Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IWM | New | ISHARES TRput | $25,187,000 | – | 170,000 | – | 28.28% | – |
| QQQ | New | POWERSHARES QQQ TRUSTput | $24,727,000 | – | 170,000 | – | 27.76% | – |
| NEE | Buy | NEXTERA ENERGY INC | $5,129,000 | +95.2% | 35,000 | +86.7% | 5.76% | -10.4% |
| CME | Buy | CME GROUP INC | $3,107,000 | +53.6% | 22,900 | +41.8% | 3.49% | -29.5% |
| ICD | Buy | INDEPENDENCE CONTRACT DRIL I | $2,980,000 | +0.4% | 784,144 | +2.8% | 3.35% | -53.9% |
| AEP | New | AMERICAN ELEC PWR INC | $2,810,000 | – | 40,000 | – | 3.16% | – |
| SAVE | New | SPIRIT AIRLS INC | $2,791,000 | – | 83,550 | – | 3.13% | – |
| TRGP | Buy | TARGA RES CORP | $2,365,000 | +107.1% | 50,000 | +97.8% | 2.66% | -4.9% |
| NRZ | Buy | NEW RESIDENTIAL INVT CORP | $1,924,000 | +76.7% | 115,000 | +64.3% | 2.16% | -18.9% |
| EXC | Sell | EXELON CORP | $1,507,000 | -28.0% | 40,000 | -31.0% | 1.69% | -66.9% |
| GXP | New | GREAT PLAINS ENERGY INC | $1,188,000 | – | 39,200 | – | 1.33% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $1,127,000 | – | 30,000 | – | 1.26% | – |
| FE | Sell | FIRSTENERGY CORP | $1,079,000 | -26.0% | 35,000 | -30.0% | 1.21% | -66.0% |
| KNX | New | KNIGHT SWIFT TRANSN HLDGS INcl a | $1,039,000 | – | 25,000 | – | 1.17% | – |
| PDCE | New | PDC ENERGY INC | $981,000 | – | 20,000 | – | 1.10% | – |
| SO | New | SOUTHERN CO | $963,000 | – | 19,600 | – | 1.08% | – |
| APC | Sell | ANADARKO PETE CORP | $879,000 | -22.5% | 18,000 | -28.0% | 0.99% | -64.4% |
| QEP | New | QEP RES INC | $771,000 | – | 90,000 | – | 0.87% | – |
| XEL | New | XCEL ENERGY INC | $662,000 | – | 14,000 | – | 0.74% | – |
| DVN | New | DEVON ENERGY CORP NEW | $551,000 | – | 15,000 | – | 0.62% | – |
| BKR | New | BAKER HUGHES A GE COcl a | $549,000 | – | 15,000 | – | 0.62% | – |
| KSU | New | KANSAS CITY SOUTHERN | $543,000 | – | 5,000 | – | 0.61% | – |
| DTE | Sell | DTE ENERGY CO | $515,000 | -32.4% | 4,800 | -33.3% | 0.58% | -69.0% |
| REN | New | RESOLUTE ENERGY CORP | $496,000 | – | 16,710 | – | 0.56% | – |
| NBL | Sell | NOBLE ENERGY INC | $489,000 | -82.1% | 17,231 | -82.2% | 0.55% | -91.8% |
| GASS | Buy | STEALTHGAS INC | $486,000 | +5.7% | 146,711 | +3.7% | 0.55% | -51.5% |
| SM | Sell | SM ENERGY CO | $444,000 | -77.9% | 25,000 | -79.4% | 0.50% | -89.8% |
| SCG | New | SCANA CORP NEW | $424,000 | – | 8,750 | – | 0.48% | – |
| TROX | Buy | TRONOX LTD | $422,000 | +85.9% | 20,000 | +33.3% | 0.47% | -14.6% |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $381,000 | – | 5,000 | – | 0.43% | – |
| STNG | Buy | SCORPIO TANKERS INC | $377,000 | -5.0% | 110,000 | +10.0% | 0.42% | -56.4% |
| CRZO | New | CARRIZO OIL & GAS INC | $343,000 | – | 20,000 | – | 0.38% | – |
| PUMP | New | PROPETRO HLDG CORP | $310,000 | – | 21,635 | – | 0.35% | – |
| LLEXQ | New | LILIS ENERGY INC | $251,000 | – | 56,194 | – | 0.28% | – |
| GLNG | Sell | GOLAR LNG LTD BERMUDA | $226,000 | -59.4% | 10,000 | -60.0% | 0.25% | -81.3% |
| XOGAQ | New | EXTRACTION OIL AND GAS INC | $185,000 | – | 12,000 | – | 0.21% | – |
| CPN | New | CALPINE CORP | $148,000 | – | 10,000 | – | 0.17% | – |
| LPG | Sell | DORIAN LPG LTD | $116,000 | -29.3% | 17,030 | -14.8% | 0.13% | -67.6% |
| NAT | New | NORDIC AMERICAN TANKERS LIMI | $53,000 | – | 10,000 | – | 0.06% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -10,000 | – | -0.54% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -7,700 | – | -0.81% | – |
| PPL | Exit | PPL CORP | $0 | – | -8,700 | – | -0.82% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -6,200 | – | -0.83% | – |
| SEMG | Exit | SEMGROUP CORPcl a | $0 | – | -15,000 | – | -0.99% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -10,000 | – | -1.02% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -20,000 | – | -1.33% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -19,995 | – | -1.36% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -9,000 | – | -2.68% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -20,000 | – | -3.08% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -16,013 | – | -3.68% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -20,000 | – | -4.39% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -64,709 | – | -5.11% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -40,000 | – | -5.26% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -50,658 | – | -6.04% | – |
| OIH | Exit | VANECK VECTORS ETF TRcall | $0 | – | -117,200 | – | -7.11% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ICD | New | INDEPENDENCE CONTRACT DRIL I | $2,967,000 | – | 762,808 | – | 7.26% | – |
| OIH | New | VANECK VECTORS ETF TRcall | $2,905,000 | – | 117,200 | – | 7.11% | – |
| NBL | New | NOBLE ENERGY INC | $2,732,000 | – | 96,545 | – | 6.68% | – |
| NEE | New | NEXTERA ENERGY INC | $2,627,000 | – | 18,750 | – | 6.43% | – |
| LNG | New | CHENIERE ENERGY INC | $2,468,000 | – | 50,658 | – | 6.04% | – |
| DAL | New | DELTA AIR LINES INC DEL | $2,150,000 | – | 40,000 | – | 5.26% | – |
| EXC | New | EXELON CORP | $2,092,000 | – | 57,997 | – | 5.12% | – |
| RSPP | New | RSP PERMIAN INC | $2,088,000 | – | 64,709 | – | 5.11% | – |
| CME | New | CME GROUP INC | $2,023,000 | – | 16,154 | – | 4.95% | – |
| SM | New | SM ENERGY CO | $2,008,000 | – | 121,475 | – | 4.91% | – |
| ALK | New | ALASKA AIR GROUP INC | $1,795,000 | – | 20,000 | – | 4.39% | – |
| XEC | New | CIMAREX ENERGY CO | $1,505,000 | – | 16,013 | – | 3.68% | – |
| FE | New | FIRSTENERGY CORP | $1,458,000 | – | 50,000 | – | 3.57% | – |
| DOW | New | DOW CHEM CO | $1,261,000 | – | 20,000 | – | 3.08% | – |
| TRGP | New | TARGA RES CORP | $1,142,000 | – | 25,276 | – | 2.79% | – |
| APC | New | ANADARKO PETE CORP | $1,134,000 | – | 25,000 | – | 2.77% | – |
| CXO | New | CONCHO RES INC | $1,094,000 | – | 9,000 | – | 2.68% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $1,089,000 | – | 70,000 | – | 2.66% | – |
| DTE | New | DTE ENERGY CO | $762,000 | – | 7,200 | – | 1.86% | – |
| DISH | New | DISH NETWORK CORPcl a | $628,000 | – | 10,000 | – | 1.54% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $556,000 | – | 25,000 | – | 1.36% | – |
| PE | New | PARSLEY ENERGY INCcl a | $555,000 | – | 19,995 | – | 1.36% | – |
| CAR | New | AVIS BUDGET GROUP | $545,000 | – | 20,000 | – | 1.33% | – |
| GASS | New | STEALTHGAS INC | $460,000 | – | 141,411 | – | 1.12% | – |
| AGO | New | ASSURED GUARANTY LTD | $417,000 | – | 10,000 | – | 1.02% | – |
| SEMG | New | SEMGROUP CORPcl a | $405,000 | – | 15,000 | – | 0.99% | – |
| STNG | New | SCORPIO TANKERS INC | $397,000 | – | 100,000 | – | 0.97% | – |
| AEE | New | AMEREN CORP | $339,000 | – | 6,200 | – | 0.83% | – |
| PPL | New | PPL CORP | $336,000 | – | 8,700 | – | 0.82% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $331,000 | – | 7,700 | – | 0.81% | – |
| TROX | New | TRONOX LTD | $227,000 | – | 15,000 | – | 0.56% | – |
| X | New | UNITED STATES STL CORP NEW | $221,000 | – | 10,000 | – | 0.54% | – |
| LPG | New | DORIAN LPG LTD | $164,000 | – | 20,000 | – | 0.40% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ASC | Exit | ARDMORE SHIPPING CORP | $0 | – | -50,000 | – | -0.79% | – |
| AEP | Exit | AMERICAN ELEC PWR INC | $0 | – | -10,000 | – | -1.43% | – |
| REN | Exit | RESOLUTE ENERGY CORP | $0 | – | -25,000 | – | -1.46% | – |
| RES | Exit | RPC INC | $0 | – | -50,000 | – | -1.88% | – |
| CWEI | Exit | WILLIAMS CLAYTON ENERGY INC | $0 | – | -10,000 | – | -1.91% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -12,100 | – | -2.53% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -150,000 | – | -4.42% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -167,000 | – | -5.86% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INC | $0 | – | -118,770 | – | -5.94% | – |
| EXC | Exit | EXELON CORP | $0 | – | -80,000 | – | -5.95% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -45,000 | – | -6.74% | – |
| SYRG | Exit | SYNERGY RES CORP | $0 | – | -448,065 | – | -6.94% | – |
| ICD | Exit | INDEPENDENCE CONTRACT DRIL I | $0 | – | -850,000 | – | -9.97% | – |
| HES | Exit | HESS CORP | $0 | – | -85,000 | – | -10.18% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -143,008 | – | -12.38% | – |
| OIH | Exit | VANECK VECTORS ETF TRput | $0 | – | -330,800 | – | -21.64% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OIH | New | VANECK VECTORS ETF TRput | $9,686,000 | – | 330,800 | – | 21.64% | – |
| RRC | New | RANGE RES CORP | $5,542,000 | – | 143,008 | – | 12.38% | – |
| HES | New | HESS CORP | $4,558,000 | – | 85,000 | – | 10.18% | – |
| ICD | New | INDEPENDENCE CONTRACT DRIL I | $4,463,000 | – | 850,000 | – | 9.97% | – |
| SYRG | New | SYNERGY RES CORP | $3,105,000 | – | 448,065 | – | 6.94% | – |
| PDCE | New | PDC ENERGY INC | $3,018,000 | – | 45,000 | – | 6.74% | – |
| EXC | New | EXELON CORP | $2,663,000 | – | 80,000 | – | 5.95% | – |
| PTEN | New | PATTERSON UTI ENERGY INC | $2,657,000 | – | 118,770 | – | 5.94% | – |
| CPE | New | CALLON PETE CO DEL | $2,622,000 | – | 167,000 | – | 5.86% | – |
| WPX | New | WPX ENERGY INC | $1,979,000 | – | 150,000 | – | 4.42% | – |
| DTE | New | DTE ENERGY CO | $1,133,000 | – | 12,100 | – | 2.53% | – |
| CWEI | New | WILLIAMS CLAYTON ENERGY INC | $854,000 | – | 10,000 | – | 1.91% | – |
| RES | New | RPC INC | $840,000 | – | 50,000 | – | 1.88% | – |
| REN | New | RESOLUTE ENERGY CORP | $652,000 | – | 25,000 | – | 1.46% | – |
| AEP | New | AMERICAN ELEC PWR INC | $642,000 | – | 10,000 | – | 1.43% | – |
| ASC | New | ARDMORE SHIPPING CORP | $352,000 | – | 50,000 | – | 0.79% | – |
| Exit | N/An/a | $0 | – | 0 | – | 0.00% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | N/An/a | $0 | – | 0 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -1,900 | – | -0.02% | – |
| ITG | Exit | INVESTMENT TECHNOLOGY GRP NE | $0 | – | -6,800 | – | -0.02% | – |
| MTW | Exit | MANITOWOC INC | $0 | – | -6,100 | – | -0.02% | – |
| WMIH | Exit | WMIH CORP | $0 | – | -69,100 | – | -0.04% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -1,400 | – | -0.05% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -3,025 | – | -0.06% | – |
| AA | Exit | ALCOA INC | $0 | – | -23,800 | – | -0.06% | – |
| OILNF | Exit | BARCLAYS BK PLCipsp croil etn | $0 | – | -27,100 | – | -0.06% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -11,950 | – | -0.07% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -8,700 | – | -0.09% | – |
| NTK | Exit | NORTEK INC | $0 | – | -6,700 | – | -0.10% | – |
| NAVG | Exit | NAVIGATORS GROUP INC | $0 | – | -6,200 | – | -0.12% | – |
| WEN | Exit | WENDYS CO | $0 | – | -65,100 | – | -0.14% | – |
| BANF | Exit | BANCFIRST CORP | $0 | – | -10,479 | – | -0.16% | – |
| OCN | Exit | OCWEN FINL CORPput | $0 | – | -100,000 | – | -0.17% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -12,902 | – | -0.17% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -28,600 | – | -0.18% | – |
| RJETQ | Exit | REPUBLIC AWYS HLDGS INC | $0 | – | -127,800 | – | -0.18% | – |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -60,700 | – | -0.19% | – |
| MTW | Exit | MANITOWOC INCcall | $0 | – | -50,000 | – | -0.19% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -21,135 | – | -0.19% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -28,300 | – | -0.19% | – |
| AAN | Exit | AARONS INC | $0 | – | -21,750 | – | -0.20% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -35,400 | – | -0.21% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -27,900 | – | -0.22% | – |
| CHAD | Exit | DIREXION SHS ETF TRcsi300 china1x | $0 | – | -17,500 | – | -0.22% | – |
| DPZ | Exit | DOMINOS PIZZA INC | $0 | – | -8,300 | – | -0.22% | – |
| CSX | Exit | CSX CORP | $0 | – | -33,400 | – | -0.22% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -55,600 | – | -0.22% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -8,300 | – | -0.22% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -22,200 | – | -0.23% | – |
| JAH | Exit | JARDEN CORP | $0 | – | -19,400 | – | -0.24% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -27,600 | – | -0.24% | – |
| MCY | Exit | MERCURY GENL CORP NEW | $0 | – | -19,000 | – | -0.24% | – |
| AWHHF | Exit | ALLIED WRLD ASSUR COM HLDG A | $0 | – | -26,900 | – | -0.26% | – |
| FGL | Exit | FIDELITY & GTY LIFE | $0 | – | -42,500 | – | -0.26% | – |
| OB | Exit | ONEBEACON INSURANCE GROUP LTcl a | $0 | – | -75,046 | – | -0.26% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -19,300 | – | -0.27% | – |
| RHI | Exit | ROBERT HALF INTL INC | $0 | – | -21,800 | – | -0.28% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -10,800 | – | -0.29% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -32,500 | – | -0.30% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -22,800 | – | -0.30% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -59,500 | – | -0.30% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -32,300 | – | -0.32% | – |
| DK | Exit | DELEK US HLDGS INC | $0 | – | -48,300 | – | -0.33% | – |
| RCL | Exit | ROYAL CARIBBEAN CRUISES LTD | $0 | – | -16,000 | – | -0.35% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INCcall | $0 | – | -105,000 | – | -0.36% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -29,500 | – | -0.36% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -106,600 | – | -0.37% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -38,193 | – | -0.39% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -31,800 | – | -0.40% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE G | $0 | – | -80,500 | – | -0.41% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -25,700 | – | -0.41% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -58,000 | – | -0.44% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -41,100 | – | -0.45% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -4,000 | – | -0.46% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -26,300 | – | -0.47% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -35,981 | – | -0.48% | – |
| ITG | Exit | INVESTMENT TECHNOLOGY GRP NEcall | $0 | – | -155,000 | – | -0.51% | – |
| C | Exit | CITIGROUP INC | $0 | – | -41,800 | – | -0.52% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -44,500 | – | -0.53% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -8,400 | – | -0.54% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -18,900 | – | -0.54% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -15,600 | – | -0.56% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -50,100 | – | -0.56% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -26,000 | – | -0.57% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -52,000 | – | -0.59% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -52,000 | – | -0.59% | – |
| DD | Exit | DU PONT E I DE NEMOURS & COcall | $0 | – | -50,000 | – | -0.60% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -83,000 | – | -0.62% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -41,500 | – | -0.62% | – |
| ARGO | Exit | ARGO GROUP INTL HLDGS LTD | $0 | – | -45,500 | – | -0.64% | – |
| EBAY | Exit | EBAY INC | $0 | – | -105,500 | – | -0.64% | – |
| XLNX | Exit | XILINX INC | $0 | – | -62,100 | – | -0.65% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -20,700 | – | -0.66% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -72,500 | – | -0.66% | – |
| JD | Exit | JD COM INCspon adr cl a | $0 | – | -104,800 | – | -0.68% | – |
| DXPE | Exit | DXP ENTERPRISES INC NEW | $0 | – | -108,100 | – | -0.73% | – |
| ASH | Exit | ASHLAND INC NEW | $0 | – | -29,300 | – | -0.73% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -41,300 | – | -0.74% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -25,900 | – | -0.74% | – |
| EOG | Exit | EOG RES INC | $0 | – | -41,300 | – | -0.75% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -32,300 | – | -0.76% | – |
| VRTS | Exit | VIRTUS INVT PARTNERS INC | $0 | – | -30,396 | – | -0.76% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -38,600 | – | -0.77% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -29,300 | – | -0.77% | – |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -20,600 | – | -0.78% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -79,900 | – | -0.79% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -51,500 | – | -0.80% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -5,100 | – | -0.81% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -61,700 | – | -0.81% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -33,700 | – | -0.82% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -15,400 | – | -0.83% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -36,000 | – | -0.86% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -168,800 | – | -0.87% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -44,500 | – | -0.87% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -133,500 | – | -0.87% | – |
| A104PS | Exit | HILTON WORLDWIDE HLDGS INC | $0 | – | -154,000 | – | -0.88% | – |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -30,800 | – | -0.88% | – |
| AFL | Exit | AFLAC INC | $0 | – | -61,600 | – | -0.89% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -102,500 | – | -0.94% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -58,200 | – | -0.97% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -179,200 | – | -0.97% | – |
| HRTG | Exit | HERITAGE INS HLDGS INC | $0 | – | -204,600 | – | -1.00% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -53,300 | – | -1.03% | – |
| APA | Exit | APACHE CORP | $0 | – | -107,400 | – | -1.04% | – |
| V | Exit | VISA INC | $0 | – | -61,300 | – | -1.06% | – |
| MRD | Exit | MEMORIAL RESOURCE DEV CORP | $0 | – | -248,122 | – | -1.08% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -102,100 | – | -1.08% | – |
| DOV | Exit | DOVER CORP | $0 | – | -78,900 | – | -1.12% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -224,500 | – | -1.14% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -122,400 | – | -1.16% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -153,000 | – | -1.17% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -61,100 | – | -1.20% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -244,300 | – | -1.24% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -193,500 | – | -1.24% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HLDGS | $0 | – | -114,100 | – | -1.62% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -264,000 | – | -1.64% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -560,776 | – | -1.82% | – |
| OIH | Exit | MARKET VECTORS ETF TRput | $0 | – | -300,000 | – | -2.05% | – |
| AA | Exit | ALCOA INCcall | $0 | – | -950,000 | – | -2.28% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -907,000 | – | -2.88% | – |
| CPRT | Exit | COPART INC | $0 | – | -405,084 | – | -3.31% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -18,650 | – | -3.46% | – |
| VC | Exit | VISTEON CORP | $0 | – | -153,000 | – | -3.84% | – |
| EME | Exit | EMCOR GROUP INC | $0 | – | -360,300 | – | -3.96% | – |
| WSO | Exit | WATSCO INC | $0 | – | -182,012 | – | -5.35% | – |
| GD | Exit | GENERAL DYNAMICS CORPcall | $0 | – | -200,000 | – | -6.85% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GD | New | GENERAL DYNAMICS CORPcall | $27,590,000 | – | 200,000 | – | 6.85% | – |
| WSO | Buy | WATSCO INC | $21,565,000 | +34.1% | 182,012 | +40.0% | 5.35% | +82.4% |
| EME | Buy | EMCOR GROUP INC | $15,943,000 | +167.0% | 360,300 | +188.2% | 3.96% | +263.1% |
| VC | New | VISTEON CORP | $15,490,000 | – | 153,000 | – | 3.84% | – |
| WTM | Buy | WHITE MTNS INS GROUP LTD | $13,937,000 | +201.9% | 18,650 | +164.6% | 3.46% | +310.4% |
| CPRT | New | COPART INC | $13,327,000 | – | 405,084 | – | 3.31% | – |
| GPK | New | GRAPHIC PACKAGING HLDG CO | $11,601,000 | – | 907,000 | – | 2.88% | – |
| AA | New | ALCOA INCcall | $9,177,000 | – | 950,000 | – | 2.28% | – |
| OIH | New | MARKET VECTORS ETF TRput | $8,244,000 | – | 300,000 | – | 2.05% | – |
| NRZ | Sell | NEW RESIDENTIAL INVT CORP | $7,346,000 | -68.4% | 560,776 | -63.2% | 1.82% | -57.0% |
| AGO | Sell | ASSURED GUARANTY LTD | $6,600,000 | -41.5% | 264,000 | -43.8% | 1.64% | -20.4% |
| NCLH | Buy | NORWEGIAN CRUISE LINE HLDGS | $6,538,000 | +55.6% | 114,100 | +52.1% | 1.62% | +111.6% |
| JBLU | Sell | JETBLUE AIRWAYS CORP | $4,986,000 | +4.4% | 193,500 | -15.9% | 1.24% | +42.0% |
| ALLY | Buy | ALLY FINL INC | $4,979,000 | +122.0% | 244,300 | +144.3% | 1.24% | +202.2% |
| ALK | Buy | ALASKA AIR GROUP INC | $4,854,000 | +25.6% | 61,100 | +1.8% | 1.20% | +70.7% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $4,699,000 | +249.1% | 153,000 | +283.6% | 1.17% | +374.4% |
| STI | New | SUNTRUST BKS INC | $4,681,000 | – | 122,400 | – | 1.16% | – |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $4,584,000 | -40.7% | 224,500 | -25.8% | 1.14% | -19.4% |
| DOV | New | DOVER CORP | $4,512,000 | – | 78,900 | – | 1.12% | – |
| CYH | Sell | COMMUNITY HEALTH SYS INC NEW | $4,367,000 | -35.1% | 102,100 | -4.4% | 1.08% | -11.7% |
| MRD | New | MEMORIAL RESOURCE DEV CORP | $4,362,000 | – | 248,122 | – | 1.08% | – |
| V | Sell | VISA INC | $4,270,000 | -15.2% | 61,300 | -18.3% | 1.06% | +15.3% |
| APA | New | APACHE CORP | $4,206,000 | – | 107,400 | – | 1.04% | – |
| THG | New | HANOVER INS GROUP INC | $4,141,000 | – | 53,300 | – | 1.03% | – |
| HRTG | Buy | HERITAGE INS HLDGS INC | $4,037,000 | -9.4% | 204,600 | +5.6% | 1.00% | +23.2% |
| COG | New | CABOT OIL & GAS CORP | $3,917,000 | – | 179,200 | – | 0.97% | – |
| FIS | Buy | FIDELITY NATL INFORMATION SV | $3,904,000 | +40.4% | 58,200 | +29.3% | 0.97% | +90.7% |
| DVN | New | DEVON ENERGY CORP NEW | $3,802,000 | – | 102,500 | – | 0.94% | – |
| AFL | New | AFLAC INC | $3,581,000 | – | 61,600 | – | 0.89% | – |
| SIVB | Buy | SVB FINL GROUP | $3,559,000 | -3.7% | 30,800 | +20.0% | 0.88% | +31.0% |
| A104PS | Sell | HILTON WORLDWIDE HLDGS INC | $3,533,000 | -79.6% | 154,000 | -75.6% | 0.88% | -72.3% |
| AIZ | New | ASSURANT INC | $3,516,000 | – | 44,500 | – | 0.87% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $3,515,000 | – | 133,500 | – | 0.87% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $3,503,000 | – | 168,800 | – | 0.87% | – |
| CVS | Buy | CVS HEALTH CORP | $3,473,000 | +65.5% | 36,000 | +80.0% | 0.86% | +125.1% |
| ALGT | New | ALLEGIANT TRAVEL CO | $3,330,000 | – | 15,400 | – | 0.83% | – |
| MCD | Buy | MCDONALDS CORP | $3,320,000 | +39.7% | 33,700 | +34.8% | 0.82% | +89.9% |
| PDCE | New | PDC ENERGY INC | $3,271,000 | – | 61,700 | – | 0.81% | – |
| GOOGL | New | GOOGLE INCcl a | $3,256,000 | – | 5,100 | – | 0.81% | – |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $3,224,000 | +5.5% | 51,500 | +3.0% | 0.80% | +43.4% |
| TMUS | New | T MOBILE US INC | $3,181,000 | – | 79,900 | – | 0.79% | – |
| MLM | Buy | MARTIN MARIETTA MATLS INC | $3,130,000 | +10.6% | 20,600 | +3.0% | 0.78% | +50.3% |
| RNR | Sell | RENAISSANCERE HOLDINGS LTD | $3,115,000 | -46.6% | 29,300 | -49.0% | 0.77% | -27.4% |
| ADP | New | AUTOMATIC DATA PROCESSING IN | $3,102,000 | – | 38,600 | – | 0.77% | – |
| VRTS | Buy | VIRTUS INVT PARTNERS INC | $3,055,000 | +73.9% | 30,396 | +128.8% | 0.76% | +136.1% |
| PEP | Buy | PEPSICO INC | $3,046,000 | +8.8% | 32,300 | +7.7% | 0.76% | +47.9% |
| EOG | New | EOG RES INC | $3,007,000 | – | 41,300 | – | 0.75% | – |
| GPN | Buy | GLOBAL PMTS INC | $2,972,000 | +64.2% | 25,900 | +48.0% | 0.74% | +123.6% |
| PG | New | PROCTER & GAMBLE CO | $2,971,000 | – | 41,300 | – | 0.74% | – |
| DXPE | New | DXP ENTERPRISES INC NEW | $2,949,000 | – | 108,100 | – | 0.73% | – |
| ASH | Buy | ASHLAND INC NEW | $2,948,000 | -3.3% | 29,300 | +17.2% | 0.73% | +31.7% |
| JD | New | JD COM INCspon adr cl a | $2,731,000 | – | 104,800 | – | 0.68% | – |
| THC | New | TENET HEALTHCARE CORP | $2,677,000 | – | 72,500 | – | 0.66% | – |
| APD | New | AIR PRODS & CHEMS INC | $2,641,000 | – | 20,700 | – | 0.66% | – |
| XLNX | New | XILINX INC | $2,633,000 | – | 62,100 | – | 0.65% | – |
| EBAY | New | EBAY INC | $2,578,000 | – | 105,500 | – | 0.64% | – |
| ARGO | Buy | ARGO GROUP INTL HLDGS LTD | $2,575,000 | +23.3% | 45,500 | +21.3% | 0.64% | +67.7% |
| APC | New | ANADARKO PETE CORP | $2,506,000 | – | 41,500 | – | 0.62% | – |
| BERY | New | BERRY PLASTICS GROUP INC | $2,496,000 | – | 83,000 | – | 0.62% | – |
| DD | New | DU PONT E I DE NEMOURS & COcall | $2,410,000 | – | 50,000 | – | 0.60% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $2,381,000 | – | 52,000 | – | 0.59% | – |
| CCK | New | CROWN HOLDINGS INC | $2,379,000 | – | 52,000 | – | 0.59% | – |
| PPG | Sell | PPG INDS INC | $2,280,000 | -41.2% | 26,000 | -23.1% | 0.57% | -20.1% |
| VR | Buy | VALIDUS HOLDINGS LTD | $2,258,000 | +310.5% | 50,100 | +300.8% | 0.56% | +461.0% |
| JLL | New | JONES LANG LASALLE INC | $2,243,000 | – | 15,600 | – | 0.56% | – |
| HD | New | HOME DEPOT INC | $2,183,000 | – | 18,900 | – | 0.54% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $2,175,000 | – | 8,400 | – | 0.54% | – |
| MGA | Buy | MAGNA INTL INC | $2,136,000 | +26.9% | 44,500 | +48.3% | 0.53% | +72.6% |
| C | New | CITIGROUP INC | $2,074,000 | – | 41,800 | – | 0.52% | – |
| ITG | New | INVESTMENT TECHNOLOGY GRP NEcall | $2,068,000 | – | 155,000 | – | 0.51% | – |
| CNC | New | CENTENE CORP DEL | $1,951,000 | – | 35,981 | – | 0.48% | – |
| DG | Buy | DOLLAR GEN CORP NEW | $1,905,000 | +96.0% | 26,300 | +110.4% | 0.47% | +167.2% |
| ALB | Sell | ALBEMARLE CORP | $1,813,000 | -81.2% | 41,100 | -76.4% | 0.45% | -74.4% |
| CRZO | New | CARRIZO OIL & GAS INC | $1,771,000 | – | 58,000 | – | 0.44% | – |
| WMT | New | WAL-MART STORES INC | $1,666,000 | – | 25,700 | – | 0.41% | – |
| UCBI | Sell | UNITED CMNTY BKS BLAIRSVLE G | $1,645,000 | -55.3% | 80,500 | -54.4% | 0.41% | -39.3% |
| BURL | New | BURLINGTON STORES INC | $1,623,000 | – | 31,800 | – | 0.40% | – |
| LM | New | LEGG MASON INC | $1,589,000 | – | 38,193 | – | 0.39% | – |
| NSM | Buy | NATIONSTAR MTG HLDGS INC | $1,479,000 | -12.0% | 106,600 | +6.6% | 0.37% | +19.5% |
| DKS | Buy | DICKS SPORTING GOODS INC | $1,463,000 | +41.4% | 29,500 | +47.5% | 0.36% | +92.1% |
| NSM | New | NATIONSTAR MTG HLDGS INCcall | $1,456,000 | – | 105,000 | – | 0.36% | – |
| RCL | Buy | ROYAL CARIBBEAN CRUISES LTD | $1,425,000 | +44.8% | 16,000 | +28.0% | 0.35% | +96.7% |
| DK | New | DELEK US HLDGS INC | $1,338,000 | – | 48,300 | – | 0.33% | – |
| LPLA | Sell | LPL FINL HLDGS INC | $1,285,000 | -78.7% | 32,300 | -75.2% | 0.32% | -71.1% |
| RSPP | New | RSP PERMIAN INC | $1,205,000 | – | 59,500 | – | 0.30% | – |
| EAT | Sell | BRINKER INTL INC | $1,201,000 | -44.4% | 22,800 | -39.2% | 0.30% | -24.6% |
| WMB | New | WILLIAMS COS INC DEL | $1,198,000 | – | 32,500 | – | 0.30% | – |
| AMP | Sell | AMERIPRISE FINL INC | $1,179,000 | -93.8% | 10,800 | -93.0% | 0.29% | -91.6% |
| RHI | New | ROBERT HALF INTL INC | $1,115,000 | – | 21,800 | – | 0.28% | – |
| TMK | New | TORCHMARK CORP | $1,089,000 | – | 19,300 | – | 0.27% | – |
| OB | New | ONEBEACON INSURANCE GROUP LTcl a | $1,054,000 | – | 75,046 | – | 0.26% | – |
| FGL | New | FIDELITY & GTY LIFE | $1,043,000 | – | 42,500 | – | 0.26% | – |
| AWHHF | Buy | ALLIED WRLD ASSUR COM HLDG A | $1,027,000 | +58.5% | 26,900 | +79.3% | 0.26% | +116.1% |
| MCY | New | MERCURY GENL CORP NEW | $960,000 | – | 19,000 | – | 0.24% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $954,000 | – | 27,600 | – | 0.24% | – |
| JAH | Buy | JARDEN CORP | $948,000 | +4.6% | 19,400 | +10.9% | 0.24% | +42.4% |
| DOW | Sell | DOW CHEM CO | $941,000 | -54.0% | 22,200 | -44.5% | 0.23% | -37.4% |
| AET | Sell | AETNA INC NEW | $908,000 | -83.2% | 8,300 | -80.5% | 0.22% | -77.2% |
| RICE | New | RICE ENERGY INC | $898,000 | – | 55,600 | – | 0.22% | – |
| CSX | Sell | CSX CORP | $898,000 | -86.2% | 33,400 | -83.3% | 0.22% | -81.3% |
| DPZ | New | DOMINOS PIZZA INC | $896,000 | – | 8,300 | – | 0.22% | – |
| CHAD | New | DIREXION SHS ETF TRcsi300 china1x | $885,000 | – | 17,500 | – | 0.22% | – |
| IVZ | New | INVESCO LTD | $871,000 | – | 27,900 | – | 0.22% | – |
| RCII | Buy | RENT A CTR INC NEW | $858,000 | +51.3% | 35,400 | +77.0% | 0.21% | +106.8% |
| AAN | Sell | AARONS INC | $785,000 | -28.8% | 21,750 | -28.6% | 0.20% | -3.0% |
| KMI | New | KINDER MORGAN INC DEL | $783,000 | – | 28,300 | – | 0.19% | – |
| PIPR | New | PIPER JAFFRAY COS | $764,000 | – | 21,135 | – | 0.19% | – |
| NRF | New | NORTHSTAR RLTY FIN CORP | $750,000 | – | 60,700 | – | 0.19% | – |
| MTW | Sell | MANITOWOC INCcall | $750,000 | -70.6% | 50,000 | -61.5% | 0.19% | -60.0% |
| RJETQ | New | REPUBLIC AWYS HLDGS INC | $739,000 | – | 127,800 | – | 0.18% | – |
| AXTA | New | AXALTA COATING SYS LTD | $725,000 | – | 28,600 | – | 0.18% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $693,000 | – | 12,902 | – | 0.17% | – |
| OCN | New | OCWEN FINL CORPput | $671,000 | – | 100,000 | – | 0.17% | – |
| BANF | Buy | BANCFIRST CORP | $661,000 | +20.6% | 10,479 | +25.1% | 0.16% | +64.0% |
| WEN | New | WENDYS CO | $563,000 | – | 65,100 | – | 0.14% | – |
| NAVG | New | NAVIGATORS GROUP INC | $483,000 | – | 6,200 | – | 0.12% | – |
| NTK | New | NORTEK INC | $424,000 | – | 6,700 | – | 0.10% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $364,000 | – | 8,700 | – | 0.09% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $279,000 | – | 11,950 | – | 0.07% | – |
| AA | New | ALCOA INC | $230,000 | – | 23,800 | – | 0.06% | – |
| OILNF | New | BARCLAYS BK PLCipsp croil etn | $229,000 | – | 27,100 | – | 0.06% | – |
| VRSK | New | VERISK ANALYTICS INC | $224,000 | – | 3,025 | – | 0.06% | – |
| GD | New | GENERAL DYNAMICS CORP | $193,000 | – | 1,400 | – | 0.05% | – |
| WMIH | New | WMIH CORP | $180,000 | – | 69,100 | – | 0.04% | – |
| MTW | New | MANITOWOC INC | $92,000 | – | 6,100 | – | 0.02% | – |
| ITG | New | INVESTMENT TECHNOLOGY GRP NE | $91,000 | – | 6,800 | – | 0.02% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $92,000 | – | 1,900 | – | 0.02% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -2,500 | – | -0.02% | – |
| LQ | Exit | LA QUINTA HLDGS INC | $0 | – | -12,500 | – | -0.05% | – |
| HAWK | Exit | BLACKHAWK NETWORK HLDGS INC | $0 | – | -10,000 | – | -0.08% | – |
| AVOL | Exit | AVOLON HLDGS LTD | $0 | – | -18,146 | – | -0.08% | – |
| CAG | Exit | CONAGRA FOODS INCcall | $0 | – | -10,000 | – | -0.08% | – |
| GNCIQ | Exit | GNC HLDGS INC | $0 | – | -10,000 | – | -0.08% | – |
| UVE | Exit | UNIVERSAL INS HLDGS INC | $0 | – | -20,000 | – | -0.09% | – |
| CAB | Exit | CABELAS INC | $0 | – | -10,000 | – | -0.09% | – |
| FNHC | Exit | FEDERATED NATL HLDG CO | $0 | – | -21,388 | – | -0.10% | – |
| LUV | Exit | SOUTHWEST AIRLS COcall | $0 | – | -20,000 | – | -0.12% | – |
| GATX | Exit | GATX CORP | $0 | – | -15,000 | – | -0.14% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -50,000 | – | -0.16% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -10,000 | – | -0.16% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -20,000 | – | -0.17% | – |
| Exit | OM ASSET MGMT PLC | $0 | – | -56,850 | – | -0.18% | – | |
| CRMT | Exit | AMERICAS CAR MART INC | $0 | – | -21,323 | – | -0.19% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL | $0 | – | -5,000 | – | -0.20% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -15,000 | – | -0.22% | – |
| TYC | Exit | TYCO INTL PLCcall | $0 | – | -33,200 | – | -0.23% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -10,000 | – | -0.25% | – |
| HACK | Exit | FACTORSHARES TRise cyber sec | $0 | – | -50,000 | – | -0.29% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -25,000 | – | -0.29% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -10,000 | – | -0.30% | – |
| MOO | Exit | MARKET VECTORS ETF TRagribus etf | $0 | – | -30,000 | – | -0.30% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -25,000 | – | -0.30% | – |
| WSTC | Exit | WEST CORP | $0 | – | -55,000 | – | -0.30% | – |
| GM | Exit | GENERAL MTRS COcall | $0 | – | -50,000 | – | -0.30% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -21,906 | – | -0.31% | – |
| CONN | Exit | CONNS INC | $0 | – | -42,653 | – | -0.31% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -35,000 | – | -0.31% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -20,000 | – | -0.33% | – |
| NSAM | Exit | NORTHSTAR ASSET MGMT GROUP I | $0 | – | -100,000 | – | -0.34% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -30,000 | – | -0.37% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -105,000 | – | -0.38% | – |
| HUN | Exit | HUNTSMAN CORPcall | $0 | – | -100,000 | – | -0.40% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -50,000 | – | -0.43% | – |
| ENDP | Exit | ENDO INTL PLCcall | $0 | – | -30,000 | – | -0.44% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -35,000 | – | -0.44% | – |
| CP | Exit | CANADIAN PAC RY LTD | $0 | – | -15,000 | – | -0.44% | – |
| CSAL | Exit | COMMUNICATIONS SALES&LEAS IN | $0 | – | -98,000 | – | -0.44% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -159,245 | – | -0.46% | – |
| AMP | Exit | AMERIPRISE FINL INCcall | $0 | – | -20,000 | – | -0.46% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -20,000 | – | -0.47% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -30,000 | – | -0.48% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -60,000 | – | -0.49% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -72,500 | – | -0.50% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -30,000 | – | -0.58% | – |
| KO | Exit | COCA COLA CO | $0 | – | -85,000 | – | -0.61% | – |
| DISH | Exit | DISH NETWORK CORPcall | $0 | – | -50,000 | – | -0.62% | – |
| AON | Exit | AON PLC | $0 | – | -35,000 | – | -0.64% | – |
| MOGA | Exit | MOOG INCcl a | $0 | – | -50,000 | – | -0.64% | – |
| SUNEQ | Exit | SUNEDISON INC | $0 | – | -123,649 | – | -0.68% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -42,500 | – | -0.68% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -65,000 | – | -0.74% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -40,000 | – | -0.74% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -80,000 | – | -0.75% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -30,000 | – | -0.80% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -45,000 | – | -0.82% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -100,000 | – | -0.82% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -100,000 | – | -0.84% | – |
| XYL | Exit | XYLEM INC | $0 | – | -125,600 | – | -0.85% | – |
| GLW | Exit | CORNING INC | $0 | – | -250,000 | – | -0.90% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LTD | $0 | – | -40,000 | – | -0.97% | – |
| OMG | Exit | OM GROUP INCcall | $0 | – | -164,400 | – | -1.01% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -100,000 | – | -1.17% | – |
| ATML | Exit | ATMEL CORP | $0 | – | -700,000 | – | -1.26% | – |
| B | Exit | BARNES GROUP INC | $0 | – | -185,000 | – | -1.32% | – |
| AXE | Exit | ANIXTER INTL INC | $0 | – | -120,000 | – | -1.43% | – |
| SLF | Exit | SUN LIFE FINL INC | $0 | – | -280,000 | – | -1.71% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -62,500 | – | -1.85% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -115,000 | – | -2.26% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -405,450 | – | -2.45% | – |
| SLF | Exit | SUN LIFE FINL INCcall | $0 | – | -350,000 | – | -2.67% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -450,000 | – | -3.67% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -240,000 | – | -4.02% | – |
| HUBB | Exit | HUBBELL INCcl b | $0 | – | -214,200 | – | -4.23% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -280,000 | – | -4.34% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CAT | New | CATERPILLAR INC DEL | $23,750,000 | – | 280,000 | – | 4.34% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $23,241,000 | – | 1,525,000 | – | 4.24% | – |
| HUBB | New | HUBBELL INCcl b | $23,194,000 | – | 214,200 | – | 4.23% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $22,030,000 | – | 240,000 | – | 4.02% | – |
| TXT | New | TEXTRON INC | $20,084,000 | – | 450,000 | – | 3.67% | – |
| AMP | New | AMERIPRISE FINL INC | $19,158,000 | – | 153,350 | – | 3.50% | – |
| A104PS | New | HILTON WORLDWIDE HLDGS INC | $17,357,000 | – | 630,000 | – | 3.17% | – |
| WSO | New | WATSCO INC | $16,086,000 | – | 130,000 | – | 2.94% | – |
| SLF | New | SUN LIFE FINL INCcall | $14,609,000 | – | 350,000 | – | 2.67% | – |
| LUV | New | SOUTHWEST AIRLS CO | $13,416,000 | – | 405,450 | – | 2.45% | – |
| LII | New | LENNOX INTL INC | $12,384,000 | – | 115,000 | – | 2.26% | – |
| AGO | New | ASSURED GUARANTY LTD | $11,275,000 | – | 470,000 | – | 2.06% | – |
| CI | New | CIGNA CORPORATION | $10,125,000 | – | 62,500 | – | 1.85% | – |
| ALB | New | ALBEMARLE CORP | $9,620,000 | – | 174,061 | – | 1.76% | – |
| SLF | New | SUN LIFE FINL INC | $9,358,000 | – | 280,000 | – | 1.71% | – |
| AXE | New | ANIXTER INTL INC | $7,818,000 | – | 120,000 | – | 1.43% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $7,734,000 | – | 302,482 | – | 1.41% | – |
| B | New | BARNES GROUP INC | $7,213,000 | – | 185,000 | – | 1.32% | – |
| ATML | New | ATMEL CORP | $6,899,000 | – | 700,000 | – | 1.26% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $6,724,000 | – | 106,774 | – | 1.23% | – |
| CSX | New | CSX CORP | $6,530,000 | – | 200,000 | – | 1.19% | – |
| ADI | New | ANALOG DEVICES INC | $6,419,000 | – | 100,000 | – | 1.17% | – |
| LPLA | New | LPL FINL HLDGS INC | $6,044,000 | – | 130,000 | – | 1.10% | – |
| EME | New | EMCOR GROUP INC | $5,971,000 | – | 125,000 | – | 1.09% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $5,837,000 | – | 57,500 | – | 1.06% | – |
| OMG | New | OM GROUP INCcall | $5,524,000 | – | 164,400 | – | 1.01% | – |
| AET | New | AETNA INC NEW | $5,417,000 | – | 42,500 | – | 0.99% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $5,317,000 | – | 40,000 | – | 0.97% | – |
| V | New | VISA INC | $5,036,000 | – | 75,000 | – | 0.92% | – |
| GLW | New | CORNING INC | $4,933,000 | – | 250,000 | – | 0.90% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $4,775,000 | – | 230,000 | – | 0.87% | – |
| XYL | New | XYLEM INC | $4,656,000 | – | 125,600 | – | 0.85% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $4,617,000 | – | 7,049 | – | 0.84% | – |
| AER | New | AERCAP HOLDINGS NV | $4,579,000 | – | 100,000 | – | 0.84% | – |
| XPO | New | XPO LOGISTICS INC | $4,518,000 | – | 100,000 | – | 0.82% | – |
| GRA | New | GRACE W R & CO DEL NEW | $4,514,000 | – | 45,000 | – | 0.82% | – |
| HRTG | New | HERITAGE INS HLDGS INC | $4,456,000 | – | 193,805 | – | 0.81% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $4,392,000 | – | 30,000 | – | 0.80% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDGS | $4,203,000 | – | 75,000 | – | 0.77% | – |
| PFG | New | PRINCIPAL FINL GROUP INC | $4,103,000 | – | 80,000 | – | 0.75% | – |
| HON | New | HONEYWELL INTL INC | $4,079,000 | – | 40,000 | – | 0.74% | – |
| SAVE | New | SPIRIT AIRLS INC | $4,037,000 | – | 65,000 | – | 0.74% | – |
| PPG | New | PPG INDS INC | $3,877,000 | – | 33,798 | – | 0.71% | – |
| ALK | New | ALASKA AIR GROUP INC | $3,866,000 | – | 60,000 | – | 0.71% | – |
| PRU | New | PRUDENTIAL FINL INC | $3,720,000 | – | 42,500 | – | 0.68% | – |
| SIVB | New | SVB FINL GROUP | $3,697,000 | – | 25,677 | – | 0.68% | – |
| SUNEQ | New | SUNEDISON INC | $3,698,000 | – | 123,649 | – | 0.68% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE G | $3,682,000 | – | 176,440 | – | 0.67% | – |
| MOGA | New | MOOG INCcl a | $3,534,000 | – | 50,000 | – | 0.64% | – |
| AON | New | AON PLC | $3,489,000 | – | 35,000 | – | 0.64% | – |
| DISH | New | DISH NETWORK CORPcall | $3,386,000 | – | 50,000 | – | 0.62% | – |
| KO | New | COCA COLA CO | $3,335,000 | – | 85,000 | – | 0.61% | – |
| MON | New | MONSANTO CO NEW | $3,198,000 | – | 30,000 | – | 0.58% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $3,055,000 | – | 50,000 | – | 0.56% | – |
| ASH | New | ASHLAND INC NEW | $3,048,000 | – | 25,000 | – | 0.56% | – |
| MLM | New | MARTIN MARIETTA MATLS INC | $2,830,000 | – | 20,000 | – | 0.52% | – |
| PEP | New | PEPSICO INC | $2,800,000 | – | 30,000 | – | 0.51% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $2,781,000 | – | 45,000 | – | 0.51% | – |
| VNTV | New | VANTIV INCcl a | $2,769,000 | – | 72,500 | – | 0.50% | – |
| EWBC | New | EAST WEST BANCORP INC | $2,689,000 | – | 60,000 | – | 0.49% | – |
| COF | New | CAPITAL ONE FINL CORP | $2,639,000 | – | 30,000 | – | 0.48% | – |
| PRE | New | PARTNERRE LTD | $2,570,000 | – | 20,000 | – | 0.47% | – |
| MTW | New | MANITOWOC INCcall | $2,548,000 | – | 130,000 | – | 0.46% | – |
| AMP | New | AMERIPRISE FINL INCcall | $2,499,000 | – | 20,000 | – | 0.46% | – |
| FHN | New | FIRST HORIZON NATL CORP | $2,495,000 | – | 159,245 | – | 0.46% | – |
| CSAL | New | COMMUNICATIONS SALES&LEAS IN | $2,423,000 | – | 98,000 | – | 0.44% | – |
| CP | New | CANADIAN PAC RY LTD | $2,403,000 | – | 15,000 | – | 0.44% | – |
| WLK | New | WESTLAKE CHEM CORP | $2,401,000 | – | 35,000 | – | 0.44% | – |
| ENDP | New | ENDO INTL PLCcall | $2,390,000 | – | 30,000 | – | 0.44% | – |
| MCD | New | MCDONALDS CORP | $2,377,000 | – | 25,000 | – | 0.43% | – |
| MOS | New | MOSAIC CO NEW | $2,343,000 | – | 50,000 | – | 0.43% | – |
| ALLY | New | ALLY FINL INC | $2,243,000 | – | 100,000 | – | 0.41% | – |
| HUN | New | HUNTSMAN CORPcall | $2,207,000 | – | 100,000 | – | 0.40% | – |
| EAT | New | BRINKER INTL INC | $2,162,000 | – | 37,500 | – | 0.40% | – |
| CVS | New | CVS HEALTH CORP | $2,098,000 | – | 20,000 | – | 0.38% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTD | $2,089,000 | – | 37,500 | – | 0.38% | – |
| HST | New | HOST HOTELS & RESORTS INC | $2,082,000 | – | 105,000 | – | 0.38% | – |
| DOW | New | DOW CHEM CO | $2,047,000 | – | 40,000 | – | 0.37% | – |
| LOW | New | LOWES COS INC | $2,009,000 | – | 30,000 | – | 0.37% | – |
| Y | New | ALLEGHANY CORP DEL | $1,875,000 | – | 4,000 | – | 0.34% | – |
| NSAM | New | NORTHSTAR ASSET MGMT GROUP I | $1,849,000 | – | 100,000 | – | 0.34% | – |
| GPN | New | GLOBAL PMTS INC | $1,810,000 | – | 17,500 | – | 0.33% | – |
| YUM | New | YUM BRANDS INC | $1,802,000 | – | 20,000 | – | 0.33% | – |
| VRTS | New | VIRTUS INVT PARTNERS INC | $1,757,000 | – | 13,283 | – | 0.32% | – |
| SEIC | New | SEI INVESTMENTS CO | $1,716,000 | – | 35,000 | – | 0.31% | – |
| CONN | New | CONNS INC | $1,693,000 | – | 42,653 | – | 0.31% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $1,680,000 | – | 100,000 | – | 0.31% | – |
| MGA | New | MAGNA INTL INC | $1,683,000 | – | 30,000 | – | 0.31% | – |
| NTRS | New | NORTHERN TR CORP | $1,675,000 | – | 21,906 | – | 0.31% | – |
| GM | New | GENERAL MTRS COcall | $1,667,000 | – | 50,000 | – | 0.30% | – |
| WSTC | New | WEST CORP | $1,656,000 | – | 55,000 | – | 0.30% | – |
| MOO | New | MARKET VECTORS ETF TRagribus etf | $1,654,000 | – | 30,000 | – | 0.30% | – |
| TJX | New | TJX COS INC NEW | $1,654,000 | – | 25,000 | – | 0.30% | – |
| ANTM | New | ANTHEM INC | $1,641,000 | – | 10,000 | – | 0.30% | – |
| TEL | New | TE CONNECTIVITY LTD | $1,608,000 | – | 25,000 | – | 0.29% | – |
| HACK | New | FACTORSHARES TRise cyber sec | $1,578,000 | – | 50,000 | – | 0.29% | – |
| COST | New | COSTCO WHSL CORP NEW | $1,351,000 | – | 10,000 | – | 0.25% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $1,346,000 | – | 39,884 | – | 0.25% | – |
| TYC | New | TYCO INTL PLCcall | $1,278,000 | – | 33,200 | – | 0.23% | – |
| DLTR | New | DOLLAR TREE INC | $1,185,000 | – | 15,000 | – | 0.22% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $1,111,000 | – | 5,000 | – | 0.20% | – |
| AAN | New | AARONS INC | $1,103,000 | – | 30,468 | – | 0.20% | – |
| CRMT | New | AMERICAS CAR MART INC | $1,052,000 | – | 21,323 | – | 0.19% | – |
| DKS | New | DICKS SPORTING GOODS INC | $1,035,000 | – | 20,000 | – | 0.19% | – |
| New | OM ASSET MGMT PLC | $1,011,000 | – | 56,850 | – | 0.18% | – | |
| RCL | New | ROYAL CARIBBEAN CRUISES LTD | $984,000 | – | 12,500 | – | 0.18% | – |
| DG | New | DOLLAR GEN CORP NEW | $972,000 | – | 12,500 | – | 0.18% | – |
| VOYA | New | VOYA FINL INC | $929,000 | – | 20,000 | – | 0.17% | – |
| JAH | New | JARDEN CORP | $906,000 | – | 17,500 | – | 0.16% | – |
| MAN | New | MANPOWERGROUP INC | $894,000 | – | 10,000 | – | 0.16% | – |
| BAC | New | BANK AMER CORP | $851,000 | – | 50,000 | – | 0.16% | – |
| GATX | New | GATX CORP | $797,000 | – | 15,000 | – | 0.14% | – |
| LUV | New | SOUTHWEST AIRLS COcall | $662,000 | – | 20,000 | – | 0.12% | – |
| AWHHF | New | ALLIED WRLD ASSUR COM HLDG A | $648,000 | – | 15,000 | – | 0.12% | – |
| RCII | New | RENT A CTR INC NEW | $567,000 | – | 20,000 | – | 0.10% | – |
| VR | New | VALIDUS HOLDINGS LTD | $550,000 | – | 12,500 | – | 0.10% | – |
| BANF | New | BANCFIRST CORP | $548,000 | – | 8,379 | – | 0.10% | – |
| FNHC | New | FEDERATED NATL HLDG CO | $518,000 | – | 21,388 | – | 0.10% | – |
| CAB | New | CABELAS INC | $500,000 | – | 10,000 | – | 0.09% | – |
| UVE | New | UNIVERSAL INS HLDGS INC | $484,000 | – | 20,000 | – | 0.09% | – |
| GNCIQ | New | GNC HLDGS INC | $445,000 | – | 10,000 | – | 0.08% | – |
| CAG | New | CONAGRA FOODS INCcall | $437,000 | – | 10,000 | – | 0.08% | – |
| AVOL | New | AVOLON HLDGS LTD | $417,000 | – | 18,146 | – | 0.08% | – |
| HAWK | New | BLACKHAWK NETWORK HLDGS INC | $412,000 | – | 10,000 | – | 0.08% | – |
| LQ | New | LA QUINTA HLDGS INC | $286,000 | – | 12,500 | – | 0.05% | – |
| CAG | New | CONAGRA FOODS INC | $109,000 | – | 2,500 | – | 0.02% | – |