INC | $3,098,000 | +4.8% | 18,427 | -9.1% | 0.04% | +4.8% |
| HNST | Buy | HONEST CO INC/THE | $2,992,000 | -33.9% | 288,206 | +3.1% | 0.04% | -32.8% |
| DEN | Sell | DENBURY INC | $2,762,000 | -16.6% | 39,306 | -9.0% | 0.04% | -17.0% |
| AFL | New | AFLAC INC | $2,728,000 | – | 52,334 | – | 0.04% | – |
| CG | Sell | CARLYLE GROUP INC/THE | $2,654,000 | -14.9% | 56,129 | -16.4% | 0.04% | -13.6% |
| SWKS | New | SKYWORKS SOLUTIONS INC | $2,454,000 | – | 14,900 | – | 0.04% | – |
| THRM | Sell | GENTHERM INC | $2,403,000 | -6.1% | 29,722 | -17.4% | 0.03% | -5.6% |
| WAT | Sell | WATERS CORP | $2,337,000 | -29.9% | 6,544 | -32.3% | 0.03% | -29.8% |
| FDX | New | FEDEX CORP | $2,327,000 | – | 10,614 | – | 0.03% | – |
| BABA | Sell | ALIBABA GROUP HOLDING LTDadr usd | $2,191,000 | -94.9% | 14,800 | -92.2% | 0.03% | -94.9% |
| CX | Sell | CEMEX SAB DE CVadr usd | $2,103,000 | -29.5% | 293,748 | -17.3% | 0.03% | -28.6% |
| NSC | Sell | NORFOLK SOUTHERN CORP | $1,916,000 | -34.6% | 8,010 | -27.5% | 0.03% | -35.7% |
| MRTN | Exit | MARTEN TRANSPORT LTD | $0 | – | -93,040 | – | -0.02% | – |
| MKC | Exit | MCCORMICK CO INC/MD | $0 | – | -25,927 | – | -0.03% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -14,120 | – | -0.03% | – |
| CNO | Exit | CNO FINANCIAL GROUP INC | $0 | – | -116,806 | – | -0.04% | – |
| MSA | Exit | MSA SAFETY INC | $0 | – | -16,946 | – | -0.04% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS INC | $0 | – | -145,924 | – | -0.22% | – |
| TMX | Exit | TERMINIX GLOBAL HOLDINGS INC | $0 | – | -667,295 | – | -0.45% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | MICROSOFT CORP | $560,267,000 | – | 2,068,537 | – | 7.96% | – |
| AAPL | New | APPLE INC | $457,434,000 | – | 3,340,886 | – | 6.50% | – |
| AMZN | New | AMAZON.COM INC | $243,233,000 | – | 70,722 | – | 3.46% | – |
| GOOG | New | ALPHABET INC | $203,343,000 | – | 81,152 | – | 2.89% | – |
| JPM | New | JPMORGAN CHASE CO. | $191,748,000 | – | 1,233,399 | – | 2.72% | – |
| V | New | VISA INC | $185,745,000 | – | 793,884 | – | 2.64% | – |
| NVDA | New | NVIDIA CORP | $159,834,000 | – | 199,768 | – | 2.27% | – |
| AVGO | New | BROADCOM INC | $150,721,000 | – | 316,224 | – | 2.14% | – |
| FRC | New | FIRST REPUBLIC BANK/CA | $134,458,000 | – | 718,912 | – | 1.91% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $127,635,000 | – | 1,062,679 | – | 1.81% | – |
| CME | New | CME GROUP INC. | $106,467,000 | – | 500,845 | – | 1.51% | – |
| NEE | New | NEXTERA ENERGY INC | $103,498,000 | – | 1,412,900 | – | 1.47% | – |
| ADP | New | AUTOMATIC DATA PROCESSING INC | $96,215,000 | – | 484,419 | – | 1.37% | – |
| CMI | New | CUMMINS INC | $87,383,000 | – | 358,408 | – | 1.24% | – |
| ILMN | New | ILLUMINA INC | $85,353,000 | – | 180,535 | – | 1.21% | – |
| PFE | New | PFIZER INC | $81,181,000 | – | 2,073,056 | – | 1.15% | – |
| AMT | New | AMERICAN TOWER CORPreit usd | $80,236,000 | – | 296,861 | – | 1.14% | – |
| FIS | New | FIDELITY NATIONAL INFORMATION SERVICES INC | $80,091,000 | – | 565,336 | – | 1.14% | – |
| BURL | New | BURLINGTON STORES INC | $79,458,000 | – | 246,780 | – | 1.13% | – |
| NOW | New | SERVICENOW INC | $77,713,000 | – | 141,451 | – | 1.10% | – |
| TER | New | TERADYNE INC | $76,262,000 | – | 569,290 | – | 1.08% | – |
| DIS | New | WALT DISNEY CO/THE | $76,143,000 | – | 433,319 | – | 1.08% | – |
| SIVB | New | SVB FINANCIAL GROUP | $76,036,000 | – | 136,650 | – | 1.08% | – |
| JNJ | New | JOHNSON JOHNSON | $72,851,000 | – | 442,244 | – | 1.04% | – |
| IT | New | GARTNER INC | $72,814,000 | – | 300,672 | – | 1.03% | – |
| PODD | New | INSULET CORP | $72,372,000 | – | 263,632 | – | 1.03% | – |
| TTEK | New | TETRA TECH INC | $71,409,000 | – | 585,130 | – | 1.02% | – |
| GILD | New | GILEAD SCIENCES INC | $70,425,000 | – | 1,023,155 | – | 1.00% | – |
| MKTX | New | MARKETAXESS HOLDINGS INC | $69,971,000 | – | 150,934 | – | 0.99% | – |
| TXN | New | TEXAS INSTRUMENTS INC | $68,814,000 | – | 357,909 | – | 0.98% | – |
| GOOGL | New | ALPHABET INC | $68,365,000 | – | 28,021 | – | 0.97% | – |
| MA | New | MASTERCARD INC | $68,125,000 | – | 186,645 | – | 0.97% | – |
| XYL | New | XYLEM INC/NY | $66,903,000 | – | 557,707 | – | 0.95% | – |
| ALB | New | ALBEMARLE CORP | $66,329,000 | – | 393,893 | – | 0.94% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $66,101,000 | – | 239,506 | – | 0.94% | – |
| EVBG | New | EVERBRIDGE INC | $65,592,000 | – | 482,008 | – | 0.93% | – |
| RSG | New | REPUBLIC SERVICES INC | $63,459,000 | – | 576,848 | – | 0.90% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $60,005,000 | – | 269,890 | – | 0.85% | – |
| DLR | New | DIGITAL REALTY TRUST INCreit usd | $57,588,000 | – | 382,744 | – | 0.82% | – |
| APD | New | AIR PRODUCTS AND CHEMICALS INC | $57,303,000 | – | 199,209 | – | 0.81% | – |
| WTRG | New | ESSENTIAL UTILITIES INC | $56,536,000 | – | 1,237,101 | – | 0.80% | – |
| LMT | New | LOCKHEED MARTIN CORP | $53,151,000 | – | 140,484 | – | 0.76% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC/OH | $52,790,000 | – | 3,701,929 | – | 0.75% | – |
| SHOP | New | SHOPIFY INC | $52,337,000 | – | 35,822 | – | 0.74% | – |
| T | New | ATT INC | $51,576,000 | – | 1,792,711 | – | 0.73% | – |
| PLNT | New | PLANET FITNESS INC | $48,009,000 | – | 637,990 | – | 0.68% | – |
| GM | New | GENERAL MOTORS CO | $45,438,000 | – | 767,922 | – | 0.65% | – |
| EL | New | ESTEE LAUDER COS INC/THE | $45,404,000 | – | 142,842 | – | 0.64% | – |
| KO | New | COCA-COLA CO/THE | $44,270,000 | – | 818,306 | – | 0.63% | – |
| BABA | New | ALIBABA GROUP HOLDING LTDadr usd | $42,952,000 | – | 189,400 | – | 0.61% | – |
| NKE | New | NIKE INC | $42,427,000 | – | 274,786 | – | 0.60% | – |
| NUE | New | NUCOR CORP | $41,723,000 | – | 434,969 | – | 0.59% | – |
| PYPL | New | PAYPAL HOLDINGS INC | $41,225,000 | – | 141,496 | – | 0.59% | – |
| JD | New | JD.COM INCadr usd | $40,647,000 | – | 509,300 | – | 0.58% | – |
| EXAS | New | EXACT SCIENCES CORP | $40,556,000 | – | 326,672 | – | 0.58% | – |
| ANSS | New | ANSYS INC | $40,120,000 | – | 115,697 | – | 0.57% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $39,466,000 | – | 413,514 | – | 0.56% | – |
| ADBE | New | ADOBE INC | $38,720,000 | – | 66,115 | – | 0.55% | – |
| EPAM | New | EPAM SYSTEMS INC | $38,389,000 | – | 75,132 | – | 0.54% | – |
| AVY | New | AVERY DENNISON CORP | $38,298,000 | – | 182,251 | – | 0.54% | – |
| ABMD | New | ABIOMED INC | $38,202,000 | – | 122,449 | – | 0.54% | – |
| MLM | New | MARTIN MARIETTA MATERIALS INC | $38,133,000 | – | 108,398 | – | 0.54% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $37,794,000 | – | 41,096 | – | 0.54% | – |
| STLD | New | STEEL DYNAMICS INC | $37,272,000 | – | 625,371 | – | 0.53% | – |
| EMR | New | EMERSON ELECTRIC CO | $37,172,000 | – | 386,318 | – | 0.53% | – |
| FRPT | New | FRESHPET INC | $35,608,000 | – | 218,507 | – | 0.51% | – |
| CINF | New | CINCINNATI FINANCIAL CORP | $34,323,000 | – | 294,480 | – | 0.49% | – |
| BAND | New | BANDWIDTH INC | $34,199,000 | – | 247,840 | – | 0.49% | – |
| KR | New | KROGER CO/THE | $33,974,000 | – | 887,050 | – | 0.48% | – |
| STT | New | STATE STREET CORP | $33,224,000 | – | 403,843 | – | 0.47% | – |
| TGT | New | TARGET CORP | $33,238,000 | – | 137,536 | – | 0.47% | – |
| TMX | New | TERMINIX GLOBAL HOLDINGS INC | $31,830,000 | – | 667,295 | – | 0.45% | – |
| WSO | New | WATSCO INC | $31,729,000 | – | 110,716 | – | 0.45% | – |
| TROW | New | T ROWE PRICE GROUP INC | $30,254,000 | – | 152,966 | – | 0.43% | – |
| PEP | New | PEPSICO INC | $30,101,000 | – | 203,238 | – | 0.43% | – |
| DAVA | New | ENDAVA PLCadr usd | $29,264,000 | – | 258,291 | – | 0.42% | – |
| MRK | New | MERCK CO INC | $29,173,000 | – | 375,120 | – | 0.41% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $28,506,000 | – | 508,755 | – | 0.40% | – |
| USB | New | US BANCORP | $28,329,000 | – | 497,434 | – | 0.40% | – |
| TSLA | New | TESLA INC | $28,082,000 | – | 41,305 | – | 0.40% | – |
| CLX | New | CLOROX CO/THE | $27,517,000 | – | 152,939 | – | 0.39% | – |
| CSCO | New | CISCO SYSTEMS INC/DELAWARE | $26,595,000 | – | 501,785 | – | 0.38% | – |
| AZN | New | ASTRAZENECA PLCadr usd | $26,280,000 | – | 438,802 | – | 0.37% | – |
| PLUG | New | PLUG POWER INC | $25,885,000 | – | 757,091 | – | 0.37% | – |
| OHI | New | OMEGA HEALTHCARE INVESTORS INCreit usd | $24,277,000 | – | 668,959 | – | 0.34% | – |
| UNP | New | UNION PACIFIC CORP | $23,855,000 | – | 108,496 | – | 0.34% | – |
| HBI | New | HANESBRANDS INC | $23,475,000 | – | 1,257,356 | – | 0.33% | – |
| RNG | New | RINGCENTRAL INC | $23,282,000 | – | 80,124 | – | 0.33% | – |
| BBY | New | BEST BUY CO INC | $22,720,000 | – | 197,655 | – | 0.32% | – |
| PRFT | New | PERFICIENT INC | $22,007,000 | – | 273,685 | – | 0.31% | – |
| DRI | New | DARDEN RESTAURANTS INC | $21,453,000 | – | 146,945 | – | 0.30% | – |
| DT | New | DYNATRACE INC | $20,854,000 | – | 357,027 | – | 0.30% | – |
| MU | New | MICRON TECHNOLOGY INC | $19,947,000 | – | 234,727 | – | 0.28% | – |
| PGR | New | PROGRESSIVE CORP/THE | $19,649,000 | – | 200,095 | – | 0.28% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC | $19,507,000 | – | 425,451 | – | 0.28% | – |
| OMC | New | OMNICOM GROUP INC | $18,062,000 | – | 225,797 | – | 0.26% | – |
| CL | New | COLGATE-PALMOLIVE CO | $17,254,000 | – | 212,195 | – | 0.24% | – |
| DLB | New | DOLBY LABORATORIES INC | $17,106,000 | – | 174,034 | – | 0.24% | – |
| MET | New | METLIFE INC | $16,327,000 | – | 272,838 | – | 0.23% | – |
| MS | New | MORGAN STANLEY | $16,177,000 | – | 176,470 | – | 0.23% | – |
| CDW | New | CDW CORP/DE | $15,493,000 | – | 88,732 | – | 0.22% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS INC | $15,375,000 | – | 145,924 | – | 0.22% | – |
| OZK | New | BANK OZK | $14,884,000 | – | 353,041 | – | 0.21% | – |
| SITE | New | SITEONE LANDSCAPE SUPPLY INC | $14,604,000 | – | 86,314 | – | 0.21% | – |
| HAS | New | HASBRO INC | $14,585,000 | – | 154,320 | – | 0.21% | – |
| KMB | New | KIMBERLY-CLARK CORP | $14,226,000 | – | 106,398 | – | 0.20% | – |
| K | New | KELLOGG CO | $13,661,000 | – | 212,364 | – | 0.19% | – |
| STAA | New | STAAR SURGICAL CO | $12,481,000 | – | 81,934 | – | 0.18% | – |
| PKG | New | PACKAGING CORP OF AMERICA | $12,157,000 | – | 89,808 | – | 0.17% | – |
| SE | New | SEA LTDadr usd | $11,502,000 | – | 41,900 | – | 0.16% | – |
| VEEV | New | VEEVA SYSTEMS INC | $11,417,000 | – | 36,708 | – | 0.16% | – |
| XPEV | New | XPENG INCadr usd | $10,876,000 | – | 245,000 | – | 0.16% | – |
| VCYT | New | VERACYTE INC | $10,823,000 | – | 271,040 | – | 0.15% | – |
| GDS | New | GDS HOLDINGS LTDadr usd | $10,730,000 | – | 136,700 | – | 0.15% | – |
| FB | New | FACEBOOK INC | $9,923,000 | – | 28,539 | – | 0.14% | – |
| PEN | New | PENUMBRA INC | $8,047,000 | – | 29,335 | – | 0.11% | – |
| PLMR | New | PALOMAR HOLDINGS INC | $7,702,000 | – | 102,150 | – | 0.11% | – |
| COLD | New | AMERICOLD REALTY TRUSTreit usd | $6,474,000 | – | 171,099 | – | 0.09% | – |
| KC | New | KINGSOFT CLOUD HOLDINGS LTDadr usd | $6,404,000 | – | 188,900 | – | 0.09% | – |
| AWK | New | AMERICAN WATER WORKS CO INC | $6,334,000 | – | 41,100 | – | 0.09% | – |
| PCT | New | PURECYCLE TECHNOLOGIES INC | $6,071,000 | – | 257,025 | – | 0.09% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC | $5,665,000 | – | 20,398 | – | 0.08% | – |
| HD | New | HOME DEPOT INC/THE | $5,557,000 | – | 17,433 | – | 0.08% | – |
| BLI | New | BERKELEY LIGHTS INC | $5,521,000 | – | 123,230 | – | 0.08% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $5,370,000 | – | 13,411 | – | 0.08% | – |
| HNST | New | HONEST CO INC/THE | $4,524,000 | – | 279,453 | – | 0.06% | – |
| DHR | New | DANAHER CORP | $4,303,000 | – | 16,037 | – | 0.06% | – |
| ABBV | New | ABBVIE INC | $4,190,000 | – | 37,211 | – | 0.06% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $4,132,000 | – | 8,191 | – | 0.06% | – |
| BLK | New | BLACKROCK INC | $3,967,000 | – | 4,532 | – | 0.06% | – |
| IDXX | New | IDEXX LABORATORIES INC | $3,655,000 | – | 5,788 | – | 0.05% | – |
| TMUS | New | T-MOBILE US INC | $3,494,000 | – | 24,128 | – | 0.05% | – |
| COST | New | COSTCO WHOLESALE CORP | $3,550,000 | – | 8,971 | – | 0.05% | – |
| ZTS | New | ZOETIS INC | $3,539,000 | – | 18,995 | – | 0.05% | – |
| MMC | New | MARSH MCLENNAN COS INC | $3,334,000 | – | 23,696 | – | 0.05% | – |
| WAT | New | WATERS CORP | $3,335,000 | – | 9,662 | – | 0.05% | – |
| DEN | New | DENBURY INC | $3,313,000 | – | 43,200 | – | 0.05% | – |
| CAT | New | CATERPILLAR INC. | $3,338,000 | – | 15,336 | – | 0.05% | – |
| CG | New | CARLYLE GROUP INC/THE | $3,119,000 | – | 67,128 | – | 0.04% | – |
| KLAC | New | KLA CORP | $3,009,000 | – | 9,281 | – | 0.04% | – |
| ALL | New | ALLSTATE CORP/THE | $3,043,000 | – | 23,331 | – | 0.04% | – |
| WTS | New | WATTS WATER TECHNOLOGIES INC | $2,956,000 | – | 20,262 | – | 0.04% | – |
| JEF | New | JEFFERIES FINANCIAL GROUP INC | $2,922,000 | – | 85,459 | – | 0.04% | – |
| CX | New | CEMEX SAB DE CVadr usd | $2,982,000 | – | 355,035 | – | 0.04% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $2,930,000 | – | 11,047 | – | 0.04% | – |
| MAXR | New | MAXAR TECHNOLOGIES INC | $2,919,000 | – | 73,251 | – | 0.04% | – |
| DVA | New | DAVITA INC | $2,881,000 | – | 23,926 | – | 0.04% | – |
| ABT | New | ABBOTT LABORATORIES | $2,844,000 | – | 24,540 | – | 0.04% | – |
| DOV | New | DOVER CORP | $2,843,000 | – | 18,890 | – | 0.04% | – |
| LNG | New | CHENIERE ENERGY INC | $2,832,000 | – | 32,641 | – | 0.04% | – |
| MSA | New | MSA SAFETY INC | $2,806,000 | – | 16,946 | – | 0.04% | – |
| FLS | New | FLOWSERVE CORP | $2,768,000 | – | 68,666 | – | 0.04% | – |
| CNO | New | CNO FINANCIAL GROUP INC | $2,758,000 | – | 116,806 | – | 0.04% | – |
| URI | New | UNITED RENTALS INC | $2,661,000 | – | 8,343 | – | 0.04% | – |
| ESS | New | ESSEX PROPERTY TRUST INCreit usd | $2,626,000 | – | 8,753 | – | 0.04% | – |
| THRM | New | GENTHERM INC | $2,558,000 | – | 35,999 | – | 0.04% | – |
| GTN | New | GRAY TELEVISION INC | $2,506,000 | – | 107,182 | – | 0.04% | – |
| XLNX | New | XILINX INC | $2,450,000 | – | 16,936 | – | 0.04% | – |
| JBSS | New | JOHN B SANFILIPPO SON INC | $2,408,000 | – | 27,189 | – | 0.03% | – |
| LPLA | New | LPL FINANCIAL HOLDINGS INC | $2,396,000 | – | 17,749 | – | 0.03% | – |
| PHM | New | PULTEGROUP INC | $2,381,000 | – | 43,624 | – | 0.03% | – |
| ORLY | New | O'REILLY AUTOMOTIVE INC | $2,409,000 | – | 4,256 | – | 0.03% | – |
| PRAH | New | PRA HEALTH SCIENCES INC | $2,333,000 | – | 14,120 | – | 0.03% | – |
| MKC | New | MCCORMICK CO INC/MD | $2,289,000 | – | 25,927 | – | 0.03% | – |
| MDU | New | MDU RESOURCES GROUP INC | $2,269,000 | – | 72,423 | – | 0.03% | – |
| HSY | New | HERSHEY CO/THE | $2,254,000 | – | 12,940 | – | 0.03% | – |
| KIM | New | KIMCO REALTY CORPreit usd | $2,233,000 | – | 107,096 | – | 0.03% | – |
| WCC | New | WESCO INTERNATIONAL INC | $2,165,000 | – | 21,061 | – | 0.03% | – |
| PG | New | THE PROCTER GAMBLE COMPANY | $1,747,000 | – | 12,951 | – | 0.02% | – |
| DSGX | New | DESCARTES SYSTEMS GROUP INC/THE | $1,762,000 | – | 25,518 | – | 0.02% | – |
| MRTN | New | MARTEN TRANSPORT LTD | $1,534,000 | – | 93,040 | – | 0.02% | – |
| SCPL | New | SCIPLAY CORP | $1,520,000 | – | 89,828 | – | 0.02% | – |
| MFC | New | MANULIFE FINANCIAL CORP | $1,276,000 | – | 64,759 | – | 0.02% | – |
| EQIX | New | EQUINIX INCreit usd | $934,000 | – | 1,163 | – | 0.01% | – |
| CVX | New | CHEVRON CORP | $149,000 | – | 1,425 | – | 0.00% | – |
| VTRS | New | VIATRIS INC | $37,000 | – | 2,600 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EQIX | Exit | EQUINIX INCreit usd | $0 | – | -684 | – | -0.01% | – |
| MFC | Exit | MANULIFE FINANCIAL CORP | $0 | – | -64,759 | – | -0.02% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -24,472 | – | -0.03% | – |
| MCD | Exit | MCDONALD'S CORP | $0 | – | -6,674 | – | -0.03% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -14,936 | – | -0.03% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -57,552 | – | -0.03% | – |
| CAT | Exit | CATERPILLAR INC. | $0 | – | -10,896 | – | -0.03% | – |
| JBSS | Exit | JOHN B SANFILIPPO SON INC | $0 | – | -22,244 | – | -0.03% | – |
| CNQ | Exit | CANADIAN NATURAL RESOURCES LTD | $0 | – | -105,394 | – | -0.03% | – |
| PG | Exit | THE PROCTER GAMBLE COMPANY | $0 | – | -12,951 | – | -0.04% | – |
| CG | Exit | CARLYLE GROUP INC/THE | $0 | – | -71,633 | – | -0.04% | – |
| COG | Exit | CABOT OIL GAS CORP | $0 | – | -109,677 | – | -0.04% | – |
| HSY | Exit | HERSHEY CO/THE | $0 | – | -13,482 | – | -0.04% | – |
| WAT | Exit | WATERS CORP | $0 | – | -10,067 | – | -0.04% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -49,585 | – | -0.04% | – |
| MRTN | Exit | MARTEN TRANSPORT LTD | $0 | – | -126,993 | – | -0.04% | – |
| LPLA | Exit | LPL FINANCIAL HOLDINGS INC | $0 | – | -28,034 | – | -0.04% | – |
| DVA | Exit | DAVITA INC | $0 | – | -24,929 | – | -0.04% | – |
| KMPR | Exit | KEMPER CORP | $0 | – | -32,797 | – | -0.04% | – |
| CSWI | Exit | CSW INDUSTRIALS INC | $0 | – | -28,106 | – | -0.04% | – |
| ALL | Exit | ALLSTATE CORP/THE | $0 | – | -23,418 | – | -0.04% | – |
| MAXR | Exit | MAXAR TECHNOLOGIES INC | $0 | – | -88,804 | – | -0.04% | – |
| CNO | Exit | CNO FINANCIAL GROUP INC | $0 | – | -143,093 | – | -0.05% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HOLDING CORP | $0 | – | -28,463 | – | -0.05% | – |
| BAX | Exit | BAXTER INTERNATIONAL INC | $0 | – | -29,769 | – | -0.05% | – |
| MSA | Exit | MSA SAFETY INC | $0 | – | -17,656 | – | -0.05% | – |
| INTC | Exit | INTEL CORP | $0 | – | -46,442 | – | -0.05% | – |
| SCPL | Exit | SCIPLAY CORP | $0 | – | -158,834 | – | -0.05% | – |
| MKC | Exit | MCCORMICK CO INC/MD | $0 | – | -13,507 | – | -0.05% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -14,962 | – | -0.05% | – |
| KLAC | Exit | KLA CORP | $0 | – | -13,507 | – | -0.05% | – |
| JEF | Exit | JEFFERIES FINANCIAL GROUP INC | $0 | – | -145,683 | – | -0.05% | – |
| DSGX | Exit | DESCARTES SYSTEMS GROUP INC/THE | $0 | – | -46,743 | – | -0.05% | – |
| DIOD | Exit | DIODES INC | $0 | – | -46,366 | – | -0.05% | – |
| PHM | Exit | PULTEGROUP INC | $0 | – | -58,158 | – | -0.05% | – |
| XLNX | Exit | XILINX INC | $0 | – | -25,936 | – | -0.06% | – |
| WTS | Exit | WATTS WATER TECHNOLOGIES INC | $0 | – | -27,396 | – | -0.06% | – |
| DG | Exit | DOLLAR GENERAL CORP | $0 | – | -13,058 | – | -0.06% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -25,569 | – | -0.06% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -7,007 | – | -0.06% | – |
| MMC | Exit | MARSH MCLENNAN COS INC | $0 | – | -24,689 | – | -0.06% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -25,140 | – | -0.06% | – |
| PGR | Exit | PROGRESSIVE CORP/THE | $0 | – | -31,356 | – | -0.06% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -5,356 | – | -0.06% | – |
| ZTS | Exit | ZOETIS INC | $0 | – | -19,791 | – | -0.07% | – |
| COST | Exit | COSTCO WHOLESALE CORP | $0 | – | -9,347 | – | -0.07% | – |
| RCEL | Exit | AVITA THERAPEUTICS INC | $0 | – | -133,975 | – | -0.07% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -38,771 | – | -0.07% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INCreit usd | $0 | – | -251,888 | – | -0.07% | – |
| DHR | Exit | DANAHER CORP | $0 | – | -16,709 | – | -0.07% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -8,534 | – | -0.08% | – |
| KO | Exit | COCA-COLA CO/THE | $0 | – | -83,635 | – | -0.08% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC | $0 | – | -23,585 | – | -0.10% | – |
| KC | Exit | KINGSOFT CLOUD HOLDINGS LTDadr usd | $0 | – | -170,600 | – | -0.10% | – |
| HD | Exit | HOME DEPOT INC/THE | $0 | – | -18,164 | – | -0.10% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -532,403 | – | -0.11% | – |
| OHI | Exit | OMEGA HEALTHCARE INVESTORS INCreit usd | $0 | – | -197,015 | – | -0.12% | – |
| PEN | Exit | PENUMBRA INC | $0 | – | -32,294 | – | -0.13% | – |
| COLD | Exit | AMERICOLD REALTY TRUSTreit usd | $0 | – | -178,326 | – | -0.13% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -89,131 | – | -0.13% | – |
| INVH | Exit | INVITATION HOMES INCreit usd | $0 | – | -241,645 | – | -0.14% | – |
| SE | Exit | SEA LTDadr usd | $0 | – | -45,200 | – | -0.14% | – |
| VCYT | Exit | VERACYTE INC | $0 | – | -222,730 | – | -0.15% | – |
| STAA | Exit | STAAR SURGICAL CO | $0 | – | -131,043 | – | -0.15% | – |
| SUI | Exit | SUN COMMUNITIES INCreit usd | $0 | – | -52,908 | – | -0.15% | – |
| DLR | Exit | DIGITAL REALTY TRUST INCreit usd | $0 | – | -53,025 | – | -0.16% | – |
| CDW | Exit | CDW CORP/DE | $0 | – | -69,137 | – | -0.17% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -191,609 | – | -0.18% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORP | $0 | – | -123,149 | – | -0.19% | – |
| GDS | Exit | GDS HOLDINGS LTDadr usd | $0 | – | -121,100 | – | -0.20% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -35,562 | – | -0.20% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS INC | $0 | – | -158,676 | – | -0.22% | – |
| MA | Exit | MASTERCARD INC | $0 | – | -32,171 | – | -0.22% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -208,286 | – | -0.25% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -321,650 | – | -0.28% | – |
| DAVA | Exit | ENDAVA PLCadr usd | $0 | – | -232,072 | – | -0.30% | – |
| CLX | Exit | CLOROX CO/THE | $0 | – | -82,398 | – | -0.35% | – |
| VEEV | Exit | VEEVA SYSTEMS INC | $0 | – | -65,540 | – | -0.37% | – |
| DLB | Exit | DOLBY LABORATORIES INC | $0 | – | -292,317 | – | -0.39% | – |
| KR | Exit | KROGER CO/THE | $0 | – | -616,758 | – | -0.42% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -482,071 | – | -0.44% | – |
| PLMR | Exit | PALOMAR HOLDINGS INC | $0 | – | -221,563 | – | -0.47% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -246,623 | – | -0.51% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -316,016 | – | -0.52% | – |
| MLM | Exit | MARTIN MARIETTA MATERIALS INC | $0 | – | -111,257 | – | -0.53% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -55,383 | – | -0.55% | – |
| WSO | Exit | WATSCO INC | $0 | – | -117,220 | – | -0.55% | – |
| PYPL | Exit | PAYPAL HOLDINGS INC | $0 | – | -141,875 | – | -0.56% | – |
| ABMD | Exit | ABIOMED INC | $0 | – | -101,817 | – | -0.57% | – |
| FRPT | Exit | FRESHPET INC | $0 | – | -265,934 | – | -0.60% | – |
| SITE | Exit | SITEONE LANDSCAPE SUPPLY INC | $0 | – | -249,443 | – | -0.62% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -482,251 | – | -0.62% | – |
| PTON | Exit | PELOTON INTERACTIVE INC | $0 | – | -311,913 | – | -0.63% | – |
| EL | Exit | ESTEE LAUDER COS INC/THE | $0 | – | -146,775 | – | -0.65% | – |
| BAND | Exit | BANDWIDTH INC | $0 | – | -187,915 | – | -0.66% | – |
| PLNT | Exit | PLANET FITNESS INC | $0 | – | -536,816 | – | -0.67% | – |
| HAE | Exit | HAEMONETICS CORP | $0 | – | -399,068 | – | -0.70% | – |
| IT | Exit | GARTNER INC | $0 | – | -279,497 | – | -0.71% | – |
| SERV | Exit | TERMINIX GLOBAL HOLDINGS INC | $0 | – | -911,789 | – | -0.74% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -268,780 | – | -0.75% | – |
| EPAY | Exit | BOTTOMLINE TECHNOLOGIES DE INC | $0 | – | -892,423 | – | -0.76% | – |
| TXN | Exit | TEXAS INSTRUMENTS INC | $0 | – | -276,400 | – | -0.80% | – |
| ANSS | Exit | ANSYS INC | $0 | – | -120,621 | – | -0.80% | – |
| GOOGL | Exit | ALPHABET INC | $0 | – | -27,962 | – | -0.83% | – |
| RNG | Exit | RINGCENTRAL INC | $0 | – | -153,661 | – | -0.85% | – |
| RSG | Exit | REPUBLIC SERVICES INC | $0 | – | -456,831 | – | -0.86% | – |
| EVBG | Exit | EVERBRIDGE INC | $0 | – | -339,699 | – | -0.86% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING INC | $0 | – | -326,509 | – | -0.92% | – |
| DIS | Exit | WALT DISNEY CO/THE | $0 | – | -382,370 | – | -0.96% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -376,818 | – | -0.97% | – |
| CME | Exit | CME GROUP INC. | $0 | – | -289,797 | – | -0.98% | – |
| SHOP | Exit | SHOPIFY INC | $0 | – | -48,209 | – | -1.00% | – |
| EPAM | Exit | EPAM SYSTEMS INC | $0 | – | -153,726 | – | -1.00% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -73,891 | – | -1.06% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -178,421 | – | -1.12% | – |
| JD | Exit | JD.COM INCadr usd | $0 | – | -710,000 | – | -1.12% | – |
| TER | Exit | TERADYNE INC | $0 | – | -719,375 | – | -1.16% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -320,452 | – | -1.17% | – |
| FRC | Exit | FIRST REPUBLIC BANK/CA | $0 | – | -540,408 | – | -1.19% | – |
| SIVB | Exit | SVB FINANCIAL GROUP | $0 | – | -250,153 | – | -1.22% | – |
| MKTX | Exit | MARKETAXESS HOLDINGS INC | $0 | – | -128,486 | – | -1.25% | – |
| APD | Exit | AIR PRODUCTS AND CHEMICALS INC | $0 | – | -216,542 | – | -1.30% | – |
| PLUG | Exit | PLUG POWER INC | $0 | – | -4,843,022 | – | -1.31% | – |
| AMT | Exit | AMERICAN TOWER CORPreit usd | $0 | – | -281,749 | – | -1.38% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -181,015 | – | -1.40% | – |
| PODD | Exit | INSULET CORP | $0 | – | -293,061 | – | -1.40% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -342,494 | – | -1.43% | – |
| PFE | Exit | PFIZER INC | $0 | – | -1,978,067 | – | -1.47% | – |
| BABA | Exit | ALIBABA GROUP HOLDING LTDadr usd | $0 | – | -254,400 | – | -1.51% | – |
| TTEK | Exit | TETRA TECH INC | $0 | – | -837,480 | – | -1.62% | – |
| JNJ | Exit | JOHNSON JOHNSON | $0 | – | -544,971 | – | -1.64% | – |
| FIS | Exit | FIDELITY NATIONAL INFORMATION SERVICES INC | $0 | – | -558,604 | – | -1.66% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $0 | – | -1,029,616 | – | -1.69% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -187,869 | – | -1.84% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -1,125,985 | – | -2.03% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -461,996 | – | -2.22% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -306,937 | – | -2.26% | – |
| JPM | Exit | JPMORGAN CHASE CO. | $0 | – | -1,229,115 | – | -2.39% | – |
| TSLA | Exit | TESLA INC | $0 | – | -278,313 | – | -2.41% | – |
| FB | Exit | FACEBOOK INC | $0 | – | -465,939 | – | -2.47% | – |
| GOOG | Exit | ALPHABET INC | $0 | – | -97,505 | – | -2.90% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -566,880 | – | -3.18% | – |
| V | Exit | VISA INC | $0 | – | -902,978 | – | -3.65% | – |
| AAPL | Exit | APPLE INC | $0 | – | -2,190,718 | – | -5.12% | – |
| AMZN | Exit | AMAZON.COM INC | $0 | – | -80,829 | – | -5.14% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,311,566 | – | -5.58% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Buy | MICROSOFT CORP | $275,590,000 | +10.0% | 1,311,566 | +6.5% | 5.58% | -0.8% |
| AMZN | Sell | AMAZON.COM INC | $254,321,000 | +12.5% | 80,829 | -1.4% | 5.14% | +1.4% |
| AAPL | Buy | APPLE INC | $253,269,000 | +99.7% | 2,190,718 | +529.9% | 5.12% | +80.1% |
| V | Sell | VISA INC | $180,234,000 | +2.1% | 902,978 | -1.3% | 3.65% | -7.9% |
| NEE | Buy | NEXTERA ENERGY INC | $157,085,000 | +17.5% | 566,880 | +1.8% | 3.18% | +5.9% |
| GOOG | Sell | ALPHABET INC | $143,137,000 | -2.8% | 97,505 | -6.4% | 2.90% | -12.3% |
| FB | Sell | FACEBOOK INC | $121,932,000 | +8.6% | 465,939 | -5.7% | 2.47% | -2.0% |
| TSLA | Buy | TESLA INC | $119,346,000 | +56.4% | 278,313 | +293.5% | 2.41% | +41.0% |
| JPM | Sell | JPMORGAN CHASE CO. | $118,280,000 | +0.3% | 1,229,115 | -2.0% | 2.39% | -9.5% |
| AVGO | Sell | BROADCOM INC | $111,713,000 | +11.8% | 306,937 | -3.1% | 2.26% | +0.8% |
| SEDG | Sell | SOLAREDGE TECHNOLOGIES INC | $109,955,000 | +47.9% | 461,996 | -13.8% | 2.22% | +33.3% |
| ALB | Buy | ALBEMARLE CORP | $100,506,000 | +22.5% | 1,125,985 | +5.9% | 2.03% | +10.4% |
| NOW | Sell | SERVICENOW INC | $91,043,000 | +0.9% | 187,869 | -15.7% | 1.84% | -9.0% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $83,471,000 | +52.0% | 1,029,616 | +6.4% | 1.69% | +37.0% |
| FIS | Sell | FIDELITY NATIONAL INFORMATION SERVICES INC | $82,204,000 | +6.3% | 558,604 | -3.1% | 1.66% | -4.1% |
| JNJ | Buy | JOHNSON JOHNSON | $81,026,000 | +7.3% | 544,971 | +1.3% | 1.64% | -3.3% |
| TTEK | Buy | TETRA TECH INC | $79,979,000 | +26.3% | 837,480 | +4.7% | 1.62% | +13.9% |
| BABA | Buy | ALIBABA GROUP HOLDING LTDadr usd | $74,755,000 | +38.7% | 254,400 | +1.8% | 1.51% | +25.0% |
| PFE | Buy | PFIZER INC | $72,558,000 | +12.3% | 1,978,067 | +0.1% | 1.47% | +1.2% |
| BURL | Sell | BURLINGTON STORES INC | $70,605,000 | +2.5% | 342,494 | -2.1% | 1.43% | -7.6% |
| PODD | Sell | INSULET CORP | $69,356,000 | +18.5% | 293,061 | -2.7% | 1.40% | +6.9% |
| LMT | Sell | LOCKHEED MARTIN CORP | $69,378,000 | -7.2% | 181,015 | -11.7% | 1.40% | -16.4% |
| AMT | Sell | AMERICAN TOWER CORPreit usd | $68,056,000 | -7.6% | 281,749 | -1.2% | 1.38% | -16.7% |
| PLUG | Sell | PLUG POWER INC | $64,897,000 | +39.4% | 4,843,022 | -14.7% | 1.31% | +25.6% |
| APD | Buy | AIR PRODUCTS AND CHEMICALS INC | $64,501,000 | +41.0% | 216,542 | +14.2% | 1.30% | +27.1% |
| MKTX | Sell | MARKETAXESS HOLDINGS INC | $61,878,000 | -5.4% | 128,486 | -1.6% | 1.25% | -14.7% |
| SIVB | Sell | SVB FINANCIAL GROUP | $60,157,000 | +9.3% | 250,153 | -2.0% | 1.22% | -1.5% |
| FRC | Sell | FIRST REPUBLIC BANK/CA | $58,937,000 | -2.7% | 540,408 | -5.5% | 1.19% | -12.4% |
| OLED | Sell | UNIVERSAL DISPLAY CORP | $57,918,000 | +3.6% | 320,452 | -14.4% | 1.17% | -6.6% |
| TER | Sell | TERADYNE INC | $57,126,000 | -17.9% | 719,375 | -12.7% | 1.16% | -26.0% |
| JD | Sell | JD.COM INCadr usd | $55,096,000 | +28.9% | 710,000 | -0.0% | 1.12% | +16.3% |
| ILMN | Sell | ILLUMINA INC | $55,134,000 | -18.9% | 178,421 | -3.0% | 1.12% | -26.9% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $52,369,000 | +21.3% | 73,891 | -2.5% | 1.06% | +9.3% |
| EPAM | Sell | EPAM SYSTEMS INC | $49,693,000 | +18.0% | 153,726 | -8.0% | 1.00% | +6.3% |
| SHOP | Buy | SHOPIFY INC | $49,257,000 | +11.8% | 48,209 | +3.9% | 1.00% | +0.7% |
| CME | Sell | CME GROUP INC. | $48,439,000 | -8.0% | 289,797 | -10.6% | 0.98% | -17.1% |
| AVY | Sell | AVERY DENNISON CORP | $48,154,000 | +8.4% | 376,818 | -3.2% | 0.97% | -2.3% |
| DIS | Sell | WALT DISNEY CO/THE | $47,460,000 | +9.1% | 382,370 | -2.1% | 0.96% | -1.7% |
| ADP | New | AUTOMATIC DATA PROCESSING INC | $45,539,000 | – | 326,509 | – | 0.92% | – |
| RSG | Sell | REPUBLIC SERVICES INC | $42,641,000 | +10.9% | 456,831 | -2.5% | 0.86% | 0.0% |
| EVBG | Buy | EVERBRIDGE INC | $42,680,000 | -3.5% | 339,699 | +6.2% | 0.86% | -13.0% |
| RNG | Sell | RINGCENTRAL INC | $42,178,000 | -5.2% | 153,661 | -1.6% | 0.85% | -14.6% |
| GOOGL | Sell | ALPHABET INC | $40,954,000 | +1.8% | 27,962 | -1.5% | 0.83% | -8.3% |
| ANSS | Sell | ANSYS INC | $39,443,000 | +10.6% | 120,621 | -1.3% | 0.80% | -0.2% |
| TXN | Buy | TEXAS INSTRUMENTS INC | $39,447,000 | +2996.3% | 276,400 | +2654.6% | 0.80% | +2651.7% |
| EPAY | Sell | BOTTOMLINE TECHNOLOGIES DE INC | $37,625,000 | -21.9% | 892,423 | -6.1% | 0.76% | -29.6% |
| PEP | Buy | PEPSICO INC | $37,174,000 | +19.0% | 268,780 | +13.7% | 0.75% | +7.3% |
| SERV | Buy | TERMINIX GLOBAL HOLDINGS INC | $36,362,000 | +17.8% | 911,789 | +5.4% | 0.74% | +6.2% |
| IT | Buy | GARTNER INC | $34,915,000 | +6.4% | 279,497 | +3.3% | 0.71% | -4.2% |
| HAE | Sell | HAEMONETICS CORP | $34,799,000 | -25.3% | 399,068 | -23.3% | 0.70% | -32.7% |
| PLNT | Sell | PLANET FITNESS INC | $33,105,000 | -12.4% | 536,816 | -14.0% | 0.67% | -21.0% |
| BAND | Sell | BANDWIDTH INC | $32,804,000 | +17.8% | 187,915 | -14.5% | 0.66% | +6.2% |
| EL | Buy | ESTEE LAUDER COS INC/THE | $32,012,000 | +1279.8% | 146,775 | +1093.3% | 0.65% | +1146.2% |
| PTON | Sell | PELOTON INTERACTIVE INC | $30,942,000 | +68.6% | 311,913 | -1.8% | 0.63% | +51.9% |
| GILD | Buy | GILEAD SCIENCES INC | $30,451,000 | -13.7% | 482,251 | +5.1% | 0.62% | -22.2% |
| SITE | Sell | SITEONE LANDSCAPE SUPPLY INC | $30,422,000 | +4.5% | 249,443 | -2.5% | 0.62% | -5.8% |
| FRPT | Buy | FRESHPET INC | $29,686,000 | +58.4% | 265,934 | +18.7% | 0.60% | +42.8% |
| ABMD | New | ABIOMED INC | $28,159,000 | – | 101,817 | – | 0.57% | – |
| PYPL | Sell | PAYPAL HOLDINGS INC | $27,941,000 | +12.8% | 141,875 | -0.2% | 0.56% | +1.6% |
| WSO | Buy | WATSCO INC | $27,293,000 | +52.7% | 117,220 | +16.5% | 0.55% | +37.7% |
| ADBE | Sell | ADOBE INC | $27,117,000 | +10.5% | 55,383 | -1.8% | 0.55% | -0.4% |
| MLM | Sell | MARTIN MARIETTA MATERIALS INC | $26,185,000 | +11.1% | 111,257 | -2.5% | 0.53% | +0.2% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $25,566,000 | -5.5% | 316,016 | -11.3% | 0.52% | -14.8% |
| EXAS | Sell | EXACT SCIENCES CORP | $25,156,000 | +14.5% | 246,623 | -2.5% | 0.51% | +3.2% |
| PLMR | Sell | PALOMAR HOLDINGS INC | $23,065,000 | +18.3% | 221,563 | -2.5% | 0.47% | +6.9% |
| NUE | Buy | NUCOR CORP | $21,617,000 | +8.7% | 482,071 | +0.4% | 0.44% | -2.0% |
| KR | Sell | KROGER CO/THE | $20,902,000 | -2.4% | 616,758 | -2.5% | 0.42% | -11.9% |
| DLB | Sell | DOLBY LABORATORIES INC | $19,375,000 | -0.9% | 292,317 | -1.5% | 0.39% | -10.7% |
| VEEV | Sell | VEEVA SYSTEMS INC | $18,428,000 | +19.7% | 65,540 | -0.2% | 0.37% | +8.1% |
| CLX | Buy | CLOROX CO/THE | $17,314,000 | +11.4% | 82,398 | +16.3% | 0.35% | +0.3% |
| DAVA | Buy | ENDAVA PLCadr usd | $14,621,000 | +162.4% | 232,072 | +100.5% | 0.30% | +136.8% |
| PRFT | Sell | PERFICIENT INC | $13,738,000 | +16.9% | 321,650 | -2.1% | 0.28% | +5.3% |
| CVS | Sell | CVS HEALTH CORP | $12,160,000 | -12.3% | 208,286 | -2.5% | 0.25% | -20.9% |
| MA | Sell | MASTERCARD INC | $10,865,000 | +14.2% | 32,171 | -0.1% | 0.22% | +2.8% |
| MXIM | Sell | MAXIM INTEGRATED PRODUCTS INC | $10,725,000 | -71.8% | 158,676 | -74.7% | 0.22% | -74.5% |
| BIIB | Sell | BIOGEN INC | $10,073,000 | -70.5% | 35,562 | -72.2% | 0.20% | -73.4% |
| GDS | Sell | GDS HOLDINGS LTDadr usd | $9,910,000 | +2.7% | 121,100 | -0.2% | 0.20% | -7.8% |
| CINF | Buy | CINCINNATI FINANCIAL CORP | $9,603,000 | +42.9% | 123,149 | +17.3% | 0.19% | +28.5% |
| MU | Sell | MICRON TECHNOLOGY INC | $8,998,000 | -9.0% | 191,609 | -0.2% | 0.18% | -18.0% |
| CDW | Sell | CDW CORP/DE | $8,266,000 | +2.7% | 69,137 | -0.2% | 0.17% | -7.7% |
| DLR | Sell | DIGITAL REALTY TRUST INCreit usd | $7,773,000 | -2.7% | 53,025 | -5.7% | 0.16% | -12.3% |
| SUI | Sell | SUN COMMUNITIES INCreit usd | $7,444,000 | +3.5% | 52,908 | -0.2% | 0.15% | -6.2% |
| STAA | Sell | STAAR SURGICAL CO | $7,410,000 | -61.3% | 131,043 | -57.9% | 0.15% | -65.1% |
| VCYT | Sell | VERACYTE INC | $7,225,000 | +19.4% | 222,730 | -4.7% | 0.15% | +7.4% |
| SE | Sell | SEA LTDadr usd | $6,964,000 | -5.1% | 45,200 | -33.9% | 0.14% | -14.5% |
| CVX | Sell | CHEVRON CORP | $6,413,000 | -65.2% | 89,131 | -56.8% | 0.13% | -68.5% |
| COLD | Sell | AMERICOLD REALTY TRUSTreit usd | $6,372,000 | -45.8% | 178,326 | -45.1% | 0.13% | -51.1% |
| PEN | Sell | PENUMBRA INC | $6,274,000 | -33.7% | 32,294 | -38.9% | 0.13% | -40.1% |
| OHI | New | OMEGA HEALTHCARE INVESTORS INCreit usd | $5,897,000 | – | 197,015 | – | 0.12% | – |
| PLAB | Sell | PHOTRONICS INC | $5,303,000 | -13.6% | 532,403 | -3.5% | 0.11% | -22.5% |
| KC | Buy | KINGSOFT CLOUD HOLDINGS LTDadr usd | $5,019,000 | +125.5% | 170,600 | +141.6% | 0.10% | +104.0% |
| HD | Sell | HOME DEPOT INC/THE | $5,041,000 | +8.9% | 18,164 | -1.8% | 0.10% | -1.9% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC | $5,021,000 | +28.1% | 23,585 | +7.4% | 0.10% | +15.9% |
| KO | Buy | COCA-COLA CO/THE | $4,125,000 | +18.6% | 83,635 | +7.4% | 0.08% | +6.4% |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $3,763,000 | +30.8% | 8,534 | +7.3% | 0.08% | +16.9% |
| DHR | Sell | DANAHER CORP | $3,596,000 | +14.6% | 16,709 | -5.9% | 0.07% | +4.3% |
| SBRA | Sell | SABRA HEALTH CARE REIT INCreit usd | $3,471,000 | -68.2% | 251,888 | -66.8% | 0.07% | -71.4% |
| ABBV | Buy | ABBVIE INC | $3,394,000 | +15.7% | 38,771 | +29.7% | 0.07% | +4.5% |
| RCEL | New | AVITA THERAPEUTICS INC | $3,353,000 | – | 133,975 | – | 0.07% | – |
| COST | Sell | COSTCO WHOLESALE CORP | $3,317,000 | +10.1% | 9,347 | -6.0% | 0.07% | -1.5% |
| ZTS | Sell | ZOETIS INC | $3,272,000 | +11.9% | 19,791 | -7.2% | 0.07% | 0.0% |
| BLK | Buy | BLACKROCK INC | $3,018,000 | +31.0% | 5,356 | +26.4% | 0.06% | +17.3% |
| PGR | Buy | PROGRESSIVE CORP/THE | $2,968,000 | +26.9% | 31,356 | +7.4% | 0.06% | +15.4% |
| TMUS | Buy | T-MOBILE US INC | $2,874,000 | +17.8% | 25,140 | +7.4% | 0.06% | +5.5% |
| MMC | Buy | MARSH MCLENNAN COS INC | $2,830,000 | +14.7% | 24,689 | +7.4% | 0.06% | +3.6% |
| ABT | Buy | ABBOTT LABORATORIES | $2,782,000 | +27.8% | 25,569 | +7.4% | 0.06% | +14.3% |
| IDXX | Sell | IDEXX LABORATORIES INC | $2,753,000 | +9.2% | 7,007 | -8.3% | 0.06% | -1.8% |
| XLNX | Buy | XILINX INC | $2,704,000 | +13.9% | 25,936 | +7.4% | 0.06% | +3.8% |
| DG | Sell | DOLLAR GENERAL CORP | $2,736,000 | +0.4% | 13,058 | -8.7% | 0.06% | -9.8% |
| WTS | Buy | WATTS WATER TECHNOLOGIES INC | $2,743,000 | +32.7% | 27,396 | +7.4% | 0.06% | +19.6% |
| PHM | Sell | PULTEGROUP INC | $2,692,000 | +20.5% | 58,158 | -11.4% | 0.05% | +8.0% |
| JEF | Buy | JEFFERIES FINANCIAL GROUP INC | $2,621,000 | +24.3% | 145,683 | +7.4% | 0.05% | +12.8% |
| MKC | Sell | MCCORMICK CO INC/MD | $2,620,000 | -0.8% | 13,507 | -8.3% | 0.05% | -10.2% |
| DIOD | Buy | DIODES INC | $2,617,000 | +19.5% | 46,366 | +7.4% | 0.05% | +8.2% |
| DSGX | Buy | DESCARTES SYSTEMS GROUP INC/THE | $2,642,000 | +15.6% | 46,743 | +7.4% | 0.05% | +3.9% |
| KLAC | Buy | KLA CORP | $2,615,000 | +7.0% | 13,507 | +7.4% | 0.05% | -3.6% |
| SCPL | Buy | SCIPLAY CORP | $2,573,000 | +17.3% | 158,834 | +7.4% | 0.05% | +6.1% |
| INTC | Buy | INTEL CORP | $2,404,000 | -7.1% | 46,442 | +7.4% | 0.05% | -15.5% |
| BAX | Buy | BAXTER INTERNATIONAL INC | $2,394,000 | +0.3% | 29,769 | +7.4% | 0.05% | -11.1% |
| MSA | Buy | MSA SAFETY INC | $2,369,000 | +25.9% | 17,656 | +7.4% | 0.05% | +14.3% |
| BAH | Sell | BOOZ ALLEN HAMILTON HOLDING CORP | $2,360,000 | -3.8% | 28,463 | -9.7% | 0.05% | -12.7% |
| CNO | Buy | CNO FINANCIAL GROUP INC | $2,295,000 | +10.7% | 143,093 | +7.4% | 0.05% | -2.1% |
| MAXR | Sell | MAXAR TECHNOLOGIES INC | $2,205,000 | -1.4% | 88,804 | -29.0% | 0.04% | -10.0% |
| ALL | Buy | ALLSTATE CORP/THE | $2,203,000 | +4.2% | 23,418 | +7.4% | 0.04% | -4.3% |
| KMPR | Buy | KEMPER CORP | $2,191,000 | +22.4% | 32,797 | +32.7% | 0.04% | +10.0% |
| CSWI | Sell | CSW INDUSTRIALS INC | $2,171,000 | +5.0% | 28,106 | -6.1% | 0.04% | -4.3% |
| DVA | Buy | DAVITA INC | $2,134,000 | +16.2% | 24,929 | +7.4% | 0.04% | +4.9% |
| LPLA | Buy | LPL FINANCIAL HOLDINGS INC | $2,149,000 | +5.0% | 28,034 | +7.4% | 0.04% | -6.5% |
| MRTN | Buy | MARTEN TRANSPORT LTD | $2,071,000 | +4.4% | 126,993 | +61.0% | 0.04% | -4.5% |
| THRM | Sell | GENTHERM INC | $2,027,000 | -7.9% | 49,585 | -12.5% | 0.04% | -16.3% |
| WAT | Buy | WATERS CORP | $1,970,000 | +16.5% | 10,067 | +7.3% | 0.04% | +5.3% |
| HSY | Sell | HERSHEY CO/THE | $1,932,000 | -5.1% | 13,482 | -14.1% | 0.04% | -15.2% |
| COG | Buy | CABOT OIL GAS CORP | $1,903,000 | +8.5% | 109,677 | +7.4% | 0.04% | -2.6% |
| CG | Buy | CARLYLE GROUP INC/THE | $1,766,000 | -5.1% | 71,633 | +7.4% | 0.04% | -14.3% |
| PG | Buy | THE PROCTER GAMBLE COMPANY | $1,798,000 | +24.8% | 12,951 | +7.4% | 0.04% | +12.5% |
| CNQ | Buy | CANADIAN NATURAL RESOURCES LTD | $1,680,000 | -1.1% | 105,394 | +7.4% | 0.03% | -10.5% |
| JBSS | Buy | JOHN B SANFILIPPO SON INC | $1,677,000 | -5.1% | 22,244 | +7.4% | 0.03% | -15.0% |
| CAT | Buy | CATERPILLAR INC. | $1,624,000 | +26.6% | 10,896 | +7.3% | 0.03% | +13.8% |
| FLS | Buy | FLOWSERVE CORP | $1,571,000 | +2.7% | 57,552 | +7.4% | 0.03% | -5.9% |
| PRAH | Buy | PRA HEALTH SCIENCES INC | $1,514,000 | +12.0% | 14,936 | +7.4% | 0.03% | +3.3% |
| MCD | Buy | MCDONALD'S CORP | $1,465,000 | +27.8% | 6,674 | +7.4% | 0.03% | +15.4% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $1,455,000 | +15.9% | 24,472 | +7.4% | 0.03% | +3.6% |
| TMUSR | Exit | T-MOBILE US INCright usd | $0 | – | -23,418 | – | 0.00% | – |
| ROAD | Exit | CONSTRUCTION PARTNERS INC | $0 | – | -16,502 | – | -0.01% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -26,137 | – | -0.02% | – |
| WM | Exit | WASTE MANAGEMENT INC | $0 | – | -10,572 | – | -0.02% | – |
| DFS | Exit | DISCOVER FINANCIAL SERVICES | $0 | – | -25,916 | – | -0.03% | – |
| LXP | Exit | LEXINGTON REALTY TRUSTreit usd | $0 | – | -214,938 | – | -0.05% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -35,337 | – | -0.06% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -53,749 | – | -0.07% | – |
| NKE | Exit | NIKE INC | $0 | – | -32,628 | – | -0.07% | – |
| WUBA | Exit | 58.COM INCadr usd | $0 | – | -73,041 | – | -0.09% | – |
| HPP | Exit | HUDSON PACIFIC PROPERTIES INCreit usd | $0 | – | -228,368 | – | -0.13% | – |
| AOS | Exit | A O SMITH CORP | $0 | – | -308,156 | – | -0.33% | – |
| CL | Exit | COLGATE-PALMOLIVE CO | $0 | – | -430,461 | – | -0.71% | – |
| WORK | Exit | SLACK TECHNOLOGIES INC | $0 | – | -1,201,162 | – | -0.84% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | MICROSOFT CORP | $250,532,000 | – | 1,231,339 | – | 5.62% | – |
| AMZN | New | AMAZON.COM INC | $226,015,000 | – | 82,007 | – | 5.07% | – |
| V | New | VISA INC | $176,465,000 | – | 914,798 | – | 3.96% | – |
| GOOG | New | ALPHABET INC | $147,208,000 | – | 104,137 | – | 3.30% | – |
| NEE | New | NEXTERA ENERGY INC | $133,713,000 | – | 556,963 | – | 3.00% | – |
| AAPL | New | APPLE INC | $126,801,000 | – | 347,792 | – | 2.84% | – |
| JPM | New | JPMORGAN CHASE CO. | $117,882,000 | – | 1,254,285 | – | 2.64% | – |
| FB | New | FACEBOOK INC | $112,226,000 | – | 494,302 | – | 2.52% | – |
| AVGO | New | BROADCOM INC | $99,945,000 | – | 316,895 | – | 2.24% | – |
| NOW | New | SERVICENOW INC | $90,257,000 | – | 222,873 | – | 2.02% | – |
| ALB | New | ALBEMARLE CORP | $82,050,000 | – | 1,062,945 | – | 1.84% | – |
| FIS | New | FIDELITY NATIONAL INFORMATION SERVICES INC | $77,320,000 | – | 576,757 | – | 1.74% | – |
| TSLA | New | TESLA INC | $76,313,000 | – | 70,736 | – | 1.71% | – |
| JNJ | New | JOHNSON JOHNSON | $75,545,000 | – | 538,212 | – | 1.70% | – |
| LMT | New | LOCKHEED MARTIN CORP | $74,759,000 | – | 204,903 | – | 1.68% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES INC | $74,336,000 | – | 536,217 | – | 1.67% | – |
| AMT | New | AMERICAN TOWER CORPreit usd | $73,658,000 | – | 285,220 | – | 1.65% | – |
| TER | New | TERADYNE INC | $69,610,000 | – | 823,887 | – | 1.56% | – |
| BURL | New | BURLINGTON STORES INC | $68,914,000 | – | 349,713 | – | 1.55% | – |
| ILMN | New | ILLUMINA INC | $68,019,000 | – | 183,860 | – | 1.53% | – |
| MKTX | New | MARKETAXESS HOLDINGS INC | $65,418,000 | – | 130,622 | – | 1.47% | – |
| PFE | New | PFIZER INC | $64,627,000 | – | 1,976,936 | – | 1.45% | – |
| TTEK | New | TETRA TECH INC | $63,300,000 | – | 800,258 | – | 1.42% | – |
| FRC | New | FIRST REPUBLIC BANK/CA | $60,602,000 | – | 571,770 | – | 1.36% | – |
| PODD | New | INSULET CORP | $58,527,000 | – | 301,281 | – | 1.31% | – |
| OLED | New | UNIVERSAL DISPLAY CORP | $55,928,000 | – | 374,400 | – | 1.26% | – |
| SIVB | New | SVB FINANCIAL GROUP | $55,017,000 | – | 255,266 | – | 1.24% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $54,925,000 | – | 967,648 | – | 1.23% | – |
| BABA | New | ALIBABA GROUP HOLDING LTDadr usd | $53,908,000 | – | 249,900 | – | 1.21% | – |
| CME | New | CME GROUP INC. | $52,676,000 | – | 324,261 | – | 1.18% | – |
| EPAY | New | BOTTOMLINE TECHNOLOGIES DE INC | $48,152,000 | – | 950,310 | – | 1.08% | – |
| HAE | New | HAEMONETICS CORP | $46,603,000 | – | 520,408 | – | 1.05% | – |
| PLUG | New | PLUG POWER INC | $46,549,000 | – | 5,676,678 | – | 1.04% | – |
| APD | New | AIR PRODUCTS AND CHEMICALS INC | $45,744,000 | – | 189,574 | – | 1.03% | – |
| RNG | New | RINGCENTRAL INC | $44,503,000 | – | 156,145 | – | 1.00% | – |
| AVY | New | AVERY DENNISON CORP | $44,424,000 | – | 389,373 | – | 1.00% | – |
| EVBG | New | EVERBRIDGE INC | $44,212,000 | – | 319,963 | – | 0.99% | – |
| SHOP | New | SHOPIFY INC | $44,061,000 | – | 46,419 | – | 0.99% | – |
| DIS | New | WALT DISNEY CO/THE | $43,516,000 | – | 390,592 | – | 0.98% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $43,163,000 | – | 75,793 | – | 0.97% | – |
| JD | New | JD.COM INCadr usd | $42,740,000 | – | 710,200 | – | 0.96% | – |
| EPAM | New | EPAM SYSTEMS INC | $42,127,000 | – | 167,170 | – | 0.94% | – |
| GOOGL | New | ALPHABET INC | $40,247,000 | – | 28,385 | – | 0.90% | – |
| RSG | New | REPUBLIC SERVICES INC | $38,438,000 | – | 468,582 | – | 0.86% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS INC | $37,971,000 | – | 626,831 | – | 0.85% | – |
| PLNT | New | PLANET FITNESS INC | $37,797,000 | – | 624,132 | – | 0.85% | – |
| WORK | New | SLACK TECHNOLOGIES INC | $37,332,000 | – | 1,201,162 | – | 0.84% | – |
| ANSS | New | ANSYS INC | $35,653,000 | – | 122,212 | – | 0.80% | – |
| GILD | New | GILEAD SCIENCES INC | $35,302,000 | – | 458,820 | – | 0.79% | – |
| BIIB | New | BIOGEN INC | $34,189,000 | – | 127,928 | – | 0.77% | – |
| IT | New | GARTNER INC | $32,828,000 | – | 270,616 | – | 0.74% | – |
| CL | New | COLGATE-PALMOLIVE CO | $31,527,000 | – | 430,461 | – | 0.71% | – |
| PEP | New | PEPSICO INC | $31,246,000 | – | 236,369 | – | 0.70% | – |
| SERV | New | SERVICEMASTER GLOBAL HOLDINGS INC | $30,868,000 | – | 865,371 | – | 0.69% | – |
| SITE | New | SITEONE LANDSCAPE SUPPLY INC | $29,107,000 | – | 255,866 | – | 0.65% | – |
| BAND | New | BANDWIDTH INC | $27,855,000 | – | 219,766 | – | 0.62% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $27,041,000 | – | 356,408 | – | 0.61% | – |
| PYPL | New | PAYPAL HOLDINGS INC | $24,764,000 | – | 142,164 | – | 0.56% | – |
| ADBE | New | ADOBE INC | $24,542,000 | – | 56,414 | – | 0.55% | – |
| MLM | New | MARTIN MARIETTA MATERIALS INC | $23,568,000 | – | 114,119 | – | 0.53% | – |
| EXAS | New | EXACT SCIENCES CORP | $21,973,000 | – | 252,975 | – | 0.49% | – |
| KR | New | KROGER CO/THE | $21,409,000 | – | 632,655 | – | 0.48% | – |
| NUE | New | NUCOR CORP | $19,880,000 | – | 480,301 | – | 0.45% | – |
| DLB | New | DOLBY LABORATORIES INC | $19,551,000 | – | 296,806 | – | 0.44% | – |
| PLMR | New | PALOMAR HOLDINGS INC | $19,490,000 | – | 227,263 | – | 0.44% | – |
| STAA | New | STAAR SURGICAL CO | $19,164,000 | – | 311,407 | – | 0.43% | – |
| FRPT | New | FRESHPET INC | $18,739,000 | – | 223,995 | – | 0.42% | – |
| CVX | New | CHEVRON CORP | $18,414,000 | – | 206,387 | – | 0.41% | – |
| PTON | New | PELOTON INTERACTIVE INC | $18,347,000 | – | 317,585 | – | 0.41% | – |
| WSO | New | WATSCO INC | $17,875,000 | – | 100,629 | – | 0.40% | – |
| CLX | New | CLOROX CO/THE | $15,546,000 | – | 70,871 | – | 0.35% | – |
| VEEV | New | VEEVA SYSTEMS INC | $15,393,000 | – | 65,668 | – | 0.34% | – |
| AOS | New | A O SMITH CORP | $14,520,000 | – | 308,156 | – | 0.33% | – |
| CVS | New | CVS HEALTH CORP | $13,870,000 | – | 213,650 | – | 0.31% | – |
| PRFT | New | PERFICIENT INC | $11,755,000 | – | 328,454 | – | 0.26% | – |
| COLD | New | AMERICOLD REALTY TRUSTreit usd | $11,767,000 | – | 324,704 | – | 0.26% | – |
| SBRA | New | SABRA HEALTH CARE REIT INCreit usd | $10,925,000 | – | 758,144 | – | 0.24% | – |
| MU | New | MICRON TECHNOLOGY INC | $9,885,000 | – | 191,985 | – | 0.22% | – |
| GDS | New | GDS HOLDINGS LTDadr usd | $9,653,000 | – | 121,300 | – | 0.22% | – |
| MA | New | MASTERCARD INC | $9,516,000 | – | 32,204 | – | 0.21% | – |
| PEN | New | PENUMBRA INC | $9,462,000 | – | 52,846 | – | 0.21% | – |
| CDW | New | CDW CORP/DE | $8,047,000 | – | 69,273 | – | 0.18% | – |
| DLR | New | DIGITAL REALTY TRUST INCreit usd | $7,988,000 | – | 56,217 | – | 0.18% | – |
| SE | New | SEA LTDadr usd | $7,335,000 | – | 68,400 | – | 0.16% | – |
| SUI | New | SUN COMMUNITIES INCreit usd | $7,194,000 | – | 53,028 | – | 0.16% | – |
| CINF | New | CINCINNATI FINANCIAL CORP | $6,719,000 | – | 104,979 | – | 0.15% | – |
| INVH | New | INVITATION HOMES INCreit usd | $6,650,000 | – | 241,645 | – | 0.15% | – |
| PLAB | New | PHOTRONICS INC | $6,140,000 | – | 551,667 | – | 0.14% | – |
| VCYT | New | VERACYTE INC | $6,053,000 | – | 233,792 | – | 0.14% | – |
| HPP | New | HUDSON PACIFIC PROPERTIES INCreit usd | $5,743,000 | – | 228,368 | – | 0.13% | – |
| DAVA | New | ENDAVA PLCadr usd | $5,571,000 | – | 115,734 | – | 0.12% | – |
| HD | New | HOME DEPOT INC/THE | $4,628,000 | – | 18,497 | – | 0.10% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC | $3,919,000 | – | 21,970 | – | 0.09% | – |
| WUBA | New | 58.COM INCadr usd | $3,938,000 | – | 73,041 | – | 0.09% | – |
| KO | New | COCA-COLA CO/THE | $3,477,000 | – | 77,907 | – | 0.08% | – |
| NKE | New | NIKE INC | $3,198,000 | – | 32,628 | – | 0.07% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $3,159,000 | – | 53,749 | – | 0.07% | – |
| DHR | New | DANAHER CORP | $3,137,000 | – | 17,757 | – | 0.07% | – |
| COST | New | COSTCO WHOLESALE CORP | $3,014,000 | – | 9,946 | – | 0.07% | – |
| ZTS | New | ZOETIS INC | $2,925,000 | – | 21,331 | – | 0.07% | – |
| ABBV | New | ABBVIE INC | $2,934,000 | – | 29,899 | – | 0.07% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $2,877,000 | – | 7,950 | – | 0.06% | – |
| DG | New | DOLLAR GENERAL CORP | $2,725,000 | – | 14,306 | – | 0.06% | – |
| MKC | New | MCCORMICK CO INC/MD | $2,642,000 | – | 14,727 | – | 0.06% | – |
| INTC | New | INTEL CORP | $2,587,000 | – | 43,261 | – | 0.06% | – |
| IDXX | New | IDEXX LABORATORIES INC | $2,520,000 | – | 7,640 | – | 0.06% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $2,440,000 | – | 35,337 | – | 0.06% | – |
| MMC | New | MARSH MCLENNAN COS INC | $2,468,000 | – | 22,998 | – | 0.06% | – |
| BAH | New | BOOZ ALLEN HAMILTON HOLDING CORP | $2,452,000 | – | 31,532 | – | 0.06% | – |
| TMUS | New | T-MOBILE US INC | $2,439,000 | – | 23,418 | – | 0.06% | – |
| KLAC | New | KLA CORP | $2,443,000 | – | 12,582 | – | 0.06% | – |
| BAX | New | BAXTER INTERNATIONAL INC | $2,386,000 | – | 27,730 | – | 0.05% | – |
| XLNX | New | XILINX INC | $2,375,000 | – | 24,160 | – | 0.05% | – |
| EL | New | ESTEE LAUDER COS INC/THE | $2,320,000 | – | 12,300 | – | 0.05% | – |
| BLK | New | BLACKROCK INC | $2,304,000 | – | 4,239 | – | 0.05% | – |
| PGR | New | PROGRESSIVE CORP/THE | $2,338,000 | – | 29,209 | – | 0.05% | – |
| LXP | New | LEXINGTON REALTY TRUSTreit usd | $2,265,000 | – | 214,938 | – | 0.05% | – |
| DSGX | New | DESCARTES SYSTEMS GROUP INC/THE | $2,286,000 | – | 43,542 | – | 0.05% | – |
| MAXR | New | MAXAR TECHNOLOGIES INC | $2,237,000 | – | 125,127 | – | 0.05% | – |
| PHM | New | PULTEGROUP INC | $2,234,000 | – | 65,638 | – | 0.05% | – |
| KC | New | KINGSOFT CLOUD HOLDINGS LTDadr usd | $2,226,000 | – | 70,600 | – | 0.05% | – |
| URI | New | UNITED RENTALS INC | $2,230,000 | – | 14,962 | – | 0.05% | – |
| SCPL | New | SCIPLAY CORP | $2,193,000 | – | 147,956 | – | 0.05% | – |
| THRM | New | GENTHERM INC | $2,200,000 | – | 56,640 | – | 0.05% | – |
| DIOD | New | DIODES INC | $2,190,000 | – | 43,191 | – | 0.05% | – |
| ABT | New | ABBOTT LABORATORIES | $2,177,000 | – | 23,818 | – | 0.05% | – |
| CNO | New | CNO FINANCIAL GROUP INC | $2,074,000 | – | 133,293 | – | 0.05% | – |
| ALL | New | ALLSTATE CORP/THE | $2,115,000 | – | 21,814 | – | 0.05% | – |
| JEF | New | JEFFERIES FINANCIAL GROUP INC | $2,109,000 | – | 135,706 | – | 0.05% | – |
| CSWI | New | CSW INDUSTRIALS INC | $2,068,000 | – | 29,939 | – | 0.05% | – |
| LPLA | New | LPL FINANCIAL HOLDINGS INC | $2,047,000 | – | 26,114 | – | 0.05% | – |
| WTS | New | WATTS WATER TECHNOLOGIES INC | $2,067,000 | – | 25,520 | – | 0.05% | – |
| HSY | New | HERSHEY CO/THE | $2,035,000 | – | 15,704 | – | 0.05% | – |
| MRTN | New | MARTEN TRANSPORT LTD | $1,983,000 | – | 78,864 | – | 0.04% | – |
| MSA | New | MSA SAFETY INC | $1,882,000 | – | 16,447 | – | 0.04% | – |
| CG | New | CARLYLE GROUP INC/THE | $1,860,000 | – | 66,727 | – | 0.04% | – |
| DVA | New | DAVITA INC | $1,837,000 | – | 23,222 | – | 0.04% | – |
| KMPR | New | KEMPER CORP | $1,790,000 | – | 24,707 | – | 0.04% | – |
| JBSS | New | JOHN B SANFILIPPO SON INC | $1,768,000 | – | 20,721 | – | 0.04% | – |
| COG | New | CABOT OIL GAS CORP | $1,754,000 | – | 102,166 | – | 0.04% | – |
| CNQ | New | CANADIAN NATURAL RESOURCES LTD | $1,698,000 | – | 98,176 | – | 0.04% | – |
| WAT | New | WATERS CORP | $1,691,000 | – | 9,378 | – | 0.04% | – |
| FLS | New | FLOWSERVE CORP | $1,529,000 | – | 53,611 | – | 0.03% | – |
| PG | New | THE PROCTER GAMBLE COMPANY | $1,441,000 | – | 12,064 | – | 0.03% | – |
| PRAH | New | PRA HEALTH SCIENCES INC | $1,352,000 | – | 13,913 | – | 0.03% | – |
| CAT | New | CATERPILLAR INC. | $1,283,000 | – | 10,150 | – | 0.03% | – |
| DFS | New | DISCOVER FINANCIAL SERVICES | $1,298,000 | – | 25,916 | – | 0.03% | – |
| TXN | New | TEXAS INSTRUMENTS INC | $1,274,000 | – | 10,034 | – | 0.03% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $1,255,000 | – | 22,796 | – | 0.03% | – |
| MCD | New | MCDONALD'S CORP | $1,146,000 | – | 6,217 | – | 0.03% | – |
| COP | New | CONOCOPHILLIPS | $1,098,000 | – | 26,137 | – | 0.02% | – |
| WM | New | WASTE MANAGEMENT INC | $1,119,000 | – | 10,572 | – | 0.02% | – |
| MFC | New | MANULIFE FINANCIAL CORP | $877,000 | – | 64,759 | – | 0.02% | – |
| EQIX | New | EQUINIX INCreit usd | $480,000 | – | 684 | – | 0.01% | – |
| ROAD | New | CONSTRUCTION PARTNERS INC | $293,000 | – | 16,502 | – | 0.01% | – |
| TMUSR | New | T-MOBILE US INCright usd | $4,000 | – | 23,418 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PVAC | Exit | PENN VIRGINIA CORP | $0 | – | -21,000 | – | -0.02% | – |
| CBRE | Exit | CBRE GROUP INC | $0 | – | -20,619 | – | -0.03% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -13,134 | – | -0.03% | – |
| COST | Exit | COSTCO WHOLESALE CORP | $0 | – | -3,780 | – | -0.03% | – |
| MFC | Exit | MANULIFE FINANCIAL CORP | $0 | – | -64,759 | – | -0.03% | – |
| DE | Exit | DEERE CO | $0 | – | -6,971 | – | -0.03% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -4,117 | – | -0.03% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -13,913 | – | -0.04% | – |
| LXP | Exit | LEXINGTON REALTY TRUSTreit usd | $0 | – | -138,819 | – | -0.04% | – |
| EVR | Exit | EVERCORE INC | $0 | – | -18,902 | – | -0.04% | – |
| COF | Exit | CAPITAL ONE FINANCIAL CORP | $0 | – | -17,101 | – | -0.04% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -51,829 | – | -0.04% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIONS CORP | $0 | – | -26,269 | – | -0.04% | – |
| VEC | Exit | VECTRUS INC | $0 | – | -40,529 | – | -0.04% | – |
| EL | Exit | ESTEE LAUDER COS INC/THE | $0 | – | -8,153 | – | -0.04% | – |
| SON | Exit | SONOCO PRODUCTS CO | $0 | – | -28,593 | – | -0.04% | – |
| SONO | Exit | SONOS INC | $0 | – | -128,089 | – | -0.04% | – |
| PHM | Exit | PULTEGROUP INC | $0 | – | -47,516 | – | -0.05% | – |
| AJG | Exit | ARTHUR J GALLAGHER CO | $0 | – | -19,771 | – | -0.05% | – |
| FBP | Exit | FIRST BANCORP/PUERTO RICO | $0 | – | -181,249 | – | -0.05% | – |
| XLNX | Exit | XILINX INC | $0 | – | -19,042 | – | -0.05% | – |
| AMP | Exit | AMERIPRISE FINANCIAL INC | $0 | – | -12,356 | – | -0.05% | – |
| MKC | Exit | MCCORMICK CO INC/MD | $0 | – | -11,973 | – | -0.05% | – |
| COLD | Exit | AMERICOLD REALTY TRUSTreit usd | $0 | – | -51,381 | – | -0.05% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -24,808 | – | -0.05% | – |
| EQR | Exit | EQUITY RESIDENTIALreit usd | $0 | – | -22,169 | – | -0.05% | – |
| WCN | Exit | WASTE CONNECTIONS INC | $0 | – | -20,847 | – | -0.05% | – |
| FTDR | Exit | FRONTDOOR INC | $0 | – | -39,447 | – | -0.05% | – |
| WTS | Exit | WATTS WATER TECHNOLOGIES INC | $0 | – | -20,687 | – | -0.05% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT INC | $0 | – | -29,037 | – | -0.05% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -36,311 | – | -0.05% | – |
| DFS | Exit | DISCOVER FINANCIAL SERVICES | $0 | – | -25,916 | – | -0.06% | – |
| MMC | Exit | MARSH MCLENNAN COS INC | $0 | – | -20,735 | – | -0.06% | – |
| WAT | Exit | WATERS CORP | $0 | – | -9,378 | – | -0.06% | – |
| WM | Exit | WASTE MANAGEMENT INC | $0 | – | -18,800 | – | -0.06% | – |
| NKE | Exit | NIKE INC | $0 | – | -23,035 | – | -0.06% | – |
| TRV | Exit | TRAVELERS COS INC/THE | $0 | – | -14,455 | – | -0.06% | – |
| SF | Exit | STIFEL FINANCIAL CORP | $0 | – | -37,623 | – | -0.06% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -13,579 | – | -0.06% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HOLDING CORP | $0 | – | -31,532 | – | -0.06% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -39,490 | – | -0.06% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -20,418 | – | -0.06% | – |
| DG | Exit | DOLLAR GENERAL CORP | $0 | – | -14,306 | – | -0.06% | – |
| PGR | Exit | PROGRESSIVE CORP/THE | $0 | – | -29,209 | – | -0.06% | – |
| BCE | Exit | BCE INC | $0 | – | -47,609 | – | -0.06% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -47,079 | – | -0.06% | – |
| BAX | Exit | BAXTER INTERNATIONAL INC | $0 | – | -27,730 | – | -0.06% | – |
| HSY | Exit | HERSHEY CO/THE | $0 | – | -15,704 | – | -0.06% | – |
| CAT | Exit | CATERPILLAR INC. | $0 | – | -19,182 | – | -0.06% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -8,921 | – | -0.06% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -31,768 | – | -0.07% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -12,820 | – | -0.07% | – |
| PLNT | Exit | PLANET FITNESS INC | $0 | – | -43,241 | – | -0.07% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -11,779 | – | -0.07% | – |
| KLAC | Exit | KLA CORP | $0 | – | -16,166 | – | -0.07% | – |
| PEN | Exit | PENUMBRA INC | $0 | – | -19,548 | – | -0.07% | – |
| ZTS | Exit | ZOETIS INC | $0 | – | -21,331 | – | -0.07% | – |
| DHR | Exit | DANAHER CORP | $0 | – | -20,074 | – | -0.08% | – |
| STAA | Exit | STAAR SURGICAL CO | $0 | – | -111,670 | – | -0.08% | – |
| TXN | Exit | TEXAS INSTRUMENTS INC | $0 | – | -23,265 | – | -0.08% | – |
| MCD | Exit | MCDONALD'S CORP | $0 | – | -14,109 | – | -0.08% | – |
| T | Exit | ATT INC | $0 | – | -84,476 | – | -0.08% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -54,924 | – | -0.08% | – |
| INTC | Exit | INTEL CORP | $0 | – | -62,851 | – | -0.08% | – |
| VCYT | Exit | VERACYTE INC | $0 | – | -134,331 | – | -0.08% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -114,132 | – | -0.09% | – |
| MA | Exit | MASTERCARD INC | $0 | – | -13,527 | – | -0.10% | – |
| KO | Exit | COCA-COLA CO/THE | $0 | – | -69,752 | – | -0.10% | – |
| HD | Exit | HOME DEPOT INC/THE | $0 | – | -16,645 | – | -0.10% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -54,698 | – | -0.10% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -136,971 | – | -0.10% | – |
| WUBA | Exit | 58.COM INCadr usd | $0 | – | -93,300 | – | -0.12% | – |
| ESE | Exit | ESCO TECHNOLOGIES INC | $0 | – | -71,096 | – | -0.15% | – |
| ZIXI | Exit | ZIX CORP | $0 | – | -782,077 | – | -0.15% | – |
| GDS | Exit | GDS HOLDINGS LTDadr usd | $0 | – | -146,100 | – | -0.15% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -184,725 | – | -0.15% | – |
| VVI | Exit | VIAD CORP | $0 | – | -90,641 | – | -0.16% | – |
| WIFI | Exit | BOINGO WIRELESS INC | $0 | – | -555,888 | – | -0.16% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -64,980 | – | -0.17% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -28,109 | – | -0.17% | – |
| CHD | Exit | CHURCH DWIGHT CO INC | $0 | – | -102,228 | – | -0.20% | – |
| PYPL | Exit | PAYPAL HOLDINGS INC | $0 | – | -74,650 | – | -0.20% | – |
| BAND | Exit | BANDWIDTH INC | $0 | – | -121,673 | – | -0.21% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -190,556 | – | -0.22% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -166,925 | – | -0.22% | – |
| RNG | Exit | RINGCENTRAL INC | $0 | – | -67,814 | – | -0.22% | – |
| TRTX | Exit | TPG RE FINANCE TRUST INCreit usd | $0 | – | -438,733 | – | -0.23% | – |
| HST | Exit | HOST HOTELS RESORTS INCreit usd | $0 | – | -525,056 | – | -0.24% | – |
| STWD | Exit | STARWOOD PROPERTY TRUST INCreit usd | $0 | – | -383,100 | – | -0.24% | – |
| CLX | Exit | CLOROX CO/THE | $0 | – | -63,329 | – | -0.25% | – |
| VEEV | Exit | VEEVA SYSTEMS INC | $0 | – | -63,000 | – | -0.25% | – |
| EVBG | Exit | EVERBRIDGE INC | $0 | – | -163,979 | – | -0.27% | – |
| WORK | Exit | SLACK TECHNOLOGIES INC | $0 | – | -449,941 | – | -0.28% | – |
| TWO | Exit | TWO HARBORS INVESTMENT CORPreit usd | $0 | – | -875,479 | – | -0.30% | – |
| NRZ | Exit | NEW RESIDENTIAL INVESTMENT CORPreit usd | $0 | – | -736,893 | – | -0.30% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -213,864 | – | -0.36% | – |
| GPMT | Exit | GRANITE POINT MORTGAGE TRUST INCreit usd | $0 | – | -757,950 | – | -0.38% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORP | $0 | – | -126,410 | – | -0.39% | – |
| WSO | Exit | WATSCO INC | $0 | – | -91,135 | – | -0.41% | – |
| PLUG | Exit | PLUG POWER INC | $0 | – | -5,894,797 | – | -0.41% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -1,450,367 | – | -0.42% | – |
| CDW | Exit | CDW CORP/DE | $0 | – | -128,182 | – | -0.42% | – |
| SITE | Exit | SITEONE LANDSCAPE SUPPLY INC | $0 | – | -215,422 | – | -0.42% | – |
| COHR | Exit | COHERENT INC | $0 | – | -109,225 | – | -0.44% | – |
| GDOT | Exit | GREEN DOT CORP | $0 | – | -669,339 | – | -0.45% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -441,603 | – | -0.45% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -162,437 | – | -0.51% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -134,394 | – | -0.60% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -84,817 | – | -0.62% | – |
| EPAY | Exit | BOTTOMLINE TECHNOLOGIES DE INC | $0 | – | -616,548 | – | -0.64% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -593,430 | – | -0.77% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -580,598 | – | -0.81% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS INC | $0 | – | -537,232 | – | -0.82% | – |
| HXL | Exit | HEXCEL CORP | $0 | – | -401,631 | – | -0.87% | – |
| GOOGL | Exit | ALPHABET INC | $0 | – | -27,152 | – | -0.87% | – |
| IT | Exit | GARTNER INC | $0 | – | -242,655 | – | -0.92% | – |
| BABA | Exit | ALIBABA GROUP HOLDING LTDadr usd | $0 | – | -207,400 | – | -0.92% | – |
| APD | Exit | AIR PRODUCTS CHEMICALS INC | $0 | – | -158,726 | – | -0.93% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -403,570 | – | -0.96% | – |
| FRC | Exit | FIRST REPUBLIC BANK/CA | $0 | – | -382,170 | – | -0.98% | – |
| TSLA | Exit | TESLA INC | $0 | – | -154,778 | – | -0.98% | – |
| RSG | Exit | REPUBLIC SERVICES INC | $0 | – | -437,256 | – | -1.00% | – |
| CL | Exit | COLGATE-PALMOLIVE CO | $0 | – | -525,414 | – | -1.02% | – |
| SIVB | Exit | SVB FINANCIAL GROUP | $0 | – | -194,016 | – | -1.07% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -75,869 | – | -1.08% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $0 | – | -884,709 | – | -1.08% | – |
| SEDG | Exit | SOLAREDGE TECHNOLOGIES INC | $0 | – | -512,928 | – | -1.13% | – |
| TER | Exit | TERADYNE INC | $0 | – | -756,515 | – | -1.16% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -655,946 | – | -1.20% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -410,556 | – | -1.23% | – |
| EPAM | Exit | EPAM SYSTEMS INC | $0 | – | -266,950 | – | -1.28% | – |
| FB | Exit | FACEBOOK INC | $0 | – | -273,523 | – | -1.28% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -174,007 | – | -1.40% | – |
| XYL | Exit | XYLEM INC/NY | $0 | – | -693,148 | – | -1.46% | – |
| EOG | Exit | EOG RESOURCES INC | $0 | – | -746,569 | – | -1.46% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -477,048 | – | -1.49% | – |
| PODD | Exit | INSULET CORP | $0 | – | -376,156 | – | -1.64% | – |
| AAPL | Exit | APPLE INC | $0 | – | -279,158 | – | -1.65% | – |
| FIS | Exit | FIDELITY NATIONAL INFORMATION SERVICES INC | $0 | – | -502,733 | – | -1.76% | – |
| BA | Exit | BOEING CO/THE | $0 | – | -180,656 | – | -1.81% | – |
| ANSS | Exit | ANSYS INC | $0 | – | -311,712 | – | -1.82% | – |
| PFE | Exit | PFIZER INC | $0 | – | -2,019,412 | – | -1.91% | – |
| AVGO | Exit | BROADCOM INC | $0 | – | -274,946 | – | -2.00% | – |
| TTEK | Exit | TETRA TECH INC | $0 | – | -991,433 | – | -2.27% | – |
| SERV | Exit | SERVICEMASTER GLOBAL HOLDINGS INC | $0 | – | -1,556,039 | – | -2.29% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -224,247 | – | -2.31% | – |
| CME | Exit | CME GROUP INC. | $0 | – | -414,399 | – | -2.31% | – |
| JNJ | Exit | JOHNSON JOHNSON | $0 | – | -695,153 | – | -2.37% | – |
| AMT | Exit | AMERICAN TOWER CORPreit usd | $0 | – | -408,332 | – | -2.38% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -359,866 | – | -2.41% | – |
| MKTX | Exit | MARKETAXESS HOLDINGS INC | $0 | – | -280,930 | – | -2.43% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -520,770 | – | -2.74% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -768,147 | – | -2.82% | – |
| AMZN | Exit | AMAZON.COM INC | $0 | – | -70,217 | – | -3.21% | – |
| JPM | Exit | JPMORGAN CHASE CO. | $0 | – | -1,138,381 | – | -3.53% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -612,375 | – | -3.76% | – |
| GOOG | Exit | ALPHABET INC | $0 | – | -128,048 | – | -4.12% | – |
| V | Exit | VISA INC | $0 | – | -918,176 | – | -4.18% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| V | Buy | VISA INC | $158,642,000 | +46.1% | 918,176 | +46.0% | 4.18% | +42.8% |
| GOOG | Buy | ALPHABET INC | $156,026,000 | +26.7% | 128,048 | +12.3% | 4.12% | +23.8% |
| NEE | Sell | NEXTERA ENERGY INC | $142,660,000 | +2.8% | 612,375 | -9.6% | 3.76% | +0.5% |
| JPM | Buy | JPMORGAN CHASE CO. | $133,954,000 | +50.0% | 1,138,381 | +42.5% | 3.53% | +46.6% |
| AMZN | Sell | AMAZON.COM INC | $121,836,000 | -8.3% | 70,217 | -0.1% | 3.21% | -10.4% |
| MSFT | Buy | MICROSOFT CORP | $106,782,000 | +6.6% | 768,147 | +2.7% | 2.82% | +4.2% |
| BURL | Sell | BURLINGTON STORES INC | $104,024,000 | +0.4% | 520,770 | -14.6% | 2.74% | -1.9% |
| MKTX | Sell | MARKETAXESS HOLDINGS INC | $91,968,000 | -25.7% | 280,930 | -27.1% | 2.43% | -27.4% |
| NOW | Sell | SERVICENOW INC | $91,338,000 | -12.9% | 359,866 | -5.5% | 2.41% | -14.9% |
| AMT | Sell | AMERICAN TOWER CORPreit usd | $90,266,000 | -1.7% | 408,332 | -9.1% | 2.38% | -3.9% |
| JNJ | Sell | JOHNSON JOHNSON | $89,952,000 | -8.4% | 695,153 | -1.6% | 2.37% | -10.5% |
| CME | Sell | CME GROUP INC. | $87,579,000 | +4.2% | 414,399 | -4.3% | 2.31% | +1.8% |
| LMT | Buy | LOCKHEED MARTIN CORP | $87,423,000 | +10.7% | 224,247 | +3.2% | 2.31% | +8.2% |
| SERV | Sell | SERVICEMASTER GLOBAL HOLDINGS INC | $86,967,000 | -2.8% | 1,556,039 | -9.4% | 2.29% | -5.0% |
| TTEK | Sell | TETRA TECH INC | $86,017,000 | -0.8% | 991,433 | -10.3% | 2.27% | -3.1% |
| AVGO | Buy | BROADCOM INC | $75,882,000 | -3.7% | 274,946 | +0.4% | 2.00% | -5.8% |
| PFE | Buy | PFIZER INC | $72,538,000 | -15.1% | 2,019,412 | +2.4% | 1.91% | -17.0% |
| ANSS | Sell | ANSYS INC | $69,019,000 | -3.6% | 311,712 | -10.8% | 1.82% | -5.7% |
| BA | Buy | BOEING CO/THE | $68,721,000 | +188.2% | 180,656 | +175.8% | 1.81% | +181.5% |
| FIS | New | FIDELITY NATIONAL INFORMATION SERVICES INC | $66,723,000 | – | 502,733 | – | 1.76% | – |
| AAPL | Buy | APPLE INC | $62,523,000 | +15.9% | 279,158 | +2.4% | 1.65% | +13.3% |
| PODD | Sell | INSULET CORP | $62,013,000 | -1.1% | 376,156 | -28.4% | 1.64% | -3.3% |
| CVX | Buy | CHEVRON CORP | $56,578,000 | +4.9% | 477,048 | +10.0% | 1.49% | +2.6% |
| ILMN | Buy | ILLUMINA INC | $52,935,000 | -11.7% | 174,007 | +6.9% | 1.40% | -13.6% |
| FB | Buy | FACEBOOK INC | $48,709,000 | -7.0% | 273,523 | +0.7% | 1.28% | -9.1% |
| EPAM | Sell | EPAM SYSTEMS INC | $48,670,000 | -9.5% | 266,950 | -14.1% | 1.28% | -11.6% |
| AVY | Buy | AVERY DENNISON CORP | $46,627,000 | -0.2% | 410,556 | +1.5% | 1.23% | -2.5% |
| ALB | Buy | ALBEMARLE CORP | $45,608,000 | +19.2% | 655,946 | +20.6% | 1.20% | +16.5% |
| TER | Sell | TERADYNE INC | $43,825,000 | -6.5% | 756,515 | -22.7% | 1.16% | -8.7% |
| SEDG | Buy | SOLAREDGE TECHNOLOGIES INC | $42,942,000 | +151.9% | 512,928 | +87.9% | 1.13% | +146.3% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $41,107,000 | +19.8% | 884,709 | +1.0% | 1.08% | +17.1% |
| SIVB | Sell | SVB FINANCIAL GROUP | $40,534,000 | -9.4% | 194,016 | -2.6% | 1.07% | -11.4% |
| RSG | New | REPUBLIC SERVICES INC | $37,840,000 | – | 437,256 | – | 1.00% | – |
| TSLA | Buy | TESLA INC | $37,263,000 | +19.3% | 154,778 | +10.7% | 0.98% | +16.6% |
| FRC | Buy | FIRST REPUBLIC BANK/CA | $36,948,000 | +1.4% | 382,170 | +2.2% | 0.98% | -0.8% |
| EXAS | Sell | EXACT SCIENCES CORP | $36,471,000 | -37.0% | 403,570 | -17.7% | 0.96% | -38.4% |
| APD | Buy | AIR PRODUCTS CHEMICALS INC | $35,203,000 | +14.7% | 158,726 | +17.1% | 0.93% | +12.2% |
| BABA | Buy | ALIBABA GROUP HOLDING LTDadr usd | $34,684,000 | +6.7% | 207,400 | +8.1% | 0.92% | +4.3% |
| IT | Buy | GARTNER INC | $34,678,000 | -10.1% | 242,655 | +1.1% | 0.92% | -12.1% |
| GOOGL | Sell | ALPHABET INC | $33,145,000 | +10.1% | 27,152 | -2.4% | 0.87% | +7.6% |
| MXIM | Buy | MAXIM INTEGRATED PRODUCTS INC | $31,107,000 | +4.6% | 537,232 | +8.0% | 0.82% | +2.2% |
| ATVI | Buy | ACTIVISION BLIZZARD INC | $30,719,000 | +28.6% | 580,598 | +14.7% | 0.81% | +25.6% |
| CSCO | Buy | CISCO SYSTEMS INC | $29,321,000 | +23.3% | 593,430 | +36.4% | 0.77% | +20.6% |
| EPAY | Buy | BOTTOMLINE TECHNOLOGIES DE INC | $24,261,000 | -3.9% | 616,548 | +8.1% | 0.64% | -6.0% |
| OLED | Sell | UNIVERSAL DISPLAY CORP | $22,557,000 | -20.6% | 134,394 | -11.0% | 0.60% | -22.4% |
| DRI | Buy | DARDEN RESTAURANTS INC | $19,205,000 | +8.2% | 162,437 | +11.4% | 0.51% | +5.8% |
| PRFT | Sell | PERFICIENT INC | $17,033,000 | +1.8% | 441,603 | -9.5% | 0.45% | -0.4% |
| GDOT | Sell | GREEN DOT CORP | $16,894,000 | -68.1% | 669,339 | -38.1% | 0.45% | -68.7% |
| COHR | Sell | COHERENT INC | $16,775,000 | -45.1% | 109,225 | -51.3% | 0.44% | -46.3% |
| PLAB | Buy | PHOTRONICS INC | $15,765,000 | +54.6% | 1,450,367 | +16.5% | 0.42% | +51.3% |
| PLUG | Buy | PLUG POWER INC | $15,444,000 | +43.9% | 5,894,797 | +22.5% | 0.41% | +40.3% |
| WSO | Buy | WATSCO INC | $15,412,000 | +16.4% | 91,135 | +12.5% | 0.41% | +14.0% |
| CINF | Buy | CINCINNATI FINANCIAL CORP | $14,743,000 | +26.9% | 126,410 | +12.7% | 0.39% | +23.9% |
| GPMT | Buy | GRANITE POINT MORTGAGE TRUST INCreit usd | $14,204,000 | +1.6% | 757,950 | +3.9% | 0.38% | -0.5% |
| NRZ | Buy | NEW RESIDENTIAL INVESTMENT CORPreit usd | $11,555,000 | +8.4% | 736,893 | +6.3% | 0.30% | +5.9% |
| TWO | Buy | TWO HARBORS INVESTMENT CORPreit usd | $11,486,000 | +8.8% | 875,479 | +4.9% | 0.30% | +6.3% |
| WORK | New | SLACK TECHNOLOGIES INC | $10,677,000 | – | 449,941 | – | 0.28% | – |
| EVBG | Sell | EVERBRIDGE INC | $10,116,000 | -31.2% | 163,979 | -0.3% | 0.27% | -32.7% |
| CLX | Buy | CLOROX CO/THE | $9,617,000 | +11.6% | 63,329 | +12.5% | 0.25% | +9.0% |
| STWD | Buy | STARWOOD PROPERTY TRUST INCreit usd | $9,275,000 | +7.1% | 383,100 | +0.4% | 0.24% | +4.7% |
| HST | Buy | HOST HOTELS RESORTS INCreit usd | $9,078,000 | +4.1% | 525,056 | +9.5% | 0.24% | +1.7% |
| TRTX | Buy | TPG RE FINANCE TRUST INCreit usd | $8,705,000 | +13.0% | 438,733 | +9.8% | 0.23% | +10.6% |
| RNG | Buy | RINGCENTRAL INC | $8,523,000 | +20.0% | 67,814 | +9.4% | 0.22% | +17.2% |
| NUE | Buy | NUCOR CORP | $8,499,000 | -1.6% | 166,925 | +6.5% | 0.22% | -3.9% |
| BAND | Sell | BANDWIDTH INC | $7,921,000 | -26.1% | 121,673 | -14.9% | 0.21% | -27.7% |
| CHD | New | CHURCH DWIGHT CO INC | $7,689,000 | – | 102,228 | – | 0.20% | – |
| NSP | Sell | INSPERITY INC | $6,401,000 | -47.4% | 64,980 | -34.7% | 0.17% | -48.5% |
| WIFI | Sell | BOINGO WIRELESS INC | $6,170,000 | -45.4% | 555,888 | -11.5% | 0.16% | -46.6% |
| VVI | Buy | VIAD CORP | $6,093,000 | +16.8% | 90,641 | +14.9% | 0.16% | +14.2% |
| ZUMZ | Buy | ZUMIEZ INC | $5,850,000 | +31.0% | 184,725 | +7.8% | 0.15% | +27.3% |
| ZIXI | Buy | ZIX CORP | $5,662,000 | +131.7% | 782,077 | +190.6% | 0.15% | +125.8% |
| ESE | Sell | ESCO TECHNOLOGIES INC | $5,652,000 | -19.7% | 71,096 | -16.7% | 0.15% | -21.6% |
| BAC | Buy | BANK OF AMERICA CORPORATION | $3,995,000 | +10.8% | 136,971 | +10.2% | 0.10% | +8.2% |
| XOM | Buy | EXXON MOBIL CORP | $3,862,000 | +22.0% | 54,698 | +32.4% | 0.10% | +20.0% |
| VCYT | New | VERACYTE INC | $3,217,000 | – | 134,331 | – | 0.08% | – |
| INTC | Buy | INTEL CORP | $3,238,000 | +467.1% | 62,851 | +426.9% | 0.08% | +466.7% |
| T | Buy | ATT INC | $3,195,000 | +84.9% | 84,476 | +63.8% | 0.08% | +78.7% |
| LVS | Buy | LAS VEGAS SANDS CORP | $3,171,000 | +243.2% | 54,924 | +251.3% | 0.08% | +236.0% |
| STAA | Sell | STAAR SURGICAL CO | $2,879,000 | -14.5% | 111,670 | -2.5% | 0.08% | -16.5% |
| PEN | Buy | PENUMBRA INC | $2,629,000 | +12.1% | 19,548 | +33.2% | 0.07% | +9.5% |
| RTN | Buy | RAYTHEON CO | $2,515,000 | +33.6% | 12,820 | +18.5% | 0.07% | +29.4% |
| CAT | New | CATERPILLAR INC. | $2,423,000 | – | 19,182 | – | 0.06% | – |
| COP | Buy | CONOCOPHILLIPS | $2,250,000 | +12.2% | 39,490 | +20.2% | 0.06% | +9.3% |
| CMI | Buy | CUMMINS INC | $2,210,000 | +15.0% | 13,579 | +21.0% | 0.06% | +11.5% |
| NKE | Buy | NIKE INC | $2,163,000 | +46.9% | 23,035 | +31.2% | 0.06% | +42.5% |
| WAT | Buy | WATERS CORP | $2,093,000 | +28.5% | 9,378 | +23.8% | 0.06% | +25.0% |
| EQR | Buy | EQUITY RESIDENTIALreit usd | $1,913,000 | +58.8% | 22,169 | +39.6% | 0.05% | +51.5% |
| XLNX | Buy | XILINX INC | $1,826,000 | +0.2% | 19,042 | +23.2% | 0.05% | -2.0% |
| SONO | New | SONOS INC | $1,715,000 | – | 128,089 | – | 0.04% | – |
| EL | New | ESTEE LAUDER COS INC/THE | $1,621,000 | – | 8,153 | – | 0.04% | – |
| VEC | New | VECTRUS INC | $1,648,000 | – | 40,529 | – | 0.04% | – |
| COF | New | CAPITAL ONE FINANCIAL CORP | $1,556,000 | – | 17,101 | – | 0.04% | – |
| STLD | Buy | STEEL DYNAMICS INC | $1,545,000 | +26.2% | 51,829 | +27.9% | 0.04% | +24.2% |
| DE | New | DEERE CO | $1,175,000 | – | 6,971 | – | 0.03% | – |
| CBRE | New | CBRE GROUP INC | $1,093,000 | – | 20,619 | – | 0.03% | – |
| ABT | New | ABBOTT LABORATORIES | $1,099,000 | – | 13,134 | – | 0.03% | – |
| COST | New | COSTCO WHOLESALE CORP | $1,089,000 | – | 3,780 | – | 0.03% | – |
| MSGN | Exit | MSG NETWORKS INC. | $0 | – | -52,700 | – | -0.03% | – |
| CNQ | Exit | CANADIAN NATURAL RESOURCES LIMITED | $0 | – | -45,587 | – | -0.03% | – |
| VICI | Exit | VICI PROPERTIES INC.reit usd | $0 | – | -59,792 | – | -0.04% | – |
| TAP | Exit | MOLSON COORS BREWING COMPANY | $0 | – | -25,085 | – | -0.04% | – |
| OLLI | Exit | OLLIE'S BARGAIN OUTLET HOLDINGS, INC. | $0 | – | -16,404 | – | -0.04% | – |
| VIAB | Exit | VIACOM INC. | $0 | – | -52,481 | – | -0.04% | – |
| CALM | Exit | CAL-MAINE FOODS, INC. | $0 | – | -37,541 | – | -0.04% | – |
| NOVT | Exit | NOVANTA INC. | $0 | – | -17,353 | – | -0.04% | – |
| MPWR | Exit | MONOLITHIC POWER SYSTEMS, INC. | $0 | – | -12,305 | – | -0.04% | – |
| R | Exit | RYDER SYSTEM, INC. | $0 | – | -29,799 | – | -0.05% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWARE, INC. | $0 | – | -18,367 | – | -0.06% | – |
| BKR | Exit | BAKER HUGHES, A GE COMPANY | $0 | – | -86,287 | – | -0.06% | – |
| UNP | Exit | UNION PACIFIC CORPORATION | $0 | – | -15,209 | – | -0.07% | – |
| MDSO | Exit | MEDIDATA SOLUTIONS, INC. | $0 | – | -28,584 | – | -0.07% | – |
| ATRI | Exit | ATRION CORPORATION | $0 | – | -8,394 | – | -0.19% | – |
| KAR | Exit | KAR AUCTION SERVICES, INC. | $0 | – | -614,447 | – | -0.42% | – |
| IAA | Exit | IAA | $0 | – | -614,447 | – | -0.64% | – |
| WP | Exit | WORLDPAY SF, INC. | $0 | – | -614,139 | – | -2.06% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NEE | New | NEXTERA ENERGY, INC. | $138,733,000 | – | 677,337 | – | 3.74% | – |
| AMZN | New | AMAZON.COM, INC. | $132,870,000 | – | 70,311 | – | 3.59% | – |
| MKTX | New | MARKETAXESS HOLDINGS INC. | $123,851,000 | – | 385,349 | – | 3.34% | – |
| GOOG | New | ALPHABET INC. | $123,183,000 | – | 113,993 | – | 3.32% | – |
| V | New | VISA INC. | $108,602,000 | – | 628,993 | – | 2.93% | – |
| NOW | New | SERVICENOW, INC. | $104,905,000 | – | 380,642 | – | 2.83% | – |
| BURL | New | BURLINGTON STORES, INC. | $103,656,000 | – | 609,528 | – | 2.80% | – |
| MSFT | New | MICROSOFT CORPORATION | $100,174,000 | – | 747,992 | – | 2.70% | – |
| JNJ | New | JOHNSON JOHNSON | $98,211,000 | – | 706,161 | – | 2.65% | – |
| AMT | New | AMERICAN TOWER CORPORATIONreit usd | $91,806,000 | – | 449,304 | – | 2.48% | – |
| SERV | New | SERVICEMASTER GLOBAL HOLDINGS, INC. | $89,489,000 | – | 1,716,646 | – | 2.42% | – |
| JPM | New | JPMORGAN CHASE CO. | $89,302,000 | – | 798,962 | – | 2.41% | – |
| TTEK | New | TETRA TECH, INC. | $86,722,000 | – | 1,104,740 | – | 2.34% | – |
| PFE | New | PFIZER INC. | $85,421,000 | – | 1,971,424 | – | 2.30% | – |
| CME | New | CME GROUP INC. | $84,076,000 | – | 433,178 | – | 2.27% | – |
| LMT | New | LOCKHEED MARTIN CORPORATION | $78,995,000 | – | 217,359 | – | 2.13% | – |
| AVGO | New | BROADCOM INC. | $78,773,000 | – | 273,763 | – | 2.13% | – |
| WP | New | WORLDPAY SF, INC. | $76,221,000 | – | 614,139 | – | 2.06% | – |
| ANSS | New | ANSYS, INC. | $71,580,000 | – | 349,613 | – | 1.93% | – |
| EOG | New | EOG RESOURCES, INC. | $69,565,000 | – | 746,569 | – | 1.88% | – |
| PODD | New | INSULET CORPORATION | $62,692,000 | – | 525,102 | – | 1.69% | – |
| ILMN | New | ILLUMINA, INC. | $59,922,000 | – | 162,766 | – | 1.62% | – |
| XYL | New | XYLEM INC. | $57,940,000 | – | 693,148 | – | 1.56% | – |
| EXAS | New | EXACT SCIENCES CORPORATION | $57,875,000 | – | 490,255 | – | 1.56% | – |
| AAPL | New | APPLE INC. | $53,956,000 | – | 272,628 | – | 1.46% | – |
| CVX | New | CHEVRON CORPORATION | $53,929,000 | – | 433,744 | – | 1.46% | – |
| EPAM | New | EPAM SYSTEMS, INC. | $53,804,000 | – | 310,846 | – | 1.45% | – |
| GDOT | New | GREEN DOT CORPORATION | $52,884,000 | – | 1,081,699 | – | 1.43% | – |
| FB | New | FACEBOOK, INC. | $52,397,000 | – | 271,516 | – | 1.41% | – |
| TER | New | TERADYNE, INC. | $46,894,000 | – | 978,996 | – | 1.27% | – |
| AVY | New | AVERY DENNISON CORPORATION | $46,726,000 | – | 404,381 | – | 1.26% | – |
| SIVB | New | SVB FINANCIAL GROUP | $44,719,000 | – | 199,167 | – | 1.21% | – |
| ISRG | New | INTUITIVE SURGICAL, INC. | $39,773,000 | – | 75,869 | – | 1.07% | – |
| IT | New | GARTNER, INC. | $38,575,000 | – | 239,957 | – | 1.04% | – |
| ALB | New | ALBEMARLE CORPORATION | $38,271,000 | – | 543,705 | – | 1.03% | – |
| CL | New | COLGATE-PALMOLIVE COMPANY | $37,630,000 | – | 525,414 | – | 1.02% | – |
| FRC | New | FIRST REPUBLIC BANK | $36,425,000 | – | 373,778 | – | 0.98% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $34,317,000 | – | 876,291 | – | 0.93% | – |
| BABA | New | ALIBABA GROUP HOLDING LIMITEDadr usd | $32,495,000 | – | 191,800 | – | 0.88% | – |
| HXL | New | HEXCEL CORPORATION | $32,456,000 | – | 401,631 | – | 0.88% | – |
| TSLA | New | TESLA INC. | $31,244,000 | – | 139,877 | – | 0.84% | – |
| APD | New | AIR PRODUCTS AND CHEMICALS, INC. | $30,679,000 | – | 135,555 | – | 0.83% | – |
| COHR | New | COHERENT, INC. | $30,578,000 | – | 224,226 | – | 0.82% | – |
| GOOGL | New | ALPHABET INC. | $30,098,000 | – | 27,819 | – | 0.81% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS, INC. | $29,753,000 | – | 497,504 | – | 0.80% | – |
| OLED | New | UNIVERSAL DISPLAY CORPORATION | $28,417,000 | – | 151,040 | – | 0.77% | – |
| EPAY | New | BOTTOMLINE TECHNOLOGIES (DE), INC. | $25,246,000 | – | 570,398 | – | 0.68% | – |
| ADBE | New | ADOBE INC. | $24,990,000 | – | 84,817 | – | 0.67% | – |
| ATVI | New | ACTIVISION BLIZZARD, INC. | $23,890,000 | – | 506,150 | – | 0.64% | – |
| BA | New | THE BOEING COMPANY | $23,844,000 | – | 65,497 | – | 0.64% | – |
| CSCO | New | CISCO SYSTEMS, INC. | $23,773,000 | – | 435,038 | – | 0.64% | – |
| IAA | New | IAA | $23,638,000 | – | 614,447 | – | 0.64% | – |
| DRI | New | DARDEN RESTAURANTS, INC. | $17,750,000 | – | 145,864 | – | 0.48% | – |
| SEDG | New | SOLAREDGE TECHNOLOGIES, INC. | $17,050,000 | – | 272,980 | – | 0.46% | – |
| PRFT | New | PERFICIENT, INC. | $16,728,000 | – | 487,844 | – | 0.45% | – |
| KAR | New | KAR AUCTION SERVICES, INC. | $15,361,000 | – | 614,447 | – | 0.42% | – |
| SITE | New | SITEONE LANDSCAPE SUPPLY, INC. | $14,914,000 | – | 215,422 | – | 0.40% | – |
| EVBG | New | EVERBRIDGE, INC. | $14,701,000 | – | 164,483 | – | 0.40% | – |
| CDW | New | CDW CORPORATION | $14,228,000 | – | 128,182 | – | 0.38% | – |
| GPMT | New | GRANITE POINT MORTGAGE TRUST INC.reit usd | $13,978,000 | – | 729,162 | – | 0.38% | – |
| WSO | New | WATSCO, INC. | $13,245,000 | – | 80,980 | – | 0.36% | – |
| NSP | New | INSPERITY, INC. | $12,162,000 | – | 99,576 | – | 0.33% | – |
| CVS | New | CVS HEALTH CORPORATION | $11,656,000 | – | 213,864 | – | 0.32% | – |
| CINF | New | CINCINNATI FINANCIAL CORPORATION | $11,622,000 | – | 112,124 | – | 0.31% | – |
| WIFI | New | BOINGO WIRELESS, INC. | $11,291,000 | – | 628,321 | – | 0.30% | – |
| PLUG | New | PLUG POWER INC. | $10,731,000 | – | 4,812,109 | – | 0.29% | – |
| BAND | New | BANDWIDTH INC. | $10,721,000 | – | 142,925 | – | 0.29% | – |
| NRZ | New | NEW RESIDENTIAL INVESTMENT CORP.reit usd | $10,657,000 | – | 692,914 | – | 0.29% | – |
| TWO | New | TWO HARBORS INVESTMENT CORP.reit usd | $10,561,000 | – | 834,232 | – | 0.28% | – |
| VEEV | New | VEEVA SYSTEMS INC. | $10,210,000 | – | 63,000 | – | 0.28% | – |
| PLAB | New | PHOTRONICS, INC. | $10,199,000 | – | 1,245,302 | – | 0.28% | – |
| HST | New | HOST HOTELS RESORTS, INC.reit usd | $8,724,000 | – | 479,335 | – | 0.24% | – |
| STWD | New | STARWOOD PROPERTY TRUST, INC.reit usd | $8,664,000 | – | 381,681 | – | 0.23% | – |
| NUE | New | NUCOR CORPORATION | $8,634,000 | – | 156,727 | – | 0.23% | – |
| CLX | New | THE CLOROX COMPANY | $8,615,000 | – | 56,273 | – | 0.23% | – |
| PYPL | New | PAYPAL, INC. | $8,543,000 | – | 74,650 | – | 0.23% | – |
| TRTX | New | TPG RE FINANCE TRUST, INC.reit usd | $7,703,000 | – | 399,748 | – | 0.21% | – |
| MU | New | MICRON TECHNOLOGY, INC. | $7,354,000 | – | 190,556 | – | 0.20% | – |
| ATRI | New | ATRION CORPORATION | $7,115,000 | – | 8,394 | – | 0.19% | – |
| RNG | New | RINGCENTRAL, INC. | $7,104,000 | – | 61,972 | – | 0.19% | – |
| ESE | New | ESCO TECHNOLOGIES INC. | $7,038,000 | – | 85,322 | – | 0.19% | – |
| DXC | New | DXC TECHNOLOGY COMPANY | $6,291,000 | – | 114,132 | – | 0.17% | – |
| WUBA | New | BEIJING WUBA INFORMATION TECHNOLOGY CO., LTD.adr usd | $5,800,000 | – | 93,300 | – | 0.16% | – |
| GDS | New | GDS HOLDINGS LIMITEDadr usd | $5,489,000 | – | 146,100 | – | 0.15% | – |
| LRCX | New | LAM RESEARCH CORPORATION | $5,279,000 | – | 28,109 | – | 0.14% | – |
| VVI | New | VIAD CORP | $5,215,000 | – | 78,855 | – | 0.14% | – |
| ZUMZ | New | ZUMIEZ INC. | $4,466,000 | – | 171,355 | – | 0.12% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $3,604,000 | – | 124,262 | – | 0.10% | – |
| MA | New | MASTERCARD INCORPORATED | $3,577,000 | – | 13,527 | – | 0.10% | – |
| KO | New | THE COCA-COLA COMPANY | $3,550,000 | – | 69,752 | – | 0.10% | – |
| HD | New | THE HOME DEPOT, INC. | $3,463,000 | – | 16,645 | – | 0.09% | – |
| STAA | New | STAAR SURGICAL COMPANY | $3,366,000 | – | 114,579 | – | 0.09% | – |
| XOM | New | EXXON MOBIL CORPORATION | $3,165,000 | – | 41,308 | – | 0.08% | – |
| PLNT | New | PLANET FITNESS, INC. | $3,135,000 | – | 43,241 | – | 0.08% | – |
| MCD | New | MCDONALD'S CORPORATION | $2,928,000 | – | 14,109 | – | 0.08% | – |
| DHR | New | DANAHER CORPORATION | $2,868,000 | – | 20,074 | – | 0.08% | – |
| TXN | New | TEXAS INSTRUMENTS INCORPORATED | $2,665,000 | – | 23,265 | – | 0.07% | – |
| MDSO | New | MEDIDATA SOLUTIONS, INC. | $2,587,000 | – | 28,584 | – | 0.07% | – |
| UNP | New | UNION PACIFIC CORPORATION | $2,572,000 | – | 15,209 | – | 0.07% | – |
| IDXX | New | IDEXX LABORATORIES, INC. | $2,455,000 | – | 8,921 | – | 0.07% | – |
| ZIXI | New | ZIX CORPORATION | $2,444,000 | – | 269,127 | – | 0.07% | – |
| ZTS | New | ZOETIS INC. | $2,417,000 | – | 21,331 | – | 0.06% | – |
| PEN | New | PENUMBRA, INC. | $2,345,000 | – | 14,675 | – | 0.06% | – |
| TMUS | New | T-MOBILE USA, INC. | $2,352,000 | – | 31,768 | – | 0.06% | – |
| PGR | New | THE PROGRESSIVE CORPORATION | $2,335,000 | – | 29,209 | – | 0.06% | – |
| BAX | New | BAXTER INTERNATIONAL INC. | $2,270,000 | – | 27,730 | – | 0.06% | – |
| SF | New | STIFEL FINANCIAL CORP. | $2,222,000 | – | 37,623 | – | 0.06% | – |
| EW | New | EDWARDS LIFESCIENCES CORPORATION | $2,179,000 | – | 11,779 | – | 0.06% | – |
| WM | New | WASTE MANAGEMENT, INC. | $2,169,000 | – | 18,800 | – | 0.06% | – |
| BMY | New | BRISTOL-MYERS SQUIBB COMPANY | $2,134,000 | – | 47,079 | – | 0.06% | – |
| BCE | New | BCE INC. | $2,167,000 | – | 47,609 | – | 0.06% | – |
| TRV | New | THE TRAVELERS COMPANIES, INC. | $2,161,000 | – | 14,455 | – | 0.06% | – |
| HSY | New | THE HERSHEY COMPANY | $2,102,000 | – | 15,704 | – | 0.06% | – |
| BKR | New | BAKER HUGHES, A GE COMPANY | $2,124,000 | – | 86,287 | – | 0.06% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWARE, INC. | $2,085,000 | – | 18,367 | – | 0.06% | – |
| BAH | New | BOOZ ALLEN HAMILTON HOLDING CORPORATION | $2,088,000 | – | 31,532 | – | 0.06% | – |
| MMC | New | MARSH MCLENNAN COMPANIES, INC. | $2,066,000 | – | 20,735 | – | 0.06% | – |
| ROST | New | ROSS STORES, INC. | $2,024,000 | – | 20,418 | – | 0.06% | – |
| WCN | New | WASTE CONNECTIONS US, INC. | $1,991,000 | – | 20,847 | – | 0.05% | – |
| COP | New | CONOCOPHILLIPS | $2,005,000 | – | 32,860 | – | 0.05% | – |
| DFS | New | DISCOVER FINANCIAL SERVICES | $2,011,000 | – | 25,916 | – | 0.05% | – |
| FBP | New | FIRST BANCORP. | $1,997,000 | – | 181,249 | – | 0.05% | – |
| BPOP | New | POPULAR, INC. | $1,969,000 | – | 36,311 | – | 0.05% | – |
| AGCO | New | AGCO CORPORATION | $1,924,000 | – | 24,808 | – | 0.05% | – |
| LYV | New | LIVE NATION ENTERTAINMENT, INC. | $1,929,000 | – | 29,037 | – | 0.05% | – |
| WTS | New | WATTS WATER TECHNOLOGIES, INC. | $1,925,000 | – | 20,687 | – | 0.05% | – |
| CMI | New | CUMMINS INC. | $1,922,000 | – | 11,222 | – | 0.05% | – |
| DG | New | DOLLAR GENERAL CORPORATION | $1,933,000 | – | 14,306 | – | 0.05% | – |
| KLAC | New | KLA CORPORATION | $1,910,000 | – | 16,166 | – | 0.05% | – |
| RTN | New | RAYTHEON COMPANY | $1,882,000 | – | 10,820 | – | 0.05% | – |
| MKC | New | MCCORMICK COMPANY, INCORPORATED | $1,855,000 | – | 11,973 | – | 0.05% | – |
| SON | New | SONOCO PRODUCTS COMPANY | $1,867,000 | – | 28,593 | – | 0.05% | – |
| XLNX | New | XILINX, INC. | $1,822,000 | – | 15,450 | – | 0.05% | – |
| AMP | New | AMERIPRISE FINANCIAL, INC. | $1,794,000 | – | 12,356 | – | 0.05% | – |
| R | New | RYDER SYSTEM, INC. | $1,738,000 | – | 29,799 | – | 0.05% | – |
| AJG | New | ARTHUR J. GALLAGHER CO. | $1,731,000 | – | 19,771 | – | 0.05% | – |
| T | New | ATT INC. | $1,728,000 | – | 51,587 | – | 0.05% | – |
| FTDR | New | FRONTDOOR, INC. | $1,715,000 | – | 39,447 | – | 0.05% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION | $1,665,000 | – | 26,269 | – | 0.04% | – |
| COLD | New | AMERICOLD REALTY TRUSTreit usd | $1,667,000 | – | 51,381 | – | 0.04% | – |
| MPWR | New | MONOLITHIC POWER SYSTEMS, INC. | $1,671,000 | – | 12,305 | – | 0.04% | – |
| EVR | New | EVERCORE INC. | $1,675,000 | – | 18,902 | – | 0.04% | – |
| WAT | New | WATERS CORPORATION | $1,629,000 | – | 7,573 | – | 0.04% | – |
| NOVT | New | NOVANTA INC. | $1,636,000 | – | 17,353 | – | 0.04% | – |
| CALM | New | CAL-MAINE FOODS, INC. | $1,566,000 | – | 37,541 | – | 0.04% | – |
| VIAB | New | VIACOM INC. | $1,568,000 | – | 52,481 | – | 0.04% | – |
| PHM | New | PULTEGROUP, INC. | $1,503,000 | – | 47,516 | – | 0.04% | – |
| NKE | New | NIKE, INC. | $1,472,000 | – | 17,557 | – | 0.04% | – |
| OLLI | New | OLLIE'S BARGAIN OUTLET HOLDINGS, INC. | $1,429,000 | – | 16,404 | – | 0.04% | – |
| TAP | New | MOLSON COORS BREWING COMPANY | $1,404,000 | – | 25,085 | – | 0.04% | – |
| PRAH | New | PRA HEALTH SCIENCES, INC. | $1,382,000 | – | 13,913 | – | 0.04% | – |
| VICI | New | VICI PROPERTIES INC.reit usd | $1,317,000 | – | 59,792 | – | 0.04% | – |
| LXP | New | LEXINGTON REALTY TRUSTreit usd | $1,306,000 | – | 138,819 | – | 0.04% | – |
| EQR | New | EQUITY RESIDENTIALreit usd | $1,205,000 | – | 15,878 | – | 0.03% | – |
| STLD | New | STEEL DYNAMICS, INC. | $1,224,000 | – | 40,510 | – | 0.03% | – |
| CNQ | New | CANADIAN NATURAL RESOURCES LIMITED | $1,230,000 | – | 45,587 | – | 0.03% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC. | $1,209,000 | – | 4,117 | – | 0.03% | – |
| MFC | New | MANULIFE FINANCIAL CORPORATION | $1,179,000 | – | 64,759 | – | 0.03% | – |
| MSGN | New | MSG NETWORKS INC. | $1,090,000 | – | 52,700 | – | 0.03% | – |
| LVS | New | LAS VEGAS SANDS CORP. | $924,000 | – | 15,634 | – | 0.02% | – |
| PVAC | New | PENN VIRGINIA CORPORATION | $642,000 | – | 21,000 | – | 0.02% | – |
| INTC | New | INTEL CORPORATION | $571,000 | – | 11,928 | – | 0.02% | – |
Q4 2018
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMZN | Sell | AMAZON.COM, INC. | $166,204,000 | +17.6% | 82,996 | -0.2% | 3.95% | +13.9% |
| GOOG | Sell | ALPHABET INC. | $150,130,000 | +6.8% | 125,712 | -0.2% | 3.57% | +3.4% |
| BURL | Sell | BURLINGTON STORES, INC. | $134,075,000 | +4.5% | 822,948 | -3.4% | 3.19% | +1.2% |
| EOG | Sell | EOG RESOURCES, INC. | $133,183,000 | -0.9% | 1,044,001 | -3.3% | 3.17% | -4.0% |
| TROW | Sell | T. ROWE PRICE GROUP, INC. | $112,938,000 | -14.5% | 1,034,423 | -9.1% | 2.69% | -17.2% |
| NEE | Buy | NEXTERA ENERGY, INC. | $109,383,000 | +94.6% | 652,681 | +94.0% | 2.60% | +88.6% |
| WP | Buy | WORLDPAY SF, INC. | $102,642,000 | +25.7% | 1,013,549 | +1.5% | 2.44% | +21.8% |
| TTEK | Buy | TETRA TECH, INC. | $101,132,000 | +19.8% | 1,480,699 | +2.6% | 2.41% | +16.1% |
| JPM | Sell | JPMORGAN CHASE CO. | $100,999,000 | -25.1% | 895,135 | -30.7% | 2.40% | -27.4% |
| V | Sell | VISA INC. | $95,910,000 | +13.1% | 639,190 | -0.0% | 2.28% | +9.6% |
| XYL | Sell | XYLEM INC. | $90,164,000 | +14.9% | 1,128,890 | -3.1% | 2.14% | +11.3% |
| CME | Sell | CME GROUP INC. | $87,002,000 | +2.1% | 511,147 | -1.7% | 2.07% | -1.1% |
| AVGO | Buy | BROADCOM INC. | $85,829,000 | +3.3% | 347,867 | +1.7% | 2.04% | +0.1% |
| FB | Sell | FACEBOOK, INC. | $80,650,000 | -54.8% | 490,451 | -46.6% | 1.92% | -56.2% |
| AVY | Sell | AVERY DENNISON CORPORATION | $76,274,000 | -12.8% | 704,027 | -17.8% | 1.81% | -15.5% |
| MSFT | Buy | MICROSOFT CORPORATION | $75,411,000 | +40.7% | 658,910 | +21.3% | 1.79% | +36.3% |
| EXAS | Buy | EXACT SCIENCES CORPORATION | $75,014,000 | +60.0% | 950,509 | +21.2% | 1.78% | +55.0% |
| ISRG | Buy | INTUITIVE SURGICAL, INC. | $74,489,000 | +82.7% | 129,803 | +52.3% | 1.77% | +77.0% |
| LW | Buy | LAMB WESTON HOLDINGS, INC. | $74,340,000 | +14.4% | 1,116,222 | +17.6% | 1.77% | +10.8% |
| SIVB | Buy | SVB FINANCIAL GROUP | $72,768,000 | +8.7% | 234,147 | +1.0% | 1.73% | +5.3% |
| COHR | Sell | COHERENT, INC. | $71,259,000 | +9.6% | 413,983 | -0.4% | 1.70% | +6.2% |
| GOOGL | Sell | ALPHABET INC. | $69,967,000 | -1.9% | 57,946 | -8.2% | 1.66% | -5.0% |
| PX | Buy | PRAXAIR, INC. | $67,990,000 | +20.5% | 423,007 | +18.6% | 1.62% | +16.7% |
| LMT | Sell | LOCKHEED MARTIN CORPORATION | $63,562,000 | +5.9% | 183,747 | -9.5% | 1.51% | +2.6% |
| GDOT | Buy | GREEN DOT CORPORATION | $62,580,000 | +199.0% | 704,566 | +146.8% | 1.49% | +189.7% |
| MKTX | Sell | MARKETAXESS HOLDINGS INC. | $62,374,000 | -15.9% | 349,316 | -6.8% | 1.48% | -18.5% |
| LFUS | Sell | LITTELFUSE, INC. | $62,373,000 | -14.0% | 315,223 | -0.8% | 1.48% | -16.7% |
| AAPL | Buy | APPLE INC. | $61,572,000 | +64.4% | 272,732 | +33.2% | 1.46% | +59.2% |
| CVX | Buy | CHEVRON CORPORATION | $58,497,000 | -2.3% | 478,418 | +1.0% | 1.39% | -5.3% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $58,256,000 | +2.8% | 1,319,469 | -15.0% | 1.39% | -0.4% |
| ANSS | Buy | ANSYS, INC. | $58,012,000 | +8.2% | 310,759 | +0.9% | 1.38% | +4.8% |
| BA | Buy | THE BOEING COMPANY | $54,171,000 | +13.5% | 145,654 | +2.4% | 1.29% | +10.0% |
| PODD | Sell | INSULET CORPORATION | $53,484,000 | +12.4% | 504,850 | -9.1% | 1.27% | +8.9% |
| ATVI | Sell | ACTIVISION BLIZZARD, INC. | $52,675,000 | -0.4% | 633,034 | -8.6% | 1.25% | -3.5% |
| ALB | Buy | ALBEMARLE CORPORATION | $52,208,000 | +7.4% | 523,234 | +1.6% | 1.24% | +4.1% |
| ASGN | Sell | ON ASSIGNMENT INC | $51,445,000 | -2.3% | 651,949 | -3.2% | 1.22% | -5.3% |
| EPAM | Buy | EPAM SYSTEMS, INC. | $51,028,000 | +42.6% | 370,573 | +28.9% | 1.21% | +38.3% |
| TER | Buy | TERADYNE, INC. | $50,505,000 | +10.0% | 1,366,094 | +13.2% | 1.20% | +6.6% |
| OLED | New | UNIVERSAL DISPLAY CORPORATION | $46,257,000 | – | 392,511 | – | 1.10% | – |
| ZION | Sell | ZIONS BANCORPORATION | $42,698,000 | -16.9% | 851,574 | -12.7% | 1.02% | -19.5% |
| MXIM | Sell | MAXIM INTEGRATED PRODUCTS, INC. | $40,338,000 | -17.1% | 715,334 | -13.8% | 0.96% | -19.7% |
| CSCO | Sell | CISCO SYSTEMS, INC. | $38,502,000 | +10.7% | 791,267 | -2.2% | 0.92% | +7.3% |
| KAR | Sell | KAR AUCTION SERVICES, INC. | $37,665,000 | -3.4% | 631,006 | -11.3% | 0.90% | -6.5% |
| NOVT | Buy | NOVANTA INC. | $35,585,000 | +14.4% | 520,625 | +4.3% | 0.85% | +10.9% |
| ABBV | Sell | ABBVIE INC. | $32,855,000 | -22.2% | 347,310 | -23.8% | 0.78% | -24.6% |
| APD | New | AIR PRODUCTS AND CHEMICALS, INC. | $32,365,000 | – | 193,747 | – | 0.77% | – |
| HXL | Buy | HEXCEL CORPORATION | $31,093,000 | +50.3% | 463,736 | +48.8% | 0.74% | +45.7% |
| JNJ | Buy | JOHNSON JOHNSON | $28,980,000 | +25.9% | 209,771 | +10.7% | 0.69% | +21.9% |
| PFE | Sell | PFIZER INC. | $28,677,000 | +18.6% | 650,721 | -2.3% | 0.68% | +14.8% |
| BABA | Sell | ALIBABA GROUP HOLDING LIMITEDadr usd | $25,368,000 | -31.4% | 154,000 | -22.8% | 0.60% | -33.6% |
| WSO | Sell | WATSCO, INC. | $25,088,000 | -11.3% | 140,830 | -11.3% | 0.60% | -14.0% |
| ADBE | Sell | ADOBE SYSTEMS INCORPORATED | $23,596,000 | +9.0% | 87,404 | -1.6% | 0.56% | +5.6% |
| CLX | Sell | THE CLOROX COMPANY | $22,797,000 | -2.6% | 151,574 | -12.5% | 0.54% | -5.7% |
| BLD | Buy | TOPBUILD CORP. | $20,440,000 | -26.3% | 359,792 | +1.5% | 0.49% | -28.6% |
| NSP | Sell | INSPERITY, INC. | $19,594,000 | +16.5% | 166,118 | -6.1% | 0.47% | +12.8% |
| NRZ | Buy | NEW RESIDENTIAL INVESTMENT CORP.reit usd | $19,007,000 | +19.5% | 1,066,596 | +17.3% | 0.45% | +15.6% |
| SITE | New | SITEONE LANDSCAPE SUPPLY, INC. | $18,672,000 | – | 247,937 | – | 0.44% | – |
| TWO | Buy | TWO HARBORS INVESTMENT CORP.reit usd | $16,261,000 | +33.5% | 1,089,143 | +41.2% | 0.39% | +29.4% |
| NUE | Sell | NUCOR CORPORATION | $15,227,000 | -25.6% | 240,043 | -26.6% | 0.36% | -27.9% |
| WUBA | Buy | BEIJING 58 INFORMATION TECHNOLOGY CO., LTD.adr usd | $14,321,000 | +12.7% | 194,600 | +6.2% | 0.34% | +9.3% |
| EVBG | Buy | EVERBRIDGE, INC. | $14,120,000 | +164.6% | 245,183 | +117.8% | 0.34% | +156.5% |
| CDW | Sell | CDW CORPORATION | $13,850,000 | +10.0% | 155,737 | -0.1% | 0.33% | +6.5% |
| BAND | Buy | BANDWIDTH INC. | $13,631,000 | +100.8% | 254,792 | +42.5% | 0.32% | +94.0% |
| GPMT | Buy | GRANITE POINT MORTGAGE TRUST INC.reit usd | $13,529,000 | +8.5% | 702,814 | +3.3% | 0.32% | +5.2% |
| JKHY | Sell | JACK HENRY ASSOCIATES, INC. | $11,682,000 | +22.7% | 73,010 | -0.0% | 0.28% | +18.8% |
| RAVN | Sell | RAVEN INDUSTRIES, INC. | $11,690,000 | +12.9% | 255,788 | -4.9% | 0.28% | +9.4% |
| New | BRP INC. | $11,706,000 | – | 249,935 | – | 0.28% | – | |
| MU | Buy | MICRON TECHNOLOGY, INC. | $11,580,000 | -3.0% | 256,034 | +12.5% | 0.28% | -6.1% |
| VEEV | Buy | VEEVA SYSTEMS INC. | $11,305,000 | +83.4% | 103,859 | +29.5% | 0.27% | +78.1% |
| NOW | Sell | SERVICENOW, INC. | $9,911,000 | +13.3% | 50,660 | -0.1% | 0.24% | +9.8% |
| STWD | Buy | STARWOOD PROPERTY TRUST, INC.reit usd | $9,126,000 | +3.9% | 423,855 | +4.7% | 0.22% | +0.5% |
| LRCX | Sell | LAM RESEARCH CORPORATION | $8,918,000 | -72.9% | 58,786 | -69.1% | 0.21% | -73.8% |
| BTI | Sell | BRITISH AMERICAN TOBACCO P.L.C.adr usd | $7,719,000 | -51.3% | 165,507 | -47.3% | 0.18% | -52.7% |
| TRTX | New | TPG RE FINANCE TRUST, INC.reit usd | $7,660,000 | – | 383,023 | – | 0.18% | – |
| MRTN | Buy | MARTEN TRANSPORT, LTD. | $7,446,000 | +3.5% | 353,716 | +15.1% | 0.18% | 0.0% |
| PRFT | New | PERFICIENT, INC. | $6,839,000 | – | 256,714 | – | 0.16% | – |
| EVR | Sell | EVERCORE INC. | $6,263,000 | -24.9% | 62,292 | -21.2% | 0.15% | -27.3% |
| JPC | Buy | NUVEEN CREDIT STRATEGIES INCOME FUNDclosed-end fund usd | $6,019,000 | +5.5% | 650,053 | +6.3% | 0.14% | +2.1% |
| CBPX | Sell | CONTINENTAL BUILDING PRODUCTS INC. | $5,066,000 | +10.2% | 135,065 | -7.3% | 0.12% | +7.1% |
| UNH | Buy | UNITEDHEALTH GROUP INCORPORATED | $4,485,000 | +20.8% | 16,862 | +11.5% | 0.11% | +17.6% |
| WELL | Sell | WELLTOWER INC.reit usd | $4,518,000 | -48.7% | 70,259 | -49.9% | 0.11% | -50.5% |
| HD | Buy | THE HOME DEPOT, INC. | $4,422,000 | +16.2% | 21,349 | +9.4% | 0.10% | +12.9% |
| VTR | New | VENTAS, INC.reit usd | $4,070,000 | – | 74,841 | – | 0.10% | – |
| EMR | Buy | EMERSON ELECTRIC CO. | $3,823,000 | +29.8% | 49,916 | +16.2% | 0.09% | +26.4% |
| ARI | Buy | APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.reit usd | $3,374,000 | +10.1% | 178,891 | +6.7% | 0.08% | +6.7% |
| XOM | Buy | EXXON MOBIL CORPORATION | $3,253,000 | +72.8% | 38,256 | +68.2% | 0.08% | +67.4% |
| NVDA | Sell | NVIDIA CORPORATION | $3,205,000 | +6.0% | 11,402 | -10.7% | 0.08% | +2.7% |
| TXN | Buy | TEXAS INSTRUMENTS INCORPORATED | $3,006,000 | +3.9% | 28,013 | +6.7% | 0.07% | +1.4% |
| PLNT | Buy | PLANET FITNESS, INC. | $2,653,000 | +31.9% | 49,117 | +7.1% | 0.06% | +28.6% |
| MDLZ | New | MONDELEZ INTERNATIONAL, INC. | $2,526,000 | – | 58,808 | – | 0.06% | – |
| FHI | Buy | FEDERATED INVESTORS, INC. | $2,382,000 | +192.6% | 98,782 | +182.8% | 0.06% | +185.0% |
| MDSO | Buy | MEDIDATA SOLUTIONS, INC. | $2,312,000 | +5.9% | 31,534 | +16.3% | 0.06% | +1.9% |
| UNP | Buy | UNION PACIFIC CORPORATION | $2,216,000 | +45.1% | 13,609 | +26.3% | 0.05% | +43.2% |
| IDXX | Sell | IDEXX LABORATORIES, INC. | $2,227,000 | -1.5% | 8,921 | -14.0% | 0.05% | -3.6% |
| SU | Sell | SUNCOR ENERGY INC. | $2,212,000 | -16.8% | 57,195 | -12.6% | 0.05% | -18.5% |
| ZTS | Sell | ZOETIS INC. | $2,248,000 | -7.6% | 24,554 | -14.0% | 0.05% | -11.7% |
| TECK | Buy | TECK RESOURCES LIMITED | $2,095,000 | +70.7% | 86,977 | +80.4% | 0.05% | +66.7% |
| PRAH | Sell | PRA HEALTH SCIENCES, INC. | $2,057,000 | -0.3% | 18,672 | -15.6% | 0.05% | -3.9% |
| FDX | Sell | FEDEX CORPORATION | $2,014,000 | -11.4% | 8,363 | -16.5% | 0.05% | -14.3% |
| FIS | New | FIDELITY NATIONAL INFORMATION SERVICES, INC. | $1,994,000 | – | 18,280 | – | 0.05% | – |
| MED | Sell | MEDIFAST, INC. | $1,924,000 | -1.1% | 8,686 | -28.4% | 0.05% | -4.2% |
| DG | Sell | DOLLAR GENERAL CORPORATION | $1,871,000 | -12.9% | 17,119 | -21.4% | 0.04% | -15.1% |
| OLLI | Sell | OLLIE'S BARGAIN OUTLET HOLDINGS, INC. | $1,903,000 | -2.7% | 19,812 | -26.6% | 0.04% | -6.2% |
| ALLK | New | ALLAKOS INC. | $1,848,000 | – | 41,086 | – | 0.04% | – |
| STLD | Sell | STEEL DYNAMICS, INC. | $1,831,000 | -94.5% | 40,510 | -94.4% | 0.04% | -94.6% |
| WCG | Sell | WELLCARE HEALTH PLANS, INC. | $1,824,000 | +0.1% | 5,691 | -23.1% | 0.04% | -4.4% |
| EA | Sell | ELECTRONIC ARTS INC. | $1,770,000 | -54.5% | 14,691 | -46.7% | 0.04% | -55.8% |
| NDAQ | Sell | NASDAQ, INC. | $1,782,000 | -20.2% | 20,766 | -15.1% | 0.04% | -23.6% |
| TMK | New | TORCHMARK CORPORATION | $1,779,000 | – | 20,518 | – | 0.04% | – |
| SC | Buy | SANTANDER CONSUMER USA HOLDINGS INC. | $1,594,000 | +11.8% | 79,656 | +6.7% | 0.04% | +8.6% |
| FAF | Buy | FIRST AMERICAN FINANCIAL CORPORATION | $1,555,000 | +35.2% | 30,138 | +35.5% | 0.04% | +32.1% |
| LOB | Sell | LIVE OAK BANKING COMPANY | $1,569,000 | -26.3% | 58,665 | -15.7% | 0.04% | -28.8% |
| AMAT | Buy | APPLIED MATERIALS, INC. | $1,546,000 | +3.8% | 40,008 | +24.1% | 0.04% | 0.0% |
| MGA | Sell | MAGNA INTERNATIONAL INC. | $1,512,000 | -23.7% | 28,796 | -15.5% | 0.04% | -26.5% |
| DPZ | Sell | DOMINO'S PIZZA, INC. | $1,468,000 | -23.9% | 4,979 | -27.2% | 0.04% | -25.5% |
| LEA | Sell | LEAR CORPORATION | $1,439,000 | -49.4% | 9,921 | -35.1% | 0.03% | -51.4% |
| KO | New | THE COCA-COLA COMPANY | $1,389,000 | – | 30,073 | – | 0.03% | – |
| VZ | New | VERIZON COMMUNICATIONS INC. | $1,338,000 | – | 25,073 | – | 0.03% | – |
| MHK | Sell | MOHAWK INDUSTRIES, INC. | $1,358,000 | -56.4% | 7,742 | -46.8% | 0.03% | -58.4% |
| MRK | New | MERCK CO., INC. | $1,285,000 | – | 18,117 | – | 0.03% | – |
| NIHD | New | NII HOLDINGS, INC. | $1,273,000 | – | 217,573 | – | 0.03% | – |
| R | New | RYDER SYSTEM, INC. | $1,214,000 | – | 16,610 | – | 0.03% | – |
| MFC | New | MANULIFE FINANCIAL CORPORATION | $1,157,000 | – | 64,759 | – | 0.03% | – |
| MSGN | Buy | MSG NETWORKS INC. | $1,073,000 | +49.2% | 41,598 | +38.5% | 0.03% | +44.4% |
| URI | Sell | UNITED RENTALS, INC. | $1,104,000 | -30.5% | 6,749 | -37.2% | 0.03% | -33.3% |
| UGI | New | UGI CORPORATION | $1,068,000 | – | 19,255 | – | 0.02% | – |
| AA | Sell | ALCOA CORPORATION | $1,056,000 | -30.3% | 26,156 | -19.0% | 0.02% | -32.4% |
| PEP | New | PEPSICO, INC. | $1,024,000 | – | 9,155 | – | 0.02% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHINES CORPORATION | $946,000 | – | 6,256 | – | 0.02% | – |
| PM | New | PHILIP MORRIS INTERNATIONAL INC. | $823,000 | – | 10,096 | – | 0.02% | – |
| TMHC | Sell | TAYLOR MORRISON HOME CORPORATION | $783,000 | -31.1% | 43,435 | -20.6% | 0.02% | -32.1% |
| MDRIQ | New | MCDERMOTT INTERNATIONAL, INC. | $751,000 | – | 40,746 | – | 0.02% | – |
| OSB | New | NORBORD INC. | $705,000 | – | 21,316 | – | 0.02% | – |
| TRP | New | TRANSCANADA CORPORATION | $661,000 | – | 16,345 | – | 0.02% | – |
| TOL | Buy | TOLL BROTHERS, INC. | $688,000 | -4.7% | 20,838 | +6.7% | 0.02% | -11.1% |
| PPC | Sell | PILGRIM'S PRIDE CORPORATION | $632,000 | -41.1% | 34,910 | -34.6% | 0.02% | -42.3% |
| MITT | Buy | AG MORTGAGE INVESTMENT TRUST, INC.reit usd | $607,000 | +3.2% | 33,351 | +6.7% | 0.01% | 0.0% |
| XEL | New | XCEL ENERGY INC. | $543,000 | – | 11,509 | – | 0.01% | – |
| MO | New | ALTRIA GROUP, INC. | $533,000 | – | 8,839 | – | 0.01% | – |
| MS | New | MORGAN STANLEY | $468,000 | – | 10,051 | – | 0.01% | – |
| ADI | New | ANALOG DEVICES, INC. | $362,000 | – | 3,920 | – | 0.01% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP, INC. | $373,000 | – | 6,365 | – | 0.01% | – |
| C | New | CITIGROUP INC. | $370,000 | – | 5,161 | – | 0.01% | – |
| ADP | New | AUTOMATIC DATA PROCESSING, INC. | $316,000 | – | 2,100 | – | 0.01% | – |
| CMCSA | New | COMCAST CORPORATION | $355,000 | – | 10,022 | – | 0.01% | – |
| MPC | New | MARATHON PETROLEUM CORPORATION | $312,000 | – | 3,878 | – | 0.01% | – |
| OXY | New | OCCIDENTAL PETROLEUM CORPORATION | $285,000 | – | 3,473 | – | 0.01% | – |
| CVS | New | CVS HEALTH CORPORATION | $234,000 | – | 2,973 | – | 0.01% | – |
| DWDP | New | DOWDUPONT INC. | $190,000 | – | 2,958 | – | 0.01% | – |
| AVB | Sell | AVALONBAY COMMUNITIES, INC.reit usd | $194,000 | -95.4% | 1,072 | -95.6% | 0.01% | -95.2% |
| BMY | New | BRISTOL-MYERS SQUIBB COMPANY | $229,000 | – | 3,693 | – | 0.01% | – |
| PLD | New | PROLOGIS, INC.reit usd | $201,000 | – | 2,960 | – | 0.01% | – |
| VNO | New | VORNADO REALTY TRUSTreit usd | $186,000 | – | 2,544 | – | 0.00% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -35,635 | – | -0.02% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -35,523 | – | -0.02% | – |
| DPS | Exit | KEURIG DR PEPPER INC. | $0 | – | -9,037 | – | -0.03% | – |
| RHT | Exit | RED HAT, INC. | $0 | – | -9,779 | – | -0.03% | – |
| TITN | Exit | TITAN MACHINERY INC. | $0 | – | -85,443 | – | -0.03% | – |
| SAFM | Exit | SANDERSON FARMS, INC. | $0 | – | -13,249 | – | -0.03% | – |
| HLI | Exit | HOULIHAN LOKEY, INC. | $0 | – | -33,598 | – | -0.04% | – |
| FCNCA | Exit | FIRST CITIZENS BANCSHARES, INC. | $0 | – | -4,422 | – | -0.04% | – |
| NHI | Exit | NATIONAL HEALTH INVESTORS, INC.reit usd | $0 | – | -25,066 | – | -0.04% | – |
| AFL | Exit | AFLAC INCORPORATED | $0 | – | -47,377 | – | -0.05% | – |
| PNC | Exit | THE PNC FINANCIAL SERVICES GROUP, INC. | $0 | – | -15,912 | – | -0.05% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUSTreit usd | $0 | – | -116,557 | – | -0.08% | – |
| ACC | Exit | AMERICAN CAMPUS COMMUNITIES, INC.reit usd | $0 | – | -87,813 | – | -0.09% | – |
| MPW | Exit | MEDICAL PROPERTIES TRUST, INC.reit usd | $0 | – | -460,253 | – | -0.16% | – |
| BXMT | Exit | BLACKSTONE MORTGAGE TRUST, INC.reit usd | $0 | – | -209,382 | – | -0.16% | – |
| MELI | Exit | MERCADOLIBRE S.R.L | $0 | – | -50,000 | – | -0.37% | – |
| FOXF | Exit | FOX FACTORY HOLDING CORP. | $0 | – | -371,781 | – | -0.42% | – |
| INGR | Exit | INGREDION INCORPORATED | $0 | – | -243,633 | – | -0.66% | – |
| STZ | Exit | CONSTELLATION BRANDS, INC. | $0 | – | -338,444 | – | -1.82% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | New | FACEBOOK, INC. | $178,488,000 | – | 918,622 | – | 4.38% | – |
| AMZN | New | AMAZON.COM, INC. | $141,309,000 | – | 83,186 | – | 3.47% | – |
| GOOG | New | ALPHABET INC. | $140,571,000 | – | 126,008 | – | 3.45% | – |
| JPM | New | JPMORGAN CHASE CO. | $134,762,000 | – | 1,291,504 | – | 3.31% | – |
| EOG | New | EOG RESOURCES, INC. | $134,378,000 | – | 1,079,778 | – | 3.30% | – |
| TROW | New | T. ROWE PRICE GROUP, INC. | $132,140,000 | – | 1,138,364 | – | 3.24% | – |
| BURL | New | BURLINGTON STORES, INC. | $128,274,000 | – | 851,848 | – | 3.15% | – |
| AVY | New | AVERY DENNISON CORPORATION | $87,447,000 | – | 856,571 | – | 2.15% | – |
| CME | New | CME GROUP INC. | $85,187,000 | – | 519,727 | – | 2.09% | – |
| V | New | VISA INC. | $84,822,000 | – | 639,343 | – | 2.08% | – |
| TTEK | New | TETRA TECH, INC. | $84,441,000 | – | 1,443,437 | – | 2.07% | – |
| AVGO | New | BROADCOM INC. | $83,069,000 | – | 342,043 | – | 2.04% | – |
| WP | New | WORLDPAY SF, INC. | $81,657,000 | – | 998,371 | – | 2.00% | – |
| XYL | New | XYLEM INC. | $78,478,000 | – | 1,164,706 | – | 1.93% | – |
| STZ | New | CONSTELLATION BRANDS, INC. | $74,126,000 | – | 338,444 | – | 1.82% | – |
| MKTX | New | MARKETAXESS HOLDINGS INC. | $74,131,000 | – | 374,712 | – | 1.82% | – |
| LFUS | New | LITTELFUSE, INC. | $72,526,000 | – | 317,901 | – | 1.78% | – |
| GOOGL | New | ALPHABET INC. | $71,295,000 | – | 63,138 | – | 1.75% | – |
| SIVB | New | SVB FINANCIAL GROUP | $66,969,000 | – | 231,888 | – | 1.64% | – |
| COHR | New | COHERENT, INC. | $65,004,000 | – | 415,797 | – | 1.60% | – |
| LW | New | LAMB WESTON HOLDINGS, INC. | $64,957,000 | – | 948,969 | – | 1.60% | – |
| LMT | New | LOCKHEED MARTIN CORPORATION | $60,019,000 | – | 203,019 | – | 1.47% | – |
| CVX | New | CHEVRON CORPORATION | $59,869,000 | – | 473,873 | – | 1.47% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr usd | $56,651,000 | – | 1,552,162 | – | 1.39% | – |
| PX | New | PRAXAIR, INC. | $56,438,000 | – | 356,798 | – | 1.39% | – |
| NEE | New | NEXTERA ENERGY, INC. | $56,205,000 | – | 336,507 | – | 1.38% | – |
| ANSS | New | ANSYS, INC. | $53,631,000 | – | 307,946 | – | 1.32% | – |
| MSFT | New | MICROSOFT CORPORATION | $53,589,000 | – | 543,427 | – | 1.32% | – |
| ATVI | New | ACTIVISION BLIZZARD, INC. | $52,866,000 | – | 692,690 | – | 1.30% | – |
| ASGN | New | ON ASSIGNMENT INC | $52,679,000 | – | 673,645 | – | 1.29% | – |
| ZION | New | ZIONS BANCORPORATION | $51,386,000 | – | 975,247 | – | 1.26% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS, INC. | $48,653,000 | – | 830,192 | – | 1.20% | – |
| ALB | New | ALBEMARLE CORPORATION | $48,594,000 | – | 515,144 | – | 1.19% | – |
| BA | New | THE BOEING COMPANY | $47,712,000 | – | 142,225 | – | 1.17% | – |
| PODD | New | INSULET CORPORATION | $47,581,000 | – | 555,272 | – | 1.17% | – |
| EXAS | New | EXACT SCIENCES CORPORATION | $46,879,000 | – | 784,068 | – | 1.15% | – |
| AET | New | AETNA INC. | $46,896,000 | – | 255,270 | – | 1.15% | – |
| TER | New | TERADYNE, INC. | $45,914,000 | – | 1,206,360 | – | 1.13% | – |
| ABBV | New | ABBVIE INC. | $42,220,000 | – | 455,626 | – | 1.04% | – |
| ISRG | New | INTUITIVE SURGICAL, INC. | $40,765,000 | – | 85,245 | – | 1.00% | – |
| KAR | New | KAR AUCTION SERVICES, INC. | $39,005,000 | – | 711,637 | – | 0.96% | – |
| AAPL | New | APPLE INC. | $37,449,000 | – | 204,738 | – | 0.92% | – |
| BABA | New | ALIBABA GROUP HOLDING LIMITEDadr usd | $36,969,000 | – | 199,400 | – | 0.91% | – |
| EPAM | New | EPAM SYSTEMS, INC. | $35,772,000 | – | 287,512 | – | 0.88% | – |
| CSCO | New | CISCO SYSTEMS, INC. | $34,791,000 | – | 808,707 | – | 0.85% | – |
| CL | New | COLGATE-PALMOLIVE COMPANY | $34,052,000 | – | 525,414 | – | 0.84% | – |
| STLD | New | STEEL DYNAMICS, INC. | $33,408,000 | – | 727,047 | – | 0.82% | – |
| LRCX | New | LAM RESEARCH CORPORATION | $32,929,000 | – | 190,528 | – | 0.81% | – |
| FRC | New | FIRST REPUBLIC BANK | $31,638,000 | – | 326,842 | – | 0.78% | – |
| NOVT | New | NOVANTA INC. | $31,096,000 | – | 499,341 | – | 0.76% | – |
| LECO | New | LINCOLN ELECTRIC HOLDINGS, INC. | $28,547,000 | – | 325,317 | – | 0.70% | – |
| WSO | New | WATSCO, INC. | $28,271,000 | – | 158,819 | – | 0.69% | – |
| BLD | New | TOPBUILD CORP. | $27,750,000 | – | 354,400 | – | 0.68% | – |
| INGR | New | INGREDION INCORPORATED | $26,970,000 | – | 243,633 | – | 0.66% | – |
| PFE | New | PFIZER INC. | $24,185,000 | – | 666,257 | – | 0.59% | – |
| CLX | New | THE CLOROX COMPANY | $23,408,000 | – | 173,278 | – | 0.58% | – |
| JNJ | New | JOHNSON JOHNSON | $23,017,000 | – | 189,549 | – | 0.56% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $21,638,000 | – | 88,833 | – | 0.53% | – |
| GDOT | New | GREEN DOT CORPORATION | $20,933,000 | – | 285,532 | – | 0.51% | – |
| HXL | New | HEXCEL CORPORATION | $20,681,000 | – | 311,643 | – | 0.51% | – |
| NUE | New | NUCOR CORPORATION | $20,458,000 | – | 327,228 | – | 0.50% | – |
| FOXF | New | FOX FACTORY HOLDING CORP. | $17,269,000 | – | 371,781 | – | 0.42% | – |
| NSP | New | INSPERITY, INC. | $16,819,000 | – | 176,888 | – | 0.41% | – |
| NRZ | New | NEW RESIDENTIAL INVESTMENT CORP.reit usd | $15,906,000 | – | 909,447 | – | 0.39% | – |
| BTI | New | BRITISH AMERICAN TOBACCO P.L.C.adr usd | $15,861,000 | – | 314,142 | – | 0.39% | – |
| MELI | New | MERCADOLIBRE S.R.L | $14,947,000 | – | 50,000 | – | 0.37% | – |
| WUBA | New | 58.COM INC.adr usd | $12,706,000 | – | 183,300 | – | 0.31% | – |
| CDW | New | CDW CORPORATION | $12,590,000 | – | 155,860 | – | 0.31% | – |
| GPMT | New | GRANITE POINT MORTGAGE TRUST INC.reit usd | $12,472,000 | – | 680,395 | – | 0.31% | – |
| MB | New | MINDBODY, INC. | $12,248,000 | – | 317,309 | – | 0.30% | – |
| TWO | New | TWO HARBORS INVESTMENT CORP.reit usd | $12,185,000 | – | 771,183 | – | 0.30% | – |
| MU | New | MICRON TECHNOLOGY, INC. | $11,933,000 | – | 227,553 | – | 0.29% | – |
| RAVN | New | RAVEN INDUSTRIES, INC. | $10,355,000 | – | 269,056 | – | 0.25% | – |
| JKHY | New | JACK HENRY ASSOCIATES, INC. | $9,521,000 | – | 73,034 | – | 0.23% | – |
| STWD | New | STARWOOD PROPERTY TRUST, INC.reit usd | $8,786,000 | – | 404,711 | – | 0.22% | – |
| WELL | New | WELLTOWER INC.reit usd | $8,800,000 | – | 140,356 | – | 0.22% | – |
| NOW | New | SERVICENOW, INC. | $8,751,000 | – | 50,724 | – | 0.22% | – |
| EVR | New | EVERCORE INC. | $8,340,000 | – | 79,076 | – | 0.20% | – |
| MPWR | New | MONOLITHIC POWER SYSTEMS, INC. | $8,125,000 | – | 60,809 | – | 0.20% | – |
| MRTN | New | MARTEN TRANSPORT, LTD. | $7,195,000 | – | 307,236 | – | 0.18% | – |
| BAND | New | BANDWIDTH INC. | $6,790,000 | – | 178,788 | – | 0.17% | – |
| ENTG | New | ENTEGRIS, INC. | $6,754,000 | – | 199,516 | – | 0.17% | – |
| BXMT | New | BLACKSTONE MORTGAGE TRUST, INC.reit usd | $6,579,000 | – | 209,382 | – | 0.16% | – |
| MPW | New | MEDICAL PROPERTIES TRUST, INC.reit usd | $6,462,000 | – | 460,253 | – | 0.16% | – |
| VEEV | New | VEEVA SYSTEMS INC. | $6,164,000 | – | 80,192 | – | 0.15% | – |
| JPC | New | NUVEEN CREDIT STRATEGIES INCOME FUNDclosed-end fund usd | $5,704,000 | – | 611,341 | – | 0.14% | – |
| EVBG | New | EVERBRIDGE, INC. | $5,337,000 | – | 112,592 | – | 0.13% | – |
| CBPX | New | CONTINENTAL BUILDING PRODUCTS INC. | $4,596,000 | – | 145,714 | – | 0.11% | – |
| WB | New | WEIBO CORPORATIONadr usd | $4,348,000 | – | 49,000 | – | 0.11% | – |
| AVB | New | AVALONBAY COMMUNITIES, INC.reit usd | $4,218,000 | – | 24,544 | – | 0.10% | – |
| EA | New | ELECTRONIC ARTS INC. | $3,886,000 | – | 27,555 | – | 0.10% | – |
| HD | New | THE HOME DEPOT, INC. | $3,806,000 | – | 19,506 | – | 0.09% | – |
| ACC | New | AMERICAN CAMPUS COMMUNITIES, INC.reit usd | $3,765,000 | – | 87,813 | – | 0.09% | – |
| UNH | New | UNITEDHEALTH GROUP INCORPORATED | $3,712,000 | – | 15,126 | – | 0.09% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUSTreit usd | $3,335,000 | – | 116,557 | – | 0.08% | – |
| MHK | New | MOHAWK INDUSTRIES, INC. | $3,117,000 | – | 14,546 | – | 0.08% | – |
| ARI | New | APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.reit usd | $3,064,000 | – | 167,604 | – | 0.08% | – |
| NVDA | New | NVIDIA CORPORATION | $3,024,000 | – | 12,767 | – | 0.07% | – |
| EMR | New | EMERSON ELECTRIC CO. | $2,945,000 | – | 42,942 | – | 0.07% | – |
| TXN | New | TEXAS INSTRUMENTS INCORPORATED | $2,894,000 | – | 26,256 | – | 0.07% | – |
| LEA | New | LEAR CORPORATION | $2,842,000 | – | 15,293 | – | 0.07% | – |
| SU | New | SUNCOR ENERGY INC. | $2,660,000 | – | 65,419 | – | 0.06% | – |
| ZTS | New | ZOETIS INC. | $2,433,000 | – | 28,553 | – | 0.06% | – |
| FDX | New | FEDEX CORPORATION | $2,274,000 | – | 10,012 | – | 0.06% | – |
| EW | New | EDWARDS LIFESCIENCES CORPORATION | $2,256,000 | – | 15,497 | – | 0.06% | – |
| NDAQ | New | NASDAQ, INC. | $2,233,000 | – | 24,465 | – | 0.06% | – |
| BAX | New | BAXTER INTERNATIONAL INC. | $2,241,000 | – | 30,349 | – | 0.06% | – |
| ROST | New | ROSS STORES, INC. | $2,239,000 | – | 26,422 | – | 0.06% | – |
| IDXX | New | IDEXX LABORATORIES, INC. | $2,260,000 | – | 10,368 | – | 0.06% | – |
| MDSO | New | MEDIDATA SOLUTIONS, INC. | $2,184,000 | – | 27,114 | – | 0.05% | – |
| DG | New | DOLLAR GENERAL CORPORATION | $2,148,000 | – | 21,787 | – | 0.05% | – |
| PNC | New | THE PNC FINANCIAL SERVICES GROUP, INC. | $2,150,000 | – | 15,912 | – | 0.05% | – |
| ALL | New | THE ALLSTATE CORPORATION | $2,100,000 | – | 23,015 | – | 0.05% | – |
| LOB | New | LIVE OAK BANKING COMPANY | $2,130,000 | – | 69,609 | – | 0.05% | – |
| PRAH | New | PRA HEALTH SCIENCES, INC. | $2,064,000 | – | 22,118 | – | 0.05% | – |
| STI | New | SUNTRUST BANKS, INC. | $2,083,000 | – | 31,553 | – | 0.05% | – |
| RTN | New | RAYTHEON COMPANY | $2,091,000 | – | 10,820 | – | 0.05% | – |
| WM | New | WASTE MANAGEMENT, INC. | $2,035,000 | – | 25,022 | – | 0.05% | – |
| AFL | New | AFLAC INCORPORATED | $2,038,000 | – | 47,377 | – | 0.05% | – |
| PLNT | New | PLANET FITNESS, INC. | $2,011,000 | – | 45,850 | – | 0.05% | – |
| MGA | New | MAGNA INTERNATIONAL INC. | $1,981,000 | – | 34,094 | – | 0.05% | – |
| PJT | New | PJT PARTNERS INC. | $1,957,000 | – | 36,654 | – | 0.05% | – |
| MED | New | MEDIFAST, INC. | $1,945,000 | – | 12,138 | – | 0.05% | – |
| OLLI | New | OLLIE'S BARGAIN OUTLET HOLDINGS, INC. | $1,956,000 | – | 26,983 | – | 0.05% | – |
| EV | New | EATON VANCE CORP. | $1,908,000 | – | 36,562 | – | 0.05% | – |
| DPZ | New | DOMINO'S PIZZA, INC. | $1,929,000 | – | 6,836 | – | 0.05% | – |
| PGR | New | THE PROGRESSIVE CORPORATION | $1,890,000 | – | 31,948 | – | 0.05% | – |
| TRU | New | TRANSUNION | $1,871,000 | – | 26,086 | – | 0.05% | – |
| XOM | New | EXXON MOBIL CORPORATION | $1,883,000 | – | 22,740 | – | 0.05% | – |
| WTS | New | WATTS WATER TECHNOLOGIES, INC. | $1,861,000 | – | 23,728 | – | 0.05% | – |
| WCG | New | WELLCARE HEALTH PLANS, INC. | $1,822,000 | – | 7,404 | – | 0.04% | – |
| NHI | New | NATIONAL HEALTH INVESTORS, INC.reit usd | $1,847,000 | – | 25,066 | – | 0.04% | – |
| PVAC | New | PENN VIRGINIA CORPORATION | $1,781,000 | – | 21,000 | – | 0.04% | – |
| FCNCA | New | FIRST CITIZENS BANCSHARES, INC. | $1,781,000 | – | 4,422 | – | 0.04% | – |
| TMUS | New | T-MOBILE USA, INC. | $1,731,000 | – | 28,979 | – | 0.04% | – |
| FIVE | New | FIVE BELOW, INC. | $1,760,000 | – | 18,016 | – | 0.04% | – |
| CFG | New | CITIZENS FINANCIAL GROUP, INC. | $1,734,000 | – | 44,568 | – | 0.04% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWARE, INC. | $1,742,000 | – | 14,723 | – | 0.04% | – |
| WCN | New | WASTE CONNECTIONS US, INC. | $1,763,000 | – | 23,479 | – | 0.04% | – |
| HLI | New | HOULIHAN LOKEY, INC. | $1,721,000 | – | 33,598 | – | 0.04% | – |
| KLAC | New | KLA-TENCOR CORPORATION | $1,657,000 | – | 16,166 | – | 0.04% | – |
| RGA | New | REINSURANCE GROUP OF AMERICA, INCORPORATED | $1,625,000 | – | 12,171 | – | 0.04% | – |
| URI | New | UNITED RENTALS, INC. | $1,588,000 | – | 10,755 | – | 0.04% | – |
| UNP | New | UNION PACIFIC CORPORATION | $1,527,000 | – | 10,774 | – | 0.04% | – |
| AA | New | ALCOA CORPORATION | $1,516,000 | – | 32,286 | – | 0.04% | – |
| BBY | New | BEST BUY CO., INC. | $1,517,000 | – | 20,340 | – | 0.04% | – |
| AMAT | New | APPLIED MATERIALS, INC. | $1,489,000 | – | 32,249 | – | 0.04% | – |
| SC | New | SANTANDER CONSUMER USA HOLDINGS INC. | $1,426,000 | – | 74,687 | – | 0.04% | – |
| SAFM | New | SANDERSON FARMS, INC. | $1,393,000 | – | 13,249 | – | 0.03% | – |
| TITN | New | TITAN MACHINERY INC. | $1,329,000 | – | 85,443 | – | 0.03% | – |
| RHT | New | RED HAT, INC. | $1,314,000 | – | 9,779 | – | 0.03% | – |
| KEY | New | KEYCORP | $1,265,000 | – | 64,764 | – | 0.03% | – |
| TECK | New | TECK RESOURCES LIMITED | $1,227,000 | – | 48,221 | – | 0.03% | – |
| VICI | New | VICI PROPERTIES INC.reit usd | $1,234,000 | – | 59,792 | – | 0.03% | – |
| TMHC | New | TAYLOR MORRISON HOME CORPORATION | $1,136,000 | – | 54,698 | – | 0.03% | – |
| FAF | New | FIRST AMERICAN FINANCIAL CORPORATION | $1,150,000 | – | 22,243 | – | 0.03% | – |
| BKU | New | BANKUNITED, INC. | $1,082,000 | – | 26,496 | – | 0.03% | – |
| DPS | New | KEURIG DR PEPPER INC. | $1,103,000 | – | 9,037 | – | 0.03% | – |
| PPC | New | PILGRIM'S PRIDE CORPORATION | $1,073,000 | – | 53,354 | – | 0.03% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $1,002,000 | – | 35,523 | – | 0.02% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,023,000 | – | 35,635 | – | 0.02% | – |
| FHI | New | FEDERATED INVESTORS, INC. | $814,000 | – | 34,926 | – | 0.02% | – |
| MSGN | New | MSG NETWORKS INC. | $719,000 | – | 30,033 | – | 0.02% | – |
| TOL | New | TOLL BROTHERS, INC. | $722,000 | – | 19,526 | – | 0.02% | – |
| MITT | New | AG MORTGAGE INVESTMENT TRUST, INC.reit usd | $588,000 | – | 31,269 | – | 0.01% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MTGE | Exit | MTGE INVESTMENT CORP.reit usd | $0 | – | -23,473 | – | -0.01% | – |
| MITT | Exit | AG MORTGAGE INVESTMENT TRUSTreit usd | $0 | – | -28,369 | – | -0.02% | – |
| KLDX | Exit | KLONDEX MINES LTD. | $0 | – | -157,414 | – | -0.02% | – |
| HOLX | Exit | HOLOGIC, INC. | $0 | – | -16,384 | – | -0.02% | – |
| MCD | Exit | MCDONALD'S CORPORATION | $0 | – | -4,741 | – | -0.02% | – |
| EVBG | Exit | EVERBRIDGE, INC. | $0 | – | -29,287 | – | -0.02% | – |
| UPLCQ | Exit | ULTRA PETROLEUM CORP. | $0 | – | -92,574 | – | -0.02% | – |
| KLAC | Exit | KLA-TENCOR CORPORATION | $0 | – | -7,422 | – | -0.02% | – |
| QCP | Exit | QUALITY CARE PROPERTIES, INCreit usd | $0 | – | -56,126 | – | -0.02% | – |
| LW | Exit | LAMB WESTON HOLDINGS, INC. | $0 | – | -19,252 | – | -0.02% | – |
| FCX | Exit | FREEPORT-MCMORAN INC. | $0 | – | -74,868 | – | -0.03% | – |
| TTC | Exit | THE TORO COMPANY | $0 | – | -17,625 | – | -0.03% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORPORA | $0 | – | -50,918 | – | -0.03% | – |
| XOM | Exit | EXXON MOBIL CORPORATION | $0 | – | -14,247 | – | -0.03% | – |
| EA | Exit | ELECTRONIC ARTS INC. | $0 | – | -10,286 | – | -0.03% | – |
| COO | Exit | THE COOPER COMPANIES, INC. | $0 | – | -5,217 | – | -0.03% | – |
| RTN | Exit | RAYTHEON COMPANY | $0 | – | -6,619 | – | -0.03% | – |
| RICE | Exit | RICE ENERGY, INC. | $0 | – | -42,329 | – | -0.03% | – |
| RSG | Exit | REPUBLIC SERVICES, INC. | $0 | – | -18,582 | – | -0.03% | – |
| OLLI | Exit | OLLIE'S BARGAIN OUTLET HOLDI | $0 | – | -26,983 | – | -0.03% | – |
| ELS | Exit | EQUITY LIFESTYLE PROPERTIES,reit usd | $0 | – | -14,601 | – | -0.03% | – |
| PVAC | Exit | PENN VIRGINIA CORPORATION | $0 | – | -31,179 | – | -0.03% | – |
| MDSO | Exit | MEDIDATA SOLUTIONS, INC. | $0 | – | -16,509 | – | -0.04% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INCORPO | $0 | – | -14,693 | – | -0.04% | – |
| TITN | Exit | TITAN MACHINERY INC. | $0 | – | -85,443 | – | -0.04% | – |
| ORA | Exit | ORMAT TECHNOLOGIES, INC. | $0 | – | -21,651 | – | -0.04% | – |
| DPZ | Exit | DOMINO'S PIZZA, INC. | $0 | – | -6,836 | – | -0.04% | – |
| DG | Exit | DOLLAR GENERAL CORPORATION | $0 | – | -16,701 | – | -0.04% | – |
| CPS | Exit | COOPER-STANDARD HOLDINGS INC | $0 | – | -11,719 | – | -0.04% | – |
| CBOE | Exit | CBOE HOLDINGS, INC. | $0 | – | -12,981 | – | -0.04% | – |
| LEA | Exit | LEAR CORPORATION | $0 | – | -8,129 | – | -0.04% | – |
| RP | Exit | REALPAGE, INC. | $0 | – | -35,707 | – | -0.04% | – |
| URI | Exit | UNITED RENTALS, INC. | $0 | – | -10,755 | – | -0.04% | – |
| TER | Exit | TERADYNE, INC. | $0 | – | -40,459 | – | -0.04% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -14,723 | – | -0.04% | – |
| GT | Exit | THE GOODYEAR TIRE RUBBER C | $0 | – | -45,889 | – | -0.04% | – |
| WM | Exit | WASTE MANAGEMENT, INC. | $0 | – | -19,807 | – | -0.04% | – |
| CRUS | Exit | CIRRUS LOGIC, INC. | $0 | – | -30,608 | – | -0.04% | – |
| HEI | Exit | HEICO CORPORATION | $0 | – | -18,420 | – | -0.04% | – |
| TTMI | Exit | TTM TECHNOLOGIES, INC. | $0 | – | -106,215 | – | -0.04% | – |
| AMAT | Exit | APPLIED MATERIALS, INC. | $0 | – | -32,249 | – | -0.05% | – |
| SCCO | Exit | SOUTHERN COPPER CORPORATION | $0 | – | -43,962 | – | -0.05% | – |
| WCG | Exit | WELLCARE HEALTH PLANS, INC. | $0 | – | -10,373 | – | -0.05% | – |
| TMUS | Exit | T-MOBILE USA, INC. | $0 | – | -28,979 | – | -0.05% | – |
| MMC | Exit | MARSH MCLENNAN COMPANIES, | $0 | – | -21,753 | – | -0.05% | – |
| CHD | Exit | CHURCH DWIGHT CO., INC. | $0 | – | -37,922 | – | -0.05% | – |
| PRAH | Exit | PRA HEALTH SCIENCES, INC. | $0 | – | -24,107 | – | -0.05% | – |
| CPT | Exit | CAMDEN PROPERTY TRUSTreit usd | $0 | – | -20,096 | – | -0.05% | – |
| PJT | Exit | PJT PARTNERS INC. | $0 | – | -47,342 | – | -0.05% | – |
| CNS | Exit | COHEN STEERS, INC. | $0 | – | -47,241 | – | -0.05% | – |
| ERIE | Exit | ERIE INDEMNITY COMPANY | $0 | – | -15,318 | – | -0.05% | – |
| OI | Exit | OWENS-ILLINOIS, INC. | $0 | – | -74,997 | – | -0.05% | – |
| IDXX | Exit | IDEXX LABORATORIES, INC. | $0 | – | -12,181 | – | -0.05% | – |
| BAX | Exit | BAXTER INTERNATIONAL INC. | $0 | – | -30,349 | – | -0.05% | – |
| MTD | Exit | METTLER-TOLEDO INTERNATIONAL | $0 | – | -3,094 | – | -0.05% | – |
| AFG | Exit | AMERICAN FINANCIAL GROUP, IN | $0 | – | -18,893 | – | -0.05% | – |
| NHI | Exit | NATIONAL HEALTH INVESTORS, Ireit usd | $0 | – | -25,066 | – | -0.05% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL,tracking stk usd | $0 | – | -41,154 | – | -0.05% | – |
| HLI | Exit | HOULIHAN LOKEY, INC. | $0 | – | -49,810 | – | -0.05% | – |
| STZ | Exit | CONSTELLATION BRANDS, INC. | $0 | – | -9,829 | – | -0.05% | – |
| MC | Exit | MOELIS COMPANY | $0 | – | -45,893 | – | -0.05% | – |
| EV | Exit | EATON VANCE CORP. | $0 | – | -39,745 | – | -0.05% | – |
| EVR | Exit | EVERCORE INC. | $0 | – | -24,804 | – | -0.06% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORPORA | $0 | – | -18,224 | – | -0.06% | – |
| SEIC | Exit | SEI INVESTMENTS COMPANY | $0 | – | -32,888 | – | -0.06% | – |
| ERF | Exit | ENERPLUS CORPORATION | $0 | – | -206,670 | – | -0.06% | – |
| WCN | Exit | WASTE CONNECTIONS US, INC. | $0 | – | -29,074 | – | -0.06% | – |
| TRU | Exit | TRANSUNION | $0 | – | -42,879 | – | -0.06% | – |
| ETFC | Exit | E-TRADE FINANCIAL CORPORATIO | $0 | – | -47,167 | – | -0.06% | – |
| DLR | Exit | DIGITAL REALTY TRUST, INC.reit usd | $0 | – | -17,298 | – | -0.06% | – |
| FDX | Exit | FEDEX CORPORATION | $0 | – | -10,727 | – | -0.07% | – |
| AHH | Exit | ARMADA HOFFLER PROPERTIES, Ireit usd | $0 | – | -180,890 | – | -0.07% | – |
| ODP | Exit | OFFICE DEPOT, INC. | $0 | – | -578,151 | – | -0.07% | – |
| TXN | Exit | TEXAS INSTRUMENTS INCORPORAT | $0 | – | -29,622 | – | -0.07% | – |
| AMGN | Exit | AMGEN INC. | $0 | – | -14,577 | – | -0.07% | – |
| LM | Exit | LEGG MASON, INC. | $0 | – | -68,490 | – | -0.07% | – |
| MHK | Exit | MOHAWK INDUSTRIES, INC. | $0 | – | -11,248 | – | -0.08% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUSTreit usd | $0 | – | -102,562 | – | -0.08% | – |
| HD | Exit | THE HOME DEPOT, INC. | $0 | – | -19,506 | – | -0.09% | – |
| VIPS | Exit | VIPSHOP (CHINA) CO., LTD.adr usd | $0 | – | -371,147 | – | -0.09% | – |
| UNH | Exit | UNITEDHEALTH GROUP INCORPORA | $0 | – | -16,822 | – | -0.09% | – |
| ACRE | Exit | ARES COMMERCIAL REAL ESTATEreit usd | $0 | – | -263,856 | – | -0.10% | – |
| MGA | Exit | MAGNA INTERNATIONAL INC. | $0 | – | -67,247 | – | -0.10% | – |
| PODD | Exit | INSULET CORPORATION | $0 | – | -76,034 | – | -0.12% | – |
| STOR | Exit | STORE CAPITAL CORPORATIONreit usd | $0 | – | -168,796 | – | -0.12% | – |
| LITE | Exit | LUMENTUM HOLDINGS INC. | $0 | – | -81,139 | – | -0.12% | – |
| JKHY | Exit | JACK HENRY ASSOCIATES, INC | $0 | – | -43,331 | – | -0.12% | – |
| FTNT | Exit | FORTINET, INC. | $0 | – | -127,538 | – | -0.12% | – |
| ENTG | Exit | ENTEGRIS, INC. | $0 | – | -181,700 | – | -0.14% | – |
| NRZ | Exit | NEW RESIDENTIAL INVESTMENT Creit usd | $0 | – | -328,901 | – | -0.15% | – |
| HST | Exit | HOST HOTELS RESORTS, INC.reit usd | $0 | – | -297,216 | – | -0.15% | – |
| WUBA | Exit | 58.COM INC.adr usd | $0 | – | -91,600 | – | -0.16% | – |
| NSP | Exit | INSPERITY, INC. | $0 | – | -65,863 | – | -0.16% | – |
| MPWR | Exit | MONOLITHIC POWER SYSTEMS, IN | $0 | – | -55,966 | – | -0.16% | – |
| JPC | Exit | NUVEEN MULTI-STRATEGY INCOMEclosed-end fund usd | $0 | – | -564,261 | – | -0.16% | – |
| MPW | Exit | MEDICAL PROPERTIES TRUST, INreit usd | $0 | – | -460,253 | – | -0.16% | – |
| STWD | Exit | STARWOOD PROPERTY TRUST, INCreit usd | $0 | – | -283,275 | – | -0.17% | – |
| RAVN | Exit | RAVEN INDUSTRIES, INC. | $0 | – | -191,324 | – | -0.17% | – |
| GDOT | Exit | GREEN DOT CORPORATION | $0 | – | -128,063 | – | -0.17% | – |
| GLW | Exit | CORNING INCORPORATED | $0 | – | -221,336 | – | -0.18% | – |
| CDW | Exit | CDW CORPORATION | $0 | – | -105,150 | – | -0.19% | – |
| ARI | Exit | APOLLO COMMERCIAL REAL ESTATreit usd | $0 | – | -408,377 | – | -0.20% | – |
| TWO | Exit | TWO HARBORS INVESTMENT CORP.reit usd | $0 | – | -749,983 | – | -0.21% | – |
| IRBT | Exit | IROBOT CORPORATION | $0 | – | -101,743 | – | -0.22% | – |
| IVR | Exit | INVESCO MORTGAGE CAPITAL INCreit usd | $0 | – | -462,168 | – | -0.22% | – |
| SNPS | Exit | SYNOPSYS, INC. | $0 | – | -102,005 | – | -0.22% | – |
| CNA | Exit | CNA FINANCIAL CORPORATION | $0 | – | -164,218 | – | -0.23% | – |
| APH | Exit | AMPHENOL CORPORATION | $0 | – | -102,740 | – | -0.24% | – |
| TRMB | Exit | TRIMBLE INC. | $0 | – | -225,156 | – | -0.24% | – |
| CAA | Exit | CALATLANTIC GROUP, INC. | $0 | – | -308,120 | – | -0.31% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -93,839 | – | -0.38% | – |
| NUE | Exit | NUCOR CORPORATION | $0 | – | -292,086 | – | -0.45% | – |
| R | Exit | RYDER SYSTEM, INC. | $0 | – | -195,253 | – | -0.45% | – |
| MSFT | Exit | MICROSOFT CORPORATION | $0 | – | -225,206 | – | -0.46% | – |
| NTES | Exit | NETEASE, INC.adr usd | $0 | – | -63,677 | – | -0.46% | – |
| WYND | Exit | WYNDHAM WORLDWIDE CORPORATIO | $0 | – | -168,529 | – | -0.49% | – |
| FOXF | Exit | FOX FACTORY HOLDING CORP. | $0 | – | -469,103 | – | -0.55% | – |
| WSO | Exit | WATSCO, INC. | $0 | – | -126,913 | – | -0.56% | – |
| HES | Exit | HESS CORPORATION | $0 | – | -442,295 | – | -0.57% | – |
| ASGN | Exit | ON ASSIGNMENT, INC. | $0 | – | -388,055 | – | -0.57% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -116,987 | – | -0.57% | – |
| STLD | Exit | STEEL DYNAMICS, INC. | $0 | – | -705,251 | – | -0.67% | – |
| RBA | Exit | RITCHIE BROS. AUCTIONEERS IN | $0 | – | -775,317 | – | -0.67% | – |
| PFE | Exit | PFIZER INC. | $0 | – | -765,654 | – | -0.75% | – |
| ABBV | Exit | ABBVIE INC. | $0 | – | -308,320 | – | -0.75% | – |
| KAR | Exit | KAR AUCTION SERVICES, INC. | $0 | – | -633,958 | – | -0.83% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS, I | $0 | – | -638,434 | – | -0.84% | – |
| BTI | Exit | BRITISH AMERICAN TOBACCO P.Ladr usd | $0 | – | -520,131 | – | -0.89% | – |
| LCII | Exit | LCI INDUSTRIES | $0 | – | -283,429 | – | -0.90% | – |
| AAPL | Exit | APPLE INC. | $0 | – | -214,585 | – | -0.90% | – |
| AET | Exit | AETNA INC. | $0 | – | -216,716 | – | -0.94% | – |
| VNTV | Exit | VANTIV, INC. | $0 | – | -492,826 | – | -0.95% | – |
| LEG | Exit | LEGGETT PLATT, INCORPORATE | $0 | – | -728,668 | – | -0.95% | – |
| GILD | Exit | GILEAD SCIENCES, INC. | $0 | – | -449,753 | – | -1.00% | – |
| BABA | Exit | ALIBABA GROUP HOLDING LIMITEadr usd | $0 | – | -215,500 | – | -1.02% | – |
| CL | Exit | COLGATE-PALMOLIVE COMPANY | $0 | – | -544,628 | – | -1.09% | – |
| LRCX | Exit | LAM RESEARCH CORPORATION | $0 | – | -254,482 | – | -1.29% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -1,022,836 | – | -1.32% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACadr usd | $0 | – | -1,332,090 | – | -1.37% | – |
| CVX | Exit | CHEVRON CORPORATION | $0 | – | -441,955 | – | -1.42% | – |
| TTEK | Exit | TETRA TECH, INC. | $0 | – | -1,127,523 | – | -1.44% | – |
| INGR | Exit | INGREDION INCORPORATED | $0 | – | -440,181 | – | -1.46% | – |
| LFUS | Exit | LITTELFUSE, INC. | $0 | – | -273,584 | – | -1.47% | – |
| CMCSA | Exit | COMCAST CORPORATION | $0 | – | -1,448,528 | – | -1.53% | – |
| MRK | Exit | MERCK CO., INC. | $0 | – | -879,074 | – | -1.54% | – |
| V | Exit | VISA INC. | $0 | – | -547,015 | – | -1.58% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -2,309,279 | – | -1.60% | – |
| GOOGL | Exit | ALPHABET INC. | $0 | – | -60,640 | – | -1.62% | – |
| XYL | Exit | XYLEM INC. | $0 | – | -946,510 | – | -1.62% | – |
| CLX | Exit | THE CLOROX COMPANY | $0 | – | -451,699 | – | -1.63% | – |
| ANSS | Exit | ANSYS, INC. | $0 | – | -568,063 | – | -1.91% | – |
| PM | Exit | PHILIP MORRIS INTERNATIONAL | $0 | – | -649,420 | – | -1.98% | – |
| BURL | Exit | BURLINGTON STORES, INC. | $0 | – | -755,919 | – | -1.98% | – |
| TROW | Exit | T. ROWE PRICE GROUP, INC. | $0 | – | -828,957 | – | -2.06% | – |
| MKTX | Exit | MARKETAXESS HOLDINGS INC. | $0 | – | -419,434 | – | -2.12% | – |
| CSCO | Exit | CISCO SYSTEMS, INC. | $0 | – | -2,483,207 | – | -2.29% | – |
| LMT | Exit | LOCKHEED MARTIN CORPORATION | $0 | – | -279,798 | – | -2.38% | – |
| ALB | Exit | ALBEMARLE CORPORATION | $0 | – | -654,713 | – | -2.44% | – |
| JNJ | Exit | JOHNSON JOHNSON | $0 | – | -705,211 | – | -2.51% | – |
| AOS | Exit | A. O. SMITH CORPORATION | $0 | – | -1,602,286 | – | -2.61% | – |
| FRC | Exit | FIRST REPUBLIC BANK | $0 | – | -955,980 | – | -2.74% | – |
| COHR | Exit | COHERENT, INC. | $0 | – | -448,539 | – | -2.89% | – |
| EOG | Exit | EOG RESOURCES, INC. | $0 | – | -1,097,106 | – | -2.91% | – |
| AMZN | Exit | AMAZON.COM, INC. | $0 | – | -114,285 | – | -3.01% | – |
| CELG | Exit | CELGENE CORPORATION | $0 | – | -800,335 | – | -3.20% | – |
| ATVI | Exit | ACTIVISION BLIZZARD, INC. | $0 | – | -1,828,465 | – | -3.23% | – |
| JPM | Exit | JPMORGAN CHASE CO. | $0 | – | -1,329,308 | – | -3.48% | – |
| GOOG | Exit | ALPHABET INC. | $0 | – | -133,101 | – | -3.50% | – |
| FB | Exit | FACEBOOK, INC. | $0 | – | -962,066 | – | -4.50% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | Buy | FACEBOOK, INC. | $164,330,000 | -99.9% | 962,066 | +0.6% | 4.50% | +10.8% |
| GOOG | Buy | ALPHABET INC. | $127,567,000 | -99.9% | 133,101 | +14.9% | 3.50% | +17.9% |
| JPM | Buy | JPMORGAN CHASE CO. | $126,922,000 | -99.9% | 1,329,308 | +6.6% | 3.48% | +8.3% |
| ATVI | Buy | ACTIVISION BLIZZARD, INC. | $117,899,000 | -99.9% | 1,828,465 | +0.3% | 3.23% | +9.3% |
| CELG | Sell | CELGENE CORPORATION | $116,681,000 | -99.9% | 800,335 | -1.3% | 3.20% | +7.8% |
| AMZN | Buy | AMAZON.COM, INC. | $109,770,000 | -99.9% | 114,285 | +27.9% | 3.01% | +23.5% |
| COHR | Buy | COHERENT, INC. | $105,474,000 | -99.9% | 448,539 | +6.4% | 2.89% | +8.2% |
| FRC | Sell | FIRST REPUBLIC BANK | $99,976,000 | -99.9% | 955,980 | -2.2% | 2.74% | -0.6% |
| AOS | Buy | A. O. SMITH CORPORATION | $95,240,000 | -99.9% | 1,602,286 | +1.5% | 2.61% | +4.2% |
| JNJ | Buy | JOHNSON JOHNSON | $91,670,000 | -99.9% | 705,211 | +0.2% | 2.51% | -4.2% |
| ALB | Buy | ALBEMARLE CORPORATION | $89,224,000 | -99.8% | 654,713 | +24.4% | 2.44% | +56.3% |
| LMT | Buy | LOCKHEED MARTIN CORPORATION | $86,810,000 | -99.9% | 279,798 | +0.3% | 2.38% | +9.0% |
| CSCO | Sell | CISCO SYSTEMS, INC. | $83,485,000 | -99.9% | 2,483,207 | -14.1% | 2.29% | -10.2% |
| MKTX | Buy | MARKETAXESS HOLDINGS INC. | $77,390,000 | -99.9% | 419,434 | +0.1% | 2.12% | -10.6% |
| TROW | Buy | T. ROWE PRICE GROUP, INC. | $75,145,000 | -99.3% | 828,957 | +508.3% | 2.06% | +622.5% |
| BURL | Sell | BURLINGTON STORES, INC. | $72,152,000 | -99.9% | 755,919 | -0.8% | 1.98% | +0.2% |
| PM | Buy | PHILIP MORRIS INTERNATIONAL | $72,092,000 | -99.9% | 649,420 | +11.5% | 1.98% | +2.5% |
| ANSS | Sell | ANSYS, INC. | $69,718,000 | -99.9% | 568,063 | -13.3% | 1.91% | -14.8% |
| CLX | Buy | THE CLOROX COMPANY | $59,570,000 | -99.9% | 451,699 | +32.7% | 1.63% | +27.7% |
| XYL | New | XYLEM INC. | $59,270,000 | – | 946,510 | – | 1.62% | – |
| GOOGL | Buy | ALPHABET INC. | $59,025,000 | -99.9% | 60,640 | +0.8% | 1.62% | +2.7% |
| BAC | Buy | BANK OF AMERICA CORPORATION | $58,494,000 | -99.9% | 2,309,279 | +16.4% | 1.60% | +18.2% |
| V | Sell | VISA INC. | $57,551,000 | -99.9% | 547,015 | -18.9% | 1.58% | -11.5% |
| MRK | Sell | MERCK CO., INC. | $56,278,000 | -99.9% | 879,074 | -1.6% | 1.54% | -4.4% |
| CMCSA | Sell | COMCAST CORPORATION | $55,710,000 | -99.9% | 1,448,528 | -1.8% | 1.53% | -5.6% |
| LFUS | Buy | LITTELFUSE, INC. | $53,590,000 | -99.8% | 273,584 | +69.7% | 1.47% | +96.0% |
| INGR | Sell | INGREDION INCORPORATED | $53,090,000 | -99.9% | 440,181 | -19.3% | 1.46% | -20.5% |
| TTEK | Buy | TETRA TECH, INC. | $52,430,000 | -99.9% | 1,127,523 | +1.3% | 1.44% | +0.3% |
| CVX | Sell | CHEVRON CORPORATION | $51,912,000 | -99.9% | 441,955 | -1.2% | 1.42% | +8.1% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MANUFACadr usd | $50,033,000 | -99.9% | 1,332,090 | +1.1% | 1.37% | +5.8% |
| LRCX | Buy | LAM RESEARCH CORPORATION | $47,066,000 | -99.9% | 254,482 | +1.0% | 1.29% | +28.6% |
| CL | Buy | COLGATE-PALMOLIVE COMPANY | $39,660,000 | -99.9% | 544,628 | +19.5% | 1.09% | +14.3% |
| BABA | Buy | ALIBABA GROUP HOLDING LIMITEadr usd | $37,225,000 | -99.9% | 215,500 | +9.6% | 1.02% | +30.8% |
| LEG | Sell | LEGGETT PLATT, INCORPORATE | $34,765,000 | -99.9% | 728,668 | -39.0% | 0.95% | -46.1% |
| VNTV | Buy | VANTIV, INC. | $34,734,000 | -99.6% | 492,826 | +233.6% | 0.95% | +260.6% |
| AAPL | Sell | APPLE INC. | $33,046,000 | -99.9% | 214,585 | -48.1% | 0.90% | -46.0% |
| BTI | New | BRITISH AMERICAN TOBACCO P.Ladr usd | $32,493,000 | – | 520,131 | – | 0.89% | – |
| KAR | Sell | KAR AUCTION SERVICES, INC. | $30,246,000 | -99.9% | 633,958 | -30.5% | 0.83% | -23.1% |
| ABBV | Buy | ABBVIE INC. | $27,391,000 | -99.9% | 308,320 | +0.5% | 0.75% | +19.8% |
| PFE | Sell | PFIZER INC. | $27,319,000 | -99.9% | 765,654 | -4.0% | 0.75% | -0.8% |
| STLD | Buy | STEEL DYNAMICS, INC. | $24,310,000 | -99.9% | 705,251 | +7.3% | 0.67% | +0.6% |
| NVDA | Buy | NVIDIA CORPORATION | $20,901,000 | -99.9% | 116,987 | +4.3% | 0.57% | +25.7% |
| WSO | Buy | WATSCO, INC. | $20,443,000 | -99.9% | 126,913 | +31.2% | 0.56% | +33.3% |
| FOXF | New | FOX FACTORY HOLDING CORP. | $20,171,000 | – | 469,103 | – | 0.55% | – |
| WYND | Sell | WYNDHAM WORLDWIDE CORPORATIO | $17,761,000 | -99.9% | 168,529 | -23.4% | 0.49% | -21.7% |
| NTES | Buy | NETEASE, INC.adr usd | $16,799,000 | -99.9% | 63,677 | +0.3% | 0.46% | -14.3% |
| MSFT | Sell | MICROSOFT CORPORATION | $16,764,000 | -100.0% | 225,206 | -54.2% | 0.46% | -51.9% |
| NUE | Buy | NUCOR CORPORATION | $16,366,000 | -99.9% | 292,086 | +2.0% | 0.45% | -4.1% |
| ADBE | Buy | ADOBE SYSTEMS INCORPORATED | $13,996,000 | -99.9% | 93,839 | +4.2% | 0.38% | +6.7% |
| CAA | Sell | CALATLANTIC GROUP, INC. | $11,280,000 | -99.9% | 308,120 | -1.3% | 0.31% | -0.6% |
| TRMB | Buy | TRIMBLE INC. | $8,837,000 | -99.9% | 225,156 | +6.5% | 0.24% | +14.2% |
| APH | Sell | AMPHENOL CORPORATION | $8,696,000 | -99.9% | 102,740 | -12.6% | 0.24% | -2.5% |
| CNA | Buy | CNA FINANCIAL CORPORATION | $8,252,000 | -99.9% | 164,218 | +31.4% | 0.23% | +32.2% |
| SNPS | Buy | SYNOPSYS, INC. | $8,214,000 | -99.9% | 102,005 | +5.0% | 0.22% | +12.5% |
| IVR | Buy | INVESCO MORTGAGE CAPITAL INCreit usd | $7,917,000 | -99.9% | 462,168 | +1.0% | 0.22% | +0.9% |
| IRBT | New | IROBOT CORPORATION | $7,840,000 | – | 101,743 | – | 0.22% | – |
| TWO | Buy | TWO HARBORS INVESTMENT CORP.reit usd | $7,552,000 | -99.9% | 749,983 | +0.8% | 0.21% | -0.5% |
| ARI | Buy | APOLLO COMMERCIAL REAL ESTATreit usd | $7,396,000 | -99.9% | 408,377 | +0.8% | 0.20% | -3.8% |
| CDW | Buy | CDW CORPORATION | $6,939,000 | -99.9% | 105,150 | +5.0% | 0.19% | +8.0% |
| GLW | Buy | CORNING INCORPORATED | $6,620,000 | -99.9% | 221,336 | +5.0% | 0.18% | +1.7% |
| GDOT | Buy | GREEN DOT CORPORATION | $6,349,000 | -99.9% | 128,063 | +1.6% | 0.17% | +27.0% |
| RAVN | New | RAVEN INDUSTRIES, INC. | $6,189,000 | – | 191,324 | – | 0.17% | – |
| STWD | Buy | STARWOOD PROPERTY TRUST, INCreit usd | $6,147,000 | -99.9% | 283,275 | +0.8% | 0.17% | -5.1% |
| MPW | Buy | MEDICAL PROPERTIES TRUST, INreit usd | $6,039,000 | -99.9% | 460,253 | +0.8% | 0.16% | 0.0% |
| MPWR | Buy | MONOLITHIC POWER SYSTEMS, IN | $5,963,000 | -99.9% | 55,966 | +3.8% | 0.16% | +11.6% |
| JPC | Buy | NUVEEN MULTI-STRATEGY INCOMEclosed-end fund usd | $5,959,000 | -99.9% | 564,261 | +9.1% | 0.16% | +7.9% |
| NSP | Buy | INSPERITY, INC. | $5,796,000 | -99.9% | 65,863 | +1.6% | 0.16% | +23.3% |
| WUBA | New | 58.COM INC.adr usd | $5,784,000 | – | 91,600 | – | 0.16% | – |
| NRZ | Buy | NEW RESIDENTIAL INVESTMENT Creit usd | $5,503,000 | -99.9% | 328,901 | +1.0% | 0.15% | +5.6% |
| HST | Sell | HOST HOTELS RESORTS, INC.reit usd | $5,493,000 | -99.9% | 297,216 | -2.1% | 0.15% | -3.2% |
| ENTG | New | ENTEGRIS, INC. | $5,233,000 | – | 181,700 | – | 0.14% | – |
| FTNT | Sell | FORTINET, INC. | $4,570,000 | -99.9% | 127,538 | -7.3% | 0.12% | -13.8% |
| JKHY | Sell | JACK HENRY ASSOCIATES, INC | $4,454,000 | -99.9% | 43,331 | -20.1% | 0.12% | -23.3% |
| LITE | Sell | LUMENTUM HOLDINGS INC. | $4,410,000 | -99.9% | 81,139 | -20.2% | 0.12% | -25.8% |
| PODD | Buy | INSULET CORPORATION | $4,187,000 | -99.8% | 76,034 | +51.4% | 0.12% | +57.5% |
| STOR | Sell | STORE CAPITAL CORPORATIONreit usd | $4,196,000 | -99.9% | 168,796 | -1.5% | 0.12% | +6.5% |
| MGA | Buy | MAGNA INTERNATIONAL INC. | $3,578,000 | -99.7% | 67,247 | +153.0% | 0.10% | +180.0% |
| ACRE | Buy | ARES COMMERCIAL REAL ESTATEreit usd | $3,509,000 | -99.9% | 263,856 | +0.7% | 0.10% | -1.0% |
| VIPS | Sell | VIPSHOP (CHINA) CO., LTD.adr usd | $3,259,000 | -99.9% | 371,147 | -4.1% | 0.09% | -22.6% |
| HPT | Buy | HOSPITALITY PROPERTIES TRUSTreit usd | $2,921,000 | -99.9% | 102,562 | +1.2% | 0.08% | -3.6% |
| LM | New | LEGG MASON, INC. | $2,690,000 | – | 68,490 | – | 0.07% | – |
| TXN | Buy | TEXAS INSTRUMENTS INCORPORAT | $2,655,000 | -99.8% | 29,622 | +36.0% | 0.07% | +55.3% |
| ODP | Sell | OFFICE DEPOT, INC. | $2,625,000 | -100.0% | 578,151 | -82.5% | 0.07% | -86.2% |
| AHH | New | ARMADA HOFFLER PROPERTIES, Ireit usd | $2,498,000 | – | 180,890 | – | 0.07% | – |
| FDX | Buy | FEDEX CORPORATION | $2,420,000 | -99.9% | 10,727 | +29.2% | 0.07% | +29.4% |
| WCN | Buy | WASTE CONNECTIONS US, INC. | $2,027,000 | -99.8% | 29,074 | +84.4% | 0.06% | +93.1% |
| ETFC | New | E-TRADE FINANCIAL CORPORATIO | $2,057,000 | – | 47,167 | – | 0.06% | – |
| DLR | Buy | DIGITAL REALTY TRUST, INC.reit usd | $2,048,000 | -99.8% | 17,298 | +54.5% | 0.06% | +55.6% |
| TRU | Buy | TRANSUNION | $2,026,000 | -99.9% | 42,879 | +30.8% | 0.06% | +40.0% |
| SEIC | New | SEI INVESTMENTS COMPANY | $2,008,000 | – | 32,888 | – | 0.06% | – |
| EW | Buy | EDWARDS LIFESCIENCES CORPORA | $1,992,000 | -99.9% | 18,224 | +60.6% | 0.06% | +44.7% |
| ERF | Buy | ENERPLUS CORPORATION | $2,016,000 | -99.7% | 206,670 | +151.6% | 0.06% | +189.5% |
| EVR | New | EVERCORE INC. | $1,991,000 | – | 24,804 | – | 0.06% | – |
| MC | Buy | MOELIS COMPANY | $1,973,000 | -99.9% | 45,893 | +22.1% | 0.05% | +31.7% |
| STZ | New | CONSTELLATION BRANDS, INC. | $1,960,000 | – | 9,829 | – | 0.05% | – |
| EV | New | EATON VANCE CORP. | $1,961,000 | – | 39,745 | – | 0.05% | – |
| FNF | Buy | FIDELITY NATIONAL FINANCIAL,tracking stk usd | $1,952,000 | -99.8% | 41,154 | +80.6% | 0.05% | +82.8% |
| AFG | New | AMERICAN FINANCIAL GROUP, IN | $1,952,000 | – | 18,893 | – | 0.05% | – |
| HLI | New | HOULIHAN LOKEY, INC. | $1,950,000 | – | 49,810 | – | 0.05% | – |
| MTD | Buy | METTLER-TOLEDO INTERNATIONAL | $1,937,000 | -99.9% | 3,094 | +19.8% | 0.05% | +23.3% |
| IDXX | Buy | IDEXX LABORATORIES, INC. | $1,894,000 | -99.9% | 12,181 | +49.2% | 0.05% | +40.5% |
| BAX | Buy | BAXTER INTERNATIONAL INC. | $1,904,000 | -99.9% | 30,349 | +24.2% | 0.05% | +23.8% |
| OI | Buy | OWENS-ILLINOIS, INC. | $1,886,000 | -99.8% | 74,997 | +51.6% | 0.05% | +57.6% |
| ERIE | New | ERIE INDEMNITY COMPANY | $1,845,000 | – | 15,318 | – | 0.05% | – |
| CNS | New | COHEN STEERS, INC. | $1,866,000 | – | 47,241 | – | 0.05% | – |
| CPT | Buy | CAMDEN PROPERTY TRUSTreit usd | $1,838,000 | -99.8% | 20,096 | +57.9% | 0.05% | +61.3% |
| PRAH | Buy | PRA HEALTH SCIENCES, INC. | $1,836,000 | -99.8% | 24,107 | +53.0% | 0.05% | +51.5% |
| PJT | New | PJT PARTNERS INC. | $1,813,000 | – | 47,342 | – | 0.05% | – |
| CHD | Buy | CHURCH DWIGHT CO., INC. | $1,837,000 | -99.8% | 37,922 | +67.4% | 0.05% | +51.5% |
| WCG | Buy | WELLCARE HEALTH PLANS, INC. | $1,782,000 | -99.8% | 10,373 | +60.9% | 0.05% | +48.5% |
| TMUS | Buy | T-MOBILE USA, INC. | $1,787,000 | -99.8% | 28,979 | +65.1% | 0.05% | +63.3% |
| SCCO | Buy | SOUTHERN COPPER CORPORATION | $1,748,000 | -99.8% | 43,962 | +54.5% | 0.05% | +71.4% |
| CRUS | Buy | CIRRUS LOGIC, INC. | $1,631,000 | -99.7% | 30,608 | +195.8% | 0.04% | +150.0% |
| TTMI | Buy | TTM TECHNOLOGIES, INC. | $1,633,000 | -99.9% | 106,215 | +14.2% | 0.04% | 0.0% |
| GT | New | THE GOODYEAR TIRE RUBBER C | $1,525,000 | – | 45,889 | – | 0.04% | – |
| LEA | Buy | LEAR CORPORATION | $1,407,000 | -99.8% | 8,129 | +36.1% | 0.04% | +62.5% |
| DPZ | Sell | DOMINO'S PIZZA, INC. | $1,357,000 | -100.0% | 6,836 | -97.2% | 0.04% | -97.4% |
| ORA | Sell | ORMAT TECHNOLOGIES, INC. | $1,322,000 | -99.9% | 21,651 | -9.6% | 0.04% | -10.0% |
| TITN | New | TITAN MACHINERY INC. | $1,327,000 | – | 85,443 | – | 0.04% | – |
| PVAC | New | PENN VIRGINIA CORPORATION | $1,247,000 | – | 31,179 | – | 0.03% | – |
| RTN | Sell | RAYTHEON COMPANY | $1,235,000 | -99.9% | 6,619 | -36.9% | 0.03% | -29.2% |
| EA | New | ELECTRONIC ARTS INC. | $1,214,000 | – | 10,286 | – | 0.03% | – |
| XOM | Sell | EXXON MOBIL CORPORATION | $1,168,000 | -100.0% | 14,247 | -55.8% | 0.03% | -56.2% |
| TMHC | New | TAYLOR MORRISON HOME CORPORA | $1,123,000 | – | 50,918 | – | 0.03% | – |
| FCX | Buy | FREEPORT-MCMORAN INC. | $1,050,000 | -99.8% | 74,868 | +29.3% | 0.03% | +45.0% |
| UPLCQ | New | ULTRA PETROLEUM CORP. | $804,000 | – | 92,574 | – | 0.02% | – |
| EVBG | Buy | EVERBRIDGE, INC. | $774,000 | -99.9% | 29,287 | +16.2% | 0.02% | +23.5% |
| MITT | Buy | AG MORTGAGE INVESTMENT TRUSTreit usd | $546,000 | -99.9% | 28,369 | +7.5% | 0.02% | +7.1% |
| MTGE | New | MTGE INVESTMENT CORP.reit usd | $454,000 | – | 23,473 | – | 0.01% | – |
| ANH | Exit | ANWORTH MORTGAGE ASSET CORPOreit usd | $0 | – | -80,901 | – | -0.01% | – |
| DVN | Exit | DEVON ENERGY CORPORATION | $0 | – | -15,060 | – | -0.01% | – |
| WLL | Exit | WHITING PETROLEUM CORPORATIO | $0 | – | -99,499 | – | -0.02% | – |
| FANG | Exit | DIAMONDBACK ENERGY, INC. | $0 | – | -6,365 | – | -0.02% | – |
| CNP | Exit | CENTERPOINT ENERGY, INC. | $0 | – | -23,716 | – | -0.02% | – |
| TPC | Exit | TUTOR PERINI CORPORATION | $0 | – | -23,390 | – | -0.02% | – |
| MO | Exit | ALTRIA GROUP, INC. | $0 | – | -9,154 | – | -0.02% | – |
| AVB | Exit | AVALONBAY COMMUNITIES, INC.reit usd | $0 | – | -3,588 | – | -0.02% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE, IN | $0 | – | -8,781 | – | -0.02% | – |
| REX | Exit | REX AMERICAN RESOURCES CORPO | $0 | – | -7,241 | – | -0.02% | – |
| DIS | Exit | THE WALT DISNEY COMPANY | $0 | – | -6,771 | – | -0.02% | – |
| CBT | Exit | CABOT CORPORATION | $0 | – | -14,204 | – | -0.02% | – |
| INTC | Exit | INTEL CORPORATION | $0 | – | -22,516 | – | -0.02% | – |
| PCLN | Exit | THE PRICELINE GROUP INC. | $0 | – | -401 | – | -0.02% | – |
| DCI | Exit | DONALDSON COMPANY, INC. | $0 | – | -15,994 | – | -0.02% | – |
| KO | Exit | THE COCA-COLA COMPANY | $0 | – | -16,539 | – | -0.02% | – |
| GBX | Exit | THE GREENBRIER COMPANIES, IN | $0 | – | -16,279 | – | -0.02% | – |
| EXPE | Exit | EXPEDIA, INC. | $0 | – | -5,268 | – | -0.02% | – |
| LUV | Exit | SOUTHWEST AIRLINES CO. | $0 | – | -12,409 | – | -0.02% | – |
| DGX | Exit | QUEST DIAGNOSTICS INCORPORAT | $0 | – | -6,947 | – | -0.02% | – |
| GNTX | Exit | GENTEX CORPORATION | $0 | – | -43,014 | – | -0.02% | – |
| WRB | Exit | W. R. BERKLEY CORPORATION | $0 | – | -12,328 | – | -0.02% | – |
| JJSF | Exit | J J SNACK FOODS CORP. | $0 | – | -6,604 | – | -0.02% | – |
| TIF | Exit | TIFFANY CO. | $0 | – | -10,022 | – | -0.03% | – |
| ADSW | Exit | ADVANCED DISPOSAL SERVICES, | $0 | – | -41,298 | – | -0.03% | – |
| C | Exit | CITIGROUP INC. | $0 | – | -14,563 | – | -0.03% | – |
| VVV | Exit | VALVOLINE, INC. | $0 | – | -40,433 | – | -0.03% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC. | $0 | – | -22,368 | – | -0.03% | – |
| DFT | Exit | DUPONT FABROS TECHNOLOGY, INreit usd | $0 | – | -16,754 | – | -0.03% | – |
| EE | Exit | EL PASO ELECTRIC COMPANY | $0 | – | -20,168 | – | -0.03% | – |
| CME | Exit | CME GROUP INC. | $0 | – | -8,228 | – | -0.03% | – |
| DD | Exit | E. I. DU PONT DE NEMOURS AND | $0 | – | -12,956 | – | -0.03% | – |
| HSY | Exit | THE HERSHEY COMPANY | $0 | – | -10,077 | – | -0.03% | – |
| MGEE | Exit | MGE ENERGY, INC. | $0 | – | -16,427 | – | -0.03% | – |
| RGA | Exit | REINSURANCE GROUP OF AMERICA | $0 | – | -8,439 | – | -0.03% | – |
| OGE | Exit | OGE ENERGY CORP. | $0 | – | -31,702 | – | -0.03% | – |
| WOOF | Exit | VCA INC. | $0 | – | -11,846 | – | -0.03% | – |
| MKC | Exit | MCCORMICK COMPANY, INCORPO | $0 | – | -11,330 | – | -0.03% | – |
| RMD | Exit | RESMED INC. | $0 | – | -14,418 | – | -0.03% | – |
| MDR | Exit | MCDERMOTT INTERNATIONAL, INC | $0 | – | -159,520 | – | -0.03% | – |
| TSN | Exit | TYSON FOODS, INC. | $0 | – | -18,392 | – | -0.03% | – |
| TMK | Exit | TORCHMARK CORPORATION | $0 | – | -15,596 | – | -0.03% | – |
| ROST | Exit | ROSS STORES, INC. | $0 | – | -20,620 | – | -0.03% | – |
| CTAS | Exit | CINTAS CORPORATION | $0 | – | -10,133 | – | -0.04% | – |
| HCA | Exit | HCA HEALTHCARE, INC. | $0 | – | -15,531 | – | -0.04% | – |
| QLYS | Exit | QUALYS, INC. | $0 | – | -32,711 | – | -0.04% | – |
| PG | Exit | THE PROCTER GAMBLE COMPANY | $0 | – | -15,386 | – | -0.04% | – |
| PGR | Exit | THE PROGRESSIVE CORPORATION | $0 | – | -31,312 | – | -0.04% | – |
| ULTA | Exit | ULTA BEAUTY, INC. | $0 | – | -4,920 | – | -0.04% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL, INC. | $0 | – | -13,113 | – | -0.04% | – |
| SUI | Exit | SUN COMMUNITIES, INC.reit usd | $0 | – | -16,716 | – | -0.04% | – |
| KMB | Exit | KIMBERLY-CLARK CORPORATION | $0 | – | -11,624 | – | -0.04% | – |
| T | Exit | ATT INC. | $0 | – | -40,809 | – | -0.04% | – |
| Exit | HSBC HOLDINGS PLCglobal usd | $0 | – | -1,500,000 | – | -0.05% | – | |
| BCR | Exit | C.R. BARD, INC. | $0 | – | -5,215 | – | -0.05% | – |
| GE | Exit | GENERAL ELECTRIC COMPANY | $0 | – | -62,090 | – | -0.05% | – |
| ANTM | Exit | ANTHEM, INC. | $0 | – | -8,896 | – | -0.05% | – |
| WFC | Exit | WELLS FARGO COMPANY | $0 | – | -30,218 | – | -0.05% | – |
| GD | Exit | GENERAL DYNAMICS CORPORATION | $0 | – | -8,569 | – | -0.05% | – |
| EQR | Exit | EQUITY RESIDENTIALreit usd | $0 | – | -28,354 | – | -0.05% | – |
| PEP | Exit | PEPSICO, INC. | $0 | – | -25,261 | – | -0.08% | – |
| CCP | Exit | CARE CAPITAL PROPERTIES, INCreit usd | $0 | – | -108,901 | – | -0.08% | – |
| WELL | Exit | WELLTOWER INC.reit usd | $0 | – | -48,258 | – | -0.10% | – |
| Exit | HSBC HOLDINGS PLCglobal usd | $0 | – | -3,500,000 | – | -0.10% | – | |
| CLS | Exit | CELESTICA INC. | $0 | – | -329,215 | – | -0.13% | – |
| CTB | Exit | COOPER TIRE RUBBER COMPANY | $0 | – | -153,198 | – | -0.16% | – |
| Exit | BARCLAYS PLCglobal usd | $0 | – | -6,800,000 | – | -0.20% | – | |
| UNM | Exit | UNUM GROUP | $0 | – | -297,859 | – | -0.39% | – |
| GPC | Exit | GENUINE PARTS COMPANY | $0 | – | -161,675 | – | -0.42% | – |
| HP | Exit | HELMERICH PAYNE, INC. | $0 | – | -465,981 | – | -0.71% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP, INC | $0 | – | -327,639 | – | -0.84% | – |
| UNP | Exit | UNION PACIFIC CORPORATION | $0 | – | -281,221 | – | -0.86% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC. | $0 | – | -259,234 | – | -1.24% | – |
| RAI | Exit | REYNOLDS AMERICAN INC. | $0 | – | -741,827 | – | -1.36% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | New | FACEBOOK, INC. | $144,323,195,000 | – | 956,036 | – | 4.06% | – |
| JPM | New | JPMORGAN CHASE CO. | $113,994,760,000 | – | 1,247,071 | – | 3.21% | – |
| CELG | New | CELGENE CORPORATION | $105,352,431,000 | – | 811,277 | – | 2.97% | – |
| GOOG | New | ALPHABET INC. | $105,294,362,000 | – | 115,880 | – | 2.96% | – |
| ATVI | New | ACTIVISION BLIZZARD, INC. | $104,911,964,000 | – | 1,822,654 | – | 2.95% | – |
| EOG | New | EOG RESOURCES, INC. | $99,310,035,000 | – | 1,097,106 | – | 2.80% | – |
| FRC | New | FIRST REPUBLIC BANK | $97,823,496,000 | – | 977,453 | – | 2.76% | – |
| COHR | New | COHERENT, INC. | $94,839,992,000 | – | 421,736 | – | 2.67% | – |
| JNJ | New | JOHNSON JOHNSON | $93,141,477,000 | – | 703,964 | – | 2.62% | – |
| CSCO | New | CISCO SYSTEMS, INC. | $90,444,105,000 | – | 2,889,588 | – | 2.55% | – |
| AOS | New | A. O. SMITH CORPORATION | $88,921,805,000 | – | 1,578,587 | – | 2.50% | – |
| AMZN | New | AMAZON.COM, INC. | $86,482,005,000 | – | 89,376 | – | 2.44% | – |
| MKTX | New | MARKETAXESS HOLDINGS INC. | $84,221,318,000 | – | 418,824 | – | 2.37% | – |
| ANSS | New | ANSYS, INC. | $79,661,447,000 | – | 654,949 | – | 2.24% | – |
| LMT | New | LOCKHEED MARTIN CORPORATION | $77,466,863,000 | – | 278,999 | – | 2.18% | – |
| BURL | New | BURLINGTON STORES, INC. | $70,089,886,000 | – | 761,681 | – | 1.97% | – |
| PM | New | PHILIP MORRIS INTERNATIONAL | $68,400,247,000 | – | 582,328 | – | 1.93% | – |
| INGR | New | INGREDION INCORPORATED | $65,017,438,000 | – | 545,723 | – | 1.83% | – |
| V | New | VISA INC. | $63,234,250,000 | – | 674,211 | – | 1.78% | – |
| LEG | New | LEGGETT PLATT, INCORPORATE | $62,732,902,000 | – | 1,194,230 | – | 1.77% | – |
| AAPL | New | APPLE INC. | $59,549,966,000 | – | 413,484 | – | 1.68% | – |
| CMCSA | New | COMCAST CORPORATION | $57,392,405,000 | – | 1,474,625 | – | 1.62% | – |
| MRK | New | MERCK CO., INC. | $57,270,568,000 | – | 893,596 | – | 1.61% | – |
| GOOGL | New | ALPHABET INC. | $55,895,645,000 | – | 60,130 | – | 1.57% | – |
| ALB | New | ALBEMARLE CORPORATION | $55,534,711,000 | – | 526,146 | – | 1.56% | – |
| DPZ | New | DOMINO'S PIZZA, INC. | $50,967,187,000 | – | 240,991 | – | 1.44% | – |
| TTEK | New | TETRA TECH, INC. | $50,879,227,000 | – | 1,113,331 | – | 1.43% | – |
| RAI | New | REYNOLDS AMERICAN INC. | $48,241,010,000 | – | 741,827 | – | 1.36% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $48,135,528,000 | – | 1,984,152 | – | 1.36% | – |
| CVX | New | CHEVRON CORPORATION | $46,688,602,000 | – | 447,466 | – | 1.32% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACadr usd | $46,027,997,000 | – | 1,316,967 | – | 1.30% | – |
| CLX | New | THE CLOROX COMPANY | $45,366,029,000 | – | 340,458 | – | 1.28% | – |
| ZION | New | ZIONS BANCORPORATION | $44,902,501,000 | – | 1,022,836 | – | 1.26% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC. | $43,927,201,000 | – | 259,234 | – | 1.24% | – |
| KAR | New | KAR AUCTION SERVICES, INC. | $38,285,017,000 | – | 912,417 | – | 1.08% | – |
| LRCX | New | LAM RESEARCH CORPORATION | $35,628,365,000 | – | 251,933 | – | 1.00% | – |
| MSFT | New | MICROSOFT CORPORATION | $33,887,826,000 | – | 491,698 | – | 0.95% | – |
| CL | New | COLGATE-PALMOLIVE COMPANY | $33,779,707,000 | – | 455,682 | – | 0.95% | – |
| AET | New | AETNA INC. | $32,893,154,000 | – | 216,716 | – | 0.93% | – |
| GILD | New | GILEAD SCIENCES, INC. | $31,829,020,000 | – | 449,753 | – | 0.90% | – |
| UNP | New | UNION PACIFIC CORPORATION | $30,613,718,000 | – | 281,221 | – | 0.86% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP, INC | $29,854,466,000 | – | 327,639 | – | 0.84% | – |
| LCII | New | LCI INDUSTRIES | $28,994,787,000 | – | 283,429 | – | 0.82% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS, I | $28,646,534,000 | – | 638,434 | – | 0.81% | – |
| BABA | New | ALIBABA GROUP HOLDING LIMITEadr usd | $27,704,872,000 | – | 196,600 | – | 0.78% | – |
| PFE | New | PFIZER INC. | $26,799,580,000 | – | 797,844 | – | 0.76% | – |
| LFUS | New | LITTELFUSE, INC. | $26,592,593,000 | – | 161,177 | – | 0.75% | – |
| HP | New | HELMERICH PAYNE, INC. | $25,316,748,000 | – | 465,981 | – | 0.71% | – |
| STLD | New | STEEL DYNAMICS, INC. | $23,519,777,000 | – | 656,977 | – | 0.66% | – |
| RBA | New | RITCHIE BROS. AUCTIONEERS IN | $22,282,611,000 | – | 775,317 | – | 0.63% | – |
| ABBV | New | ABBVIE INC. | $22,229,565,000 | – | 306,657 | – | 0.63% | – |
| WYND | New | WYNDHAM WORLDWIDE CORPORATIO | $22,085,499,000 | – | 219,997 | – | 0.62% | – |
| ASGN | New | ON ASSIGNMENT, INC. | $21,009,298,000 | – | 388,055 | – | 0.59% | – |
| HES | New | HESS CORPORATION | $19,394,636,000 | – | 442,295 | – | 0.55% | – |
| NTES | New | NETEASE, INC.adr usd | $19,080,551,000 | – | 63,477 | – | 0.54% | – |
| ODP | New | OFFICE DEPOT, INC. | $18,579,495,000 | – | 3,300,088 | – | 0.52% | – |
| NUE | New | NUCOR CORPORATION | $16,572,521,000 | – | 286,375 | – | 0.47% | – |
| NVDA | New | NVIDIA CORPORATION | $16,203,652,000 | – | 112,136 | – | 0.46% | – |
| GPC | New | GENUINE PARTS COMPANY | $14,998,591,000 | – | 161,675 | – | 0.42% | – |
| WSO | New | WATSCO, INC. | $14,905,954,000 | – | 96,704 | – | 0.42% | – |
| R | New | RYDER SYSTEM, INC. | $14,050,406,000 | – | 195,253 | – | 0.40% | – |
| UNM | New | UNUM GROUP | $13,889,166,000 | – | 297,859 | – | 0.39% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $12,734,357,000 | – | 90,040 | – | 0.36% | – |
| CAA | New | CALATLANTIC GROUP, INC. | $11,032,300,000 | – | 312,176 | – | 0.31% | – |
| TROW | New | T. ROWE PRICE GROUP, INC. | $10,112,199,000 | – | 136,283 | – | 0.28% | – |
| VNTV | New | VANTIV, INC. | $9,357,365,000 | – | 147,709 | – | 0.26% | – |
| APH | New | AMPHENOL CORPORATION | $8,678,489,000 | – | 117,531 | – | 0.24% | – |
| IVR | New | INVESCO MORTGAGE CAPITAL INCreit usd | $7,638,029,000 | – | 457,367 | – | 0.22% | – |
| TRMB | New | TRIMBLE INC. | $7,542,885,000 | – | 211,463 | – | 0.21% | – |
| ARI | New | APOLLO COMMERCIAL REAL ESTATreit usd | $7,509,553,000 | – | 405,046 | – | 0.21% | – |
| TWO | New | TWO HARBORS INVESTMENT CORP.reit usd | $7,380,708,000 | – | 744,023 | – | 0.21% | – |
| New | BARCLAYS PLCglobal usd | $7,239,876,000 | – | 6,800,000 | – | 0.20% | – | |
| SNPS | New | SYNOPSYS, INC. | $7,085,904,000 | – | 97,187 | – | 0.20% | – |
| GLW | New | CORNING INCORPORATED | $6,336,974,000 | – | 210,881 | – | 0.18% | – |
| STWD | New | STARWOOD PROPERTY TRUST, INCreit usd | $6,287,080,000 | – | 280,924 | – | 0.18% | – |
| CDW | New | CDW CORPORATION | $6,261,500,000 | – | 100,184 | – | 0.18% | – |
| CNA | New | CNA FINANCIAL CORPORATION | $6,089,903,000 | – | 124,998 | – | 0.17% | – |
| MPW | New | MEDICAL PROPERTIES TRUST, INreit usd | $5,870,307,000 | – | 456,478 | – | 0.16% | – |
| LITE | New | LUMENTUM HOLDINGS INC. | $5,798,553,000 | – | 101,729 | – | 0.16% | – |
| JKHY | New | JACK HENRY ASSOCIATES, INC | $5,633,366,000 | – | 54,240 | – | 0.16% | – |
| HST | New | HOST HOTELS RESORTS, INC.reit usd | $5,544,120,000 | – | 303,621 | – | 0.16% | – |
| CTB | New | COOPER TIRE RUBBER COMPANY | $5,522,787,000 | – | 153,198 | – | 0.16% | – |
| JPC | New | NUVEEN MULTI-STRATEGY INCOMEclosed-end fund usd | $5,361,300,000 | – | 517,001 | – | 0.15% | – |
| MPWR | New | MONOLITHIC POWER SYSTEMS, IN | $5,193,900,000 | – | 53,901 | – | 0.15% | – |
| FTNT | New | FORTINET, INC. | $5,147,972,000 | – | 137,536 | – | 0.14% | – |
| NRZ | New | NEW RESIDENTIAL INVESTMENT Creit usd | $5,061,432,000 | – | 325,494 | – | 0.14% | – |
| GDOT | New | GREEN DOT CORPORATION | $4,850,520,000 | – | 126,053 | – | 0.14% | – |
| NSP | New | INSPERITY, INC. | $4,595,809,000 | – | 64,821 | – | 0.13% | – |
| CLS | New | CELESTICA INC. | $4,466,596,000 | – | 329,215 | – | 0.13% | – |
| VIPS | New | VIPSHOP (CHINA) CO., LTD.adr usd | $4,080,793,000 | – | 387,172 | – | 0.12% | – |
| STOR | New | STORE CAPITAL CORPORATIONreit usd | $3,846,575,000 | – | 171,416 | – | 0.11% | – |
| New | HSBC HOLDINGS PLCglobal usd | $3,640,435,000 | – | 3,500,000 | – | 0.10% | – | |
| WELL | New | WELLTOWER INC.reit usd | $3,610,181,000 | – | 48,258 | – | 0.10% | – |
| ACRE | New | ARES COMMERCIAL REAL ESTATEreit usd | $3,429,920,000 | – | 262,026 | – | 0.10% | – |
| UNH | New | UNITEDHEALTH GROUP INCORPORA | $3,117,958,000 | – | 16,822 | – | 0.09% | – |
| HD | New | THE HOME DEPOT, INC. | $2,992,220,000 | – | 19,506 | – | 0.08% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUSTreit usd | $2,953,448,000 | – | 101,319 | – | 0.08% | – |
| PEP | New | PEPSICO, INC. | $2,917,646,000 | – | 25,261 | – | 0.08% | – |
| CCP | New | CARE CAPITAL PROPERTIES, INCreit usd | $2,906,568,000 | – | 108,901 | – | 0.08% | – |
| MHK | New | MOHAWK INDUSTRIES, INC. | $2,718,530,000 | – | 11,248 | – | 0.08% | – |
| XOM | New | EXXON MOBIL CORPORATION | $2,601,929,000 | – | 32,238 | – | 0.07% | – |
| PODD | New | INSULET CORPORATION | $2,575,773,000 | – | 50,210 | – | 0.07% | – |
| AMGN | New | AMGEN INC. | $2,510,451,000 | – | 14,577 | – | 0.07% | – |
| NHI | New | NATIONAL HEALTH INVESTORS, Ireit usd | $1,984,977,000 | – | 25,066 | – | 0.06% | – |
| EQR | New | EQUITY RESIDENTIALreit usd | $1,866,544,000 | – | 28,354 | – | 0.05% | – |
| FDX | New | FEDEX CORPORATION | $1,804,139,000 | – | 8,301 | – | 0.05% | – |
| RTN | New | RAYTHEON COMPANY | $1,692,956,000 | – | 10,484 | – | 0.05% | – |
| GD | New | GENERAL DYNAMICS CORPORATION | $1,697,605,000 | – | 8,569 | – | 0.05% | – |
| MMC | New | MARSH MCLENNAN COMPANIES, | $1,695,646,000 | – | 21,753 | – | 0.05% | – |
| ANTM | New | ANTHEM, INC. | $1,672,715,000 | – | 8,896 | – | 0.05% | – |
| WFC | New | WELLS FARGO COMPANY | $1,674,682,000 | – | 30,218 | – | 0.05% | – |
| GE | New | GENERAL ELECTRIC COMPANY | $1,677,051,000 | – | 62,090 | – | 0.05% | – |
| TXN | New | TEXAS INSTRUMENTS INCORPORAT | $1,675,497,000 | – | 21,788 | – | 0.05% | – |
| New | HSBC HOLDINGS PLCglobal usd | $1,627,579,000 | – | 1,500,000 | – | 0.05% | – | |
| BCR | New | C.R. BARD, INC. | $1,649,557,000 | – | 5,215 | – | 0.05% | – |
| TTMI | New | TTM TECHNOLOGIES, INC. | $1,613,429,000 | – | 92,993 | – | 0.04% | – |
| T | New | ATT INC. | $1,539,724,000 | – | 40,809 | – | 0.04% | – |
| MTD | New | METTLER-TOLEDO INTERNATIONAL | $1,519,682,000 | – | 2,583 | – | 0.04% | – |
| KMB | New | KIMBERLY-CLARK CORPORATION | $1,500,775,000 | – | 11,624 | – | 0.04% | – |
| BAX | New | BAXTER INTERNATIONAL INC. | $1,478,990,000 | – | 24,434 | – | 0.04% | – |
| WM | New | WASTE MANAGEMENT, INC. | $1,452,645,000 | – | 19,807 | – | 0.04% | – |
| MC | New | MOELIS COMPANY | $1,458,647,000 | – | 37,594 | – | 0.04% | – |
| SUI | New | SUN COMMUNITIES, INC.reit usd | $1,465,659,000 | – | 16,716 | – | 0.04% | – |
| ULTA | New | ULTA BEAUTY, INC. | $1,413,713,000 | – | 4,920 | – | 0.04% | – |
| ORA | New | ORMAT TECHNOLOGIES, INC. | $1,404,677,000 | – | 23,942 | – | 0.04% | – |
| TRU | New | TRANSUNION | $1,419,355,000 | – | 32,772 | – | 0.04% | – |
| PRU | New | PRUDENTIAL FINANCIAL, INC. | $1,417,909,000 | – | 13,113 | – | 0.04% | – |
| PGR | New | THE PROGRESSIVE CORPORATION | $1,380,233,000 | – | 31,312 | – | 0.04% | – |
| EW | New | EDWARDS LIFESCIENCES CORPORA | $1,341,783,000 | – | 11,347 | – | 0.04% | – |
| HCA | New | HCA HEALTHCARE, INC. | $1,353,682,000 | – | 15,531 | – | 0.04% | – |
| AMAT | New | APPLIED MATERIALS, INC. | $1,331,884,000 | – | 32,249 | – | 0.04% | – |
| PG | New | THE PROCTER GAMBLE COMPANY | $1,340,890,000 | – | 15,386 | – | 0.04% | – |
| QLYS | New | QUALYS, INC. | $1,332,973,000 | – | 32,711 | – | 0.04% | – |
| HEI | New | HEICO CORPORATION | $1,323,293,000 | – | 18,420 | – | 0.04% | – |
| IDXX | New | IDEXX LABORATORIES, INC. | $1,316,857,000 | – | 8,162 | – | 0.04% | – |
| MDSO | New | MEDIDATA SOLUTIONS, INC. | $1,290,343,000 | – | 16,509 | – | 0.04% | – |
| RP | New | REALPAGE, INC. | $1,281,881,000 | – | 35,707 | – | 0.04% | – |
| DLR | New | DIGITAL REALTY TRUST, INC.reit usd | $1,265,036,000 | – | 11,196 | – | 0.04% | – |
| CTAS | New | CINTAS CORPORATION | $1,276,859,000 | – | 10,133 | – | 0.04% | – |
| MGA | New | MAGNA INTERNATIONAL INC. | $1,228,043,000 | – | 26,581 | – | 0.04% | – |
| ELS | New | EQUITY LIFESTYLE PROPERTIES,reit usd | $1,259,920,000 | – | 14,601 | – | 0.04% | – |
| COO | New | THE COOPER COMPANIES, INC. | $1,249,263,000 | – | 5,217 | – | 0.04% | – |
| TTC | New | THE TORO COMPANY | $1,221,060,000 | – | 17,625 | – | 0.03% | – |
| DG | New | DOLLAR GENERAL CORPORATION | $1,204,142,000 | – | 16,701 | – | 0.03% | – |
| TER | New | TERADYNE, INC. | $1,214,984,000 | – | 40,459 | – | 0.03% | – |
| ROST | New | ROSS STORES, INC. | $1,190,186,000 | – | 20,620 | – | 0.03% | – |
| TMK | New | TORCHMARK CORPORATION | $1,193,094,000 | – | 15,596 | – | 0.03% | – |
| URI | New | UNITED RENTALS, INC. | $1,212,196,000 | – | 10,755 | – | 0.03% | – |
| CBOE | New | CBOE HOLDINGS, INC. | $1,186,334,000 | – | 12,981 | – | 0.03% | – |
| CHD | New | CHURCH DWIGHT CO., INC. | $1,174,506,000 | – | 22,652 | – | 0.03% | – |
| RSG | New | REPUBLIC SERVICES, INC. | $1,184,603,000 | – | 18,582 | – | 0.03% | – |
| CPS | New | COOPER-STANDARD HOLDINGS INC | $1,181,392,000 | – | 11,719 | – | 0.03% | – |
| WCG | New | WELLCARE HEALTH PLANS, INC. | $1,157,416,000 | – | 6,448 | – | 0.03% | – |
| OI | New | OWENS-ILLINOIS, INC. | $1,182,190,000 | – | 49,464 | – | 0.03% | – |
| PRAH | New | PRA HEALTH SCIENCES, INC. | $1,181,625,000 | – | 15,755 | – | 0.03% | – |
| RMD | New | RESMED INC. | $1,122,441,000 | – | 14,418 | – | 0.03% | – |
| MDR | New | MCDERMOTT INTERNATIONAL, INC | $1,142,163,000 | – | 159,520 | – | 0.03% | – |
| OLLI | New | OLLIE'S BARGAIN OUTLET HOLDI | $1,148,127,000 | – | 26,983 | – | 0.03% | – |
| RICE | New | RICE ENERGY, INC. | $1,126,798,000 | – | 42,329 | – | 0.03% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INCORPO | $1,133,712,000 | – | 14,693 | – | 0.03% | – |
| TSN | New | TYSON FOODS, INC. | $1,151,707,000 | – | 18,392 | – | 0.03% | – |
| CPT | New | CAMDEN PROPERTY TRUSTreit usd | $1,088,797,000 | – | 12,730 | – | 0.03% | – |
| OGE | New | OGE ENERGY CORP. | $1,102,913,000 | – | 31,702 | – | 0.03% | – |
| WOOF | New | VCA INC. | $1,093,504,000 | – | 11,846 | – | 0.03% | – |
| MKC | New | MCCORMICK COMPANY, INCORPO | $1,104,902,000 | – | 11,330 | – | 0.03% | – |
| RGA | New | REINSURANCE GROUP OF AMERICA | $1,082,386,000 | – | 8,439 | – | 0.03% | – |
| TMUS | New | T-MOBILE USA, INC. | $1,063,712,000 | – | 17,553 | – | 0.03% | – |
| MGEE | New | MGE ENERGY, INC. | $1,055,435,000 | – | 16,427 | – | 0.03% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $1,080,374,000 | – | 14,723 | – | 0.03% | – |
| HSY | New | THE HERSHEY COMPANY | $1,081,967,000 | – | 10,077 | – | 0.03% | – |
| CME | New | CME GROUP INC. | $1,030,310,000 | – | 8,228 | – | 0.03% | – |
| QCP | New | QUALITY CARE PROPERTIES, INCreit usd | $1,027,106,000 | – | 56,126 | – | 0.03% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL,tracking stk usd | $1,021,134,000 | – | 22,783 | – | 0.03% | – |
| DFT | New | DUPONT FABROS TECHNOLOGY, INreit usd | $1,022,832,000 | – | 16,754 | – | 0.03% | – |
| WCN | New | WASTE CONNECTIONS US, INC. | $1,013,005,000 | – | 15,765 | – | 0.03% | – |
| EE | New | EL PASO ELECTRIC COMPANY | $1,041,677,000 | – | 20,168 | – | 0.03% | – |
| DD | New | E. I. DU PONT DE NEMOURS AND | $1,045,938,000 | – | 12,956 | – | 0.03% | – |
| SCCO | New | SOUTHERN COPPER CORPORATION | $984,801,000 | – | 28,446 | – | 0.03% | – |
| VZ | New | VERIZON COMMUNICATIONS INC. | $999,179,000 | – | 22,368 | – | 0.03% | – |
| C | New | CITIGROUP INC. | $973,973,000 | – | 14,563 | – | 0.03% | – |
| VVV | New | VALVOLINE, INC. | $958,666,000 | – | 40,433 | – | 0.03% | – |
| TIF | New | TIFFANY CO. | $940,865,000 | – | 10,022 | – | 0.03% | – |
| ADSW | New | ADVANCED DISPOSAL SERVICES, | $937,052,000 | – | 41,298 | – | 0.03% | – |
| JJSF | New | J J SNACK FOODS CORP. | $871,464,000 | – | 6,604 | – | 0.02% | – |
| LW | New | LAMB WESTON HOLDINGS, INC. | $847,858,000 | – | 19,252 | – | 0.02% | – |
| LEA | New | LEAR CORPORATION | $848,240,000 | – | 5,971 | – | 0.02% | – |
| WRB | New | W. R. BERKLEY CORPORATION | $852,728,000 | – | 12,328 | – | 0.02% | – |
| GNTX | New | GENTEX CORPORATION | $815,545,000 | – | 43,014 | – | 0.02% | – |
| DGX | New | QUEST DIAGNOSTICS INCORPORAT | $772,229,000 | – | 6,947 | – | 0.02% | – |
| LUV | New | SOUTHWEST AIRLINES CO. | $771,095,000 | – | 12,409 | – | 0.02% | – |
| EXPE | New | EXPEDIA, INC. | $784,458,000 | – | 5,268 | – | 0.02% | – |
| HOLX | New | HOLOGIC, INC. | $743,342,000 | – | 16,384 | – | 0.02% | – |
| GBX | New | THE GREENBRIER COMPANIES, IN | $752,090,000 | – | 16,279 | – | 0.02% | – |
| KO | New | THE COCA-COLA COMPANY | $741,774,000 | – | 16,539 | – | 0.02% | – |
| INTC | New | INTEL CORPORATION | $759,690,000 | – | 22,516 | – | 0.02% | – |
| CBT | New | CABOT CORPORATION | $758,636,000 | – | 14,204 | – | 0.02% | – |
| PCLN | New | THE PRICELINE GROUP INC. | $750,066,000 | – | 401 | – | 0.02% | – |
| DCI | New | DONALDSON COMPANY, INC. | $728,207,000 | – | 15,994 | – | 0.02% | – |
| DIS | New | THE WALT DISNEY COMPANY | $719,283,000 | – | 6,771 | – | 0.02% | – |
| REX | New | REX AMERICAN RESOURCES CORPO | $699,119,000 | – | 7,241 | – | 0.02% | – |
| MCD | New | MCDONALD'S CORPORATION | $726,132,000 | – | 4,741 | – | 0.02% | – |
| FCX | New | FREEPORT-MCMORAN INC. | $694,728,000 | – | 57,894 | – | 0.02% | – |
| MO | New | ALTRIA GROUP, INC. | $681,698,000 | – | 9,154 | – | 0.02% | – |
| AVB | New | AVALONBAY COMMUNITIES, INC.reit usd | $689,578,000 | – | 3,588 | – | 0.02% | – |
| KLAC | New | KLA-TENCOR CORPORATION | $679,113,000 | – | 7,422 | – | 0.02% | – |
| TPC | New | TUTOR PERINI CORPORATION | $671,293,000 | – | 23,390 | – | 0.02% | – |
| ERF | New | ENERPLUS CORPORATION | $661,524,000 | – | 82,134 | – | 0.02% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE, IN | $687,464,000 | – | 8,781 | – | 0.02% | – |
| CNP | New | CENTERPOINT ENERGY, INC. | $649,344,000 | – | 23,716 | – | 0.02% | – |
| CRUS | New | CIRRUS LOGIC, INC. | $648,986,000 | – | 10,349 | – | 0.02% | – |
| EVBG | New | EVERBRIDGE INC | $613,319,000 | – | 25,198 | – | 0.02% | – |
| FANG | New | DIAMONDBACK ENERGY, INC. | $565,085,000 | – | 6,365 | – | 0.02% | – |
| KLDX | New | KLONDEX MINES LTD. | $528,471,000 | – | 157,414 | – | 0.02% | – |
| WLL | New | WHITING PETROLEUM CORPORATIO | $547,245,000 | – | 99,499 | – | 0.02% | – |
| ANH | New | ANWORTH MORTGAGE ASSET CORPOreit usd | $485,406,000 | – | 80,901 | – | 0.01% | – |
| DVN | New | DEVON ENERGY CORPORATION | $481,468,000 | – | 15,060 | – | 0.01% | – |
| MITT | New | AG MORTGAGE INVESTMENT TRUSTreit usd | $482,445,000 | – | 26,392 | – | 0.01% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MAR | Exit | MARRIOTT INTERNATIONAL, INC. | $0 | – | -7,009 | – | -0.01% | – |
| NEM | Exit | NEWMONT MINING CORPORATION | $0 | – | -14,749 | – | -0.02% | – |
| SFLY | Exit | SHUTTERFLY, INC. | $0 | – | -13,695 | – | -0.02% | – |
| MDR | Exit | MCDERMOTT INTERNATIONAL, INC | $0 | – | -130,265 | – | -0.02% | – |
| OLLI | Exit | OLLIE'S BARGAIN OUTLET HOLDI | $0 | – | -24,839 | – | -0.02% | – |
| CME | Exit | CME GROUP INC. | $0 | – | -6,290 | – | -0.02% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -4,324 | – | -0.02% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHI | $0 | – | -4,212 | – | -0.02% | – |
| DIS | Exit | THE WALT DISNEY COMPANY | $0 | – | -7,463 | – | -0.02% | – |
| AIV | Exit | APARTMENT INVESTMENT AND MANreit usd | $0 | – | -14,975 | – | -0.02% | – |
| RTN | Exit | RAYTHEON COMPANY | $0 | – | -4,871 | – | -0.02% | – |
| LPT | Exit | LIBERTY PROPERTY TRUSTreit usd | $0 | – | -16,570 | – | -0.02% | – |
| CMS | Exit | CMS ENERGY CORPORATION | $0 | – | -16,135 | – | -0.02% | – |
| WMT | Exit | WAL-MART STORES, INC. | $0 | – | -10,009 | – | -0.02% | – |
| CMI | Exit | CUMMINS INC. | $0 | – | -5,588 | – | -0.02% | – |
| CSAL | Exit | COMMUNICATIONS SALES LEASIreit usd | $0 | – | -22,330 | – | -0.02% | – |
| IPHI | Exit | INPHI CORPORATION | $0 | – | -17,249 | – | -0.02% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -46,900 | – | -0.02% | – |
| TXN | Exit | TEXAS INSTRUMENTS INCORPORAT | $0 | – | -10,799 | – | -0.02% | – |
| RRC | Exit | RANGE RESOURCES CORPORATION | $0 | – | -19,711 | – | -0.02% | – |
| C | Exit | CITIGROUP INC. | $0 | – | -16,051 | – | -0.02% | – |
| QLYS | Exit | QUALYS, INC. | $0 | – | -19,212 | – | -0.02% | – |
| INT | Exit | WORLD FUEL SERVICES CORPORAT | $0 | – | -18,003 | – | -0.02% | – |
| TRP | Exit | TRANSCANADA CORPORATION | $0 | – | -16,968 | – | -0.02% | – |
| DOW | Exit | THE DOW CHEMICAL COMPANY | $0 | – | -16,572 | – | -0.02% | – |
| SCG | Exit | SCANA CORPORATION | $0 | – | -12,017 | – | -0.02% | – |
| PEP | Exit | PEPSICO, INC. | $0 | – | -7,990 | – | -0.02% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -23,850 | – | -0.02% | – |
| MAC | Exit | THE MACERICH COMPANYreit usd | $0 | – | -10,525 | – | -0.02% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -36,998 | – | -0.02% | – |
| DGX | Exit | QUEST DIAGNOSTICS INCORPORAT | $0 | – | -10,903 | – | -0.03% | – |
| TTEK | Exit | TETRA TECH, INC. | $0 | – | -26,310 | – | -0.03% | – |
| INTC | Exit | INTEL CORPORATION | $0 | – | -24,142 | – | -0.03% | – |
| EMN | Exit | EASTMAN CHEMICAL COMPANY | $0 | – | -14,263 | – | -0.03% | – |
| TER | Exit | TERADYNE, INC. | $0 | – | -44,592 | – | -0.03% | – |
| NDAQ | Exit | NASDAQ, INC. | $0 | – | -14,922 | – | -0.03% | – |
| KO | Exit | THE COCA-COLA COMPANY | $0 | – | -23,804 | – | -0.03% | – |
| BUFF | Exit | BLUE BUFFALO PET PRODUCTS, I | $0 | – | -41,954 | – | -0.03% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION COMPA | $0 | – | -13,163 | – | -0.03% | – |
| RMD | Exit | RESMED INC. | $0 | – | -15,891 | – | -0.03% | – |
| MGEE | Exit | MGE ENERGY, INC. | $0 | – | -18,104 | – | -0.03% | – |
| ALB | Exit | ALBEMARLE CORPORATION | $0 | – | -12,066 | – | -0.03% | – |
| DLTH | Exit | DULUTH HOLDINGS INC. | $0 | – | -38,383 | – | -0.03% | – |
| CBOE | Exit | CBOE HOLDINGS, INC. | $0 | – | -15,746 | – | -0.03% | – |
| TSO | Exit | TESORO CORPORATION | $0 | – | -13,277 | – | -0.03% | – |
| FBHS | Exit | FORTUNE BRANDS HOME SECURI | $0 | – | -18,720 | – | -0.03% | – |
| MC | Exit | MOELIS COMPANY | $0 | – | -41,435 | – | -0.03% | – |
| LN | Exit | LINE CORPORATIONadr usd | $0 | – | -22,500 | – | -0.03% | – |
| WCG | Exit | WELLCARE HEALTH PLANS, INC. | $0 | – | -9,439 | – | -0.03% | – |
| BMS | Exit | BEMIS COMPANY, INC. | $0 | – | -21,534 | – | -0.03% | – |
| GWB | Exit | GREAT WESTERN BANCORP, INC. | $0 | – | -33,254 | – | -0.03% | – |
| BLD | Exit | TOPBUILD CORP | $0 | – | -33,236 | – | -0.03% | – |
| SE | Exit | SPECTRA ENERGY CORP. | $0 | – | -26,490 | – | -0.03% | – |
| DPZ | Exit | DOMINO'S PIZZA, INC. | $0 | – | -7,534 | – | -0.03% | – |
| HEI | Exit | HEICO CORPORATION | $0 | – | -16,242 | – | -0.03% | – |
| PSA | Exit | PUBLIC STORAGEreit usd | $0 | – | -5,239 | – | -0.03% | – |
| MKL | Exit | MARKEL CORPORATION | $0 | – | -1,261 | – | -0.03% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL, INC. | $0 | – | -14,453 | – | -0.03% | – |
| TMUS | Exit | T-MOBILE USA, INC. | $0 | – | -24,987 | – | -0.03% | – |
| LUMN | Exit | CENTURYLINK, INC. | $0 | – | -43,209 | – | -0.03% | – |
| URI | Exit | UNITED RENTALS, INC. | $0 | – | -15,994 | – | -0.04% | – |
| XYL | Exit | XYLEM INC. | $0 | – | -23,786 | – | -0.04% | – |
| TRU | Exit | TRANSUNION | $0 | – | -36,119 | – | -0.04% | – |
| MKC | Exit | MCCORMICK COMPANY, INCORPO | $0 | – | -12,488 | – | -0.04% | – |
| EQR | Exit | EQUITY RESIDENTIALreit usd | $0 | – | -19,446 | – | -0.04% | – |
| CTAS | Exit | CINTAS CORPORATION | $0 | – | -11,168 | – | -0.04% | – |
| KCG | Exit | KCG HOLDINGS, INC | $0 | – | -81,140 | – | -0.04% | – |
| O | Exit | REALTY INCOME CORPORATIONreit usd | $0 | – | -19,313 | – | -0.04% | – |
| SJM | Exit | THE J. M. SMUCKER COMPANY | $0 | – | -9,490 | – | -0.04% | – |
| LKQ | Exit | LKQ CORPORATION | $0 | – | -36,597 | – | -0.04% | – |
| ORA | Exit | ORMAT TECHNOLOGIES, INC. | $0 | – | -26,387 | – | -0.04% | – |
| CPS | Exit | COOPER-STANDARD HOLDINGS INC | $0 | – | -12,917 | – | -0.04% | – |
| ULTA | Exit | ULTA SALON, COSMETICS FRAG | $0 | – | -5,423 | – | -0.04% | – |
| SPG | Exit | SIMON PROPERTY GROUP, INC.reit usd | $0 | – | -6,175 | – | -0.04% | – |
| PRAH | Exit | PRA HEALTH SCIENCES, INC. | $0 | – | -23,411 | – | -0.04% | – |
| K | Exit | KELLOGG COMPANY | $0 | – | -16,820 | – | -0.04% | – |
| EL | Exit | THE ESTEE LAUDER COMPANIES I | $0 | – | -15,487 | – | -0.04% | – |
| LITE | Exit | LUMENTUM HOLDINGS INC. | $0 | – | -32,288 | – | -0.04% | – |
| FIS | Exit | FIDELITY NATIONAL INFORMATIO | $0 | – | -17,537 | – | -0.04% | – |
| EXC | Exit | EXELON CORPORATION | $0 | – | -41,684 | – | -0.04% | – |
| TEN | Exit | TENNECO INC. | $0 | – | -23,634 | – | -0.04% | – |
| DFS | Exit | DISCOVER FINANCIAL SERVICES | $0 | – | -24,512 | – | -0.04% | – |
| EFX | Exit | EQUIFAX INC. | $0 | – | -10,383 | – | -0.04% | – |
| AMGN | Exit | AMGEN INC. | $0 | – | -8,325 | – | -0.04% | – |
| WOOF | Exit | VCA INC. | $0 | – | -20,199 | – | -0.04% | – |
| ORLY | Exit | O'REILLY AUTOMOTIVE, INC. | $0 | – | -5,106 | – | -0.04% | – |
| GIS | Exit | GENERAL MILLS, INC. | $0 | – | -22,238 | – | -0.04% | – |
| TSN | Exit | TYSON FOODS, INC. | $0 | – | -19,641 | – | -0.04% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORPORA | $0 | – | -12,506 | – | -0.04% | – |
| CRM | Exit | SALESFORCE.COM, INC. | $0 | – | -21,120 | – | -0.04% | – |
| WAT | Exit | WATERS CORPORATION | $0 | – | -9,721 | – | -0.04% | – |
| MMC | Exit | MARSH MCLENNAN COMPANIES, | $0 | – | -23,975 | – | -0.04% | – |
| MORN | Exit | MORNINGSTAR, INC. | $0 | – | -20,425 | – | -0.04% | – |
| SYK | Exit | STRYKER CORPORATION | $0 | – | -13,968 | – | -0.05% | – |
| GDOT | Exit | GREEN DOT CORPORATION | $0 | – | -75,462 | – | -0.05% | – |
| VZ | Exit | VERIZON COMMUNICATIONS, INC. | $0 | – | -33,995 | – | -0.05% | – |
| PG | Exit | THE PROCTER GAMBLE COMPANY | $0 | – | -20,043 | – | -0.05% | – |
| MMM | Exit | 3M COMPANY | $0 | – | -11,451 | – | -0.06% | – |
| NLS | Exit | NAUTILUS, INC. | $0 | – | -92,486 | – | -0.06% | – |
| UNH | Exit | UNITEDHEALTH GROUP INCORPORA | $0 | – | -17,066 | – | -0.07% | – |
| GE | Exit | GENERAL ELECTRIC COMPANY | $0 | – | -80,300 | – | -0.07% | – |
| MO | Exit | ALTRIA GROUP, INC. | $0 | – | -40,928 | – | -0.07% | – |
| LRCX | Exit | LAM RESEARCH CORPORATION | $0 | – | -27,879 | – | -0.07% | – |
| ANSS | Exit | ANSYS, INC. | $0 | – | -29,507 | – | -0.08% | – |
| HP | Exit | HELMERICH PAYNE, INC. | $0 | – | -42,093 | – | -0.08% | – |
| NSP | Exit | INSPERITY, INC. | $0 | – | -39,466 | – | -0.08% | – |
| BRO | Exit | BROWN BROWN, INC. | $0 | – | -76,815 | – | -0.08% | – |
| RP | Exit | REALPAGE, INC. | $0 | – | -116,146 | – | -0.08% | – |
| HD | Exit | THE HOME DEPOT, INC. | $0 | – | -23,300 | – | -0.08% | – |
| VRSK | Exit | VERISK ANALYTICS, INC. | $0 | – | -37,282 | – | -0.08% | – |
| PLAY | Exit | DAVE BUSTER'S ENTERTAINMEN | $0 | – | -79,169 | – | -0.09% | – |
| MLHR | Exit | HERMAN MILLER, INC. | $0 | – | -108,762 | – | -0.09% | – |
| HST | Exit | HOST HOTELS RESORTS, INC.reit usd | $0 | – | -203,941 | – | -0.09% | – |
| SNH | Exit | SENIOR HOUSING PROPERTIES TRreit usd | $0 | – | -152,902 | – | -0.10% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIO | $0 | – | -74,812 | – | -0.10% | – |
| AHH | Exit | ARMADA HOFFLER PROPERTIES, Ireit usd | $0 | – | -284,267 | – | -0.11% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORPORA | $0 | – | -52,528 | – | -0.11% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUSTreit usd | $0 | – | -133,987 | – | -0.11% | – |
| TRMB | Exit | TRIMBLE NAVIGATION LIMITED | $0 | – | -139,340 | – | -0.11% | – |
| MPWR | Exit | MONOLITHIC POWER SYSTEMS, IN | $0 | – | -50,020 | – | -0.11% | – |
| T | Exit | ATT INC. | $0 | – | -101,137 | – | -0.12% | – |
| VNTV | Exit | VANTIV, INC. | $0 | – | -72,864 | – | -0.12% | – |
| ZEN | Exit | ZENDESK, INC. | $0 | – | -145,265 | – | -0.12% | – |
| TTC | Exit | THE TORO COMPANY | $0 | – | -96,370 | – | -0.13% | – |
| JKHY | Exit | JACK HENRY ASSOCIATES, INC | $0 | – | -56,045 | – | -0.13% | – |
| FISV | Exit | FISERV, INC. | $0 | – | -49,417 | – | -0.14% | – |
| WELL | Exit | WELLTOWER INC.reit usd | $0 | – | -68,175 | – | -0.14% | – |
| Exit | BARCLAYS PLCglobal usd | $0 | – | -5,200,000 | – | -0.15% | – | |
| BCR | Exit | C.R. BARD, INC. | $0 | – | -24,662 | – | -0.16% | – |
| AGNC | Exit | AGNC INVESTMENT CORP.reit usd | $0 | – | -289,619 | – | -0.16% | – |
| VIPS | Exit | VIPSHOP (CHINA) CO., LTD.adr usd | $0 | – | -401,747 | – | -0.16% | – |
| CYS | Exit | CYS INVESTMENTS, INC.reit usd | $0 | – | -678,540 | – | -0.17% | – |
| STWD | Exit | STARWOOD PROPERTY TRUST, INCreit usd | $0 | – | -276,482 | – | -0.18% | – |
| TWO | Exit | TWO HARBORS INVESTMENT CORP.reit usd | $0 | – | -735,091 | – | -0.18% | – |
| SNPS | Exit | SYNOPSYS, INC. | $0 | – | -107,416 | – | -0.18% | – |
| IVR | Exit | INVESCO MORTGAGE CAPITAL INCreit usd | $0 | – | -428,245 | – | -0.18% | – |
| ARI | Exit | APOLLO COMMERCIAL REAL ESTATreit usd | $0 | – | -404,047 | – | -0.18% | – |
| ATVI | Exit | ACTIVISION BLIZZARD, INC. | $0 | – | -150,479 | – | -0.19% | – |
| APH | Exit | AMPHENOL CORPORATION | $0 | – | -114,723 | – | -0.21% | – |
| JPC | Exit | NUVEEN MULTI-STRATEGY INCOMEclosed-end fund usd | $0 | – | -823,081 | – | -0.23% | – |
| COHR | Exit | COHERENT, INC. | $0 | – | -88,910 | – | -0.28% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -107,880 | – | -0.33% | – |
| FDS | Exit | FACTSET RESEARCH SYSTEMS INC | $0 | – | -78,241 | – | -0.36% | – |
| BIDU | Exit | BAIDU, INC.adr usd | $0 | – | -70,100 | – | -0.36% | – |
| EMR | Exit | EMERSON ELECTRIC CO. | $0 | – | -276,519 | – | -0.42% | – |
| OMC | Exit | OMNICOM GROUP INC. | $0 | – | -200,142 | – | -0.48% | – |
| CVX | Exit | CHEVRON CORPORATION | $0 | – | -165,197 | – | -0.48% | – |
| HES | Exit | HESS CORPORATION | $0 | – | -350,140 | – | -0.53% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -288,749 | – | -0.56% | – |
| GM | Exit | GENERAL MOTORS COMPANY | $0 | – | -626,564 | – | -0.56% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -360,064 | – | -0.59% | – |
| ASGN | Exit | ON ASSIGNMENT, INC. | $0 | – | -593,929 | – | -0.60% | – |
| STLD | Exit | STEEL DYNAMICS, INC. | $0 | – | -877,764 | – | -0.62% | – |
| R | Exit | RYDER SYSTEM, INC. | $0 | – | -335,132 | – | -0.62% | – |
| BABA | Exit | ALIBABA GROUP HOLDING LIMITEadr usd | $0 | – | -211,600 | – | -0.63% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORPORAT | $0 | – | -222,936 | – | -0.64% | – |
| SLB | Exit | SCHLUMBERGER OMNES, INC. | $0 | – | -292,448 | – | -0.64% | – |
| GPC | Exit | GENUINE PARTS COMPANY | $0 | – | -234,233 | – | -0.66% | – |
| UNP | Exit | UNION PACIFIC CORPORATION | $0 | – | -245,509 | – | -0.67% | – |
| ABBV | Exit | ABBVIE INC. | $0 | – | -399,056 | – | -0.71% | – |
| GILD | Exit | GILEAD SCIENCES, INC. | $0 | – | -327,508 | – | -0.73% | – |
| AFL | Exit | AFLAC INCORPORATED | $0 | – | -364,404 | – | -0.73% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS, I | $0 | – | -700,804 | – | -0.78% | – |
| PEG | Exit | PUBLIC SERVICE ENTERPRISE GR | $0 | – | -750,480 | – | -0.88% | – |
| CELG | Exit | CELGENE CORPORATION | $0 | – | -316,195 | – | -0.93% | – |
| WFC | Exit | WELLS FARGO COMPANY | $0 | – | -781,451 | – | -0.97% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP, INC | $0 | – | -380,199 | – | -0.97% | – |
| WDC | Exit | WESTERN DIGITAL CORPORATION | $0 | – | -628,049 | – | -1.03% | – |
| CMCSA | Exit | COMCAST CORPORATION | $0 | – | -584,596 | – | -1.09% | – |
| CL | Exit | COLGATE-PALMOLIVE COMPANY | $0 | – | -572,894 | – | -1.19% | – |
| PFE | Exit | PFIZER INC. | $0 | – | -1,293,327 | – | -1.23% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC. | $0 | – | -330,459 | – | -1.34% | – |
| AZO | Exit | AUTOZONE, INC. | $0 | – | -68,524 | – | -1.48% | – |
| GOOGL | Exit | ALPHABET INC. | $0 | – | -68,159 | – | -1.54% | – |
| MD | Exit | MEDNAX, INC. | $0 | – | -831,075 | – | -1.54% | – |
| INGR | Exit | INGREDION INCORPORATED | $0 | – | -423,781 | – | -1.58% | – |
| MRK | Exit | MERCK CO., INC. | $0 | – | -906,592 | – | -1.59% | – |
| XOM | Exit | EXXON MOBIL CORPORATION | $0 | – | -662,983 | – | -1.62% | – |
| TFX | Exit | TELEFLEX INCORPORATED | $0 | – | -349,035 | – | -1.64% | – |
| MKTX | Exit | MARKETAXESS HOLDINGS INC. | $0 | – | -355,957 | – | -1.65% | – |
| CLX | Exit | THE CLOROX COMPANY | $0 | – | -474,996 | – | -1.67% | – |
| MSFT | Exit | MICROSOFT CORPORATION | $0 | – | -1,086,607 | – | -1.76% | – |
| KAR | Exit | KAR AUCTION SERVICES, INC. | $0 | – | -1,518,825 | – | -1.84% | – |
| TJX | Exit | THE TJX COMPANIES, INC. | $0 | – | -919,768 | – | -1.93% | – |
| LMT | Exit | LOCKHEED MARTIN CORPORATION | $0 | – | -287,385 | – | -1.93% | – |
| V | Exit | VISA INC. | $0 | – | -855,548 | – | -1.98% | – |
| AYI | Exit | ACUITY BRANDS, INC. | $0 | – | -273,522 | – | -2.03% | – |
| PM | Exit | PHILIP MORRIS INTERNATIONAL | $0 | – | -794,343 | – | -2.16% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACadr usd | $0 | – | -2,677,388 | – | -2.30% | – |
| AET | Exit | AETNA INC. | $0 | – | -744,060 | – | -2.41% | – |
| AAPL | Exit | APPLE INC. | $0 | – | -760,978 | – | -2.41% | – |
| AOS | Exit | A. O. SMITH CORPORATION | $0 | – | -877,609 | – | -2.43% | – |
| MHK | Exit | MOHAWK INDUSTRIES, INC. | $0 | – | -436,723 | – | -2.45% | – |
| CSCO | Exit | CISCO SYSTEMS, INC. | $0 | – | -2,794,847 | – | -2.48% | – |
| RAI | Exit | REYNOLDS AMERICAN INC. | $0 | – | -1,887,590 | – | -2.50% | – |
| AMZN | Exit | AMAZON.COM, INC. | $0 | – | -114,939 | – | -2.70% | – |
| FRC | Exit | FIRST REPUBLIC BANK | $0 | – | -1,250,132 | – | -2.70% | – |
| EOG | Exit | EOG RESOURCES, INC. | $0 | – | -1,150,808 | – | -3.12% | – |
| JNJ | Exit | JOHNSON JOHNSON | $0 | – | -1,023,048 | – | -3.39% | – |
| JPM | Exit | JPMORGAN CHASE CO. | $0 | – | -1,856,569 | – | -3.47% | – |
| GOOG | Exit | ALPHABET INC. | $0 | – | -194,299 | – | -4.23% | – |
| FB | Exit | FACEBOOK, INC. | $0 | – | -1,314,342 | – | -4.73% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | Sell | FACEBOOK, INC. | $168,564,362,000 | +11.7% | 1,314,342 | -0.5% | 4.73% | +9.4% |
| GOOG | Sell | ALPHABET INC. | $150,937,292,000 | +4.4% | 194,299 | -6.9% | 4.23% | +2.4% |
| JPM | Sell | JPMORGAN CHASE CO. | $123,610,409,000 | +5.4% | 1,856,569 | -1.6% | 3.47% | +3.3% |
| JNJ | Sell | JOHNSON JOHNSON | $120,832,249,000 | -2.7% | 1,023,048 | -0.1% | 3.39% | -4.6% |
| EOG | Sell | EOG RESOURCES, INC. | $111,271,625,000 | +12.3% | 1,150,808 | -3.1% | 3.12% | +10.1% |
| FRC | Buy | FIRST REPUBLIC BANK | $96,360,175,000 | +23.7% | 1,250,132 | +12.3% | 2.70% | +21.3% |
| AMZN | Buy | AMAZON.COM, INC. | $96,216,586,000 | +39.6% | 114,939 | +19.4% | 2.70% | +36.8% |
| RAI | Sell | REYNOLDS AMERICAN INC. | $88,980,992,000 | -27.7% | 1,887,590 | -17.4% | 2.50% | -29.2% |
| CSCO | Sell | CISCO SYSTEMS, INC. | $88,624,732,000 | +6.8% | 2,794,847 | -3.4% | 2.48% | +4.6% |
| MHK | Sell | MOHAWK INDUSTRIES, INC. | $87,493,085,000 | +5.0% | 436,723 | -0.6% | 2.45% | +2.9% |
| AOS | Sell | A. O. SMITH CORPORATION | $86,698,994,000 | +10.9% | 877,609 | -1.1% | 2.43% | +8.7% |
| AAPL | Sell | APPLE INC. | $85,990,514,000 | +17.2% | 760,978 | -0.9% | 2.41% | +14.9% |
| AET | Buy | AETNA INC. | $85,931,489,000 | +7.4% | 744,060 | +13.6% | 2.41% | +5.3% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MANUFACadr usd | $81,901,467,000 | +2.3% | 2,677,388 | -12.3% | 2.30% | +0.3% |
| PM | Sell | PHILIP MORRIS INTERNATIONAL | $77,186,308,000 | -5.9% | 794,343 | -1.5% | 2.16% | -7.8% |
| AYI | Buy | ACUITY BRANDS, INC. | $72,341,099,000 | +6232.8% | 273,522 | +5835.8% | 2.03% | +6048.5% |
| V | Sell | VISA INC. | $70,753,820,000 | -35.0% | 855,548 | -41.7% | 1.98% | -36.3% |
| LMT | Sell | LOCKHEED MARTIN CORPORATION | $68,897,726,000 | -10.2% | 287,385 | -7.0% | 1.93% | -11.9% |
| TJX | Sell | THE TJX COMPANIES, INC. | $68,771,053,000 | -6.1% | 919,768 | -3.0% | 1.93% | -7.9% |
| KAR | Buy | KAR AUCTION SERVICES, INC. | $65,537,299,000 | +87.9% | 1,518,825 | +81.8% | 1.84% | +84.2% |
| MSFT | Sell | MICROSOFT CORPORATION | $62,566,831,000 | +4.1% | 1,086,607 | -7.5% | 1.76% | +2.0% |
| CLX | Sell | THE CLOROX COMPANY | $59,455,285,000 | -13.3% | 474,996 | -4.2% | 1.67% | -15.0% |
| MKTX | Buy | MARKETAXESS HOLDINGS INC. | $58,960,718,000 | +4096.1% | 355,957 | +3582.6% | 1.65% | +4035.0% |
| TFX | Buy | TELEFLEX INCORPORATED | $58,644,861,000 | +78.4% | 349,035 | +88.2% | 1.64% | +74.8% |
| XOM | Sell | EXXON MOBIL CORPORATION | $57,865,156,000 | -7.2% | 662,983 | -0.4% | 1.62% | -9.0% |
| MRK | Buy | MERCK CO., INC. | $56,553,209,000 | +8.9% | 906,592 | +0.6% | 1.59% | +6.7% |
| INGR | Buy | INGREDION INCORPORATED | $56,392,538,000 | +1430.7% | 423,781 | +1388.3% | 1.58% | +1405.7% |
| MD | Sell | MEDNAX, INC. | $55,042,097,000 | -20.7% | 831,075 | -13.3% | 1.54% | -22.3% |
| GOOGL | Sell | ALPHABET INC. | $54,799,836,000 | +13.5% | 68,159 | -0.8% | 1.54% | +11.3% |
| AZO | Sell | AUTOZONE, INC. | $52,649,731,000 | -11.0% | 68,524 | -8.2% | 1.48% | -12.8% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC. | $47,718,280,000 | -0.1% | 330,459 | +0.2% | 1.34% | -2.0% |
| PFE | Sell | PFIZER INC. | $43,792,223,000 | -7.9% | 1,293,327 | -4.2% | 1.23% | -9.7% |
| CL | Sell | COLGATE-PALMOLIVE COMPANY | $42,457,174,000 | +1.2% | 572,894 | -0.1% | 1.19% | -0.8% |
| CMCSA | Sell | COMCAST CORPORATION | $38,776,253,000 | -1.6% | 584,596 | -3.2% | 1.09% | -3.5% |
| WDC | Buy | WESTERN DIGITAL CORPORATION | $36,709,464,000 | +85.2% | 628,049 | +49.7% | 1.03% | +81.5% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP, INC | $34,708,367,000 | -50.8% | 380,199 | -47.9% | 0.97% | -51.8% |
| WFC | Sell | WELLS FARGO COMPANY | $34,602,650,000 | -6.8% | 781,451 | -0.4% | 0.97% | -8.7% |
| CELG | Sell | CELGENE CORPORATION | $33,048,701,000 | +5.9% | 316,195 | -0.1% | 0.93% | +3.8% |
| PEG | Sell | PUBLIC SERVICE ENTERPRISE GR | $31,415,093,000 | -10.2% | 750,480 | -0.1% | 0.88% | -12.0% |
| MXIM | Buy | MAXIM INTEGRATED PRODUCTS, I | $27,969,266,000 | +37.4% | 700,804 | +22.8% | 0.78% | +34.5% |
| AFL | Sell | AFLAC INCORPORATED | $26,189,715,000 | -22.5% | 364,404 | -22.2% | 0.73% | -24.0% |
| GILD | Sell | GILEAD SCIENCES, INC. | $25,909,158,000 | -7.5% | 327,508 | -2.5% | 0.73% | -9.2% |
| ABBV | Sell | ABBVIE INC. | $25,164,517,000 | -8.4% | 399,056 | -10.1% | 0.71% | -10.2% |
| UNP | Sell | UNION PACIFIC CORPORATION | $23,942,038,000 | +10.6% | 245,509 | -1.0% | 0.67% | +8.4% |
| GPC | Sell | GENUINE PARTS COMPANY | $23,526,389,000 | -9.8% | 234,233 | -9.1% | 0.66% | -11.5% |
| SLB | Sell | SCHLUMBERGER OMNES, INC. | $22,995,186,000 | -0.7% | 292,448 | -0.1% | 0.64% | -2.6% |
| UTX | Buy | UNITED TECHNOLOGIES CORPORAT | $22,648,068,000 | +8.7% | 222,936 | +9.7% | 0.64% | +6.5% |
| BABA | Sell | ALIBABA GROUP HOLDING LIMITEadr usd | $22,387,280,000 | +32.3% | 211,600 | -0.6% | 0.63% | +29.8% |
| R | New | RYDER SYSTEM, INC. | $22,101,955,000 | – | 335,132 | – | 0.62% | – |
| STLD | Buy | STEEL DYNAMICS, INC. | $21,935,322,000 | +47.7% | 877,764 | +44.8% | 0.62% | +44.7% |
| ASGN | Sell | ON ASSIGNMENT, INC. | $21,547,744,000 | -1.9% | 593,929 | -0.1% | 0.60% | -3.8% |
| PCAR | Sell | PACCAR INC | $21,157,361,000 | +13.2% | 360,064 | -0.1% | 0.59% | +10.8% |
| GM | Sell | GENERAL MOTORS COMPANY | $19,899,673,000 | +12.2% | 626,564 | -0.1% | 0.56% | +9.8% |
| NVDA | Sell | NVIDIA CORPORATION | $19,779,307,000 | +37.7% | 288,749 | -5.5% | 0.56% | +35.0% |
| HES | Sell | HESS CORPORATION | $18,771,005,000 | -10.9% | 350,140 | -0.1% | 0.53% | -12.8% |
| CVX | Sell | CHEVRON CORPORATION | $17,000,443,000 | -7.0% | 165,197 | -5.3% | 0.48% | -8.8% |
| OMC | Sell | OMNICOM GROUP INC. | $17,012,101,000 | -67.1% | 200,142 | -68.5% | 0.48% | -67.7% |
| EMR | Sell | EMERSON ELECTRIC CO. | $15,070,324,000 | +0.3% | 276,519 | -4.1% | 0.42% | -1.6% |
| BIDU | Sell | BAIDU, INC.adr usd | $12,763,107,000 | +9.3% | 70,100 | -0.8% | 0.36% | +7.2% |
| FDS | Sell | FACTSET RESEARCH SYSTEMS INC | $12,682,866,000 | +0.3% | 78,241 | -0.1% | 0.36% | -1.7% |
| ADBE | Sell | ADOBE SYSTEMS INCORPORATED | $11,708,216,000 | +4.6% | 107,880 | -7.7% | 0.33% | +2.5% |
| COHR | Buy | COHERENT, INC. | $9,828,112,000 | +98.1% | 88,910 | +64.3% | 0.28% | +94.4% |
| JPC | Buy | NUVEEN MULTI-STRATEGY INCOMEclosed-end fund usd | $8,239,040,000 | +4.7% | 823,081 | +4.8% | 0.23% | +2.7% |
| ATVI | Sell | ACTIVISION BLIZZARD, INC. | $6,664,715,000 | +10.3% | 150,479 | -1.3% | 0.19% | +8.1% |
| ARI | Sell | APOLLO COMMERCIAL REAL ESTATreit usd | $6,614,250,000 | -5.6% | 404,047 | -7.4% | 0.18% | -8.0% |
| IVR | Sell | INVESCO MORTGAGE CAPITAL INCreit usd | $6,517,889,000 | +2.6% | 428,245 | -7.8% | 0.18% | +0.5% |
| TWO | Sell | TWO HARBORS INVESTMENT CORP.reit usd | $6,270,327,000 | -9.3% | 735,091 | -8.9% | 0.18% | -11.1% |
| STWD | Sell | STARWOOD PROPERTY TRUST, INCreit usd | $6,223,609,000 | -2.8% | 276,482 | -10.6% | 0.18% | -4.4% |
| CYS | Sell | CYS INVESTMENTS, INC.reit usd | $5,916,869,000 | -0.1% | 678,540 | -4.1% | 0.17% | -1.8% |
| VIPS | Sell | VIPSHOP (CHINA) CO., LTD.adr usd | $5,889,611,000 | +29.8% | 401,747 | -1.1% | 0.16% | +26.9% |
| AGNC | Sell | AGNC INVESTMENT CORP.reit usd | $5,659,155,000 | -7.6% | 289,619 | -6.3% | 0.16% | -9.1% |
| BCR | Buy | C.R. BARD, INC. | $5,530,454,000 | +94.0% | 24,662 | +103.4% | 0.16% | +89.0% |
| WELL | Buy | WELLTOWER INC.reit usd | $5,096,763,000 | +8.5% | 68,175 | +10.6% | 0.14% | +6.7% |
| FISV | Sell | FISERV, INC. | $4,915,509,000 | -34.7% | 49,417 | -28.6% | 0.14% | -35.8% |
| JKHY | Sell | JACK HENRY ASSOCIATES, INC | $4,794,650,000 | -3.6% | 56,045 | -1.7% | 0.13% | -5.6% |
| TTC | Buy | THE TORO COMPANY | $4,513,971,000 | +55.9% | 96,370 | +193.5% | 0.13% | +53.0% |
| VNTV | Buy | VANTIV, INC. | $4,099,328,000 | +82.5% | 72,864 | +83.6% | 0.12% | +79.7% |
| T | Buy | ATT INC. | $4,106,162,000 | +13.4% | 101,137 | +20.6% | 0.12% | +10.6% |
| MPWR | Buy | MONOLITHIC POWER SYSTEMS, IN | $4,025,610,000 | +243.3% | 50,020 | +191.4% | 0.11% | +232.4% |
| TRMB | New | TRIMBLE NAVIGATION LIMITED | $3,979,550,000 | – | 139,340 | – | 0.11% | – |
| HPT | Buy | HOSPITALITY PROPERTIES TRUSTreit usd | $3,979,414,000 | +59.4% | 133,987 | +54.4% | 0.11% | +57.7% |
| CINF | Buy | CINCINNATI FINANCIAL CORPORA | $3,960,086,000 | +22.3% | 52,528 | +21.5% | 0.11% | +19.4% |
| AHH | Buy | ARMADA HOFFLER PROPERTIES, Ireit usd | $3,809,178,000 | +149.1% | 284,267 | +155.2% | 0.11% | +143.2% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIO | $3,562,547,000 | -95.4% | 74,812 | -94.5% | 0.10% | -95.5% |
| SNH | Buy | SENIOR HOUSING PROPERTIES TRreit usd | $3,470,876,000 | +14.7% | 152,902 | +5.2% | 0.10% | +11.5% |
| HST | Buy | HOST HOTELS RESORTS, INC.reit usd | $3,173,322,000 | +63.2% | 203,941 | +69.9% | 0.09% | +58.9% |
| PLAY | Buy | DAVE BUSTER'S ENTERTAINMEN | $3,101,841,000 | +166.9% | 79,169 | +218.6% | 0.09% | +163.6% |
| MLHR | Buy | HERMAN MILLER, INC. | $3,107,331,000 | +33.7% | 108,762 | +39.8% | 0.09% | +29.9% |
| VRSK | Sell | VERISK ANALYTICS, INC. | $3,029,535,000 | -2.6% | 37,282 | -2.8% | 0.08% | -4.5% |
| HD | Sell | THE HOME DEPOT, INC. | $2,998,244,000 | -5.6% | 23,300 | -6.3% | 0.08% | -7.7% |
| RP | New | REALPAGE, INC. | $2,982,630,000 | – | 116,146 | – | 0.08% | – |
| BRO | Buy | BROWN BROWN, INC. | $2,896,693,000 | +85.9% | 76,815 | +84.7% | 0.08% | +80.0% |
| NSP | Buy | INSPERITY, INC. | $2,866,021,000 | +73.9% | 39,466 | +85.0% | 0.08% | +70.2% |
| HP | Buy | HELMERICH PAYNE, INC. | $2,833,279,000 | +21.7% | 42,093 | +21.4% | 0.08% | +17.9% |
| ANSS | Sell | ANSYS, INC. | $2,732,644,000 | -0.6% | 29,507 | -2.7% | 0.08% | -2.5% |
| LRCX | New | LAM RESEARCH CORPORATION | $2,639,863,000 | – | 27,879 | – | 0.07% | – |
| MO | Sell | ALTRIA GROUP, INC. | $2,587,468,000 | -14.1% | 40,928 | -6.3% | 0.07% | -15.1% |
| GE | Sell | GENERAL ELECTRIC COMPANY | $2,377,683,000 | -91.2% | 80,300 | -90.6% | 0.07% | -91.3% |
| UNH | Sell | UNITEDHEALTH GROUP INCORPORA | $2,389,240,000 | -7.1% | 17,066 | -6.3% | 0.07% | -9.5% |
| NLS | Buy | NAUTILUS, INC. | $2,100,357,000 | +177.6% | 92,486 | +118.0% | 0.06% | +168.2% |
| MMM | New | 3M COMPANY | $2,018,124,000 | – | 11,451 | – | 0.06% | – |
| PG | Sell | THE PROCTER GAMBLE COMPANY | $1,794,450,000 | -0.9% | 20,043 | -6.3% | 0.05% | -3.8% |
| VZ | Buy | VERIZON COMMUNICATIONS, INC. | $1,766,720,000 | -0.5% | 33,995 | +7.0% | 0.05% | -2.0% |
| GDOT | New | GREEN DOT CORPORATION | $1,736,380,000 | – | 75,462 | – | 0.05% | – |
| SYK | Sell | STRYKER CORPORATION | $1,625,875,000 | -8.9% | 13,968 | -6.3% | 0.05% | -9.8% |
| MORN | Sell | MORNINGSTAR, INC. | $1,617,251,000 | -25.8% | 20,425 | -23.5% | 0.04% | -27.4% |
| MMC | Sell | MARSH MCLENNAN COMPANIES, | $1,612,079,000 | -7.9% | 23,975 | -6.3% | 0.04% | -10.0% |
| WAT | Sell | WATERS CORPORATION | $1,539,904,000 | +5.5% | 9,721 | -6.3% | 0.04% | +2.4% |
| EW | New | EDWARDS LIFESCIENCES CORPORA | $1,507,473,000 | – | 12,506 | – | 0.04% | – |
| CRM | Sell | SALESFORCE.COM, INC. | $1,506,278,000 | -15.8% | 21,120 | -6.3% | 0.04% | -17.6% |
| TSN | Sell | TYSON FOODS, INC. | $1,466,593,000 | +4.8% | 19,641 | -6.3% | 0.04% | +2.5% |
| GIS | New | GENERAL MILLS, INC. | $1,420,341,000 | – | 22,238 | – | 0.04% | – |
| WOOF | Sell | VCA INC. | $1,413,526,000 | -3.0% | 20,199 | -6.3% | 0.04% | -4.8% |
| ORLY | New | O'REILLY AUTOMOTIVE, INC. | $1,430,191,000 | – | 5,106 | – | 0.04% | – |
| AMGN | Sell | AMGEN INC. | $1,388,444,000 | +2.7% | 8,325 | -6.3% | 0.04% | 0.0% |
| EXC | New | EXELON CORPORATION | $1,387,244,000 | – | 41,684 | – | 0.04% | – |
| EFX | Sell | EQUIFAX INC. | $1,396,929,000 | -1.8% | 10,383 | -6.3% | 0.04% | -4.9% |
| DFS | Sell | DISCOVER FINANCIAL SERVICES | $1,386,154,000 | -1.1% | 24,512 | -6.3% | 0.04% | -2.5% |
| TEN | Sell | TENNECO INC. | $1,375,971,000 | +17.1% | 23,634 | -6.3% | 0.04% | +14.7% |
| FIS | New | FIDELITY NATIONAL INFORMATIO | $1,350,875,000 | – | 17,537 | – | 0.04% | – |
| LITE | New | LUMENTUM HOLDINGS INC. | $1,348,024,000 | – | 32,288 | – | 0.04% | – |
| EL | New | THE ESTEE LAUDER COMPANIES I | $1,371,374,000 | – | 15,487 | – | 0.04% | – |
| K | Sell | KELLOGG COMPANY | $1,302,877,000 | -11.1% | 16,820 | -6.3% | 0.04% | -11.9% |
| PRAH | New | PRA HEALTH SCIENCES, INC. | $1,322,722,000 | – | 23,411 | – | 0.04% | – |
| O | New | REALTY INCOME CORPORATIONreit usd | $1,292,426,000 | – | 19,313 | – | 0.04% | – |
| ULTA | Sell | ULTA SALON, COSMETICS FRAG | $1,290,240,000 | -8.4% | 5,423 | -6.3% | 0.04% | -10.0% |
| LKQ | New | LKQ CORPORATION | $1,297,730,000 | – | 36,597 | – | 0.04% | – |
| SJM | New | THE J. M. SMUCKER COMPANY | $1,286,085,000 | – | 9,490 | – | 0.04% | – |
| SPG | New | SIMON PROPERTY GROUP, INC.reit usd | $1,278,349,000 | – | 6,175 | – | 0.04% | – |
| CPS | Sell | COOPER-STANDARD HOLDINGS INC | $1,275,683,000 | +17.2% | 12,917 | -6.3% | 0.04% | +16.1% |
| ORA | Sell | ORMAT TECHNOLOGIES, INC. | $1,276,603,000 | +3.7% | 26,387 | -6.3% | 0.04% | +2.9% |
| EQR | New | EQUITY RESIDENTIALreit usd | $1,250,767,000 | – | 19,446 | – | 0.04% | – |
| CTAS | Sell | CINTAS CORPORATION | $1,257,293,000 | +7.5% | 11,168 | -6.3% | 0.04% | +6.1% |
| KCG | Sell | KCG HOLDINGS, INC | $1,258,481,000 | +9.3% | 81,140 | -6.3% | 0.04% | +6.1% |
| MKC | Sell | MCCORMICK COMPANY, INCORPO | $1,247,801,000 | -12.2% | 12,488 | -6.3% | 0.04% | -14.6% |
| TRU | Sell | TRANSUNION | $1,246,106,000 | -3.3% | 36,119 | -6.3% | 0.04% | -5.4% |
| URI | Buy | UNITED RENTALS, INC. | $1,255,209,000 | +61.1% | 15,994 | +37.7% | 0.04% | +59.1% |
| XYL | Sell | XYLEM INC. | $1,247,338,000 | +10.1% | 23,786 | -6.3% | 0.04% | +9.4% |
| LUMN | Sell | CENTURYLINK, INC. | $1,184,791,000 | -11.5% | 43,209 | -6.3% | 0.03% | -13.2% |
| PSA | New | PUBLIC STORAGEreit usd | $1,169,031,000 | – | 5,239 | – | 0.03% | – |
| MKL | Sell | MARKEL CORPORATION | $1,170,208,000 | -8.6% | 1,261 | -6.3% | 0.03% | -10.8% |
| TMUS | Buy | T-MOBILE USA, INC. | $1,167,393,000 | +29.0% | 24,987 | +19.4% | 0.03% | +26.9% |
| PRU | New | PRUDENTIAL FINANCIAL, INC. | $1,179,943,000 | – | 14,453 | – | 0.03% | – |
| DPZ | New | DOMINO'S PIZZA, INC. | $1,144,038,000 | – | 7,534 | – | 0.03% | – |
| HEI | New | HEICO CORPORATION | $1,123,946,000 | – | 16,242 | – | 0.03% | – |
| SE | New | SPECTRA ENERGY CORP. | $1,132,183,000 | – | 26,490 | – | 0.03% | – |
| BMS | New | BEMIS COMPANY, INC. | $1,098,234,000 | – | 21,534 | – | 0.03% | – |
| BLD | Sell | TOPBUILD CORP | $1,103,768,000 | -13.9% | 33,236 | -6.3% | 0.03% | -16.2% |
| MC | Sell | MOELIS COMPANY | $1,112,530,000 | +11.9% | 41,435 | -6.3% | 0.03% | +10.7% |
| WCG | Sell | WELLCARE HEALTH PLANS, INC. | $1,105,024,000 | +2.3% | 9,439 | -6.3% | 0.03% | 0.0% |
| LN | New | LINE CORPORATIONadr usd | $1,088,775,000 | – | 22,500 | – | 0.03% | – |
| GWB | Sell | GREAT WESTERN BANCORP, INC. | $1,107,691,000 | -1.1% | 33,254 | -6.3% | 0.03% | -3.1% |
| TSO | Sell | TESORO CORPORATION | $1,056,185,000 | -55.7% | 13,277 | -58.3% | 0.03% | -55.9% |
| FBHS | Sell | FORTUNE BRANDS HOME SECURI | $1,087,445,000 | -6.1% | 18,720 | -6.3% | 0.03% | -9.1% |
| MGEE | Buy | MGE ENERGY, INC. | $1,022,514,000 | +30.1% | 18,104 | +30.2% | 0.03% | +31.8% |
| ALB | Sell | ALBEMARLE CORPORATION | $1,031,281,000 | +0.4% | 12,066 | -6.3% | 0.03% | 0.0% |
| RMD | Buy | RESMED INC. | $1,029,737,000 | +34.1% | 15,891 | +30.9% | 0.03% | +31.8% |
| CBOE | Sell | CBOE HOLDINGS, INC. | $1,020,813,000 | -8.8% | 15,746 | -6.3% | 0.03% | -9.4% |
| DLTH | New | DULUTH HOLDINGS INC. | $1,016,382,000 | – | 38,383 | – | 0.03% | – |
| MJN | New | MEAD JOHNSON NUTRITION COMPA | $1,039,877,000 | – | 13,163 | – | 0.03% | – |
| KO | Sell | THE COCA-COLA COMPANY | $1,007,385,000 | -12.5% | 23,804 | -6.3% | 0.03% | -15.2% |
| NDAQ | Sell | NASDAQ, INC. | $1,007,533,000 | -16.2% | 14,922 | -19.8% | 0.03% | -17.6% |
| BUFF | Sell | BLUE BUFFALO PET PRODUCTS, I | $995,988,000 | -4.7% | 41,954 | -6.3% | 0.03% | -6.7% |
| TER | New | TERADYNE, INC. | $962,295,000 | – | 44,592 | – | 0.03% | – |
| EMN | Buy | EASTMAN CHEMICAL COMPANY | $965,177,000 | +43.4% | 14,263 | +43.9% | 0.03% | +42.1% |
| TTEK | New | TETRA TECH, INC. | $933,216,000 | – | 26,310 | – | 0.03% | – |
| DGX | New | QUEST DIAGNOSTICS INCORPORAT | $922,394,000 | – | 10,903 | – | 0.03% | – |
| INTC | Buy | INTEL CORPORATION | $910,878,000 | +24.1% | 24,142 | +7.9% | 0.03% | +23.8% |
| SCG | New | SCANA CORPORATION | $869,550,000 | – | 12,017 | – | 0.02% | – |
| PEP | Sell | PEPSICO, INC. | $868,992,000 | -3.8% | 7,990 | -6.3% | 0.02% | -7.7% |
| MAC | New | THE MACERICH COMPANYreit usd | $851,052,000 | – | 10,525 | – | 0.02% | – |
| DOW | Sell | THE DOW CHEMICAL COMPANY | $858,761,000 | -2.3% | 16,572 | -6.3% | 0.02% | -4.0% |
| UNM | Sell | UNUM GROUP | $841,905,000 | +4.1% | 23,850 | -6.3% | 0.02% | +4.3% |
| TRP | Sell | TRANSCANADA CORPORATION | $804,471,000 | +3.1% | 16,968 | -2.3% | 0.02% | +4.5% |
| INT | Sell | WORLD FUEL SERVICES CORPORAT | $832,639,000 | -8.7% | 18,003 | -6.3% | 0.02% | -11.5% |
| C | Sell | CITIGROUP INC. | $758,089,000 | +4.4% | 16,051 | -6.3% | 0.02% | 0.0% |
| RRC | New | RANGE RESOURCES CORPORATION | $763,604,000 | – | 19,711 | – | 0.02% | – |
| QLYS | New | QUALYS, INC. | $733,514,000 | – | 19,212 | – | 0.02% | – |
| BAC | Sell | BANK OF AMERICA CORPORATION | $733,985,000 | +10.6% | 46,900 | -6.3% | 0.02% | +10.5% |
| IPHI | New | INPHI CORPORATION | $750,332,000 | – | 17,249 | – | 0.02% | – |
| TXN | Sell | TEXAS INSTRUMENTS INCORPORAT | $757,658,000 | +5.0% | 10,799 | -6.3% | 0.02% | 0.0% |
| WMT | Sell | WAL-MART STORES, INC. | $721,649,000 | -7.5% | 10,009 | -6.3% | 0.02% | -9.1% |
| CMI | New | CUMMINS INC. | $716,046,000 | – | 5,588 | – | 0.02% | – |
| CSAL | New | COMMUNICATIONS SALES LEASIreit usd | $701,385,000 | – | 22,330 | – | 0.02% | – |
| DIS | Sell | THE WALT DISNEY COMPANY | $692,940,000 | -11.1% | 7,463 | -6.3% | 0.02% | -13.6% |
| RTN | New | RAYTHEON COMPANY | $663,041,000 | – | 4,871 | – | 0.02% | – |
| LPT | New | LIBERTY PROPERTY TRUSTreit usd | $668,434,000 | – | 16,570 | – | 0.02% | – |
| IBM | Sell | INTERNATIONAL BUSINESS MACHI | $668,950,000 | -12.1% | 4,212 | -15.9% | 0.02% | -13.6% |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $687,689,000 | – | 4,324 | – | 0.02% | – |
| CMS | Sell | CMS ENERGY CORPORATION | $677,670,000 | -49.0% | 16,135 | -44.4% | 0.02% | -50.0% |
| AIV | New | APARTMENT INVESTMENT AND MANreit usd | $687,353,000 | – | 14,975 | – | 0.02% | – |
| CME | New | CME GROUP INC. | $657,242,000 | – | 6,290 | – | 0.02% | – |
| OLLI | New | OLLIE'S BARGAIN OUTLET HOLDI | $650,782,000 | – | 24,839 | – | 0.02% | – |
| MDR | New | MCDERMOTT INTERNATIONAL, INC | $651,325,000 | – | 130,265 | – | 0.02% | – |
| SFLY | Sell | SHUTTERFLY, INC. | $611,208,000 | -10.2% | 13,695 | -6.3% | 0.02% | -10.5% |
| NEM | New | NEWMONT MINING CORPORATION | $579,488,000 | – | 14,749 | – | 0.02% | – |
| MAR | New | MARRIOTT INTERNATIONAL, INC. | $471,846,000 | – | 7,009 | – | 0.01% | – |
| PBF | Exit | PBF ENERGY INC. | $0 | – | -23,282 | – | -0.02% | – |
| LEA | Exit | LEAR CORPORATION | $0 | – | -6,246 | – | -0.02% | – |
| ANTM | Exit | ANTHEM, INC. | $0 | – | -5,079 | – | -0.02% | – |
| MCD | Exit | MCDONALD'S CORPORATION | $0 | – | -5,841 | – | -0.02% | – |
| SNA | Exit | SNAP-ON INCORPORATED | $0 | – | -4,389 | – | -0.02% | – |
| HIG | Exit | THE HARTFORD FINANCIAL SERVI | $0 | – | -15,739 | – | -0.02% | – |
| CNS | Exit | COHEN STEERS, INC. | $0 | – | -17,133 | – | -0.02% | – |
| RYAM | Exit | RAYONIER ADVANCED MATERIALS | $0 | – | -53,417 | – | -0.02% | – |
| ORCL | Exit | ORACLE CORPORATION | $0 | – | -18,173 | – | -0.02% | – |
| TRN | Exit | TRINITY INDUSTRIES, INC. | $0 | – | -40,807 | – | -0.02% | – |
| J | Exit | JACOBS ENGINEERING GROUP INC | $0 | – | -17,359 | – | -0.02% | – |
| HAIN | Exit | THE HAIN CELESTIAL GROUP, IN | $0 | – | -17,388 | – | -0.02% | – |
| SHW | Exit | THE SHERWIN-WILLIAMS COMPANY | $0 | – | -2,943 | – | -0.02% | – |
| INCR | Exit | INC RESEARCH HOLDINGS, INC. | $0 | – | -23,235 | – | -0.02% | – |
| XRAY | Exit | DENTSPLY SIRONA INC. | $0 | – | -14,732 | – | -0.03% | – |
| DRQ | Exit | DRIL-QUIP, INC. | $0 | – | -15,895 | – | -0.03% | – |
| DRE | Exit | DUKE REALTY CORPORATIONreit usd | $0 | – | -35,379 | – | -0.03% | – |
| WOR | Exit | WORTHINGTON INDUSTRIES, INC. | $0 | – | -21,982 | – | -0.03% | – |
| CDW | Exit | CDW CORPORATION | $0 | – | -23,367 | – | -0.03% | – |
| ITC | Exit | ITC HOLDINGS CORP. | $0 | – | -21,687 | – | -0.03% | – |
| COT | Exit | COTT CORPORATION | $0 | – | -78,763 | – | -0.03% | – |
| PPC | Exit | PILGRIM'S PRIDE CORPORATION | $0 | – | -42,824 | – | -0.03% | – |
| CBT | Exit | CABOT CORPORATION | $0 | – | -24,550 | – | -0.03% | – |
| PBH | Exit | PRESTIGE BRANDS HOLDINGS, IN | $0 | – | -20,244 | – | -0.03% | – |
| CRI | Exit | CARTER'S, INC. | $0 | – | -10,739 | – | -0.03% | – |
| RHT | Exit | RED HAT, INC. | $0 | – | -17,190 | – | -0.04% | – |
| TSCO | Exit | TRACTOR SUPPLY COMPANY | $0 | – | -13,914 | – | -0.04% | – |
| CHRW | Exit | C.H. ROBINSON WORLDWIDE, INC | $0 | – | -17,331 | – | -0.04% | – |
| UHS | Exit | UNIVERSAL HEALTH SERVICES, I | $0 | – | -10,110 | – | -0.04% | – |
| HRL | Exit | HORMEL FOODS CORPORATION | $0 | – | -37,869 | – | -0.04% | – |
| WM | Exit | WASTE MANAGEMENT, INC. | $0 | – | -21,387 | – | -0.04% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -19,291 | – | -0.04% | – |
| XEL | Exit | XCEL ENERGY INC. | $0 | – | -34,216 | – | -0.04% | – |
| SHEN | Exit | SHENANDOAH TELECOMMUNICATION | $0 | – | -40,653 | – | -0.04% | – |
| MDLZ | Exit | MONDELEZ INTERNATIONAL, INC. | $0 | – | -35,319 | – | -0.05% | – |
| PYPL | Exit | PAYPAL, INC. | $0 | – | -44,395 | – | -0.05% | – |
| IPGP | Exit | IPG PHOTONICS CORPORATION | $0 | – | -24,562 | – | -0.06% | – |
| DOC | Exit | PHYSICIANS REALTY TRUSTreit usd | $0 | – | -101,409 | – | -0.06% | – |
| PGND | Exit | PRESS GANEY HOLDINGS, INC. | $0 | – | -55,867 | – | -0.06% | – |
| MANH | Exit | MANHATTAN ASSOCIATES, INC. | $0 | – | -62,147 | – | -0.11% | – |
| Exit | THE ROYAL BANK OF SCOTLAND Gyankee usd | $0 | – | -7,300,000 | – | -0.19% | – | |
| DG | Exit | DOLLAR GENERAL CORPORATION | $0 | – | -441,686 | – | -1.19% | – |
| ROK | Exit | ROCKWELL AUTOMATION, INC. | $0 | – | -382,124 | – | -1.26% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | New | FACEBOOK, INC. | $150,966,622,000 | – | 1,321,024 | – | 4.32% | – |
| GOOG | New | ALPHABET INC. | $144,519,489,000 | – | 208,810 | – | 4.14% | – |
| JNJ | New | JOHNSON JOHNSON | $124,164,208,000 | – | 1,023,779 | – | 3.55% | – |
| RAI | New | REYNOLDS AMERICAN INC. | $123,142,839,000 | – | 2,284,230 | – | 3.52% | – |
| JPM | New | JPMORGAN CHASE CO. | $117,308,998,000 | – | 1,887,209 | – | 3.36% | – |
| V | New | VISA INC. | $108,807,224,000 | – | 1,466,800 | – | 3.11% | – |
| EOG | New | EOG RESOURCES, INC. | $99,086,249,000 | – | 1,188,227 | – | 2.84% | – |
| MHK | New | MOHAWK INDUSTRIES, INC. | $83,353,920,000 | – | 439,306 | – | 2.38% | – |
| CSCO | New | CISCO SYSTEMS, INC. | $82,993,435,000 | – | 2,893,765 | – | 2.38% | – |
| PM | New | PHILIP MORRIS INTERNATIONAL | $82,016,225,000 | – | 806,294 | – | 2.35% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACadr usd | $80,050,741,000 | – | 3,053,029 | – | 2.29% | – |
| AET | New | AETNA INC. | $79,980,372,000 | – | 654,879 | – | 2.29% | – |
| AOS | New | A. O. SMITH CORPORATION | $78,203,572,000 | – | 887,769 | – | 2.24% | – |
| FRC | New | FIRST REPUBLIC BANK | $77,883,327,000 | – | 1,113,096 | – | 2.23% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIO | $77,667,062,000 | – | 1,357,104 | – | 2.22% | – |
| LMT | New | LOCKHEED MARTIN CORPORATION | $76,682,900,000 | – | 308,856 | – | 2.19% | – |
| AAPL | New | APPLE INC. | $73,387,531,000 | – | 767,652 | – | 2.10% | – |
| TJX | New | THE TJX COMPANIES, INC. | $73,212,607,000 | – | 948,227 | – | 2.10% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP, INC | $70,544,194,000 | – | 730,120 | – | 2.02% | – |
| MD | New | MEDNAX, INC. | $69,439,235,000 | – | 958,973 | – | 1.99% | – |
| AMZN | New | AMAZON.COM, INC. | $68,916,353,000 | – | 96,303 | – | 1.97% | – |
| CLX | New | THE CLOROX COMPANY | $68,575,573,000 | – | 495,630 | – | 1.96% | – |
| XOM | New | EXXON MOBIL CORPORATION | $62,369,160,000 | – | 665,413 | – | 1.78% | – |
| MSFT | New | MICROSOFT CORPORATION | $60,119,889,000 | – | 1,174,905 | – | 1.72% | – |
| AZO | New | AUTOZONE, INC. | $59,157,977,000 | – | 74,652 | – | 1.69% | – |
| MRK | New | MERCK CO., INC. | $51,924,551,000 | – | 901,155 | – | 1.49% | – |
| OMC | New | OMNICOM GROUP INC. | $51,686,235,000 | – | 634,419 | – | 1.48% | – |
| GOOGL | New | ALPHABET INC. | $48,284,165,000 | – | 68,684 | – | 1.38% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC. | $47,755,486,000 | – | 329,917 | – | 1.37% | – |
| PFE | New | PFIZER INC. | $47,526,170,000 | – | 1,350,166 | – | 1.36% | – |
| ROK | New | ROCKWELL AUTOMATION, INC. | $43,871,656,000 | – | 382,124 | – | 1.26% | – |
| CL | New | COLGATE-PALMOLIVE COMPANY | $41,967,779,000 | – | 573,487 | – | 1.20% | – |
| DG | New | DOLLAR GENERAL CORPORATION | $41,514,067,000 | – | 441,686 | – | 1.19% | – |
| CMCSA | New | COMCAST CORPORATION | $39,386,885,000 | – | 604,186 | – | 1.13% | – |
| WFC | New | WELLS FARGO COMPANY | $37,143,471,000 | – | 784,445 | – | 1.06% | – |
| PEG | New | PUBLIC SERVICE ENTERPRISE GR | $35,000,738,000 | – | 751,250 | – | 1.00% | – |
| KAR | New | KAR AUCTION SERVICES, INC. | $34,884,630,000 | – | 835,560 | – | 1.00% | – |
| AFL | New | AFLAC INCORPORATED | $33,773,415,000 | – | 468,100 | – | 0.97% | – |
| TFX | New | TELEFLEX INCORPORATED | $32,872,854,000 | – | 185,429 | – | 0.94% | – |
| CELG | New | CELGENE CORPORATION | $31,215,400,000 | – | 316,522 | – | 0.89% | – |
| GILD | New | GILEAD SCIENCES, INC. | $28,005,386,000 | – | 335,796 | – | 0.80% | – |
| ABBV | New | ABBVIE INC. | $27,459,503,000 | – | 443,681 | – | 0.79% | – |
| GE | New | GENERAL ELECTRIC COMPANY | $27,009,934,000 | – | 858,003 | – | 0.77% | – |
| GPC | New | GENUINE PARTS COMPANY | $26,080,092,000 | – | 257,631 | – | 0.75% | – |
| SLB | New | SCHLUMBERGER LIMITED | $23,150,591,000 | – | 292,749 | – | 0.66% | – |
| ASGN | New | ON ASSIGNMENT, INC. | $21,961,754,000 | – | 594,525 | – | 0.63% | – |
| UNP | New | UNION PACIFIC CORPORATION | $21,641,004,000 | – | 248,006 | – | 0.62% | – |
| HES | New | HESS CORPORATION | $21,061,245,000 | – | 350,495 | – | 0.60% | – |
| UTX | New | UNITED TECHNOLOGIES CORPORAT | $20,834,141,000 | – | 203,141 | – | 0.60% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS, I | $20,361,277,000 | – | 570,500 | – | 0.58% | – |
| WDC | New | WESTERN DIGITAL CORPORATION | $19,817,028,000 | – | 419,408 | – | 0.57% | – |
| PCAR | New | PACCAR INC | $18,692,004,000 | – | 360,432 | – | 0.54% | – |
| CVX | New | CHEVRON CORPORATION | $18,287,985,000 | – | 174,470 | – | 0.52% | – |
| GM | New | GENERAL MOTORS COMPANY | $17,743,403,000 | – | 627,197 | – | 0.51% | – |
| BABA | New | ALIBABA GROUP HOLDING LIMITEadr usd | $16,923,421,000 | – | 212,900 | – | 0.48% | – |
| EMR | New | EMERSON ELECTRIC CO. | $15,026,557,000 | – | 288,195 | – | 0.43% | – |
| STLD | New | STEEL DYNAMICS, INC. | $14,848,654,000 | – | 606,315 | – | 0.42% | – |
| NVDA | New | NVIDIA CORPORATION | $14,364,470,000 | – | 305,562 | – | 0.41% | – |
| FDS | New | FACTSET RESEARCH SYSTEMS INC | $12,643,634,000 | – | 78,313 | – | 0.36% | – |
| BIDU | New | BAIDU, INC.adr usd | $11,675,398,000 | – | 70,700 | – | 0.33% | – |
| ADBE | New | ADOBE SYSTEMS INCORPORATED | $11,194,996,000 | – | 116,858 | – | 0.32% | – |
| JPC | New | NUVEEN MULTI-STRATEGY INCOMEclosed-end fund usd | $7,867,103,000 | – | 785,140 | – | 0.22% | – |
| FISV | New | FISERV, INC. | $7,522,920,000 | – | 69,189 | – | 0.22% | – |
| ARI | New | APOLLO COMMERCIAL REAL ESTATreit usd | $7,009,612,000 | – | 436,464 | – | 0.20% | – |
| TWO | New | TWO HARBORS INVESTMENT CORP.reit usd | $6,910,171,000 | – | 807,263 | – | 0.20% | – |
| New | THE ROYAL BANK OF SCOTLAND Gyankee usd | $6,687,000,000 | – | 7,300,000 | – | 0.19% | – | |
| APH | New | AMPHENOL CORPORATION | $6,575,922,000 | – | 114,723 | – | 0.19% | – |
| STWD | New | STARWOOD PROPERTY TRUST, INCreit usd | $6,402,642,000 | – | 309,157 | – | 0.18% | – |
| IVR | New | INVESCO MORTGAGE CAPITAL INCreit usd | $6,354,196,000 | – | 464,488 | – | 0.18% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORPreit usd | $6,123,667,000 | – | 309,120 | – | 0.18% | – |
| ATVI | New | ACTIVISION BLIZZARD, INC. | $6,041,554,000 | – | 152,449 | – | 0.17% | – |
| CYS | New | CYS INVESTMENTS, INC.reit usd | $5,924,043,000 | – | 707,771 | – | 0.17% | – |
| SNPS | New | SYNOPSYS, INC. | $5,809,057,000 | – | 107,416 | – | 0.17% | – |
| New | BARCLAYS PLCglobal usd | $5,100,667,000 | – | 5,200,000 | – | 0.15% | – | |
| COHR | New | COHERENT, INC. | $4,960,613,000 | – | 54,102 | – | 0.14% | – |
| JKHY | New | JACK HENRY ASSOCIATES, INC | $4,971,802,000 | – | 57,003 | – | 0.14% | – |
| WELL | New | WELLTOWER INC.reit usd | $4,695,340,000 | – | 61,651 | – | 0.13% | – |
| VIPS | New | VIPSHOP (CHINA) CO., LTD.adr usd | $4,538,997,000 | – | 406,356 | – | 0.13% | – |
| MANH | New | MANHATTAN ASSOCIATES, INC. | $3,986,109,000 | – | 62,147 | – | 0.11% | – |
| ZEN | New | ZENDESK, INC. | $3,830,638,000 | – | 145,265 | – | 0.11% | – |
| INGR | New | INGREDION INCORPORATED | $3,684,096,000 | – | 28,475 | – | 0.10% | – |
| T | New | ATT INC. | $3,621,715,000 | – | 83,836 | – | 0.10% | – |
| CINF | New | CINCINNATI FINANCIAL CORPORA | $3,237,137,000 | – | 43,231 | – | 0.09% | – |
| HD | New | THE HOME DEPOT, INC. | $3,174,756,000 | – | 24,863 | – | 0.09% | – |
| VRSK | New | VERISK ANALYTICS, INC. | $3,109,138,000 | – | 38,356 | – | 0.09% | – |
| SNH | New | SENIOR HOUSING PROPERTIES TRreit usd | $3,026,541,000 | – | 145,367 | – | 0.09% | – |
| MO | New | ALTRIA GROUP, INC. | $3,011,690,000 | – | 43,673 | – | 0.09% | – |
| TTC | New | THE TORO COMPANY | $2,895,326,000 | – | 32,838 | – | 0.08% | – |
| BCR | New | C.R. BARD, INC. | $2,851,072,000 | – | 12,125 | – | 0.08% | – |
| ANSS | New | ANSYS, INC. | $2,750,208,000 | – | 30,312 | – | 0.08% | – |
| UNH | New | UNITEDHEALTH GROUP INCORPORA | $2,570,665,000 | – | 18,211 | – | 0.07% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUSTreit usd | $2,497,010,000 | – | 86,762 | – | 0.07% | – |
| TSO | New | TESORO CORPORATION | $2,383,936,000 | – | 31,824 | – | 0.07% | – |
| HP | New | HELMERICH PAYNE, INC. | $2,328,124,000 | – | 34,686 | – | 0.07% | – |
| MLHR | New | HERMAN MILLER, INC. | $2,324,874,000 | – | 77,781 | – | 0.07% | – |
| VNTV | New | VANTIV, INC. | $2,246,737,000 | – | 39,695 | – | 0.06% | – |
| PGND | New | PRESS GANEY HOLDINGS, INC. | $2,197,808,000 | – | 55,867 | – | 0.06% | – |
| MORN | New | MORNINGSTAR, INC. | $2,179,321,000 | – | 26,691 | – | 0.06% | – |
| DOC | New | PHYSICIANS REALTY TRUSTreit usd | $2,129,589,000 | – | 101,409 | – | 0.06% | – |
| IPGP | New | IPG PHOTONICS CORPORATION | $1,964,714,000 | – | 24,562 | – | 0.06% | – |
| HST | New | HOST HOTELS RESORTS, INC.reit usd | $1,944,259,000 | – | 120,016 | – | 0.06% | – |
| PG | New | THE PROCTER GAMBLE COMPANY | $1,810,837,000 | – | 21,387 | – | 0.05% | – |
| SYK | New | STRYKER CORPORATION | $1,785,619,000 | – | 14,905 | – | 0.05% | – |
| VZ | New | VERIZON COMMUNICATIONS, INC. | $1,775,192,000 | – | 31,785 | – | 0.05% | – |
| CRM | New | SALESFORCE.COM, INC. | $1,789,584,000 | – | 22,536 | – | 0.05% | – |
| MMC | New | MARSH MCLENNAN COMPANIES, | $1,750,901,000 | – | 25,583 | – | 0.05% | – |
| NSP | New | INSPERITY, INC. | $1,647,702,000 | – | 21,335 | – | 0.05% | – |
| MDLZ | New | MONDELEZ INTERNATIONAL, INC. | $1,607,015,000 | – | 35,319 | – | 0.05% | – |
| PYPL | New | PAYPAL, INC. | $1,620,861,000 | – | 44,395 | – | 0.05% | – |
| SHEN | New | SHENANDOAH TELECOMMUNICATION | $1,589,532,000 | – | 40,653 | – | 0.04% | – |
| BRO | New | BROWN BROWN, INC. | $1,558,078,000 | – | 41,582 | – | 0.04% | – |
| PSX | New | PHILLIPS 66 | $1,530,548,000 | – | 19,291 | – | 0.04% | – |
| XEL | New | XCEL ENERGY INC. | $1,531,508,000 | – | 34,216 | – | 0.04% | – |
| AHH | New | ARMADA HOFFLER PROPERTIES, Ireit usd | $1,529,384,000 | – | 111,390 | – | 0.04% | – |
| K | New | KELLOGG COMPANY | $1,465,454,000 | – | 17,948 | – | 0.04% | – |
| WOOF | New | VCA INC. | $1,457,481,000 | – | 21,554 | – | 0.04% | – |
| WAT | New | WATERS CORPORATION | $1,458,962,000 | – | 10,373 | – | 0.04% | – |
| WM | New | WASTE MANAGEMENT, INC. | $1,416,889,000 | – | 21,387 | – | 0.04% | – |
| EFX | New | EQUIFAX INC. | $1,422,211,000 | – | 11,079 | – | 0.04% | – |
| MKC | New | MCCORMICK COMPANY, INCORPO | $1,421,351,000 | – | 13,326 | – | 0.04% | – |
| TSN | New | TYSON FOODS, INC. | $1,399,575,000 | – | 20,958 | – | 0.04% | – |
| MKTX | New | MARKETAXESS HOLDINGS INC. | $1,405,146,000 | – | 9,666 | – | 0.04% | – |
| ULTA | New | ULTA SALON, COSMETICS FRAG | $1,409,308,000 | – | 5,787 | – | 0.04% | – |
| HRL | New | HORMEL FOODS CORPORATION | $1,386,384,000 | – | 37,869 | – | 0.04% | – |
| DFS | New | DISCOVER FINANCIAL SERVICES | $1,401,962,000 | – | 26,156 | – | 0.04% | – |
| AMGN | New | AMGEN INC. | $1,351,548,000 | – | 8,883 | – | 0.04% | – |
| UHS | New | UNIVERSAL HEALTH SERVICES, I | $1,355,448,000 | – | 10,110 | – | 0.04% | – |
| LUMN | New | CENTURYLINK, INC. | $1,338,025,000 | – | 46,107 | – | 0.04% | – |
| CMS | New | CMS ENERGY CORPORATION | $1,329,314,000 | – | 28,999 | – | 0.04% | – |
| TRU | New | TRANSUNION | $1,288,844,000 | – | 38,542 | – | 0.04% | – |
| MKL | New | MARKEL CORPORATION | $1,280,154,000 | – | 1,346 | – | 0.04% | – |
| CHRW | New | C.H. ROBINSON WORLDWIDE, INC | $1,286,653,000 | – | 17,331 | – | 0.04% | – |
| BLD | New | TOPBUILD CORP | $1,282,060,000 | – | 35,465 | – | 0.04% | – |
| RHT | New | RED HAT, INC. | $1,247,994,000 | – | 17,190 | – | 0.04% | – |
| TSCO | New | TRACTOR SUPPLY COMPANY | $1,268,261,000 | – | 13,914 | – | 0.04% | – |
| ORA | New | ORMAT TECHNOLOGIES, INC. | $1,231,587,000 | – | 28,157 | – | 0.04% | – |
| TEN | New | TENNECO INC. | $1,175,205,000 | – | 25,219 | – | 0.03% | – |
| NDAQ | New | NASDAQ, INC. | $1,202,813,000 | – | 18,605 | – | 0.03% | – |
| MPWR | New | MONOLITHIC POWER SYSTEMS, IN | $1,172,781,000 | – | 17,166 | – | 0.03% | – |
| FBHS | New | FORTUNE BRANDS HOME SECURI | $1,158,151,000 | – | 19,975 | – | 0.03% | – |
| AYI | New | ACUITY BRANDS, INC. | $1,142,323,000 | – | 4,608 | – | 0.03% | – |
| KCG | New | KCG HOLDINGS, INC | $1,151,541,000 | – | 86,582 | – | 0.03% | – |
| CTAS | New | CINTAS CORPORATION | $1,169,177,000 | – | 11,917 | – | 0.03% | – |
| CRI | New | CARTER'S, INC. | $1,143,381,000 | – | 10,739 | – | 0.03% | – |
| PLAY | New | DAVE BUSTER'S ENTERTAINMEN | $1,162,328,000 | – | 24,852 | – | 0.03% | – |
| KO | New | THE COCA-COLA COMPANY | $1,151,173,000 | – | 25,401 | – | 0.03% | – |
| CBT | New | CABOT CORPORATION | $1,120,953,000 | – | 24,550 | – | 0.03% | – |
| XYL | New | XYLEM INC. | $1,133,008,000 | – | 25,381 | – | 0.03% | – |
| GWB | New | GREAT WESTERN BANCORP, INC. | $1,119,875,000 | – | 35,484 | – | 0.03% | – |
| PBH | New | PRESTIGE BRANDS HOLDINGS, IN | $1,121,720,000 | – | 20,244 | – | 0.03% | – |
| CBOE | New | CBOE HOLDINGS, INC. | $1,119,013,000 | – | 16,802 | – | 0.03% | – |
| CPS | New | COOPER-STANDARD HOLDINGS INC | $1,088,168,000 | – | 13,783 | – | 0.03% | – |
| PPC | New | PILGRIM'S PRIDE CORPORATION | $1,091,156,000 | – | 42,824 | – | 0.03% | – |
| WCG | New | WELLCARE HEALTH PLANS, INC. | $1,080,021,000 | – | 10,072 | – | 0.03% | – |
| COT | New | COTT CORPORATION | $1,092,869,000 | – | 78,763 | – | 0.03% | – |
| BUFF | New | BLUE BUFFALO PET PRODUCTS, I | $1,044,885,000 | – | 44,768 | – | 0.03% | – |
| ITC | New | ITC HOLDINGS CORP. | $1,014,952,000 | – | 21,687 | – | 0.03% | – |
| ALB | New | ALBEMARLE CORPORATION | $1,026,781,000 | – | 12,875 | – | 0.03% | – |
| MC | New | MOELIS COMPANY | $994,373,000 | – | 44,214 | – | 0.03% | – |
| CDW | New | CDW CORPORATION | $936,316,000 | – | 23,367 | – | 0.03% | – |
| WOR | New | WORTHINGTON INDUSTRIES, INC. | $929,619,000 | – | 21,982 | – | 0.03% | – |
| DRE | New | DUKE REALTY CORPORATIONreit usd | $942,497,000 | – | 35,379 | – | 0.03% | – |
| DRQ | New | DRIL-QUIP, INC. | $928,268,000 | – | 15,895 | – | 0.03% | – |
| XRAY | New | DENTSPLY SIRONA INC. | $913,973,000 | – | 14,732 | – | 0.03% | – |
| PEP | New | PEPSICO, INC. | $903,244,000 | – | 8,526 | – | 0.03% | – |
| TMUS | New | T-MOBILE USA, INC. | $905,172,000 | – | 20,924 | – | 0.03% | – |
| INT | New | WORLD FUEL SERVICES CORPORAT | $912,091,000 | – | 19,210 | – | 0.03% | – |
| SHW | New | THE SHERWIN-WILLIAMS COMPANY | $864,271,000 | – | 2,943 | – | 0.02% | – |
| DOW | New | THE DOW CHEMICAL COMPANY | $878,845,000 | – | 17,683 | – | 0.02% | – |
| INCR | New | INC RESEARCH HOLDINGS, INC. | $885,486,000 | – | 23,235 | – | 0.02% | – |
| J | New | JACOBS ENGINEERING GROUP INC | $864,652,000 | – | 17,359 | – | 0.02% | – |
| HAIN | New | THE HAIN CELESTIAL GROUP, IN | $864,705,000 | – | 17,388 | – | 0.02% | – |
| UNM | New | UNUM GROUP | $808,801,000 | – | 25,450 | – | 0.02% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHI | $760,618,000 | – | 5,010 | – | 0.02% | – |
| URI | New | UNITED RENTALS, INC. | $779,134,000 | – | 11,615 | – | 0.02% | – |
| RMD | New | RESMED INC. | $767,607,000 | – | 12,138 | – | 0.02% | – |
| TRP | New | TRANSCANADA CORPORATION | $780,600,000 | – | 17,359 | – | 0.02% | – |
| WMT | New | WAL-MART STORES, INC. | $779,854,000 | – | 10,680 | – | 0.02% | – |
| NLS | New | NAUTILUS, INC. | $756,563,000 | – | 42,432 | – | 0.02% | – |
| TRN | New | TRINITY INDUSTRIES, INC. | $757,378,000 | – | 40,807 | – | 0.02% | – |
| MGEE | New | MGE ENERGY, INC. | $785,859,000 | – | 13,909 | – | 0.02% | – |
| DIS | New | THE WALT DISNEY COMPANY | $779,038,000 | – | 7,964 | – | 0.02% | – |
| TXN | New | TEXAS INSTRUMENTS INCORPORAT | $721,685,000 | – | 11,523 | – | 0.02% | – |
| RYAM | New | RAYONIER ADVANCED MATERIALS | $725,937,000 | – | 53,417 | – | 0.02% | – |
| INTC | New | INTEL CORPORATION | $733,703,000 | – | 22,369 | – | 0.02% | – |
| ORCL | New | ORACLE CORPORATION | $743,457,000 | – | 18,173 | – | 0.02% | – |
| C | New | CITIGROUP INC. | $726,185,000 | – | 17,127 | – | 0.02% | – |
| HIG | New | THE HARTFORD FINANCIAL SERVI | $698,654,000 | – | 15,739 | – | 0.02% | – |
| MCD | New | MCDONALD'S CORPORATION | $702,789,000 | – | 5,841 | – | 0.02% | – |
| SNA | New | SNAP-ON INCORPORATED | $692,672,000 | – | 4,389 | – | 0.02% | – |
| CNS | New | COHEN STEERS, INC. | $692,687,000 | – | 17,133 | – | 0.02% | – |
| EMN | New | EASTMAN CHEMICAL COMPANY | $673,061,000 | – | 9,914 | – | 0.02% | – |
| SFLY | New | SHUTTERFLY, INC. | $680,866,000 | – | 14,614 | – | 0.02% | – |
| ANTM | New | ANTHEM, INC. | $667,127,000 | – | 5,079 | – | 0.02% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $663,610,000 | – | 50,046 | – | 0.02% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $675,953,000 | – | 36,998 | – | 0.02% | – |
| LEA | New | LEAR CORPORATION | $635,468,000 | – | 6,246 | – | 0.02% | – |
| PBF | New | PBF ENERGY INC. | $553,646,000 | – | 23,282 | – | 0.02% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SIGI | Exit | SELECTIVE INSURANCE GROUP, I | $0 | – | -16,754 | – | -0.02% | – |
| NSAM | Exit | NORTHSTAR ASSET MANAGEMENT G | $0 | – | -43,911 | – | -0.02% | – |
| HRC | Exit | HILL-ROM HOLDINGS, INC. | $0 | – | -13,042 | – | -0.02% | – |
| AMGN | Exit | AMGEN INC. | $0 | – | -5,162 | – | -0.02% | – |
| ACAS | Exit | AMERICAN CAPITAL, LTD. | $0 | – | -62,183 | – | -0.02% | – |
| LEG | Exit | LEGGETT PLATT, INCORPORATE | $0 | – | -19,229 | – | -0.02% | – |
| ORCL | Exit | ORACLE CORPORATION | $0 | – | -22,310 | – | -0.02% | – |
| NOC | Exit | NORTHROP GRUMMAN CORPORATION | $0 | – | -5,037 | – | -0.02% | – |
| CNS | Exit | COHEN STEERS, INC. | $0 | – | -29,860 | – | -0.02% | – |
| MAR | Exit | MARRIOTT INTERNATIONAL, INC. | $0 | – | -12,210 | – | -0.02% | – |
| GPRE | Exit | GREEN PLAINS INC. | $0 | – | -42,824 | – | -0.02% | – |
| ECL | Exit | ECOLAB INC. | $0 | – | -7,975 | – | -0.03% | – |
| ZAYO | Exit | ZAYO GROUP HOLDINGS, INC. | $0 | – | -34,205 | – | -0.03% | – |
| VOYA | Exit | VOYA FINANCIAL, INC. | $0 | – | -22,834 | – | -0.03% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS, INC | $0 | – | -5,716 | – | -0.03% | – |
| CTCT | Exit | CONSTANT CONTACT, INC. | $0 | – | -36,487 | – | -0.03% | – |
| RDN | Exit | RADIAN GROUP INC. | $0 | – | -55,259 | – | -0.03% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHI | $0 | – | -6,151 | – | -0.03% | – |
| WCN | Exit | WASTE CONNECTIONS, INC. | $0 | – | -18,832 | – | -0.03% | – |
| WFM | Exit | WHOLE FOODS MARKET, INC. | $0 | – | -29,524 | – | -0.03% | – |
| NAVG | Exit | THE NAVIGATORS GROUP, INC. | $0 | – | -11,689 | – | -0.03% | – |
| AWR | Exit | AMERICAN STATES WATER COMPAN | $0 | – | -22,725 | – | -0.03% | – |
| FFIV | Exit | F5 NETWORKS, INC. | $0 | – | -8,375 | – | -0.03% | – |
| MLHR | Exit | HERMAN MILLER, INC. | $0 | – | -32,843 | – | -0.03% | – |
| INTC | Exit | INTEL CORPORATION | $0 | – | -32,214 | – | -0.03% | – |
| QEP | Exit | QEP RESOURCES, INC. | $0 | – | -76,071 | – | -0.03% | – |
| MCO | Exit | MOODY'S CORPORATION | $0 | – | -9,960 | – | -0.03% | – |
| RGA | Exit | REINSURANCE GROUP OF AMERICA | $0 | – | -10,886 | – | -0.03% | – |
| C | Exit | CITIGROUP INC. | $0 | – | -21,027 | – | -0.03% | – |
| KTWO | Exit | K2M GROUP HOLDINGS INC. | $0 | – | -56,805 | – | -0.03% | – |
| MA | Exit | MASTERCARD INCORPORATED | $0 | – | -11,831 | – | -0.03% | – |
| MU | Exit | MICRON TECHNOLOGY, INC. | $0 | – | -71,746 | – | -0.03% | – |
| SNA | Exit | SNAP-ON INCORPORATED | $0 | – | -7,212 | – | -0.03% | – |
| TEN | Exit | TENNECO INC. | $0 | – | -25,181 | – | -0.03% | – |
| IHS | Exit | IHS INC. | $0 | – | -9,671 | – | -0.03% | – |
| FLO | Exit | FLOWERS FOODS, INC. | $0 | – | -45,796 | – | -0.03% | – |
| AVY | Exit | AVERY DENNISON CORPORATION | $0 | – | -20,078 | – | -0.03% | – |
| SRCL | Exit | STERICYCLE, INC. | $0 | – | -8,371 | – | -0.04% | – |
| NTRI | Exit | NUTRISYSTEM, INC. | $0 | – | -43,759 | – | -0.04% | – |
| LH | Exit | LABORATORY CORPORATION OF AM | $0 | – | -10,642 | – | -0.04% | – |
| KMB | Exit | KIMBERLY-CLARK CORPORATION | $0 | – | -10,541 | – | -0.04% | – |
| CAH | Exit | CARDINAL HEALTH, INC. | $0 | – | -15,327 | – | -0.04% | – |
| PF | Exit | PINNACLE FOODS INC. | $0 | – | -28,295 | – | -0.04% | – |
| TGT | Exit | TARGET CORPORATION | $0 | – | -15,189 | – | -0.04% | – |
| SYMC | Exit | SYMANTEC CORPORATION | $0 | – | -63,075 | – | -0.04% | – |
| ANTM | Exit | ANTHEM, INC. | $0 | – | -8,817 | – | -0.04% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS, INC. | $0 | – | -13,017 | – | -0.04% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE, IN | $0 | – | -14,701 | – | -0.04% | – |
| KO | Exit | THE COCA-COLA COMPANY | $0 | – | -31,184 | – | -0.04% | – |
| EVR | Exit | EVERCORE PARTNERS INC. | $0 | – | -25,328 | – | -0.04% | – |
| EV | Exit | EATON VANCE CORP. | $0 | – | -37,528 | – | -0.04% | – |
| BFB | Exit | BROWN-FORMAN CORPORATION | $0 | – | -13,081 | – | -0.04% | – |
| INGR | Exit | INGREDION INCORPORATED | $0 | – | -14,522 | – | -0.04% | – |
| GCI | Exit | GANNETT CO., INC. | $0 | – | -89,292 | – | -0.04% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -84,789 | – | -0.04% | – |
| WAB | Exit | WESTINGHOUSE AIR BRAKE TECHN | $0 | – | -14,999 | – | -0.04% | – |
| BLD | Exit | TOPBUILD CORP | $0 | – | -43,540 | – | -0.04% | – |
| UFS | Exit | DOMTAR CORPORATION | $0 | – | -37,530 | – | -0.04% | – |
| AAVVF | Exit | ADVANTAGE OIL GAS LTD. | $0 | – | -260,961 | – | -0.04% | – |
| WEN | Exit | THE WENDY'S COMPANY | $0 | – | -157,899 | – | -0.04% | – |
| HIG | Exit | THE HARTFORD FINANCIAL SERVI | $0 | – | -29,725 | – | -0.04% | – |
| PGR | Exit | THE PROGRESSIVE CORPORATION | $0 | – | -44,613 | – | -0.04% | – |
| HCA | Exit | HCA HOLDINGS, INC. | $0 | – | -18,073 | – | -0.04% | – |
| VFC | Exit | V.F. CORPORATION | $0 | – | -20,762 | – | -0.04% | – |
| TW | Exit | TOWERS WATSON CO. | $0 | – | -12,027 | – | -0.04% | – |
| NJR | Exit | NEW JERSEY RESOURCES CORPORA | $0 | – | -48,402 | – | -0.04% | – |
| DPZ | Exit | DOMINO'S PIZZA, INC. | $0 | – | -14,115 | – | -0.05% | – |
| IFF | Exit | INTERNATIONAL FLAVORS FRAG | $0 | – | -14,785 | – | -0.05% | – |
| SHW | Exit | THE SHERWIN-WILLIAMS COMPANY | $0 | – | -6,769 | – | -0.05% | – |
| WAT | Exit | WATERS CORPORATION | $0 | – | -12,735 | – | -0.05% | – |
| NDAQ | Exit | NASDAQ, INC. | $0 | – | -29,921 | – | -0.05% | – |
| GD | Exit | GENERAL DYNAMICS CORPORATION | $0 | – | -11,658 | – | -0.05% | – |
| RHI | Exit | ROBERT HALF INTERNATIONAL IN | $0 | – | -31,802 | – | -0.05% | – |
| BHI | Exit | BAKER HUGHES INCORPORATED | $0 | – | -30,927 | – | -0.05% | – |
| TSO | Exit | TESORO CORPORATION | $0 | – | -17,394 | – | -0.05% | – |
| ABC | Exit | AMERISOURCEBERGEN CORPORATIO | $0 | – | -17,641 | – | -0.05% | – |
| ADM | Exit | ARCHER-DANIELS-MIDLAND COMPA | $0 | – | -40,350 | – | -0.05% | – |
| SYK | Exit | STRYKER CORPORATION | $0 | – | -18,299 | – | -0.05% | – |
| SIRO | Exit | SIRONA DENTAL SYSTEMS, INC. | $0 | – | -18,410 | – | -0.05% | – |
| VZ | Exit | VERIZON COMMUNICATIONS, INC. | $0 | – | -39,597 | – | -0.05% | – |
| AMZN | Exit | AMAZON.COM, INC. | $0 | – | -3,408 | – | -0.05% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -43,868 | – | -0.05% | – |
| NEE | Exit | NEXTERA ENERGY, INC. | $0 | – | -18,271 | – | -0.05% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE, I | $0 | – | -7,619 | – | -0.05% | – |
| WM | Exit | WASTE MANAGEMENT, INC. | $0 | – | -36,739 | – | -0.06% | – |
| CBOE | Exit | CBOE HOLDINGS, INC. | $0 | – | -27,135 | – | -0.06% | – |
| NKE | Exit | NIKE, INC. | $0 | – | -15,007 | – | -0.06% | – |
| MET | Exit | METLIFE, INC. | $0 | – | -38,968 | – | -0.06% | – |
| LUV | Exit | SOUTHWEST AIRLINES CO. | $0 | – | -48,801 | – | -0.06% | – |
| PEG | Exit | PUBLIC SERVICE ENTERPRISE GR | $0 | – | -44,421 | – | -0.06% | – |
| BDX | Exit | BECTON, DICKINSON AND COMPAN | $0 | – | -14,447 | – | -0.06% | – |
| PEP | Exit | PEPSICO, INC. | $0 | – | -20,726 | – | -0.06% | – |
| CTAS | Exit | CINTAS CORPORATION | $0 | – | -22,850 | – | -0.06% | – |
| MMC | Exit | MARSH MCLENNAN COMPANIES, | $0 | – | -38,105 | – | -0.06% | – |
| BMI | Exit | BADGER METER, INC. | $0 | – | -35,757 | – | -0.06% | – |
| VLO | Exit | VALERO ENERGY CORPORATION | $0 | – | -34,998 | – | -0.06% | – |
| TXN | Exit | TEXAS INSTRUMENTS INCORPORAT | $0 | – | -43,349 | – | -0.06% | – |
| SNH | Exit | SENIOR HOUSING PROPERTIES TRreit usd | $0 | – | -131,617 | – | -0.06% | – |
| QLYS | Exit | QUALYS, INC. | $0 | – | -81,425 | – | -0.07% | – |
| EFX | Exit | EQUIFAX INC. | $0 | – | -24,655 | – | -0.07% | – |
| MORN | Exit | MORNINGSTAR, INC. | $0 | – | -29,628 | – | -0.07% | – |
| IOSP | Exit | INNOSPEC INC. | $0 | – | -54,128 | – | -0.08% | – |
| JLL | Exit | JONES LANG LASALLE INCORPORA | $0 | – | -17,661 | – | -0.08% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC. | $0 | – | -19,604 | – | -0.08% | – |
| THRM | Exit | GENTHERM INCORPORATED | $0 | – | -56,797 | – | -0.08% | – |
| CYBX | Exit | CYBERONICS, INC. | $0 | – | -42,942 | – | -0.08% | – |
| GE | Exit | GENERAL ELECTRIC COMPANY | $0 | – | -105,194 | – | -0.08% | – |
| TTC | Exit | THE TORO COMPANY | $0 | – | -40,078 | – | -0.09% | – |
| MO | Exit | ALTRIA GROUP, INC. | $0 | – | -53,851 | – | -0.09% | – |
| NTCT | Exit | NETSCOUT SYSTEMS, INC. | $0 | – | -85,813 | – | -0.09% | – |
| UNH | Exit | UNITEDHEALTH GROUP INCORPORA | $0 | – | -28,945 | – | -0.10% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -138,511 | – | -0.10% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP, INC | $0 | – | -44,288 | – | -0.11% | – |
| HD | Exit | THE HOME DEPOT, INC. | $0 | – | -30,524 | – | -0.11% | – |
| HRL | Exit | HORMEL FOODS CORPORATION | $0 | – | -57,176 | – | -0.11% | – |
| XOM | Exit | EXXON MOBIL CORPORATION | $0 | – | -51,392 | – | -0.12% | – |
| LOGM | Exit | LOGMEIN, INC. | $0 | – | -57,768 | – | -0.12% | – |
| MANH | Exit | MANHATTAN ASSOCIATES, INC. | $0 | – | -66,569 | – | -0.13% | – |
| GLW | Exit | CORNING INCORPORATED | $0 | – | -254,426 | – | -0.13% | – |
| VIPS | Exit | VIPSHOP HOLDINGS LIMITEDadr usd | $0 | – | -275,400 | – | -0.14% | – |
| IVR | Exit | INVESCO MORTGAGE CAPITAL INCreit usd | $0 | – | -414,881 | – | -0.15% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORPreit usd | $0 | – | -277,054 | – | -0.16% | – |
| STWD | Exit | STARWOOD PROPERTY TRUST, INCreit usd | $0 | – | -274,366 | – | -0.17% | – |
| JKHY | Exit | JACK HENRY ASSOCIATES, INC | $0 | – | -83,087 | – | -0.18% | – |
| CYS | Exit | CYS INVESTMENTS, INC.reit usd | $0 | – | -819,343 | – | -0.18% | – |
| ARI | Exit | APOLLO COMMERCIAL REAL ESTATreit usd | $0 | – | -390,115 | – | -0.18% | – |
| TWO | Exit | TWO HARBORS INVESTMENT CORP.reit usd | $0 | – | -719,317 | – | -0.19% | – |
| SNPS | Exit | SYNOPSYS, INC. | $0 | – | -139,205 | – | -0.20% | – |
| JPC | Exit | NUVEEN MULTI-STRATEGY INCOMEclosed-end fund usd | $0 | – | -741,080 | – | -0.20% | – |
| BIDU | Exit | BAIDU, INC.adr usd | $0 | – | -53,500 | – | -0.22% | – |
| IBN | Exit | ICICI BANK LIMITEDadr usd | $0 | – | -885,649 | – | -0.22% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES, INC. | $0 | – | -120,669 | – | -0.25% | – |
| FISV | Exit | FISERV, INC. | $0 | – | -104,967 | – | -0.28% | – |
| Exit | ING GROEP N.V.global usd | $0 | – | -10,000,000 | – | -0.30% | – | |
| MSFT | Exit | MICROSOFT CORPORATION | $0 | – | -240,019 | – | -0.32% | – |
| JNK | Exit | SPDR SERIES TRUSTetp usd | $0 | – | -360,241 | – | -0.39% | – |
| T | Exit | ATT INC. | $0 | – | -403,627 | – | -0.40% | – |
| AJG | Exit | ARTHUR J. GALLAGHER CO. | $0 | – | -330,569 | – | -0.41% | – |
| CVX | Exit | CHEVRON CORPORATION | $0 | – | -179,923 | – | -0.43% | – |
| MMM | Exit | 3M COMPANY | $0 | – | -102,362 | – | -0.44% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS, I | $0 | – | -475,666 | – | -0.48% | – |
| PG | Exit | THE PROCTER GAMBLE COMPANY | $0 | – | -267,062 | – | -0.58% | – |
| FB | Exit | FACEBOOK, INC. | $0 | – | -230,504 | – | -0.63% | – |
| ASGN | Exit | ON ASSIGNMENT, INC. | $0 | – | -596,818 | – | -0.67% | – |
| ABBV | Exit | ABBVIE INC. | $0 | – | -404,897 | – | -0.67% | – |
| ODFL | Exit | OLD DOMINION FREIGHT LINE, I | $0 | – | -384,526 | – | -0.71% | – |
| AFL | Exit | AFLAC INCORPORATED | $0 | – | -448,117 | – | -0.79% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACadr usd | $0 | – | -1,433,800 | – | -0.90% | – |
| COG | Exit | CABOT OIL GAS CORPORATION | $0 | – | -1,431,578 | – | -0.95% | – |
| COO | Exit | THE COOPER COMPANIES, INC. | $0 | – | -226,169 | – | -1.02% | – |
| CMCSA | Exit | COMCAST CORPORATION | $0 | – | -617,539 | – | -1.06% | – |
| FDS | Exit | FACTSET RESEARCH SYSTEMS INC | $0 | – | -221,565 | – | -1.07% | – |
| CL | Exit | COLGATE-PALMOLIVE COMPANY | $0 | – | -576,421 | – | -1.11% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS, INC. | $0 | – | -446,862 | – | -1.14% | – |
| GPC | Exit | GENUINE PARTS COMPANY | $0 | – | -472,469 | – | -1.18% | – |
| WMT | Exit | WAL-MART STORES, INC. | $0 | – | -658,888 | – | -1.29% | – |
| AXP | Exit | AMERICAN EXPRESS COMPANY | $0 | – | -583,972 | – | -1.31% | – |
| DG | Exit | DOLLAR GENERAL CORP | $0 | – | -603,840 | – | -1.32% | – |
| SLB | Exit | SCHLUMBERGER LIMITED | $0 | – | -641,632 | – | -1.34% | – |
| PII | Exit | POLARIS INDUSTRIES INC. | $0 | – | -372,720 | – | -1.35% | – |
| DIS | Exit | THE WALT DISNEY COMPANY | $0 | – | -439,489 | – | -1.36% | – |
| LLTC | Exit | LINEAR TECHNOLOGY CORPORATIO | $0 | – | -1,115,548 | – | -1.36% | – |
| EMR | Exit | EMERSON ELECTRIC CO. | $0 | – | -1,036,997 | – | -1.39% | – |
| MON | Exit | MONSANTO COMPANY | $0 | – | -539,375 | – | -1.39% | – |
| ROK | Exit | ROCKWELL AUTOMATION, INC. | $0 | – | -479,937 | – | -1.47% | – |
| ANSS | Exit | ANSYS, INC. | $0 | – | -587,598 | – | -1.57% | – |
| CELG | Exit | CELGENE CORPORATION | $0 | – | -479,752 | – | -1.57% | – |
| GILD | Exit | GILEAD SCIENCES, INC. | $0 | – | -529,472 | – | -1.57% | – |
| AZO | Exit | AUTOZONE, INC. | $0 | – | -72,382 | – | -1.58% | – |
| CLX | Exit | THE CLOROX COMPANY | $0 | – | -480,330 | – | -1.68% | – |
| GOOGL | Exit | GOOGLE INC. | $0 | – | -88,130 | – | -1.70% | – |
| PFE | Exit | PFIZER INC. | $0 | – | -1,793,092 | – | -1.70% | – |
| AAPL | Exit | APPLE INC. | $0 | – | -536,043 | – | -1.79% | – |
| OMC | Exit | OMNICOM GROUP INC. | $0 | – | -918,479 | – | -1.83% | – |
| JNJ | Exit | JOHNSON JOHNSON | $0 | – | -707,122 | – | -2.00% | – |
| MD | Exit | MEDNAX, INC. | $0 | – | -896,994 | – | -2.08% | – |
| BRCM | Exit | BROADCOM CORPORATION | $0 | – | -1,377,597 | – | -2.14% | – |
| MRK | Exit | MERCK CO., INC. | $0 | – | -1,443,317 | – | -2.16% | – |
| V | Exit | VISA INC. | $0 | – | -1,163,260 | – | -2.44% | – |
| CSCO | Exit | CISCO SYSTEMS, INC. | $0 | – | -3,137,677 | – | -2.49% | – |
| TJX | Exit | THE TJX COMPANIES, INC. | $0 | – | -1,293,044 | – | -2.80% | – |
| JPM | Exit | JPMORGAN CHASE CO. | $0 | – | -1,529,500 | – | -2.82% | – |
| LMT | Exit | LOCKHEED MARTIN CORPORATION | $0 | – | -463,707 | – | -2.91% | – |
| EOG | Exit | EOG RESOURCES, INC. | $0 | – | -1,414,607 | – | -3.12% | – |
| PM | Exit | PHILIP MORRIS INTERNATIONAL | $0 | – | -1,316,134 | – | -3.16% | – |
| AET | Exit | AETNA INC. | $0 | – | -995,902 | – | -3.30% | – |
| WFC | Exit | WELLS FARGO COMPANY | $0 | – | -2,218,725 | – | -3.44% | – |
| WDC | Exit | WESTERN DIGITAL CORPORATION | $0 | – | -1,452,696 | – | -3.49% | – |
| RAI | Exit | REYNOLDS AMERICAN INC. | $0 | – | -2,998,357 | – | -4.02% | – |
| GOOG | Exit | GOOGLE INC. | $0 | – | -263,897 | – | -4.85% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOOG | Buy | GOOGLE INC. | $160,164,367,000 | +44.9% | 263,897 | +24.2% | 4.85% | +58.3% |
| RAI | Buy | REYNOLDS AMERICAN INC. | $132,707,281,000 | +211.4% | 2,998,357 | +425.1% | 4.02% | +240.1% |
| WDC | Buy | WESTERN DIGITAL CORPORATION | $115,358,589,000 | +317.7% | 1,452,696 | +312.4% | 3.49% | +356.5% |
| WFC | Sell | WELLS FARGO COMPANY | $113,820,593,000 | -22.6% | 2,218,725 | -15.1% | 3.44% | -15.4% |
| AET | Buy | AETNA INC. | $108,921,802,000 | +7.0% | 995,902 | +24.7% | 3.30% | +16.9% |
| PM | Sell | PHILIP MORRIS INTERNATIONAL | $104,395,749,000 | -11.0% | 1,316,134 | -10.1% | 3.16% | -2.8% |
| EOG | Buy | EOG RESOURCES, INC. | $102,955,097,000 | +12.9% | 1,414,607 | +35.8% | 3.12% | +23.4% |
| LMT | Buy | LOCKHEED MARTIN CORPORATION | $96,131,354,000 | +53.4% | 463,707 | +37.5% | 2.91% | +67.6% |
| JPM | Buy | JPMORGAN CHASE CO. | $93,207,813,000 | +1668.6% | 1,529,500 | +1866.5% | 2.82% | +1832.2% |
| TJX | Sell | THE TJX COMPANIES, INC. | $92,336,272,000 | -5.6% | 1,293,044 | -12.6% | 2.80% | +3.1% |
| CSCO | Sell | CISCO SYSTEMS, INC. | $82,301,515,000 | -13.7% | 3,137,677 | -9.7% | 2.49% | -5.8% |
| V | Buy | VISA INC. | $80,683,714,000 | +92.6% | 1,163,260 | +86.4% | 2.44% | +110.5% |
| MRK | Sell | MERCK CO., INC. | $71,242,127,000 | -13.4% | 1,443,317 | -0.2% | 2.16% | -5.4% |
| BRCM | Sell | BROADCOM CORPORATION | $70,836,038,000 | -27.9% | 1,377,597 | -27.8% | 2.14% | -21.2% |
| MD | Buy | MEDNAX, INC. | $68,880,169,000 | +4674.2% | 896,994 | +4507.5% | 2.08% | +5112.5% |
| JNJ | Sell | JOHNSON JOHNSON | $66,002,861,000 | -8.9% | 707,122 | -5.0% | 2.00% | -0.5% |
| OMC | Sell | OMNICOM GROUP INC. | $60,546,194,000 | -5.2% | 918,479 | -0.1% | 1.83% | +3.6% |
| AAPL | Sell | APPLE INC. | $59,114,822,000 | -38.8% | 536,043 | -30.4% | 1.79% | -33.1% |
| PFE | Sell | PFIZER INC. | $56,303,407,000 | -14.1% | 1,793,092 | -8.3% | 1.70% | -6.1% |
| GOOGL | Sell | GOOGLE INC. | $56,130,878,000 | -7.4% | 88,130 | -21.5% | 1.70% | +1.2% |
| CLX | Sell | THE CLOROX COMPANY | $55,492,659,000 | +10.1% | 480,330 | -0.9% | 1.68% | +20.3% |
| AZO | Sell | AUTOZONE, INC. | $52,333,634,000 | +8.2% | 72,382 | -0.2% | 1.58% | +18.3% |
| GILD | Sell | GILEAD SCIENCES, INC. | $51,904,140,000 | -16.5% | 529,472 | -0.2% | 1.57% | -8.7% |
| CELG | Sell | CELGENE CORPORATION | $51,827,608,000 | -7.7% | 479,752 | -1.1% | 1.57% | +0.8% |
| ANSS | Buy | ANSYS, INC. | $51,785,012,000 | +59.4% | 587,598 | +65.0% | 1.57% | +74.1% |
| ROK | Sell | ROCKWELL AUTOMATION, INC. | $48,694,408,000 | -18.8% | 479,937 | -0.2% | 1.47% | -11.3% |
| MON | Sell | MONSANTO COMPANY | $46,030,262,000 | -50.3% | 539,375 | -37.9% | 1.39% | -45.6% |
| EMR | Sell | EMERSON ELECTRIC CO. | $45,793,855,000 | -48.9% | 1,036,997 | -35.9% | 1.39% | -44.2% |
| LLTC | Sell | LINEAR TECHNOLOGY CORPORATIO | $45,001,206,000 | -10.5% | 1,115,548 | -1.9% | 1.36% | -2.2% |
| DIS | Sell | THE WALT DISNEY COMPANY | $44,920,171,000 | -26.2% | 439,489 | -17.6% | 1.36% | -19.3% |
| PII | Sell | POLARIS INDUSTRIES INC. | $44,685,401,000 | -21.4% | 372,720 | -2.9% | 1.35% | -14.1% |
| SLB | Buy | SCHLUMBERGER LIMITED | $44,208,445,000 | +42.1% | 641,632 | +77.7% | 1.34% | +55.2% |
| DG | New | DOLLAR GENERAL CORP | $43,730,093,000 | – | 603,840 | – | 1.32% | – |
| AXP | Sell | AMERICAN EXPRESS COMPANY | $43,272,325,000 | -9.9% | 583,972 | -5.5% | 1.31% | -1.5% |
| WMT | Sell | WAL-MART STORES, INC. | $42,715,709,000 | -11.0% | 658,888 | -2.7% | 1.29% | -2.8% |
| GPC | Sell | GENUINE PARTS COMPANY | $39,144,158,000 | -8.4% | 472,469 | -1.0% | 1.18% | +0.2% |
| SWKS | Buy | SKYWORKS SOLUTIONS, INC. | $37,616,843,000 | -11.3% | 446,862 | +9.7% | 1.14% | -3.0% |
| CL | Sell | COLGATE-PALMOLIVE COMPANY | $36,585,441,000 | -3.1% | 576,421 | -0.2% | 1.11% | +5.8% |
| FDS | Sell | FACTSET RESEARCH SYSTEMS INC | $35,412,734,000 | -3.0% | 221,565 | -1.4% | 1.07% | +6.0% |
| CMCSA | Sell | COMCAST CORPORATION | $35,094,741,000 | -10.4% | 617,539 | -5.2% | 1.06% | -2.2% |
| COO | Buy | THE COOPER COMPANIES, INC. | $33,629,068,000 | +64.3% | 226,169 | +96.6% | 1.02% | +79.5% |
| COG | Buy | CABOT OIL GAS CORPORATION | $31,265,664,000 | +7.0% | 1,431,578 | +54.5% | 0.95% | +16.9% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MANUFACadr usd | $29,751,610,000 | -9.7% | 1,433,800 | -1.3% | 0.90% | -1.4% |
| AFL | Sell | AFLAC INCORPORATED | $26,040,079,000 | -6.7% | 448,117 | -0.2% | 0.79% | +1.9% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE, I | $23,456,086,000 | -11.3% | 384,526 | -0.2% | 0.71% | -3.1% |
| ASGN | New | ON ASSIGNMENT, INC. | $22,010,648,000 | – | 596,818 | – | 0.67% | – |
| ABBV | Sell | ABBVIE INC. | $22,018,382,000 | -55.1% | 404,897 | -44.6% | 0.67% | -51.0% |
| FB | Buy | FACEBOOK, INC. | $20,717,700,000 | +63.5% | 230,504 | +56.0% | 0.63% | +78.6% |
| PG | Sell | THE PROCTER GAMBLE COMPANY | $19,183,063,000 | -46.5% | 267,062 | -41.7% | 0.58% | -41.5% |
| MXIM | Sell | MAXIM INTEGRATED PRODUCTS, I | $15,882,595,000 | -35.4% | 475,666 | -33.1% | 0.48% | -29.4% |
| MMM | Sell | 3M COMPANY | $14,508,790,000 | -23.4% | 102,362 | -16.7% | 0.44% | -16.4% |
| CVX | Sell | CHEVRON CORPORATION | $14,190,564,000 | -58.0% | 179,923 | -48.7% | 0.43% | -54.1% |
| AJG | Sell | ARTHUR J. GALLAGHER CO. | $13,649,269,000 | -56.2% | 330,569 | -49.8% | 0.41% | -52.1% |
| T | Buy | ATT INC. | $13,142,095,000 | -4.9% | 403,627 | +3.7% | 0.40% | +3.9% |
| MSFT | Sell | MICROSOFT CORPORATION | $10,613,640,000 | -64.6% | 240,019 | -64.7% | 0.32% | -61.4% |
| IBN | Sell | ICICI BANK LIMITEDadr usd | $7,412,882,000 | -19.9% | 885,649 | -0.3% | 0.22% | -12.5% |
| BIDU | Sell | BAIDU, INC.adr usd | $7,350,900,000 | -78.5% | 53,500 | -68.9% | 0.22% | -76.6% |
| SNPS | Buy | SYNOPSYS, INC. | $6,427,095,000 | -2.5% | 139,205 | +6.9% | 0.20% | +6.6% |
| TWO | Buy | TWO HARBORS INVESTMENT CORP.reit usd | $6,337,183,000 | -2.4% | 719,317 | +8.1% | 0.19% | +6.7% |
| CYS | Buy | CYS INVESTMENTS, INC.reit usd | $5,940,237,000 | +20.4% | 819,343 | +28.5% | 0.18% | +31.4% |
| JKHY | Sell | JACK HENRY ASSOCIATES, INC | $5,782,855,000 | +7.5% | 83,087 | -0.1% | 0.18% | +17.4% |
| STWD | Buy | STARWOOD PROPERTY TRUST, INCreit usd | $5,629,990,000 | +6.8% | 274,366 | +12.2% | 0.17% | +16.4% |
| VIPS | Buy | VIPSHOP HOLDINGS LIMITEDadr usd | $4,626,720,000 | +18.6% | 275,400 | +57.0% | 0.14% | +29.6% |
| MANH | New | MANHATTAN ASSOCIATES, INC. | $4,147,249,000 | – | 66,569 | – | 0.13% | – |
| LOGM | Buy | LOGMEIN, INC. | $3,935,156,000 | +28.5% | 57,768 | +21.6% | 0.12% | +40.0% |
| XOM | Sell | EXXON MOBIL CORPORATION | $3,815,856,000 | -71.6% | 51,392 | -68.2% | 0.12% | -69.1% |
| HRL | Buy | HORMEL FOODS CORPORATION | $3,618,097,000 | +43.3% | 57,176 | +27.7% | 0.11% | +57.1% |
| DPS | Buy | DR PEPPER SNAPPLE GROUP, INC | $3,501,409,000 | +31.9% | 44,288 | +21.5% | 0.11% | +43.2% |
| NVDA | Buy | NVIDIA CORPORATION | $3,411,526,000 | +48.8% | 138,511 | +21.5% | 0.10% | +63.5% |
| NTCT | Sell | NETSCOUT SYSTEMS, INC. | $3,035,206,000 | -32.7% | 85,813 | -30.2% | 0.09% | -26.4% |
| TTC | Buy | THE TORO COMPANY | $2,827,502,000 | +26.3% | 40,078 | +21.3% | 0.09% | +38.7% |
| CYBX | Buy | CYBERONICS, INC. | $2,609,156,000 | +45.9% | 42,942 | +42.8% | 0.08% | +58.0% |
| JLL | Buy | JONES LANG LASALLE INCORPORA | $2,539,122,000 | +4.5% | 17,661 | +24.2% | 0.08% | +14.9% |
| THRM | Buy | GENTHERM INCORPORATED | $2,549,617,000 | +9.2% | 56,797 | +33.6% | 0.08% | +18.5% |
| IOSP | Buy | INNOSPEC INC. | $2,515,869,000 | +23.5% | 54,128 | +19.6% | 0.08% | +35.7% |
| MORN | Buy | MORNINGSTAR, INC. | $2,375,276,000 | +15.4% | 29,628 | +14.5% | 0.07% | +26.3% |
| EFX | Buy | EQUIFAX INC. | $2,395,233,000 | +149.1% | 24,655 | +148.8% | 0.07% | +166.7% |
| SNH | Sell | SENIOR HOUSING PROPERTIES TRreit usd | $2,132,195,000 | -60.5% | 131,617 | -57.2% | 0.06% | -56.4% |
| BMI | Buy | BADGER METER, INC. | $2,076,767,000 | +11.3% | 35,757 | +21.5% | 0.06% | +21.2% |
| MMC | Sell | MARSH MCLENNAN COMPANIES, | $1,989,462,000 | -90.3% | 38,105 | -89.4% | 0.06% | -89.4% |
| PEP | Sell | PEPSICO, INC. | $1,953,218,000 | -36.5% | 20,726 | -37.2% | 0.06% | -30.6% |
| PEG | Sell | PUBLIC SERVICE ENTERPRISE GR | $1,871,901,000 | -83.2% | 44,421 | -84.4% | 0.06% | -81.6% |
| MET | New | METLIFE, INC. | $1,836,172,000 | – | 38,968 | – | 0.06% | – |
| LUV | Buy | SOUTHWEST AIRLINES CO. | $1,856,390,000 | +46.3% | 48,801 | +27.3% | 0.06% | +60.0% |
| WM | Buy | WASTE MANAGEMENT, INC. | $1,829,602,000 | +131.9% | 36,739 | +115.7% | 0.06% | +150.0% |
| ABT | Sell | ABBOTT LABORATORIES | $1,764,371,000 | -94.1% | 43,868 | -92.8% | 0.05% | -93.6% |
| AMZN | Buy | AMAZON.COM, INC. | $1,743,192,000 | +53.4% | 3,408 | +30.2% | 0.05% | +71.0% |
| SYK | New | STRYKER CORPORATION | $1,721,204,000 | – | 18,299 | – | 0.05% | – |
| ABC | New | AMERISOURCEBERGEN CORPORATIO | $1,675,719,000 | – | 17,641 | – | 0.05% | – |
| TSO | New | TESORO CORPORATION | $1,691,045,000 | – | 17,394 | – | 0.05% | – |
| GD | New | GENERAL DYNAMICS CORPORATION | $1,607,638,000 | – | 11,658 | – | 0.05% | – |
| NDAQ | Buy | NASDAQ, INC. | $1,595,388,000 | +80.1% | 29,921 | +64.8% | 0.05% | +92.0% |
| WAT | New | WATERS CORPORATION | $1,504,640,000 | – | 12,735 | – | 0.05% | – |
| TW | New | TOWERS WATSON CO. | $1,411,729,000 | – | 12,027 | – | 0.04% | – |
| HCA | New | HCA HOLDINGS, INC. | $1,397,224,000 | – | 18,073 | – | 0.04% | – |
| WEN | New | THE WENDY'S COMPANY | $1,365,826,000 | – | 157,899 | – | 0.04% | – |
| HIG | New | THE HARTFORD FINANCIAL SERVI | $1,360,513,000 | – | 29,725 | – | 0.04% | – |
| AAVVF | New | ADVANTAGE OIL GAS LTD. | $1,354,732,000 | – | 260,961 | – | 0.04% | – |
| UFS | New | DOMTAR CORPORATION | $1,342,073,000 | – | 37,530 | – | 0.04% | – |
| BLD | New | TOPBUILD CORP | $1,346,692,000 | – | 43,540 | – | 0.04% | – |
| WAB | New | WESTINGHOUSE AIR BRAKE TECHN | $1,320,812,000 | – | 14,999 | – | 0.04% | – |
| BAC | Sell | BANK OF AMERICA CORPORATION | $1,318,469,000 | -65.9% | 84,789 | -62.7% | 0.04% | -62.6% |
| GCI | New | GANNETT CO., INC. | $1,314,378,000 | – | 89,292 | – | 0.04% | – |
| EVR | Buy | EVERCORE PARTNERS INC. | $1,271,972,000 | +58.1% | 25,328 | +69.8% | 0.04% | +72.7% |
| BFB | New | BROWN-FORMAN CORPORATION | $1,267,026,000 | – | 13,081 | – | 0.04% | – |
| INGR | New | INGREDION INCORPORATED | $1,268,351,000 | – | 14,522 | – | 0.04% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS, INC. | $1,222,036,000 | – | 13,017 | – | 0.04% | – |
| ANTM | New | ANTHEM, INC. | $1,234,380,000 | – | 8,817 | – | 0.04% | – |
| CAH | Sell | CARDINAL HEALTH, INC. | $1,177,420,000 | -42.2% | 15,327 | -37.1% | 0.04% | -35.7% |
| TGT | Sell | TARGET CORPORATION | $1,194,767,000 | -88.5% | 15,189 | -88.0% | 0.04% | -87.5% |
| KMB | New | KIMBERLY-CLARK CORPORATION | $1,149,285,000 | – | 10,541 | – | 0.04% | – |
| SRCL | New | STERICYCLE, INC. | $1,165,159,000 | – | 8,371 | – | 0.04% | – |
| LH | New | LABORATORY CORPORATION OF AM | $1,154,231,000 | – | 10,642 | – | 0.04% | – |
| IHS | New | IHS INC. | $1,121,352,000 | – | 9,671 | – | 0.03% | – |
| FLO | New | FLOWERS FOODS, INC. | $1,132,993,000 | – | 45,796 | – | 0.03% | – |
| AVY | New | AVERY DENNISON CORPORATION | $1,135,009,000 | – | 20,078 | – | 0.03% | – |
| SNA | New | SNAP-ON INCORPORATED | $1,088,002,000 | – | 7,212 | – | 0.03% | – |
| C | Sell | CITIGROUP INC. | $1,042,939,000 | -70.7% | 21,027 | -67.4% | 0.03% | -67.7% |
| KTWO | New | K2M GROUP HOLDINGS INC. | $1,056,005,000 | – | 56,805 | – | 0.03% | – |
| MU | Sell | MICRON TECHNOLOGY, INC. | $1,073,320,000 | -82.8% | 71,746 | -78.4% | 0.03% | -81.5% |
| RGA | New | REINSURANCE GROUP OF AMERICA | $986,272,000 | – | 10,886 | – | 0.03% | – |
| QEP | New | QEP RESOURCES, INC. | $953,170,000 | – | 76,071 | – | 0.03% | – |
| FFIV | New | F5 NETWORKS, INC. | $969,658,000 | – | 8,375 | – | 0.03% | – |
| MLHR | New | HERMAN MILLER, INC. | $947,192,000 | – | 32,843 | – | 0.03% | – |
| WFM | Buy | WHOLE FOODS MARKET, INC. | $934,139,000 | +39.2% | 29,524 | +73.5% | 0.03% | +47.4% |
| AWR | New | AMERICAN STATES WATER COMPAN | $940,815,000 | – | 22,725 | – | 0.03% | – |
| VOYA | New | VOYA FINANCIAL, INC. | $885,046,000 | – | 22,834 | – | 0.03% | – |
| MAR | New | MARRIOTT INTERNATIONAL, INC. | $832,844,000 | – | 12,210 | – | 0.02% | – |
| CNS | Sell | COHEN STEERS, INC. | $819,657,000 | -51.9% | 29,860 | -40.2% | 0.02% | -46.8% |
| NOC | New | NORTHROP GRUMMAN CORPORATION | $835,890,000 | – | 5,037 | – | 0.02% | – |
| LEG | Sell | LEGGETT PLATT, INCORPORATE | $792,812,000 | -93.0% | 19,229 | -91.7% | 0.02% | -92.3% |
| ACAS | New | AMERICAN CAPITAL, LTD. | $756,145,000 | – | 62,183 | – | 0.02% | – |
| AMGN | New | AMGEN INC. | $713,130,000 | – | 5,162 | – | 0.02% | – |
| HRC | New | HILL-ROM HOLDINGS, INC. | $677,923,000 | – | 13,042 | – | 0.02% | – |
| SIGI | New | SELECTIVE INSURANCE GROUP, I | $520,044,000 | – | 16,754 | – | 0.02% | – |
| GBX | Exit | THE GREENBRIER COMPANIES, IN | $0 | – | -15,040 | – | -0.02% | – |
| SM | Exit | SM ENERGY COMPANY | $0 | – | -17,892 | – | -0.02% | – |
| AIRM | Exit | AIR METHODS CORPORATION | $0 | – | -21,358 | – | -0.02% | – |
| WGL | Exit | WGL HOLDINGS, INC. | $0 | – | -16,404 | – | -0.02% | – |
| DLX | Exit | DELUXE CORPORATION | $0 | – | -15,261 | – | -0.03% | – |
| RMD | Exit | RESMED INC. | $0 | – | -18,164 | – | -0.03% | – |
| AB | Exit | ALLIANCEBERNSTEIN HOLDING L.mlp usd | $0 | – | -34,166 | – | -0.03% | – |
| WU | Exit | THE WESTERN UNION COMPANY | $0 | – | -54,850 | – | -0.03% | – |
| ITG | Exit | INVESTMENT TECHNOLOGY GROUP, | $0 | – | -47,816 | – | -0.03% | – |
| LAMR | Exit | LAMAR ADVERTISING COMPANYreit usd | $0 | – | -20,446 | – | -0.03% | – |
| VAC | Exit | MARRIOTT VACATIONS WORLDWIDE | $0 | – | -13,166 | – | -0.03% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORPORAT | $0 | – | -6,802 | – | -0.03% | – |
| RES | Exit | RPC, INC. | $0 | – | -96,141 | – | -0.04% | – |
| CALM | Exit | CAL-MAINE FOODS, INC. | $0 | – | -27,717 | – | -0.04% | – |
| SAFM | Exit | SANDERSON FARMS, INC. | $0 | – | -19,514 | – | -0.04% | – |
| BX | Exit | THE BLACKSTONE GROUP L.P.mlp usd | $0 | – | -43,914 | – | -0.05% | – |
| ALL | Exit | THE ALLSTATE CORPORATION | $0 | – | -29,529 | – | -0.05% | – |
| MIK | Exit | THE MICHAELS COMPANIES, INC. | $0 | – | -74,329 | – | -0.06% | – |
| TFM | Exit | THE FRESH MARKET, INC. | $0 | – | -66,438 | – | -0.06% | – |
| WERN | Exit | WERNER ENTERPRISES, INC. | $0 | – | -82,861 | – | -0.06% | – |
| ECHO | Exit | ECHO GLOBAL LOGISTICS, INC. | $0 | – | -67,124 | – | -0.06% | – |
| ATRO | Exit | ASTRONICS CORPORATION | $0 | – | -31,245 | – | -0.06% | – |
| HCP | Exit | HCP, INC.reit usd | $0 | – | -62,563 | – | -0.06% | – |
| BLL | Exit | BALL CORPORATION | $0 | – | -33,236 | – | -0.06% | – |
| PAA | Exit | PLAINS ALL AMERICAN PIPELINEmlp usd | $0 | – | -57,167 | – | -0.07% | – |
| EPR | Exit | EPR PROPERTIESreit usd | $0 | – | -52,980 | – | -0.08% | – |
| UBNT | Exit | UBIQUITI NETWORKS, INC. | $0 | – | -104,096 | – | -0.09% | – |
| CGNX | Exit | COGNEX CORPORATION | $0 | – | -80,690 | – | -0.11% | – |
| LXK | Exit | LEXMARK INTERNATIONAL, INC. | $0 | – | -135,686 | – | -0.17% | – |
| BAX | Exit | BAXTER INTERNATIONAL INC. | $0 | – | -125,085 | – | -0.24% | – |
| MCD | Exit | MCDONALD'S CORPORATION | $0 | – | -93,745 | – | -0.25% | – |
| UPS | Exit | UNITED PARCEL SERVICE, INC. | $0 | – | -93,120 | – | -0.25% | – |
| IT | Exit | GARTNER, INC. | $0 | – | -109,367 | – | -0.26% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING, I | $0 | – | -140,115 | – | -0.31% | – |
| WDR | Exit | WADDELL REED FINANCIAL, IN | $0 | – | -534,072 | – | -0.70% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION COMPA | $0 | – | -299,341 | – | -0.75% | – |
| RY | Exit | ROYAL BANK OF CANADA | $0 | – | -538,481 | – | -0.91% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORPORAT | $0 | – | -310,900 | – | -0.96% | – |
| UNP | Exit | UNION PACIFIC CORPORATION | $0 | – | -780,386 | – | -2.06% | – |
| HP | Exit | HELMERICH PAYNE, INC. | $0 | – | -1,138,809 | – | -2.22% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | New | WELLS FARGO COMPANY | $147,032,923,000 | – | 2,613,454 | – | 4.07% | – |
| PM | New | PHILIP MORRIS INTERNATIONAL | $117,318,229,000 | – | 1,463,916 | – | 3.25% | – |
| GOOG | New | GOOGLE INC. | $110,564,483,000 | – | 212,432 | – | 3.06% | – |
| AET | New | AETNA INC. | $101,834,040,000 | – | 798,949 | – | 2.82% | – |
| BRCM | New | BROADCOM CORPORATION | $98,226,208,000 | – | 1,908,046 | – | 2.72% | – |
| TJX | New | THE TJX COMPANIES, INC. | $97,840,253,000 | – | 1,478,843 | – | 2.71% | – |
| AAPL | New | APPLE INC. | $96,536,401,000 | – | 769,705 | – | 2.67% | – |
| CSCO | New | CISCO SYSTEMS, INC. | $95,395,391,000 | – | 3,475,224 | – | 2.64% | – |
| MON | New | MONSANTO COMPANY | $92,524,384,000 | – | 868,040 | – | 2.56% | – |
| EOG | New | EOG RESOURCES, INC. | $91,178,861,000 | – | 1,041,806 | – | 2.53% | – |
| EMR | New | EMERSON ELECTRIC CO. | $89,654,568,000 | – | 1,617,728 | – | 2.48% | – |
| MRK | New | MERCK CO., INC. | $82,255,778,000 | – | 1,445,620 | – | 2.28% | – |
| HP | New | HELMERICH PAYNE, INC. | $80,183,542,000 | – | 1,138,809 | – | 2.22% | – |
| UNP | New | UNION PACIFIC CORPORATION | $74,409,805,000 | – | 780,386 | – | 2.06% | – |
| JNJ | New | JOHNSON JOHNSON | $72,474,204,000 | – | 744,010 | – | 2.01% | – |
| PFE | New | PFIZER INC. | $65,517,088,000 | – | 1,955,141 | – | 1.82% | – |
| OMC | New | OMNICOM GROUP INC. | $63,896,529,000 | – | 919,506 | – | 1.77% | – |
| LMT | New | LOCKHEED MARTIN CORPORATION | $62,661,270,000 | – | 337,160 | – | 1.74% | – |
| GILD | New | GILEAD SCIENCES, INC. | $62,135,682,000 | – | 530,666 | – | 1.72% | – |
| DIS | New | THE WALT DISNEY COMPANY | $60,860,854,000 | – | 533,446 | – | 1.69% | – |
| GOOGL | New | GOOGLE INC. | $60,592,986,000 | – | 112,203 | – | 1.68% | – |
| ROK | New | ROCKWELL AUTOMATION, INC. | $59,949,970,000 | – | 480,985 | – | 1.66% | – |
| PII | New | POLARIS INDUSTRIES INC. | $56,847,863,000 | – | 383,796 | – | 1.58% | – |
| CELG | New | CELGENE CORPORATION | $56,151,039,000 | – | 485,190 | – | 1.56% | – |
| CLX | New | THE CLOROX COMPANY | $50,404,144,000 | – | 484,608 | – | 1.40% | – |
| LLTC | New | LINEAR TECHNOLOGY CORPORATIO | $50,282,120,000 | – | 1,137,090 | – | 1.39% | – |
| ABBV | New | ABBVIE INC. | $49,067,968,000 | – | 730,503 | – | 1.36% | – |
| AZO | New | AUTOZONE, INC. | $48,347,202,000 | – | 72,552 | – | 1.34% | – |
| WMT | New | WAL-MART STORES, INC. | $48,008,906,000 | – | 677,040 | – | 1.33% | – |
| AXP | New | AMERICAN EXPRESS COMPANY | $48,024,276,000 | – | 617,914 | – | 1.33% | – |
| GPC | New | GENUINE PARTS COMPANY | $42,711,427,000 | – | 477,222 | – | 1.18% | – |
| RAI | New | REYNOLDS AMERICAN INC. | $42,617,088,000 | – | 571,045 | – | 1.18% | – |
| SWKS | New | SKYWORKS SOLUTIONS, INC. | $42,386,879,000 | – | 407,292 | – | 1.17% | – |
| V | New | VISA INC. | $41,890,062,000 | – | 624,107 | – | 1.16% | – |
| CMCSA | New | COMCAST CORPORATION | $39,187,665,000 | – | 651,499 | – | 1.09% | – |
| CL | New | COLGATE-PALMOLIVE COMPANY | $37,763,750,000 | – | 577,604 | – | 1.05% | – |
| FDS | New | FACTSET RESEARCH SYSTEMS INC | $36,503,617,000 | – | 224,610 | – | 1.01% | – |
| PG | New | THE PROCTER GAMBLE COMPANY | $35,849,515,000 | – | 458,433 | – | 0.99% | – |
| UTX | New | UNITED TECHNOLOGIES CORPORAT | $34,475,701,000 | – | 310,900 | – | 0.96% | – |
| BIDU | New | BAIDU, INC.adr usd | $34,261,668,000 | – | 172,100 | – | 0.95% | – |
| CVX | New | CHEVRON CORPORATION | $33,819,334,000 | – | 350,677 | – | 0.94% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACadr usd | $32,965,196,000 | – | 1,452,200 | – | 0.91% | – |
| RY | New | ROYAL BANK OF CANADA | $32,922,628,000 | – | 538,481 | – | 0.91% | – |
| ANSS | New | ANSYS, INC. | $32,488,737,000 | – | 356,119 | – | 0.90% | – |
| AJG | New | ARTHUR J. GALLAGHER CO. | $31,134,181,000 | – | 658,641 | – | 0.86% | – |
| SLB | New | SCHLUMBERGER LIMITED | $31,117,890,000 | – | 361,164 | – | 0.86% | – |
| ABT | New | ABBOTT LABORATORIES | $30,047,709,000 | – | 612,219 | – | 0.83% | – |
| MSFT | New | MICROSOFT CORPORATION | $29,999,704,000 | – | 679,495 | – | 0.83% | – |
| COG | New | CABOT OIL GAS CORPORATION | $29,217,079,000 | – | 926,350 | – | 0.81% | – |
| AFL | New | AFLAC INCORPORATED | $27,914,841,000 | – | 448,936 | – | 0.77% | – |
| WDC | New | WESTERN DIGITAL CORPORATION | $27,620,779,000 | – | 352,216 | – | 0.76% | – |
| MJN | New | MEAD JOHNSON NUTRITION COMPA | $26,994,571,000 | – | 299,341 | – | 0.75% | – |
| ODFL | New | OLD DOMINION FREIGHT LINE, I | $26,441,595,000 | – | 385,446 | – | 0.73% | – |
| WDR | New | WADDELL REED FINANCIAL, IN | $25,256,265,000 | – | 534,072 | – | 0.70% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS, I | $24,597,907,000 | – | 711,536 | – | 0.68% | – |
| COO | New | THE COOPER COMPANIES, INC. | $20,469,849,000 | – | 115,025 | – | 0.57% | – |
| MMC | New | MARSH MCLENNAN COMPANIES, | $20,453,885,000 | – | 360,866 | – | 0.57% | – |
| MMM | New | 3M COMPANY | $18,944,220,000 | – | 122,823 | – | 0.52% | – |
| JNK | New | SPDR SERIES TRUSTetp usd | $13,840,459,000 | – | 360,241 | – | 0.38% | – |
| T | New | ATT INC. | $13,819,462,000 | – | 389,171 | – | 0.38% | – |
| XOM | New | EXXON MOBIL CORPORATION | $13,431,421,000 | – | 161,513 | – | 0.37% | – |
| FB | New | FACEBOOK, INC. | $12,672,069,000 | – | 147,762 | – | 0.35% | – |
| LEG | New | LEGGETT PLATT, INCORPORATE | $11,249,535,000 | – | 231,139 | – | 0.31% | – |
| ADP | New | AUTOMATIC DATA PROCESSING, I | $11,238,624,000 | – | 140,115 | – | 0.31% | – |
| PEG | New | PUBLIC SERVICE ENTERPRISE GR | $11,175,221,000 | – | 284,574 | – | 0.31% | – |
| TGT | New | TARGET CORPORATION | $10,368,795,000 | – | 127,053 | – | 0.29% | – |
| New | ING GROEP N.V.global usd | $9,777,362,000 | – | 10,000,000 | – | 0.27% | – | |
| IT | New | GARTNER, INC. | $9,381,501,000 | – | 109,367 | – | 0.26% | – |
| IBN | New | ICICI BANK LIMITEDadr usd | $9,248,806,000 | – | 888,454 | – | 0.26% | – |
| UPS | New | UNITED PARCEL SERVICE, INC. | $9,021,466,000 | – | 93,120 | – | 0.25% | – |
| MCD | New | MCDONALD'S CORPORATION | $8,910,462,000 | – | 93,745 | – | 0.25% | – |
| BAX | New | BAXTER INTERNATIONAL INC. | $8,742,191,000 | – | 125,085 | – | 0.24% | – |
| FISV | New | FISERV, INC. | $8,694,417,000 | – | 104,967 | – | 0.24% | – |
| AKAM | New | AKAMAI TECHNOLOGIES, INC. | $8,422,696,000 | – | 120,669 | – | 0.23% | – |
| JPC | New | NUVEEN MULTI-STRATEGY INCOMEclosed-end fund usd | $6,810,525,000 | – | 741,080 | – | 0.19% | – |
| SNPS | New | SYNOPSYS, INC. | $6,594,774,000 | – | 130,280 | – | 0.18% | – |
| TWO | New | TWO HARBORS INVESTMENT CORP.reit usd | $6,490,058,000 | – | 665,647 | – | 0.18% | – |
| ARI | New | APOLLO COMMERCIAL REAL ESTATreit usd | $6,413,491,000 | – | 390,115 | – | 0.18% | – |
| MU | New | MICRON TECHNOLOGY, INC. | $6,251,941,000 | – | 331,844 | – | 0.17% | – |
| LXK | New | LEXMARK INTERNATIONAL, INC. | $5,994,607,000 | – | 135,686 | – | 0.17% | – |
| IVR | New | INVESCO MORTGAGE CAPITAL INCreit usd | $5,941,096,000 | – | 414,881 | – | 0.16% | – |
| SNH | New | SENIOR HOUSING PROPERTIES TRreit usd | $5,391,165,000 | – | 307,364 | – | 0.15% | – |
| JKHY | New | JACK HENRY ASSOCIATES, INC | $5,379,814,000 | – | 83,163 | – | 0.15% | – |
| JPM | New | JPMORGAN CHASE CO. | $5,270,170,000 | – | 77,777 | – | 0.15% | – |
| STWD | New | STARWOOD PROPERTY TRUST, INCreit usd | $5,273,930,000 | – | 244,503 | – | 0.15% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORPreit usd | $5,089,482,000 | – | 277,054 | – | 0.14% | – |
| GLW | New | CORNING INCORPORATED | $5,017,281,000 | – | 254,426 | – | 0.14% | – |
| CYS | New | CYS INVESTMENTS, INC.reit usd | $4,934,923,000 | – | 637,587 | – | 0.14% | – |
| NTCT | New | NETSCOUT SYSTEMS, INC. | $4,508,797,000 | – | 122,956 | – | 0.12% | – |
| VIPS | New | VIPSHOP HOLDINGS LIMITEDadr usd | $3,902,650,000 | – | 175,400 | – | 0.11% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $3,867,387,000 | – | 227,226 | – | 0.11% | – |
| CGNX | New | COGNEX CORPORATION | $3,879,575,000 | – | 80,690 | – | 0.11% | – |
| C | New | CITIGROUP INC. | $3,559,260,000 | – | 64,456 | – | 0.10% | – |
| UNH | New | UNITEDHEALTH GROUP INCORPORA | $3,529,553,000 | – | 28,945 | – | 0.10% | – |
| HD | New | THE HOME DEPOT, INC. | $3,390,606,000 | – | 30,524 | – | 0.09% | – |
| UBNT | New | UBIQUITI NETWORKS, INC. | $3,320,662,000 | – | 104,096 | – | 0.09% | – |
| QLYS | New | QUALYS, INC. | $3,285,499,000 | – | 81,425 | – | 0.09% | – |
| PEP | New | PEPSICO, INC. | $3,078,260,000 | – | 32,979 | – | 0.08% | – |
| LOGM | New | LOGMEIN, INC. | $3,062,607,000 | – | 47,497 | – | 0.08% | – |
| EPR | New | EPR PROPERTIESreit usd | $2,900,655,000 | – | 52,980 | – | 0.08% | – |
| GE | New | GENERAL ELECTRIC COMPANY | $2,795,005,000 | – | 105,194 | – | 0.08% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP, INC | $2,655,237,000 | – | 36,438 | – | 0.07% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC. | $2,668,693,000 | – | 19,604 | – | 0.07% | – |
| MO | New | ALTRIA GROUP, INC. | $2,631,698,000 | – | 53,851 | – | 0.07% | – |
| HRL | New | HORMEL FOODS CORPORATION | $2,523,967,000 | – | 44,775 | – | 0.07% | – |
| PAA | New | PLAINS ALL AMERICAN PIPELINEmlp usd | $2,491,338,000 | – | 57,167 | – | 0.07% | – |
| JLL | New | JONES LANG LASALLE INCORPORA | $2,430,938,000 | – | 14,221 | – | 0.07% | – |
| BLL | New | BALL CORPORATION | $2,332,170,000 | – | 33,236 | – | 0.06% | – |
| THRM | New | GENTHERM INCORPORATED | $2,334,033,000 | – | 42,522 | – | 0.06% | – |
| NVDA | New | NVIDIA CORPORATION | $2,291,957,000 | – | 113,971 | – | 0.06% | – |
| HCP | New | HCP, INC.reit usd | $2,281,047,000 | – | 62,563 | – | 0.06% | – |
| TXN | New | TEXAS INSTRUMENTS INCORPORAT | $2,232,474,000 | – | 43,349 | – | 0.06% | – |
| TTC | New | THE TORO COMPANY | $2,239,315,000 | – | 33,038 | – | 0.06% | – |
| ATRO | New | ASTRONICS CORPORATION | $2,214,958,000 | – | 31,245 | – | 0.06% | – |
| VLO | New | VALERO ENERGY CORPORATION | $2,190,525,000 | – | 34,998 | – | 0.06% | – |
| ECHO | New | ECHO GLOBAL LOGISTICS, INC. | $2,192,270,000 | – | 67,124 | – | 0.06% | – |
| WERN | New | WERNER ENTERPRISES, INC. | $2,174,273,000 | – | 82,861 | – | 0.06% | – |
| TFM | New | THE FRESH MARKET, INC. | $2,132,660,000 | – | 66,438 | – | 0.06% | – |
| BDX | New | BECTON, DICKINSON AND COMPAN | $2,046,562,000 | – | 14,447 | – | 0.06% | – |
| MORN | New | MORNINGSTAR, INC. | $2,058,595,000 | – | 25,878 | – | 0.06% | – |
| IOSP | New | INNOSPEC INC. | $2,037,242,000 | – | 45,262 | – | 0.06% | – |
| CAH | New | CARDINAL HEALTH, INC. | $2,038,307,000 | – | 24,370 | – | 0.06% | – |
| MIK | New | THE MICHAELS COMPANIES, INC. | $1,998,707,000 | – | 74,329 | – | 0.06% | – |
| CTAS | New | CINTAS CORPORATION | $1,932,882,000 | – | 22,850 | – | 0.05% | – |
| ADM | New | ARCHER-DANIELS-MIDLAND COMPA | $1,945,274,000 | – | 40,350 | – | 0.05% | – |
| ALL | New | THE ALLSTATE CORPORATION | $1,915,251,000 | – | 29,529 | – | 0.05% | – |
| BHI | New | BAKER HUGHES INCORPORATED | $1,907,268,000 | – | 30,927 | – | 0.05% | – |
| BMI | New | BADGER METER, INC. | $1,866,532,000 | – | 29,422 | – | 0.05% | – |
| SHW | New | THE SHERWIN-WILLIAMS COMPANY | $1,861,881,000 | – | 6,769 | – | 0.05% | – |
| VZ | New | VERIZON COMMUNICATIONS, INC. | $1,846,012,000 | – | 39,597 | – | 0.05% | – |
| SIRO | New | SIRONA DENTAL SYSTEMS, INC. | $1,848,732,000 | – | 18,410 | – | 0.05% | – |
| NEE | New | NEXTERA ENERGY, INC. | $1,791,106,000 | – | 18,271 | – | 0.05% | – |
| CYBX | New | CYBERONICS, INC. | $1,788,022,000 | – | 30,071 | – | 0.05% | – |
| BX | New | THE BLACKSTONE GROUP L.P.mlp usd | $1,793,448,000 | – | 43,914 | – | 0.05% | – |
| RHI | New | ROBERT HALF INTERNATIONAL IN | $1,764,693,000 | – | 31,802 | – | 0.05% | – |
| CNS | New | COHEN STEERS, INC. | $1,702,671,000 | – | 49,961 | – | 0.05% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE, I | $1,703,761,000 | – | 7,619 | – | 0.05% | – |
| NKE | New | NIKE, INC. | $1,620,906,000 | – | 15,007 | – | 0.04% | – |
| IFF | New | INTERNATIONAL FLAVORS FRAG | $1,615,409,000 | – | 14,785 | – | 0.04% | – |
| DPZ | New | DOMINO'S PIZZA, INC. | $1,600,782,000 | – | 14,115 | – | 0.04% | – |
| CBOE | New | CBOE HOLDINGS, INC. | $1,552,665,000 | – | 27,135 | – | 0.04% | – |
| SYMC | New | SYMANTEC CORPORATION | $1,465,863,000 | – | 63,075 | – | 0.04% | – |
| SAFM | New | SANDERSON FARMS, INC. | $1,466,672,000 | – | 19,514 | – | 0.04% | – |
| EV | New | EATON VANCE CORP. | $1,468,471,000 | – | 37,528 | – | 0.04% | – |
| VFC | New | V.F. CORPORATION | $1,447,527,000 | – | 20,762 | – | 0.04% | – |
| CALM | New | CAL-MAINE FOODS, INC. | $1,444,333,000 | – | 27,717 | – | 0.04% | – |
| MD | New | MEDNAX, INC. | $1,442,773,000 | – | 19,468 | – | 0.04% | – |
| TEN | New | TENNECO INC. | $1,446,145,000 | – | 25,181 | – | 0.04% | – |
| RES | New | RPC, INC. | $1,327,707,000 | – | 96,141 | – | 0.04% | – |
| NJR | New | NEW JERSEY RESOURCES CORPORA | $1,332,991,000 | – | 48,402 | – | 0.04% | – |
| PF | New | PINNACLE FOODS INC. | $1,288,554,000 | – | 28,295 | – | 0.04% | – |
| LUV | New | SOUTHWEST AIRLINES CO. | $1,268,571,000 | – | 38,337 | – | 0.04% | – |
| PGR | New | THE PROGRESSIVE CORPORATION | $1,241,134,000 | – | 44,613 | – | 0.03% | – |
| KO | New | THE COCA-COLA COMPANY | $1,222,725,000 | – | 31,184 | – | 0.03% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE, IN | $1,241,352,000 | – | 14,701 | – | 0.03% | – |
| UTHR | New | UNITED THERAPEUTICS CORPORAT | $1,182,936,000 | – | 6,802 | – | 0.03% | – |
| VAC | New | MARRIOTT VACATIONS WORLDWIDE | $1,207,191,000 | – | 13,166 | – | 0.03% | – |
| LAMR | New | LAMAR ADVERTISING COMPANYreit usd | $1,175,236,000 | – | 20,446 | – | 0.03% | – |
| ITG | New | INVESTMENT TECHNOLOGY GROUP, | $1,185,837,000 | – | 47,816 | – | 0.03% | – |
| GPRE | New | GREEN PLAINS INC. | $1,179,801,000 | – | 42,824 | – | 0.03% | – |
| AMZN | New | AMAZON.COM, INC. | $1,136,317,000 | – | 2,618 | – | 0.03% | – |
| MA | New | MASTERCARD INCORPORATED | $1,105,844,000 | – | 11,831 | – | 0.03% | – |
| WU | New | THE WESTERN UNION COMPANY | $1,114,004,000 | – | 54,850 | – | 0.03% | – |
| NTRI | New | NUTRISYSTEM, INC. | $1,088,286,000 | – | 43,759 | – | 0.03% | – |
| MCO | New | MOODY'S CORPORATION | $1,075,282,000 | – | 9,960 | – | 0.03% | – |
| RDN | New | RADIAN GROUP INC. | $1,036,106,000 | – | 55,259 | – | 0.03% | – |
| ALXN | New | ALEXION PHARMACEUTICALS, INC | $1,032,653,000 | – | 5,716 | – | 0.03% | – |
| CTCT | New | CONSTANT CONTACT, INC. | $1,049,001,000 | – | 36,487 | – | 0.03% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHI | $1,000,522,000 | – | 6,151 | – | 0.03% | – |
| AB | New | ALLIANCEBERNSTEIN HOLDING L.mlp usd | $1,008,922,000 | – | 34,166 | – | 0.03% | – |
| RMD | New | RESMED INC. | $1,023,905,000 | – | 18,164 | – | 0.03% | – |
| EFX | New | EQUIFAX INC. | $961,668,000 | – | 9,909 | – | 0.03% | – |
| INTC | New | INTEL CORPORATION | $979,628,000 | – | 32,214 | – | 0.03% | – |
| DLX | New | DELUXE CORPORATION | $946,335,000 | – | 15,261 | – | 0.03% | – |
| NAVG | New | THE NAVIGATORS GROUP, INC. | $905,664,000 | – | 11,689 | – | 0.02% | – |
| ECL | New | ECOLAB INC. | $901,813,000 | – | 7,975 | – | 0.02% | – |
| NDAQ | New | THE NASDAQ OMX GROUP, INC. | $886,062,000 | – | 18,157 | – | 0.02% | – |
| ORCL | New | ORACLE CORPORATION | $899,093,000 | – | 22,310 | – | 0.02% | – |
| WGL | New | WGL HOLDINGS, INC. | $890,081,000 | – | 16,404 | – | 0.02% | – |
| WCN | New | WASTE CONNECTIONS, INC. | $887,364,000 | – | 18,832 | – | 0.02% | – |
| ZAYO | New | ZAYO GROUP HOLDINGS, INC. | $879,069,000 | – | 34,205 | – | 0.02% | – |
| AIRM | New | AIR METHODS CORPORATION | $883,153,000 | – | 21,358 | – | 0.02% | – |
| SM | New | SM ENERGY COMPANY | $825,179,000 | – | 17,892 | – | 0.02% | – |
| WM | New | WASTE MANAGEMENT, INC. | $788,954,000 | – | 17,029 | – | 0.02% | – |
| NSAM | New | NORTHSTAR ASSET MANAGEMENT G | $811,914,000 | – | 43,911 | – | 0.02% | – |
| EVR | New | EVERCORE PARTNERS INC. | $804,785,000 | – | 14,920 | – | 0.02% | – |
| GBX | New | THE GREENBRIER COMPANIES, IN | $704,624,000 | – | 15,040 | – | 0.02% | – |
| WFM | New | WHOLE FOODS MARKET, INC. | $670,862,000 | – | 17,014 | – | 0.02% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IBN | Exit | ICICI BANK LIMITEDadr usd | $0 | – | -25,590 | – | -0.14% | – |
| HCP | Exit | HCP, INC.reit usd | $0 | – | -41,842 | – | -0.19% | – |
| TTM | Exit | TATA MOTORS LIMITEDadr usd | $0 | – | -44,605 | – | -0.22% | – |
| SNH | Exit | SENIOR HOUSING PROPERTIES TRreit usd | $0 | – | -102,927 | – | -0.24% | – |
| EPR | Exit | EPR PROPERTIESreit usd | $0 | – | -47,610 | – | -0.27% | – |
| DOV | Exit | DOVER CORPORATION | $0 | – | -31,188 | – | -0.28% | – |
| WRI | Exit | WEINGARTEN REALTY INVESTORSreit usd | $0 | – | -80,205 | – | -0.29% | – |
| WDR | Exit | WADDELL REED FINANCIAL, IN | $0 | – | -50,571 | – | -0.30% | – |
| UBNT | Exit | UBIQUITI NETWORKS, INC. | $0 | – | -70,370 | – | -0.30% | – |
| MPC | Exit | MARATHON PETROLEUM CORPORATI | $0 | – | -32,683 | – | -0.31% | – |
| COG | Exit | CABOT OIL GAS CORPORATION | $0 | – | -90,511 | – | -0.34% | – |
| WDC | Exit | WESTERN DIGITAL CORPORATION | $0 | – | -30,981 | – | -0.34% | – |
| AME | Exit | AMETEK, INC. | $0 | – | -60,281 | – | -0.34% | – |
| MMC | Exit | MARSH MCLENNAN COMPANIES, | $0 | – | -59,087 | – | -0.35% | – |
| CMI | Exit | CUMMINS INC. | $0 | – | -23,857 | – | -0.36% | – |
| LLTC | Exit | LINEAR TECHNOLOGY CORPORATIO | $0 | – | -73,667 | – | -0.37% | – |
| PAA | Exit | PLAINS ALL AMERICAN PIPELINEmlp usd | $0 | – | -64,107 | – | -0.43% | – |
| STWD | Exit | STARWOOD PROPERTY TRUST, INCreit usd | $0 | – | -178,256 | – | -0.44% | – |
| V | Exit | VISA INC. | $0 | – | -18,407 | – | -0.45% | – |
| HP | Exit | HELMERICH PAYNE, INC. | $0 | – | -40,455 | – | -0.45% | – |
| CL | Exit | COLGATE-PALMOLIVE COMPANY | $0 | – | -61,758 | – | -0.46% | – |
| A309PS | Exit | DIRECTV | $0 | – | -46,931 | – | -0.46% | – |
| EOG | Exit | EOG RESOURCES, INC. | $0 | – | -43,415 | – | -0.49% | – |
| ARI | Exit | APOLLO COMMERCIAL REAL ESTATreit usd | $0 | – | -281,226 | – | -0.50% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -106,866 | – | -0.50% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHI | $0 | – | -24,116 | – | -0.52% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY CORPreit usd | $0 | – | -220,295 | – | -0.53% | – |
| ODFL | Exit | OLD DOMINION FREIGHT LINE, I | $0 | – | -66,631 | – | -0.53% | – |
| IT | Exit | GARTNER, INC. | $0 | – | -64,450 | – | -0.54% | – |
| CYS | Exit | CYS INVESTMENTS, INC.reit usd | $0 | – | -582,576 | – | -0.54% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS, INC. | $0 | – | -84,862 | – | -0.56% | – |
| WMT | Exit | WAL-MART STORES, INC. | $0 | – | -67,432 | – | -0.58% | – |
| UNP | Exit | UNION PACIFIC CORPORATION | $0 | – | -47,869 | – | -0.59% | – |
| TWO | Exit | TWO HARBORS INVESTMENT CORP.reit usd | $0 | – | -545,588 | – | -0.60% | – |
| IVR | Exit | INVESCO MORTGAGE CAPITAL INCreit usd | $0 | – | -337,587 | – | -0.60% | – |
| AFL | Exit | AFLAC INCORPORATED | $0 | – | -93,549 | – | -0.62% | – |
| AAPL | Exit | APPLE INC. | $0 | – | -57,434 | – | -0.66% | – |
| PII | Exit | POLARIS INDUSTRIES INC. | $0 | – | -42,329 | – | -0.72% | – |
| AZO | Exit | AUTOZONE, INC. | $0 | – | -12,747 | – | -0.74% | – |
| EPP | Exit | ISHARES, INCetp usd | $0 | – | -151,445 | – | -0.79% | – |
| CELG | Exit | CELGENE CORPORATION | $0 | – | -76,102 | – | -0.82% | – |
| MON | Exit | MONSANTO COMPANY | $0 | – | -66,201 | – | -0.84% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION COMPA | $0 | – | -79,186 | – | -0.86% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORPORAT | $0 | – | -74,266 | – | -0.89% | – |
| GOOG | Exit | GOOGLE INC. | $0 | – | -14,327 | – | -0.94% | – |
| GOOGL | Exit | GOOGLE INC. | $0 | – | -14,327 | – | -0.96% | – |
| QCOM | Exit | QUALCOMM INCORPORATED | $0 | – | -113,877 | – | -0.97% | – |
| CMCSA | Exit | COMCAST CORPORATION | $0 | – | -166,253 | – | -1.02% | – |
| COO | Exit | THE COOPER COMPANIES, INC. | $0 | – | -57,508 | – | -1.02% | – |
| DIS | Exit | THE WALT DISNEY COMPANY | $0 | – | -106,510 | – | -1.08% | – |
| GILD | Exit | GILEAD SCIENCES, INC. | $0 | – | -103,834 | – | -1.25% | – |
| SLB | Exit | SCHLUMBERGER LIMITED | $0 | – | -112,854 | – | -1.30% | – |
| AXP | Exit | AMERICAN EXPRESS COMPANY | $0 | – | -131,947 | – | -1.31% | – |
| MAT | Exit | MATTEL, INC. | $0 | – | -393,716 | – | -1.37% | – |
| TJX | Exit | THE TJX COMPANIES, INC. | $0 | – | -205,164 | – | -1.38% | – |
| MRK | Exit | MERCK CO., INC. | $0 | – | -222,545 | – | -1.50% | – |
| WFC | Exit | WELLS FARGO COMPANY | $0 | – | -256,609 | – | -1.51% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS, I | $0 | – | -542,830 | – | -1.86% | – |
| AJG | Exit | ARTHUR J. GALLAGHER CO. | $0 | – | -380,620 | – | -1.96% | – |
| MCD | Exit | MCDONALD'S CORPORATION | $0 | – | -250,497 | – | -2.69% | – |
| EEM | Exit | ISHARES TRUSTetp usd | $0 | – | -626,576 | – | -2.96% | – |
| OMC | Exit | OMNICOM GROUP INC. | $0 | – | -379,320 | – | -2.96% | – |
| PM | Exit | PHILIP MORRIS INTERNATIONAL | $0 | – | -373,148 | – | -3.54% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACadr usd | $0 | – | -1,634,521 | – | -3.74% | – |
| EMR | Exit | EMERSON ELECTRIC CO. | $0 | – | -537,705 | – | -3.82% | – |
| RY | Exit | ROYAL BANK OF CANADA | $0 | – | -477,665 | – | -3.88% | – |
| CSCO | Exit | CISCO SYSTEMS, INC. | $0 | – | -1,388,097 | – | -3.97% | – |
| LMT | Exit | LOCKHEED MARTIN CORPORATION | $0 | – | -217,319 | – | -4.51% | – |
| CVX | Exit | CHEVRON CORPORATION | $0 | – | -339,362 | – | -4.59% | – |
| JNJ | Exit | JOHNSON JOHNSON | $0 | – | -404,388 | – | -4.89% | – |
| RAI | Exit | REYNOLDS AMERICAN INC. | $0 | – | -791,868 | – | -5.30% | – |
| PFE | Exit | PFIZER INC. | $0 | – | -1,764,017 | – | -5.92% | – |
| ABBV | Exit | ABBVIE INC. | $0 | – | -985,661 | – | -6.46% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ABBV | Buy | ABBVIE INC. | $56,931,918,000 | +2.4% | 985,661 | +0.0% | 6.46% | +1.2% |
| PFE | Sell | PFIZER INC. | $52,162,311,000 | -0.6% | 1,764,017 | -0.2% | 5.92% | -1.7% |
| JNJ | Sell | JOHNSON JOHNSON | $43,111,881,000 | +1.5% | 404,388 | -0.4% | 4.89% | +0.3% |
| CVX | Sell | CHEVRON CORPORATION | $40,489,331,000 | -35.6% | 339,362 | -29.6% | 4.59% | -36.4% |
| LMT | Buy | LOCKHEED MARTIN CORPORATION | $39,730,342,000 | +14.0% | 217,319 | +0.2% | 4.51% | +12.6% |
| CSCO | Buy | CISCO SYSTEMS, INC. | $34,952,498,000 | +521.2% | 1,388,097 | +513.0% | 3.97% | +513.9% |
| RY | New | ROYAL BANK OF CANADA | $34,152,912,000 | – | 477,665 | – | 3.88% | – |
| EMR | Buy | EMERSON ELECTRIC CO. | $33,649,644,000 | -4.8% | 537,705 | +0.9% | 3.82% | -6.0% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MANUFACadr usd | $32,936,222,000 | -5.6% | 1,634,521 | +0.2% | 3.74% | -6.7% |
| PM | Sell | PHILIP MORRIS INTERNATIONAL | $31,157,860,000 | -1.1% | 373,148 | -0.1% | 3.54% | -2.3% |
| OMC | Sell | OMNICOM GROUP INC. | $26,123,805,000 | -3.4% | 379,320 | -0.1% | 2.96% | -4.5% |
| EEM | Buy | ISHARES TRUSTetp usd | $26,046,764,000 | +12.9% | 626,576 | +17.4% | 2.96% | +11.6% |
| WFC | Buy | WELLS FARGO COMPANY | $13,310,310,000 | +7.6% | 256,609 | +9.0% | 1.51% | +6.3% |
| MRK | Sell | MERCK CO., INC. | $13,192,467,000 | +2.1% | 222,545 | -0.4% | 1.50% | +0.9% |
| TJX | Buy | THE TJX COMPANIES, INC. | $12,139,553,000 | +28.9% | 205,164 | +15.8% | 1.38% | +27.3% |
| AXP | Buy | AMERICAN EXPRESS COMPANY | $11,549,320,000 | -5.5% | 131,947 | +2.4% | 1.31% | -6.7% |
| SLB | Sell | SCHLUMBERGER LIMITED | $11,478,380,000 | -24.8% | 112,854 | -12.8% | 1.30% | -25.8% |
| GILD | Sell | GILEAD SCIENCES, INC. | $11,053,130,000 | +13.6% | 103,834 | -11.5% | 1.25% | +12.3% |
| DIS | Buy | THE WALT DISNEY COMPANY | $9,482,586,000 | +20.4% | 106,510 | +15.9% | 1.08% | +18.9% |
| COO | Sell | THE COOPER COMPANIES, INC. | $8,956,872,000 | -12.5% | 57,508 | -23.9% | 1.02% | -13.5% |
| CMCSA | Sell | COMCAST CORPORATION | $8,942,749,000 | -14.8% | 166,253 | -15.0% | 1.02% | -15.8% |
| QCOM | Buy | QUALCOMM INCORPORATED | $8,514,583,000 | +41.9% | 113,877 | +50.3% | 0.97% | +40.2% |
| GOOGL | Sell | GOOGLE INC. | $8,431,870,000 | +0.3% | 14,327 | -0.4% | 0.96% | -0.9% |
| GOOG | Sell | GOOGLE INC. | $8,271,694,000 | -0.0% | 14,327 | -0.4% | 0.94% | -1.2% |
| UTX | Sell | UNITED TECHNOLOGIES CORPORAT | $7,841,747,000 | -9.0% | 74,266 | -0.5% | 0.89% | -10.1% |
| MJN | Sell | MEAD JOHNSON NUTRITION COMPA | $7,619,277,000 | +2.9% | 79,186 | -0.4% | 0.86% | +1.8% |
| MON | Sell | MONSANTO COMPANY | $7,448,937,000 | -10.2% | 66,201 | -0.5% | 0.84% | -11.3% |
| CELG | Sell | CELGENE CORPORATION | $7,212,947,000 | +9.8% | 76,102 | -0.5% | 0.82% | +8.5% |
| EPP | Sell | ISHARES, INCetp usd | $6,981,614,000 | -7.1% | 151,445 | -0.7% | 0.79% | -8.2% |
| AZO | Sell | AUTOZONE, INC. | $6,496,635,000 | -5.4% | 12,747 | -0.5% | 0.74% | -6.6% |
| PII | Sell | POLARIS INDUSTRIES INC. | $6,339,191,000 | +4.5% | 42,329 | -9.1% | 0.72% | +3.2% |
| AAPL | Sell | APPLE INC. | $5,786,476,000 | +7.8% | 57,434 | -0.5% | 0.66% | +6.7% |
| AFL | Sell | AFLAC INCORPORATED | $5,449,230,000 | -6.9% | 93,549 | -0.5% | 0.62% | -8.0% |
| IVR | Buy | INVESCO MORTGAGE CAPITAL INCreit usd | $5,306,868,000 | +33.6% | 337,587 | +47.4% | 0.60% | +32.0% |
| TWO | Buy | TWO HARBORS INVESTMENT CORP.reit usd | $5,270,380,000 | +36.7% | 545,588 | +48.1% | 0.60% | +35.0% |
| UNP | Sell | UNION PACIFIC CORPORATION | $5,190,436,000 | +8.1% | 47,869 | -0.5% | 0.59% | +6.9% |
| WMT | Sell | WAL-MART STORES, INC. | $5,157,199,000 | +1.4% | 67,432 | -0.5% | 0.58% | +0.2% |
| SWKS | Sell | SKYWORKS SOLUTIONS, INC. | $4,925,391,000 | -18.5% | 84,862 | -34.0% | 0.56% | -19.5% |
| CYS | Buy | CYS INVESTMENTS, INC.reit usd | $4,800,426,000 | +18.7% | 582,576 | +29.8% | 0.54% | +17.5% |
| IT | Sell | GARTNER, INC. | $4,734,497,000 | +3.9% | 64,450 | -0.3% | 0.54% | +2.7% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE, I | $4,706,148,000 | +10.4% | 66,631 | -0.5% | 0.53% | +9.0% |
| AGNC | Buy | AMERICAN CAPITAL AGENCY CORPreit usd | $4,683,472,000 | +17.3% | 220,295 | +29.1% | 0.53% | +15.9% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHI | $4,579,387,000 | -19.3% | 24,116 | -23.0% | 0.52% | -20.2% |
| ABT | Sell | ABBOTT LABORATORIES | $4,444,557,000 | +1.2% | 106,866 | -0.5% | 0.50% | 0.0% |
| ARI | Buy | APOLLO COMMERCIAL REAL ESTATreit usd | $4,418,060,000 | +22.0% | 281,226 | +28.0% | 0.50% | +20.4% |
| EOG | Buy | EOG RESOURCES, INC. | $4,299,387,000 | +28.6% | 43,415 | +51.7% | 0.49% | +27.1% |
| A309PS | Sell | DIRECTV | $4,060,940,000 | +1.3% | 46,931 | -0.5% | 0.46% | 0.0% |
| CL | Sell | COLGATE-PALMOLIVE COMPANY | $4,027,856,000 | -4.8% | 61,758 | -0.5% | 0.46% | -6.0% |
| HP | Sell | HELMERICH PAYNE, INC. | $3,959,331,000 | -16.3% | 40,455 | -0.7% | 0.45% | -17.3% |
| V | Sell | VISA INC. | $3,928,054,000 | +0.8% | 18,407 | -0.5% | 0.45% | -0.4% |
| STWD | Buy | STARWOOD PROPERTY TRUST, INCreit usd | $3,912,719,000 | +22.5% | 178,256 | +32.6% | 0.44% | +21.0% |
| LLTC | New | LINEAR TECHNOLOGY CORPORATIO | $3,270,078,000 | – | 73,667 | – | 0.37% | – |
| CMI | Sell | CUMMINS INC. | $3,148,885,000 | -14.9% | 23,857 | -0.5% | 0.36% | -16.0% |
| MMC | Sell | MARSH MCLENNAN COMPANIES, | $3,092,613,000 | +0.5% | 59,087 | -0.5% | 0.35% | -0.6% |
| AME | Sell | AMETEK, INC. | $3,026,106,000 | -49.9% | 60,281 | -47.8% | 0.34% | -50.5% |
| WDC | Sell | WESTERN DIGITAL CORPORATION | $3,014,761,000 | -25.7% | 30,981 | -29.5% | 0.34% | -26.6% |
| COG | Sell | CABOT OIL GAS CORPORATION | $2,959,710,000 | -4.7% | 90,511 | -0.5% | 0.34% | -5.9% |
| MPC | Sell | MARATHON PETROLEUM CORPORATI | $2,766,289,000 | +7.9% | 32,683 | -0.5% | 0.31% | +6.4% |
| UBNT | New | UBIQUITI NETWORKS, INC. | $2,640,282,000 | – | 70,370 | – | 0.30% | – |
| WDR | Sell | WADDELL REED FINANCIAL, IN | $2,614,015,000 | -17.8% | 50,571 | -0.5% | 0.30% | -18.6% |
| DOV | Sell | DOVER CORPORATION | $2,505,644,000 | -12.1% | 31,188 | -0.5% | 0.28% | -13.1% |
| HCP | Sell | HCP, INC.reit usd | $1,661,127,000 | -34.0% | 41,842 | -31.2% | 0.19% | -34.9% |
| T | Exit | ATT INC. | $0 | – | -67,497 | – | -0.27% | – |
| TUP | Exit | TUPPERWARE BRANDS CORPORATIO | $0 | – | -34,548 | – | -0.33% | – |
| GHL | Exit | GREENHILL CO., INC. | $0 | – | -71,581 | – | -0.40% | – |
| KO | Exit | THE COCA-COLA COMPANY | $0 | – | -100,000 | – | -0.49% | – |
| HRS | Exit | HARRIS CORPORATION | $0 | – | -242,422 | – | -2.11% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CVX | New | CHEVRON CORPORATION | $62,890,583,000 | – | 481,919 | – | 7.22% | – |
| ABBV | New | ABBVIE INC. | $55,584,160,000 | – | 985,530 | – | 6.38% | – |
| PFE | New | PFIZER INC. | $52,457,085,000 | – | 1,768,007 | – | 6.02% | – |
| RAI | New | REYNOLDS AMERICAN INC. | $47,781,315,000 | – | 791,868 | – | 5.49% | – |
| JNJ | New | JOHNSON JOHNSON | $42,460,496,000 | – | 406,009 | – | 4.88% | – |
| EMR | New | EMERSON ELECTRIC CO. | $35,349,311,000 | – | 532,930 | – | 4.06% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACadr usd | $34,886,493,000 | – | 1,631,721 | – | 4.01% | – |
| LMT | New | LOCKHEED MARTIN CORPORATION | $34,864,225,000 | – | 216,979 | – | 4.00% | – |
| PM | New | PHILIP MORRIS INTERNATIONAL | $31,494,508,000 | – | 373,689 | – | 3.62% | – |
| OMC | New | OMNICOM GROUP INC. | $27,038,235,000 | – | 379,750 | – | 3.10% | – |
| MCD | New | MCDONALD'S CORPORATION | $25,232,607,000 | – | 250,497 | – | 2.90% | – |
| EEM | New | ISHARES TRUSTetp usd | $23,067,528,000 | – | 533,600 | – | 2.65% | – |
| HRS | New | HARRIS CORPORATION | $18,361,084,000 | – | 242,422 | – | 2.11% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS, I | $18,353,181,000 | – | 542,830 | – | 2.11% | – |
| AJG | New | ARTHUR J. GALLAGHER CO. | $17,736,962,000 | – | 380,620 | – | 2.04% | – |
| MAT | New | MATTEL, INC. | $15,343,183,000 | – | 393,716 | – | 1.76% | – |
| SLB | New | SCHLUMBERGER LIMITED | $15,269,807,000 | – | 129,460 | – | 1.75% | – |
| MRK | New | MERCK CO., INC. | $12,921,340,000 | – | 223,398 | – | 1.48% | – |
| WFC | New | WELLS FARGO COMPANY | $12,367,548,000 | – | 235,393 | – | 1.42% | – |
| AXP | New | AMERICAN EXPRESS COMPANY | $12,224,837,000 | – | 128,886 | – | 1.40% | – |
| CMCSA | New | COMCAST CORPORATION | $10,493,527,000 | – | 195,483 | – | 1.20% | – |
| COO | New | THE COOPER COMPANIES, INC. | $10,233,439,000 | – | 75,557 | – | 1.18% | – |
| GILD | New | GILEAD SCIENCES, INC. | $9,725,924,000 | – | 117,307 | – | 1.12% | – |
| TJX | New | THE TJX COMPANIES, INC. | $9,418,445,000 | – | 177,205 | – | 1.08% | – |
| UTX | New | UNITED TECHNOLOGIES CORPORAT | $8,616,618,000 | – | 74,648 | – | 0.99% | – |
| GOOGL | New | GOOGLE INC. | $8,409,164,000 | – | 14,383 | – | 0.97% | – |
| MON | New | MONSANTO COMPANY | $8,298,702,000 | – | 66,544 | – | 0.95% | – |
| GOOG | New | GOOGLE INC. | $8,274,108,000 | – | 14,383 | – | 0.95% | – |
| DIS | New | THE WALT DISNEY COMPANY | $7,878,158,000 | – | 91,895 | – | 0.90% | – |
| EPP | New | ISHARES, INCetp usd | $7,511,313,000 | – | 152,483 | – | 0.86% | – |
| MJN | New | MEAD JOHNSON NUTRITION COMPA | $7,404,127,000 | – | 79,469 | – | 0.85% | – |
| AZO | New | AUTOZONE, INC. | $6,866,568,000 | – | 12,811 | – | 0.79% | – |
| CELG | New | CELGENE CORPORATION | $6,569,304,000 | – | 76,494 | – | 0.75% | – |
| PII | New | POLARIS INDUSTRIES INC. | $6,068,142,000 | – | 46,592 | – | 0.70% | – |
| SWKS | New | SKYWORKS SOLUTIONS, INC. | $6,040,305,000 | – | 128,654 | – | 0.69% | – |
| AME | New | AMETEK, INC. | $6,038,178,000 | – | 115,519 | – | 0.69% | – |
| QCOM | New | QUALCOMM INCORPORATED | $6,001,889,000 | – | 75,791 | – | 0.69% | – |
| AFL | New | AFLAC INCORPORATED | $5,852,489,000 | – | 94,031 | – | 0.67% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHI | $5,675,448,000 | – | 31,318 | – | 0.65% | – |
| CSCO | New | CISCO SYSTEMS, INC. | $5,626,935,000 | – | 226,436 | – | 0.65% | – |
| AAPL | New | APPLE INC. | $5,367,064,000 | – | 57,729 | – | 0.62% | – |
| WMT | New | WAL-MART STORES, INC. | $5,085,383,000 | – | 67,778 | – | 0.58% | – |
| UNP | New | UNION PACIFIC CORPORATION | $4,799,372,000 | – | 48,114 | – | 0.55% | – |
| HP | New | HELMERICH PAYNE, INC. | $4,730,141,000 | – | 40,756 | – | 0.54% | – |
| IT | New | GARTNER, INC. | $4,556,519,000 | – | 64,659 | – | 0.52% | – |
| ABT | New | ABBOTT LABORATORIES | $4,391,166,000 | – | 107,416 | – | 0.50% | – |
| ODFL | New | OLD DOMINION FREIGHT LINE, I | $4,264,298,000 | – | 66,975 | – | 0.49% | – |
| KO | New | THE COCA-COLA COMPANY | $4,233,000,000 | – | 100,000 | – | 0.49% | – |
| CL | New | COLGATE-PALMOLIVE COMPANY | $4,230,411,000 | – | 62,075 | – | 0.49% | – |
| WDC | New | WESTERN DIGITAL CORPORATION | $4,057,231,000 | – | 43,957 | – | 0.47% | – |
| CYS | New | CYS INVESTMENTS, INC.reit usd | $4,043,436,000 | – | 448,772 | – | 0.46% | – |
| A309PS | New | DIRECTV | $4,010,092,000 | – | 47,172 | – | 0.46% | – |
| AGNC | New | AMERICAN CAPITAL AGENCY CORPreit usd | $3,992,134,000 | – | 170,604 | – | 0.46% | – |
| IVR | New | INVESCO MORTGAGE CAPITAL INCreit usd | $3,972,647,000 | – | 228,971 | – | 0.46% | – |
| V | New | VISA INC. | $3,897,976,000 | – | 18,501 | – | 0.45% | – |
| TWO | New | TWO HARBORS INVESTMENT CORP.reit usd | $3,856,352,000 | – | 368,324 | – | 0.44% | – |
| PAA | New | PLAINS ALL AMERICAN PIPELINEmlp usd | $3,847,702,000 | – | 64,107 | – | 0.44% | – |
| CMI | New | CUMMINS INC. | $3,698,521,000 | – | 23,979 | – | 0.42% | – |
| ARI | New | APOLLO COMMERCIAL REAL ESTATreit usd | $3,622,259,000 | – | 219,664 | – | 0.42% | – |
| GHL | New | GREENHILL CO., INC. | $3,513,196,000 | – | 71,581 | – | 0.40% | – |
| EOG | New | EOG RESOURCES, INC. | $3,342,804,000 | – | 28,615 | – | 0.38% | – |
| STWD | New | STARWOOD PROPERTY TRUST, INCreit usd | $3,193,330,000 | – | 134,456 | – | 0.37% | – |
| WDR | New | WADDELL REED FINANCIAL, IN | $3,181,387,000 | – | 50,829 | – | 0.36% | – |
| COG | New | CABOT OIL GAS CORPORATION | $3,105,920,000 | – | 90,976 | – | 0.36% | – |
| MMC | New | MARSH MCLENNAN COMPANIES, | $3,076,455,000 | – | 59,391 | – | 0.35% | – |
| TUP | New | TUPPERWARE BRANDS CORPORATIO | $2,891,322,000 | – | 34,548 | – | 0.33% | – |
| DOV | New | DOVER CORPORATION | $2,850,474,000 | – | 31,348 | – | 0.33% | – |
| EPR | New | EPR PROPERTIESreit usd | $2,659,495,000 | – | 47,610 | – | 0.30% | – |
| WRI | New | WEINGARTEN REALTY INVESTORSreit usd | $2,633,130,000 | – | 80,205 | – | 0.30% | – |
| MPC | New | MARATHON PETROLEUM CORPORATI | $2,564,928,000 | – | 32,850 | – | 0.30% | – |
| HCP | New | HCP, INC.reit usd | $2,516,425,000 | – | 60,842 | – | 0.29% | – |
| SNH | New | SENIOR HOUSING PROPERTIES TRreit usd | $2,500,097,000 | – | 102,927 | – | 0.29% | – |
| T | New | ATT INC. | $2,386,019,000 | – | 67,497 | – | 0.27% | – |
| TTM | New | TATA MOTORS LIMITEDadr usd | $1,742,271,000 | – | 44,605 | – | 0.20% | – |
| IBN | New | ICICI BANK LIMITEDadr usd | $1,276,941,000 | – | 25,590 | – | 0.15% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NPBC | Exit | NATIONAL PENN BANCSHARES, IN | $0 | – | -16,576 | – | -0.04% | – |
| ADI | Exit | ANALOG DEVICES, INC. | $0 | – | -3,673 | – | -0.04% | – |
| HCP | Exit | HCP, INC.reit usd | $0 | – | -4,360 | – | -0.04% | – |
| LLTC | Exit | LINEAR TECHNOLOGY CORPORATIO | $0 | – | -4,467 | – | -0.04% | – |
| SNH | Exit | SENIOR HOUSING PROPERTIES TRreit usd | $0 | – | -8,173 | – | -0.04% | – |
| WRI | Exit | WEINGARTEN REALTY INVESTORSreit usd | $0 | – | -7,031 | – | -0.04% | – |
| EPR | Exit | EPR PROPERTIESreit usd | $0 | – | -4,219 | – | -0.04% | – |
| MDP | Exit | MEREDITH CORPORATION | $0 | – | -4,479 | – | -0.05% | – |
| CLX | Exit | THE CLOROX COMPANY | $0 | – | -3,543 | – | -0.06% | – |
| TROW | Exit | T. ROWE PRICE GROUP, INC. | $0 | – | -4,067 | – | -0.06% | – |
| PEG | Exit | PUBLIC SERVICE ENTERPRISE GR | $0 | – | -9,996 | – | -0.07% | – |
| MO | Exit | ALTRIA GROUP, INC. | $0 | – | -9,729 | – | -0.07% | – |
| FHI | Exit | FEDERATED INVESTORS, INC. | $0 | – | -12,861 | – | -0.08% | – |
| MSFT | Exit | MICROSOFT CORPORATION | $0 | – | -11,233 | – | -0.08% | – |
| WFC | Exit | WELLS FARGO COMPANY | $0 | – | -9,247 | – | -0.08% | – |
| AJG | Exit | ARTHUR J. GALLAGHER CO. | $0 | – | -8,787 | – | -0.08% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING, I | $0 | – | -5,315 | – | -0.08% | – |
| XOM | Exit | EXXON MOBIL CORPORATION | $0 | – | -5,411 | – | -0.10% | – |
| MTD | Exit | METTLER-TOLEDO INTERNATIONAL | $0 | – | -2,712 | – | -0.14% | – |
| COH | Exit | COACH, INC. | $0 | – | -15,624 | – | -0.19% | – |
| AZO | Exit | AUTOZONE, INC. | $0 | – | -2,160 | – | -0.20% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -18,856 | – | -0.20% | – |
| CCK | Exit | CROWN HOLDINGS, INC. | $0 | – | -21,886 | – | -0.20% | – |
| WDC | Exit | WESTERN DIGITAL CORPORATION | $0 | – | -14,954 | – | -0.21% | – |
| AGN | Exit | ALLERGAN, INC. | $0 | – | -10,513 | – | -0.21% | – |
| APC | Exit | ANADARKO PETROLEUM CORPORATI | $0 | – | -10,494 | – | -0.22% | – |
| DOV | Exit | DOVER CORPORATION | $0 | – | -10,923 | – | -0.22% | – |
| GHL | Exit | GREENHILL CO., INC. | $0 | – | -19,866 | – | -0.22% | – |
| MNST | Exit | MONSTER BEVERAGE CORPORATION | $0 | – | -19,465 | – | -0.22% | – |
| IT | Exit | GARTNER, INC. | $0 | – | -17,038 | – | -0.23% | – |
| LSI | Exit | LSI CORPORATION | $0 | – | -134,089 | – | -0.23% | – |
| NTAP | Exit | NETAPP, INC. | $0 | – | -24,927 | – | -0.23% | – |
| ODFL | Exit | OLD DOMINION FREIGHT LINE, I | $0 | – | -23,732 | – | -0.24% | – |
| HP | Exit | HELMERICH PAYNE, INC. | $0 | – | -16,968 | – | -0.26% | – |
| MMC | Exit | MARSH MCLENNAN COMPANIES, | $0 | – | -27,221 | – | -0.26% | – |
| V | Exit | VISA INC. | $0 | – | -6,442 | – | -0.27% | – |
| AMGN | Exit | AMGEN INC. | $0 | – | -11,250 | – | -0.28% | – |
| MON | Exit | MONSANTO COMPANY | $0 | – | -12,726 | – | -0.29% | – |
| A309PS | Exit | DIRECTV | $0 | – | -22,949 | – | -0.30% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INCORP | $0 | – | -167,039 | – | -0.30% | – |
| CMI | Exit | CUMMINS INC. | $0 | – | -10,651 | – | -0.31% | – |
| TUP | Exit | TUPPERWARE BRANDS CORPORATIO | $0 | – | -16,396 | – | -0.31% | – |
| COO | Exit | THE COOPER COMPANIES, INC. | $0 | – | -11,579 | – | -0.33% | – |
| TWX | Exit | TIME WARNER INC. | $0 | – | -22,815 | – | -0.33% | – |
| UNP | Exit | UNION PACIFIC CORPORATION | $0 | – | -10,455 | – | -0.36% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION COMPA | $0 | – | -22,896 | – | -0.38% | – |
| SLB | Exit | SCHLUMBERGER LIMITED | $0 | – | -19,950 | – | -0.39% | – |
| PG | Exit | THE PROCTER GAMBLE COMPANY | $0 | – | -24,401 | – | -0.41% | – |
| MPC | Exit | MARATHON PETROLEUM CORPORATI | $0 | – | -28,723 | – | -0.41% | – |
| AXP | Exit | AMERICAN EXPRESS COMPANY | $0 | – | -24,888 | – | -0.42% | – |
| TWO | Exit | TWO HARBORS INVESTMENT CORP.reit usd | $0 | – | -198,000 | – | -0.42% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -58,827 | – | -0.43% | – |
| AME | Exit | AMETEK, INC. | $0 | – | -45,392 | – | -0.46% | – |
| WMT | Exit | WAL-MART STORES, INC. | $0 | – | -28,309 | – | -0.46% | – |
| JPM | Exit | JPMORGAN CHASE CO. | $0 | – | -41,235 | – | -0.47% | – |
| EPP | Exit | ISHARES, INC.etp usd | $0 | – | -47,087 | – | -0.50% | – |
| TJX | Exit | THE TJX COMPANIES, INC. | $0 | – | -41,166 | – | -0.51% | – |
| PII | Exit | POLARIS INDUSTRIES INC. | $0 | – | -18,031 | – | -0.51% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHI | $0 | – | -13,089 | – | -0.54% | – |
| CELG | Exit | CELGENE CORPORATION | $0 | – | -16,133 | – | -0.55% | – |
| OMC | Exit | OMNICOM GROUP INC. | $0 | – | -40,846 | – | -0.57% | – |
| T | Exit | ATT INC. | $0 | – | -76,971 | – | -0.58% | – |
| CMCSA | Exit | COMCAST CORPORATION | $0 | – | -58,935 | – | -0.59% | – |
| AAPL | Exit | APPLE INC. | $0 | – | -5,647 | – | -0.59% | – |
| AFL | Exit | AFLAC INCORPORATED | $0 | – | -43,762 | – | -0.60% | – |
| PAA | Exit | PLAINS ALL AMERICAN PIPELINEmlp usd | $0 | – | -57,633 | – | -0.67% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORPORAT | $0 | – | -30,102 | – | -0.72% | – |
| CSCO | Exit | CISCO SYSTEMS, INC. | $0 | – | -140,746 | – | -0.73% | – |
| MRK | Exit | MERCK CO., INC. | $0 | – | -81,002 | – | -0.85% | – |
| GOOGL | Exit | GOOGLE INC. | $0 | – | -4,441 | – | -0.86% | – |
| MAT | Exit | MATTEL, INC. | $0 | – | -315,754 | – | -2.92% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS, I | $0 | – | -473,910 | – | -3.12% | – |
| HRS | Exit | HARRIS CORPORATION | $0 | – | -249,297 | – | -3.26% | – |
| EEM | Exit | ISHARES TRUSTetp usd | $0 | – | -369,823 | – | -3.33% | – |
| ABBV | Exit | ABBVIE INC. | $0 | – | -454,126 | – | -4.49% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MANUFACadr usd | $0 | – | -1,261,121 | – | -4.72% | – |
| LMT | Exit | LOCKHEED MARTIN CORPORATION | $0 | – | -175,411 | – | -4.94% | – |
| MCD | Exit | MCDONALD'S CORPORATION | $0 | – | -232,800 | – | -4.94% | – |
| EMR | Exit | EMERSON ELECTRIC CO. | $0 | – | -352,715 | – | -5.04% | – |
| PM | Exit | PHILIP MORRIS INTERNATIONAL | $0 | – | -321,848 | – | -6.15% | – |
| JNJ | Exit | JOHNSON JOHNSON | $0 | – | -367,057 | – | -7.02% | – |
| RAI | Exit | REYNOLDS AMERICAN INC. | $0 | – | -685,022 | – | -7.38% | – |
| PFE | Exit | PFIZER INC. | $0 | – | -1,661,476 | – | -10.53% | – |
| CVX | Exit | CHEVRON CORPORATION | $0 | – | -397,480 | – | -10.66% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CVX | Buy | CHEVRON CORPORATION | $48,270,009,000 | +26.5% | 397,480 | +23.1% | 10.66% | +19.3% |
| PFE | Sell | PFIZER INC. | $47,701,157,000 | +2.0% | 1,661,476 | -0.4% | 10.53% | -3.9% |
| RAI | Sell | REYNOLDS AMERICAN INC. | $33,429,074,000 | +1.0% | 685,022 | -0.0% | 7.38% | -4.7% |
| JNJ | Sell | JOHNSON JOHNSON | $31,816,554,000 | -0.2% | 367,057 | -1.2% | 7.02% | -5.9% |
| PM | Sell | PHILIP MORRIS INTERNATIONAL | $27,865,600,000 | -2.6% | 321,848 | -2.6% | 6.15% | -8.1% |
| EMR | Sell | EMERSON ELECTRIC CO. | $22,820,670,000 | +18.0% | 352,715 | -0.7% | 5.04% | +11.2% |
| MCD | Sell | MCDONALD'S CORPORATION | $22,400,056,000 | -2.9% | 232,800 | -0.1% | 4.94% | -8.4% |
| LMT | Sell | LOCKHEED MARTIN CORPORATION | $22,378,943,000 | +17.5% | 175,411 | -0.2% | 4.94% | +10.8% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MANUFACadr usd | $21,388,612,000 | -6.9% | 1,261,121 | +0.6% | 4.72% | -12.2% |
| ABBV | Sell | ABBVIE INC. | $20,322,154,000 | +8.0% | 454,126 | -0.2% | 4.49% | +1.8% |
| EEM | New | ISHARES TRUSTetp usd | $15,077,684,000 | – | 369,823 | – | 3.33% | – |
| HRS | Sell | HARRIS CORPORATION | $14,783,322,000 | -12.8% | 249,297 | -27.6% | 3.26% | -17.8% |
| MXIM | Buy | MAXIM INTEGRATED PRODUCTS, I | $14,127,319,000 | +69.8% | 473,910 | +58.4% | 3.12% | +60.1% |
| MAT | Sell | MATTEL, INC. | $13,220,632,000 | -7.8% | 315,754 | -0.2% | 2.92% | -13.1% |
| GOOGL | Sell | GOOGLE INC. | $3,890,272,000 | -5.8% | 4,441 | -5.4% | 0.86% | -11.2% |
| MRK | Sell | MERCK CO., INC. | $3,855,696,000 | -3.8% | 81,002 | -6.1% | 0.85% | -9.3% |
| CSCO | Buy | CISCO SYSTEMS, INC. | $3,297,679,000 | +5.1% | 140,746 | +9.0% | 0.73% | -1.0% |
| UTX | Sell | UNITED TECHNOLOGIES CORPORAT | $3,244,393,000 | -10.1% | 30,102 | -22.5% | 0.72% | -15.3% |
| AFL | Sell | AFLAC INCORPORATED | $2,713,244,000 | +0.5% | 43,762 | -5.8% | 0.60% | -5.2% |
| AAPL | Sell | APPLE INC. | $2,692,208,000 | -7.3% | 5,647 | -22.9% | 0.59% | -12.6% |
| CMCSA | Sell | COMCAST CORPORATION | $2,660,916,000 | +2.2% | 58,935 | -5.5% | 0.59% | -3.6% |
| T | Sell | ATT INC. | $2,603,992,000 | -6.2% | 76,971 | -1.9% | 0.58% | -11.5% |
| OMC | Buy | OMNICOM GROUP INC. | $2,591,270,000 | +1.9% | 40,846 | +1.0% | 0.57% | -3.9% |
| CELG | Sell | CELGENE CORPORATION | $2,483,353,000 | -0.1% | 16,133 | -24.1% | 0.55% | -5.8% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHI | $2,424,868,000 | -8.9% | 13,089 | -6.1% | 0.54% | -14.1% |
| PII | Sell | POLARIS INDUSTRIES INC. | $2,329,786,000 | +5.5% | 18,031 | -22.4% | 0.51% | -0.6% |
| TJX | Buy | THE TJX COMPANIES, INC. | $2,321,763,000 | +19.0% | 41,166 | +5.6% | 0.51% | +12.0% |
| JPM | Sell | JPMORGAN CHASE CO. | $2,131,437,000 | -4.5% | 41,235 | -2.5% | 0.47% | -10.0% |
| WMT | New | WAL-MART STORES, INC. | $2,093,734,000 | – | 28,309 | – | 0.46% | – |
| AME | Sell | AMETEK, INC. | $2,089,848,000 | +2.9% | 45,392 | -5.5% | 0.46% | -3.2% |
| ABT | Buy | ABBOTT LABORATORIES | $1,952,468,000 | +5.7% | 58,827 | +11.1% | 0.43% | -0.2% |
| TWO | New | TWO HARBORS INVESTMENT CORP.reit usd | $1,922,580,000 | – | 198,000 | – | 0.42% | – |
| AXP | New | AMERICAN EXPRESS COMPANY | $1,879,790,000 | – | 24,888 | – | 0.42% | – |
| MPC | Sell | MARATHON PETROLEUM CORPORATI | $1,848,038,000 | -14.4% | 28,723 | -5.8% | 0.41% | -19.4% |
| PG | Sell | THE PROCTER GAMBLE COMPANY | $1,844,746,000 | -84.2% | 24,401 | -83.9% | 0.41% | -85.1% |
| SLB | Buy | SCHLUMBERGER LIMITED | $1,763,580,000 | +52.7% | 19,950 | +23.7% | 0.39% | +44.1% |
| MJN | Buy | MEAD JOHNSON NUTRITION COMPA | $1,701,173,000 | +51.5% | 22,896 | +61.5% | 0.38% | +43.0% |
| UNP | Sell | UNION PACIFIC CORPORATION | $1,624,393,000 | -5.6% | 10,455 | -6.3% | 0.36% | -10.9% |
| TWX | Sell | TIME WARNER INC. | $1,501,911,000 | -40.0% | 22,815 | -47.3% | 0.33% | -43.3% |
| COO | Sell | THE COOPER COMPANIES, INC. | $1,501,681,000 | +2.3% | 11,579 | -6.1% | 0.33% | -3.8% |
| TUP | Sell | TUPPERWARE BRANDS CORPORATIO | $1,415,794,000 | -13.9% | 16,396 | -22.5% | 0.31% | -18.7% |
| CMI | Sell | CUMMINS INC. | $1,415,731,000 | +14.9% | 10,651 | -6.1% | 0.31% | +8.3% |
| HBAN | Sell | HUNTINGTON BANCSHARES INCORP | $1,378,072,000 | -2.8% | 167,039 | -7.3% | 0.30% | -8.4% |
| A309PS | Buy | DIRECTV | $1,371,432,000 | +21.5% | 22,949 | +25.3% | 0.30% | +14.8% |
| MON | New | MONSANTO COMPANY | $1,328,467,000 | – | 12,726 | – | 0.29% | – |
| AMGN | Sell | AMGEN INC. | $1,259,212,000 | -35.1% | 11,250 | -42.8% | 0.28% | -38.8% |
| V | Sell | VISA INC. | $1,232,419,000 | -28.4% | 6,442 | -31.6% | 0.27% | -32.5% |
| MMC | Sell | MARSH MCLENNAN COMPANIES, | $1,185,474,000 | +1.8% | 27,221 | -6.7% | 0.26% | -4.0% |
| HP | Sell | HELMERICH PAYNE, INC. | $1,170,113,000 | +3.3% | 16,968 | -6.5% | 0.26% | -2.6% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE, I | $1,090,248,000 | +3.8% | 23,732 | -6.0% | 0.24% | -2.0% |
| NTAP | Sell | NETAPP, INC. | $1,061,890,000 | +5.9% | 24,927 | -6.1% | 0.23% | -0.4% |
| LSI | Sell | LSI CORPORATION | $1,048,576,000 | +3.0% | 134,089 | -6.1% | 0.23% | -2.9% |
| IT | Sell | GARTNER, INC. | $1,022,280,000 | -0.2% | 17,038 | -5.1% | 0.23% | -5.8% |
| MNST | Buy | MONSTER BEVERAGE CORPORATION | $1,017,435,000 | -13.8% | 19,465 | +0.2% | 0.22% | -18.5% |
| GHL | Sell | GREENHILL CO., INC. | $990,916,000 | +3.6% | 19,866 | -5.0% | 0.22% | -2.2% |
| DOV | New | DOVER CORPORATION | $980,776,000 | – | 10,923 | – | 0.22% | – |
| APC | Sell | ANADARKO PETROLEUM CORPORATI | $975,627,000 | +1.6% | 10,494 | -6.1% | 0.22% | -4.4% |
| AGN | Sell | ALLERGAN, INC. | $951,216,000 | +0.9% | 10,513 | -6.1% | 0.21% | -5.0% |
| WDC | Sell | WESTERN DIGITAL CORPORATION | $947,784,000 | -6.7% | 14,954 | -8.6% | 0.21% | -12.2% |
| CCK | Sell | CROWN HOLDINGS, INC. | $924,902,000 | -3.6% | 21,886 | -6.2% | 0.20% | -9.3% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $916,778,000 | -37.3% | 18,856 | -42.3% | 0.20% | -40.9% |
| AZO | New | AUTOZONE, INC. | $912,189,000 | – | 2,160 | – | 0.20% | – |
| COH | Sell | COACH, INC. | $852,290,000 | -24.9% | 15,624 | -21.4% | 0.19% | -29.3% |
| XOM | Sell | EXXON MOBIL CORPORATION | $465,562,000 | -12.3% | 5,411 | -8.3% | 0.10% | -16.9% |
| AJG | Sell | ARTHUR J. GALLAGHER CO. | $383,465,000 | -8.4% | 8,787 | -8.3% | 0.08% | -13.3% |
| ADP | Sell | AUTOMATIC DATA PROCESSING, I | $384,647,000 | -3.6% | 5,315 | -8.3% | 0.08% | -8.6% |
| WFC | Sell | WELLS FARGO COMPANY | $382,086,000 | -8.2% | 9,247 | -8.3% | 0.08% | -13.4% |
| MSFT | Sell | MICROSOFT CORPORATION | $374,059,000 | -11.6% | 11,233 | -8.3% | 0.08% | -16.2% |
| FHI | Buy | FEDERATED INVESTORS, INC. | $349,434,000 | +89.1% | 12,861 | +90.7% | 0.08% | +79.1% |
| MO | Sell | ALTRIA GROUP, INC. | $334,386,000 | -9.9% | 9,729 | -8.3% | 0.07% | -14.9% |
| PEG | Sell | PUBLIC SERVICE ENTERPRISE GR | $329,268,000 | -7.7% | 9,996 | -8.3% | 0.07% | -13.1% |
| TROW | Sell | T. ROWE PRICE GROUP, INC. | $292,458,000 | -16.0% | 4,067 | -14.6% | 0.06% | -20.7% |
| CLX | Sell | THE CLOROX COMPANY | $289,569,000 | -9.9% | 3,543 | -8.3% | 0.06% | -14.7% |
| MDP | Sell | MEREDITH CORPORATION | $213,200,000 | -8.5% | 4,479 | -8.3% | 0.05% | -14.5% |
| LLTC | New | LINEAR TECHNOLOGY CORPORATIO | $177,117,000 | – | 4,467 | – | 0.04% | – |
| ADI | Sell | ANALOG DEVICES, INC. | $172,778,000 | -4.3% | 3,673 | -8.3% | 0.04% | -9.5% |
| NPBC | Sell | NATIONAL PENN BANCSHARES, IN | $166,423,000 | -9.3% | 16,576 | -8.3% | 0.04% | -14.0% |
| EL | Exit | THE ESTEE LAUDER COMPANIES I | $0 | – | -14,043 | – | -0.22% | – |
| AMT | Exit | AMERICAN TOWER CORPORATIONreit usd | $0 | – | -14,009 | – | -0.24% | – |
| NKE | Exit | NIKE, INC. | $0 | – | -17,648 | – | -0.26% | – |
| ORCL | Exit | ORACLE CORPORATION | $0 | – | -65,262 | – | -0.47% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PFE | New | PFIZER INC. | $46,779,475,000 | – | 1,667,711 | – | 10.95% | – |
| CVX | New | CHEVRON CORPORATION | $38,161,851,000 | – | 322,858 | – | 8.93% | – |
| RAI | New | REYNOLDS AMERICAN INC. | $33,085,898,000 | – | 685,292 | – | 7.75% | – |
| JNJ | New | JOHNSON JOHNSON | $31,887,599,000 | – | 371,390 | – | 7.46% | – |
| PM | New | PHILIP MORRIS INTERNATIONAL | $28,597,087,000 | – | 330,373 | – | 6.70% | – |
| MCD | New | MCDONALD'S CORPORATION | $23,058,611,000 | – | 233,009 | – | 5.40% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACadr usd | $22,970,001,000 | – | 1,253,821 | – | 5.38% | – |
| EMR | New | EMERSON ELECTRIC CO. | $19,346,903,000 | – | 355,054 | – | 4.53% | – |
| LMT | New | LOCKHEED MARTIN CORPORATION | $19,045,871,000 | – | 175,716 | – | 4.46% | – |
| ABBV | New | ABBVIE INC. | $18,823,655,000 | – | 455,117 | – | 4.41% | – |
| HRS | New | HARRIS CORPORATION | $16,952,109,000 | – | 344,205 | – | 3.97% | – |
| MAT | New | MATTEL, INC. | $14,341,253,000 | – | 316,444 | – | 3.36% | – |
| PG | New | THE PROCTER GAMBLE COMPANY | $11,661,249,000 | – | 151,464 | – | 2.73% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS, I | $8,318,428,000 | – | 299,222 | – | 1.95% | – |
| GOOGL | New | GOOGLE INC. | $4,129,863,000 | – | 4,695 | – | 0.97% | – |
| MRK | New | MERCK CO., INC. | $4,008,125,000 | – | 86,289 | – | 0.94% | – |
| UTX | New | UNITED TECHNOLOGIES CORPORAT | $3,609,215,000 | – | 38,838 | – | 0.84% | – |
| PAA | New | PLAINS ALL AMERICAN PIPELINEmlp usd | $3,212,567,000 | – | 57,633 | – | 0.75% | – |
| CSCO | New | CISCO SYSTEMS, INC. | $3,138,810,000 | – | 129,116 | – | 0.74% | – |
| AAPL | New | APPLE INC. | $2,902,840,000 | – | 7,328 | – | 0.68% | – |
| T | New | ATT INC. | $2,775,660,000 | – | 78,451 | – | 0.65% | – |
| AFL | New | AFLAC INCORPORATED | $2,700,081,000 | – | 46,465 | – | 0.63% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHI | $2,662,416,000 | – | 13,943 | – | 0.62% | – |
| CMCSA | New | COMCAST CORPORATION | $2,603,201,000 | – | 62,382 | – | 0.61% | – |
| OMC | New | OMNICOM GROUP INC. | $2,543,253,000 | – | 40,459 | – | 0.60% | – |
| TWX | New | TIME WARNER INC. | $2,502,478,000 | – | 43,273 | – | 0.59% | – |
| CELG | New | CELGENE CORPORATION | $2,486,091,000 | – | 21,265 | – | 0.58% | – |
| JPM | New | JPMORGAN CHASE CO. | $2,230,851,000 | – | 42,275 | – | 0.52% | – |
| PII | New | POLARIS INDUSTRIES INC. | $2,208,603,000 | – | 23,246 | – | 0.52% | – |
| MPC | New | MARATHON PETROLEUM CORPORATI | $2,160,010,000 | – | 30,500 | – | 0.51% | – |
| AME | New | AMETEK, INC. | $2,031,388,000 | – | 48,012 | – | 0.48% | – |
| EPP | New | ISHARES, INC.etp usd | $2,026,625,000 | – | 47,087 | – | 0.47% | – |
| ORCL | New | ORACLE CORPORATION | $2,003,544,000 | – | 65,262 | – | 0.47% | – |
| TJX | New | THE TJX COMPANIES, INC. | $1,951,289,000 | – | 38,979 | – | 0.46% | – |
| AMGN | New | AMGEN INC. | $1,939,855,000 | – | 19,672 | – | 0.45% | – |
| ABT | New | ABBOTT LABORATORIES | $1,846,757,000 | – | 52,946 | – | 0.43% | – |
| UNP | New | UNION PACIFIC CORPORATION | $1,721,627,000 | – | 11,162 | – | 0.40% | – |
| V | New | VISA INC. | $1,720,351,000 | – | 9,424 | – | 0.40% | – |
| TUP | New | TUPPERWARE BRANDS CORPORATIO | $1,643,998,000 | – | 21,161 | – | 0.38% | – |
| COO | New | THE COOPER COMPANIES, INC. | $1,467,410,000 | – | 12,326 | – | 0.34% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $1,462,849,000 | – | 32,704 | – | 0.34% | – |
| HBAN | New | HUNTINGTON BANCSHARES INCORP | $1,417,450,000 | – | 180,108 | – | 0.33% | – |
| CMI | New | CUMMINS INC. | $1,232,200,000 | – | 11,341 | – | 0.29% | – |
| MNST | New | MONSTER BEVERAGE CORPORATION | $1,180,834,000 | – | 19,428 | – | 0.28% | – |
| MMC | New | MARSH MCLENNAN COMPANIES, | $1,164,307,000 | – | 29,166 | – | 0.27% | – |
| SLB | New | SCHLUMBERGER LIMITED | $1,155,141,000 | – | 16,131 | – | 0.27% | – |
| COH | New | COACH, INC. | $1,135,123,000 | – | 19,890 | – | 0.27% | – |
| HP | New | HELMERICH PAYNE, INC. | $1,132,599,000 | – | 18,139 | – | 0.26% | – |
| A309PS | New | DIRECTV | $1,128,452,000 | – | 18,322 | – | 0.26% | – |
| MJN | New | MEAD JOHNSON NUTRITION COMPA | $1,123,198,000 | – | 14,180 | – | 0.26% | – |
| NKE | New | NIKE, INC. | $1,123,648,000 | – | 17,648 | – | 0.26% | – |
| ODFL | New | OLD DOMINION FREIGHT LINE, I | $1,050,778,000 | – | 25,253 | – | 0.25% | – |
| IT | New | GARTNER, INC. | $1,023,891,000 | – | 17,963 | – | 0.24% | – |
| AMT | New | AMERICAN TOWER CORPORATIONreit usd | $1,024,758,000 | – | 14,009 | – | 0.24% | – |
| WDC | New | WESTERN DIGITAL CORPORATION | $1,016,227,000 | – | 16,367 | – | 0.24% | – |
| LSI | New | LSI CORPORATION | $1,018,007,000 | – | 142,778 | – | 0.24% | – |
| NTAP | New | NETAPP, INC. | $1,002,493,000 | – | 26,535 | – | 0.24% | – |
| APC | New | ANADARKO PETROLEUM CORPORATI | $960,130,000 | – | 11,176 | – | 0.22% | – |
| CCK | New | CROWN HOLDINGS, INC. | $959,563,000 | – | 23,330 | – | 0.22% | – |
| GHL | New | GREENHILL CO., INC. | $956,089,000 | – | 20,921 | – | 0.22% | – |
| AGN | New | ALLERGAN, INC. | $942,451,000 | – | 11,197 | – | 0.22% | – |
| EL | New | THE ESTEE LAUDER COMPANIES I | $923,748,000 | – | 14,043 | – | 0.22% | – |
| MTD | New | METTLER-TOLEDO INTERNATIONAL | $545,356,000 | – | 2,712 | – | 0.13% | – |
| XOM | New | EXXON MOBIL CORPORATION | $530,857,000 | – | 5,903 | – | 0.12% | – |
| MSFT | New | MICROSOFT CORPORATION | $423,131,000 | – | 12,254 | – | 0.10% | – |
| AJG | New | ARTHUR J. GALLAGHER CO. | $418,673,000 | – | 9,585 | – | 0.10% | – |
| WFC | New | WELLS FARGO COMPANY | $416,190,000 | – | 10,087 | – | 0.10% | – |
| ADP | New | AUTOMATIC DATA PROCESSING, I | $399,134,000 | – | 5,798 | – | 0.09% | – |
| MO | New | ALTRIA GROUP, INC. | $371,243,000 | – | 10,613 | – | 0.09% | – |
| PEG | New | PUBLIC SERVICE ENTERPRISE GR | $356,670,000 | – | 10,904 | – | 0.08% | – |
| TROW | New | T. ROWE PRICE GROUP, INC. | $348,267,000 | – | 4,761 | – | 0.08% | – |
| CLX | New | THE CLOROX COMPANY | $321,336,000 | – | 3,865 | – | 0.08% | – |
| MDP | New | MEREDITH CORPORATION | $233,013,000 | – | 4,886 | – | 0.06% | – |
| WRI | New | WEINGARTEN REALTY INVESTORSreit usd | $216,423,000 | – | 7,031 | – | 0.05% | – |
| EPR | New | EPR PROPERTIESreit usd | $212,095,000 | – | 4,219 | – | 0.05% | – |
| SNH | New | SENIOR HOUSING PROPERTIES TRreit usd | $211,855,000 | – | 8,173 | – | 0.05% | – |
| HCP | New | HCP, INC.reit usd | $198,168,000 | – | 4,360 | – | 0.05% | – |
| FHI | New | FEDERATED INVESTORS, INC. | $184,786,000 | – | 6,744 | – | 0.04% | – |
| NPBC | New | NATIONAL PENN BANCSHARES, IN | $183,532,000 | – | 18,082 | – | 0.04% | – |
| ADI | New | ANALOG DEVICES, INC. | $180,515,000 | – | 4,007 | – | 0.04% | – |