Q4 2016
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | N/An/a | $0 | – | 0 | – | 0.00% | – | |
| ELGX | Exit | ENDOLOGIX INC | $0 | – | -10,000 | – | -0.05% | – |
| ENTL | Exit | ENTELLUS MED INC | $0 | – | -10,000 | – | -0.08% | – |
| LGF | Exit | LIONS GATE ENTMNT CORP | $0 | – | -10,000 | – | -0.09% | – |
| KTWO | Exit | K2M GROUP HLDGS INC | $0 | – | -15,000 | – | -0.10% | – |
| WDC | Exit | WESTERN DIGITAL CORPcall | $0 | – | -5,000 | – | -0.10% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -1,000 | – | -0.10% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -7,500 | – | -0.12% | – |
| PMC | Exit | PHARMERICA CORP | $0 | – | -13,000 | – | -0.14% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -5,000 | – | -0.16% | – |
| DK | Exit | DELEK US HLDGS INC | $0 | – | -30,000 | – | -0.17% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -5,050 | – | -0.17% | – |
| RACE | Exit | FERRARI N V | $0 | – | -10,000 | – | -0.18% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -3,000 | – | -0.18% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -7,400 | – | -0.19% | – |
| AACH | Exit | AAC HLDGS INC | $0 | – | -18,700 | – | -0.19% | – |
| MSGS | Exit | MADISON SQUARE GARDEN CO NEWcl a | $0 | – | -2,500 | – | -0.19% | – |
| RSPP | Exit | RSP PERMIAN INC | $0 | – | -12,450 | – | -0.19% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -14,800 | – | -0.19% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -17,300 | – | -0.21% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -4,200 | – | -0.22% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -20,000 | – | -0.23% | – |
| TUMI | Exit | TUMI HLDGS INCput | $0 | – | -20,000 | – | -0.23% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -13,400 | – | -0.25% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -4,000 | – | -0.26% | – |
| TMH | Exit | TEAM HEALTH HOLDINGS INC | $0 | – | -15,000 | – | -0.27% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -5,000 | – | -0.27% | – |
| COO | Exit | COOPER COS INC | $0 | – | -3,600 | – | -0.27% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -2,800 | – | -0.27% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -10,000 | – | -0.28% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -48,300 | – | -0.29% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -3,000 | – | -0.30% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -12,000 | – | -0.33% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -10,500 | – | -0.35% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -7,500 | – | -0.35% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -23,000 | – | -0.36% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -58,000 | – | -0.38% | – |
| ASEI | Exit | AMERICAN SCIENCE & ENGR INC | $0 | – | -23,547 | – | -0.38% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -19,500 | – | -0.40% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -7,000 | – | -0.41% | – |
| HDS | Exit | HD SUPPLY HLDGS INC | $0 | – | -26,975 | – | -0.41% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -12,000 | – | -0.41% | – |
| VAL | Exit | VALSPAR CORP | $0 | – | -9,000 | – | -0.42% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -10,000 | – | -0.43% | – |
| TUMI | Exit | TUMI HLDGS INC | $0 | – | -37,500 | – | -0.44% | – |
| MON | Exit | MONSANTO CO NEW | $0 | – | -10,000 | – | -0.45% | – |
| MON | Exit | MONSANTO CO NEWcall | $0 | – | -10,000 | – | -0.45% | – |
| MKTO | Exit | MARKETO INCcall | $0 | – | -30,000 | – | -0.46% | – |
| VAL | Exit | VALSPAR CORPcall | $0 | – | -10,000 | – | -0.47% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -8,400 | – | -0.50% | – |
| YHOO | Exit | YAHOO INC | $0 | – | -30,500 | – | -0.50% | – |
| HLS | Exit | HEALTHSOUTH CORP | $0 | – | -30,000 | – | -0.51% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -15,000 | – | -0.52% | – |
| CKEC | Exit | CARMIKE CINEMAS INCcall | $0 | – | -40,000 | – | -0.52% | – |
| TSO | Exit | TESORO CORP | $0 | – | -16,150 | – | -0.53% | – |
| FDC | Exit | FIRST DATA CORP NEW | $0 | – | -113,240 | – | -0.55% | – |
| IOC | Exit | INTEROIL CORP | $0 | – | -27,950 | – | -0.55% | – |
| CRL | Exit | CHARLES RIV LABS INTL INC | $0 | – | -16,640 | – | -0.60% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -53,000 | – | -0.63% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -12,400 | – | -0.63% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -36,000 | – | -0.66% | – |
| DHR | Exit | DANAHER CORP DEL | $0 | – | -14,975 | – | -0.66% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -46,500 | – | -0.74% | – |
| AXLL | Exit | AXIALL CORP | $0 | – | -53,000 | – | -0.75% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -45,000 | – | -0.77% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -17,500 | – | -0.77% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -36,840 | – | -0.80% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -42,000 | – | -0.83% | – |
| PVTB | Exit | PRIVATEBANCORP INC | $0 | – | -45,000 | – | -0.86% | – |
| ELRC | Exit | ELECTRO RENT CORP | $0 | – | -140,171 | – | -0.94% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -16,800 | – | -0.95% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -66,000 | – | -1.00% | – |
| ASGN | Exit | ON ASSIGNMENT INC | $0 | – | -66,000 | – | -1.06% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -13,000 | – | -1.11% | – |
| CKEC | Exit | CARMIKE CINEMAS INC | $0 | – | -86,000 | – | -1.13% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -4,000 | – | -1.25% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -8,500 | – | -1.29% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -20,000 | – | -1.33% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -18,000 | – | -1.44% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -5,000 | – | -1.53% | – |
| TWX | Exit | TIME WARNER INCcall | $0 | – | -50,000 | – | -1.60% | – |
| DWRE | Exit | DEMANDWARE INCcall | $0 | – | -50,000 | – | -1.63% | – |
| AAPL | Exit | APPLE INC | $0 | – | -40,000 | – | -1.67% | – |
| MDVN | Exit | MEDIVATION INC | $0 | – | -65,600 | – | -1.72% | – |
| STJ | Exit | ST JUDE MED INC | $0 | – | -54,000 | – | -1.84% | – |
| ITC | Exit | ITC HLDGS CORP | $0 | – | -90,000 | – | -1.84% | – |
| MEG | Exit | MEDIA GEN INC NEW | $0 | – | -249,903 | – | -1.87% | – |
| FEIC | Exit | FEI CO | $0 | – | -49,401 | – | -2.30% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -32,000 | – | -2.64% | – |
| DWRE | Exit | DEMANDWARE INC | $0 | – | -92,700 | – | -3.03% | – |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -450,000 | – | -41.09% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRcall | $94,289,000 | – | 450,000 | – | 41.09% | – |
| DWRE | New | DEMANDWARE INC | $6,943,000 | – | 92,700 | – | 3.03% | – |
| LNKD | New | LINKEDIN CORP | $6,056,000 | – | 32,000 | – | 2.64% | – |
| FEIC | New | FEI CO | $5,280,000 | – | 49,401 | – | 2.30% | – |
| MEG | New | MEDIA GEN INC NEW | $4,296,000 | – | 249,903 | – | 1.87% | – |
| STJ | New | ST JUDE MED INC | $4,212,000 | – | 54,000 | – | 1.84% | – |
| ITC | New | ITC HLDGS CORP | $4,214,000 | – | 90,000 | – | 1.84% | – |
| MDVN | New | MEDIVATION INC | $3,956,000 | – | 65,600 | – | 1.72% | – |
| AAPL | New | APPLE INC | $3,824,000 | – | 40,000 | – | 1.67% | – |
| DWRE | New | DEMANDWARE INCcall | $3,745,000 | – | 50,000 | – | 1.63% | – |
| TWX | New | TIME WARNER INCcall | $3,677,000 | – | 50,000 | – | 1.60% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $3,518,000 | – | 5,000 | – | 1.53% | – |
| SHPG | New | SHIRE PLCsponsored adr | $3,313,000 | – | 18,000 | – | 1.44% | – |
| AMGN | New | AMGEN INC | $3,043,000 | – | 20,000 | – | 1.33% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $2,968,000 | – | 8,500 | – | 1.29% | – |
| AMZN | New | AMAZON COM INC | $2,862,000 | – | 4,000 | – | 1.25% | – |
| CKEC | New | CARMIKE CINEMAS INC | $2,590,000 | – | 86,000 | – | 1.13% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $2,547,000 | – | 13,000 | – | 1.11% | – |
| ASGN | New | ON ASSIGNMENT INC | $2,439,000 | – | 66,000 | – | 1.06% | – |
| HOLX | New | HOLOGIC INC | $2,284,000 | – | 66,000 | – | 1.00% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $2,189,000 | – | 16,800 | – | 0.95% | – |
| ELRC | New | ELECTRO RENT CORP | $2,160,000 | – | 140,171 | – | 0.94% | – |
| PVTB | New | PRIVATEBANCORP INC | $1,981,000 | – | 45,000 | – | 0.86% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $1,910,000 | – | 42,000 | – | 0.83% | – |
| MOH | New | MOLINA HEALTHCARE INC | $1,838,000 | – | 36,840 | – | 0.80% | – |
| ABT | New | ABBOTT LABS | $1,769,000 | – | 45,000 | – | 0.77% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $1,770,000 | – | 17,500 | – | 0.77% | – |
| AXLL | New | AXIALL CORP | $1,728,000 | – | 53,000 | – | 0.75% | – |
| DVN | New | DEVON ENERGY CORP NEW | $1,686,000 | – | 46,500 | – | 0.74% | – |
| DHR | New | DANAHER CORP DEL | $1,512,000 | – | 14,975 | – | 0.66% | – |
| PRAH | New | PRA HEALTH SCIENCES INC | $1,503,000 | – | 36,000 | – | 0.66% | – |
| HON | New | HONEYWELL INTL INC | $1,442,000 | – | 12,400 | – | 0.63% | – |
| EMC | New | E M C CORP MASS | $1,440,000 | – | 53,000 | – | 0.63% | – |
| CRL | New | CHARLES RIV LABS INTL INC | $1,372,000 | – | 16,640 | – | 0.60% | – |
| IOC | New | INTEROIL CORP | $1,258,000 | – | 27,950 | – | 0.55% | – |
| FDC | New | FIRST DATA CORP NEW | $1,254,000 | – | 113,240 | – | 0.55% | – |
| TSO | New | TESORO CORP | $1,210,000 | – | 16,150 | – | 0.53% | – |
| CKEC | New | CARMIKE CINEMAS INCcall | $1,205,000 | – | 40,000 | – | 0.52% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $1,190,000 | – | 15,000 | – | 0.52% | – |
| HLS | New | HEALTHSOUTH CORP | $1,165,000 | – | 30,000 | – | 0.51% | – |
| YHOO | New | YAHOO INC | $1,146,000 | – | 30,500 | – | 0.50% | – |
| RTN | New | RAYTHEON CO | $1,142,000 | – | 8,400 | – | 0.50% | – |
| VAL | New | VALSPAR CORPcall | $1,080,000 | – | 10,000 | – | 0.47% | – |
| MKTO | New | MARKETO INCcall | $1,045,000 | – | 30,000 | – | 0.46% | – |
| MON | New | MONSANTO CO NEW | $1,034,000 | – | 10,000 | – | 0.45% | – |
| MON | New | MONSANTO CO NEWcall | $1,034,000 | – | 10,000 | – | 0.45% | – |
| TUMI | New | TUMI HLDGS INC | $1,003,000 | – | 37,500 | – | 0.44% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $997,000 | – | 10,000 | – | 0.43% | – |
| VAL | New | VALSPAR CORP | $972,000 | – | 9,000 | – | 0.42% | – |
| LLY | New | LILLY ELI & CO | $945,000 | – | 12,000 | – | 0.41% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $939,000 | – | 7,000 | – | 0.41% | – |
| HDS | New | HD SUPPLY HLDGS INC | $939,000 | – | 26,975 | – | 0.41% | – |
| OSK | New | OSHKOSH CORP | $930,000 | – | 19,500 | – | 0.40% | – |
| ASEI | New | AMERICAN SCIENCE & ENGR INC | $881,000 | – | 23,547 | – | 0.38% | – |
| MRO | New | MARATHON OIL CORP | $871,000 | – | 58,000 | – | 0.38% | – |
| BP | New | BP PLCsponsored adr | $817,000 | – | 23,000 | – | 0.36% | – |
| EXP | New | EAGLE MATERIALS INC | $810,000 | – | 10,500 | – | 0.35% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $810,000 | – | 7,500 | – | 0.35% | – |
| IR | New | INGERSOLL-RAND PLC | $764,000 | – | 12,000 | – | 0.33% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $686,000 | – | 3,000 | – | 0.30% | – |
| CVE | New | CENOVUS ENERGY INC | $668,000 | – | 48,300 | – | 0.29% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $652,000 | – | 10,000 | – | 0.28% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $622,000 | – | 2,800 | – | 0.27% | – |
| COO | New | COOPER COS INC | $618,000 | – | 3,600 | – | 0.27% | – |
| PANW | New | PALO ALTO NETWORKS INC | $613,000 | – | 5,000 | – | 0.27% | – |
| TMH | New | TEAM HEALTH HOLDINGS INC | $610,000 | – | 15,000 | – | 0.27% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $591,000 | – | 4,000 | – | 0.26% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC | $576,000 | – | 13,400 | – | 0.25% | – |
| TUMI | New | TUMI HLDGS INCput | $535,000 | – | 20,000 | – | 0.23% | – |
| AR | New | ANTERO RES CORP | $520,000 | – | 20,000 | – | 0.23% | – |
| VMC | New | VULCAN MATLS CO | $506,000 | – | 4,200 | – | 0.22% | – |
| GM | New | GENERAL MTRS CO | $490,000 | – | 17,300 | – | 0.21% | – |
| WY | New | WEYERHAEUSER CO | $441,000 | – | 14,800 | – | 0.19% | – |
| RSPP | New | RSP PERMIAN INC | $434,000 | – | 12,450 | – | 0.19% | – |
| MSGS | New | MADISON SQUARE GARDEN CO NEWcl a | $431,000 | – | 2,500 | – | 0.19% | – |
| AACH | New | AAC HLDGS INC | $427,000 | – | 18,700 | – | 0.19% | – |
| PDCE | New | PDC ENERGY INC | $426,000 | – | 7,400 | – | 0.19% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $424,000 | – | 3,000 | – | 0.18% | – |
| RACE | New | FERRARI N V | $409,000 | – | 10,000 | – | 0.18% | – |
| SLB | New | SCHLUMBERGER LTD | $399,000 | – | 5,050 | – | 0.17% | – |
| DK | New | DELEK US HLDGS INC | $396,000 | – | 30,000 | – | 0.17% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $368,000 | – | 5,000 | – | 0.16% | – |
| PMC | New | PHARMERICA CORP | $321,000 | – | 13,000 | – | 0.14% | – |
| JWN | New | NORDSTROM INC | $285,000 | – | 7,500 | – | 0.12% | – |
| BIIB | New | BIOGEN INC | $242,000 | – | 1,000 | – | 0.10% | – |
| WDC | New | WESTERN DIGITAL CORPcall | $236,000 | – | 5,000 | – | 0.10% | – |
| KTWO | New | K2M GROUP HLDGS INC | $233,000 | – | 15,000 | – | 0.10% | – |
| LGF | New | LIONS GATE ENTMNT CORP | $202,000 | – | 10,000 | – | 0.09% | – |
| ENTL | New | ENTELLUS MED INC | $183,000 | – | 10,000 | – | 0.08% | – |
| ELGX | New | ENDOLOGIX INC | $125,000 | – | 10,000 | – | 0.05% | – |