Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PXD | Sell | PIONEER NAT RES CO | $3,672,800 | +4.3% | 16,000 | -5.9% | 3.38% | +17.5% |
| SPLK | Buy | SPLUNK INC | $2,925,000 | +96.9% | 20,000 | +42.9% | 2.69% | +121.7% |
| PI | Buy | IMPINJ INC | $2,751,500 | +206.9% | 50,000 | +400.0% | 2.54% | +245.8% |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWAR | $2,667,410 | +20.8% | 19,000 | +26.7% | 2.46% | +36.1% |
| MU | Buy | MICRON TECHNOLOGY INC | $2,449,080 | +43.7% | 36,000 | +33.3% | 2.26% | +62.0% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $2,067,100 | -18.6% | 35,000 | -22.2% | 1.90% | -8.4% |
| LAC | Buy | LITHIUM AMERS CORP NEW | $2,041,200 | -6.5% | 120,000 | +11.1% | 1.88% | +5.3% |
| Buy | COHERENT CORP | $1,958,400 | +53.7% | 60,000 | +140.0% | 1.80% | +73.1% | |
| AMBA | Buy | AMBARELLA INC | $1,909,080 | -8.7% | 36,000 | +44.0% | 1.76% | +2.9% |
| LPLA | Buy | LPL FINL HLDGS INC | $1,901,200 | +45.7% | 8,000 | +33.3% | 1.75% | +64.1% |
| OXY | Buy | OCCIDENTAL PETE CORP | $1,816,640 | +28.7% | 28,000 | +16.7% | 1.67% | +45.0% |
| WDAY | Sell | WORKDAY INCcl a | $1,718,800 | -30.8% | 8,000 | -27.3% | 1.58% | -22.1% |
| CCI | Sell | CROWN CASTLE INC | $1,656,540 | -41.8% | 18,000 | -28.0% | 1.53% | -34.5% |
| WIRE | Buy | ENCORE WIRE CORP | $1,642,140 | +47.2% | 9,000 | +50.0% | 1.51% | +65.9% |
| DKS | Buy | DICKS SPORTING GOODS INC | $1,628,700 | +23.2% | 15,000 | +50.0% | 1.50% | +38.8% |
| ZI | Buy | ZOOMINFO TECHNOLOGIES INC | $1,558,000 | -30.3% | 95,000 | +8.0% | 1.44% | -21.5% |
| CDNS | Sell | CADENCE DESIGN SYSTEM INC | $1,405,800 | -14.4% | 6,000 | -14.3% | 1.30% | -3.5% |
| ILMN | Sell | ILLUMINA INC | $1,372,800 | -33.4% | 10,000 | -9.1% | 1.26% | -25.0% |
| Buy | JACOBS SOLUTIONS INC | $1,365,000 | +187.0% | 10,000 | +150.0% | 1.26% | +223.1% | |
| ESTC | Sell | ELASTIC N V | $1,299,840 | +12.6% | 16,000 | -11.1% | 1.20% | +26.8% |
| ANET | Sell | ARISTA NETWORKS INC | $1,287,510 | -0.7% | 7,000 | -12.5% | 1.19% | +11.9% |
| SHLS | Buy | SHOALS TECHNOLOGIES GROUP INcl a | $1,277,500 | +25.0% | 70,000 | +75.0% | 1.18% | +40.8% |
| ZBH | Buy | ZIMMER BIOMET HOLDINGS INC | $1,234,420 | +6.0% | 11,000 | +37.5% | 1.14% | +19.4% |
| MLM | Sell | MARTIN MARIETTA MATLS INC | $1,231,440 | -33.3% | 3,000 | -25.0% | 1.13% | -24.9% |
| KHC | Sell | KRAFT HEINZ CO | $1,110,120 | -39.9% | 33,000 | -36.5% | 1.02% | -32.3% |
| ZS | Sell | ZSCALER INC | $1,089,130 | -25.6% | 7,000 | -30.0% | 1.00% | -16.1% |
| STLD | Buy | STEEL DYNAMICS INC | $1,072,200 | +146.1% | 10,000 | +150.0% | 0.99% | +177.5% |
| PDFS | Buy | PDF SOLUTIONS INC | $1,069,200 | -18.3% | 33,000 | +13.8% | 0.98% | -7.9% |
| BK | Buy | BANK NEW YORK MELLON CORP | $980,950 | +10.2% | 23,000 | +15.0% | 0.90% | +24.2% |
| PWR | Buy | QUANTA SVCS INC | $935,350 | +19.0% | 5,000 | +25.0% | 0.86% | +34.1% |
| SNPS | Sell | SYNOPSYS INC | $917,940 | -29.7% | 2,000 | -33.3% | 0.85% | -20.8% |
| WY | New | WEYERHAEUSER CO MTN BE | $889,140 | – | 29,000 | – | 0.82% | – |
| CBOE | New | CBOE GLOBAL MKTS INC | $781,050 | – | 5,000 | – | 0.72% | – |
| New | ARM HOLDINGS PLCsponsored adr | $642,240 | – | 12,000 | – | 0.59% | – | |
| SGEN | Sell | SEAGEN INC | $636,450 | -52.8% | 3,000 | -57.1% | 0.59% | -46.8% |
| MTB | Sell | M & T BK CORP | $632,250 | -14.9% | 5,000 | -16.7% | 0.58% | -4.1% |
| F | Sell | FORD MTR CO DEL | $621,000 | -60.5% | 50,000 | -51.9% | 0.57% | -55.6% |
| CME | New | CME GROUP INC | $600,660 | – | 3,000 | – | 0.55% | – |
| New | IONQ INC | $595,200 | – | 40,000 | – | 0.55% | – | |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $551,200 | -20.1% | 53,000 | -17.2% | 0.51% | -9.9% |
| ARE | Sell | ALEXANDRIA REAL ESTATE EQ IN | $500,500 | -55.9% | 5,000 | -50.0% | 0.46% | -50.3% |
| ZION | Sell | ZIONS BANCORPORATION N A | $488,460 | +7.0% | 14,000 | -17.6% | 0.45% | +20.6% |
| WBS | Sell | WEBSTER FINL CORP | $443,410 | -16.1% | 11,000 | -21.4% | 0.41% | -5.6% |
| IDXX | Sell | IDEXX LABS INC | $437,270 | -56.5% | 1,000 | -50.0% | 0.40% | -50.9% |
| K | Sell | KELLANOVA | $416,570 | -81.8% | 7,000 | -79.4% | 0.38% | -79.5% |
| SNAP | Sell | SNAP INCcl a | $392,040 | -33.8% | 44,000 | -12.0% | 0.36% | -25.4% |
| XYL | Sell | XYLEM INC | $364,120 | -59.6% | 4,000 | -50.0% | 0.34% | -54.5% |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -4,000 | – | -0.37% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -11,000 | – | -0.52% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -5,000 | – | -0.52% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -10,000 | – | -0.55% | – |
| BLL | Exit | BALL CORP | $0 | – | -15,000 | – | -0.71% | – |
| ENPH | Exit | ENPHASE ENERGY INC | $0 | – | -10,000 | – | -1.37% | – |
| NEM | Exit | NEWMONT CORP | $0 | – | -40,000 | – | -1.40% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -13,000 | – | -1.49% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -35,000 | – | -1.68% | – |
| VSAT | Exit | VIASAT INC | $0 | – | -60,000 | – | -2.02% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PXD | New | PIONEER NAT RES CO | $3,522,060 | – | 17,000 | – | 2.88% | – |
| MET | New | METLIFE INC | $3,391,800 | – | 60,000 | – | 2.77% | – |
| CCI | New | CROWN CASTLE INC | $2,848,500 | – | 25,000 | – | 2.33% | – |
| VICI | New | VICI PPTYS INC | $2,828,700 | – | 90,000 | – | 2.31% | – |
| WEC | New | WEC ENERGY GROUP INC | $2,558,960 | – | 29,000 | – | 2.09% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $2,540,700 | – | 45,000 | – | 2.08% | – |
| FE | New | FIRSTENERGY CORP | $2,527,200 | – | 65,000 | – | 2.07% | – |
| WDAY | New | WORKDAY INCcl a | $2,484,790 | – | 11,000 | – | 2.03% | – |
| VSAT | New | VIASAT INC | $2,475,600 | – | 60,000 | – | 2.02% | – |
| AVAV | New | AEROVIRONMENT INC | $2,454,720 | – | 24,000 | – | 2.01% | – |
| ETR | New | ENTERGY CORP NEW | $2,336,880 | – | 24,000 | – | 1.91% | – |
| K | New | KELLOGG CO | $2,291,600 | – | 34,000 | – | 1.87% | – |
| ZI | New | ZOOMINFO TECHNOLOGIES INC | $2,234,320 | – | 88,000 | – | 1.83% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $2,207,400 | – | 15,000 | – | 1.80% | – |
| LAC | New | LITHIUM AMERS CORP NEW | $2,182,680 | – | 108,000 | – | 1.78% | – |
| WCC | New | WESCO INTL INC | $2,148,720 | – | 12,000 | – | 1.76% | – |
| CZR | New | CAESARS ENTERTAINMENT INC NE | $2,140,740 | – | 42,000 | – | 1.75% | – |
| AMBA | New | AMBARELLA INC | $2,091,750 | – | 25,000 | – | 1.71% | – |
| ILMN | New | ILLUMINA INC | $2,062,390 | – | 11,000 | – | 1.69% | – |
| CMS | New | CMS ENERGY CORP | $2,056,250 | – | 35,000 | – | 1.68% | – |
| VLO | New | VALERO ENERGY CORP | $1,876,800 | – | 16,000 | – | 1.54% | – |
| MLM | New | MARTIN MARIETTA MATLS INC | $1,846,760 | – | 4,000 | – | 1.51% | – |
| KHC | New | KRAFT HEINZ CO | $1,846,000 | – | 52,000 | – | 1.51% | – |
| RSG | New | REPUBLIC SVCS INC | $1,838,040 | – | 12,000 | – | 1.50% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $1,827,280 | – | 13,000 | – | 1.49% | – |
| KR | New | KROGER CO | $1,786,000 | – | 38,000 | – | 1.46% | – |
| NEM | New | NEWMONT CORP | $1,706,400 | – | 40,000 | – | 1.40% | – |
| MU | New | MICRON TECHNOLOGY INC | $1,703,970 | – | 27,000 | – | 1.39% | – |
| ENPH | New | ENPHASE ENERGY INC | $1,674,800 | – | 10,000 | – | 1.37% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $1,641,640 | – | 7,000 | – | 1.34% | – |
| F | New | FORD MTR CO DEL | $1,573,520 | – | 104,000 | – | 1.29% | – |
| MAT | New | MATTEL INC | $1,563,200 | – | 80,000 | – | 1.28% | – |
| SPLK | New | SPLUNK INC | $1,485,260 | – | 14,000 | – | 1.22% | – |
| ZS | New | ZSCALER INC | $1,463,000 | – | 10,000 | – | 1.20% | – |
| OXY | New | OCCIDENTAL PETE CORP | $1,411,200 | – | 24,000 | – | 1.15% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $1,367,400 | – | 3,000 | – | 1.12% | – |
| GOLD | New | BARRICK GOLD CORP | $1,354,400 | – | 80,000 | – | 1.11% | – |
| IQV | New | IQVIA HLDGS INC | $1,348,620 | – | 6,000 | – | 1.10% | – |
| SGEN | New | SEAGEN INC | $1,347,220 | – | 7,000 | – | 1.10% | – |
| AVB | New | AVALONBAY CMNTYS INC | $1,324,890 | – | 7,000 | – | 1.08% | – |
| DKS | New | DICKS SPORTING GOODS INC | $1,321,900 | – | 10,000 | – | 1.08% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $1,317,800 | – | 4,000 | – | 1.08% | – |
| EXPE | New | EXPEDIA GROUP INC | $1,312,680 | – | 12,000 | – | 1.07% | – |
| PDFS | New | PDF SOLUTIONS INC | $1,307,900 | – | 29,000 | – | 1.07% | – |
| SNPS | New | SYNOPSYS INC | $1,306,230 | – | 3,000 | – | 1.07% | – |
| LPLA | New | LPL FINL HLDGS INC | $1,304,580 | – | 6,000 | – | 1.07% | – |
| ANET | New | ARISTA NETWORKS INC | $1,296,480 | – | 8,000 | – | 1.06% | – |
| MCK | New | MCKESSON CORP | $1,281,930 | – | 3,000 | – | 1.05% | – |
| New | COHERENT CORP | $1,274,500 | – | 25,000 | – | 1.04% | – | |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $1,164,800 | – | 8,000 | – | 0.95% | – |
| ESTC | New | ELASTIC N V | $1,154,160 | – | 18,000 | – | 0.94% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQ IN | $1,134,900 | – | 10,000 | – | 0.93% | – |
| VRSK | New | VERISK ANALYTICS INC | $1,130,150 | – | 5,000 | – | 0.92% | – |
| WIRE | New | ENCORE WIRE CORP | $1,115,580 | – | 6,000 | – | 0.91% | – |
| CPB | New | CAMPBELL SOUP CO | $1,097,040 | – | 24,000 | – | 0.90% | – |
| SHLS | New | SHOALS TECHNOLOGIES GROUP INcl a | $1,022,400 | – | 40,000 | – | 0.84% | – |
| IDXX | New | IDEXX LABS INC | $1,004,460 | – | 2,000 | – | 0.82% | – |
| UNM | New | UNUM GROUP | $1,001,700 | – | 21,000 | – | 0.82% | – |
| PSX | New | PHILLIPS 66 | $953,800 | – | 10,000 | – | 0.78% | – |
| CCS | New | CENTURY CMNTYS INC | $919,440 | – | 12,000 | – | 0.75% | – |
| LNG | New | CHENIERE ENERGY INC | $914,160 | – | 6,000 | – | 0.75% | – |
| XYL | New | XYLEM INC | $900,960 | – | 8,000 | – | 0.74% | – |
| PI | New | IMPINJ INC | $896,500 | – | 10,000 | – | 0.73% | – |
| BK | New | BANK NEW YORK MELLON CORP | $890,400 | – | 20,000 | – | 0.73% | – |
| BLL | New | BALL CORP | $873,150 | – | 15,000 | – | 0.71% | – |
| BIIB | New | BIOGEN INC | $854,550 | – | 3,000 | – | 0.70% | – |
| STT | New | STATE STR CORP | $804,980 | – | 11,000 | – | 0.66% | – |
| CVLT | New | COMMVAULT SYS INC | $798,820 | – | 11,000 | – | 0.65% | – |
| PWR | New | QUANTA SVCS INC | $785,800 | – | 4,000 | – | 0.64% | – |
| MTB | New | M & T BK CORP | $742,560 | – | 6,000 | – | 0.61% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $693,440 | – | 8,000 | – | 0.57% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $689,920 | – | 64,000 | – | 0.56% | – |
| HES | New | HESS CORP | $679,750 | – | 5,000 | – | 0.56% | – |
| CNC | New | CENTENE CORP DEL | $674,500 | – | 10,000 | – | 0.55% | – |
| DXCM | New | DEXCOM INC | $642,550 | – | 5,000 | – | 0.52% | – |
| CTVA | New | CORTEVA INC | $630,300 | – | 11,000 | – | 0.52% | – |
| HAL | New | HALLIBURTON CO | $593,820 | – | 18,000 | – | 0.49% | – |
| SNAP | New | SNAP INCcl a | $592,000 | – | 50,000 | – | 0.48% | – |
| AVTR | New | AVANTOR INC | $575,120 | – | 28,000 | – | 0.47% | – |
| GH | New | GUARDANT HEALTH INC | $537,000 | – | 15,000 | – | 0.44% | – |
| WBS | New | WEBSTER FINL CORP | $528,500 | – | 14,000 | – | 0.43% | – |
| New | JACOBS SOLUTIONS INC | $475,560 | – | 4,000 | – | 0.39% | – | |
| ZION | New | ZIONS BANCORPORATION N A | $456,620 | – | 17,000 | – | 0.37% | – |
| TROW | New | PRICE T ROWE GROUP INC | $448,080 | – | 4,000 | – | 0.37% | – |
| STLD | New | STEEL DYNAMICS INC | $435,720 | – | 4,000 | – | 0.36% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $379,880 | – | 2,000 | – | 0.31% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CZR | Exit | CAESARS ENTERTAINMENT INC NE | $0 | – | -8,000 | – | -0.19% | – |
| RMBS | Exit | RAMBUS INC DEL | $0 | – | -15,000 | – | -0.28% | – |
| ALNY | Exit | ALNYLAM PHARMACEUTICALS INC | $0 | – | -2,000 | – | -0.30% | – |
| ROKU | Exit | ROKU INC | $0 | – | -9,000 | – | -0.38% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -2,000 | – | -0.40% | – |
| IFF | Exit | INTERNATIONAL FLAVORS&FRAGRA | $0 | – | -6,000 | – | -0.41% | – |
| AVTR | Exit | AVANTOR INC | $0 | – | -28,000 | – | -0.41% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -3,000 | – | -0.43% | – |
| ZI | Exit | ZOOMINFO TECHNOLOGIES INC | $0 | – | -14,000 | – | -0.44% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -24,000 | – | -0.44% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -4,000 | – | -0.44% | – |
| AMBA | Exit | AMBARELLA INC | $0 | – | -12,000 | – | -0.50% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -16,000 | – | -0.52% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -28,000 | – | -0.56% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -7,000 | – | -0.56% | – |
| NRZ | Exit | RITHM CAPITAL CORP | $0 | – | -105,000 | – | -0.58% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -16,000 | – | -0.60% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -10,000 | – | -0.60% | – |
| HUBS | Exit | HUBSPOT INC | $0 | – | -3,000 | – | -0.60% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -24,000 | – | -0.61% | – |
| ZS | Exit | ZSCALER INC | $0 | – | -5,000 | – | -0.61% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -4,000 | – | -0.64% | – |
| NDSN | Exit | NORDSON CORP | $0 | – | -4,000 | – | -0.64% | – |
| CARR | Exit | CARRIER GLOBAL CORPORATION | $0 | – | -24,000 | – | -0.64% | – |
| SHLS | Exit | SHOALS TECHNOLOGIES GROUP INcl a | $0 | – | -40,000 | – | -0.64% | – |
| PDFS | Exit | PDF SOLUTIONS INC | $0 | – | -37,000 | – | -0.68% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -11,000 | – | -0.70% | – |
| GH | Exit | GUARDANT HEALTH INC | $0 | – | -18,000 | – | -0.72% | – |
| CVLT | Exit | COMMVAULT SYS INC | $0 | – | -19,000 | – | -0.75% | – |
| NEM | Exit | NEWMONT CORP | $0 | – | -25,000 | – | -0.79% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -4,000 | – | -0.79% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -6,000 | – | -0.80% | – |
| GOLD | Exit | BARRICK GOLD CORP | $0 | – | -69,000 | – | -0.80% | – |
| ESTC | Exit | ELASTIC N V | $0 | – | -15,000 | – | -0.80% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -5,000 | – | -0.80% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -14,000 | – | -0.84% | – |
| CTLT | Exit | CATALENT INC | $0 | – | -16,000 | – | -0.87% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -7,000 | – | -0.87% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -35,000 | – | -0.90% | – |
| SGEN | Exit | SEAGEN INC | $0 | – | -9,000 | – | -0.92% | – |
| VTR | Exit | VENTAS INC | $0 | – | -32,000 | – | -0.96% | – |
| MLM | Exit | MARTIN MARIETTA MATLS INC | $0 | – | -4,000 | – | -0.96% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -21,000 | – | -0.98% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWAR | $0 | – | -12,000 | – | -0.98% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -23,000 | – | -0.98% | – |
| LAC | Exit | LITHIUM AMERS CORP NEW | $0 | – | -51,000 | – | -1.00% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -13,000 | – | -1.02% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -11,000 | – | -1.02% | – |
| XYL | Exit | XYLEM INC | $0 | – | -16,000 | – | -1.04% | – |
| AVAV | Exit | AEROVIRONMENT INC | $0 | – | -17,000 | – | -1.06% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -20,000 | – | -1.06% | – |
| SPLK | Exit | SPLUNK INC | $0 | – | -19,000 | – | -1.07% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -12,000 | – | -1.07% | – |
| Exit | JACOBS SOLUTIONS INC | $0 | – | -14,000 | – | -1.14% | – | |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -9,000 | – | -1.15% | – |
| Exit | WOLFSPEED INC | $0 | – | -15,000 | – | -1.16% | – | |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -20,000 | – | -1.16% | – |
| KR | Exit | KROGER CO | $0 | – | -36,000 | – | -1.18% | – |
| IQV | Exit | IQVIA HLDGS INC | $0 | – | -9,000 | – | -1.22% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -5,500 | – | -1.26% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -11,000 | – | -1.34% | – |
| WY | Exit | WEYERHAEUSER CO MTN BE | $0 | – | -65,000 | – | -1.39% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -4,000 | – | -1.41% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -22,000 | – | -1.41% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -9,000 | – | -1.47% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -12,234 | – | -1.50% | – |
| MAT | Exit | MATTEL INC | $0 | – | -106,000 | – | -1.50% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -184,000 | – | -1.54% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -10,000 | – | -1.62% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -46,000 | – | -1.62% | – |
| HES | Exit | HESS CORP | $0 | – | -20,000 | – | -1.63% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -14,400 | – | -1.64% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -22,000 | – | -1.66% | – |
| K | Exit | KELLOGG CO | $0 | – | -32,000 | – | -1.67% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -67,000 | – | -1.67% | – |
| OXY | Exit | OCCIDENTAL PETE CORP | $0 | – | -37,000 | – | -1.70% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -80,000 | – | -1.78% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -18,000 | – | -1.83% | – |
| ETSY | Exit | ETSY INC | $0 | – | -25,000 | – | -1.87% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -45,000 | – | -1.96% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -71,000 | – | -1.96% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -30,000 | – | -2.00% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -211,000 | – | -2.08% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -16,000 | – | -2.11% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -41,000 | – | -2.12% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -29,000 | – | -2.27% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -9,000 | – | -2.29% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -13,000 | – | -2.29% | – |
| ANET | Exit | ARISTA NETWORKS INC | $0 | – | -28,000 | – | -2.36% | – |
| MET | Exit | METLIFE INC | $0 | – | -53,000 | – | -2.41% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MET | Sell | METLIFE INC | $3,221,000 | -24.6% | 53,000 | -22.1% | 2.41% | -20.6% |
| ANET | Sell | ARISTA NETWORKS INC | $3,161,000 | +12.4% | 28,000 | -6.7% | 2.36% | +18.3% |
| NFLX | Sell | NETFLIX INC | $3,061,000 | +3.0% | 13,000 | -23.5% | 2.29% | +8.3% |
| MCK | Buy | MCKESSON CORP | $3,059,000 | +17.2% | 9,000 | +12.5% | 2.29% | +23.3% |
| DKS | Buy | DICKS SPORTING GOODS INC | $3,035,000 | +54.8% | 29,000 | +11.5% | 2.27% | +62.9% |
| D | Buy | DOMINION ENERGY INC | $2,834,000 | -4.0% | 41,000 | +10.8% | 2.12% | +1.0% |
| MTB | Buy | M & T BK CORP | $2,821,000 | +26.4% | 16,000 | +14.3% | 2.11% | +33.0% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $2,781,000 | +22.3% | 211,000 | +11.6% | 2.08% | +28.7% |
| WEC | Sell | WEC ENERGY GROUP INC | $2,683,000 | -16.7% | 30,000 | -6.2% | 2.00% | -12.3% |
| FE | New | FIRSTENERGY CORP | $2,627,000 | – | 71,000 | – | 1.96% | – |
| CMS | Sell | CMS ENERGY CORP | $2,621,000 | -15.6% | 45,000 | -2.2% | 1.96% | -11.2% |
| OXY | Sell | OCCIDENTAL PETE CORP | $2,274,000 | -8.0% | 37,000 | -11.9% | 1.70% | -3.2% |
| KHC | Buy | KRAFT HEINZ CO | $2,234,000 | +2.8% | 67,000 | +17.5% | 1.67% | +8.2% |
| K | Buy | KELLOGG CO | $2,229,000 | +4.2% | 32,000 | +6.7% | 1.67% | +9.6% |
| ETR | Sell | ENTERGY CORP NEW | $2,214,000 | -14.6% | 22,000 | -4.3% | 1.66% | -10.1% |
| WDAY | Sell | WORKDAY INCcl a | $2,192,000 | -9.8% | 14,400 | -17.2% | 1.64% | -5.0% |
| HES | Sell | HESS CORP | $2,180,000 | -17.7% | 20,000 | -20.0% | 1.63% | -13.4% |
| CPB | Buy | CAMPBELL SOUP CO | $2,168,000 | +4.9% | 46,000 | +7.0% | 1.62% | +10.4% |
| F | Sell | FORD MTR CO DEL | $2,061,000 | -15.8% | 184,000 | -16.4% | 1.54% | -11.5% |
| PANW | Buy | PALO ALTO NETWORKS INC | $2,004,000 | -0.5% | 12,234 | +200.0% | 1.50% | +4.7% |
| NOC | New | NORTHROP GRUMMAN CORP | $1,881,000 | – | 4,000 | – | 1.41% | – |
| WY | Sell | WEYERHAEUSER CO MTN BE | $1,856,000 | -41.0% | 65,000 | -31.6% | 1.39% | -37.9% |
| CDNS | Sell | CADENCE DESIGN SYSTEM INC | $1,798,000 | -0.1% | 11,000 | -8.3% | 1.34% | +5.1% |
| SNPS | Sell | SYNOPSYS INC | $1,680,000 | -44.7% | 5,500 | -45.0% | 1.26% | -41.8% |
| IQV | Buy | IQVIA HLDGS INC | $1,630,000 | +25.2% | 9,000 | +50.0% | 1.22% | +31.7% |
| KR | Buy | KROGER CO | $1,575,000 | +23.2% | 36,000 | +33.3% | 1.18% | +29.6% |
| CNC | New | CENTENE CORP DEL | $1,556,000 | – | 20,000 | – | 1.16% | – |
| Sell | WOLFSPEED INC | $1,550,000 | +11.0% | 15,000 | -31.8% | 1.16% | +16.8% | |
| New | JACOBS SOLUTIONS INC | $1,519,000 | – | 14,000 | – | 1.14% | – | |
| SPLK | Sell | SPLUNK INC | $1,429,000 | -40.2% | 19,000 | -29.6% | 1.07% | -37.0% |
| STLD | Sell | STEEL DYNAMICS INC | $1,419,000 | -10.6% | 20,000 | -16.7% | 1.06% | -5.9% |
| ALL | New | ALLSTATE CORP | $1,370,000 | – | 11,000 | – | 1.02% | – |
| ZBH | Sell | ZIMMER BIOMET HOLDINGS INC | $1,359,000 | -50.3% | 13,000 | -50.0% | 1.02% | -47.7% |
| LAC | Buy | LITHIUM AMERS CORP NEW | $1,338,000 | +291.2% | 51,000 | +200.0% | 1.00% | +311.5% |
| CTVA | Buy | CORTEVA INC | $1,314,000 | +42.8% | 23,000 | +35.3% | 0.98% | +50.4% |
| ON | Buy | ON SEMICONDUCTOR CORP | $1,309,000 | +62.6% | 21,000 | +31.2% | 0.98% | +71.0% |
| SGEN | Buy | SEAGEN INC | $1,231,000 | -0.6% | 9,000 | +28.6% | 0.92% | +4.5% |
| CFG | New | CITIZENS FINL GROUP INC | $1,203,000 | – | 35,000 | – | 0.90% | – |
| LNG | Buy | CHENIERE ENERGY INC | $1,161,000 | +74.6% | 7,000 | +40.0% | 0.87% | +83.9% |
| ESTC | Sell | ELASTIC N V | $1,076,000 | -20.5% | 15,000 | -25.0% | 0.80% | -16.3% |
| NEM | New | NEWMONT CORP | $1,051,000 | – | 25,000 | – | 0.79% | – |
| CVLT | Sell | COMMVAULT SYS INC | $1,008,000 | -27.2% | 19,000 | -13.6% | 0.75% | -23.4% |
| SHLS | New | SHOALS TECHNOLOGIES GROUP INcl a | $862,000 | – | 40,000 | – | 0.64% | – |
| GD | New | GENERAL DYNAMICS CORP | $849,000 | – | 4,000 | – | 0.64% | – |
| NDSN | Sell | NORDSON CORP | $849,000 | -23.7% | 4,000 | -27.3% | 0.64% | -19.7% |
| ZS | New | ZSCALER INC | $822,000 | – | 5,000 | – | 0.61% | – |
| HUBS | Sell | HUBSPOT INC | $810,000 | -46.1% | 3,000 | -40.0% | 0.60% | -43.4% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $805,000 | -30.8% | 10,000 | -33.3% | 0.60% | -27.2% |
| MU | Sell | MICRON TECHNOLOGY INC | $802,000 | -71.6% | 16,000 | -68.6% | 0.60% | -70.1% |
| CCJ | Buy | CAMECO CORP | $742,000 | +152.4% | 28,000 | +100.0% | 0.56% | +165.6% |
| TWTR | Sell | TWITTER INC | $701,000 | -14.8% | 16,000 | -27.3% | 0.52% | -10.4% |
| AMBA | New | AMBARELLA INC | $674,000 | – | 12,000 | – | 0.50% | – |
| FDX | New | FEDEX CORP | $594,000 | – | 4,000 | – | 0.44% | – |
| HAL | Buy | HALLIBURTON CO | $591,000 | -14.3% | 24,000 | +9.1% | 0.44% | -9.8% |
| ZI | Sell | ZOOMINFO TECHNOLOGIES INC | $583,000 | -2.5% | 14,000 | -22.2% | 0.44% | +2.6% |
| ILMN | Sell | ILLUMINA INC | $572,000 | -22.4% | 3,000 | -25.0% | 0.43% | -18.2% |
| AVTR | Sell | AVANTOR INC | $549,000 | -63.2% | 28,000 | -41.7% | 0.41% | -61.3% |
| BIIB | New | BIOGEN INC | $534,000 | – | 2,000 | – | 0.40% | – |
| ROKU | Sell | ROKU INC | $508,000 | -63.6% | 9,000 | -47.1% | 0.38% | -61.7% |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $400,000 | – | 2,000 | – | 0.30% | – |
| RMBS | Sell | RAMBUS INC DEL | $381,000 | -40.9% | 15,000 | -50.0% | 0.28% | -37.8% |
| CZR | Sell | CAESARS ENTERTAINMENT INC NE | $258,000 | -84.0% | 8,000 | -81.0% | 0.19% | -83.1% |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -7,000 | – | -0.24% | – |
| HZNP | Exit | HORIZON THERAPEUTICS PUB L | $0 | – | -5,000 | – | -0.28% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -17,000 | – | -0.40% | – |
| AQUA | Exit | EVOQUA WATER TECHNOLOGIES CO | $0 | – | -18,000 | – | -0.42% | – |
| CWK | Exit | CUSHMAN WAKEFIELD PLC | $0 | – | -50,000 | – | -0.54% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -11,000 | – | -0.64% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -32,000 | – | -0.82% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -4,000 | – | -1.06% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -16,000 | – | -1.08% | – |
| J | Exit | JACOBS ENGR GROUP INC | $0 | – | -12,000 | – | -1.08% | – |
| EXC | Exit | EXELON CORP | $0 | – | -34,000 | – | -1.10% | – |
| NI | Exit | NISOURCE INC | $0 | – | -66,000 | – | -1.38% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MET | New | METLIFE INC | $4,270,000 | – | 68,000 | – | 3.03% | – |
| WEC | New | WEC ENERGY GROUP INC | $3,220,000 | – | 32,000 | – | 2.29% | – |
| WY | New | WEYERHAEUSER CO MTN BE | $3,146,000 | – | 95,000 | – | 2.24% | – |
| CMS | New | CMS ENERGY CORP | $3,105,000 | – | 46,000 | – | 2.21% | – |
| SNPS | New | SYNOPSYS INC | $3,037,000 | – | 10,000 | – | 2.16% | – |
| NFLX | New | NETFLIX INC | $2,973,000 | – | 17,000 | – | 2.11% | – |
| D | New | DOMINION ENERGY INC | $2,953,000 | – | 37,000 | – | 2.10% | – |
| MU | New | MICRON TECHNOLOGY INC | $2,819,000 | – | 51,000 | – | 2.00% | – |
| ANET | New | ARISTA NETWORKS INC | $2,812,000 | – | 30,000 | – | 2.00% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $2,732,000 | – | 26,000 | – | 1.94% | – |
| HES | New | HESS CORP | $2,649,000 | – | 25,000 | – | 1.88% | – |
| MCK | New | MCKESSON CORP | $2,610,000 | – | 8,000 | – | 1.85% | – |
| ETR | New | ENTERGY CORP NEW | $2,591,000 | – | 23,000 | – | 1.84% | – |
| OXY | New | OCCIDENTAL PETE CORP | $2,473,000 | – | 42,000 | – | 1.76% | – |
| F | New | FORD MTR CO DEL | $2,449,000 | – | 220,000 | – | 1.74% | – |
| WDAY | New | WORKDAY INCcl a | $2,429,000 | – | 17,400 | – | 1.72% | – |
| SPLK | New | SPLUNK INC | $2,388,000 | – | 27,000 | – | 1.70% | – |
| VICI | New | VICI PPTYS INC | $2,383,000 | – | 80,000 | – | 1.69% | – |
| MAT | New | MATTEL INC | $2,367,000 | – | 106,000 | – | 1.68% | – |
| RSG | New | REPUBLIC SVCS INC | $2,356,000 | – | 18,000 | – | 1.67% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $2,274,000 | – | 189,000 | – | 1.62% | – |
| PXD | New | PIONEER NAT RES CO | $2,231,000 | – | 10,000 | – | 1.58% | – |
| MTB | New | M & T BK CORP | $2,231,000 | – | 14,000 | – | 1.58% | – |
| KHC | New | KRAFT HEINZ CO | $2,174,000 | – | 57,000 | – | 1.54% | – |
| K | New | KELLOGG CO | $2,140,000 | – | 30,000 | – | 1.52% | – |
| PRU | New | PRUDENTIAL FINL INC | $2,105,000 | – | 22,000 | – | 1.50% | – |
| CPB | New | CAMPBELL SOUP CO | $2,066,000 | – | 43,000 | – | 1.47% | – |
| PANW | New | PALO ALTO NETWORKS INC | $2,014,000 | – | 4,078 | – | 1.43% | – |
| DKS | New | DICKS SPORTING GOODS INC | $1,960,000 | – | 26,000 | – | 1.39% | – |
| NI | New | NISOURCE INC | $1,946,000 | – | 66,000 | – | 1.38% | – |
| ETSY | New | ETSY INC | $1,830,000 | – | 25,000 | – | 1.30% | – |
| CDNS | New | CADENCE DESIGN SYSTEM INC | $1,800,000 | – | 12,000 | – | 1.28% | – |
| CTLT | New | CATALENT INC | $1,717,000 | – | 16,000 | – | 1.22% | – |
| LPLA | New | LPL FINL HLDGS INC | $1,660,000 | – | 9,000 | – | 1.18% | – |
| VTR | New | VENTAS INC | $1,646,000 | – | 32,000 | – | 1.17% | – |
| CZR | New | CAESARS ENTERTAINMENT INC NE | $1,609,000 | – | 42,000 | – | 1.14% | – |
| STLD | New | STEEL DYNAMICS INC | $1,588,000 | – | 24,000 | – | 1.13% | – |
| VRSK | New | VERISK ANALYTICS INC | $1,558,000 | – | 9,000 | – | 1.11% | – |
| EXC | New | EXELON CORP | $1,541,000 | – | 34,000 | – | 1.10% | – |
| J | New | JACOBS ENGR GROUP INC | $1,526,000 | – | 12,000 | – | 1.08% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $1,519,000 | – | 16,000 | – | 1.08% | – |
| HUBS | New | HUBSPOT INC | $1,503,000 | – | 5,000 | – | 1.07% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $1,500,000 | – | 4,000 | – | 1.06% | – |
| AVTR | New | AVANTOR INC | $1,493,000 | – | 48,000 | – | 1.06% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWAR | $1,470,000 | – | 12,000 | – | 1.04% | – |
| AVAV | New | AEROVIRONMENT INC | $1,397,000 | – | 17,000 | – | 0.99% | – |
| ROKU | New | ROKU INC | $1,396,000 | – | 17,000 | – | 0.99% | – |
| New | WOLFSPEED INC | $1,396,000 | – | 22,000 | – | 0.99% | – | |
| CVLT | New | COMMVAULT SYS INC | $1,384,000 | – | 22,000 | – | 0.98% | – |
| ESTC | New | ELASTIC N V | $1,353,000 | – | 20,000 | – | 0.96% | – |
| IQV | New | IQVIA HLDGS INC | $1,302,000 | – | 6,000 | – | 0.92% | – |
| WCC | New | WESCO INTL INC | $1,285,000 | – | 12,000 | – | 0.91% | – |
| KR | New | KROGER CO | $1,278,000 | – | 27,000 | – | 0.91% | – |
| GNRC | New | GENERAC HLDGS INC | $1,263,000 | – | 6,000 | – | 0.90% | – |
| XYL | New | XYLEM INC | $1,251,000 | – | 16,000 | – | 0.89% | – |
| SGEN | New | SEAGEN INC | $1,239,000 | – | 7,000 | – | 0.88% | – |
| GOLD | New | BARRICK GOLD CORP | $1,221,000 | – | 69,000 | – | 0.87% | – |
| MLM | New | MARTIN MARIETTA MATLS INC | $1,197,000 | – | 4,000 | – | 0.85% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $1,164,000 | – | 15,000 | – | 0.83% | – |
| LUV | New | SOUTHWEST AIRLS CO | $1,156,000 | – | 32,000 | – | 0.82% | – |
| NDSN | New | NORDSON CORP | $1,113,000 | – | 5,500 | – | 0.79% | – |
| DXCM | New | DEXCOM INC | $1,043,000 | – | 14,000 | – | 0.74% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $997,000 | – | 5,000 | – | 0.71% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $979,000 | – | 105,000 | – | 0.70% | – |
| CTVA | New | CORTEVA INC | $920,000 | – | 17,000 | – | 0.65% | – |
| BMRN | New | BIOMARIN PHARMACEUTICAL INC | $912,000 | – | 11,000 | – | 0.65% | – |
| PSX | New | PHILLIPS 66 | $902,000 | – | 11,000 | – | 0.64% | – |
| CARR | New | CARRIER GLOBAL CORPORATION | $856,000 | – | 24,000 | – | 0.61% | – |
| BKU | New | BANKUNITED INC | $854,000 | – | 24,000 | – | 0.61% | – |
| ALB | New | ALBEMARLE CORP | $836,000 | – | 4,000 | – | 0.59% | – |
| TWTR | New | TWITTER INC | $823,000 | – | 22,000 | – | 0.58% | – |
| ON | New | ON SEMICONDUCTOR CORP | $805,000 | – | 16,000 | – | 0.57% | – |
| PDFS | New | PDF SOLUTIONS INC | $796,000 | – | 37,000 | – | 0.56% | – |
| CWK | New | CUSHMAN WAKEFIELD PLC | $762,000 | – | 50,000 | – | 0.54% | – |
| VLO | New | VALERO ENERGY CORP | $744,000 | – | 7,000 | – | 0.53% | – |
| ILMN | New | ILLUMINA INC | $737,000 | – | 4,000 | – | 0.52% | – |
| GH | New | GUARDANT HEALTH INC | $726,000 | – | 18,000 | – | 0.52% | – |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $715,000 | – | 6,000 | – | 0.51% | – |
| HAL | New | HALLIBURTON CO | $690,000 | – | 22,000 | – | 0.49% | – |
| LNG | New | CHENIERE ENERGY INC | $665,000 | – | 5,000 | – | 0.47% | – |
| RMBS | New | RAMBUS INC DEL | $645,000 | – | 30,000 | – | 0.46% | – |
| ZI | New | ZOOMINFO TECHNOLOGIES INC | $598,000 | – | 18,000 | – | 0.42% | – |
| AQUA | New | EVOQUA WATER TECHNOLOGIES CO | $585,000 | – | 18,000 | – | 0.42% | – |
| ALLY | New | ALLY FINL INC | $570,000 | – | 17,000 | – | 0.40% | – |
| HZNP | New | HORIZON THERAPEUTICS PUB L | $399,000 | – | 5,000 | – | 0.28% | – |
| LAC | New | LITHIUM AMERS CORP NEW | $342,000 | – | 17,000 | – | 0.24% | – |
| MOS | New | MOSAIC CO NEW | $331,000 | – | 7,000 | – | 0.24% | – |
| CCJ | New | CAMECO CORP | $294,000 | – | 14,000 | – | 0.21% | – |