Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Buy | Microsoft Corporation | $174,388,725 | -1.1% | 552,300 | +6.7% | 7.46% | +1.6% |
| AAPL | Sell | Apple Inc. | $154,157,484 | -16.7% | 900,400 | -5.7% | 6.59% | -14.4% |
| AMZN | Buy | Amazon.com, Inc. | $70,729,568 | +0.8% | 556,400 | +3.4% | 3.02% | +3.6% |
| JPM | Buy | JPMorgan Chase & Co. | $47,822,230 | +5.0% | 329,763 | +5.3% | 2.04% | +7.9% |
| V | Buy | Visa Inc. Class A | $47,235,084 | +1.8% | 205,361 | +5.1% | 2.02% | +4.6% |
| MA | Buy | Mastercard Incorporated Class A | $36,369,084 | +7.3% | 91,862 | +6.6% | 1.56% | +10.3% |
| TSLA | Buy | Tesla, Inc. | $35,155,910 | +2.1% | 140,500 | +6.8% | 1.50% | +5.0% |
| MRK | Buy | Merck & Co., Inc. | $34,251,465 | +32.9% | 332,700 | +49.0% | 1.46% | +36.6% |
| LLY | Sell | Eli Lilly and Company | $34,144,280 | -5.2% | 63,568 | -17.2% | 1.46% | -2.5% |
| BKNG | Sell | Booking Holdings Inc. | $30,222,710 | +6.6% | 9,800 | -6.7% | 1.29% | +9.5% |
| ABC | Buy | Cencora, Inc. | $29,929,011 | +18.2% | 166,300 | +26.4% | 1.28% | +21.3% |
| SPGI | New | S&P Global, Inc. | $28,757,767 | – | 78,700 | – | 1.23% | – |
| XLV | Buy | Health Care Select Sector SPDR Fund | $28,734,768 | +30.8% | 223,200 | +34.9% | 1.23% | +34.4% |
| MCD | New | McDonald's Corporation | $27,634,856 | – | 104,900 | – | 1.18% | – |
| CRM | New | Salesforce, Inc. | $27,517,246 | – | 135,700 | – | 1.18% | – |
| REGN | Buy | Regeneron Pharmaceuticals, Inc. | $26,581,608 | +85.0% | 32,300 | +61.5% | 1.14% | +90.0% |
| AMD | Buy | Advanced Micro Devices, Inc. | $26,465,868 | +118.6% | 257,400 | +142.1% | 1.13% | +124.4% |
| MS | Buy | Morgan Stanley | $26,123,701 | +16.8% | 319,869 | +22.1% | 1.12% | +20.0% |
| AIG | New | American International Group, Inc. | $25,548,960 | – | 421,600 | – | 1.09% | – |
| CB | Buy | Chubb Limited | $25,418,778 | +55.7% | 122,100 | +44.0% | 1.09% | +60.1% |
| TMO | Sell | Thermo Fisher Scientific Inc. | $24,245,543 | -18.8% | 47,900 | -16.3% | 1.04% | -16.6% |
| WFC | Sell | Wells Fargo & Company | $23,282,028 | -27.1% | 569,800 | -23.9% | 1.00% | -25.2% |
| SNPS | New | Synopsys, Inc. | $22,994,397 | – | 50,100 | – | 0.98% | – |
| Buy | Linde plc | $22,750,585 | +18.0% | 61,100 | +20.8% | 0.97% | +21.3% | |
| BDX | Buy | Becton, Dickinson and Company | $22,311,139 | +32.3% | 86,300 | +35.1% | 0.95% | +35.9% |
| ANET | Sell | Arista Networks, Inc. | $22,014,766 | -3.0% | 119,691 | -14.5% | 0.94% | -0.3% |
| RSG | New | Republic Services, Inc. | $21,119,982 | – | 148,200 | – | 0.90% | – |
| UNP | Buy | Union Pacific Corporation | $21,034,979 | +11.0% | 103,300 | +11.6% | 0.90% | +14.1% |
| TDG | Sell | TransDigm Group Incorporated | $20,150,807 | -15.6% | 23,900 | -10.5% | 0.86% | -13.3% |
| PPG | Buy | PPG Industries, Inc. | $13,823,700 | +18.3% | 106,500 | +35.2% | 0.59% | +21.6% |
| SKX | New | Skechers U.S.A., Inc. Class A | $13,750,055 | – | 280,900 | – | 0.59% | – |
| DTE | New | DTE Energy Company | $13,641,072 | – | 137,400 | – | 0.58% | – |
| ALGN | New | Align Technology, Inc. | $11,907,480 | – | 39,000 | – | 0.51% | – |
| GNRC | Buy | Generac Holdings Inc. | $10,100,592 | +141.0% | 92,700 | +229.9% | 0.43% | +148.3% |
| PAYC | New | Paycom Software, Inc. | $8,711,472 | – | 33,600 | – | 0.37% | – |
| QCOM | Sell | QUALCOMM Incorporated | $4,175,856 | -77.0% | 37,600 | -75.4% | 0.18% | -76.3% |
| APD | Exit | Air Products and Chemicals, Inc. | $0 | – | -26,800 | – | -0.33% | – |
| MKTX | Exit | MarketAxess Holdings Inc. | $0 | – | -31,981 | – | -0.35% | – |
| ADP | Exit | Automatic Data Processing, Inc. | $0 | – | -45,500 | – | -0.42% | – |
| LVS | Exit | Las Vegas Sands Corp. | $0 | – | -229,800 | – | -0.56% | – |
| CVS | Exit | CVS Health Corporation | $0 | – | -213,574 | – | -0.61% | – |
| XLK | Exit | Technology Select Sector SPDR Fund | $0 | – | -85,400 | – | -0.62% | – |
| PPL | Exit | PPL Corporation | $0 | – | -576,500 | – | -0.64% | – |
| YUM | Exit | YUM! Brands, Inc. | $0 | – | -113,200 | – | -0.65% | – |
| TROW | Exit | T. Rowe Price Group, Inc. | $0 | – | -143,700 | – | -0.67% | – |
| XLI | Exit | Industrial Select Sector SPDR Fund | $0 | – | -150,500 | – | -0.67% | – |
| ANSS | Exit | ANSYS, Inc. | $0 | – | -52,100 | – | -0.72% | – |
| ALLE | Exit | Allegion plc | $0 | – | -150,000 | – | -0.75% | – |
| SCHW | Exit | Charles Schwab Corp. | $0 | – | -357,500 | – | -0.84% | – |
| TSCO | Exit | Tractor Supply Company | $0 | – | -92,391 | – | -0.85% | – |
| MANH | Exit | Manhattan Associates, Inc. | $0 | – | -111,700 | – | -0.93% | – |
| WLTW | Exit | Willis Towers Watson plc | $0 | – | -96,700 | – | -0.95% | – |
| ABT | Exit | Abbott Laboratories | $0 | – | -265,200 | – | -1.20% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | Apple Inc. | $185,144,365 | – | 954,500 | – | 7.70% | – |
| MSFT | New | Microsoft Corporation | $176,297,558 | – | 517,700 | – | 7.34% | – |
| GOOGL | New | Alphabet Inc. Class A | $87,297,210 | – | 729,300 | – | 3.63% | – |
| NVDA | New | NVIDIA Corporation | $70,390,528 | – | 166,400 | – | 2.93% | – |
| AMZN | New | Amazon.com, Inc. | $70,146,716 | – | 538,100 | – | 2.92% | – |
| V | New | Visa Inc. Class A | $46,394,330 | – | 195,361 | – | 1.93% | – |
| JPM | New | JPMorgan Chase & Co. | $45,531,883 | – | 313,063 | – | 1.89% | – |
| PEO | New | Adams Natural Resources Fund, Inc. | $45,528,635 | – | 2,186,774 | – | 1.89% | – |
| UNH | New | UnitedHealth Group Incorporated | $43,545,984 | – | 90,600 | – | 1.81% | – |
| FB | New | Meta Platforms, Inc. Class A | $40,607,670 | – | 141,500 | – | 1.69% | – |
| PG | New | Procter & Gamble Company | $39,672,271 | – | 261,449 | – | 1.65% | – |
| LLY | New | Eli Lilly and Company | $36,002,657 | – | 76,768 | – | 1.50% | – |
| TSLA | New | Tesla, Inc. | $34,422,755 | – | 131,500 | – | 1.43% | – |
| MA | New | Mastercard Incorporated Class A | $33,887,515 | – | 86,162 | – | 1.41% | – |
| WMT | New | Walmart Inc. | $31,998,862 | – | 203,581 | – | 1.33% | – |
| WFC | New | Wells Fargo & Company | $31,958,784 | – | 748,800 | – | 1.33% | – |
| LRCX | New | Lam Research Corporation | $31,435,854 | – | 48,900 | – | 1.31% | – |
| ACN | New | Accenture plc Class A | $31,203,301 | – | 101,119 | – | 1.30% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $29,844,100 | – | 57,200 | – | 1.24% | – |
| NFLX | New | Netflix, Inc. | $28,949,884 | – | 65,722 | – | 1.20% | – |
| ABT | New | Abbott Laboratories | $28,912,104 | – | 265,200 | – | 1.20% | – |
| BKNG | New | Booking Holdings Inc. | $28,353,465 | – | 10,500 | – | 1.18% | – |
| LMT | New | Lockheed Martin Corporation | $27,259,560 | – | 59,211 | – | 1.13% | – |
| CMCSA | New | Comcast Corporation Class A | $26,862,075 | – | 646,500 | – | 1.12% | – |
| BA | New | Boeing Company | $26,432,375 | – | 125,177 | – | 1.10% | – |
| CSCO | New | Cisco Systems, Inc. | $25,999,350 | – | 502,500 | – | 1.08% | – |
| MRK | New | Merck & Co., Inc. | $25,766,587 | – | 223,300 | – | 1.07% | – |
| ABC | New | AmerisourceBergen Corporation | $25,323,788 | – | 131,600 | – | 1.05% | – |
| DXCM | New | DexCom, Inc. | $25,053,924 | – | 194,957 | – | 1.04% | – |
| BRKB | New | Berkshire Hathaway Inc. Class B | $24,737,163 | – | 72,543 | – | 1.03% | – |
| TDG | New | TransDigm Group Incorporated | $23,874,339 | – | 26,700 | – | 0.99% | – |
| PWR | New | Quanta Services, Inc. | $23,377,550 | – | 119,000 | – | 0.97% | – |
| ORLY | New | O'Reilly Automotive, Inc. | $22,927,200 | – | 24,000 | – | 0.95% | – |
| WLTW | New | Willis Towers Watson plc | $22,772,850 | – | 96,700 | – | 0.95% | – |
| ANET | New | Arista Networks, Inc. | $22,686,941 | – | 139,991 | – | 0.94% | – |
| MS | New | Morgan Stanley | $22,363,613 | – | 261,869 | – | 0.93% | – |
| MANH | New | Manhattan Associates, Inc. | $22,326,596 | – | 111,700 | – | 0.93% | – |
| PM | New | Philip Morris International Inc. | $22,202,205 | – | 227,435 | – | 0.92% | – |
| TJX | New | TJX Companies, Inc. | $22,075,924 | – | 260,360 | – | 0.92% | – |
| XLV | New | Health Care Select Sector SPDR Fund | $21,966,815 | – | 165,500 | – | 0.91% | – |
| INTU | New | Intuit Inc. | $21,809,844 | – | 47,600 | – | 0.91% | – |
| CARR | New | Carrier Global Corporation | $21,674,554 | – | 436,020 | – | 0.90% | – |
| PLD | New | Prologis, Inc. | $21,435,724 | – | 174,800 | – | 0.89% | – |
| TSCO | New | Tractor Supply Company | $20,427,650 | – | 92,391 | – | 0.85% | – |
| SCHW | New | Charles Schwab Corp. | $20,263,100 | – | 357,500 | – | 0.84% | – |
| New | Linde plc | $19,282,648 | – | 50,600 | – | 0.80% | – | |
| UNP | New | Union Pacific Corporation | $18,947,812 | – | 92,600 | – | 0.79% | – |
| MU | New | Micron Technology, Inc. | $18,264,034 | – | 289,400 | – | 0.76% | – |
| QCOM | New | QUALCOMM Incorporated | $18,165,504 | – | 152,600 | – | 0.76% | – |
| HD | New | Home Depot, Inc. | $18,017,120 | – | 58,000 | – | 0.75% | – |
| ALLE | New | Allegion plc | $18,003,000 | – | 150,000 | – | 0.75% | – |
| UBER | New | Uber Technologies, Inc. | $17,505,435 | – | 405,500 | – | 0.73% | – |
| IR | New | Ingersoll Rand Inc. | $17,470,728 | – | 267,300 | – | 0.73% | – |
| IDXX | New | IDEXX Laboratories, Inc. | $17,226,489 | – | 34,300 | – | 0.72% | – |
| VZ | New | Verizon Communications Inc. | $17,211,532 | – | 462,800 | – | 0.72% | – |
| ANSS | New | ANSYS, Inc. | $17,207,067 | – | 52,100 | – | 0.72% | – |
| BDX | New | Becton, Dickinson and Company | $16,870,239 | – | 63,900 | – | 0.70% | – |
| JNJ | New | Johnson & Johnson | $16,750,624 | – | 101,200 | – | 0.70% | – |
| CB | New | Chubb Limited | $16,329,088 | – | 84,800 | – | 0.68% | – |
| XLI | New | Industrial Select Sector SPDR Fund | $16,151,660 | – | 150,500 | – | 0.67% | – |
| TROW | New | T. Rowe Price Group, Inc. | $16,097,274 | – | 143,700 | – | 0.67% | – |
| XOM | New | Exxon Mobil Corporation | $15,891,661 | – | 148,174 | – | 0.66% | – |
| YUM | New | YUM! Brands, Inc. | $15,683,860 | – | 113,200 | – | 0.65% | – |
| AWK | New | American Water Works Company, Inc. | $15,386,023 | – | 107,783 | – | 0.64% | – |
| PPL | New | PPL Corporation | $15,254,190 | – | 576,500 | – | 0.64% | – |
| FANG | New | Diamondback Energy, Inc. | $15,001,312 | – | 114,200 | – | 0.62% | – |
| XLK | New | Technology Select Sector SPDR Fund | $14,847,644 | – | 85,400 | – | 0.62% | – |
| CVS | New | CVS Health Corporation | $14,764,371 | – | 213,574 | – | 0.61% | – |
| PEP | New | PepsiCo, Inc. | $14,595,336 | – | 78,800 | – | 0.61% | – |
| REGN | New | Regeneron Pharmaceuticals, Inc. | $14,370,800 | – | 20,000 | – | 0.60% | – |
| MO | New | Altria Group, Inc. | $14,332,920 | – | 316,400 | – | 0.60% | – |
| DLR | New | Digital Realty Trust, Inc. | $14,006,010 | – | 123,000 | – | 0.58% | – |
| MNST | New | Monster Beverage Corporation | $13,938,850 | – | 242,668 | – | 0.58% | – |
| MPC | New | Marathon Petroleum Corporation | $13,646,514 | – | 117,037 | – | 0.57% | – |
| CNP | New | CenterPoint Energy, Inc. | $13,426,490 | – | 460,600 | – | 0.56% | – |
| LVS | New | Las Vegas Sands Corp. | $13,328,400 | – | 229,800 | – | 0.56% | – |
| PXD | New | Pioneer Natural Resources Company | $13,176,648 | – | 63,600 | – | 0.55% | – |
| ORCL | New | Oracle Corporation | $13,028,446 | – | 109,400 | – | 0.54% | – |
| PSA | New | Public Storage | $12,638,404 | – | 43,300 | – | 0.53% | – |
| CL | New | Colgate-Palmolive Company | $12,210,840 | – | 158,500 | – | 0.51% | – |
| AMD | New | Advanced Micro Devices, Inc. | $12,108,633 | – | 106,300 | – | 0.50% | – |
| AES | New | AES Corporation | $12,075,225 | – | 582,500 | – | 0.50% | – |
| PPG | New | PPG Industries, Inc. | $11,686,040 | – | 78,800 | – | 0.49% | – |
| DD | New | DuPont de Nemours, Inc. | $10,836,448 | – | 151,686 | – | 0.45% | – |
| BAC | New | Bank of America Corp. | $10,551,264 | – | 367,768 | – | 0.44% | – |
| ADP | New | Automatic Data Processing, Inc. | $10,000,445 | – | 45,500 | – | 0.42% | – |
| KO | New | Coca-Cola Company | $9,978,454 | – | 165,700 | – | 0.42% | – |
| VTR | New | Ventas, Inc. | $9,737,620 | – | 206,000 | – | 0.40% | – |
| TECK | New | Teck Resources Limited | $9,657,740 | – | 229,400 | – | 0.40% | – |
| MKTX | New | MarketAxess Holdings Inc. | $8,360,473 | – | 31,981 | – | 0.35% | – |
| APD | New | Air Products and Chemicals, Inc. | $8,027,404 | – | 26,800 | – | 0.33% | – |
| GNRC | New | Generac Holdings Inc. | $4,190,553 | – | 28,100 | – | 0.17% | – |
Q4 2022
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOOGL | Buy | Alphabet Inc. Class A | $79,801,000 | -18.3% | 834,300 | +1762.3% | 3.98% | -14.2% |
| TMO | Buy | Thermo Fisher Scientific Inc. | $38,851,000 | +4.2% | 76,600 | +11.7% | 1.94% | +9.5% |
| TSLA | Buy | Tesla, Inc. | $37,931,000 | +31.9% | 143,000 | +234.9% | 1.89% | +38.6% |
| MA | Buy | Mastercard Incorporated Class A | $34,945,000 | -7.3% | 122,900 | +2.8% | 1.74% | -2.6% |
| XLV | Buy | Health Care Select Sector SPDR Fund | $33,354,000 | +85.0% | 275,400 | +95.9% | 1.66% | +94.2% |
| WFC | Buy | Wells Fargo & Company | $32,767,000 | +17.5% | 814,700 | +14.4% | 1.64% | +23.4% |
| V | Buy | Visa Inc. Class A | $31,497,000 | -6.8% | 177,300 | +3.3% | 1.57% | -2.1% |
| MS | Buy | Morgan Stanley | $25,544,000 | +56.3% | 323,300 | +50.5% | 1.28% | +64.3% |
| ADP | Buy | Automatic Data Processing, Inc. | $24,451,000 | +13.5% | 108,100 | +5.4% | 1.22% | +19.1% |
| TSCO | New | Tractor Supply Company | $22,120,000 | – | 119,000 | – | 1.10% | – |
| ABC | New | AmerisourceBergen Corporation | $21,233,000 | – | 156,900 | – | 1.06% | – |
| ULTA | Sell | Ulta Beauty, Inc. | $20,701,000 | -6.6% | 51,600 | -10.3% | 1.03% | -1.9% |
| QCOM | Buy | QUALCOMM Incorporated | $20,687,000 | +2.8% | 183,100 | +16.3% | 1.03% | +7.9% |
| COST | Sell | Costco Wholesale Corporation | $20,638,000 | -13.9% | 43,700 | -12.6% | 1.03% | -9.6% |
| INCY | Buy | Incyte Corporation | $20,279,000 | +59.1% | 304,300 | +81.3% | 1.01% | +67.0% |
| NVDA | Sell | NVIDIA Corporation | $20,199,000 | -36.1% | 166,400 | -20.2% | 1.01% | -32.9% |
| PWR | Sell | Quanta Services, Inc. | $19,529,000 | -23.7% | 153,300 | -25.0% | 0.98% | -19.9% |
| MPC | Sell | Marathon Petroleum Corporation | $19,479,000 | +9.3% | 196,100 | -9.5% | 0.97% | +14.9% |
| ORLY | Sell | O'Reilly Automotive, Inc. | $19,061,000 | -18.7% | 27,100 | -27.0% | 0.95% | -14.6% |
| LRCX | Buy | Lam Research Corporation | $17,897,000 | -1.4% | 48,900 | +14.8% | 0.89% | +3.5% |
| PLD | Buy | Prologis, Inc. | $17,760,000 | +7.6% | 174,800 | +24.6% | 0.89% | +13.0% |
| LLY | Sell | Eli Lilly and Company | $17,202,000 | -58.6% | 53,200 | -58.5% | 0.86% | -56.6% |
| STZ | Buy | Constellation Brands, Inc. Class A | $17,042,000 | +40.9% | 74,200 | +43.0% | 0.85% | +47.8% |
| SYY | New | Sysco Corporation | $16,539,000 | – | 233,900 | – | 0.82% | – |
| BKNG | Sell | Booking Holdings Inc. | $16,432,000 | -11.4% | 10,000 | -5.7% | 0.82% | -6.9% |
| HD | Buy | Home Depot, Inc. | $16,005,000 | +144.2% | 58,000 | +142.7% | 0.80% | +156.9% |
| AEP | Buy | American Electric Power Company, Inc. | $15,915,000 | +17.2% | 184,100 | +30.0% | 0.79% | +23.1% |
| RTX | Sell | Raytheon Technologies Corporation | $15,742,000 | -36.7% | 192,300 | -25.7% | 0.79% | -33.5% |
| WEC | New | WEC Energy Group Inc. | $15,248,000 | – | 170,500 | – | 0.76% | – |
| PANW | Buy | Palo Alto Networks, Inc. | $15,232,000 | -0.5% | 93,000 | +200.0% | 0.76% | +4.5% |
| EA | Buy | Electronic Arts Inc. | $15,019,000 | +31.8% | 129,800 | +38.5% | 0.75% | +38.2% |
| TAP | Sell | Molson Coors Beverage Company Class B | $14,815,000 | -17.3% | 308,700 | -6.1% | 0.74% | -13.3% |
| PG | Sell | Procter & Gamble Company | $14,601,000 | -35.8% | 115,650 | -26.9% | 0.73% | -32.6% |
| PM | Sell | Philip Morris International Inc. | $14,427,000 | -26.7% | 173,800 | -12.8% | 0.72% | -23.0% |
| CMS | Buy | CMS Energy Corporation | $14,141,000 | +3.0% | 242,800 | +19.4% | 0.71% | +8.3% |
| LIN | Sell | Linde plc | $13,480,000 | -13.2% | 50,000 | -7.4% | 0.67% | -8.8% |
| SBAC | Buy | SBA Communications Corp. Class A | $12,866,000 | +7.5% | 45,200 | +20.9% | 0.64% | +12.8% |
| T | Buy | AT&T Inc. | $12,359,000 | -4.1% | 805,700 | +31.1% | 0.62% | +0.8% |
| WLTW | New | Willis Towers Watson plc | $11,755,000 | – | 58,500 | – | 0.59% | – |
| ABBV | Sell | AbbVie, Inc. | $11,247,000 | -37.7% | 83,800 | -28.9% | 0.56% | -34.5% |
| O | New | Realty Income Corporation | $11,110,000 | – | 190,900 | – | 0.55% | – |
| ADM | New | Archer-Daniels-Midland Company | $10,772,000 | – | 133,900 | – | 0.54% | – |
| TMUS | Buy | T-Mobile US, Inc. | $10,546,000 | +23.4% | 78,600 | +23.8% | 0.53% | +29.6% |
| STLD | Sell | Steel Dynamics, Inc. | $10,373,000 | -5.0% | 146,200 | -11.4% | 0.52% | -0.2% |
| SHW | Sell | Sherwin-Williams Company | $9,419,000 | -17.4% | 46,000 | -9.6% | 0.47% | -13.1% |
| FDX | New | FedEx Corporation | $7,780,000 | – | 52,400 | – | 0.39% | – |
| AMD | New | Advanced Micro Devices, Inc. | $6,735,000 | – | 106,300 | – | 0.34% | – |
| FMC | New | FMC Corporation | $6,342,000 | – | 60,000 | – | 0.32% | – |
| XLI | New | Industrial Select Sector SPDR Fund | $6,039,000 | – | 72,900 | – | 0.30% | – |
| BA | New | Boeing Company | $4,528,000 | – | 37,400 | – | 0.23% | – |
| VZ | Sell | Verizon Communications Inc. | $4,116,000 | -62.3% | 108,400 | -49.7% | 0.20% | -60.5% |
| APD | New | Air Products and Chemicals, Inc. | $3,514,000 | – | 15,100 | – | 0.18% | – |
| LYB | Sell | LyondellBasell Industries N.V. | $3,154,000 | -70.7% | 41,900 | -65.9% | 0.16% | -69.3% |
| LOW | Exit | Lowe's Companies, Inc. | $0 | – | -48,700 | – | -0.40% | – |
| WMT | Exit | Wal-Mart Stores, Inc | $0 | – | -70,300 | – | -0.41% | – |
| NEE | Exit | NextEra Energy, Inc. | $0 | – | -134,700 | – | -0.50% | – |
| TGT | Exit | Target Corp. | $0 | – | -79,900 | – | -0.54% | – |
| XLF | Exit | Financial Select Sector SPDR Fund | $0 | – | -367,600 | – | -0.55% | – |
| MU | Exit | Micron Technology, Inc. | $0 | – | -212,600 | – | -0.56% | – |
| FE | Exit | FirstEnergy Corp. | $0 | – | -323,900 | – | -0.59% | – |
| TFC | Exit | Truist Financial Corporation | $0 | – | -276,400 | – | -0.62% | – |
| TSN | Exit | Tyson Foods, Inc. Class A | $0 | – | -157,100 | – | -0.64% | – |
| EQIX | Exit | Equinix Inc | $0 | – | -24,000 | – | -0.75% | – |
| CAT | Exit | Caterpillar Inc. | $0 | – | -115,100 | – | -0.98% | – |
| ABT | Exit | Abbott Laboratories | $0 | – | -269,400 | – | -1.39% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | Microsoft Corp. | $158,747,000 | – | 618,100 | – | 7.54% | – |
| AAPL | New | Apple Inc. | $134,491,000 | – | 983,700 | – | 6.39% | – |
| GOOGL | New | Alphabet Inc. | $97,631,000 | – | 44,800 | – | 4.64% | – |
| AMZN | New | Amazon.com, Inc. | $58,405,000 | – | 549,900 | – | 2.78% | – |
| UNH | New | Unitedhealth Group Incorporated | $51,003,000 | – | 99,300 | – | 2.42% | – |
| PEO | New | Adams Natural Resources Fund Inc | $42,576,000 | – | 2,186,774 | – | 2.02% | – |
| LLY | New | Eli Lilly and Co | $41,566,000 | – | 128,200 | – | 1.98% | – |
| MA | New | Mastercard Incorporated | $37,700,000 | – | 119,500 | – | 1.79% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $37,269,000 | – | 68,600 | – | 1.77% | – |
| BAC | New | Bank of America Corp | $35,750,000 | – | 1,148,400 | – | 1.70% | – |
| CVS | New | CVS Health Corp. | $35,674,000 | – | 385,000 | – | 1.70% | – |
| V | New | Visa Inc. | $33,806,000 | – | 171,700 | – | 1.61% | – |
| FB | New | Meta Platforms, Inc. | $32,621,000 | – | 202,300 | – | 1.55% | – |
| NVDA | New | NVIDIA Corporation | $31,622,000 | – | 208,600 | – | 1.50% | – |
| ABT | New | Abbott Laboratories | $29,270,000 | – | 269,400 | – | 1.39% | – |
| TSLA | New | Tesla Motors, Inc. | $28,755,000 | – | 42,700 | – | 1.37% | – |
| WFC | New | Wells Fargo & Company | $27,885,000 | – | 711,900 | – | 1.32% | – |
| AIG | New | American Internation al Group, Inc. | $27,119,000 | – | 530,400 | – | 1.29% | – |
| MET | New | MetLife, Inc. | $26,535,000 | – | 422,600 | – | 1.26% | – |
| BRKB | New | Berkshire Hathaway Inc. Class B | $26,374,000 | – | 96,600 | – | 1.25% | – |
| PWR | New | Quanta Services, Inc | $25,607,000 | – | 204,300 | – | 1.22% | – |
| UNP | New | Union Pacific Corp. | $25,359,000 | – | 118,900 | – | 1.20% | – |
| CNC | New | Centene Corporation | $24,918,000 | – | 294,500 | – | 1.18% | – |
| RTX | New | Raytheon Technologie | $24,883,000 | – | 258,900 | – | 1.18% | – |
| GD | New | General Dynamics Corporation | $24,293,000 | – | 109,800 | – | 1.15% | – |
| COST | New | Costco Wholesale Corporation | $23,964,000 | – | 50,000 | – | 1.14% | – |
| ORLY | New | O'Reilly Automotive, Inc. | $23,438,000 | – | 37,100 | – | 1.11% | – |
| SCHW | New | Charles Schwab Corp | $23,137,000 | – | 366,200 | – | 1.10% | – |
| PG | New | The Procter & Gamble Company | $22,755,000 | – | 158,250 | – | 1.08% | – |
| ULTA | New | Ulta Salon, Cosmetic and Fragrance, Inc. | $22,165,000 | – | 57,500 | – | 1.05% | – |
| JNJ | New | Johnson & Johnson | $21,621,000 | – | 121,800 | – | 1.03% | – |
| ADP | New | Automatic Data Processing, Inc. | $21,550,000 | – | 102,600 | – | 1.02% | – |
| CAT | New | Caterpillar Inc. | $20,575,000 | – | 115,100 | – | 0.98% | – |
| PH | New | Parker-Hannifin Corp | $20,275,000 | – | 82,400 | – | 0.96% | – |
| QCOM | New | QUALCOMM Incorporated | $20,119,000 | – | 157,500 | – | 0.96% | – |
| PM | New | Philip Morris International Inc. | $19,689,000 | – | 199,400 | – | 0.94% | – |
| PFE | New | Pfizer Inc. | $19,593,000 | – | 373,700 | – | 0.93% | – |
| COP | New | ConocoPhillips | $19,309,000 | – | 215,000 | – | 0.92% | – |
| TDG | New | TransDigm Group Incorporated | $19,213,000 | – | 35,800 | – | 0.91% | – |
| BKNG | New | Booking Holdings Inc. | $18,539,000 | – | 10,600 | – | 0.88% | – |
| FIS | New | Fidelity National Information Services | $18,362,000 | – | 200,300 | – | 0.87% | – |
| INTU | New | Intuit Inc. | $18,347,000 | – | 47,600 | – | 0.87% | – |
| LRCX | New | Lam Research Corp. | $18,154,000 | – | 42,600 | – | 0.86% | – |
| REGN | New | Regeneron Pharmaceuticals, Inc | $18,089,000 | – | 30,600 | – | 0.86% | – |
| ABBV | New | AbbVie Inc. | $18,042,000 | – | 117,800 | – | 0.86% | – |
| XLV | New | Health Care Select Sector SPDR Fund | $18,031,000 | – | 140,600 | – | 0.86% | – |
| TAP | New | Molson Coors Brewing Company Class B | $17,923,000 | – | 328,800 | – | 0.85% | – |
| MPC | New | Marathon Petroleum Corp. | $17,815,000 | – | 216,700 | – | 0.85% | – |
| PXD | New | Pioneer Natural Resources Company | $17,244,000 | – | 77,300 | – | 0.82% | – |
| WCN | New | Waste Connections, Inc. | $16,648,000 | – | 134,300 | – | 0.79% | – |
| PLD | New | Prologis, Inc. | $16,506,000 | – | 140,300 | – | 0.78% | – |
| MS | New | Morgan Stanley | $16,338,000 | – | 214,800 | – | 0.78% | – |
| EQIX | New | Equinix Inc | $15,768,000 | – | 24,000 | – | 0.75% | – |
| LIN | New | Linde PLC | $15,527,000 | – | 54,000 | – | 0.74% | – |
| PANW | New | Palo Alto Networks, Inc. | $15,312,000 | – | 31,000 | – | 0.73% | – |
| FOXA | New | Twenty-First Century Fox, Inc. Class A | $14,546,000 | – | 452,300 | – | 0.69% | – |
| CNP | New | CenterPoint Energy, Inc. | $14,503,000 | – | 490,300 | – | 0.69% | – |
| JPM | New | JPMorgan Chase & Co. | $14,042,000 | – | 124,700 | – | 0.67% | – |
| ANET | New | Arista Networks, Inc | $13,986,000 | – | 149,200 | – | 0.66% | – |
| YUM | New | YUM! Brands, Inc. | $13,757,000 | – | 121,200 | – | 0.65% | – |
| CMS | New | CMS Energy Corp. | $13,723,000 | – | 203,300 | – | 0.65% | – |
| AEP | New | American Electric Power Company, Inc. | $13,585,000 | – | 141,600 | – | 0.64% | – |
| TSN | New | Tyson Foods, Inc. Class A | $13,520,000 | – | 157,100 | – | 0.64% | – |
| PEP | New | PepsiCo, Inc. | $13,133,000 | – | 78,800 | – | 0.62% | – |
| TFC | New | Truist Financial Corporation | $13,110,000 | – | 276,400 | – | 0.62% | – |
| MAR | New | Marriott International, Inc. | $12,894,000 | – | 94,800 | – | 0.61% | – |
| T | New | AT&T Inc. | $12,882,000 | – | 614,600 | – | 0.61% | – |
| INCY | New | Incyte Corporation | $12,748,000 | – | 167,800 | – | 0.61% | – |
| FE | New | FirstEnergy Corp. | $12,435,000 | – | 323,900 | – | 0.59% | – |
| CPRI | New | Capri Holdings Limited | $12,258,000 | – | 298,900 | – | 0.58% | – |
| STZ | New | Constellation Brands Inc. Class A | $12,096,000 | – | 51,900 | – | 0.58% | – |
| SBAC | New | SBA Communications Corp. | $11,970,000 | – | 37,400 | – | 0.57% | – |
| MU | New | Micron Technology, Inc. | $11,753,000 | – | 212,600 | – | 0.56% | – |
| CSCO | New | Cisco Systems, Inc. | $11,594,000 | – | 271,900 | – | 0.55% | – |
| XLF | New | Financial Select Sector SPDR Fund | $11,561,000 | – | 367,600 | – | 0.55% | – |
| EA | New | Electronic Arts Inc. | $11,399,000 | – | 93,700 | – | 0.54% | – |
| SHW | New | Sherwin-Williams Company | $11,397,000 | – | 50,900 | – | 0.54% | – |
| TGT | New | Target Corp. | $11,284,000 | – | 79,900 | – | 0.54% | – |
| STLD | New | Steel Dynamics, Inc. | $10,921,000 | – | 165,100 | – | 0.52% | – |
| VZ | New | Verizon Communications Inc. | $10,926,000 | – | 215,300 | – | 0.52% | – |
| LYB | New | LyondellBasell Industries N.V. | $10,749,000 | – | 122,900 | – | 0.51% | – |
| INVH | New | Invitation Homes, Inc. | $10,752,000 | – | 302,200 | – | 0.51% | – |
| NEE | New | NextEra Energy, Inc. | $10,434,000 | – | 134,700 | – | 0.50% | – |
| KO | New | The Coca-Cola Company | $10,424,000 | – | 165,700 | – | 0.50% | – |
| ORCL | New | Oracle Corp. | $8,538,000 | – | 122,200 | – | 0.41% | – |
| TMUS | New | T-Mobile US, Inc. | $8,543,000 | – | 63,500 | – | 0.41% | – |
| WMT | New | Wal-Mart Stores, Inc | $8,547,000 | – | 70,300 | – | 0.41% | – |
| LOW | New | Lowe's Companies, Inc. | $8,506,000 | – | 48,700 | – | 0.40% | – |
| HD | New | Home Depot, Inc. | $6,555,000 | – | 23,900 | – | 0.31% | – |
| LVS | New | Las Vegas Sands Corp | $6,550,000 | – | 195,000 | – | 0.31% | – |
| XLK | New | Technology Select Sector SPDR Fund | $5,263,000 | – | 41,400 | – | 0.25% | – |
Q4 2021
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Buy | Apple Inc. | $147,783,000 | +6.1% | 1,044,400 | +2.7% | 5.84% | +6.4% |
| UNH | Buy | UnitedHealth Group Incorporated | $58,494,000 | +11.0% | 149,700 | +13.8% | 2.31% | +11.3% |
| NVDA | Buy | NVIDIA Corporation | $48,144,000 | +3.6% | 232,400 | +300.0% | 1.90% | +3.9% |
| V | Sell | Visa Inc. Class A | $39,761,000 | -10.3% | 178,500 | -5.9% | 1.57% | -10.1% |
| TMO | Buy | Thermo Fisher Scientific Inc. | $39,193,000 | +96.2% | 68,600 | +73.2% | 1.55% | +96.8% |
| MA | Sell | Mastercard Incorporated Class A | $36,089,000 | -10.5% | 103,800 | -6.1% | 1.43% | -10.3% |
| MS | Sell | Morgan Stanley | $35,275,000 | -7.0% | 362,500 | -12.4% | 1.39% | -6.8% |
| ADBE | Buy | Adobe Inc. | $34,486,000 | +5.5% | 59,900 | +7.3% | 1.36% | +5.8% |
| PYPL | Buy | PayPal Holdings, Inc. | $32,734,000 | +7.4% | 125,800 | +20.3% | 1.29% | +7.7% |
| JPM | Sell | JPMorgan Chase & Co. | $31,183,000 | -27.2% | 190,500 | -30.9% | 1.23% | -27.1% |
| MCO | Buy | Moody's Corporation | $26,527,000 | +182.7% | 74,700 | +188.4% | 1.05% | +183.2% |
| WFC | Sell | Wells Fargo & Company | $24,820,000 | -17.7% | 534,800 | -19.7% | 0.98% | -17.4% |
| COST | Sell | Costco Wholesale Corporation | $24,535,000 | -2.8% | 54,600 | -14.4% | 0.97% | -2.5% |
| CMCSA | Sell | Comcast Corporation Class A | $24,290,000 | -28.7% | 434,300 | -27.3% | 0.96% | -28.5% |
| NFLX | Buy | Netflix, Inc. | $23,883,000 | +193.0% | 39,131 | +153.6% | 0.94% | +194.1% |
| TJX | Sell | TJX Companies, Inc. | $23,462,000 | -6.9% | 355,600 | -4.9% | 0.93% | -6.6% |
| KO | Buy | Coca-Cola Company | $22,940,000 | +88.6% | 437,200 | +94.5% | 0.91% | +89.4% |
| EQIX | Buy | Equinix, Inc. | $22,835,000 | +10.7% | 28,900 | +12.5% | 0.90% | +10.9% |
| New | General Electric Company | $22,812,000 | – | 221,412 | – | 0.90% | – | |
| ABBV | Sell | AbbVie, Inc. | $22,437,000 | -38.2% | 208,000 | -35.4% | 0.89% | -38.0% |
| RTX | New | Raytheon Technologies Corporation | $22,255,000 | – | 258,900 | – | 0.88% | – |
| CAT | Sell | Caterpillar Inc. | $22,096,000 | -19.9% | 115,100 | -9.2% | 0.87% | -19.7% |
| ABC | Buy | AmerisourceBergen Corporation | $21,298,000 | +19.6% | 178,300 | +14.6% | 0.84% | +19.9% |
| LLY | Sell | Eli Lilly and Company | $20,286,000 | -33.0% | 87,800 | -33.5% | 0.80% | -32.8% |
| XLF | Buy | Financial Select Sector SPDR Fund | $19,988,000 | +116.5% | 532,600 | +111.7% | 0.79% | +117.0% |
| HON | Sell | Honeywell International Inc. | $19,869,000 | -9.4% | 93,600 | -6.4% | 0.78% | -9.1% |
| CHTR | New | Charter Communications, Inc. Class A | $19,790,000 | – | 27,200 | – | 0.78% | – |
| LHX | New | L3Harris Technologies Inc. | $19,491,000 | – | 88,500 | – | 0.77% | – |
| PH | Sell | Parker-Hannifin Corporation | $19,378,000 | -14.2% | 69,300 | -5.7% | 0.77% | -13.8% |
| COP | Sell | ConocoPhillips | $19,226,000 | +0.3% | 283,700 | -9.9% | 0.76% | +0.7% |
| PLD | Buy | Prologis, Inc. | $19,203,000 | +20.2% | 153,100 | +14.5% | 0.76% | +20.5% |
| NEE | New | NextEra Energy, Inc. | $19,151,000 | – | 243,900 | – | 0.76% | – |
| IQV | Sell | IQVIA Holdings Inc | $19,091,000 | -12.5% | 79,700 | -11.4% | 0.75% | -12.2% |
| PANW | New | Palo Alto Networks, Inc. | $19,016,000 | – | 39,700 | – | 0.75% | – |
| UHS | Sell | Universal Health Services, Inc. Class B | $18,348,000 | -16.9% | 132,600 | -12.1% | 0.72% | -16.7% |
| SHW | Buy | Sherwin-Williams Company | $18,266,000 | +10.6% | 65,300 | +7.8% | 0.72% | +10.9% |
| REGN | New | Regeneron Pharmaceuticals, Inc. | $18,216,000 | – | 30,100 | – | 0.72% | – |
| DIS | Sell | Walt Disney Company | $17,898,000 | -38.2% | 105,800 | -35.8% | 0.71% | -38.0% |
| EL | Buy | Estee Lauder Companies Inc. Class A | $16,946,000 | +10.1% | 56,500 | +16.7% | 0.67% | +10.4% |
| ADI | New | Analog Devices, Inc. | $16,848,000 | – | 100,600 | – | 0.67% | – |
| WMT | New | Walmart Inc. | $16,098,000 | – | 115,500 | – | 0.64% | – |
| EOG | New | EOG Resources, Inc. | $15,653,000 | – | 195,000 | – | 0.62% | – |
| CDW | Buy | CDW Corp. | $14,744,000 | +26.2% | 81,000 | +21.1% | 0.58% | +26.7% |
| XLV | Buy | Health Care Select Sector SPDR Fund | $14,690,000 | +55.7% | 115,400 | +54.1% | 0.58% | +56.2% |
| SPG | Buy | Simon Property Group, Inc. | $14,557,000 | +21.4% | 112,000 | +21.9% | 0.58% | +21.6% |
| DRI | New | Darden Restaurants, Inc. | $14,284,000 | – | 94,300 | – | 0.56% | – |
| EXC | New | Exelon Corporation | $14,038,000 | – | 290,400 | – | 0.56% | – |
| COF | Sell | Capital One Financial Corporation | $13,913,000 | -38.2% | 85,900 | -41.0% | 0.55% | -38.0% |
| ALLE | New | Allegion plc | $13,469,000 | – | 101,900 | – | 0.53% | – |
| APD | Buy | Air Products and Chemicals, Inc. | $13,420,000 | +193.4% | 52,400 | +229.6% | 0.53% | +194.4% |
| TROW | Sell | T. Rowe Price Group | $13,140,000 | -23.4% | 66,800 | -22.9% | 0.52% | -23.2% |
| EVRG | New | Evergy, Inc. | $12,602,000 | – | 202,600 | – | 0.50% | – |
| STLD | Buy | Steel Dynamics, Inc. | $12,205,000 | -1.3% | 208,700 | +0.6% | 0.48% | -1.0% |
| LYB | Buy | LyondellBasell Industries N.V. | $11,881,000 | +0.6% | 126,600 | +10.3% | 0.47% | +1.1% |
| VEEV | New | Veeva Systems Inc. Class A | $11,729,000 | – | 40,700 | – | 0.46% | – |
| T | Sell | AT&T Inc. | $11,282,000 | -23.8% | 417,682 | -18.8% | 0.45% | -23.5% |
| FDX | Sell | FedEx Corporation | $10,592,000 | -60.3% | 48,300 | -46.0% | 0.42% | -60.2% |
| PFE | New | Pfizer Inc. | $7,978,000 | – | 185,500 | – | 0.32% | – |
| MU | Sell | Micron Technology, Inc. | $7,680,000 | -67.3% | 108,200 | -60.8% | 0.30% | -67.2% |
| XLC | New | Communication Services Select Sector SPDR Fund | $6,313,000 | – | 78,800 | – | 0.25% | – |
| XLY | New | Consumer Discretionary Select Sector SPDR Fund | $5,707,000 | – | 31,800 | – | 0.23% | – |
| BWA | Exit | BorgWarner Inc. | $0 | – | -145,600 | – | -0.28% | – |
| FOXA | Exit | Fox Corporation Class A | $0 | – | -245,000 | – | -0.36% | – |
| OMC | Exit | Omnicom Group Inc | $0 | – | -136,000 | – | -0.43% | – |
| FICO | Exit | Fair Isaac Corporation | $0 | – | -24,600 | – | -0.49% | – |
| POST | Exit | Post Holdings, Inc. | $0 | – | -117,000 | – | -0.50% | – |
| ABT | Exit | Abbott Laboratories | $0 | – | -116,800 | – | -0.53% | – |
| DD | Exit | DuPont de Nemours, Inc. | $0 | – | -177,700 | – | -0.54% | – |
| CMS | Exit | CMS Energy Corporation | $0 | – | -236,700 | – | -0.55% | – |
| SO | Exit | Southern Company | $0 | – | -241,000 | – | -0.58% | – |
| PEG | Exit | Public Service Enterprise Group Incorporated | $0 | – | -253,700 | – | -0.60% | – |
| HES | Exit | Hess Corporation | $0 | – | -174,300 | – | -0.60% | – |
| VFC | Exit | V.F. Corporation | $0 | – | -187,400 | – | -0.61% | – |
| HII | Exit | Huntington Ingalls Industries, Inc. | $0 | – | -76,200 | – | -0.63% | – |
| MCHP | Exit | Microchip Technology Incorporated | $0 | – | -113,200 | – | -0.67% | – |
| STZ | Exit | Constellation Brands, Inc. Class A | $0 | – | -74,100 | – | -0.68% | – |
| BA | Exit | Boeing Company | $0 | – | -97,800 | – | -0.92% | – |
| IDXX | Exit | IDEXX Laboratories, Inc. | $0 | – | -39,300 | – | -0.98% | – |
| GE | Exit | General Electric Company | $0 | – | -1,877,600 | – | -1.00% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | Microsoft Corporation | $181,422,000 | – | 669,700 | – | 7.15% | – |
| AAPL | New | Apple Inc. | $139,275,000 | – | 1,016,900 | – | 5.49% | – |
| AMZN | New | Amazon.com, Inc. | $109,053,000 | – | 31,700 | – | 4.30% | – |
| GOOGL | New | Alphabet Inc. Class A | $105,730,000 | – | 43,300 | – | 4.17% | – |
| FB | New | Facebook, Inc. Class A | $71,385,000 | – | 205,300 | – | 2.81% | – |
| BRKB | New | Berkshire Hathaway Inc. Class B | $56,862,000 | – | 204,600 | – | 2.24% | – |
| UNH | New | UnitedHealth Group Incorporated | $52,698,000 | – | 131,600 | – | 2.08% | – |
| BAC | New | Bank of America Corp. | $47,349,000 | – | 1,148,400 | – | 1.87% | – |
| NVDA | New | NVIDIA Corporation | $46,486,000 | – | 58,100 | – | 1.83% | – |
| V | New | Visa Inc. Class A | $44,332,000 | – | 189,600 | – | 1.75% | – |
| JPM | New | JPMorgan Chase & Co. | $42,851,000 | – | 275,500 | – | 1.69% | – |
| MA | New | Mastercard Incorporated Class A | $40,342,000 | – | 110,500 | – | 1.59% | – |
| MS | New | Morgan Stanley | $37,941,000 | – | 413,800 | – | 1.50% | – |
| ABBV | New | AbbVie, Inc. | $36,293,000 | – | 322,200 | – | 1.43% | – |
| PEO | New | Adams Natural Resources Fund, Inc. | $35,426,000 | – | 2,186,774 | – | 1.40% | – |
| CMCSA | New | Comcast Corporation Class A | $34,075,000 | – | 597,600 | – | 1.34% | – |
| ADBE | New | Adobe Inc. | $32,679,000 | – | 55,800 | – | 1.29% | – |
| CVS | New | CVS Health Corporation | $31,949,000 | – | 382,900 | – | 1.26% | – |
| PM | New | Philip Morris International Inc. | $30,694,000 | – | 309,700 | – | 1.21% | – |
| PYPL | New | PayPal Holdings Inc. | $30,489,000 | – | 104,600 | – | 1.20% | – |
| LLY | New | Eli Lilly and Company | $30,297,000 | – | 132,000 | – | 1.19% | – |
| WFC | New | Wells Fargo & Company | $30,150,000 | – | 665,700 | – | 1.19% | – |
| DIS | New | Walt Disney Company | $28,949,000 | – | 164,700 | – | 1.14% | – |
| LRCX | New | Lam Research Corporation | $27,720,000 | – | 42,600 | – | 1.09% | – |
| CAT | New | Caterpillar Inc. | $27,595,000 | – | 126,800 | – | 1.09% | – |
| TGT | New | Target Corporation | $27,437,000 | – | 113,500 | – | 1.08% | – |
| FDX | New | FedEx Corporation | $26,701,000 | – | 89,500 | – | 1.05% | – |
| CARR | New | Carrier Global Corporation | $25,923,000 | – | 533,400 | – | 1.02% | – |
| INTU | New | Intuit Inc. | $25,538,000 | – | 52,100 | – | 1.01% | – |
| MET | New | MetLife, Inc. | $25,293,000 | – | 422,600 | – | 1.00% | – |
| GE | New | General Electric Company | $25,272,000 | – | 1,877,600 | – | 1.00% | – |
| COST | New | Costco Wholesale Corporation | $25,244,000 | – | 63,800 | – | 1.00% | – |
| TJX | New | TJX Companies, Inc. | $25,208,000 | – | 373,900 | – | 0.99% | – |
| IDXX | New | IDEXX Laboratories, Inc. | $24,820,000 | – | 39,300 | – | 0.98% | – |
| JNJ | New | Johnson & Johnson | $23,953,000 | – | 145,400 | – | 0.94% | – |
| MU | New | Micron Technology, Inc. | $23,480,000 | – | 276,300 | – | 0.92% | – |
| BA | New | Boeing Company | $23,429,000 | – | 97,800 | – | 0.92% | – |
| TSLA | New | Tesla Motors, Inc. | $22,634,000 | – | 33,300 | – | 0.89% | – |
| PH | New | Parker-Hannifin Corporation | $22,573,000 | – | 73,500 | – | 0.89% | – |
| COF | New | Capital One Financial Corporation | $22,507,000 | – | 145,500 | – | 0.89% | – |
| QCOM | New | QUALCOMM Incorporated | $22,511,000 | – | 157,500 | – | 0.89% | – |
| UHS | New | Universal Health Services, Inc. Class B | $22,082,000 | – | 150,800 | – | 0.87% | – |
| HON | New | Honeywell International Inc. | $21,935,000 | – | 100,000 | – | 0.86% | – |
| IQV | New | IQVIA Holdings Inc | $21,809,000 | – | 90,000 | – | 0.86% | – |
| EQIX | New | Equinix, Inc. | $20,627,000 | – | 25,700 | – | 0.81% | – |
| ANET | New | Arista Networks, Inc. | $20,036,000 | – | 55,300 | – | 0.79% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $19,977,000 | – | 39,600 | – | 0.79% | – |
| NKE | New | NIKE, Inc. Class B | $19,759,000 | – | 127,900 | – | 0.78% | – |
| COP | New | ConocoPhillips | $19,171,000 | – | 314,800 | – | 0.76% | – |
| CNC | New | Centene Corporation | $18,947,000 | – | 259,800 | – | 0.75% | – |
| ULTA | New | Ulta Beauty, Inc. | $18,015,000 | – | 52,100 | – | 0.71% | – |
| ABC | New | AmerisourceBergen Corporation | $17,815,000 | – | 155,600 | – | 0.70% | – |
| STZ | New | Constellation Brands, Inc. Class A | $17,331,000 | – | 74,100 | – | 0.68% | – |
| TROW | New | T. Rowe Price Group | $17,144,000 | – | 86,600 | – | 0.68% | – |
| MCHP | New | Microchip Technology Incorporated | $16,951,000 | – | 113,200 | – | 0.67% | – |
| SHW | New | Sherwin-Williams Company | $16,510,000 | – | 60,600 | – | 0.65% | – |
| HII | New | Huntington Ingalls Industries, Inc. | $16,059,000 | – | 76,200 | – | 0.63% | – |
| PLD | New | Prologis, Inc. | $15,981,000 | – | 133,700 | – | 0.63% | – |
| CNP | New | CenterPoint Energy, Inc. | $15,874,000 | – | 647,400 | – | 0.63% | – |
| ORLY | New | O'Reilly Automotive, Inc. | $15,627,000 | – | 27,600 | – | 0.62% | – |
| PG | New | Procter & Gamble Company | $15,564,000 | – | 115,350 | – | 0.61% | – |
| EL | New | Estee Lauder Companies Inc. Class A | $15,395,000 | – | 48,400 | – | 0.61% | – |
| VFC | New | V.F. Corporation | $15,374,000 | – | 187,400 | – | 0.61% | – |
| HES | New | Hess Corporation | $15,220,000 | – | 174,300 | – | 0.60% | – |
| PEG | New | Public Service Enterprise Group Incorporated | $15,156,000 | – | 253,700 | – | 0.60% | – |
| T | New | AT&T Inc. | $14,801,000 | – | 514,282 | – | 0.58% | – |
| SO | New | Southern Company | $14,583,000 | – | 241,000 | – | 0.58% | – |
| CSCO | New | Cisco Systems, Inc. | $14,411,000 | – | 271,900 | – | 0.57% | – |
| CMS | New | CMS Energy Corporation | $13,984,000 | – | 236,700 | – | 0.55% | – |
| HLT | New | Hilton Worldwide Holdings, Inc. | $13,799,000 | – | 114,400 | – | 0.54% | – |
| DD | New | DuPont de Nemours, Inc. | $13,756,000 | – | 177,700 | – | 0.54% | – |
| ABT | New | Abbott Laboratories | $13,541,000 | – | 116,800 | – | 0.53% | – |
| PWR | New | Quanta Services, Inc. | $13,223,000 | – | 146,000 | – | 0.52% | – |
| POST | New | Post Holdings, Inc. | $12,691,000 | – | 117,000 | – | 0.50% | – |
| STLD | New | Steel Dynamics, Inc. | $12,361,000 | – | 207,400 | – | 0.49% | – |
| FICO | New | Fair Isaac Corporation | $12,366,000 | – | 24,600 | – | 0.49% | – |
| KO | New | Coca-Cola Company | $12,164,000 | – | 224,800 | – | 0.48% | – |
| LW | New | Lamb Weston Holdings, Inc. | $12,026,000 | – | 149,100 | – | 0.47% | – |
| SPG | New | Simon Property Group, Inc. | $11,991,000 | – | 91,900 | – | 0.47% | – |
| LYB | New | LyondellBasell Industries N.V. | $11,809,000 | – | 114,800 | – | 0.46% | – |
| PEP | New | PepsiCo, Inc. | $11,676,000 | – | 78,800 | – | 0.46% | – |
| CDW | New | CDW Corp. | $11,684,000 | – | 66,900 | – | 0.46% | – |
| GM | New | General Motors Company | $11,615,000 | – | 196,300 | – | 0.46% | – |
| UNP | New | Union Pacific Corporation | $11,370,000 | – | 51,700 | – | 0.45% | – |
| OMC | New | Omnicom Group Inc | $10,879,000 | – | 136,000 | – | 0.43% | – |
| CBRE | New | CBRE Group, Inc. Class A | $10,802,000 | – | 126,000 | – | 0.43% | – |
| ORCL | New | Oracle Corporation | $9,512,000 | – | 122,200 | – | 0.38% | – |
| LOW | New | Lowe's Companies, Inc. | $9,446,000 | – | 48,700 | – | 0.37% | – |
| XLV | New | Health Care Select Sector SPDR Fund | $9,434,000 | – | 74,900 | – | 0.37% | – |
| MCO | New | Moody's Corporation | $9,385,000 | – | 25,900 | – | 0.37% | – |
| XLF | New | Financial Select Sector SPDR Fund | $9,231,000 | – | 251,600 | – | 0.36% | – |
| FOXA | New | Fox Corporation Class A | $9,097,000 | – | 245,000 | – | 0.36% | – |
| HD | New | Home Depot, Inc. | $8,706,000 | – | 27,300 | – | 0.34% | – |
| NFLX | New | Netflix, Inc. | $8,151,000 | – | 15,431 | – | 0.32% | – |
| MPC | New | Marathon Petroleum Corporation | $7,565,000 | – | 125,200 | – | 0.30% | – |
| VLO | New | Valero Energy Corporation | $7,113,000 | – | 91,100 | – | 0.28% | – |
| BWA | New | BorgWarner Inc. | $7,067,000 | – | 145,600 | – | 0.28% | – |
| APD | New | Air Products and Chemicals, Inc. | $4,574,000 | – | 15,900 | – | 0.18% | – |
Q4 2020
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Sell | Microsoft Corporation | $142,162,000 | -2.3% | 675,900 | -5.5% | 6.94% | -9.9% |
| AAPL | Buy | Apple Inc. | $130,298,000 | +22.2% | 1,125,100 | +284.9% | 6.36% | +12.7% |
| AMZN | Sell | Amazon.com, Inc. | $106,742,000 | +11.8% | 33,900 | -2.0% | 5.21% | +3.1% |
| GOOGL | Sell | Alphabet Inc. Class A | $58,771,000 | +0.8% | 40,100 | -2.4% | 2.87% | -7.0% |
| FB | Buy | Facebook, Inc. Class A | $51,542,000 | +60.0% | 196,800 | +38.7% | 2.52% | +47.5% |
| HD | Buy | Home Depot, Inc. | $32,798,000 | +144.3% | 118,100 | +120.3% | 1.60% | +125.3% |
| ABT | Buy | Abbott Laboratories | $27,904,000 | +35.6% | 256,400 | +14.0% | 1.36% | +25.0% |
| JPM | Sell | JPMorgan Chase & Co. | $27,321,000 | -16.4% | 283,800 | -18.3% | 1.33% | -22.9% |
| ABBV | Buy | AbbVie, Inc. | $24,622,000 | +16.4% | 281,100 | +30.4% | 1.20% | +7.2% |
| JNJ | Sell | Johnson & Johnson | $23,568,000 | -16.4% | 158,300 | -21.0% | 1.15% | -22.9% |
| SPGI | Sell | S&P Global, Inc. | $22,790,000 | +4.8% | 63,200 | -4.2% | 1.11% | -3.4% |
| WMT | Buy | Walmart Inc. | $21,140,000 | +74.7% | 151,100 | +49.6% | 1.03% | +61.0% |
| ICE | Buy | Intercontinental Exchange, Inc. | $20,670,000 | +28.3% | 206,600 | +17.5% | 1.01% | +18.3% |
| LLY | Buy | Eli Lilly and Company | $19,539,000 | +86.8% | 132,000 | +107.2% | 0.95% | +72.2% |
| NVDA | Buy | NVIDIA Corporation | $19,430,000 | +236.5% | 35,900 | +136.2% | 0.95% | +210.1% |
| QCOM | New | QUALCOMM Incorporated | $19,323,000 | – | 164,200 | – | 0.94% | – |
| XLK | New | Technology Select Sector SPDR Fund | $18,824,000 | – | 161,300 | – | 0.92% | – |
| MET | Buy | MetLife, Inc. | $18,633,000 | +21.4% | 501,300 | +19.3% | 0.91% | +11.9% |
| AON | New | Aon plc | $17,494,000 | – | 84,800 | – | 0.85% | – |
| MS | Buy | Morgan Stanley | $17,333,000 | +13.0% | 358,500 | +12.9% | 0.85% | +4.2% |
| DIS | Buy | Walt Disney Company | $16,465,000 | +11.7% | 132,700 | +0.4% | 0.80% | +2.9% |
| ABC | Buy | AmerisourceBergen Corporation | $15,081,000 | +60.7% | 155,600 | +67.1% | 0.74% | +48.1% |
| PH | Sell | Parker-Hannifin Corporation | $14,872,000 | -9.0% | 73,500 | -17.6% | 0.73% | -16.2% |
| LRCX | Sell | Lam Research Corporation | $14,796,000 | -17.0% | 44,600 | -19.1% | 0.72% | -23.4% |
| XLI | New | Industrial Select Sector SPDR Fund | $14,788,000 | – | 192,100 | – | 0.72% | – |
| CHTR | New | Charter Communications, Inc. Class A | $14,610,000 | – | 23,400 | – | 0.71% | – |
| CMG | Sell | Chipotle Mexican Grill, Inc. | $14,303,000 | -10.0% | 11,500 | -23.8% | 0.70% | -17.1% |
| VRTX | New | Vertex Pharmaceuticals Incorporated | $14,177,000 | – | 52,100 | – | 0.69% | – |
| KSU | Sell | Kansas City Southern | $13,870,000 | -11.6% | 76,700 | -27.0% | 0.68% | -18.5% |
| COF | New | Capital One Financial Corporation | $13,359,000 | – | 185,900 | – | 0.65% | – |
| CMS | New | CMS Energy Corporation | $13,215,000 | – | 215,200 | – | 0.64% | – |
| T | Sell | AT&T Inc. | $13,040,000 | -27.0% | 457,382 | -22.6% | 0.64% | -32.7% |
| LNT | New | Alliant Energy Corporation | $12,468,000 | – | 241,400 | – | 0.61% | – |
| ATVI | New | Activision Blizzard, Inc. | $11,309,000 | – | 139,700 | – | 0.55% | – |
| AMAT | Sell | Applied Materials, Inc. | $10,980,000 | -18.4% | 184,700 | -17.0% | 0.54% | -24.7% |
| EQIX | Buy | Equinix, Inc. | $10,566,000 | +53.5% | 13,900 | +41.8% | 0.52% | +41.4% |
| INTC | Sell | Intel Corporation | $10,522,000 | -46.6% | 203,200 | -38.3% | 0.51% | -50.8% |
| CVX | Buy | Chevron Corporation | $10,094,000 | +6.7% | 140,200 | +32.3% | 0.49% | -1.6% |
| NFLX | Buy | Netflix, Inc. | $9,451,000 | +38.5% | 18,900 | +26.0% | 0.46% | +27.6% |
| CVS | Sell | CVS Health Corporation | $9,297,000 | -51.8% | 159,200 | -46.4% | 0.45% | -55.6% |
| MRK | Sell | Merck & Co., Inc. | $8,859,000 | -37.2% | 106,800 | -41.4% | 0.43% | -42.0% |
| PYPL | New | PayPal Holdings Inc. | $8,315,000 | – | 42,200 | – | 0.41% | – |
| DKS | New | Dick's Sporting Goods, Inc. | $7,686,000 | – | 132,800 | – | 0.38% | – |
| URI | Buy | United Rentals, Inc. | $7,643,000 | +109.3% | 43,800 | +78.8% | 0.37% | +93.3% |
| NVR | New | NVR, Inc. | $7,350,000 | – | 1,800 | – | 0.36% | – |
| COP | Buy | ConocoPhillips | $6,906,000 | +3.0% | 210,300 | +31.8% | 0.34% | -5.1% |
| XLU | Sell | Utilities Select Sector SPDR Fund | $6,259,000 | -12.6% | 105,400 | -16.9% | 0.31% | -19.3% |
| VIAC | New | ViacomCBS Inc. Class B | $5,501,000 | – | 196,400 | – | 0.27% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -86,800 | – | -0.25% | – |
| FOXA | Exit | Twenty-First Century Fox, Inc. Class A | $0 | – | -194,800 | – | -0.28% | – |
| CHD | Exit | Church & Dwight Co., Inc. | $0 | – | -68,500 | – | -0.28% | – |
| EOG | Exit | EOG Resources, Inc. | $0 | – | -107,800 | – | -0.29% | – |
| HIG | Exit | Hartford Financial Services Group, Inc. | $0 | – | -152,900 | – | -0.31% | – |
| MSI | Exit | Motorola Solutions, Inc. | $0 | – | -52,900 | – | -0.39% | – |
| INCY | Exit | Incyte Corporation | $0 | – | -73,900 | – | -0.41% | – |
| SPY | Exit | SPDR S&P 500 ETF Trust | $0 | – | -27,100 | – | -0.44% | – |
| MDT | Exit | Medtronic plc | $0 | – | -93,400 | – | -0.45% | – |
| ALL | Exit | Allstate Corporation | $0 | – | -90,900 | – | -0.47% | – |
| GE | Exit | General Electric Company | $0 | – | -1,410,022 | – | -0.51% | – |
| FE | Exit | FirstEnergy Corp. | $0 | – | -261,600 | – | -0.54% | – |
| BX | Exit | Blackstone Group Inc. Class A | $0 | – | -203,600 | – | -0.61% | – |
| PNC | Exit | PNC Financial Services Group, Inc. | $0 | – | -115,800 | – | -0.64% | – |
| DUK | Exit | Duke Energy Corporation | $0 | – | -176,500 | – | -0.75% | – |
| GOOG | Exit | Alphabet Inc. Class C | $0 | – | -11,197 | – | -0.84% | – |
| TXN | Exit | Texas Instruments Incorporated | $0 | – | -164,100 | – | -1.10% | – |
| NKE | Exit | NIKE, Inc. Class B | $0 | – | -238,000 | – | -1.24% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | Microsoft Corporation | $145,550,000 | – | 715,200 | – | 7.71% | – |
| AAPL | New | Apple Inc. | $106,631,000 | – | 292,300 | – | 5.65% | – |
| AMZN | New | Amazon.com, Inc. | $95,455,000 | – | 34,600 | – | 5.06% | – |
| GOOGL | New | Alphabet Inc. Class A | $58,282,000 | – | 41,100 | – | 3.09% | – |
| V | New | Visa Inc. Class A | $40,894,000 | – | 211,700 | – | 2.17% | – |
| UNH | New | UnitedHealth Group Incorporated | $40,674,000 | – | 137,900 | – | 2.15% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $33,988,000 | – | 93,800 | – | 1.80% | – |
| JPM | New | JPMorgan Chase & Co. | $32,686,000 | – | 347,500 | – | 1.73% | – |
| FB | New | Facebook, Inc. Class A | $32,221,000 | – | 141,900 | – | 1.71% | – |
| BAC | New | Bank of America Corp. | $30,455,000 | – | 1,282,300 | – | 1.61% | – |
| ADBE | New | Adobe Inc. | $28,861,000 | – | 66,300 | – | 1.53% | – |
| MA | New | Mastercard Incorporated Class A | $28,505,000 | – | 96,400 | – | 1.51% | – |
| JNJ | New | Johnson & Johnson | $28,196,000 | – | 200,500 | – | 1.49% | – |
| KO | New | Coca-Cola Company | $26,826,000 | – | 600,400 | – | 1.42% | – |
| CMCSA | New | Comcast Corporation Class A | $26,046,000 | – | 668,200 | – | 1.38% | – |
| PEO | New | Adams Natural Resources Fund, Inc. | $24,842,000 | – | 2,186,774 | – | 1.32% | – |
| UNP | New | Union Pacific Corporation | $24,076,000 | – | 142,400 | – | 1.28% | – |
| NKE | New | NIKE, Inc. Class B | $23,336,000 | – | 238,000 | – | 1.24% | – |
| BMY | New | Bristol-Myers Squibb Company | $23,226,000 | – | 395,000 | – | 1.23% | – |
| SPGI | New | S&P Global, Inc. | $21,746,000 | – | 66,000 | – | 1.15% | – |
| HON | New | Honeywell International Inc. | $21,660,000 | – | 149,800 | – | 1.15% | – |
| ABBV | New | AbbVie, Inc. | $21,158,000 | – | 215,500 | – | 1.12% | – |
| TXN | New | Texas Instruments Incorporated | $20,836,000 | – | 164,100 | – | 1.10% | – |
| ABT | New | Abbott Laboratories | $20,572,000 | – | 225,000 | – | 1.09% | – |
| TGT | New | Target Corporation | $20,352,000 | – | 169,700 | – | 1.08% | – |
| INTC | New | Intel Corporation | $19,708,000 | – | 329,400 | – | 1.04% | – |
| NEE | New | NextEra Energy, Inc. | $19,526,000 | – | 81,300 | – | 1.03% | – |
| CVS | New | CVS Health Corporation | $19,290,000 | – | 296,900 | – | 1.02% | – |
| COST | New | Costco Wholesale Corporation | $19,284,000 | – | 63,600 | – | 1.02% | – |
| PM | New | Philip Morris International Inc. | $18,461,000 | – | 263,500 | – | 0.98% | – |
| RTX | New | Raytheon Technologies | $18,443,000 | – | 299,300 | – | 0.98% | – |
| LIN | New | Linde plc | $18,454,000 | – | 87,000 | – | 0.98% | – |
| AMT | New | American Tower Corporation | $17,943,000 | – | 69,400 | – | 0.95% | – |
| T | New | AT&T Inc. | $17,865,000 | – | 590,982 | – | 0.95% | – |
| LRCX | New | Lam Research Corporation | $17,823,000 | – | 55,100 | – | 0.94% | – |
| MDLZ | New | Mondelez International, Inc. Class A | $17,798,000 | – | 348,100 | – | 0.94% | – |
| LOW | New | Lowe's Companies, Inc. | $16,741,000 | – | 123,900 | – | 0.89% | – |
| FIS | New | Fidelity National Information Services, Inc. | $16,587,000 | – | 123,700 | – | 0.88% | – |
| PH | New | Parker-Hannifin Corporation | $16,348,000 | – | 89,200 | – | 0.87% | – |
| ICE | New | Intercontinental Exchange, Inc. | $16,112,000 | – | 175,900 | – | 0.85% | – |
| CMG | New | Chipotle Mexican Grill, Inc. | $15,891,000 | – | 15,100 | – | 0.84% | – |
| GOOG | New | Alphabet Inc. Class C | $15,828,000 | – | 11,197 | – | 0.84% | – |
| KSU | New | Kansas City Southern | $15,690,000 | – | 105,100 | – | 0.83% | – |
| PLD | New | Prologis, Inc. | $15,689,000 | – | 168,100 | – | 0.83% | – |
| PEP | New | PepsiCo, Inc. | $15,699,000 | – | 118,700 | – | 0.83% | – |
| MET | New | MetLife, Inc. | $15,349,000 | – | 420,300 | – | 0.81% | – |
| MS | New | Morgan Stanley | $15,335,000 | – | 317,500 | – | 0.81% | – |
| LHX | New | L3Harris Technologies Inc. | $15,067,000 | – | 88,800 | – | 0.80% | – |
| TROW | New | T. Rowe Price Group | $14,931,000 | – | 120,900 | – | 0.79% | – |
| DIS | New | Walt Disney Company | $14,742,000 | – | 132,200 | – | 0.78% | – |
| CNC | New | Centene Corporation | $14,712,000 | – | 231,500 | – | 0.78% | – |
| BRKB | New | Berkshire Hathaway Inc. Class B | $14,709,000 | – | 82,400 | – | 0.78% | – |
| DUK | New | Duke Energy Corporation | $14,101,000 | – | 176,500 | – | 0.75% | – |
| MRK | New | Merck & Co., Inc. | $14,105,000 | – | 182,400 | – | 0.75% | – |
| PG | New | Procter & Gamble Company | $13,792,000 | – | 115,350 | – | 0.73% | – |
| CSCO | New | Cisco Systems, Inc. | $13,656,000 | – | 292,800 | – | 0.72% | – |
| AMAT | New | Applied Materials, Inc. | $13,450,000 | – | 222,500 | – | 0.71% | – |
| HD | New | Home Depot, Inc. | $13,427,000 | – | 53,600 | – | 0.71% | – |
| EW | New | Edwards Lifesciences Corporation | $12,875,000 | – | 186,300 | – | 0.68% | – |
| WEC | New | WEC Energy Group Inc. | $12,832,000 | – | 146,400 | – | 0.68% | – |
| PNC | New | PNC Financial Services Group, Inc. | $12,183,000 | – | 115,800 | – | 0.64% | – |
| WMT | New | Walmart Inc. | $12,098,000 | – | 101,000 | – | 0.64% | – |
| VRSN | New | VeriSign, Inc. | $12,079,000 | – | 58,400 | – | 0.64% | – |
| CAT | New | Caterpillar Inc. | $11,904,000 | – | 94,100 | – | 0.63% | – |
| SHW | New | Sherwin-Williams Company | $11,673,000 | – | 20,200 | – | 0.62% | – |
| BX | New | Blackstone Group Inc. Class A | $11,536,000 | – | 203,600 | – | 0.61% | – |
| SWKS | New | Skyworks Solutions, Inc. | $10,548,000 | – | 82,500 | – | 0.56% | – |
| LLY | New | Eli Lilly and Company | $10,458,000 | – | 63,700 | – | 0.55% | – |
| ALXN | New | Alexion Pharmaceuticals, Inc. | $10,236,000 | – | 91,200 | – | 0.54% | – |
| FE | New | FirstEnergy Corp. | $10,145,000 | – | 261,600 | – | 0.54% | – |
| GE | New | General Electric Company | $9,630,000 | – | 1,410,022 | – | 0.51% | – |
| CVX | New | Chevron Corporation | $9,458,000 | – | 106,000 | – | 0.50% | – |
| LECO | New | Lincoln Electric Holdings, Inc. | $9,418,000 | – | 111,800 | – | 0.50% | – |
| ABC | New | AmerisourceBergen Corporation | $9,382,000 | – | 93,100 | – | 0.50% | – |
| ALL | New | Allstate Corporation | $8,816,000 | – | 90,900 | – | 0.47% | – |
| MDT | New | Medtronic plc | $8,565,000 | – | 93,400 | – | 0.45% | – |
| ACN | New | Accenture plc Class A | $8,481,000 | – | 39,500 | – | 0.45% | – |
| HLT | New | Hilton Worldwide Holdings, Inc. | $8,403,000 | – | 114,400 | – | 0.44% | – |
| SPY | New | SPDR S&P 500 ETF Trust | $8,357,000 | – | 27,100 | – | 0.44% | – |
| LVS | New | Las Vegas Sands Corp. | $8,229,000 | – | 180,700 | – | 0.44% | – |
| CDW | New | CDW Corp. | $7,772,000 | – | 66,900 | – | 0.41% | – |
| INCY | New | Incyte Corporation | $7,683,000 | – | 73,900 | – | 0.41% | – |
| CRM | New | salesforce.com, inc. | $7,681,000 | – | 41,000 | – | 0.41% | – |
| MSI | New | Motorola Solutions, Inc. | $7,413,000 | – | 52,900 | – | 0.39% | – |
| XLU | New | Utilities Select Sector SPDR Fund | $7,161,000 | – | 126,900 | – | 0.38% | – |
| EQIX | New | Equinix, Inc. | $6,883,000 | – | 9,800 | – | 0.36% | – |
| NFLX | New | Netflix, Inc. | $6,826,000 | – | 15,000 | – | 0.36% | – |
| ORCL | New | Oracle Corporation | $6,754,000 | – | 122,200 | – | 0.36% | – |
| COP | New | ConocoPhillips | $6,702,000 | – | 159,500 | – | 0.36% | – |
| SPG | New | Simon Property Group, Inc. | $6,414,000 | – | 93,800 | – | 0.34% | – |
| CBRE | New | CBRE Group, Inc. Class A | $6,390,000 | – | 141,300 | – | 0.34% | – |
| CTAS | New | Cintas Corporation | $6,339,000 | – | 23,800 | – | 0.34% | – |
| HIG | New | Hartford Financial Services Group, Inc. | $5,894,000 | – | 152,900 | – | 0.31% | – |
| NVDA | New | NVIDIA Corporation | $5,775,000 | – | 15,200 | – | 0.31% | – |
| MGA | New | Magna International Inc. | $5,762,000 | – | 129,400 | – | 0.30% | – |
| EOG | New | EOG Resources, Inc. | $5,461,000 | – | 107,800 | – | 0.29% | – |
| CHD | New | Church & Dwight Co., Inc. | $5,295,000 | – | 68,500 | – | 0.28% | – |
| FOXA | New | Twenty-First Century Fox, Inc. Class A | $5,225,000 | – | 194,800 | – | 0.28% | – |
| GM | New | General Motors Company | $4,966,000 | – | 196,300 | – | 0.26% | – |
| VZ | New | Verizon Communications Inc. | $4,785,000 | – | 86,800 | – | 0.25% | – |
| LYB | New | LyondellBasell Industries N.V. | $4,719,000 | – | 71,800 | – | 0.25% | – |
| VLO | New | Valero Energy Corporation | $4,059,000 | – | 69,000 | – | 0.22% | – |
| XOM | New | Exxon Mobil Corporation | $3,877,000 | – | 86,700 | – | 0.20% | – |
| APH | New | Amphenol Corporation Class A | $3,765,000 | – | 39,300 | – | 0.20% | – |
| URI | New | United Rentals, Inc. | $3,651,000 | – | 24,500 | – | 0.19% | – |
Q4 2019
Q3 2019
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | Microsoft Corporation | $105,815,000 | – | 789,900 | – | 5.62% | – |
| AMZN | New | Amazon.com, Inc. | $78,207,000 | – | 41,300 | – | 4.15% | – |
| AAPL | New | Apple Inc. | $57,852,000 | – | 292,300 | – | 3.07% | – |
| V | New | Visa Inc. Class A | $52,308,000 | – | 301,400 | – | 2.78% | – |
| BAC | New | Bank of America Corp. | $38,440,000 | – | 1,325,500 | – | 2.04% | – |
| MA | New | Mastercard Incorporated Class A | $36,796,000 | – | 139,100 | – | 1.95% | – |
| PEO | New | Adams Natural Resources Fund Inc. | $36,169,000 | – | 2,186,774 | – | 1.92% | – |
| HON | New | Honeywell International Inc. | $35,442,000 | – | 203,000 | – | 1.88% | – |
| MRK | New | Merck & Co., Inc. | $34,269,000 | – | 408,700 | – | 1.82% | – |
| JPM | New | JPMorgan Chase & Co. | $33,339,000 | – | 298,200 | – | 1.77% | – |
| ADBE | New | Adobe Inc. | $32,441,000 | – | 110,100 | – | 1.72% | – |
| GOOGL | New | Alphabet Inc. Class A | $29,669,000 | – | 27,400 | – | 1.58% | – |
| ABT | New | Abbott Laboratories | $28,829,000 | – | 342,800 | – | 1.53% | – |
| CSCO | New | Cisco Systems, Inc. | $28,646,000 | – | 523,400 | – | 1.52% | – |
| T | New | AT&T Inc. | $28,593,000 | – | 853,282 | – | 1.52% | – |
| JNJ | New | Johnson & Johnson | $28,538,000 | – | 204,900 | – | 1.52% | – |
| CMCSA | New | Comcast Corporation Class A | $28,251,000 | – | 668,200 | – | 1.50% | – |
| KO | New | Coca-Cola Company | $27,151,000 | – | 533,200 | – | 1.44% | – |
| UNH | New | UnitedHealth Group Incorporated | $26,548,000 | – | 108,800 | – | 1.41% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $25,756,000 | – | 87,700 | – | 1.37% | – |
| USB | New | U.S. Bancorp | $25,309,000 | – | 483,000 | – | 1.34% | – |
| UNP | New | Union Pacific Corporation | $25,079,000 | – | 148,300 | – | 1.33% | – |
| AXP | New | American Express Company | $24,453,000 | – | 198,100 | – | 1.30% | – |
| ICE | New | Intercontinental Exchange, Inc. | $23,977,000 | – | 279,000 | – | 1.27% | – |
| ACN | New | Accenture plc Class A | $23,392,000 | – | 126,600 | – | 1.24% | – |
| NKE | New | NIKE, Inc. Class B | $22,944,000 | – | 273,300 | – | 1.22% | – |
| EW | New | Edwards Lifesciences Corporation | $22,705,000 | – | 122,900 | – | 1.20% | – |
| UTX | New | United Technologies Corporation | $22,043,000 | – | 169,300 | – | 1.17% | – |
| MDT | New | Medtronic plc | $21,689,000 | – | 222,700 | – | 1.15% | – |
| CRM | New | salesforce.com, inc. | $21,212,000 | – | 139,800 | – | 1.13% | – |
| WMT | New | Walmart Inc. | $20,816,000 | – | 188,400 | – | 1.10% | – |
| NEE | New | NextEra Energy, Inc. | $20,281,000 | – | 99,000 | – | 1.08% | – |
| TRV | New | Travelers Companies, Inc. | $20,095,000 | – | 134,400 | – | 1.07% | – |
| AMT | New | American Tower Corporation | $19,484,000 | – | 95,300 | – | 1.03% | – |
| PLD | New | Prologis, Inc. | $19,424,000 | – | 242,500 | – | 1.03% | – |
| ALXN | New | Alexion Pharmaceuticals, Inc. | $19,215,000 | – | 146,700 | – | 1.02% | – |
| BA | New | Boeing Company | $19,001,000 | – | 52,200 | – | 1.01% | – |
| COST | New | Costco Wholesale Corporation | $18,577,000 | – | 70,300 | – | 0.99% | – |
| DG | New | Dollar General Corporation | $18,549,000 | – | 137,237 | – | 0.98% | – |
| NFLX | New | Netflix, Inc. | $18,476,000 | – | 50,300 | – | 0.98% | – |
| TROW | New | T. Rowe Price Group | $18,365,000 | – | 167,400 | – | 0.98% | – |
| TXN | New | Texas Instruments Incorporated | $17,914,000 | – | 156,100 | – | 0.95% | – |
| FIS | New | Fidelity National Information Services, Inc. | $17,740,000 | – | 144,600 | – | 0.94% | – |
| AVGO | New | Broadcom Inc. | $17,732,000 | – | 61,600 | – | 0.94% | – |
| RSG | New | Republic Services, Inc. | $17,631,000 | – | 203,500 | – | 0.94% | – |
| FB | New | Facebook, Inc. Class A | $17,582,000 | – | 91,100 | – | 0.93% | – |
| TSCO | New | Tractor Supply Company | $17,299,000 | – | 159,000 | – | 0.92% | – |
| PH | New | Parker-Hannifin Corporation | $17,222,000 | – | 101,300 | – | 0.91% | – |
| FITB | New | Fifth Third Bancorp | $16,910,000 | – | 606,100 | – | 0.90% | – |
| ULTA | New | Ulta Beauty, Inc. | $16,096,000 | – | 46,400 | – | 0.85% | – |
| AVB | New | AvalonBay Communities, Inc. | $16,092,000 | – | 79,200 | – | 0.85% | – |
| ZTS | New | Zoetis, Inc. Class A | $15,843,000 | – | 139,600 | – | 0.84% | – |
| CMG | New | Chipotle Mexican Grill, Inc. | $15,830,000 | – | 21,600 | – | 0.84% | – |
| PEP | New | PepsiCo, Inc. | $15,565,000 | – | 118,700 | – | 0.83% | – |
| PM | New | Philip Morris International Inc. | $15,470,000 | – | 197,000 | – | 0.82% | – |
| LOW | New | Lowe's Companies, Inc. | $15,419,000 | – | 152,800 | – | 0.82% | – |
| AFL | New | Aflac Incorporated | $15,259,000 | – | 278,400 | – | 0.81% | – |
| PANW | New | Palo Alto Networks, Inc. | $14,548,000 | – | 71,400 | – | 0.77% | – |
| EXC | New | Exelon Corporation | $14,348,000 | – | 299,300 | – | 0.76% | – |
| WEC | New | WEC Energy Group Inc. | $13,856,000 | – | 166,200 | – | 0.74% | – |
| XLV | New | Health Care Select Sector SPDR Fund | $13,470,000 | – | 145,400 | – | 0.72% | – |
| KSU | New | Kansas City Southern | $13,327,000 | – | 109,400 | – | 0.71% | – |
| A | New | Agilent Technologies, Inc. | $13,306,000 | – | 178,200 | – | 0.71% | – |
| MDLZ | New | Mondelez International, Inc. Class A | $13,179,000 | – | 244,500 | – | 0.70% | – |
| APD | New | Air Products and Chemicals, Inc. | $13,152,000 | – | 58,100 | – | 0.70% | – |
| BRKB | New | Berkshire Hathaway Inc. Class B | $12,982,000 | – | 60,900 | – | 0.69% | – |
| RJF | New | Raymond James Financial, Inc. | $12,987,000 | – | 153,600 | – | 0.69% | – |
| XOM | New | Exxon Mobil Corporation | $12,904,000 | – | 168,400 | – | 0.68% | – |
| PG | New | Procter & Gamble Company | $12,648,000 | – | 115,350 | – | 0.67% | – |
| DAL | New | Delta Air Lines, Inc. | $12,269,000 | – | 216,200 | – | 0.65% | – |
| GOOG | New | Alphabet Inc. Class C | $12,103,000 | – | 11,197 | – | 0.64% | – |
| UL | New | Unilever plc Sponsored ADR | $11,985,000 | – | 193,400 | – | 0.64% | – |
| CTAS | New | Cintas Corporation | $11,485,000 | – | 48,400 | – | 0.61% | – |
| SHW | New | Sherwin-Williams Company | $11,411,000 | – | 24,900 | – | 0.61% | – |
| AAP | New | Advance Auto Parts, Inc. | $10,790,000 | – | 70,000 | – | 0.57% | – |
| PEG | New | Public Service Enterprise Group Incorporated | $10,229,000 | – | 173,900 | – | 0.54% | – |
| DIS | New | Walt Disney Company | $9,607,000 | – | 68,800 | – | 0.51% | – |
| VLO | New | Valero Energy Corporation | $9,580,000 | – | 111,900 | – | 0.51% | – |
| LRCX | New | Lam Research Corporation | $9,354,000 | – | 49,800 | – | 0.50% | – |
| LNG | New | Cheniere Energy, Inc. | $9,193,000 | – | 134,300 | – | 0.49% | – |
| PFE | New | Pfizer Inc. | $9,181,000 | – | 211,940 | – | 0.49% | – |
| SPY | New | SPDR S&P 500 ETF Trust | $8,380,000 | – | 28,600 | – | 0.44% | – |
| EOG | New | EOG Resources, Inc. | $8,124,000 | – | 87,200 | – | 0.43% | – |
| FANG | New | Diamondback Energy, Inc. | $8,086,000 | – | 74,200 | – | 0.43% | – |
| CVX | New | Chevron Corporation | $7,641,000 | – | 61,400 | – | 0.41% | – |
| BLL | New | Ball Corporation | $7,209,000 | – | 103,000 | – | 0.38% | – |
| ORCL | New | Oracle Corporation | $6,962,000 | – | 122,200 | – | 0.37% | – |
| VZ | New | Verizon Communications Inc. | $4,959,000 | – | 86,800 | – | 0.26% | – |
| DD | New | DuPont de Nemours, Inc. | $4,309,000 | – | 57,400 | – | 0.23% | – |
| RDSB | New | Royal Dutch Shell plc Class B Sponsored ADR | $3,609,000 | – | 54,900 | – | 0.19% | – |
| TTE | New | Total S.A. Sponsored ADR | $3,392,000 | – | 60,800 | – | 0.18% | – |
| BP | New | BP plc. Sponsored ADR | $3,369,000 | – | 80,800 | – | 0.18% | – |
| DOW | New | Dow, Inc. | $2,830,000 | – | 57,400 | – | 0.15% | – |
| WFC | New | Wells Fargo & Company | $2,617,000 | – | 55,300 | – | 0.14% | – |
| GE | New | General Electric Company | $2,588,000 | – | 246,500 | – | 0.14% | – |
| CTVA | New | Corteva Inc. | $1,697,000 | – | 57,400 | – | 0.09% | – |
| MLHR | New | Herman Miller, Inc. | $188,000 | – | 4,200 | – | 0.01% | – |
| AZPN | New | Aspen Technology, Inc. | $186,000 | – | 1,500 | – | 0.01% | – |
| ZUMZ | New | Zumiez Inc. | $183,000 | – | 7,000 | – | 0.01% | – |
| BLDR | New | Builders FirstSource, Inc. | $179,000 | – | 10,600 | – | 0.01% | – |
| HRTG | New | Heritage Insurance Holdings, Inc. | $183,000 | – | 11,900 | – | 0.01% | – |
| TTEK | New | Tetra Tech, Inc. | $189,000 | – | 2,400 | – | 0.01% | – |
| CSGS | New | CSG Systems International, Inc. | $181,000 | – | 3,700 | – | 0.01% | – |
| DECK | New | Deckers Outdoor Corporation | $194,000 | – | 1,100 | – | 0.01% | – |
| SBGI | New | Sinclair Broadcast Group, Inc. Class A | $177,000 | – | 3,300 | – | 0.01% | – |
| POR | New | Portland General Electric Company | $163,000 | – | 3,000 | – | 0.01% | – |
| SEM | New | Select Medical Holdings Corporation | $163,000 | – | 10,300 | – | 0.01% | – |
| QNST | New | QuinStreet, Inc. | $174,000 | – | 11,000 | – | 0.01% | – |
| BANR | New | Banner Corporation | $162,000 | – | 3,000 | – | 0.01% | – |
| WMS | New | Advanced Drainage Systems, Inc. | $174,000 | – | 5,300 | – | 0.01% | – |
| DIN | New | Dine Brands Global, Inc. | $172,000 | – | 1,800 | – | 0.01% | – |
| FBK | New | FB Financial Corporation | $161,000 | – | 4,400 | – | 0.01% | – |
| JCOM | New | j2 Global, Inc. | $169,000 | – | 1,900 | – | 0.01% | – |
| ERI | New | Eldorado Resorts Inc. | $166,000 | – | 3,600 | – | 0.01% | – |
| ARA | New | American Renal Associates Holdings, Inc. | $165,000 | – | 22,239 | – | 0.01% | – |
| CCOI | New | Cogent Communications Holdings Inc. | $178,000 | – | 3,000 | – | 0.01% | – |
| EME | New | EMCOR Group, Inc. | $167,000 | – | 1,900 | – | 0.01% | – |
| SKYW | New | SkyWest, Inc. | $164,000 | – | 2,700 | – | 0.01% | – |
| ESNT | New | Essent Group Ltd. | $150,000 | – | 3,200 | – | 0.01% | – |
| GSBC | New | Great Southern Bancorp, Inc. | $156,000 | – | 2,600 | – | 0.01% | – |
| WD | New | Walker & Dunlop, Inc. | $144,000 | – | 2,700 | – | 0.01% | – |
| CRMT | New | America's Car-Mart, Inc. | $155,000 | – | 1,800 | – | 0.01% | – |
| TRS | New | TriMas Corporation | $142,000 | – | 4,600 | – | 0.01% | – |
| DAN | New | Dana Incorporated | $156,000 | – | 7,800 | – | 0.01% | – |
| SANM | New | Sanmina-SCI Corporation | $157,000 | – | 5,200 | – | 0.01% | – |
| BDC | New | Belden Inc. | $155,000 | – | 2,600 | – | 0.01% | – |
| ATKR | New | Atkore International Group Inc. | $147,000 | – | 5,700 | – | 0.01% | – |
| SCHN | New | Schnitzer Steel Industries, Inc. Class A | $154,000 | – | 5,900 | – | 0.01% | – |
| RXN | New | Rexnord Corporation | $160,000 | – | 5,300 | – | 0.01% | – |
| SEAS | New | SeaWorld Entertainment, Inc. | $155,000 | – | 5,000 | – | 0.01% | – |
| RGEN | New | Repligen Corporation | $146,000 | – | 1,700 | – | 0.01% | – |
| NSA | New | National Storage Affiliates Trust | $148,000 | – | 5,100 | – | 0.01% | – |
| NNI | New | Nelnet, Inc. Class A | $142,000 | – | 2,400 | – | 0.01% | – |
| HSC | New | Harsco Corporation | $159,000 | – | 5,800 | – | 0.01% | – |
| AEGN | New | Aegion Corporation | $151,000 | – | 8,200 | – | 0.01% | – |
| PMT | New | PennyMac Mortgage Investment Trust | $142,000 | – | 6,500 | – | 0.01% | – |
| SAM | New | Boston Beer Company, Inc. Class A | $151,000 | – | 400 | – | 0.01% | – |
| FIBK | New | First Interstate BancSystem, Inc. Class A | $143,000 | – | 3,600 | – | 0.01% | – |
| PRGS | New | Progress Software Corporation | $148,000 | – | 3,400 | – | 0.01% | – |
| POL | New | PolyOne Corporation | $160,000 | – | 5,100 | – | 0.01% | – |
| CBPX | New | Continental Building Products, Inc. | $143,000 | – | 5,400 | – | 0.01% | – |
| KALU | New | Kaiser Aluminum Corporation | $146,000 | – | 1,500 | – | 0.01% | – |
| CVA | New | Covanta Holding Corporation | $145,000 | – | 8,100 | – | 0.01% | – |
| ITGR | New | Integer Holdings Corporation | $151,000 | – | 1,800 | – | 0.01% | – |
| UNVR | New | Univar, Inc. | $159,000 | – | 7,200 | – | 0.01% | – |
| TECD | New | Tech Data Corporation | $136,000 | – | 1,300 | – | 0.01% | – |
| ESRT | New | Empire State Realty Trust, Inc. Class A | $141,000 | – | 9,500 | – | 0.01% | – |
| ETH | New | Ethan Allen Interiors Inc. | $139,000 | – | 6,600 | – | 0.01% | – |
| AGM | New | Federal Agricultural Mortgage Corporation Class C | $131,000 | – | 1,800 | – | 0.01% | – |
| FBNC | New | First Bancorp | $135,000 | – | 3,700 | – | 0.01% | – |
| FCFS | New | FirstCash, Inc. | $130,000 | – | 1,300 | – | 0.01% | – |
| HIW | New | Highwoods Properties, Inc. | $136,000 | – | 3,300 | – | 0.01% | – |
| HLI | New | Houlihan Lokey, Inc. Class A | $129,000 | – | 2,900 | – | 0.01% | – |
| IBKC | New | IBERIABANK Corporation | $137,000 | – | 1,800 | – | 0.01% | – |
| INDB | New | Independent Bank Corp. | $137,000 | – | 1,800 | – | 0.01% | – |
| IMKTA | New | Ingles Markets, Incorporated Class A | $140,000 | – | 4,500 | – | 0.01% | – |
| CONE | New | CyrusOne, Inc. | $127,000 | – | 2,200 | – | 0.01% | – |
| LADR | New | Ladder Capital Corp. Class A | $130,000 | – | 7,800 | – | 0.01% | – |
| MTG | New | MGIC Investment Corporation | $124,000 | – | 9,400 | – | 0.01% | – |
| MOV | New | Movado Group, Inc. | $127,000 | – | 4,700 | – | 0.01% | – |
| EGOV | New | NIC Inc. | $125,000 | – | 7,800 | – | 0.01% | – |
| NHI | New | National Health Investors, Inc. | $140,000 | – | 1,800 | – | 0.01% | – |
| CATY | New | Cathay General Bancorp | $129,000 | – | 3,600 | – | 0.01% | – |
| NWE | New | NorthWestern Corporation | $137,000 | – | 1,900 | – | 0.01% | – |
| OFIX | New | Orthofix Medical, Inc. | $137,000 | – | 2,600 | – | 0.01% | – |
| CAMP | New | CalAmp Corp. | $137,000 | – | 11,700 | – | 0.01% | – |
| CVI | New | CVR Energy, Inc. | $130,000 | – | 2,600 | – | 0.01% | – |
| CNO | New | CNO Financial Group, Inc. | $135,000 | – | 8,100 | – | 0.01% | – |
| RLJ | New | RLJ Lodging Trust | $124,000 | – | 7,000 | – | 0.01% | – |
| RDNT | New | RadNet, Inc. | $139,000 | – | 10,100 | – | 0.01% | – |
| BKH | New | Black Hills Corporation | $141,000 | – | 1,800 | – | 0.01% | – |
| RUSHA | New | Rush Enterprises, Inc. Class A | $124,000 | – | 3,400 | – | 0.01% | – |
| SYNH | New | Syneos Health, Inc. Class A | $138,000 | – | 2,700 | – | 0.01% | – |
| UBSI | New | United Bankshares, Inc. | $137,000 | – | 3,700 | – | 0.01% | – |
| AEL | New | American Equity Investment Life Holding Company | $125,000 | – | 4,600 | – | 0.01% | – |
| VGR | New | Vector Group Ltd. | $123,000 | – | 12,585 | – | 0.01% | – |
| AEIS | New | Advanced Energy Industries, Inc. | $124,000 | – | 2,200 | – | 0.01% | – |
| WTFC | New | Wintrust Financial Corporation | $132,000 | – | 1,800 | – | 0.01% | – |
| AKR | New | Acadia Realty Trust | $126,000 | – | 4,600 | – | 0.01% | – |
| TSE | New | Trinseo SA | $127,000 | – | 3,000 | – | 0.01% | – |
| EPAY | New | Bottomline Technologies (de), Inc. | $119,000 | – | 2,700 | – | 0.01% | – |
| IPAR | New | Inter Parfums, Inc. | $120,000 | – | 1,800 | – | 0.01% | – |
| HZNP | New | Horizon Therapeutics Public Limited Company | $111,000 | – | 4,600 | – | 0.01% | – |
| IDA | New | IDACORP, Inc. | $121,000 | – | 1,200 | – | 0.01% | – |
| GEF | New | Greif Class A | $117,000 | – | 3,600 | – | 0.01% | – |
| PENN | New | Penn National Gaming, Inc. | $110,000 | – | 5,700 | – | 0.01% | – |
| RGNX | New | REGENXBIO, Inc. | $108,000 | – | 2,100 | – | 0.01% | – |
| TLRDQ | New | Tailored Brands, Inc. | $116,000 | – | 20,100 | – | 0.01% | – |
| BSTC | New | BioSpecifics Technologies Corp. | $107,000 | – | 1,800 | – | 0.01% | – |
| RUTH | New | Ruth's Hospitality Group, Inc. | $111,000 | – | 4,900 | – | 0.01% | – |
| CRUS | New | Cirrus Logic, Inc. | $118,000 | – | 2,700 | – | 0.01% | – |
| TTMI | New | TTM Technologies, Inc. | $115,000 | – | 11,300 | – | 0.01% | – |
| TBI | New | TrueBlue, Inc. | $121,000 | – | 5,500 | – | 0.01% | – |
| ANGO | New | AngioDynamics, Inc. | $120,000 | – | 6,100 | – | 0.01% | – |
| THC | New | Tenet Healthcare Corporation | $114,000 | – | 5,500 | – | 0.01% | – |
| MTDR | New | Matador Resources Company | $121,000 | – | 6,100 | – | 0.01% | – |
| OASPQ | New | Oasis Petroleum Inc. | $112,000 | – | 19,700 | – | 0.01% | – |
| PEB | New | Pebblebrook Hotel Trust | $121,000 | – | 4,300 | – | 0.01% | – |
| CATM | New | Cardtronics plc Class A | $120,000 | – | 4,400 | – | 0.01% | – |
| AMED | New | Amedisys, Inc. | $121,000 | – | 1,000 | – | 0.01% | – |
| CVLT | New | CommVault Systems, Inc. | $119,000 | – | 2,400 | – | 0.01% | – |
| NEWR | New | New Relic, Inc. | $112,000 | – | 1,300 | – | 0.01% | – |
| PAHC | New | Phibro Animal Health Corporation Class A | $105,000 | – | 3,300 | – | 0.01% | – |
| SUPN | New | Supernus Pharmaceuticals, Inc. | $89,000 | – | 2,700 | – | 0.01% | – |
| PRTY | New | Party City Holdco, Inc. | $97,000 | – | 13,300 | – | 0.01% | – |
| MTX | New | Minerals Technologies Inc. | $96,000 | – | 1,800 | – | 0.01% | – |
| MTRX | New | Matrix Service Company | $103,000 | – | 5,100 | – | 0.01% | – |
| AMKR | New | Amkor Technology, Inc. | $95,000 | – | 12,800 | – | 0.01% | – |
| MKSI | New | MKS Instruments, Inc. | $86,000 | – | 1,100 | – | 0.01% | – |
| CMRE | New | Costamare Inc. | $102,000 | – | 19,900 | – | 0.01% | – |
| LCI | New | Lannett Company, Inc. | $93,000 | – | 15,400 | – | 0.01% | – |
| GTN | New | Gray Television, Inc. | $100,000 | – | 6,100 | – | 0.01% | – |
| AMAG | New | AMAG Pharmaceuticals, Inc. | $95,000 | – | 9,500 | – | 0.01% | – |
| ENTA | New | Enanta Pharmaceuticals, Inc. | $84,000 | – | 1,000 | – | 0.00% | – |
| DOFSQ | New | Diamond Offshore Drilling, Inc. | $76,000 | – | 8,600 | – | 0.00% | – |
| EBS | New | Emergent BioSolutions Inc. | $72,000 | – | 1,500 | – | 0.00% | – |
| FGEN | New | FibroGen, Inc. | $81,000 | – | 1,800 | – | 0.00% | – |
| CCXI | New | Chemocentryx, Inc. | $69,000 | – | 7,400 | – | 0.00% | – |
| CRZO | New | Carrizo Oil & Gas, Inc. | $81,000 | – | 8,100 | – | 0.00% | – |
| VNDA | New | Vanda Pharmaceuticals Inc. | $42,000 | – | 3,000 | – | 0.00% | – |
Q4 2018
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | Sell | Facebook, Inc. Class A | $37,563,000 | -28.3% | 228,400 | -15.3% | 1.86% | -33.2% |
| HD | Sell | Home Depot, Inc. | $35,941,000 | -9.1% | 173,500 | -14.4% | 1.78% | -15.3% |
| MRK | Buy | Merck & Co., Inc. | $34,122,000 | +45.9% | 481,000 | +24.8% | 1.69% | +35.9% |
| ABT | Buy | Abbott Laboratories | $30,936,000 | +67.3% | 421,700 | +39.1% | 1.54% | +55.8% |
| UNP | Sell | Union Pacific Corporation | $30,482,000 | -2.0% | 187,200 | -14.7% | 1.51% | -8.7% |
| CSCO | Buy | Cisco Systems, Inc. | $30,421,000 | +86.7% | 625,300 | +65.1% | 1.51% | +73.8% |
| GOOG | Sell | Alphabet Inc. Class C | $30,072,000 | -4.1% | 25,197 | -10.3% | 1.49% | -10.6% |
| LOW | Buy | Lowe's Companies, Inc. | $29,245,000 | +52.2% | 254,700 | +26.7% | 1.45% | +41.8% |
| NFLX | Buy | Netflix, Inc. | $24,954,000 | +296.0% | 66,700 | +314.3% | 1.24% | +268.5% |
| MDT | New | Medtronic plc | $24,888,000 | – | 253,000 | – | 1.24% | – |
| NVDA | New | NVIDIA Corporation | $23,465,000 | – | 83,500 | – | 1.16% | – |
| EW | Sell | Edwards Lifesciences Corporation | $23,242,000 | +5.7% | 133,500 | -11.6% | 1.15% | -1.5% |
| T | Buy | AT&T Inc. | $23,143,000 | +78.9% | 689,182 | +71.1% | 1.15% | +66.6% |
| AAP | Sell | Advance Auto Parts, Inc. | $21,058,000 | -6.8% | 125,100 | -24.9% | 1.04% | -13.1% |
| MDLZ | New | Mondelez International, Inc. Class A | $19,912,000 | – | 463,500 | – | 0.99% | – |
| FDX | Sell | FedEx Corporation | $19,600,000 | +0.1% | 81,400 | -5.6% | 0.97% | -6.7% |
| JNJ | New | Johnson & Johnson | $19,040,000 | – | 137,800 | – | 0.94% | – |
| USB | New | U.S. Bancorp | $18,420,000 | – | 348,800 | – | 0.91% | – |
| STI | Sell | SunTrust Banks, Inc. | $18,300,000 | -26.7% | 274,000 | -27.5% | 0.91% | -31.7% |
| CAT | Sell | Caterpillar Inc. | $14,944,000 | -20.8% | 98,000 | -29.5% | 0.74% | -26.3% |
| XOM | Sell | Exxon Mobil Corporation | $14,317,000 | -43.9% | 168,400 | -45.4% | 0.71% | -47.7% |
| EOG | New | EOG Resources, Inc. | $13,573,000 | – | 106,400 | – | 0.67% | – |
| OXY | Buy | Occidental Petroleum Corporation | $13,188,000 | +40.5% | 160,500 | +43.0% | 0.65% | +30.8% |
| DAL | Sell | Delta Air Lines, Inc. | $12,503,000 | -10.6% | 216,200 | -23.4% | 0.62% | -16.7% |
| FANG | New | Diamondback Energy, Inc. | $12,397,000 | – | 91,700 | – | 0.62% | – |
| CTAS | Sell | Cintas Corporation | $11,671,000 | -27.1% | 59,000 | -31.8% | 0.58% | -32.0% |
| CMG | Buy | Chipotle Mexican Grill, Inc. | $11,636,000 | +68.6% | 25,600 | +60.0% | 0.58% | +57.2% |
| LUV | New | Southwest Airlines Co. | $9,661,000 | – | 154,700 | – | 0.48% | – |
| ALK | New | Alaska Air Group, Inc. | $9,661,000 | – | 140,300 | – | 0.48% | – |
| BLL | New | Ball Corporation | $7,738,000 | – | 175,900 | – | 0.38% | – |
| APD | New | Air Products and Chemicals, Inc. | $7,668,000 | – | 45,900 | – | 0.38% | – |
| MPC | New | Marathon Petroleum Corporation | $7,029,000 | – | 87,900 | – | 0.35% | – |
| GS | Sell | Goldman Sachs Group, Inc. | $5,628,000 | -49.5% | 25,100 | -50.3% | 0.28% | -53.0% |
| LAZ | Sell | Lazard Ltd Class A | $4,654,000 | -51.9% | 96,700 | -51.2% | 0.23% | -55.2% |
| PM | Sell | Philip Morris International Inc. | $4,232,000 | -82.3% | 51,900 | -82.4% | 0.21% | -83.5% |
| RUTH | Sell | Ruth's Hospitality Group, Inc. | $1,019,000 | +4.9% | 32,300 | -6.6% | 0.05% | -1.9% |
| GBX | Sell | Greenbrier Companies, Inc. | $992,000 | +6.2% | 16,500 | -6.8% | 0.05% | -2.0% |
| AZPN | Sell | Aspen Technology, Inc. | $968,000 | +14.7% | 8,500 | -6.6% | 0.05% | +6.7% |
| PERY | Sell | Perry Ellis International, Inc. | $943,000 | -6.2% | 34,500 | -6.8% | 0.05% | -13.0% |
| ITGR | Sell | Integer Holdings Corporation | $946,000 | +19.9% | 11,400 | -6.6% | 0.05% | +11.9% |
| CBPX | Sell | Continental Building Products, Inc. | $931,000 | +11.4% | 24,800 | -6.4% | 0.05% | +2.2% |
| ZUMZ | Sell | Zumiez Inc. | $909,000 | -1.9% | 34,500 | -6.8% | 0.04% | -8.2% |
| RDNT | Sell | RadNet, Inc. | $917,000 | -6.4% | 60,900 | -6.7% | 0.04% | -13.5% |
| SPXC | Sell | SPX Corporation | $909,000 | -11.5% | 27,300 | -6.8% | 0.04% | -18.2% |
| CCOI | Sell | Cogent Communications Holdings Inc | $887,000 | -2.3% | 15,900 | -6.5% | 0.04% | -8.3% |
| OSBC | Sell | Old Second Bancorp, Inc. | $867,000 | 0.0% | 56,100 | -6.8% | 0.04% | -6.5% |
| CAMP | Sell | CalAmp Corp. | $870,000 | -4.5% | 36,300 | -6.7% | 0.04% | -12.2% |
| PENN | Sell | Penn National Gaming, Inc. | $843,000 | -8.8% | 25,600 | -6.9% | 0.04% | -14.3% |
| TTMI | Sell | TTM Technologies, Inc. | $818,000 | -15.7% | 51,400 | -6.5% | 0.04% | -21.2% |
| IPAR | Sell | Inter Parfums, Inc. | $831,000 | +12.6% | 12,900 | -6.5% | 0.04% | +5.1% |
| EPAM | Sell | EPAM Systems, Inc. | $799,000 | +2.0% | 5,800 | -7.9% | 0.04% | -4.8% |
| WD | Sell | Walker & Dunlop, Inc. | $814,000 | -11.3% | 15,400 | -6.7% | 0.04% | -18.4% |
| ERI | New | Eldorado Resorts Inc | $792,000 | – | 16,300 | – | 0.04% | – |
| EBS | Sell | Emergent BioSolutions Inc. | $790,000 | +22.3% | 12,000 | -6.2% | 0.04% | +14.7% |
| CONE | Sell | CyrusOne, Inc. | $793,000 | +2.2% | 12,500 | -6.0% | 0.04% | -4.9% |
| FCFS | New | First Cash Financial Services, Inc. | $779,000 | – | 9,500 | – | 0.04% | – |
| HAE | New | Haemonetics Corporation | $768,000 | – | 6,700 | – | 0.04% | – |
| CNO | Buy | CNO Financial Group, Inc. | $770,000 | +21.1% | 36,300 | +8.7% | 0.04% | +11.8% |
| TRS | Sell | TriMas Corporation | $766,000 | -3.9% | 25,200 | -7.0% | 0.04% | -9.5% |
| QNST | Sell | QuinStreet, Inc. | $759,000 | 0.0% | 55,900 | -6.5% | 0.04% | -5.0% |
| HSC | Sell | Harsco Corporation | $759,000 | -21.4% | 26,600 | -39.1% | 0.04% | -25.5% |
| EGOV | Sell | NIC Inc. | $741,000 | -9.1% | 50,100 | -4.4% | 0.04% | -14.0% |
| CSII | New | Cardiovascular Systems, Inc. | $736,000 | – | 18,800 | – | 0.04% | – |
| CERS | Sell | Cerus Corporation | $739,000 | +1.0% | 102,500 | -6.6% | 0.04% | -5.1% |
| CVLT | Sell | CommVault Systems, Inc. | $742,000 | -1.2% | 10,600 | -7.0% | 0.04% | -7.5% |
| IBCP | Sell | Independent Bank Corporation | $743,000 | -13.5% | 31,400 | -6.8% | 0.04% | -19.6% |
| JCOM | Sell | j2 Global, Inc. | $737,000 | -10.4% | 8,900 | -6.3% | 0.04% | -15.9% |
| RXN | Sell | Rexnord Corporation | $742,000 | -1.1% | 24,100 | -6.6% | 0.04% | -7.5% |
| PEGI | Sell | Pattern Energy Group, Inc. Class A | $755,000 | -1.3% | 38,000 | -6.9% | 0.04% | -9.8% |
| SKYW | New | SkyWest, Inc | $719,000 | – | 12,200 | – | 0.04% | – |
| AKR | Sell | Acadia Realty Trust | $723,000 | -4.6% | 25,800 | -6.9% | 0.04% | -10.0% |
| FIBK | New | First Interstate BancSystem, Inc. Class A | $730,000 | – | 16,300 | – | 0.04% | – |
| WMS | New | Advanced Drainage Systems Inc | $735,000 | – | 23,800 | – | 0.04% | – |
| GTN | Sell | Gray Television, Inc. | $725,000 | +3.6% | 41,400 | -6.5% | 0.04% | -2.7% |
| TTEK | Sell | Tetra Tech, Inc. | $731,000 | -30.6% | 10,700 | -40.6% | 0.04% | -35.7% |
| AEL | Sell | American Equity Investment Life Holding Company | $721,000 | -3.7% | 20,400 | -1.9% | 0.04% | -10.0% |
| NNI | Sell | Nelnet, Inc. Class A | $720,000 | -8.0% | 12,600 | -6.0% | 0.04% | -14.3% |
| IBKC | New | IBERIABANK Corporation | $732,000 | – | 9,000 | – | 0.04% | – |
| RGS | New | Regis Corporation | $725,000 | – | 35,500 | – | 0.04% | – |
| RH | Sell | RH | $734,000 | -12.4% | 5,600 | -6.7% | 0.04% | -20.0% |
| BANR | New | Banner Corporation | $727,000 | – | 11,700 | – | 0.04% | – |
| CATM | Sell | Cardtronics plc Class A | $718,000 | -3.6% | 22,700 | -26.3% | 0.04% | -10.0% |
| PMT | Sell | PennyMac Mortgage Investment Trust | $735,000 | -0.5% | 36,300 | -6.7% | 0.04% | -7.7% |
| PEB | Sell | Pebblebrook Hotel Trust | $702,000 | -12.1% | 19,300 | -6.3% | 0.04% | -18.6% |
| EFSC | Sell | Enterprise Financial Services Corp | $711,000 | -7.8% | 13,400 | -6.3% | 0.04% | -14.6% |
| KLXI | Sell | KLX Inc. | $697,000 | -16.4% | 11,100 | -4.3% | 0.04% | -20.5% |
| SANM | Sell | Sanmina-SCI Corporation | $704,000 | -12.3% | 25,500 | -6.9% | 0.04% | -18.6% |
| MTDR | Sell | Matador Resources Company | $697,000 | +2.7% | 21,100 | -6.6% | 0.04% | -2.8% |
| ESNT | Sell | Essent Group Ltd. | $708,000 | +15.5% | 16,000 | -6.4% | 0.04% | +6.1% |
| MLHR | Sell | Herman Miller, Inc. | $714,000 | +5.8% | 18,600 | -6.5% | 0.04% | -2.8% |
| AMED | Sell | Amedisys, Inc. | $712,000 | -15.8% | 5,700 | -42.4% | 0.04% | -22.2% |
| ALE | Sell | ALLETE, Inc. | $713,000 | -9.7% | 9,500 | -6.9% | 0.04% | -16.7% |
| GSBC | New | Great Southern Bancorp, Inc. | $708,000 | – | 12,800 | – | 0.04% | – |
| FBNC | Sell | First Bancorp | $705,000 | -7.8% | 17,400 | -7.0% | 0.04% | -14.6% |
| RLJ | Sell | RLJ Lodging Trust | $692,000 | -6.9% | 31,400 | -6.8% | 0.03% | -15.0% |
| TSE | Sell | Trinseo SA | $689,000 | +3.3% | 8,800 | -6.4% | 0.03% | -5.6% |
| MTX | Buy | Minerals Technologies Inc. | $676,000 | +24.5% | 10,000 | +38.9% | 0.03% | +17.2% |
| SCHN | Buy | Schnitzer Steel Industries, Inc. Class A | $682,000 | +13.7% | 25,200 | +41.6% | 0.03% | +6.2% |
| CVA | New | Covanta Holding Corporation | $694,000 | – | 42,700 | – | 0.03% | – |
| TLRDQ | Sell | Tailored Brands, Inc. | $685,000 | -7.8% | 27,200 | -6.5% | 0.03% | -15.0% |
| DIN | New | DineEquity, Inc. | $691,000 | – | 8,500 | – | 0.03% | – |
| MTG | Sell | MGIC Investment Corporation | $692,000 | +15.9% | 52,000 | -6.6% | 0.03% | +6.2% |
| CUBI | Buy | Customers Bancorp, Inc. | $673,000 | +12.9% | 28,600 | +36.2% | 0.03% | +3.1% |
| DAN | Sell | Dana Incorporated | $659,000 | -13.6% | 35,300 | -6.6% | 0.03% | -19.5% |
| ASGN | New | On Assignment, Inc. | $663,000 | – | 8,400 | – | 0.03% | – |
| AGM | Sell | Federal Agricultural Mortgage Corporation Class C | $657,000 | -25.1% | 9,100 | -7.1% | 0.03% | -29.8% |
| IDA | Sell | IDACORP, Inc. | $675,000 | +0.3% | 6,800 | -6.8% | 0.03% | -8.3% |
| HLI | Buy | Houlihan Lokey, Inc. Class A | $660,000 | -11.2% | 14,700 | +1.4% | 0.03% | -17.5% |
| UNTCQ | Sell | Unit Corporation | $662,000 | -5.2% | 25,400 | -7.0% | 0.03% | -10.8% |
| UNVR | Sell | Univar, Inc. | $675,000 | +9.0% | 22,000 | -6.8% | 0.03% | 0.0% |
| CSGS | Sell | CSG Systems International, Inc. | $666,000 | -8.4% | 16,600 | -6.7% | 0.03% | -15.4% |
| NSA | New | National Storage Affiliates Trust | $649,000 | – | 25,500 | – | 0.03% | – |
| AEGN | Sell | Aegion Corporation | $655,000 | -8.1% | 25,800 | -6.9% | 0.03% | -15.8% |
| ETH | Sell | Ethan Allen Interiors Inc. | $639,000 | -21.0% | 30,800 | -6.7% | 0.03% | -25.6% |
| SEM | Sell | Select Medical Holdings Corporation | $648,000 | -5.3% | 35,200 | -6.6% | 0.03% | -11.1% |
| EME | Sell | EMCOR Group, Inc. | $638,000 | -7.9% | 8,500 | -6.6% | 0.03% | -13.5% |
| CVI | New | CVR Energy, Inc. | $635,000 | – | 15,800 | – | 0.03% | – |
| HRTG | Buy | Heritage Insurance Holdings, Inc. | $627,000 | -8.7% | 42,300 | +2.7% | 0.03% | -16.2% |
| PRTY | Sell | Party City Holdco, Inc. | $625,000 | -17.0% | 46,100 | -6.7% | 0.03% | -22.5% |
| PFSI | Sell | PennyMac Financial Services, Inc. Class A | $621,000 | -0.6% | 29,700 | -6.6% | 0.03% | -6.1% |
| POR | Sell | Portland General Electric Company | $629,000 | -1.3% | 13,800 | -7.4% | 0.03% | -8.8% |
| PRGS | Sell | Progress Software Corporation | $635,000 | -15.2% | 18,000 | -6.7% | 0.03% | -22.5% |
| SBGI | Sell | Sinclair Broadcast Group, Inc. Class A | $624,000 | -17.8% | 22,000 | -6.8% | 0.03% | -22.5% |
| WTFC | Sell | Wintrust Financial Corporation | $629,000 | -8.6% | 7,400 | -6.3% | 0.03% | -16.2% |
| HZNP | Sell | Horizon Pharma plc | $623,000 | +10.3% | 31,800 | -6.7% | 0.03% | +3.3% |
| TVPT | Sell | Travelport Worldwide Ltd. | $631,000 | -15.1% | 37,400 | -6.7% | 0.03% | -22.5% |
| KALU | Sell | Kaiser Aluminum Corporation | $600,000 | -2.3% | 5,500 | -6.8% | 0.03% | -9.1% |
| VRTU | Sell | Virtusa Corporation | $607,000 | +3.1% | 11,300 | -6.6% | 0.03% | -3.2% |
| CMRE | Sell | Costamare Inc. | $588,000 | -24.1% | 90,600 | -6.7% | 0.03% | -29.3% |
| THC | Sell | Tenet Healthcare Corporation | $583,000 | -21.1% | 20,500 | -6.8% | 0.03% | -25.6% |
| HIW | Sell | Highwoods Properties, Inc. | $577,000 | -12.4% | 12,200 | -6.2% | 0.03% | -17.1% |
| OASPQ | Sell | Oasis Petroleum Inc. | $590,000 | +2.3% | 41,600 | -6.5% | 0.03% | -6.5% |
| BSTC | New | BioSpecifics Technologies Corp. | $567,000 | – | 9,700 | – | 0.03% | – |
| POL | Sell | PolyOne Corporation | $555,000 | -5.6% | 12,700 | -6.6% | 0.03% | -9.7% |
| SNX | Sell | SYNNEX Corporation | $567,000 | -18.4% | 6,700 | -6.9% | 0.03% | -24.3% |
| NHI | Sell | National Health Investors, Inc. | $567,000 | -3.7% | 7,500 | -6.2% | 0.03% | -9.7% |
| ARA | New | American Renal Associates | $559,000 | – | 25,839 | – | 0.03% | – |
| TECD | Sell | Tech Data Corporation | $558,000 | -18.2% | 7,800 | -6.0% | 0.03% | -22.2% |
| SAM | Sell | Boston Beer Company, Inc. Class A | $546,000 | -8.8% | 1,900 | -5.0% | 0.03% | -15.6% |
| LGND | Sell | Ligand Pharmaceuticals Incorporated | $549,000 | -24.3% | 2,000 | -42.9% | 0.03% | -30.8% |
| IMKTA | Sell | Ingles Markets, Incorporated Class A | $527,000 | +0.4% | 15,400 | -6.7% | 0.03% | -7.1% |
| DOFSQ | Sell | Diamond Offshore Drilling, Inc. | $516,000 | -10.7% | 25,800 | -6.9% | 0.03% | -16.1% |
| ESRT | Sell | Empire State Realty Trust, Inc. Class A | $503,000 | -9.2% | 30,300 | -6.5% | 0.02% | -13.8% |
| LOXO | Sell | Loxo Oncology Inc | $512,000 | -10.5% | 3,000 | -9.1% | 0.02% | -16.7% |
| HRTX | Sell | Heron Therapeutics Inc | $513,000 | -23.7% | 16,200 | -6.4% | 0.02% | -30.6% |
| HALO | Sell | Halozyme Therapeutics, Inc. | $507,000 | +0.6% | 27,900 | -6.7% | 0.02% | -7.4% |
| BLD | Sell | TopBuild Corp. | $494,000 | -32.2% | 8,700 | -6.5% | 0.02% | -35.9% |
| CCXI | Sell | Chemocentryx, Inc. | $508,000 | -10.2% | 40,200 | -6.5% | 0.02% | -16.7% |
| VGR | Buy | Vector Group Ltd. | $506,000 | -2.1% | 36,700 | +35.4% | 0.02% | -10.7% |
| CRZO | Sell | Carrizo Oil & Gas, Inc. | $491,000 | -15.6% | 19,500 | -6.7% | 0.02% | -22.6% |
| CRUS | Sell | Cirrus Logic, Inc. | $479,000 | -5.3% | 12,400 | -6.1% | 0.02% | -11.1% |
| MRC | Sell | MRC Global Inc. | $484,000 | -19.3% | 25,800 | -6.9% | 0.02% | -25.0% |
| LCI | Buy | Lannett Company, Inc. | $469,000 | +22.1% | 98,700 | +250.0% | 0.02% | +15.0% |
| ENTA | Sell | Enanta Pharmaceuticals, Inc. | $436,000 | -30.4% | 5,100 | -5.6% | 0.02% | -33.3% |
| PAHC | Sell | Phibro Animal Health Corporation Class A | $438,000 | -13.6% | 10,200 | -7.3% | 0.02% | -18.5% |
| AMKR | Sell | Amkor Technology, Inc. | $430,000 | -19.6% | 58,200 | -6.6% | 0.02% | -25.0% |
| CARA | New | Cara Therapeutics Inc | $410,000 | – | 17,100 | – | 0.02% | – |
| AMAG | Sell | AMAG Pharmaceuticals, Inc. | $370,000 | -4.1% | 18,500 | -6.6% | 0.02% | -14.3% |
| AEIS | Sell | Advanced Energy Industries, Inc. | $341,000 | -17.2% | 6,600 | -7.0% | 0.02% | -22.7% |
| MKSI | Sell | MKS Instruments, Inc. | $345,000 | -21.6% | 4,300 | -6.5% | 0.02% | -26.1% |
| KLXE | New | KLX ENERGY SERVICES HOLDINGS, INC. | $142,000 | – | 4,440 | – | 0.01% | – |
| CTMX | Exit | CytomX Therapeutics, | $0 | – | -17,800 | – | -0.02% | – |
| SF | Exit | Stifel Financial Corp. | $0 | – | -9,400 | – | -0.03% | – |
| RRGB | Exit | Red Robin Gourmet Burgers, Inc. | $0 | – | -11,100 | – | -0.03% | – |
| EDIT | Exit | Editas Medicine, Inc | $0 | – | -16,000 | – | -0.03% | – |
| DLX | Exit | Deluxe Corp. | $0 | – | -8,800 | – | -0.03% | – |
| KS | Exit | KapStone Paper and P | $0 | – | -18,600 | – | -0.03% | – |
| YRCW | Exit | YRC Worldwide Inc. | $0 | – | -63,500 | – | -0.03% | – |
| DK | Exit | Delek US Holdings, Inc. | $0 | – | -13,000 | – | -0.04% | – |
| IBTX | Exit | Independent Bank Group, Inc. | $0 | – | -9,900 | – | -0.04% | – |
| BHE | Exit | Benchmark Electronics, Inc. | $0 | – | -23,400 | – | -0.04% | – |
| VAC | Exit | Marriott Vacations Worldwide Corp. | $0 | – | -6,500 | – | -0.04% | – |
| UMPQ | Exit | Umpqua Holdings Corporation | $0 | – | -34,200 | – | -0.04% | – |
| NCS | Exit | NCI Building Systems Inc. | $0 | – | -37,200 | – | -0.04% | – |
| CATY | Exit | Cathay General Bancorp | $0 | – | -19,300 | – | -0.04% | – |
| WCG | Exit | WellCare Health Plans, Inc. | $0 | – | -3,200 | – | -0.04% | – |
| BID | Exit | Sotheby's Class A | $0 | – | -14,800 | – | -0.04% | – |
| RGP | Exit | Resources Connection Inc. | $0 | – | -48,800 | – | -0.04% | – |
| CARO | Exit | Carolina Financial C | $0 | – | -19,800 | – | -0.04% | – |
| AMN | Exit | AMN Healthcare Services, Inc. | $0 | – | -15,500 | – | -0.05% | – |
| DCT | Exit | DCT Industrial Trust Inc. | $0 | – | -13,800 | – | -0.05% | – |
| XLY | Exit | Consumer Discretionary Sector SPDR Fund | $0 | – | -28,500 | – | -0.17% | – |
| LRCX | Exit | Lam Research Corp. | $0 | – | -39,400 | – | -0.36% | – |
| FCX | Exit | Freeport-McMoRan Inc | $0 | – | -414,700 | – | -0.38% | – |
| SBAC | Exit | SBA Communications Corp. Class A | $0 | – | -46,800 | – | -0.41% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -171,600 | – | -0.46% | – |
| MGA | Exit | Magna International Inc. | $0 | – | -184,000 | – | -0.57% | – |
| PXD | Exit | Pioneer Natural Resources Company | $0 | – | -57,800 | – | -0.58% | – |
| CVS | Exit | CVS Health Corp. | $0 | – | -174,800 | – | -0.60% | – |
| HAL | Exit | Halliburton Company | $0 | – | -354,400 | – | -0.85% | – |
| LH | Exit | Laboratory Corp. of America Holdings | $0 | – | -107,700 | – | -1.03% | – |
| AVGO | Exit | Broadcom Inc. | $0 | – | -93,100 | – | -1.20% | – |
| ABBV | Exit | AbbVie Inc. | $0 | – | -265,700 | – | -1.31% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | Microsoft Corp. | $82,517,000 | – | 836,800 | – | 4.39% | – |
| AMZN | New | Amazon.com, Inc. | $72,751,000 | – | 42,800 | – | 3.87% | – |
| AAPL | New | Apple Inc. | $63,937,000 | – | 345,400 | – | 3.40% | – |
| FB | New | Facebook, Inc. | $52,369,000 | – | 269,500 | – | 2.79% | – |
| PEO | New | Adams Natural Resources Fund Inc | $43,932,000 | – | 2,186,774 | – | 2.34% | – |
| V | New | Visa Inc. | $43,139,000 | – | 325,700 | – | 2.30% | – |
| BRKB | New | Berkshire Hathaway Inc. Class B | $41,698,000 | – | 223,400 | – | 2.22% | – |
| BAC | New | Bank of America Corp | $41,451,000 | – | 1,470,400 | – | 2.21% | – |
| UNH | New | Unitedhealth Group Incorporated | $39,843,000 | – | 162,400 | – | 2.12% | – |
| HD | New | Home Depot, Inc. | $39,547,000 | – | 202,700 | – | 2.11% | – |
| GOOGL | New | Alphabet Inc. Class C | $34,892,000 | – | 30,900 | – | 1.86% | – |
| BA | New | The Boeing Company | $33,954,000 | – | 101,200 | – | 1.81% | – |
| JPM | New | JPMorgan Chase & Co. | $33,313,000 | – | 319,700 | – | 1.77% | – |
| GOOG | New | Alphabet Inc. Class A | $31,346,000 | – | 28,097 | – | 1.67% | – |
| UNP | New | Union Pacific Corp. | $31,099,000 | – | 219,500 | – | 1.66% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $30,118,000 | – | 145,400 | – | 1.60% | – |
| MA | New | Mastercard Incorporated Class A | $29,026,000 | – | 147,700 | – | 1.54% | – |
| ADBE | New | Adobe Systems Incorporated | $28,575,000 | – | 117,200 | – | 1.52% | – |
| ICE | New | Intercontinental Exchange, Inc. | $27,942,000 | – | 379,900 | – | 1.49% | – |
| HON | New | Honeywell International Inc. | $27,802,000 | – | 193,000 | – | 1.48% | – |
| ACN | New | Accenture plc Class A | $25,749,000 | – | 157,400 | – | 1.37% | – |
| XOM | New | Exxon Mobil Corp. | $25,506,000 | – | 308,300 | – | 1.36% | – |
| STI | New | SunTrust Banks, Inc. | $24,962,000 | – | 378,100 | – | 1.33% | – |
| CRM | New | Salesforce.com, Inc. | $24,716,000 | – | 181,200 | – | 1.32% | – |
| ABBV | New | AbbVie Inc. | $24,617,000 | – | 265,700 | – | 1.31% | – |
| PM | New | Philip Morris International Inc. | $23,843,000 | – | 295,300 | – | 1.27% | – |
| BDX | New | Becton, Dickinson and Company | $23,429,000 | – | 97,800 | – | 1.25% | – |
| MRK | New | Merck & Co., Inc. | $23,394,000 | – | 385,400 | – | 1.25% | – |
| AVGO | New | Broadcom Inc. | $22,590,000 | – | 93,100 | – | 1.20% | – |
| AAP | New | Advance Auto Parts, Inc. | $22,594,000 | – | 166,500 | – | 1.20% | – |
| WMT | New | Wal-Mart Stores, Inc | $22,038,000 | – | 257,300 | – | 1.17% | – |
| EW | New | Edwards Lifesciences Corp. | $21,996,000 | – | 151,100 | – | 1.17% | – |
| BLK | New | BlackRock, Inc. | $20,660,000 | – | 41,400 | – | 1.10% | – |
| PFE | New | Pfizer Inc. | $19,992,000 | – | 551,040 | – | 1.06% | – |
| WFC | New | Wells Fargo & Company | $19,875,000 | – | 358,500 | – | 1.06% | – |
| FDX | New | FedEx Corp. | $19,573,000 | – | 86,200 | – | 1.04% | – |
| PSA | New | Public Storage | $19,533,000 | – | 86,100 | – | 1.04% | – |
| LH | New | Laboratory Corp. of America Holdings | $19,335,000 | – | 107,700 | – | 1.03% | – |
| LOW | New | Lowe's Companies, Inc. | $19,219,000 | – | 201,100 | – | 1.02% | – |
| DG | New | Dollar General Corp. | $19,122,000 | – | 193,937 | – | 1.02% | – |
| CAT | New | Caterpillar Inc. | $18,872,000 | – | 139,100 | – | 1.00% | – |
| ABT | New | Abbott Laboratories | $18,492,000 | – | 303,200 | – | 0.98% | – |
| EMR | New | Emerson Electric Co. | $17,824,000 | – | 257,800 | – | 0.95% | – |
| NEE | New | NextEra Energy, Inc. | $16,536,000 | – | 99,000 | – | 0.88% | – |
| CSCO | New | Cisco Systems, Inc. | $16,295,000 | – | 378,700 | – | 0.87% | – |
| COST | New | Costco Wholesale Corporation | $16,280,000 | – | 77,900 | – | 0.87% | – |
| CTAS | New | Cintas Corporation | $16,009,000 | – | 86,500 | – | 0.85% | – |
| HAL | New | Halliburton Company | $15,969,000 | – | 354,400 | – | 0.85% | – |
| PLD | New | Prologis, Inc. | $15,509,000 | – | 236,100 | – | 0.83% | – |
| SPG | New | Simon Property Group Inc. | $14,738,000 | – | 86,600 | – | 0.78% | – |
| PEP | New | PepsiCo, Inc. | $14,632,000 | – | 134,400 | – | 0.78% | – |
| BIIB | New | Biogen Inc. | $14,193,000 | – | 48,900 | – | 0.76% | – |
| TSCO | New | Tractor Supply Company | $14,044,000 | – | 183,600 | – | 0.75% | – |
| DAL | New | Delta Air Lines, Inc | $13,980,000 | – | 282,200 | – | 0.74% | – |
| DWDP | New | DowDuPont Inc. | $13,619,000 | – | 206,600 | – | 0.72% | – |
| AFL | New | Aflac Incorporated | $13,607,000 | – | 316,300 | – | 0.72% | – |
| ALXN | New | Alexion Pharmaceuticals, Inc | $13,309,000 | – | 107,200 | – | 0.71% | – |
| STZ | New | Constellation Brands Inc. Class A | $13,264,000 | – | 60,600 | – | 0.71% | – |
| T | New | AT&T Inc. | $12,937,000 | – | 402,882 | – | 0.69% | – |
| EXC | New | Exelon Corporation | $12,750,000 | – | 299,300 | – | 0.68% | – |
| AMT | New | American Tower Corp. | $12,384,000 | – | 85,900 | – | 0.66% | – |
| CVS | New | CVS Health Corp. | $11,248,000 | – | 174,800 | – | 0.60% | – |
| GS | New | The Goldman Sachs Group, Inc. | $11,139,000 | – | 50,500 | – | 0.59% | – |
| PXD | New | Pioneer Natural Resources Company | $10,938,000 | – | 57,800 | – | 0.58% | – |
| WEC | New | WEC Energy Group Inc | $10,745,000 | – | 166,200 | – | 0.57% | – |
| MGA | New | Magna International Inc. | $10,696,000 | – | 184,000 | – | 0.57% | – |
| PG | New | The Procter & Gamble Company | $10,292,000 | – | 131,850 | – | 0.55% | – |
| LYB | New | LyondellBasell Industries N.V. | $10,293,000 | – | 93,700 | – | 0.55% | – |
| LAZ | New | Lazard Ltd Class A | $9,684,000 | – | 198,000 | – | 0.52% | – |
| PEG | New | Public Service Enterprise Group Inc | $9,415,000 | – | 173,900 | – | 0.50% | – |
| OXY | New | Occidental Petroleum Corp. | $9,389,000 | – | 112,200 | – | 0.50% | – |
| CMCSA | New | Comcast Corp. Class A | $9,384,000 | – | 286,000 | – | 0.50% | – |
| MNST | New | Monster Beverage Corporation | $9,002,000 | – | 157,100 | – | 0.48% | – |
| ANDV | New | Andeavor Corp. | $8,920,000 | – | 68,000 | – | 0.48% | – |
| VZ | New | Verizon Communications Inc. | $8,633,000 | – | 171,600 | – | 0.46% | – |
| SBAC | New | SBA Communications Corp. Class A | $7,728,000 | – | 46,800 | – | 0.41% | – |
| DIS | New | The Walt Disney Company | $7,211,000 | – | 68,800 | – | 0.38% | – |
| FCX | New | Freeport-McMoRan Inc | $7,158,000 | – | 414,700 | – | 0.38% | – |
| KO | New | The Coca-Cola Company | $7,097,000 | – | 161,800 | – | 0.38% | – |
| CMG | New | Chipotle Mexican Grill, Inc. | $6,902,000 | – | 16,000 | – | 0.37% | – |
| LRCX | New | Lam Research Corp. | $6,810,000 | – | 39,400 | – | 0.36% | – |
| NFLX | New | Netflix, Inc. | $6,302,000 | – | 16,100 | – | 0.34% | – |
| ORCL | New | Oracle Corp. | $5,384,000 | – | 122,200 | – | 0.29% | – |
| GE | New | General Electric Company | $3,355,000 | – | 246,500 | – | 0.18% | – |
| XLY | New | Consumer Discretionary Sector SPDR Fund | $3,115,000 | – | 28,500 | – | 0.17% | – |
| TTEK | New | Tetra Tech, Inc. | $1,053,000 | – | 18,000 | – | 0.06% | – |
| SPXC | New | SPX Corp. | $1,027,000 | – | 29,300 | – | 0.06% | – |
| PERY | New | Perry Ellis International, Inc. | $1,005,000 | – | 37,000 | – | 0.05% | – |
| RDNT | New | RadNet, Inc. | $980,000 | – | 65,300 | – | 0.05% | – |
| TTMI | New | TTM Technologies, Inc. | $970,000 | – | 55,000 | – | 0.05% | – |
| RUTH | New | Ruth's Hospitality Group, Inc. | $971,000 | – | 34,600 | – | 0.05% | – |
| HSC | New | Harsco Corp. | $966,000 | – | 43,700 | – | 0.05% | – |
| GBX | New | The Greenbrier Companies, Inc. | $934,000 | – | 17,700 | – | 0.05% | – |
| CAMP | New | CalAmp Corp. | $911,000 | – | 38,900 | – | 0.05% | – |
| DCT | New | DCT Industrial Trust Inc. | $921,000 | – | 13,800 | – | 0.05% | – |
| ZUMZ | New | Zumiez Inc. | $927,000 | – | 37,000 | – | 0.05% | – |
| PENN | New | Penn National Gaming Inc. | $924,000 | – | 27,500 | – | 0.05% | – |
| WD | New | Walker & Dunlop, Inc | $918,000 | – | 16,500 | – | 0.05% | – |
| AMN | New | AMN Healthcare Services, Inc. | $908,000 | – | 15,500 | – | 0.05% | – |
| CCOI | New | Cogent Communication Holdings Inc | $908,000 | – | 17,000 | – | 0.05% | – |
| AGM | New | Federal Agricultural Mortgage Corp. Class C | $877,000 | – | 9,800 | – | 0.05% | – |
| IBCP | New | Independent Bank Corp. | $859,000 | – | 33,700 | – | 0.05% | – |
| OSBC | New | Old Second Bancorp, Inc. | $867,000 | – | 60,200 | – | 0.05% | – |
| CBPX | New | Continental Building Products, Inc. | $836,000 | – | 26,500 | – | 0.04% | – |
| AMED | New | Amedisys, Inc. | $846,000 | – | 9,900 | – | 0.04% | – |
| AZPN | New | Aspen Technology Inc | $844,000 | – | 9,100 | – | 0.04% | – |
| CARO | New | Carolina Financial C | $850,000 | – | 19,800 | – | 0.04% | – |
| RH | New | Restoration Hardware Holdings, Inc. | $838,000 | – | 6,000 | – | 0.04% | – |
| RGP | New | Resources Connection Inc. | $825,000 | – | 48,800 | – | 0.04% | – |
| JCOM | New | j2 Global, Inc. | $823,000 | – | 9,500 | – | 0.04% | – |
| KLXI | New | KLX Inc | $834,000 | – | 11,600 | – | 0.04% | – |
| EGOV | New | NIC Inc. | $815,000 | – | 52,400 | – | 0.04% | – |
| BID | New | Sotheby's Class A | $804,000 | – | 14,800 | – | 0.04% | – |
| SANM | New | Sanmina Corp. | $803,000 | – | 27,400 | – | 0.04% | – |
| ETH | New | Ethan Allen Interiors Inc. | $809,000 | – | 33,000 | – | 0.04% | – |
| PEB | New | Pebblebrook Hotel Trust | $799,000 | – | 20,600 | – | 0.04% | – |
| EPAM | New | EPAM Systems, Inc. | $783,000 | – | 6,300 | – | 0.04% | – |
| ITGR | New | Integer Holdings Cor | $789,000 | – | 12,200 | – | 0.04% | – |
| CATY | New | Cathay General Bancorp | $781,000 | – | 19,300 | – | 0.04% | – |
| TRS | New | TriMas Corporation | $797,000 | – | 27,100 | – | 0.04% | – |
| NCS | New | NCI Building Systems Inc. | $781,000 | – | 37,200 | – | 0.04% | – |
| NNI | New | Nelnet, Inc. Class A | $783,000 | – | 13,400 | – | 0.04% | – |
| ALE | New | ALLETE, Inc. | $790,000 | – | 10,200 | – | 0.04% | – |
| WCG | New | WellCare Health Plans, Inc. | $788,000 | – | 3,200 | – | 0.04% | – |
| EFSC | New | Enterprise Financial Services Corp | $771,000 | – | 14,300 | – | 0.04% | – |
| FBNC | New | First Bancorp | $765,000 | – | 18,700 | – | 0.04% | – |
| UMPQ | New | Umpqua Holdings Corporation | $773,000 | – | 34,200 | – | 0.04% | – |
| CONE | New | CyrusOne Inc. | $776,000 | – | 13,300 | – | 0.04% | – |
| CMRE | New | Costamare Inc. | $775,000 | – | 97,100 | – | 0.04% | – |
| PEGI | New | Pattern Energy Group Inc. Class A | $765,000 | – | 40,800 | – | 0.04% | – |
| DAN | New | Dana Incorporated | $763,000 | – | 37,800 | – | 0.04% | – |
| AEL | New | American Equity Investment Life Hold | $749,000 | – | 20,800 | – | 0.04% | – |
| QNST | New | QuinStreet, Inc. | $759,000 | – | 59,800 | – | 0.04% | – |
| CATM | New | Cardtronics PLC | $745,000 | – | 30,800 | – | 0.04% | – |
| PRTY | New | Party City Holdco Inc. | $753,000 | – | 49,400 | – | 0.04% | – |
| AKR | New | Acadia Realty Trust | $758,000 | – | 27,700 | – | 0.04% | – |
| TVPT | New | Travelport Worldwide Ltd | $743,000 | – | 40,100 | – | 0.04% | – |
| RLJ | New | RLJ Lodging Trust | $743,000 | – | 33,700 | – | 0.04% | – |
| RXN | New | Rexnord Corporation | $750,000 | – | 25,800 | – | 0.04% | – |
| HLI | New | Houlihan Lokey, Inc. Class A | $743,000 | – | 14,500 | – | 0.04% | – |
| SBGI | New | Sinclair Broadcast Group, Inc. Class A | $759,000 | – | 23,600 | – | 0.04% | – |
| TLRDQ | New | Tailored Brands, Inc | $743,000 | – | 29,100 | – | 0.04% | – |
| PRGS | New | Progress Software Corp. | $749,000 | – | 19,300 | – | 0.04% | – |
| CVLT | New | Commvault Systems, Inc. | $751,000 | – | 11,400 | – | 0.04% | – |
| PMT | New | Pennymac Mortgage Investment Trust | $739,000 | – | 38,900 | – | 0.04% | – |
| LGND | New | Ligand Pharmaceuticals Inco | $725,000 | – | 3,500 | – | 0.04% | – |
| IPAR | New | Inter Parfums, Inc. | $738,000 | – | 13,800 | – | 0.04% | – |
| VAC | New | Marriott Vacations Worldwide Corp. | $734,000 | – | 6,500 | – | 0.04% | – |
| CSGS | New | CSG Systems International, Inc. | $727,000 | – | 17,800 | – | 0.04% | – |
| BLD | New | TopBuild Corp | $729,000 | – | 9,300 | – | 0.04% | – |
| CERS | New | Cerus Corporation | $732,000 | – | 109,800 | – | 0.04% | – |
| THC | New | Tenet Healthcare Corporation | $739,000 | – | 22,000 | – | 0.04% | – |
| AEGN | New | Aegion Corp. | $713,000 | – | 27,700 | – | 0.04% | – |
| SNX | New | SYNNEX Corporation | $695,000 | – | 7,200 | – | 0.04% | – |
| GTN | New | Gray Television, Inc | $700,000 | – | 44,300 | – | 0.04% | – |
| WTFC | New | Wintrust Financial Corporation | $688,000 | – | 7,900 | – | 0.04% | – |
| UNTCQ | New | Unit Corporation | $698,000 | – | 27,300 | – | 0.04% | – |
| EME | New | EMCOR Group, Inc. | $693,000 | – | 9,100 | – | 0.04% | – |
| HRTG | New | Heritage Insurance Holdings, Inc. | $687,000 | – | 41,200 | – | 0.04% | – |
| TECD | New | Tech Data Corp. | $682,000 | – | 8,300 | – | 0.04% | – |
| MTDR | New | Matador Resources Co | $679,000 | – | 22,600 | – | 0.04% | – |
| SEM | New | Select Medical Holdings Corporation | $684,000 | – | 37,700 | – | 0.04% | – |
| HRTX | New | Heron Therapeutics Inc | $672,000 | – | 17,300 | – | 0.04% | – |
| MLHR | New | Herman Miller, Inc. | $675,000 | – | 19,900 | – | 0.04% | – |
| BHE | New | Benchmark Electronics, Inc. | $682,000 | – | 23,400 | – | 0.04% | – |
| IDA | New | IDACORP, Inc. | $673,000 | – | 7,300 | – | 0.04% | – |
| TSE | New | Trinseo S.A. | $667,000 | – | 9,400 | – | 0.04% | – |
| DK | New | Delek US Holdings, Inc. | $652,000 | – | 13,000 | – | 0.04% | – |
| HIW | New | Highwoods Properties Inc. | $659,000 | – | 13,000 | – | 0.04% | – |
| IBTX | New | Independent Bank Group, Inc. | $661,000 | – | 9,900 | – | 0.04% | – |
| KS | New | KapStone Paper and P | $642,000 | – | 18,600 | – | 0.03% | – |
| EBS | New | Emergent BioSolutions Inc. | $646,000 | – | 12,800 | – | 0.03% | – |
| POR | New | Portland General Electric Company | $637,000 | – | 14,900 | – | 0.03% | – |
| CNO | New | CNO Financial Group, Inc. | $636,000 | – | 33,400 | – | 0.03% | – |
| YRCW | New | YRC Worldwide Inc. | $638,000 | – | 63,500 | – | 0.03% | – |
| KALU | New | Kaiser Aluminum Corp | $614,000 | – | 5,900 | – | 0.03% | – |
| PFSI | New | PennyMac Financial Services, Inc. Cl A | $625,000 | – | 31,800 | – | 0.03% | – |
| ENTA | New | Enanta Pharmaceuticals, Inc | $626,000 | – | 5,400 | – | 0.03% | – |
| UNVR | New | Univar, Inc. | $619,000 | – | 23,600 | – | 0.03% | – |
| ESNT | New | Essent Group Ltd. | $613,000 | – | 17,100 | – | 0.03% | – |
| MRC | New | MRC Global Inc. | $600,000 | – | 27,700 | – | 0.03% | – |
| CUBI | New | Customers Bancorp, Inc. | $596,000 | – | 21,000 | – | 0.03% | – |
| MTG | New | MGIC Investment Corp | $597,000 | – | 55,700 | – | 0.03% | – |
| SCHN | New | Schnitzer Steel Industries, Inc. Class A | $600,000 | – | 17,800 | – | 0.03% | – |
| SAM | New | Boston Beer Company, Inc. Class A | $599,000 | – | 2,000 | – | 0.03% | – |
| POL | New | PolyOne Corp. | $588,000 | – | 13,600 | – | 0.03% | – |
| CRZO | New | Carrizo Oil & Gas, Inc. | $582,000 | – | 20,900 | – | 0.03% | – |
| DOFSQ | New | Diamond Offshore Drilling, Inc. | $578,000 | – | 27,700 | – | 0.03% | – |
| EDIT | New | Editas Medicine, Inc | $573,000 | – | 16,000 | – | 0.03% | – |
| OASPQ | New | Oasis Petroleum Inc. | $577,000 | – | 44,500 | – | 0.03% | – |
| VRTU | New | Virtusa Corporation | $589,000 | – | 12,100 | – | 0.03% | – |
| NHI | New | National Health Investors, Inc. | $589,000 | – | 8,000 | – | 0.03% | – |
| DLX | New | Deluxe Corp. | $583,000 | – | 8,800 | – | 0.03% | – |
| CCXI | New | ChemoCentryx, Inc. | $566,000 | – | 43,000 | – | 0.03% | – |
| HZNP | New | Horizon Pharma PLC | $565,000 | – | 34,100 | – | 0.03% | – |
| LOXO | New | Loxo Oncology Inc | $572,000 | – | 3,300 | – | 0.03% | – |
| MTX | New | Minerals Technologies Inc. | $543,000 | – | 7,200 | – | 0.03% | – |
| ESRT | New | Empire State Realty Trust, Inc. Class A | $554,000 | – | 32,400 | – | 0.03% | – |
| AMKR | New | Amkor Technology, Inc. | $535,000 | – | 62,300 | – | 0.03% | – |
| RRGB | New | Red Robin Gourmet Burgers, Inc. | $517,000 | – | 11,100 | – | 0.03% | – |
| VGR | New | Vector Group Ltd. | $517,000 | – | 27,100 | – | 0.03% | – |
| IMKTA | New | Ingles Markets, Incorporated Class A | $525,000 | – | 16,500 | – | 0.03% | – |
| HALO | New | Halozyme Therapeutic Inc. | $504,000 | – | 29,900 | – | 0.03% | – |
| CRUS | New | Cirrus Logic, Inc. | $506,000 | – | 13,200 | – | 0.03% | – |
| PAHC | New | Phibro Animal Health Corporation Class A | $507,000 | – | 11,000 | – | 0.03% | – |
| SF | New | Stifel Financial Corp. | $491,000 | – | 9,400 | – | 0.03% | – |
| MKSI | New | MKS Instruments, Inc | $440,000 | – | 4,600 | – | 0.02% | – |
| CTMX | New | CytomX Therapeutics, | $407,000 | – | 17,800 | – | 0.02% | – |
| AEIS | New | Advanced Energy Industries, Inc. | $412,000 | – | 7,100 | – | 0.02% | – |
| AMAG | New | AMAG Pharmaceuticals Inc. | $386,000 | – | 19,800 | – | 0.02% | – |
| LCI | New | Lannett Company, Inc | $384,000 | – | 28,200 | – | 0.02% | – |
Q4 2017
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | Sell | Facebook, Inc. | $46,613,000 | +1.8% | 272,800 | -10.1% | 2.53% | -2.1% |
| GOOGL | New | Alphabet Inc. (Class A) | $30,088,000 | – | 30,900 | – | 1.63% | – |
| BA | Sell | Boeing Co. | $29,158,000 | +9.7% | 114,700 | -14.7% | 1.58% | +5.5% |
| GOOG | New | Alphabet Inc. (Class C) | $28,387,000 | – | 29,597 | – | 1.54% | – |
| HON | Buy | Honeywell International Inc. | $27,356,000 | +28.7% | 193,000 | +21.0% | 1.49% | +23.8% |
| UNP | Sell | Union Pacific Corp. | $25,455,000 | -15.9% | 219,500 | -21.0% | 1.38% | -19.1% |
| CMI | Buy | Cummins Inc. | $22,869,000 | +30.9% | 136,100 | +26.4% | 1.24% | +26.0% |
| AMGN | Sell | Amgen Inc. | $21,125,000 | -3.4% | 113,300 | -10.8% | 1.15% | -7.1% |
| MA | Sell | MasterCard, Inc. | $20,855,000 | -8.2% | 147,700 | -21.0% | 1.13% | -11.6% |
| AVGO | Sell | Broadcom Ltd. | $19,136,000 | -7.5% | 78,900 | -11.1% | 1.04% | -11.0% |
| ADBE | Sell | Adobe Systems Inc. | $17,484,000 | -15.3% | 117,200 | -19.7% | 0.95% | -18.5% |
| CRM | Sell | salesforce.com, inc. | $16,928,000 | -2.4% | 181,200 | -9.5% | 0.92% | -6.1% |
| LRCX | Sell | Lam Research Corp. | $15,599,000 | +10.5% | 84,300 | -15.5% | 0.85% | +6.3% |
| MCK | Sell | McKesson Corp. | $15,499,000 | -24.0% | 100,900 | -18.6% | 0.84% | -26.9% |
| CTSH | New | Cognizant Technology Solutions Corp. | $14,515,000 | – | 200,100 | – | 0.79% | – |
| DWDP | New | DowDuPont Inc. | $14,421,000 | – | 208,300 | – | 0.78% | – |
| LYB | Sell | LyondellBasell Industries N.V. | $13,491,000 | -14.1% | 136,200 | -26.8% | 0.73% | -17.3% |
| BDX | New | Becton, Dickinson and Co. | $12,345,000 | – | 63,000 | – | 0.67% | – |
| BRKB | New | Berkshire Hathaway Inc. (Class B) | $12,081,000 | – | 65,900 | – | 0.66% | – |
| SBNY | New | Signature Bank | $11,882,000 | – | 92,800 | – | 0.64% | – |
| PEG | New | Public Services Enterprise Group Inc. | $11,516,000 | – | 249,000 | – | 0.62% | – |
| ALB | New | Albemarle Corp. | $10,400,000 | – | 76,300 | – | 0.56% | – |
| ALXN | New | Alexion Pharmaceuticals, Inc. | $10,297,000 | – | 73,400 | – | 0.56% | – |
| XLI | Buy | Industrial Select Sector SPDR Fund | $10,217,000 | +21.2% | 143,900 | +16.2% | 0.56% | +16.6% |
| ANDV | New | Andeavor | $7,014,000 | – | 68,000 | – | 0.38% | – |
| SBAC | New | SBA Communications Corp. | $6,742,000 | – | 46,800 | – | 0.37% | – |
| ZUMZ | Buy | Zumiez Inc. | $1,424,000 | +161.3% | 78,700 | +78.5% | 0.08% | +148.4% |
| FBC | Sell | Flagstar Bancorp, Inc. | $1,380,000 | +11.1% | 38,900 | -3.5% | 0.08% | +7.1% |
| AGM | Sell | Federal Agricultural Mortgage Corp. | $1,353,000 | +8.3% | 18,600 | -3.6% | 0.07% | +4.3% |
| B | Sell | Barnes Group Inc. | $1,324,000 | +16.0% | 18,800 | -3.6% | 0.07% | +12.5% |
| HSC | Sell | Harsco Corp. | $1,281,000 | -12.1% | 61,300 | -32.3% | 0.07% | -14.6% |
| YRCW | New | YRC Worldwide Inc. | $1,230,000 | – | 89,100 | – | 0.07% | – |
| PERY | Buy | Perry Ellis International, Inc. | $1,226,000 | +76.4% | 51,800 | +45.1% | 0.07% | +71.8% |
| SPXC | Sell | SPX Corp. | $1,209,000 | +12.6% | 41,200 | -3.5% | 0.07% | +8.2% |
| GBX | Sell | The Greenbrier Companies Inc. | $1,194,000 | +0.8% | 24,800 | -3.1% | 0.06% | -3.0% |
| WD | Sell | Walker & Dunlop, Inc. | $1,204,000 | +3.6% | 23,000 | -3.4% | 0.06% | -1.5% |
| TTEK | Sell | Tetra Tech, Inc. | $1,178,000 | -2.1% | 25,300 | -3.8% | 0.06% | -5.9% |
| TTMI | Sell | TTM Technologies, Inc. | $1,185,000 | -14.6% | 77,100 | -3.5% | 0.06% | -17.9% |
| CCOI | Sell | Cogent Communications | $1,159,000 | +18.0% | 23,700 | -3.3% | 0.06% | +14.5% |
| LAD | Sell | Lithia Motors, Inc. | $1,167,000 | +22.6% | 9,700 | -4.0% | 0.06% | +16.7% |
| DAN | Sell | Dana Incorporated | $1,158,000 | -7.2% | 41,400 | -25.9% | 0.06% | -10.0% |
| AMN | New | AMN Healthcare Services, Inc. | $1,156,000 | – | 25,300 | – | 0.06% | – |
| RGP | Buy | Resources Connection, Inc. | $1,155,000 | +52.0% | 83,100 | +49.7% | 0.06% | +46.5% |
| HWC | Sell | Hancock Holding Co. | $1,168,000 | -4.3% | 24,100 | -3.2% | 0.06% | -8.7% |
| KALU | Sell | Kaiser Aluminum Corp. | $1,135,000 | +12.5% | 11,000 | -3.5% | 0.06% | +8.8% |
| SANM | Sell | Sanmina Corp. | $1,141,000 | -5.9% | 30,700 | -3.5% | 0.06% | -8.8% |
| FGL | Sell | Fidelity & Guaranty Life | $1,143,000 | -3.6% | 36,800 | -3.7% | 0.06% | -7.5% |
| VAC | Sell | Marriott Vacations Worldwide Corp. | $1,133,000 | +2.3% | 9,100 | -3.2% | 0.06% | 0.0% |
| KLXI | Sell | KLX Inc. | $1,143,000 | +2.1% | 21,600 | -3.6% | 0.06% | -1.6% |
| OSBC | New | Old Second Bancorp, Inc. | $1,135,000 | – | 84,400 | – | 0.06% | – |
| PENN | Sell | Penn National Gaming, Inc. | $1,123,000 | -19.8% | 48,000 | -26.6% | 0.06% | -22.8% |
| BHE | Sell | Benchmark Electronics Inc. | $1,120,000 | +2.0% | 32,800 | -3.5% | 0.06% | -1.6% |
| DCT | Sell | DCT Industrial Trust, Inc. | $1,118,000 | +4.6% | 19,300 | -3.5% | 0.06% | +1.7% |
| PAYC | Sell | Paycom Software, Inc. | $1,117,000 | +5.4% | 14,900 | -3.9% | 0.06% | +1.7% |
| ALE | Sell | ALLETE, Inc. | $1,105,000 | +4.1% | 14,300 | -3.4% | 0.06% | 0.0% |
| AZPN | Sell | Aspen Technology Inc. | $1,105,000 | +9.3% | 17,600 | -3.8% | 0.06% | +5.3% |
| CONE | Sell | CyrusOne Inc. | $1,096,000 | +1.9% | 18,600 | -3.6% | 0.06% | -1.6% |
| BDC | Sell | Belden Inc. | $1,087,000 | +3.7% | 13,500 | -2.9% | 0.06% | 0.0% |
| CATY | Sell | Cathay General Bancorp | $1,089,000 | +2.2% | 27,100 | -3.6% | 0.06% | -1.7% |
| CNO | Sell | CNO Financial Group, Inc. | $1,092,000 | +7.8% | 46,800 | -3.5% | 0.06% | +3.5% |
| GWB | Sell | Great Western Bancorp, Inc. | $1,061,000 | -2.7% | 25,700 | -3.7% | 0.06% | -6.5% |
| CPF | Sell | Central Pacific Financial Corp. | $1,072,000 | -1.3% | 33,300 | -3.5% | 0.06% | -4.9% |
| TCBI | Sell | Texas Capital Bancshares, Inc. | $1,073,000 | +7.5% | 12,500 | -3.1% | 0.06% | +3.6% |
| IBCP | Sell | Independent Bank Corp. | $1,071,000 | +0.5% | 47,300 | -3.5% | 0.06% | -3.3% |
| NBHC | New | National Bank Holdings Corp. | $1,064,000 | – | 29,800 | – | 0.06% | – |
| RDNT | Sell | RadNet, Inc. | $1,057,000 | -16.5% | 91,500 | -44.0% | 0.06% | -19.7% |
| POL | Sell | PolyOne Corp. | $1,049,000 | -0.5% | 26,200 | -3.7% | 0.06% | -3.4% |
| PEB | Sell | Pebblebrook Hotel Trust | $1,041,000 | +8.3% | 28,800 | -3.4% | 0.06% | +5.6% |
| WTFC | New | Wintrust Financial Corp. | $1,042,000 | – | 13,300 | – | 0.06% | – |
| PRGS | Sell | Progress Software Corp. | $1,034,000 | +19.1% | 27,100 | -3.6% | 0.06% | +14.3% |
| TECD | Sell | Tech Data Corp. | $1,040,000 | -14.9% | 11,700 | -3.3% | 0.06% | -18.8% |
| RUTH | New | Ruth's Hospitality Group, Inc. | $1,016,000 | – | 48,500 | – | 0.06% | – |
| SF | Sell | Stifel Financial Corp. | $1,010,000 | +12.1% | 18,900 | -3.6% | 0.06% | +7.8% |
| DLR | New | Digital Realty Trust Inc. | $993,000 | – | 8,393 | – | 0.05% | – |
| PNM | New | PNM Resources, Inc. | $999,000 | – | 24,800 | – | 0.05% | – |
| CSGS | Sell | CSG Systems International, Inc. | $1,003,000 | -4.9% | 25,000 | -3.8% | 0.05% | -10.0% |
| BCOR | New | Blucora, Inc. | $989,000 | – | 39,100 | – | 0.05% | – |
| RATE | Sell | Bankrate, Inc. | $1,000,000 | -25.3% | 71,700 | -31.2% | 0.05% | -28.9% |
| ESL | Sell | Esterline Technologies Corp. | $974,000 | -8.3% | 10,800 | -3.6% | 0.05% | -11.7% |
| TIME | Buy | Time Inc. | $968,000 | +34.6% | 71,700 | +43.1% | 0.05% | +29.3% |
| JCOM | New | j2 Global, Inc. | $983,000 | – | 13,300 | – | 0.05% | – |
| CBPX | Sell | Continental Building Products | $967,000 | +7.6% | 37,200 | -3.6% | 0.05% | +3.9% |
| CVLT | Sell | Commvault Systems, Inc. | $973,000 | +3.8% | 16,000 | -3.6% | 0.05% | 0.0% |
| OSUR | Sell | OraSure Technologies, Inc. | $974,000 | -22.8% | 43,300 | -40.8% | 0.05% | -25.4% |
| WBS | Sell | Webster Financial Corp. | $956,000 | -3.1% | 18,200 | -3.7% | 0.05% | -7.1% |
| UNVR | Sell | Univar, Inc. | $960,000 | -4.4% | 33,200 | -3.5% | 0.05% | -8.8% |
| UCBI | Sell | United Community Bank, Inc. | $956,000 | -0.9% | 33,500 | -3.5% | 0.05% | -3.7% |
| CUBI | Sell | Customers Bancorp, Inc. | $959,000 | +11.1% | 29,400 | -3.6% | 0.05% | +6.1% |
| BID | New | Sotheby's Class A | $950,000 | – | 20,600 | – | 0.05% | – |
| PMT | Sell | PennyMac Mortgage Investment Trust | $949,000 | -8.1% | 54,600 | -3.4% | 0.05% | -10.3% |
| POR | Sell | Portland General Electric Co. | $958,000 | -3.3% | 21,000 | -3.2% | 0.05% | -7.1% |
| HYH | Sell | Halyard Health, Inc. | $959,000 | +10.5% | 21,300 | -3.6% | 0.05% | +6.1% |
| PRXL | Sell | PAREXEL International Corp. | $958,000 | -2.2% | 10,876 | -3.5% | 0.05% | -5.5% |
| EXLS | Sell | ExlService Holdings, Inc. | $956,000 | +1.2% | 16,400 | -3.5% | 0.05% | -1.9% |
| WSTC | Sell | West Corp. | $953,000 | -3.0% | 40,600 | -3.6% | 0.05% | -5.5% |
| NNI | Sell | Nelnet, Inc. | $944,000 | +3.5% | 18,700 | -3.6% | 0.05% | 0.0% |
| SCHN | Sell | Schnitzer Steel Industries, Inc. | $935,000 | +7.8% | 33,200 | -3.5% | 0.05% | +4.1% |
| AKBA | New | Akebia Therapeutics, Inc. | $930,000 | – | 47,300 | – | 0.05% | – |
| HIW | Sell | Highwoods Properties, Inc. | $943,000 | -1.0% | 18,100 | -3.7% | 0.05% | -5.6% |
| ESRT | Sell | Empire State Realty Trust, Inc. | $933,000 | -4.6% | 45,400 | -3.6% | 0.05% | -7.3% |
| ENTA | Sell | Enanta Pharmaceuticals, Inc. | $936,000 | +25.6% | 20,000 | -3.4% | 0.05% | +21.4% |
| PRTY | Sell | Party City Holdco Inc. | $938,000 | -16.4% | 69,200 | -3.5% | 0.05% | -19.0% |
| PEGI | New | Pattern Energy Group Co. | $923,000 | – | 38,300 | – | 0.05% | – |
| DLX | Sell | Deluxe Corp. | $897,000 | +2.0% | 12,300 | -3.1% | 0.05% | -2.0% |
| AEGN | Sell | Aegion Corp. | $903,000 | +2.6% | 38,800 | -3.5% | 0.05% | -2.0% |
| EXAS | Sell | Exact Sciences Corp. | $905,000 | +28.6% | 19,200 | -3.5% | 0.05% | +22.5% |
| GMED | Buy | Globus Medical, Inc. | $906,000 | +27.8% | 30,500 | +42.5% | 0.05% | +22.5% |
| MASI | Sell | Masimo Corp. | $892,000 | -8.6% | 10,300 | -3.7% | 0.05% | -12.7% |
| TSE | Sell | Trinseo S.A. | $879,000 | -5.2% | 13,100 | -3.0% | 0.05% | -7.7% |
| OASPQ | Buy | Oasis Petroleum Inc. | $880,000 | +100.0% | 96,500 | +76.7% | 0.05% | +92.0% |
| TVPT | Sell | Travelport Worldwide Ltd | $884,000 | +10.2% | 56,300 | -3.4% | 0.05% | +6.7% |
| EME | Sell | EMCOR Group, Inc. | $888,000 | +2.9% | 12,800 | -3.0% | 0.05% | -2.0% |
| EGOV | Buy | NIC Inc. | $878,000 | +28.7% | 51,200 | +42.2% | 0.05% | +26.3% |
| CUBE | Sell | CubeSmart | $872,000 | +4.2% | 33,600 | -3.4% | 0.05% | 0.0% |
| NHI | Sell | National Health Investors, Inc. | $866,000 | -5.8% | 11,200 | -3.4% | 0.05% | -9.6% |
| MTDR | Sell | Matador Resources Co. | $858,000 | +22.7% | 31,600 | -3.4% | 0.05% | +20.5% |
| HLS | Sell | HealthSouth Corp. | $844,000 | -7.8% | 18,200 | -3.7% | 0.05% | -11.5% |
| ETH | Sell | Ethan Allen Interiors Inc. | $849,000 | -3.4% | 26,200 | -3.7% | 0.05% | -8.0% |
| CMRE | Sell | Costamare Inc. | $842,000 | -18.4% | 136,300 | -3.5% | 0.05% | -20.7% |
| AROC | New | Archrock Inc. | $830,000 | – | 66,100 | – | 0.04% | – |
| NR | Sell | Newpark Resources, Inc. | $835,000 | +31.3% | 83,500 | -3.5% | 0.04% | +25.0% |
| KS | Sell | KapStone Paper and Packaging Corp. | $817,000 | +0.5% | 38,000 | -3.6% | 0.04% | -4.3% |
| CLCT | Sell | Collectors Universe, Inc. | $808,000 | -6.8% | 33,700 | -3.4% | 0.04% | -10.2% |
| CHEF | New | Chefs' Warehouse, Inc. | $816,000 | – | 42,300 | – | 0.04% | – |
| IPAR | New | Inter Parfums, Inc. | $796,000 | – | 19,300 | – | 0.04% | – |
| IMKTA | Buy | Ingles Markets, Inc. | $784,000 | +33.1% | 30,500 | +72.3% | 0.04% | +30.3% |
| THC | New | Tenet Healthcare Corp. | $800,000 | – | 48,700 | – | 0.04% | – |
| UNTCQ | Sell | Unit Corp. | $790,000 | +6.0% | 38,400 | -3.5% | 0.04% | +2.4% |
| AKR | Sell | Acadia Realty Trust | $798,000 | -0.6% | 27,900 | -3.5% | 0.04% | -4.4% |
| AEIS | Sell | Advanced Energy Industries, Inc. | $800,000 | +20.1% | 9,900 | -3.9% | 0.04% | +13.2% |
| SCMP | Sell | Sucampo Pharmaceuticals, Inc. | $765,000 | +8.5% | 64,800 | -3.4% | 0.04% | +5.0% |
| RLJ | Sell | RLJ Lodging Trust | $781,000 | +6.8% | 35,500 | -3.5% | 0.04% | +2.4% |
| MKSI | Sell | MKS Instruments, Inc. | $774,000 | +35.3% | 8,200 | -3.5% | 0.04% | +31.2% |
| DK | New | Delek US Holdings, Inc. | $764,000 | – | 28,600 | – | 0.04% | – |
| DAR | Sell | Darling Ingredients, Inc. | $759,000 | -19.8% | 43,300 | -28.0% | 0.04% | -22.6% |
| SUPN | Sell | Supernus Pharmaceuticals, Inc. | $736,000 | -10.6% | 18,400 | -3.7% | 0.04% | -13.0% |
| SBGI | Sell | Sinclair Broadcast Group Inc | $737,000 | -5.9% | 23,000 | -3.4% | 0.04% | -9.1% |
| PIPR | Sell | Piper Jaffray Companies | $742,000 | -4.0% | 12,500 | -3.1% | 0.04% | -9.1% |
| LCI | Buy | Lannett Company, Inc. | $727,000 | +44.8% | 39,400 | +60.2% | 0.04% | +39.3% |
| EBS | Sell | Emergent Biosolutions Inc. | $724,000 | +14.7% | 17,900 | -3.8% | 0.04% | +8.3% |
| MTX | Sell | Minerals Technologies Inc. | $714,000 | -7.2% | 10,100 | -3.8% | 0.04% | -9.3% |
| AOBC | Sell | American Outdoor Brands Corp. | $659,000 | -33.5% | 43,200 | -3.4% | 0.04% | -35.7% |
| LGND | New | Ligand Pharmaceuticals, Inc. | $667,000 | – | 4,900 | – | 0.04% | – |
| RGEN | Sell | Repligen Corp. | $648,000 | -10.6% | 16,900 | -3.4% | 0.04% | -14.6% |
| CATM | Sell | Cardtronics PLC | $642,000 | -32.4% | 27,900 | -3.5% | 0.04% | -35.2% |
| INGN | New | Inogen, Inc. | $618,000 | – | 6,500 | – | 0.03% | – |
| AMKR | Sell | Amkor Technology, Inc. | $619,000 | +4.4% | 58,700 | -3.3% | 0.03% | +3.0% |
| HZNP | New | Horizon Pharma PLC | $606,000 | – | 47,800 | – | 0.03% | – |
| PLAB | Buy | Photronics, Inc. | $614,000 | +24.3% | 69,400 | +32.2% | 0.03% | +17.9% |
| CRUS | Sell | Cirrus Logic, Inc. | $555,000 | -18.0% | 10,400 | -3.7% | 0.03% | -21.1% |
| CCXI | Sell | ChemoCentryx, Inc. | $533,000 | -23.4% | 71,800 | -3.5% | 0.03% | -25.6% |
| AMAG | Sell | AMAG Pharmaceuticals Inc. | $511,000 | -3.2% | 27,700 | -3.5% | 0.03% | -6.7% |
| IWM | Sell | iShares Russell 2000 | $237,000 | -80.4% | 1,600 | -81.4% | 0.01% | -80.9% |
| BSTC | Exit | BIOSPECIFICS TECHNOLOGIES C | $0 | – | -12,500 | – | -0.04% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -38,800 | – | -0.04% | – |
| ZGNX | Exit | ZOGENIX INC | $0 | – | -47,000 | – | -0.04% | – |
| TSO | Exit | TESORO CORP | $0 | – | -7,629 | – | -0.04% | – |
| SIGM | Exit | SIGMA DESIGNS INC | $0 | – | -124,200 | – | -0.04% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -5,500 | – | -0.04% | – |
| KIRK | Exit | KIRKLANDS INC | $0 | – | -74,200 | – | -0.04% | – |
| CENTA | Exit | CENTRAL GARDEN & PET COcl a non-vtg | $0 | – | -26,800 | – | -0.04% | – |
| FUL | Exit | HB FULLER CO | $0 | – | -15,600 | – | -0.04% | – |
| HSTM | Exit | HEALTHSTREAM INC | $0 | – | -33,200 | – | -0.05% | – |
| ISBC | Exit | INVESTORS BANCORP INC | $0 | – | -65,600 | – | -0.05% | – |
| SWX | Exit | SOUTHWEST GAS CORP | $0 | – | -12,400 | – | -0.05% | – |
| THFF | Exit | FIRST FINL CORP IND | $0 | – | -19,800 | – | -0.05% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -9,600 | – | -0.05% | – |
| NSR | Exit | NEUSTAR INCcl a | $0 | – | -28,800 | – | -0.05% | – |
| CNOB | Exit | CONNECTONE BANCORP INC NEW | $0 | – | -42,800 | – | -0.05% | – |
| UVE | Exit | UNIVERSAL INS HLDGS INC | $0 | – | -38,100 | – | -0.05% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -5,400 | – | -0.06% | – |
| IDA | Exit | IDACORP INC | $0 | – | -11,700 | – | -0.06% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -16,800 | – | -0.06% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWA | $0 | – | -14,500 | – | -0.06% | – |
| SNOW | Exit | INTRAWEST RESORTS HLDGS INC | $0 | – | -49,400 | – | -0.07% | – |
| DFT | Exit | DUPONT FABROS TECHNOLOGY | $0 | – | -21,600 | – | -0.08% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -46,800 | – | -0.36% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -125,200 | – | -0.37% | – |
| XLV | Exit | SELECT SECTOR SPDR TRsbi healthcare | $0 | – | -123,300 | – | -0.55% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -140,500 | – | -0.68% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -277,200 | – | -0.99% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -386,600 | – | -1.36% | – |
| GOOG | Exit | ALPHABET INCcl c | $0 | – | -29,597 | – | -1.52% | – |
| GOOGL | Exit | ALPHABET INCcl a | $0 | – | -35,500 | – | -1.86% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | APPLE INC | $69,202,000 | – | 480,500 | – | 3.91% | – |
| MSFT | New | MICROSOFT CORP | $57,681,000 | – | 836,800 | – | 3.26% | – |
| FB | New | FACEBOOK INCcl a | $45,792,000 | – | 303,300 | – | 2.58% | – |
| AMZN | New | AMAZON COM INC | $42,689,000 | – | 44,100 | – | 2.41% | – |
| PEO | New | ADAM NAT RES FD INC | $40,893,000 | – | 2,186,774 | – | 2.31% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $39,270,000 | – | 1,009,000 | – | 2.22% | – |
| PM | New | PHILIP MORRIS INTL INC | $34,683,000 | – | 295,300 | – | 1.96% | – |
| BAC | New | BANK OF AMERICA CORP. | $33,275,000 | – | 1,371,600 | – | 1.88% | – |
| GOOGL | New | ALPHABET INCcl a | $33,004,000 | – | 35,500 | – | 1.86% | – |
| JNJ | New | JOHNSON & JOHNSON | $32,001,000 | – | 241,900 | – | 1.81% | – |
| AXP | New | AMERICAN EXPRESS CO | $31,868,000 | – | 378,300 | – | 1.80% | – |
| UNP | New | UNION PAC CORP | $30,277,000 | – | 278,000 | – | 1.71% | – |
| V | New | VISA INC | $30,197,000 | – | 322,000 | – | 1.70% | – |
| XOM | New | EXXON MOBIL CORP | $28,926,000 | – | 358,300 | – | 1.63% | – |
| WFC | New | WELLS FARGO & CO NEW | $28,713,000 | – | 518,200 | – | 1.62% | – |
| AET | New | AETNA INC NEW | $27,922,000 | – | 183,900 | – | 1.58% | – |
| ABBV | New | ABBVIE INC | $27,554,000 | – | 380,000 | – | 1.56% | – |
| HD | New | HOME DEPOT INC | $27,213,000 | – | 177,400 | – | 1.54% | – |
| GOOG | New | ALPHABET INCcl c | $26,896,000 | – | 29,597 | – | 1.52% | – |
| PEP | New | PEPSICO INC | $26,609,000 | – | 230,400 | – | 1.50% | – |
| BA | New | BOEING CO | $26,578,000 | – | 134,400 | – | 1.50% | – |
| AGN | New | ALLERGAN PLC | $26,034,000 | – | 107,096 | – | 1.47% | – |
| TMO | New | THERMO FISHER SCIENTIFIC IN | $25,368,000 | – | 145,400 | – | 1.43% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE | $25,043,000 | – | 379,900 | – | 1.41% | – |
| AIG | New | AMERICAN INTL GROUP INC | $24,170,000 | – | 386,600 | – | 1.36% | – |
| PFE | New | PFIZER INC | $23,612,000 | – | 702,940 | – | 1.33% | – |
| LOW | New | LOWES COS INC | $23,135,000 | – | 298,400 | – | 1.31% | – |
| C | New | CITIGROUP INC | $23,114,000 | – | 345,600 | – | 1.30% | – |
| MA | New | MASTERCARD INCcl a | $22,711,000 | – | 187,000 | – | 1.28% | – |
| WMT | New | WAL-MART STORES INC | $22,129,000 | – | 292,400 | – | 1.25% | – |
| AMGN | New | AMGEN INC | $21,873,000 | – | 127,000 | – | 1.24% | – |
| STI | New | SUNTRUST BKS INC | $21,446,000 | – | 378,100 | – | 1.21% | – |
| HON | New | HONEYWELL INTL INC | $21,260,000 | – | 159,500 | – | 1.20% | – |
| AVGO | New | BROADCOM LTD | $20,695,000 | – | 88,800 | – | 1.17% | – |
| ADBE | New | ADOBE SYS INC | $20,636,000 | – | 145,900 | – | 1.16% | – |
| PLD | New | PROLOGIS INC | $20,618,000 | – | 351,600 | – | 1.16% | – |
| MCK | New | MCKESSON CORP | $20,403,000 | – | 124,000 | – | 1.15% | – |
| MO | New | ALTRIA GROUP INC | $20,353,000 | – | 273,300 | – | 1.15% | – |
| CVS | New | CVS HEALTH CORP | $19,906,000 | – | 247,400 | – | 1.12% | – |
| PCLN | New | PRICELINE GRP INC | $19,266,000 | – | 10,300 | – | 1.09% | – |
| FTV | New | FORTIVE CORP | $17,719,000 | – | 279,700 | – | 1.00% | – |
| DOW | New | DOW CHEM CO | $17,483,000 | – | 277,200 | – | 0.99% | – |
| BLK | New | BLACKROCK INC | $17,488,000 | – | 41,400 | – | 0.99% | – |
| CMI | New | CUMMINS INC | $17,471,000 | – | 107,700 | – | 0.99% | – |
| CRM | New | SALESFORCE COM INC | $17,337,000 | – | 200,200 | – | 0.98% | – |
| PH | New | PARKER HANNIFIN CORP | $16,525,000 | – | 103,400 | – | 0.93% | – |
| JPM | New | JPMORGAN CHASE & CO | $16,287,000 | – | 178,200 | – | 0.92% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $15,697,000 | – | 186,000 | – | 0.89% | – |
| NEE | New | NEXTERA ENERGY INC | $15,667,000 | – | 111,800 | – | 0.88% | – |
| DAL | New | DELTA AIR LINES INC DEL | $15,165,000 | – | 282,200 | – | 0.86% | – |
| HAL | New | HALLIBURTON CO | $15,136,000 | – | 354,400 | – | 0.85% | – |
| SBUX | New | STARBUCKS CORP | $14,653,000 | – | 251,300 | – | 0.83% | – |
| LRCX | New | LAM RESEARCH CORP | $14,115,000 | – | 99,800 | – | 0.80% | – |
| PRU | New | PRUDENTIAL FINL INC | $13,993,000 | – | 129,400 | – | 0.79% | – |
| GE | New | GENERAL ELECTRIC CO | $13,791,000 | – | 510,600 | – | 0.78% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $12,456,000 | – | 77,000 | – | 0.70% | – |
| DIS | New | DISNEY WALT CO | $12,431,000 | – | 117,000 | – | 0.70% | – |
| PNW | New | PINNACLE WEST CAP CORP | $11,965,000 | – | 140,500 | – | 0.68% | – |
| MGA | New | MAGNA INTL INC | $11,675,000 | – | 252,000 | – | 0.66% | – |
| PG | New | PROCTER & GAMBLE CO | $11,491,000 | – | 131,850 | – | 0.65% | – |
| CB | New | CHUBB LTD | $11,456,000 | – | 78,800 | – | 0.65% | – |
| WAT | New | WATERS CORP | $11,435,000 | – | 62,200 | – | 0.64% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $11,366,000 | – | 85,900 | – | 0.64% | – |
| CNP | New | CENTERPOINT ENERGY INC | $10,979,000 | – | 401,000 | – | 0.62% | – |
| DXC | New | DXC TECHNOLOGY CO | $10,971,000 | – | 143,000 | – | 0.62% | – |
| DG | New | DOLLAR GEN CORP NEW | $10,787,000 | – | 149,637 | – | 0.61% | – |
| AVB | New | AVALONBAY CMNTYS INC | $10,339,000 | – | 53,800 | – | 0.58% | – |
| EIX | New | EDISON INTL | $10,188,000 | – | 130,300 | – | 0.58% | – |
| T | New | AT&T INC | $9,893,000 | – | 262,200 | – | 0.56% | – |
| XLV | New | SELECT SECTOR SPDR TRsbi healthcare | $9,770,000 | – | 123,300 | – | 0.55% | – |
| PXD | New | PIONEER NAT RES CO | $9,224,000 | – | 57,800 | – | 0.52% | – |
| CXO | New | CONCHO RES INC | $8,860,000 | – | 72,900 | – | 0.50% | – |
| CSCO | New | CISCO SYS INC | $8,510,000 | – | 271,900 | – | 0.48% | – |
| XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $8,432,000 | – | 123,800 | – | 0.48% | – |
| KO | New | COCA COLA CO | $8,342,000 | – | 186,000 | – | 0.47% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $7,664,000 | – | 171,600 | – | 0.43% | – |
| COST | New | COSTCO WHSL CORP NEW | $7,229,000 | – | 45,200 | – | 0.41% | – |
| MPC | New | MARATHON PETE CORP | $6,552,000 | – | 125,200 | – | 0.37% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $6,313,000 | – | 46,800 | – | 0.36% | – |
| ORCL | New | ORACLE CORP | $6,127,000 | – | 122,200 | – | 0.35% | – |
| TMUS | New | T MOBILE US INC | $5,953,000 | – | 98,200 | – | 0.34% | – |
| HSC | New | HARSCO CORP | $1,457,000 | – | 90,500 | – | 0.08% | – |
| PENN | New | PENN NATL GAMING INC | $1,400,000 | – | 65,400 | – | 0.08% | – |
| TTMI | New | TTM TECHNOLOGIES INC | $1,387,000 | – | 79,900 | – | 0.08% | – |
| RATE | New | BANKRATE INC DEL | $1,339,000 | – | 104,200 | – | 0.08% | – |
| DFT | New | DUPONT FABROS TECHNOLOGY | $1,321,000 | – | 21,600 | – | 0.08% | – |
| RDNT | New | RADNET INC | $1,266,000 | – | 163,300 | – | 0.07% | – |
| OSUR | New | ORASURE TECHNOLOGIES INC | $1,262,000 | – | 73,100 | – | 0.07% | – |
| AGM | New | FEDERAL AGRIC MTG CORPcl c | $1,249,000 | – | 19,300 | – | 0.07% | – |
| FBC | New | FLAGSTAR BANCORP INC | $1,242,000 | – | 40,300 | – | 0.07% | – |
| DAN | New | DANA HLDG CORP | $1,248,000 | – | 55,900 | – | 0.07% | – |
| TECD | New | TECH DATA CORP | $1,222,000 | – | 12,100 | – | 0.07% | – |
| HWC | New | HANCOCK HLDG CO | $1,220,000 | – | 24,900 | – | 0.07% | – |
| TTEK | New | TETRA TECH INC NEW | $1,203,000 | – | 26,300 | – | 0.07% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $1,212,000 | – | 8,600 | – | 0.07% | – |
| SANM | New | SANMINA CORPORATION | $1,212,000 | – | 31,800 | – | 0.07% | – |
| GBX | New | GREENBRIER COS INC | $1,184,000 | – | 25,600 | – | 0.07% | – |
| FGL | New | FIDELITY & GTY LIFE | $1,186,000 | – | 38,200 | – | 0.07% | – |
| SNOW | New | INTRAWEST RESORTS HLDGS INC | $1,173,000 | – | 49,400 | – | 0.07% | – |
| WD | New | WALKER & DUNLOP INC | $1,162,000 | – | 23,800 | – | 0.07% | – |
| B | New | BARNES GROUP INC | $1,141,000 | – | 19,500 | – | 0.06% | – |
| PRTY | New | PARTY CITY HOLDCO INC | $1,122,000 | – | 71,700 | – | 0.06% | – |
| KLXI | New | KLX INC | $1,120,000 | – | 22,400 | – | 0.06% | – |
| VAC | New | MARRIOTT VACATIONS WORLDWID | $1,107,000 | – | 9,400 | – | 0.06% | – |
| GWB | New | GREAT WESTN BANCORP INC | $1,090,000 | – | 26,700 | – | 0.06% | – |
| BHE | New | BENCHMARK ELECTRS INC | $1,098,000 | – | 34,000 | – | 0.06% | – |
| CPF | New | CENTRAL PAC FINL CORP | $1,086,000 | – | 34,500 | – | 0.06% | – |
| SPXC | New | SPX CORP | $1,074,000 | – | 42,700 | – | 0.06% | – |
| CONE | New | CYRUSONE INC | $1,076,000 | – | 19,300 | – | 0.06% | – |
| ALE | New | ALLETE INC | $1,061,000 | – | 14,800 | – | 0.06% | – |
| CSGS | New | CSG SYS INTL INC | $1,055,000 | – | 26,000 | – | 0.06% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWA | $1,064,000 | – | 14,500 | – | 0.06% | – |
| ESL | New | ESTERLINE TECHNOLOGIES CORP | $1,062,000 | – | 11,200 | – | 0.06% | – |
| CATY | New | CATHAY GEN BANCORP | $1,066,000 | – | 28,100 | – | 0.06% | – |
| DCT | New | DCT INDUSTRIAL TRUST INC | $1,069,000 | – | 20,000 | – | 0.06% | – |
| IBCP | New | INDEPENDENT BANK CORP MICH | $1,066,000 | – | 49,000 | – | 0.06% | – |
| PAYC | New | PAYCOM SOFTWARE INC | $1,060,000 | – | 15,500 | – | 0.06% | – |
| POL | New | POLYONE CORP | $1,054,000 | – | 27,200 | – | 0.06% | – |
| BDC | New | BELDEN INC | $1,048,000 | – | 13,900 | – | 0.06% | – |
| CMRE | New | COSTAMARE INC | $1,032,000 | – | 141,200 | – | 0.06% | – |
| PMT | New | PENNYMAC MTG INVT TR | $1,033,000 | – | 56,500 | – | 0.06% | – |
| KALU | New | KAISER ALUMINUM CORP | $1,009,000 | – | 11,400 | – | 0.06% | – |
| CNO | New | CNO FINL GROUP INC | $1,013,000 | – | 48,500 | – | 0.06% | – |
| AZPN | New | ASPEN TECHNOLOGY INC | $1,011,000 | – | 18,300 | – | 0.06% | – |
| UNVR | New | UNIVAR INC | $1,004,000 | – | 34,400 | – | 0.06% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES IN | $998,000 | – | 12,900 | – | 0.06% | – |
| WBMD | New | WEBMD HEALTH CORP | $985,000 | – | 16,800 | – | 0.06% | – |
| AOBC | New | AMERICAN OUTDOOR BRANDS CORP | $991,000 | – | 44,700 | – | 0.06% | – |
| POR | New | PORTLAND GEN ELEC CO | $991,000 | – | 21,700 | – | 0.06% | – |
| WBS | New | WEBSTER FINL CORP CONN | $987,000 | – | 18,900 | – | 0.06% | – |
| IDA | New | IDACORP INC | $999,000 | – | 11,700 | – | 0.06% | – |
| WSTC | New | WEST CORP | $982,000 | – | 42,100 | – | 0.06% | – |
| MASI | New | MASIMO CORP | $976,000 | – | 10,700 | – | 0.06% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $970,000 | – | 5,400 | – | 0.06% | – |
| ESRT | New | EMPIRE ST RLTY TR INCcl a | $978,000 | – | 47,100 | – | 0.06% | – |
| PRXL | New | PAREXEL INTL CORP | $980,000 | – | 11,276 | – | 0.06% | – |
| CCOI | New | COGENT COMMUNICATIONS HLDGS | $982,000 | – | 24,500 | – | 0.06% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE | $965,000 | – | 34,700 | – | 0.05% | – |
| CATM | New | CARDTRONICS PLC | $950,000 | – | 28,900 | – | 0.05% | – |
| NSR | New | NEUSTAR INCcl a | $960,000 | – | 28,800 | – | 0.05% | – |
| UVE | New | UNIVERSAL INS HLDGS INC | $960,000 | – | 38,100 | – | 0.05% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $965,000 | – | 42,800 | – | 0.05% | – |
| HIW | New | HIGHWOODS PPTYS INC | $953,000 | – | 18,800 | – | 0.05% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $961,000 | – | 29,800 | – | 0.05% | – |
| LAD | New | LITHIA MTRS INCcl a | $952,000 | – | 10,100 | – | 0.05% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $937,000 | – | 16,600 | – | 0.05% | – |
| DAR | New | DARLING INGREDIENTS INC | $946,000 | – | 60,100 | – | 0.05% | – |
| EXLS | New | EXLSERVICE HOLDINGS INC | $945,000 | – | 17,000 | – | 0.05% | – |
| JACK | New | JACK IN THE BOX INC | $946,000 | – | 9,600 | – | 0.05% | – |
| THFF | New | FIRST FINL CORP IND | $937,000 | – | 19,800 | – | 0.05% | – |
| HLS | New | HEALTHSOUTH CORP | $915,000 | – | 18,900 | – | 0.05% | – |
| NHI | New | NATIONAL HEALTH INVS INC | $919,000 | – | 11,600 | – | 0.05% | – |
| TSE | New | TRINSEO S A | $927,000 | – | 13,500 | – | 0.05% | – |
| CBPX | New | CONTINENTAL BLDG PRODS INC | $899,000 | – | 38,600 | – | 0.05% | – |
| SWX | New | SOUTHWEST GAS CORP | $906,000 | – | 12,400 | – | 0.05% | – |
| SF | New | STIFEL FINL CORP | $901,000 | – | 19,600 | – | 0.05% | – |
| NNI | New | NELNET INCcl a | $912,000 | – | 19,400 | – | 0.05% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $879,000 | – | 27,200 | – | 0.05% | – |
| AEGN | New | AEGION CORP | $880,000 | – | 40,200 | – | 0.05% | – |
| DLX | New | DELUXE CORP | $879,000 | – | 12,700 | – | 0.05% | – |
| PRGS | New | PROGRESS SOFTWARE CORP | $868,000 | – | 28,100 | – | 0.05% | – |
| EME | New | EMCOR GROUP INC | $863,000 | – | 13,200 | – | 0.05% | – |
| HYH | New | HALYARD HEALTH INC | $868,000 | – | 22,100 | – | 0.05% | – |
| CLCT | New | COLLECTORS UNIVERSE INC | $867,000 | – | 34,900 | – | 0.05% | – |
| SCHN | New | SCHNITZER STL INDScl a | $867,000 | – | 34,400 | – | 0.05% | – |
| ISBC | New | INVESTORS BANCORP INC | $876,000 | – | 65,600 | – | 0.05% | – |
| HSTM | New | HEALTHSTREAM INC | $874,000 | – | 33,200 | – | 0.05% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $863,000 | – | 30,500 | – | 0.05% | – |
| CUBE | New | CUBESMART | $837,000 | – | 34,800 | – | 0.05% | – |
| KS | New | KAPSTONE PAPER & PACKAGING | $813,000 | – | 39,400 | – | 0.05% | – |
| SUPN | New | SUPERNUS PHARMACEUTICALS INC | $823,000 | – | 19,100 | – | 0.05% | – |
| AKR | New | ACADIA RLTY TR | $803,000 | – | 28,900 | – | 0.04% | – |
| FUL | New | HB FULLER CO | $797,000 | – | 15,600 | – | 0.04% | – |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $802,000 | – | 58,300 | – | 0.04% | – |
| CENTA | New | CENTRAL GARDEN & PET COcl a non-vtg | $805,000 | – | 26,800 | – | 0.04% | – |
| SBGI | New | SINCLAIR BROADCAST GROUP INcl a | $783,000 | – | 23,800 | – | 0.04% | – |
| PIPR | New | PIPER JAFFRAY COS | $773,000 | – | 12,900 | – | 0.04% | – |
| KIRK | New | KIRKLANDS INC | $763,000 | – | 74,200 | – | 0.04% | – |
| RGP | New | RESOURCES CONNECTION INC | $760,000 | – | 55,500 | – | 0.04% | – |
| MTX | New | MINERALS TECHNOLOGIES INC | $769,000 | – | 10,500 | – | 0.04% | – |
| ENTA | New | ENANTA PHARMACEUTICALS INC | $745,000 | – | 20,700 | – | 0.04% | – |
| ALGT | New | ALLEGIANT TRAVEL CO | $746,000 | – | 5,500 | – | 0.04% | – |
| UNTCQ | New | UNIT CORP | $745,000 | – | 39,800 | – | 0.04% | – |
| SIGM | New | SIGMA DESIGNS INC | $727,000 | – | 124,200 | – | 0.04% | – |
| TIME | New | TIME INC NEW | $719,000 | – | 50,100 | – | 0.04% | – |
| RLJ | New | RLJ LODGING TR | $731,000 | – | 36,800 | – | 0.04% | – |
| RGEN | New | REPLIGEN CORP | $725,000 | – | 17,500 | – | 0.04% | – |
| TSO | New | TESORO CORP | $714,000 | – | 7,629 | – | 0.04% | – |
| SCMP | New | SUCAMPO PHARMACEUTICALS INCcl a | $705,000 | – | 67,100 | – | 0.04% | – |
| GMED | New | GLOBUS MED INCcl a | $709,000 | – | 21,400 | – | 0.04% | – |
| EXAS | New | EXACT SCIENCES CORP | $704,000 | – | 19,900 | – | 0.04% | – |
| CCXI | New | CHEMOCENTRYX INC | $696,000 | – | 74,400 | – | 0.04% | – |
| MTDR | New | MATADOR RES CO | $699,000 | – | 32,700 | – | 0.04% | – |
| PERY | New | ELLIS PERRY INTL INC | $695,000 | – | 35,700 | – | 0.04% | – |
| ZGNX | New | ZOGENIX INC | $682,000 | – | 47,000 | – | 0.04% | – |
| EGOV | New | NIC INC | $682,000 | – | 36,000 | – | 0.04% | – |
| CRUS | New | CIRRUS LOGIC INC | $677,000 | – | 10,800 | – | 0.04% | – |
| AEIS | New | ADVANCED ENERGY INDS | $666,000 | – | 10,300 | – | 0.04% | – |
| DFODQ | New | DEAN FOODS CO NEW | $660,000 | – | 38,800 | – | 0.04% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $631,000 | – | 18,600 | – | 0.04% | – |
| NR | New | NEWPARK RES INC | $636,000 | – | 86,500 | – | 0.04% | – |
| BSTC | New | BIOSPECIFICS TECHNOLOGIES C | $619,000 | – | 12,500 | – | 0.04% | – |
| IMKTA | New | INGLES MKTS INCcl a | $589,000 | – | 17,700 | – | 0.03% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $593,000 | – | 60,700 | – | 0.03% | – |
| MKSI | New | MKS INSTRUMENT INC | $572,000 | – | 8,500 | – | 0.03% | – |
| ZUMZ | New | ZUMIEZ INC | $545,000 | – | 44,100 | – | 0.03% | – |
| AMAG | New | AMAG PHARMACEUTICALS INC | $528,000 | – | 28,700 | – | 0.03% | – |
| LCI | New | LANNET INC | $502,000 | – | 24,600 | – | 0.03% | – |
| PLAB | New | PHOTRONICS INC | $494,000 | – | 52,500 | – | 0.03% | – |
| OASPQ | New | OASIS PETE INC NEW | $440,000 | – | 54,600 | – | 0.02% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LCI | Exit | LANNET INC | $0 | – | -8,300 | – | -0.01% | – |
| MYGN | Exit | MYRIAD GENETICS INC | $0 | – | -6,100 | – | -0.01% | – |
| ENTA | Exit | ENANTA PHARMACEUTICALS INC | $0 | – | -8,800 | – | -0.01% | – |
| WNR | Exit | WESTERN REFNG INC | $0 | – | -9,900 | – | -0.01% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -7,200 | – | -0.01% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -4,900 | – | -0.02% | – |
| PDLI | Exit | PDL BIOPHARMA INC | $0 | – | -69,200 | – | -0.02% | – |
| AGTC | Exit | APPLIED GENETIC TECHNOL COR | $0 | – | -16,900 | – | -0.02% | – |
| SIGM | Exit | SIGMA DESINGS INC | $0 | – | -37,500 | – | -0.02% | – |
| BSTC | Exit | BIOSPECIFICS TECHNOLOGIES C | $0 | – | -6,800 | – | -0.02% | – |
| PBH | Exit | PRESTIGE BRANDS HLDGS INC | $0 | – | -4,800 | – | -0.02% | – |
| LAD | Exit | LITHIA MTRS INCcl a | $0 | – | -3,800 | – | -0.02% | – |
| KIRK | Exit | KIRKLANDS INC | $0 | – | -18,200 | – | -0.02% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -6,500 | – | -0.02% | – |
| HSKA | Exit | HESKA CORP | $0 | – | -7,500 | – | -0.02% | – |
| GSBC | Exit | GREAT SOUTHN BANCORP INC | $0 | – | -7,700 | – | -0.02% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -7,400 | – | -0.02% | – |
| PENN | Exit | PENN NATL GAMING INC | $0 | – | -21,500 | – | -0.02% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -8,500 | – | -0.02% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS INC | $0 | – | -2,600 | – | -0.02% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE | $0 | – | -17,300 | – | -0.02% | – |
| OPB | Exit | OPUS BK IRVINE CALIF | $0 | – | -9,400 | – | -0.02% | – |
| CCRN | Exit | CROSS CTRY HEALTHCARE INC | $0 | – | -22,700 | – | -0.02% | – |
| QSII | Exit | QUALITY SYS INC | $0 | – | -26,100 | – | -0.02% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -2,100 | – | -0.02% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -7,300 | – | -0.02% | – |
| CKH | Exit | SEACOR HOLDINGS INC | $0 | – | -5,500 | – | -0.02% | – |
| RDNT | Exit | RADNET INC | $0 | – | -61,800 | – | -0.02% | – |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -11,300 | – | -0.02% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -11,700 | – | -0.02% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -56,700 | – | -0.02% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -9,700 | – | -0.02% | – |
| OSUR | Exit | ORASURE TECHNOLOGIES INC | $0 | – | -54,500 | – | -0.02% | – |
| WSTC | Exit | WEST CORP | $0 | – | -16,900 | – | -0.02% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -22,700 | – | -0.02% | – |
| MKSI | Exit | MKS INSTRUMENT INC | $0 | – | -7,900 | – | -0.02% | – |
| PLCM | Exit | POLYCOM INC | $0 | – | -30,500 | – | -0.02% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -17,500 | – | -0.02% | – |
| TIME | Exit | TIME INC NEW | $0 | – | -20,500 | – | -0.02% | – |
| VDSI | Exit | VASCO DATA SEC INTL INC | $0 | – | -21,300 | – | -0.02% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -17,400 | – | -0.02% | – |
| POL | Exit | POLYONE CORP | $0 | – | -10,000 | – | -0.02% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -14,000 | – | -0.02% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -9,100 | – | -0.02% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP | $0 | – | -10,400 | – | -0.02% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -9,500 | – | -0.02% | – |
| CEB | Exit | CEB INC | $0 | – | -5,700 | – | -0.02% | – |
| NNI | Exit | NELNET INCcl a | $0 | – | -10,400 | – | -0.02% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -7,900 | – | -0.02% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -8,800 | – | -0.02% | – |
| AGM | Exit | FEDERAL AGRIC MTG CORPcl c | $0 | – | -10,300 | – | -0.02% | – |
| FUL | Exit | HB FULLER CO. | $0 | – | -8,300 | – | -0.02% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -20,900 | – | -0.02% | – |
| APOG | Exit | APOGEE ENTERPRISES INC | $0 | – | -8,100 | – | -0.02% | – |
| PRXL | Exit | PAREXEL INTL CORP | $0 | – | -5,900 | – | -0.02% | – |
| AFSI | Exit | AMTRUST FINL SVCS INC | $0 | – | -15,300 | – | -0.02% | – |
| SYNT | Exit | SYNTEL INC | $0 | – | -8,200 | – | -0.02% | – |
| LOGM | Exit | LOGMEIN INC | $0 | – | -5,800 | – | -0.02% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -4,100 | – | -0.02% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES I | $0 | – | -21,100 | – | -0.02% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -10,000 | – | -0.02% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -17,400 | – | -0.02% | – |
| MANH | Exit | MANHATTAN ASSOCS INC | $0 | – | -5,800 | – | -0.02% | – |
| PERY | Exit | ELLIS PERRY INTL INC | $0 | – | -18,300 | – | -0.02% | – |
| SBGI | Exit | SINCLAIR BROADCAST GROUP INcl a | $0 | – | -12,800 | – | -0.03% | – |
| THFF | Exit | FIRST FINL CORP IND | $0 | – | -10,600 | – | -0.03% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC. | $0 | – | -10,100 | – | -0.03% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -6,700 | – | -0.03% | – |
| ENH | Exit | ENDURANCE SPECIALTY HLDGS L | $0 | – | -5,800 | – | -0.03% | – |
| AWR | Exit | AMERICAN STS WTR CO | $0 | – | -8,700 | – | -0.03% | – |
| PVTB | Exit | PRIVATEBANCORP INC | $0 | – | -8,900 | – | -0.03% | – |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD | $0 | – | -31,200 | – | -0.03% | – |
| NSR | Exit | NEUSTAR INCcl a | $0 | – | -16,900 | – | -0.03% | – |
| CPF | Exit | CENTRAL PAC FINL CORP | $0 | – | -16,800 | – | -0.03% | – |
| AMSG | Exit | AMSURG CORP | $0 | – | -5,100 | – | -0.03% | – |
| CUBE | Exit | CUBESMART | $0 | – | -13,200 | – | -0.03% | – |
| ESRT | Exit | EMPIRE ST RLTY TR INCcl a | $0 | – | -22,300 | – | -0.03% | – |
| AEGN | Exit | AEGION CORP | $0 | – | -21,600 | – | -0.03% | – |
| AIN | Exit | ALBANY INTERNATIONAL CORP | $0 | – | -10,300 | – | -0.03% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TR | $0 | – | -16,000 | – | -0.03% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -10,700 | – | -0.03% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -26,000 | – | -0.03% | – |
| RLJ | Exit | RLJ LODGING TR | $0 | – | -19,800 | – | -0.03% | – |
| NLS | Exit | NAUTILUS INC | $0 | – | -24,400 | – | -0.03% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -6,000 | – | -0.03% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -6,000 | – | -0.03% | – |
| TTEK | Exit | TETRA TECH INC NEW | $0 | – | -14,000 | – | -0.03% | – |
| PRGS | Exit | PROGRESS SOFTWARE CORP | $0 | – | -16,000 | – | -0.03% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -57,400 | – | -0.03% | – |
| MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -3,000 | – | -0.03% | – |
| CENTA | Exit | CENTRAL GARDEN & PET COcl a non-vtg | $0 | – | -20,000 | – | -0.03% | – |
| HIW | Exit | HIGHWOODS PPTYS INC | $0 | – | -8,600 | – | -0.03% | – |
| IDA | Exit | IDACORP INC | $0 | – | -5,500 | – | -0.03% | – |
| ICUI | Exit | ICU MED INC | $0 | – | -3,900 | – | -0.03% | – |
| AKR | Exit | ACADIA RLTY TR | $0 | – | -12,700 | – | -0.03% | – |
| PE | Exit | PARSLEY ENERGY INCcl a | $0 | – | -16,400 | – | -0.03% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -4,200 | – | -0.03% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -8,100 | – | -0.03% | – |
| GWB | Exit | GREAT WESTN BANCORP INC | $0 | – | -14,300 | – | -0.03% | – |
| NHI | Exit | NATIONAL HEALTH INVS INC | $0 | – | -6,200 | – | -0.03% | – |
| CLCT | Exit | COLLECTORS UNIVERSE INC | $0 | – | -23,500 | – | -0.03% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -17,100 | – | -0.03% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -6,900 | – | -0.03% | – |
| AZZ | Exit | AZZ INC | $0 | – | -7,700 | – | -0.03% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -5,500 | – | -0.03% | – |
| ANIK | Exit | ANIKA THERAPEUTICS INC | $0 | – | -9,000 | – | -0.03% | – |
| GVA | Exit | GRANITE CONSTR INC | $0 | – | -10,500 | – | -0.03% | – |
| DFT | Exit | DUPONT FABROS TECHNOLOGY IN | $0 | – | -9,900 | – | -0.03% | – |
| FICO | Exit | FAIR ISAAC CORP | $0 | – | -4,200 | – | -0.03% | – |
| LDL | Exit | LYDALL INC DEL | $0 | – | -12,700 | – | -0.03% | – |
| ETH | Exit | ETHAN ALLEN INTERIORS INC | $0 | – | -14,700 | – | -0.03% | – |
| CNSL | Exit | CONSOLIDATED COMM HLDGS INC | $0 | – | -17,900 | – | -0.03% | – |
| EXLS | Exit | EXLSERVICE HOLDINGS INC | $0 | – | -9,700 | – | -0.03% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -7,700 | – | -0.03% | – |
| VAC | Exit | MARRIOTT VACATIONS WORLDWID | $0 | – | -7,500 | – | -0.04% | – |
| DCT | Exit | DCT INDUSTRIAL TRUST INC | $0 | – | -11,200 | – | -0.04% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -8,000 | – | -0.04% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -10,100 | – | -0.04% | – |
| CW | Exit | CURTISS WRIGHT CORP | $0 | – | -6,300 | – | -0.04% | – |
| MTN | Exit | VAIL RESORTS INC | $0 | – | -3,900 | – | -0.04% | – |
| CONE | Exit | CYRUSONE INC | $0 | – | -10,400 | – | -0.04% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -203,155 | – | -0.33% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -166,000 | – | -0.42% | – |
| CXO | Exit | CONCHO RES INC | $0 | – | -57,500 | – | -0.46% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -246,500 | – | -0.52% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -64,000 | – | -0.52% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -204,900 | – | -0.54% | – |
| KO | Exit | COCA COLA CO | $0 | – | -186,000 | – | -0.57% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -107,800 | – | -0.58% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -107,500 | – | -0.58% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -252,000 | – | -0.59% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -85,000 | – | -0.60% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -221,000 | – | -0.61% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -101,000 | – | -0.64% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -122,200 | – | -0.64% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -90,000 | – | -0.65% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -127,600 | – | -0.72% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -131,850 | – | -0.75% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -85,300 | – | -0.76% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -311,900 | – | -0.76% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -47,000 | – | -0.76% | – |
| EIX | Exit | EDISON INTL | $0 | – | -149,800 | – | -0.78% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -105,000 | – | -0.80% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -121,400 | – | -0.81% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -80,000 | – | -0.82% | – |
| DOV | Exit | DOVER CORP | $0 | – | -176,000 | – | -0.82% | – |
| EOG | Exit | EOG RES INC | $0 | – | -151,200 | – | -0.85% | – |
| BAC | Exit | BANK OF AMERICA CORP. | $0 | – | -949,900 | – | -0.85% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -446,000 | – | -0.86% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -189,100 | – | -0.91% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -186,000 | – | -0.93% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -263,000 | – | -0.93% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -251,300 | – | -0.96% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -111,800 | – | -0.98% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -101,000 | – | -1.01% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -608,000 | – | -1.03% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -245,000 | – | -1.04% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC | $0 | – | -131,500 | – | -1.05% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -354,400 | – | -1.08% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -77,000 | – | -1.12% | – |
| ADBE | Exit | ADOBE SYS INC | $0 | – | -176,000 | – | -1.13% | – |
| PFE | Exit | PFIZER INC | $0 | – | -494,940 | – | -1.17% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -251,500 | – | -1.18% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -190,200 | – | -1.20% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -184,800 | – | -1.21% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -221,300 | – | -1.24% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE | $0 | – | -72,600 | – | -1.25% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -145,800 | – | -1.25% | – |
| KR | Exit | KROGER CO | $0 | – | -508,000 | – | -1.26% | – |
| CB | Exit | CHUBB LTD | $0 | – | -147,200 | – | -1.29% | – |
| EW | Exit | EDWARD LIFESCIENCES CORP | $0 | – | -194,800 | – | -1.30% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -58,200 | – | -1.34% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -230,000 | – | -1.36% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -145,400 | – | -1.44% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -389,000 | – | -1.46% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -183,900 | – | -1.51% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -218,000 | – | -1.54% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -378,100 | – | -1.58% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -380,000 | – | -1.58% | – |
| V | Exit | VISA INC | $0 | – | -322,000 | – | -1.60% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -278,000 | – | -1.63% | – |
| GOOG | Exit | ALPHABET INCcl c | $0 | – | -35,597 | – | -1.66% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -107,096 | – | -1.66% | – |
| GOOGL | Exit | ALPHABET INCcl a | $0 | – | -35,500 | – | -1.68% | – |
| BA | Exit | BOEING CO | $0 | – | -205,000 | – | -1.79% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -480,000 | – | -1.86% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -314,000 | – | -2.02% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -405,000 | – | -2.15% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -323,300 | – | -2.21% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -287,500 | – | -2.25% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -719,000 | – | -2.29% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -303,300 | – | -2.33% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -50,000 | – | -2.40% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -343,500 | – | -2.44% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -559,800 | – | -2.45% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -836,800 | – | -2.88% | – |
| PEO | Exit | ADAM NAT RES FD INC | $0 | – | -2,186,774 | – | -2.95% | – |
| AAPL | Exit | APPLE INC | $0 | – | -581,200 | – | -3.73% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | APPLE INC | $55,563,000 | – | 581,200 | – | 3.73% | – |
| PEO | New | ADAM NAT RES FD INC | $43,976,000 | – | 2,186,774 | – | 2.95% | – |
| MSFT | New | MICROSOFT CORP | $42,819,000 | – | 836,800 | – | 2.88% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $36,493,000 | – | 559,800 | – | 2.45% | – |
| PEP | New | PEPSICO INC | $36,390,000 | – | 343,500 | – | 2.44% | – |
| AMZN | New | AMAZON COM INC | $35,781,000 | – | 50,000 | – | 2.40% | – |
| FB | New | FACEBOOK INCcl a | $34,661,000 | – | 303,300 | – | 2.33% | – |
| WFC | New | WELLS FARGO & CO NEW | $34,030,000 | – | 719,000 | – | 2.29% | – |
| HON | New | HONEYWELL INTL INC | $33,442,000 | – | 287,500 | – | 2.25% | – |
| PM | New | PHILIP MORRIS INTL INC | $32,886,000 | – | 323,300 | – | 2.21% | – |
| LOW | New | LOWES COS INC | $32,064,000 | – | 405,000 | – | 2.15% | – |
| CVS | New | CVS HEALTH CORP | $30,062,000 | – | 314,000 | – | 2.02% | – |
| MRK | New | MERCK & CO INC NEW | $27,653,000 | – | 480,000 | – | 1.86% | – |
| BA | New | BOEING CO | $26,623,000 | – | 205,000 | – | 1.79% | – |
| GOOGL | New | ALPHABET INCcl a | $24,975,000 | – | 35,500 | – | 1.68% | – |
| AGN | New | ALLERGAN PLC | $24,749,000 | – | 107,096 | – | 1.66% | – |
| GOOG | New | ALPHABET INCcl c | $24,637,000 | – | 35,597 | – | 1.66% | – |
| UNP | New | UNION PAC CORP | $24,256,000 | – | 278,000 | – | 1.63% | – |
| V | New | VISA INC | $23,883,000 | – | 322,000 | – | 1.60% | – |
| ABBV | New | ABBVIE INC | $23,526,000 | – | 380,000 | – | 1.58% | – |
| JPM | New | JPMORGAN CHASE & CO | $23,495,000 | – | 378,100 | – | 1.58% | – |
| CVX | New | CHEVRON CORP NEW | $22,853,000 | – | 218,000 | – | 1.54% | – |
| AET | New | AETNA INC NEW | $22,460,000 | – | 183,900 | – | 1.51% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $21,722,000 | – | 389,000 | – | 1.46% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $21,484,000 | – | 145,400 | – | 1.44% | – |
| MA | New | MASTERCARD INCcl a | $20,254,000 | – | 230,000 | – | 1.36% | – |
| BLK | New | BLACKROCK INC | $19,935,000 | – | 58,200 | – | 1.34% | – |
| EW | New | EDWARD LIFESCIENCES CORP | $19,427,000 | – | 194,800 | – | 1.30% | – |
| CB | New | CHUBB LTD | $19,241,000 | – | 147,200 | – | 1.29% | – |
| KR | New | KROGER CO | $18,689,000 | – | 508,000 | – | 1.26% | – |
| CI | New | CIGNA CORPORATION | $18,661,000 | – | 145,800 | – | 1.25% | – |
| ICE | New | INTERCONTINENTAL EXCHANGE | $18,583,000 | – | 72,600 | – | 1.25% | – |
| GILD | New | GILEAD SCIENCES INC | $18,461,000 | – | 221,300 | – | 1.24% | – |
| DIS | New | DISNEY WALT CO | $18,077,000 | – | 184,800 | – | 1.21% | – |
| DG | New | DOLLAR GEN CORP NEW | $17,879,000 | – | 190,200 | – | 1.20% | – |
| ALL | New | ALLSTATE CORP | $17,592,000 | – | 251,500 | – | 1.18% | – |
| PFE | New | PFIZER INC | $17,427,000 | – | 494,940 | – | 1.17% | – |
| ADBE | New | ADOBE SYS INC | $16,859,000 | – | 176,000 | – | 1.13% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $16,701,000 | – | 77,000 | – | 1.12% | – |
| HAL | New | HALLIBURTON CO | $16,051,000 | – | 354,400 | – | 1.08% | – |
| SPB | New | SPECTRUM BRANDS HLDGS INC | $15,689,000 | – | 131,500 | – | 1.05% | – |
| COF | New | CAPITAL ONE FINL CORP | $15,560,000 | – | 245,000 | – | 1.04% | – |
| HBI | New | HANESBRANDS INC | $15,279,000 | – | 608,000 | – | 1.03% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $15,007,000 | – | 101,000 | – | 1.01% | – |
| NEE | New | NEXTERA ENERGY INC | $14,579,000 | – | 111,800 | – | 0.98% | – |
| SBUX | New | STARBUCKS CORP | $14,354,000 | – | 251,300 | – | 0.96% | – |
| AIG | New | AMERICAN INTL GROUP INC | $13,910,000 | – | 263,000 | – | 0.93% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $13,842,000 | – | 186,000 | – | 0.93% | – |
| PRU | New | PRUDENTIAL FINL INC | $13,490,000 | – | 189,100 | – | 0.91% | – |
| CSCO | New | CISCO SYS INC | $12,796,000 | – | 446,000 | – | 0.86% | – |
| BAC | New | BANK OF AMERICA CORP. | $12,605,000 | – | 949,900 | – | 0.85% | – |
| EOG | New | EOG RES INC | $12,613,000 | – | 151,200 | – | 0.85% | – |
| DOV | New | DOVER CORP | $12,200,000 | – | 176,000 | – | 0.82% | – |
| FDX | New | FEDEX CORP | $12,142,000 | – | 80,000 | – | 0.82% | – |
| DTE | New | DTE ENERGY CO | $12,033,000 | – | 121,400 | – | 0.81% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $11,929,000 | – | 105,000 | – | 0.80% | – |
| EIX | New | EDISON INTL | $11,635,000 | – | 149,800 | – | 0.78% | – |
| BIIB | New | BIOGEN INC | $11,366,000 | – | 47,000 | – | 0.76% | – |
| DAL | New | DELTA AIR LINES INC DEL | $11,363,000 | – | 311,900 | – | 0.76% | – |
| BXP | New | BOSTON PROPERTIES INC | $11,251,000 | – | 85,300 | – | 0.76% | – |
| PG | New | PROCTER & GAMBLE CO | $11,164,000 | – | 131,850 | – | 0.75% | – |
| LRCX | New | LAM RESEARCH CORP | $10,726,000 | – | 127,600 | – | 0.72% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $9,715,000 | – | 90,000 | – | 0.65% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $9,573,000 | – | 122,200 | – | 0.64% | – |
| XOM | New | EXXON MOBIL CORP | $9,468,000 | – | 101,000 | – | 0.64% | – |
| ORCL | New | ORACLE CORP | $9,046,000 | – | 221,000 | – | 0.61% | – |
| PPG | New | PPG INDS INC | $8,853,000 | – | 85,000 | – | 0.60% | – |
| MGA | New | MAGNA INTL INC | $8,838,000 | – | 252,000 | – | 0.59% | – |
| PNW | New | PINNACLE WEST CAP CORP | $8,714,000 | – | 107,500 | – | 0.58% | – |
| CTXS | New | CITRIX SYS INC | $8,634,000 | – | 107,800 | – | 0.58% | – |
| KO | New | COCA COLA CO | $8,431,000 | – | 186,000 | – | 0.57% | – |
| LUV | New | SOUTHWEST AIRLS CO | $8,034,000 | – | 204,900 | – | 0.54% | – |
| JNJ | New | JOHNSON & JOHNSON | $7,763,000 | – | 64,000 | – | 0.52% | – |
| GE | New | GENERAL ELECTRIC CO | $7,760,000 | – | 246,500 | – | 0.52% | – |
| CXO | New | CONCHO RES INC | $6,858,000 | – | 57,500 | – | 0.46% | – |
| MPC | New | MARATHON PETE CORP | $6,301,000 | – | 166,000 | – | 0.42% | – |
| CF | New | CF INDS HLDGS INC | $4,896,000 | – | 203,155 | – | 0.33% | – |
| CONE | New | CYRUSONE INC | $579,000 | – | 10,400 | – | 0.04% | – |
| MTN | New | VAIL RESORTS INC | $539,000 | – | 3,900 | – | 0.04% | – |
| MASI | New | MASIMO CORP | $530,000 | – | 10,100 | – | 0.04% | – |
| CW | New | CURTISS WRIGHT CORP | $531,000 | – | 6,300 | – | 0.04% | – |
| DCT | New | DCT INDUSTRIAL TRUST INC | $538,000 | – | 11,200 | – | 0.04% | – |
| BURL | New | BURLINGTON STORES INC | $534,000 | – | 8,000 | – | 0.04% | – |
| VAC | New | MARRIOTT VACATIONS WORLDWID | $514,000 | – | 7,500 | – | 0.04% | – |
| EXLS | New | EXLSERVICE HOLDINGS INC | $508,000 | – | 9,700 | – | 0.03% | – |
| OGS | New | ONE GAS INC | $513,000 | – | 7,700 | – | 0.03% | – |
| LDL | New | LYDALL INC DEL | $490,000 | – | 12,700 | – | 0.03% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $486,000 | – | 14,700 | – | 0.03% | – |
| CNSL | New | CONSOLIDATED COMM HLDGS INC | $488,000 | – | 17,900 | – | 0.03% | – |
| JACK | New | JACK IN THE BOX INC | $473,000 | – | 5,500 | – | 0.03% | – |
| ANIK | New | ANIKA THERAPEUTICS INC | $483,000 | – | 9,000 | – | 0.03% | – |
| DFT | New | DUPONT FABROS TECHNOLOGY IN | $471,000 | – | 9,900 | – | 0.03% | – |
| GVA | New | GRANITE CONSTR INC | $478,000 | – | 10,500 | – | 0.03% | – |
| FICO | New | FAIR ISAAC CORP | $475,000 | – | 4,200 | – | 0.03% | – |
| AZZ | New | AZZ INC | $462,000 | – | 7,700 | – | 0.03% | – |
| CLCT | New | COLLECTORS UNIVERSE INC | $464,000 | – | 23,500 | – | 0.03% | – |
| DLX | New | DELUXE CORP | $458,000 | – | 6,900 | – | 0.03% | – |
| NHI | New | NATIONAL HEALTH INVS INC | $466,000 | – | 6,200 | – | 0.03% | – |
| SANM | New | SANMINA CORPORATION | $458,000 | – | 17,100 | – | 0.03% | – |
| IDCC | New | INTERDIGITAL INC | $451,000 | – | 8,100 | – | 0.03% | – |
| AKR | New | ACADIA RLTY TR | $451,000 | – | 12,700 | – | 0.03% | – |
| HIW | New | HIGHWOODS PPTYS INC | $454,000 | – | 8,600 | – | 0.03% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $451,000 | – | 4,200 | – | 0.03% | – |
| GWB | New | GREAT WESTN BANCORP INC | $451,000 | – | 14,300 | – | 0.03% | – |
| PE | New | PARSLEY ENERGY INCcl a | $444,000 | – | 16,400 | – | 0.03% | – |
| ICUI | New | ICU MED INC | $440,000 | – | 3,900 | – | 0.03% | – |
| IDA | New | IDACORP INC | $447,000 | – | 5,500 | – | 0.03% | – |
| NLS | New | NAUTILUS INC | $435,000 | – | 24,400 | – | 0.03% | – |
| TECD | New | TECH DATA CORP | $431,000 | – | 6,000 | – | 0.03% | – |
| WGL | New | WGL HLDGS INC | $425,000 | – | 6,000 | – | 0.03% | – |
| TTEK | New | TETRA TECH INC NEW | $430,000 | – | 14,000 | – | 0.03% | – |
| MKTX | New | MARKETAXESS HLDGS INC | $436,000 | – | 3,000 | – | 0.03% | – |
| TTMI | New | TTM TECHNOLOGIES INC | $432,000 | – | 57,400 | – | 0.03% | – |
| RLJ | New | RLJ LODGING TR | $425,000 | – | 19,800 | – | 0.03% | – |
| PRGS | New | PROGRESS SOFTWARE CORP | $439,000 | – | 16,000 | – | 0.03% | – |
| CENTA | New | CENTRAL GARDEN & PET COcl a non-vtg | $434,000 | – | 20,000 | – | 0.03% | – |
| ESRT | New | EMPIRE ST RLTY TR INCcl a | $423,000 | – | 22,300 | – | 0.03% | – |
| AEGN | New | AEGION CORP | $421,000 | – | 21,600 | – | 0.03% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $420,000 | – | 16,000 | – | 0.03% | – |
| PMT | New | PENNYMAC MTG INVT TR | $422,000 | – | 26,000 | – | 0.03% | – |
| AIN | New | ALBANY INTERNATIONAL CORP | $411,000 | – | 10,300 | – | 0.03% | – |
| HUBG | New | HUB GROUP INCcl a | $411,000 | – | 10,700 | – | 0.03% | – |
| CUBE | New | CUBESMART | $408,000 | – | 13,200 | – | 0.03% | – |
| CPF | New | CENTRAL PAC FINL CORP | $396,000 | – | 16,800 | – | 0.03% | – |
| AMSG | New | AMSURG CORP | $395,000 | – | 5,100 | – | 0.03% | – |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $402,000 | – | 31,200 | – | 0.03% | – |
| NSR | New | NEUSTAR INCcl a | $397,000 | – | 16,900 | – | 0.03% | – |
| WBMD | New | WEBMD HEALTH CORP | $389,000 | – | 6,700 | – | 0.03% | – |
| AWR | New | AMERICAN STS WTR CO | $381,000 | – | 8,700 | – | 0.03% | – |
| SBGI | New | SINCLAIR BROADCAST GROUP INcl a | $382,000 | – | 12,800 | – | 0.03% | – |
| THFF | New | FIRST FINL CORP IND | $388,000 | – | 10,600 | – | 0.03% | – |
| PVTB | New | PRIVATEBANCORP INC | $392,000 | – | 8,900 | – | 0.03% | – |
| BERY | New | BERRY PLASTICS GROUP INC. | $392,000 | – | 10,100 | – | 0.03% | – |
| ENH | New | ENDURANCE SPECIALTY HLDGS L | $390,000 | – | 5,800 | – | 0.03% | – |
| KALU | New | KAISER ALUMINUM CORP | $371,000 | – | 4,100 | – | 0.02% | – |
| BHE | New | BENCHMARK ELECTRS INC | $368,000 | – | 17,400 | – | 0.02% | – |
| DFODQ | New | DEAN FOODS CO NEW | $378,000 | – | 20,900 | – | 0.02% | – |
| LOGM | New | LOGMEIN INC | $368,000 | – | 5,800 | – | 0.02% | – |
| MANH | New | MANHATTAN ASSOCS INC | $372,000 | – | 5,800 | – | 0.02% | – |
| FUL | New | HB FULLER CO. | $365,000 | – | 8,300 | – | 0.02% | – |
| PRXL | New | PAREXEL INTL CORP | $371,000 | – | 5,900 | – | 0.02% | – |
| FET | New | FORUM ENERGY TECHNOLOGIES I | $365,000 | – | 21,100 | – | 0.02% | – |
| PERY | New | ELLIS PERRY INTL INC | $368,000 | – | 18,300 | – | 0.02% | – |
| PIPR | New | PIPER JAFFRAY COS | $377,000 | – | 10,000 | – | 0.02% | – |
| AFSI | New | AMTRUST FINL SVCS INC | $375,000 | – | 15,300 | – | 0.02% | – |
| APOG | New | APOGEE ENTERPRISES INC | $375,000 | – | 8,100 | – | 0.02% | – |
| SYNT | New | SYNTEL INC | $371,000 | – | 8,200 | – | 0.02% | – |
| HMN | New | HORACE MANN EDUCATORS CORP | $351,000 | – | 10,400 | – | 0.02% | – |
| CEB | New | CEB INC | $352,000 | – | 5,700 | – | 0.02% | – |
| NNI | New | NELNET INCcl a | $361,000 | – | 10,400 | – | 0.02% | – |
| AGM | New | FEDERAL AGRIC MTG CORPcl c | $359,000 | – | 10,300 | – | 0.02% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $361,000 | – | 7,900 | – | 0.02% | – |
| IMKTA | New | INGLES MKTS INCcl a | $354,000 | – | 9,500 | – | 0.02% | – |
| CRUS | New | CIRRUS LOGIC INC | $353,000 | – | 9,100 | – | 0.02% | – |
| CSGS | New | CSG SYS INTL INC | $355,000 | – | 8,800 | – | 0.02% | – |
| POL | New | POLYONE CORP | $352,000 | – | 10,000 | – | 0.02% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $352,000 | – | 14,000 | – | 0.02% | – |
| TIME | New | TIME INC NEW | $337,000 | – | 20,500 | – | 0.02% | – |
| PLCM | New | POLYCOM INC | $343,000 | – | 30,500 | – | 0.02% | – |
| AYR | New | AIRCASTLE LTD | $340,000 | – | 17,400 | – | 0.02% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $344,000 | – | 17,500 | – | 0.02% | – |
| VDSI | New | VASCO DATA SEC INTL INC | $349,000 | – | 21,300 | – | 0.02% | – |
| MKSI | New | MKS INSTRUMENT INC | $340,000 | – | 7,900 | – | 0.02% | – |
| RDNT | New | RADNET INC | $330,000 | – | 61,800 | – | 0.02% | – |
| OSUR | New | ORASURE TECHNOLOGIES INC | $322,000 | – | 54,500 | – | 0.02% | – |
| CATY | New | CATHAY GEN BANCORP | $330,000 | – | 11,700 | – | 0.02% | – |
| CBF | New | CAPITAL BK FINL CORP | $325,000 | – | 11,300 | – | 0.02% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $326,000 | – | 56,700 | – | 0.02% | – |
| WBS | New | WEBSTER FINL CORP CONN | $329,000 | – | 9,700 | – | 0.02% | – |
| WSTC | New | WEST CORP | $332,000 | – | 16,900 | – | 0.02% | – |
| ZUMZ | New | ZUMIEZ INC | $325,000 | – | 22,700 | – | 0.02% | – |
| LGND | New | LIGAND PHARMACEUTICALS INC | $310,000 | – | 2,600 | – | 0.02% | – |
| CCRN | New | CROSS CTRY HEALTHCARE INC | $316,000 | – | 22,700 | – | 0.02% | – |
| TSE | New | TRINSEO S A | $313,000 | – | 7,300 | – | 0.02% | – |
| CKH | New | SEACOR HOLDINGS INC | $319,000 | – | 5,500 | – | 0.02% | – |
| ALGT | New | ALLEGIANT TRAVEL CO | $318,000 | – | 2,100 | – | 0.02% | – |
| QSII | New | QUALITY SYS INC | $311,000 | – | 26,100 | – | 0.02% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE | $316,000 | – | 17,300 | – | 0.02% | – |
| OPB | New | OPUS BK IRVINE CALIF | $318,000 | – | 9,400 | – | 0.02% | – |
| PENN | New | PENN NATL GAMING INC | $300,000 | – | 21,500 | – | 0.02% | – |
| THRM | New | GENTHERM INC | $291,000 | – | 8,500 | – | 0.02% | – |
| GSBC | New | GREAT SOUTHN BANCORP INC | $285,000 | – | 7,700 | – | 0.02% | – |
| CALM | New | CAL MAINE FOODS INC | $288,000 | – | 6,500 | – | 0.02% | – |
| HSKA | New | HESKA CORP | $279,000 | – | 7,500 | – | 0.02% | – |
| AEIS | New | ADVANCED ENERGY INDS | $281,000 | – | 7,400 | – | 0.02% | – |
| KIRK | New | KIRKLANDS INC | $267,000 | – | 18,200 | – | 0.02% | – |
| PBH | New | PRESTIGE BRANDS HLDGS INC | $266,000 | – | 4,800 | – | 0.02% | – |
| LAD | New | LITHIA MTRS INCcl a | $270,000 | – | 3,800 | – | 0.02% | – |
| BSTC | New | BIOSPECIFICS TECHNOLOGIES C | $272,000 | – | 6,800 | – | 0.02% | – |
| SIGM | New | SIGMA DESINGS INC | $241,000 | – | 37,500 | – | 0.02% | – |
| AGTC | New | APPLIED GENETIC TECHNOL COR | $239,000 | – | 16,900 | – | 0.02% | – |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $223,000 | – | 4,900 | – | 0.02% | – |
| PDLI | New | PDL BIOPHARMA INC | $217,000 | – | 69,200 | – | 0.02% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $202,000 | – | 7,200 | – | 0.01% | – |
| WNR | New | WESTERN REFNG INC | $204,000 | – | 9,900 | – | 0.01% | – |
| LCI | New | LANNET INC | $197,000 | – | 8,300 | – | 0.01% | – |
| MYGN | New | MYRIAD GENETICS INC | $187,000 | – | 6,100 | – | 0.01% | – |
| ENTA | New | ENANTA PHARMACEUTICALS INC | $194,000 | – | 8,800 | – | 0.01% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QCOM | Exit | QUALCOMM INC | $0 | – | -56,800 | – | -0.22% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -26,000 | – | -0.25% | – |
| INTC | Exit | INTEL CORP | $0 | – | -166,200 | – | -0.36% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -175,000 | – | -0.38% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -130,000 | – | -0.40% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -137,000 | – | -0.41% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -150,000 | – | -0.41% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -520,000 | – | -0.42% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -64,000 | – | -0.43% | – |
| EIX | Exit | EDISON INTL | $0 | – | -98,000 | – | -0.45% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -246,500 | – | -0.45% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -97,500 | – | -0.45% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -83,000 | – | -0.48% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -85,000 | – | -0.54% | – |
| KO | Exit | COCA COLA CO | $0 | – | -186,000 | – | -0.54% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -101,000 | – | -0.54% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -166,000 | – | -0.56% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -204,900 | – | -0.56% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -81,000 | – | -0.57% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -225,000 | – | -0.57% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -221,000 | – | -0.58% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -145,000 | – | -0.59% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -127,600 | – | -0.60% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -65,200 | – | -0.61% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING | $0 | – | -109,000 | – | -0.63% | – |
| GAS | Exit | AGL RES INC | $0 | – | -145,000 | – | -0.64% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -203,155 | – | -0.66% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -105,000 | – | -0.67% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -90,000 | – | -0.68% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -131,850 | – | -0.68% | – |
| PII | Exit | POLARIS INDS INC | $0 | – | -83,000 | – | -0.72% | – |
| DOV | Exit | DOVER CORP | $0 | – | -176,000 | – | -0.73% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -147,722 | – | -0.76% | – |
| EOG | Exit | EOG RES INC | $0 | – | -151,200 | – | -0.79% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -80,000 | – | -0.83% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -446,000 | – | -0.84% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -171,300 | – | -0.85% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC | $0 | – | -131,500 | – | -0.87% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -252,000 | – | -0.87% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -270,000 | – | -0.92% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -47,000 | – | -0.99% | – |
| IT | Exit | GARTNER INC | $0 | – | -165,000 | – | -1.00% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INT | $0 | – | -77,900 | – | -1.00% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -311,900 | – | -1.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -195,000 | – | -1.07% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -186,000 | – | -1.12% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -87,900 | – | -1.17% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -89,500 | – | -1.19% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -389,000 | – | -1.22% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -218,000 | – | -1.24% | – |
| EW | Exit | EDWARD LIFESCIENCES CORP | $0 | – | -122,000 | – | -1.25% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -608,000 | – | -1.27% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -164,000 | – | -1.28% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -245,000 | – | -1.28% | – |
| KR | Exit | KROGER CO | $0 | – | -508,000 | – | -1.32% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -360,000 | – | -1.38% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -330,000 | – | -1.39% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -271,400 | – | -1.42% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -183,900 | – | -1.45% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -230,000 | – | -1.50% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -262,800 | – | -1.50% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -35,597 | – | -1.56% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -239,000 | – | -1.58% | – |
| V | Exit | VISA INC | $0 | – | -322,000 | – | -1.62% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -35,500 | – | -1.64% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -480,000 | – | -1.71% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -278,000 | – | -1.77% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -50,000 | – | -1.85% | – |
| BA | Exit | BOEING CO | $0 | – | -205,000 | – | -1.94% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -275,900 | – | -1.95% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -287,500 | – | -1.96% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -303,300 | – | -1.97% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -450,000 | – | -1.98% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -405,000 | – | -2.01% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -107,096 | – | -2.10% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -314,000 | – | -2.18% | – |
| C | Exit | CITIGROUP INC | $0 | – | -617,000 | – | -2.21% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -559,800 | – | -2.30% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -343,500 | – | -2.34% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -320,000 | – | -2.36% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -719,000 | – | -2.66% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -836,800 | – | -2.67% | – |
| PEO | Exit | ADAMS NAT RES FD INC | $0 | – | -2,186,774 | – | -2.86% | – |
| AAPL | Exit | APPLE INC | $0 | – | -653,100 | – | -5.20% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Buy | MICROSOFT CORP | $37,037,000 | +35.6% | 836,800 | +35.2% | 2.67% | +48.1% |
| AGN | Buy | ALLERGAN PLC | $29,110,000 | +36.7% | 107,096 | +52.6% | 2.10% | +49.3% |
| GILD | Sell | GILEAD SCIENCES INC | $27,091,000 | -31.3% | 275,900 | -18.0% | 1.95% | -24.9% |
| AET | Sell | AETNA INC NEW | $20,120,000 | -26.9% | 183,900 | -14.8% | 1.45% | -20.1% |
| KR | Buy | KROGER CO | $18,324,000 | -0.5% | 508,000 | +100.0% | 1.32% | +8.7% |
| MCK | Sell | MCKESSON CORP | $16,264,000 | -26.7% | 87,900 | -10.9% | 1.17% | -19.9% |
| DAL | Buy | DELTA AIR LINES INC DEL | $13,995,000 | +28.6% | 311,900 | +17.7% | 1.01% | +40.5% |
| PII | New | POLARIS INDS INC | $9,949,000 | – | 83,000 | – | 0.72% | – |
| CF | Sell | CF INDS HLDGS INC | $9,122,000 | -43.3% | 203,155 | -18.8% | 0.66% | -38.0% |
| ORCL | Sell | ORACLE CORP | $7,983,000 | -35.3% | 221,000 | -27.8% | 0.58% | -29.2% |
| CMS | New | CMS ENERGY CORP | $7,947,000 | – | 225,000 | – | 0.57% | – |
| LUV | New | SOUTHWEST AIRLS CO | $7,794,000 | – | 204,900 | – | 0.56% | – |
| PPG | New | PPG INDS INC | $7,454,000 | – | 85,000 | – | 0.54% | – |
| PNW | Sell | PINNACLE WEST CAP CORP | $6,254,000 | -4.4% | 97,500 | -15.2% | 0.45% | +4.4% |
| EIX | Sell | EDISON INTL | $6,181,000 | -24.9% | 98,000 | -33.8% | 0.45% | -17.9% |
| CI | New | CIGNA CORPORATION | $3,492,000 | – | 26,000 | – | 0.25% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -238,000 | – | -0.36% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACH | $0 | – | -42,800 | – | -0.46% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -67,500 | – | -0.53% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -66,000 | – | -0.75% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -139,500 | – | -1.02% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | APPLE INC | $81,915,000 | – | 653,100 | – | 5.41% | – |
| PEO | New | ADAMS NAT RES FD INC | $48,831,000 | – | 2,186,774 | – | 3.22% | – |
| WFC | New | WELLS FARGO & CO NEW | $40,437,000 | – | 719,000 | – | 2.67% | – |
| GILD | New | GILEAD SCIENCES INC | $39,409,000 | – | 336,600 | – | 2.60% | – |
| DIS | New | DISNEY WALT CO | $36,525,000 | – | 320,000 | – | 2.41% | – |
| C | New | CITIGROUP INC | $34,083,000 | – | 617,000 | – | 2.25% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $33,666,000 | – | 559,800 | – | 2.22% | – |
| CVS | New | CVS HEALTH CORP | $32,932,000 | – | 314,000 | – | 2.18% | – |
| PEP | New | PEPSICO INC | $32,062,000 | – | 343,500 | – | 2.12% | – |
| JPM | New | JPMORGAN CHASE & CO | $30,492,000 | – | 450,000 | – | 2.01% | – |
| HON | New | HONEYWELL INTL INC | $29,316,000 | – | 287,500 | – | 1.94% | – |
| BA | New | BOEING CO | $28,438,000 | – | 205,000 | – | 1.88% | – |
| AET | New | AETNA INC NEW | $27,519,000 | – | 215,900 | – | 1.82% | – |
| MRK | New | MERCK & CO INC NEWcon | $27,326,000 | – | 480,000 | – | 1.80% | – |
| MSFT | New | MICROSOFT CORP | $27,320,000 | – | 618,800 | – | 1.80% | – |
| LOW | New | LOWES COS INC | $27,123,000 | – | 405,000 | – | 1.79% | – |
| UNP | New | UNION PAC CORP | $26,513,000 | – | 278,000 | – | 1.75% | – |
| FB | New | FACEBOOK INCcl a | $26,013,000 | – | 303,300 | – | 1.72% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $23,503,000 | – | 239,000 | – | 1.55% | – |
| MCK | New | MCKESSON CORP | $22,189,000 | – | 98,700 | – | 1.46% | – |
| AMZN | New | AMAZON COM INC | $21,705,000 | – | 50,000 | – | 1.43% | – |
| V | New | VISA INC | $21,622,000 | – | 322,000 | – | 1.43% | – |
| COF | New | CAPITAL ONE FINL CORP | $21,553,000 | – | 245,000 | – | 1.42% | – |
| MA | New | MASTERCARD INCcl a | $21,500,000 | – | 230,000 | – | 1.42% | – |
| ALL | New | ALLSTATE CORP | $21,407,000 | – | 330,000 | – | 1.41% | – |
| AGN | New | ALLERGAN PLC | $21,302,000 | – | 70,196 | – | 1.41% | – |
| DG | New | DOLLAR GEN CORP NEW | $21,099,000 | – | 271,400 | – | 1.39% | – |
| PM | New | PHILIP MORRIS INTL INC | $21,069,000 | – | 262,800 | – | 1.39% | – |
| CVX | New | CHEVRON CORP NEW | $21,030,000 | – | 218,000 | – | 1.39% | – |
| HBI | New | HANESBRANDS INC | $20,259,000 | – | 608,000 | – | 1.34% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $19,255,000 | – | 186,000 | – | 1.27% | – |
| GOOGL | New | GOOGLE INCcl a | $19,171,000 | – | 35,500 | – | 1.27% | – |
| BIIB | New | BIOGEN INC | $18,985,000 | – | 47,000 | – | 1.25% | – |
| CELG | New | CELGENE CORP | $18,981,000 | – | 164,000 | – | 1.25% | – |
| GOOG | New | GOOGLE INCcl c | $18,529,000 | – | 35,597 | – | 1.22% | – |
| KR | New | KROGER CO | $18,418,000 | – | 254,000 | – | 1.22% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $18,131,000 | – | 389,000 | – | 1.20% | – |
| NDAQ | New | NASDAQ OMX GROUP INC | $17,572,000 | – | 360,000 | – | 1.16% | – |
| EW | New | EDWARD LIFESCIENCES CORP | $17,376,000 | – | 122,000 | – | 1.15% | – |
| VRX | New | VALEANT PHARMACEUTICALS INT | $17,305,000 | – | 77,900 | – | 1.14% | – |
| PRU | New | PRUDENTIAL FINL INC | $17,066,000 | – | 195,000 | – | 1.13% | – |
| CF | New | CF INDS HLDGS INC | $16,080,000 | – | 250,155 | – | 1.06% | – |
| LNC | New | LINCOLN NATL CORP IND | $15,989,000 | – | 270,000 | – | 1.06% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $15,485,000 | – | 89,500 | – | 1.02% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $15,475,000 | – | 139,500 | – | 1.02% | – |
| SLB | New | SCHLUMBERGER LTD | $14,764,000 | – | 171,300 | – | 0.98% | – |
| IT | New | GARTNER INC | $14,154,000 | – | 165,000 | – | 0.94% | – |
| MGA | New | MAGNA INTL INC | $14,135,000 | – | 252,000 | – | 0.93% | – |
| FDX | New | FEDEX CORP | $13,632,000 | – | 80,000 | – | 0.90% | – |
| SPB | New | SPECTRUM BRANDS HLDGS INC | $13,412,000 | – | 131,500 | – | 0.89% | – |
| EOG | New | EOG RES INC | $13,238,000 | – | 151,200 | – | 0.87% | – |
| DOV | New | DOVER CORP | $12,352,000 | – | 176,000 | – | 0.82% | – |
| ORCL | New | ORACLE CORP | $12,332,000 | – | 306,000 | – | 0.81% | – |
| CSCO | New | CISCO SYS INC | $12,247,000 | – | 446,000 | – | 0.81% | – |
| WHR | New | WHIRLPOOL CORP | $11,421,000 | – | 66,000 | – | 0.75% | – |
| DAL | New | DELTA AIR LINES INC DEL | $10,886,000 | – | 265,000 | – | 0.72% | – |
| IYR | New | ISHARES TRu.s. real es etf | $10,533,000 | – | 147,722 | – | 0.70% | – |
| LRCX | New | LAM RESEARCH CORP | $10,380,000 | – | 127,600 | – | 0.68% | – |
| SBAC | New | SBA COMMUNICATIONS CORP | $10,347,000 | – | 90,000 | – | 0.68% | – |
| PG | New | PROCTER & GAMBLE CO | $10,316,000 | – | 131,850 | – | 0.68% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $9,795,000 | – | 105,000 | – | 0.65% | – |
| NAVI | New | NAVIENT CORP | $9,469,000 | – | 520,000 | – | 0.62% | – |
| AIG | New | AMERICAN INTL GROUP INC | $8,964,000 | – | 145,000 | – | 0.59% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $8,874,000 | – | 65,200 | – | 0.59% | – |
| ADP | New | AUTOMATIC DATA PROCESSING | $8,745,000 | – | 109,000 | – | 0.58% | – |
| MPC | New | MARATHON PETE CORP | $8,683,000 | – | 166,000 | – | 0.57% | – |
| XOM | New | EXXON MOBIL CORP | $8,403,000 | – | 101,000 | – | 0.56% | – |
| EIX | New | EDISON INTL | $8,226,000 | – | 148,000 | – | 0.54% | – |
| PX | New | PRAXAIR INC | $8,070,000 | – | 67,500 | – | 0.53% | – |
| NEE | New | NEXTERA ENERGY INC | $7,940,000 | – | 81,000 | – | 0.52% | – |
| LVS | New | LAS VEGAS SANDS CORP | $7,886,000 | – | 150,000 | – | 0.52% | – |
| BWA | New | BORGWARNER INC | $7,787,000 | – | 137,000 | – | 0.51% | – |
| NBL | New | NOBLE ENERGY INC | $7,469,000 | – | 175,000 | – | 0.49% | – |
| KO | New | COCA COLA CO | $7,297,000 | – | 186,000 | – | 0.48% | – |
| IBM | New | INTERNATIONAL BUSINESS MACH | $6,962,000 | – | 42,800 | – | 0.46% | – |
| FLR | New | FLUOR CORP NEW | $6,891,000 | – | 130,000 | – | 0.46% | – |
| GAS | New | AGL RES INC | $6,751,000 | – | 145,000 | – | 0.45% | – |
| GE | New | GENERAL ELECTRIC CO | $6,550,000 | – | 246,500 | – | 0.43% | – |
| PNW | New | PINNACLE WEST CAP CORP | $6,542,000 | – | 115,000 | – | 0.43% | – |
| WDC | New | WESTERN DIGITAL CORP | $6,509,000 | – | 83,000 | – | 0.43% | – |
| JNJ | New | JOHNSON & JOHNSON | $6,237,000 | – | 64,000 | – | 0.41% | – |
| NRG | New | NRG ENERGY INC | $5,445,000 | – | 238,000 | – | 0.36% | – |
| INTC | New | INTEL CORP | $5,055,000 | – | 166,200 | – | 0.33% | – |
| QCOM | New | QUALCOMM INC | $3,557,000 | – | 56,800 | – | 0.24% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SLM | Exit | SLM CORP | $0 | – | -520,000 | – | -0.29% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -115,000 | – | -0.41% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -246,500 | – | -0.42% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -85,000 | – | -0.45% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -137,000 | – | -0.48% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -238,000 | – | -0.48% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -205,000 | – | -0.49% | – |
| GAS | Exit | AGL RES INC | $0 | – | -145,000 | – | -0.49% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -81,000 | – | -0.50% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -145,000 | – | -0.52% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -83,000 | – | -0.53% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -42,800 | – | -0.54% | – |
| EIX | Exit | EDISON INTL | $0 | – | -148,000 | – | -0.55% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -130,000 | – | -0.57% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -67,500 | – | -0.57% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -65,200 | – | -0.59% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING INC | $0 | – | -109,000 | – | -0.60% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -520,000 | – | -0.61% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -101,000 | – | -0.63% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -66,000 | – | -0.63% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -168,000 | – | -0.63% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -105,000 | – | -0.65% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP | $0 | – | -90,000 | – | -0.66% | – |
| IYR | Exit | ISHARES TRu.s. real es etf | $0 | – | -147,722 | – | -0.67% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -38,531 | – | -0.71% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -170,801 | – | -0.73% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -151,400 | – | -0.75% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -126,000 | – | -0.79% | – |
| NBL | Exit | NOBLE ENERGY INC | $0 | – | -175,000 | – | -0.79% | – |
| IT | Exit | GARTNER INC | $0 | – | -165,000 | – | -0.80% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -290,250 | – | -0.80% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -252,400 | – | -0.84% | – |
| KO | Exit | COCA COLA CO | $0 | – | -300,000 | – | -0.84% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -205,000 | – | -0.86% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -138,300 | – | -0.93% | – |
| DOV | Exit | DOVER CORP | $0 | – | -176,000 | – | -0.93% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -150,000 | – | -0.94% | – |
| LNC | Exit | LINCOLN NATL CORP | $0 | – | -270,000 | – | -0.95% | – |
| PG | Exit | PROCTER & GAMBLE CO. | $0 | – | -175,000 | – | -0.97% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -89,500 | – | -0.97% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -187,000 | – | -0.97% | – |
| EOG | Exit | EOG RES INC | $0 | – | -151,200 | – | -0.99% | – |
| INTC | Exit | INTEL CORP | $0 | – | -435,000 | – | -1.00% | – |
| NDAQ | Exit | NASDAQ OMX GROUP INC | $0 | – | -360,000 | – | -1.01% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -47,000 | – | -1.02% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -164,000 | – | -1.02% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -625,000 | – | -1.04% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -50,000 | – | -1.06% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -280,000 | – | -1.07% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -152,000 | – | -1.08% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -271,400 | – | -1.09% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -230,000 | – | -1.12% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -180,000 | – | -1.12% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -195,000 | – | -1.13% | – |
| V | Exit | VISA INC. | $0 | – | -80,500 | – | -1.13% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -174,500 | – | -1.22% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -245,000 | – | -1.32% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -526,000 | – | -1.33% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -330,000 | – | -1.34% | – |
| CERN | Exit | CERNER CORP | $0 | – | -341,000 | – | -1.34% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -252,000 | – | -1.35% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -35,500 | – | -1.35% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -35,500 | – | -1.38% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -420,000 | – | -1.38% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -120,000 | – | -1.41% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -262,800 | – | -1.44% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -116,000 | – | -1.49% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -211,000 | – | -1.51% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -452,300 | – | -1.60% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -263,500 | – | -1.62% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -314,000 | – | -1.65% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -218,000 | – | -1.72% | – |
| BA | Exit | BOEING CO | $0 | – | -205,000 | – | -1.72% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -287,500 | – | -1.76% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -470,000 | – | -1.87% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -480,000 | – | -1.88% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -618,800 | – | -1.89% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -550,000 | – | -1.92% | – |
| PFE | Exit | PFIZER INC | $0 | – | -1,019,700 | – | -1.99% | – |
| C | Exit | CITIGROUP INC | $0 | – | -617,000 | – | -2.11% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -377,600 | – | -2.22% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -311,000 | – | -2.22% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -719,000 | – | -2.46% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -375,900 | – | -2.64% | – |
| PEO | Exit | PETROLEUM & RES CORP | $0 | – | -2,186,774 | – | -4.15% | – |
| AAPL | Exit | APPLE INC | $0 | – | -653,100 | – | -4.34% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GILD | Sell | GILEAD SCIENCES INC | $40,014,000 | +16.6% | 375,900 | -9.2% | 2.64% | +15.1% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $22,927,000 | -1.4% | 211,000 | -11.3% | 1.51% | -2.6% |
| CERN | Buy | CERNER CORP | $20,313,000 | +44.3% | 341,000 | +24.9% | 1.34% | +42.4% |
| EOG | Buy | EOG RES INC | $14,972,000 | -6.6% | 151,200 | +10.2% | 0.99% | -7.8% |
| IT | New | GARTNER INC | $12,122,000 | – | 165,000 | – | 0.80% | – |
| HAL | Buy | HALLIBURTON CO | $11,018,000 | +5.0% | 170,801 | +15.6% | 0.73% | +3.6% |
| ADP | Sell | AUTOMATIC DATA PROCESSING INC | $9,056,000 | -30.3% | 109,000 | -33.5% | 0.60% | -31.2% |
| ADI | Exit | ANALOG DEVICES, INC. | $0 | – | -136,100 | – | -0.49% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PEO | New | PETROLEUM & RESOURCES CORP. | $68,184,000 | – | 2,186,774 | – | 4.55% | – |
| AAPL | New | APPLE INC. | $60,693,000 | – | 653,100 | – | 4.05% | – |
| WFC | New | WELLS FARGO & CO. | $37,791,000 | – | 719,000 | – | 2.52% | – |
| GILD | New | GILEAD SCIENCES INC. | $34,325,000 | – | 414,000 | – | 2.29% | – |
| DIS | New | WALT DISNEY CO. | $32,375,000 | – | 377,600 | – | 2.16% | – |
| UNP | New | UNION PAC CORP. | $31,022,000 | – | 311,000 | – | 2.07% | – |
| PFE | New | PFIZER INC. | $30,265,000 | – | 1,019,700 | – | 2.02% | – |
| C | New | CITIGROUP INC. | $29,061,000 | – | 617,000 | – | 1.94% | – |
| CVX | New | CHEVRON CORP. | $28,460,000 | – | 218,000 | – | 1.90% | – |
| MRK | New | MERCK & CO., INC. | $27,768,000 | – | 480,000 | – | 1.85% | – |
| JPM | New | JPMORGAN CHASE & CO. | $27,081,000 | – | 470,000 | – | 1.81% | – |
| HON | New | HONEYWELL INT'L INC. | $26,723,000 | – | 287,500 | – | 1.78% | – |
| LOW | New | LOWE'S COMPANIES, INC. | $26,394,000 | – | 550,000 | – | 1.76% | – |
| BA | New | BOEING CO. | $26,082,000 | – | 205,000 | – | 1.74% | – |
| MSFT | New | MICROSOFT CORP. | $25,804,000 | – | 618,800 | – | 1.72% | – |
| CMCSA | New | COMCAST CORP.cl a | $24,279,000 | – | 452,300 | – | 1.62% | – |
| CVS | New | CVS/CAREMARK CORP. | $23,666,000 | – | 314,000 | – | 1.58% | – |
| PEP | New | PEPSICO, INC. | $23,541,000 | – | 263,500 | – | 1.57% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES NV | $23,241,000 | – | 238,000 | – | 1.55% | – |
| PM | New | PHILIP MORRIS INTERNATIONAL INC. | $22,157,000 | – | 262,800 | – | 1.48% | – |
| MCK | New | MCKESSON CORP. | $21,600,000 | – | 116,000 | – | 1.44% | – |
| ORCL | New | ORACLE CORP. | $21,319,000 | – | 526,000 | – | 1.42% | – |
| GOOGL | New | GOOGLE INC.cl a | $20,756,000 | – | 35,500 | – | 1.39% | – |
| VZ | New | VERIZON COMMUNICATIONS INC. | $20,551,000 | – | 420,000 | – | 1.37% | – |
| AET | New | AETNA INC. NEW | $20,432,000 | – | 252,000 | – | 1.36% | – |
| GOOG | New | GOOGLE INC.cl c | $20,422,000 | – | 35,500 | – | 1.36% | – |
| AGN | New | ALLERGAN, INC. | $20,306,000 | – | 120,000 | – | 1.36% | – |
| COF | New | CAPITAL ONE FINANCIAL CORP. | $20,237,000 | – | 245,000 | – | 1.35% | – |
| UTX | New | UNITED TECHNOLOGIES CORP. | $20,146,000 | – | 174,500 | – | 1.34% | – |
| ALL | New | ALLSTATE CORP. | $19,378,000 | – | 330,000 | – | 1.29% | – |
| MCD | New | MCDONALD'S CORP. | $18,133,000 | – | 180,000 | – | 1.21% | – |
| PRU | New | PRUDENTIAL FINANCIAL, INC. | $17,310,000 | – | 195,000 | – | 1.16% | – |
| V | New | VISA INC. | $16,962,000 | – | 80,500 | – | 1.13% | – |
| MA | New | MASTERCARD, INC.cl a | $16,898,000 | – | 230,000 | – | 1.13% | – |
| SLB | New | SCHLUMBERGER LTD. | $16,312,000 | – | 138,300 | – | 1.09% | – |
| AMZN | New | AMAZON.COM, INC. | $16,239,000 | – | 50,000 | – | 1.08% | – |
| EOG | New | EOG RESOURCES, INC. | $16,033,000 | – | 137,200 | – | 1.07% | – |
| DOV | New | DOVER CORP. | $16,007,000 | – | 176,000 | – | 1.07% | – |
| ETN | New | EATON CORP. PLC | $15,822,000 | – | 205,000 | – | 1.06% | – |
| ABBV | New | ABBVIE, INC. | $15,803,000 | – | 280,000 | – | 1.06% | – |
| DG | New | DOLLAR GENERAL CORP. | $15,568,000 | – | 271,400 | – | 1.04% | – |
| CSCO | New | CISCO SYSTEMS, INC. | $15,531,000 | – | 625,000 | – | 1.04% | – |
| HBI | New | HANESBRANDS INC. | $14,963,000 | – | 152,000 | – | 1.00% | – |
| SPG | New | SIMON PROPERTY GROUP, INC. NEW | $14,882,000 | – | 89,500 | – | 0.99% | – |
| BIIB | New | BIOGEN IDEC INC. | $14,820,000 | – | 47,000 | – | 0.99% | – |
| HSY | New | HERSHEY CO. | $14,605,000 | – | 150,000 | – | 0.98% | – |
| CELG | New | CELGENE CORP. | $14,084,000 | – | 164,000 | – | 0.94% | – |
| CERN | New | CERNER CORP. | $14,081,000 | – | 273,000 | – | 0.94% | – |
| LNC | New | LINCOLN NATL CORP. IND | $13,889,000 | – | 270,000 | – | 0.93% | – |
| NDAQ | New | NASDAQ OMX GROUP, INC. | $13,903,000 | – | 360,000 | – | 0.93% | – |
| PG | New | PROCTER & GAMBLE CO. | $13,753,000 | – | 175,000 | – | 0.92% | – |
| MGA | New | MAGNA INTL INC. | $13,576,000 | – | 126,000 | – | 0.91% | – |
| NBL | New | NOBLE ENERGY INC. | $13,556,000 | – | 175,000 | – | 0.90% | – |
| INTC | New | INTEL CORP. | $13,442,000 | – | 435,000 | – | 0.90% | – |
| GIS | New | GENERAL MILLS INC | $13,261,000 | – | 252,400 | – | 0.89% | – |
| UL | New | UNILEVER PLC ADRspon adr new | $13,151,000 | – | 290,250 | – | 0.88% | – |
| ADP | New | AUTOMATIC DATA PROCESSING, INC. | $13,002,000 | – | 164,000 | – | 0.87% | – |
| KO | New | COCA-COLA CO. | $12,708,000 | – | 300,000 | – | 0.85% | – |
| FB | New | FACEBOOK, INC.cl a | $12,583,000 | – | 187,000 | – | 0.84% | – |
| QCOM | New | QUALCOMM INC. | $11,991,000 | – | 151,400 | – | 0.80% | – |
| IYR | New | ISHARES US REAL ESTATE ETFu.s. real es etf | $10,605,000 | – | 147,722 | – | 0.71% | – |
| HAL | New | HALLIBURTON CO. | $10,495,000 | – | 147,801 | – | 0.70% | – |
| XOM | New | EXXON MOBIL CORP. | $10,169,000 | – | 101,000 | – | 0.68% | – |
| FLR | New | FLUOR CORP. NEW | $9,997,000 | – | 130,000 | – | 0.67% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $9,546,000 | – | 168,000 | – | 0.64% | – |
| AMT | New | AMERICAN TOWER CORP. NEW | $9,448,000 | – | 105,000 | – | 0.63% | – |
| CF | New | CF INDUSTRIES HOLDINGS, INC. | $9,268,000 | – | 38,531 | – | 0.62% | – |
| SBAC | New | SBA COMMUNICATIONS CORP. | $9,207,000 | – | 90,000 | – | 0.62% | – |
| NAVI | New | NAVIENT CORP. | $9,209,000 | – | 520,000 | – | 0.62% | – |
| WHR | New | WHIRLPOOL CORPORATION | $9,189,000 | – | 66,000 | – | 0.61% | – |
| PX | New | PRAXAIR, INC. | $8,967,000 | – | 67,500 | – | 0.60% | – |
| BWA | New | BORGWARNER INC. | $8,931,000 | – | 137,000 | – | 0.60% | – |
| NRG | New | NRG ENERGY, INC. | $8,854,000 | – | 238,000 | – | 0.59% | – |
| EIX | New | EDISON INTERNATIONAL | $8,600,000 | – | 148,000 | – | 0.57% | – |
| NEE | New | NEXTERA ENERGY, INC. | $8,301,000 | – | 81,000 | – | 0.55% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC. DELcl b new | $8,252,000 | – | 65,200 | – | 0.55% | – |
| GAS | New | AGL RESOURCES INC. | $7,979,000 | – | 145,000 | – | 0.53% | – |
| DAL | New | DELTA AIR LINES INC. DEL | $7,938,000 | – | 205,000 | – | 0.53% | – |
| AIG | New | AMERICAN INT'L GROUP INC | $7,914,000 | – | 145,000 | – | 0.53% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHINES | $7,758,000 | – | 42,800 | – | 0.52% | – |
| WDC | New | WESTERN DIGITAL CORP. | $7,661,000 | – | 83,000 | – | 0.51% | – |
| EMN | New | EASTMAN CHEMICAL CO. | $7,425,000 | – | 85,000 | – | 0.50% | – |
| ADI | New | ANALOG DEVICES, INC. | $7,359,000 | – | 136,100 | – | 0.49% | – |
| PNW | New | PINNACLE WEST CAPITAL CORP. | $6,652,000 | – | 115,000 | – | 0.44% | – |
| GE | New | GENERAL ELECTRIC CO. | $6,478,000 | – | 246,500 | – | 0.43% | – |
| SLM | New | SLM CORPORATION | $4,321,000 | – | 520,000 | – | 0.29% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PNW | Exit | PINNACLE WEST CAPITAL CORP. | $0 | – | -115,000 | – | -0.48% | – |
| ADI | Exit | ANALOG DEVICES, INC. | $0 | – | -136,100 | – | -0.49% | – |
| EMN | Exit | EASTMAN CHEMICAL CO. | $0 | – | -85,000 | – | -0.50% | – |
| NTAP | Exit | NETAPP, INC. | $0 | – | -161,700 | – | -0.52% | – |
| HAL | Exit | HALLIBURTON CO. | $0 | – | -147,801 | – | -0.54% | – |
| BIIB | Exit | BIOGEN IDEC INC. | $0 | – | -30,000 | – | -0.55% | – |
| NI | Exit | NISOURCE INC. | $0 | – | -236,000 | – | -0.56% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -120,000 | – | -0.56% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC. DELcl b new | $0 | – | -65,200 | – | -0.56% | – |
| DEO | Exit | DIAGEO PLC ADRspon adr new | $0 | – | -59,400 | – | -0.58% | – |
| BG | Exit | BUNGE LTD. | $0 | – | -100,000 | – | -0.58% | – |
| MAS | Exit | MASCO CORP. | $0 | – | -365,000 | – | -0.59% | – |
| PX | Exit | PRAXAIR, INC. | $0 | – | -67,500 | – | -0.62% | – |
| CF | Exit | CF INDUSTRIES HOLDINGS, INC. | $0 | – | -38,531 | – | -0.62% | – |
| TGT | Exit | TARGET CORP. | $0 | – | -135,800 | – | -0.66% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -199,000 | – | -0.66% | – |
| XOM | Exit | EXXON MOBIL CORP. | $0 | – | -105,000 | – | -0.69% | – |
| BBBY | Exit | BED BATH & BEYOND INC. | $0 | – | -120,200 | – | -0.71% | – |
| ZBH | Exit | ZIMMER HOLDINGS, INC. | $0 | – | -115,000 | – | -0.72% | – |
| BK | Exit | BANK OF NEW YORK MELLON CORP. | $0 | – | -323,775 | – | -0.74% | – |
| APC | Exit | ANADARKO PETROLEUM CORP. | $0 | – | -105,400 | – | -0.75% | – |
| FDX | Exit | FEDEX CORP. | $0 | – | -86,000 | – | -0.75% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -120,000 | – | -0.76% | – |
| QCOM | Exit | QUALCOMM INC. | $0 | – | -151,400 | – | -0.78% | – |
| EMR | Exit | EMERSON ELECTRIC CO. | $0 | – | -160,000 | – | -0.79% | – |
| KO | Exit | COCA-COLA CO. | $0 | – | -300,000 | – | -0.87% | – |
| AGN | Exit | ALLERGAN, INC. | $0 | – | -128,000 | – | -0.88% | – |
| EOG | Exit | EOG RESOURCES INC. | $0 | – | -68,600 | – | -0.88% | – |
| FITB | Exit | FIFTH THIRD BANCORP. | $0 | – | -665,000 | – | -0.91% | – |
| GIS | Exit | GENERAL MILLS INC | $0 | – | -252,400 | – | -0.92% | – |
| SLB | Exit | SCHLUMBERGER LTD. | $0 | – | -138,300 | – | -0.93% | – |
| XLY | Exit | SELECT SECTOR SPDR TRsbi cons discr | $0 | – | -202,900 | – | -0.94% | – |
| UL | Exit | UNILEVER PLC ADRspon adr new | $0 | – | -325,000 | – | -0.96% | – |
| EBAY | Exit | EBAY INC. | $0 | – | -226,000 | – | -0.96% | – |
| MAR | Exit | MARRIOTT INTERNATIONAL INC NEWcl a | $0 | – | -300,000 | – | -0.96% | – |
| MET | Exit | METLIFE INC. | $0 | – | -273,000 | – | -0.98% | – |
| AET | Exit | AETNA INC. NEW | $0 | – | -205,000 | – | -1.00% | – |
| PG | Exit | PROCTER & GAMBLE CO. | $0 | – | -175,000 | – | -1.01% | – |
| ETN | Exit | EATON CORPORATION PLC | $0 | – | -205,000 | – | -1.08% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING, INC. | $0 | – | -200,000 | – | -1.10% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC. | $0 | – | -315,000 | – | -1.12% | – |
| MCK | Exit | MCKESSON CORP. | $0 | – | -116,000 | – | -1.13% | – |
| INTC | Exit | INTEL CORP. | $0 | – | -665,000 | – | -1.16% | – |
| DG | Exit | DOLLAR GENERAL CORP. NEW | $0 | – | -271,400 | – | -1.17% | – |
| MA | Exit | MASTERCARD, INC.cl a | $0 | – | -23,000 | – | -1.18% | – |
| ESRX | Exit | EXPRESS SCRIPTS HOLDING CO. | $0 | – | -255,000 | – | -1.20% | – |
| CSCO | Exit | CISCO SYSTEMS, INC. | $0 | – | -700,000 | – | -1.25% | – |
| COF | Exit | CAPITAL ONE FINANCIAL CORP. | $0 | – | -245,000 | – | -1.28% | – |
| MCD | Exit | MCDONALD'S CORP. | $0 | – | -180,000 | – | -1.32% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES NV | $0 | – | -238,000 | – | -1.33% | – |
| ORCL | Exit | ORACLE CORP. | $0 | – | -526,000 | – | -1.33% | – |
| CVS | Exit | CVS/CAREMARK CORP. | $0 | – | -314,000 | – | -1.36% | – |
| ALL | Exit | ALLSTATE CORP. | $0 | – | -355,000 | – | -1.37% | – |
| CELG | Exit | CELGENE CORP. | $0 | – | -120,000 | – | -1.41% | – |
| XLU | Exit | SELECT SECTOR SPDR TRsbi int-utils | $0 | – | -515,000 | – | -1.47% | – |
| T | Exit | AT&T CORP. | $0 | – | -584,000 | – | -1.50% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP. | $0 | – | -184,500 | – | -1.52% | – |
| CMCSA | Exit | COMCAST CORP. NEWcl a | $0 | – | -452,300 | – | -1.56% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHINES | $0 | – | -110,800 | – | -1.56% | – |
| MSFT | Exit | MICROSOFT CORP. | $0 | – | -618,800 | – | -1.57% | – |
| PEP | Exit | PEPSICO, INC. | $0 | – | -263,500 | – | -1.60% | – |
| SPY | Exit | SPDR S&P ETF TRUSTtr unit | $0 | – | -125,000 | – | -1.60% | – |
| ACE | Exit | ACE LTD. | $0 | – | -233,000 | – | -1.66% | – |
| GOOGL | Exit | GOOGLE INC.cl a | $0 | – | -25,500 | – | -1.70% | – |
| PM | Exit | PHILIP MORRIS INTERNATIONAL INC. | $0 | – | -262,800 | – | -1.73% | – |
| MRK | Exit | MERCK & CO., INC. NEW | $0 | – | -500,000 | – | -1.81% | – |
| DIS | Exit | WALT DISNEY CO. | $0 | – | -377,600 | – | -1.86% | – |
| HON | Exit | HONEYWELL INT'L INC. | $0 | – | -295,000 | – | -1.87% | – |
| BA | Exit | BOEING CO. | $0 | – | -210,000 | – | -1.88% | – |
| GILD | Exit | GILEAD SCIENCES, INC. | $0 | – | -414,000 | – | -1.98% | – |
| IYR | Exit | ISHARESu.s. real es etf | $0 | – | -409,522 | – | -1.99% | – |
| LOW | Exit | LOWE'S COMPANIES, INC. | $0 | – | -550,000 | – | -2.00% | – |
| GE | Exit | GENERAL ELECTRIC CO. | $0 | – | -1,144,000 | – | -2.08% | – |
| WFC | Exit | WELLS FARGO & CO. NEW | $0 | – | -670,000 | – | -2.11% | – |
| CVX | Exit | CHEVRON CORP. NEW | $0 | – | -235,000 | – | -2.18% | – |
| C | Exit | CITIGROUP INC. | $0 | – | -590,000 | – | -2.18% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -600,000 | – | -2.36% | – |
| PFE | Exit | PFIZER INC | $0 | – | -1,090,000 | – | -2.38% | – |
| AAPL | Exit | APPLE INC. | $0 | – | -98,300 | – | -3.57% | – |
| PEO | Exit | PETROLEUM & RESOURCES CORP. | $0 | – | -2,186,774 | – | -4.51% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Buy | APPLE INC. | $46,865,000 | +27.2% | 98,300 | +5.7% | 3.57% | +22.0% |
| C | Buy | CITIGROUP INC. | $28,621,000 | +43.4% | 590,000 | +41.8% | 2.18% | +37.5% |
| WFC | Buy | WELLS FARGO & CO. NEW | $27,684,000 | +19.8% | 670,000 | +19.6% | 2.11% | +14.9% |
| GE | Buy | GENERAL ELECTRIC CO. | $27,330,000 | +7.6% | 1,144,000 | +4.5% | 2.08% | +3.2% |
| IYR | Sell | ISHARESu.s. real es etf | $26,111,000 | -13.6% | 409,522 | -10.0% | 1.99% | -17.1% |
| DIS | Buy | WALT DISNEY CO. | $24,351,000 | +7.1% | 377,600 | +4.9% | 1.86% | +2.7% |
| PM | Buy | PHILIP MORRIS INTERNATIONAL INC. | $22,756,000 | +5.1% | 262,800 | +5.1% | 1.73% | +0.8% |
| GOOGL | Buy | GOOGLE INC.cl a | $22,336,000 | +40.9% | 25,500 | +41.7% | 1.70% | +35.2% |
| ACE | Buy | ACE LTD. | $21,799,000 | +10.2% | 233,000 | +5.4% | 1.66% | +5.8% |
| SPY | Sell | SPDR S&P ETF TRUSTtr unit | $21,013,000 | -46.4% | 125,000 | -49.0% | 1.60% | -48.6% |
| PEP | Buy | PEPSICO, INC. | $20,948,000 | +2.4% | 263,500 | +5.4% | 1.60% | -1.7% |
| MSFT | Sell | MICROSOFT CORP. | $20,612,000 | -14.7% | 618,800 | -11.6% | 1.57% | -18.2% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHINES | $20,518,000 | +2.2% | 110,800 | +5.5% | 1.56% | -1.9% |
| CMCSA | Buy | COMCAST CORP. NEWcl a | $20,421,000 | +21.9% | 452,300 | +13.1% | 1.56% | +16.9% |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $19,235,000 | – | 515,000 | – | 1.47% | – |
| CVS | Buy | CVS/CAREMARK CORP. | $17,819,000 | +5.6% | 314,000 | +6.4% | 1.36% | +1.3% |
| ORCL | Sell | ORACLE CORP. | $17,447,000 | -17.8% | 526,000 | -23.9% | 1.33% | -21.2% |
| DG | Buy | DOLLAR GENERAL CORP. NEW | $15,323,000 | +21.5% | 271,400 | +8.6% | 1.17% | +16.6% |
| INTC | Buy | INTEL CORP. | $15,242,000 | +10.4% | 665,000 | +16.7% | 1.16% | +5.9% |
| AET | New | AETNA INC. NEW | $13,124,000 | – | 205,000 | – | 1.00% | – |
| EBAY | Sell | EBAY INC. | $12,609,000 | -12.9% | 226,000 | -19.3% | 0.96% | -16.5% |
| XLY | New | SELECT SECTOR SPDR TRsbi cons discr | $12,302,000 | – | 202,900 | – | 0.94% | – |
| SLB | Buy | SCHLUMBERGER LTD. | $12,220,000 | +42.1% | 138,300 | +15.2% | 0.93% | +36.3% |
| GIS | Buy | GENERAL MILLS INC | $12,095,000 | +8.4% | 252,400 | +9.7% | 0.92% | +3.9% |
| EOG | New | EOG RESOURCES INC. | $11,613,000 | – | 68,600 | – | 0.88% | – |
| QCOM | Sell | QUALCOMM INC. | $10,198,000 | -58.3% | 151,400 | -62.2% | 0.78% | -60.0% |
| FDX | Buy | FEDEX CORP. | $9,813,000 | +32.7% | 86,000 | +14.7% | 0.75% | +27.2% |
| APC | Buy | ANADARKO PETROLEUM CORP. | $9,801,000 | +128.1% | 105,400 | +110.8% | 0.75% | +119.1% |
| BBBY | Buy | BED BATH & BEYOND INC. | $9,299,000 | +24.8% | 120,200 | +14.5% | 0.71% | +19.8% |
| STX | New | SEAGATE TECHNOLOGY PLC | $8,704,000 | – | 199,000 | – | 0.66% | – |
| TGT | Buy | TARGET CORP. | $8,688,000 | +5.1% | 135,800 | +13.2% | 0.66% | +0.8% |
| DEO | Buy | DIAGEO PLC ADRspon adr new | $7,549,000 | +31.4% | 59,400 | +18.8% | 0.58% | +25.8% |
| BRKB | New | BERKSHIRE HATHAWAY INC. DELcl b new | $7,401,000 | – | 65,200 | – | 0.56% | – |
| NI | Sell | NISOURCE INC. | $7,290,000 | -44.2% | 236,000 | -48.2% | 0.56% | -46.4% |
| HAL | Sell | HALLIBURTON CO. | $7,117,000 | +13.7% | 147,801 | -1.5% | 0.54% | +9.1% |
| NTAP | New | NETAPP, INC. | $6,892,000 | – | 161,700 | – | 0.52% | – |
| ADI | New | ANALOG DEVICES, INC. | $6,404,000 | – | 136,100 | – | 0.49% | – |
| PNW | Sell | PINNACLE WEST CAPITAL CORP. | $6,295,000 | -67.1% | 115,000 | -66.7% | 0.48% | -68.4% |
| KMI | Exit | KINDER MORGAN INC. | $0 | – | -170,000 | – | -0.52% | – |
| RYL | Exit | RYLAND GROUP INC. | $0 | – | -180,500 | – | -0.58% | – |
| COH | Exit | COACH, INC. | $0 | – | -130,000 | – | -0.59% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -128,850 | – | -0.60% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP, INC. | $0 | – | -51,700 | – | -0.67% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD. | $0 | – | -278,000 | – | -1.01% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC. | $0 | – | -287,500 | – | -1.50% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PEO | New | PETROLEUM & RESOURCES CORP. | $56,156,000 | – | 2,186,774 | – | 4.46% | – |
| SPY | New | SPDR S&P 500 ETF TRUSTtr unit | $39,202,000 | – | 245,000 | – | 3.12% | – |
| AAPL | New | APPLE INC. | $36,835,000 | – | 93,000 | – | 2.93% | – |
| JPM | New | JPMORGAN CHASE & CO. | $31,674,000 | – | 600,000 | – | 2.52% | – |
| PFE | New | PFIZER INC. | $30,531,000 | – | 1,090,000 | – | 2.43% | – |
| IYR | New | ISHARES TRdj us real est | $30,207,000 | – | 455,000 | – | 2.40% | – |
| CVX | New | CHEVRON CORP. | $27,810,000 | – | 235,000 | – | 2.21% | – |
| GE | New | GENERAL ELECTRIC CO. | $25,393,000 | – | 1,095,000 | – | 2.02% | – |
| QCOM | New | QUALCOMM INC. | $24,432,000 | – | 400,000 | – | 1.94% | – |
| MSFT | New | MICROSOFT CORP. | $24,171,000 | – | 700,000 | – | 1.92% | – |
| HON | New | HONEYWELL INT'L INC. | $23,405,000 | – | 295,000 | – | 1.86% | – |
| MRK | New | MERCK & CO., INC. | $23,225,000 | – | 500,000 | – | 1.85% | – |
| WFC | New | WELLS FARGO & CO. | $23,111,000 | – | 560,000 | – | 1.84% | – |
| DIS | New | WALT DISNEY CO. | $22,734,000 | – | 360,000 | – | 1.81% | – |
| LOW | New | LOWE'S COMPANIES, INC. | $22,495,000 | – | 550,000 | – | 1.79% | – |
| PM | New | PHILIP MORRIS INTERNATIONAL INC. | $21,655,000 | – | 250,000 | – | 1.72% | – |
| BA | New | BOEING CO. | $21,512,000 | – | 210,000 | – | 1.71% | – |
| ORCL | New | ORACLE CORP. | $21,228,000 | – | 691,000 | – | 1.69% | – |
| GILD | New | GILEAD SCIENCES INC. | $21,201,000 | – | 414,000 | – | 1.68% | – |
| T | New | AT&T CORP. | $20,674,000 | – | 584,000 | – | 1.64% | – |
| PEP | New | PEPSICO, INC. | $20,448,000 | – | 250,000 | – | 1.62% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHINES | $20,067,000 | – | 105,000 | – | 1.60% | – |
| C | New | CITIGROUP INC. | $19,956,000 | – | 416,000 | – | 1.59% | – |
| ACE | New | ACE LTD. | $19,775,000 | – | 221,000 | – | 1.57% | – |
| PNW | New | PINNACLE WEST CAPITAL CORP. | $19,137,000 | – | 345,000 | – | 1.52% | – |
| UNH | New | UNITEDHEALTH GROUP INC. | $18,826,000 | – | 287,500 | – | 1.50% | – |
| MCD | New | MCDONALD'S CORP. | $17,820,000 | – | 180,000 | – | 1.42% | – |
| UTX | New | UNITED TECHNOLOGIES CORP. | $17,147,000 | – | 184,500 | – | 1.36% | – |
| ALL | New | ALLSTATE CORP. | $17,083,000 | – | 355,000 | – | 1.36% | – |
| CSCO | New | CISCO SYSTEMS, INC. | $17,017,000 | – | 700,000 | – | 1.35% | – |
| CVS | New | CVS/CAREMARK CORP. | $16,868,000 | – | 295,000 | – | 1.34% | – |
| CMCSA | New | COMCAST CORP. | $16,752,000 | – | 400,000 | – | 1.33% | – |
| VZ | New | VERIZON COMMUNICATIONS INC. | $15,857,000 | – | 315,000 | – | 1.26% | – |
| GOOGL | New | GOOGLE INC.class a | $15,847,000 | – | 18,000 | – | 1.26% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N.V. | $15,770,000 | – | 238,000 | – | 1.25% | – |
| ESRX | New | EXPRESS SCRIPTS HOLDING CO. | $15,731,000 | – | 255,000 | – | 1.25% | – |
| COF | New | CAPITAL ONE FINANCIAL CORP. | $15,388,000 | – | 245,000 | – | 1.22% | – |
| EBAY | New | EBAY INC. | $14,482,000 | – | 280,000 | – | 1.15% | – |
| CELG | New | CELGENE CORP. | $14,029,000 | – | 120,000 | – | 1.12% | – |
| INTC | New | INTEL CORP. | $13,805,000 | – | 570,000 | – | 1.10% | – |
| ADP | New | AUTOMATIC DATA PROCESSING INC. | $13,772,000 | – | 200,000 | – | 1.09% | – |
| ETN | New | EATON CORPORATION PLC | $13,491,000 | – | 205,000 | – | 1.07% | – |
| PG | New | PROCTER & GAMBLE CO. | $13,473,000 | – | 175,000 | – | 1.07% | – |
| MCK | New | MCKESSON CORP. | $13,282,000 | – | 116,000 | – | 1.06% | – |
| MA | New | MASTERCARD INC. | $13,214,000 | – | 23,000 | – | 1.05% | – |
| UL | New | UNILEVER PLC ADRspon adr new | $13,146,000 | – | 325,000 | – | 1.04% | – |
| NI | New | NISOURCE INC. | $13,060,000 | – | 456,000 | – | 1.04% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD. | $12,727,000 | – | 278,000 | – | 1.01% | – |
| DG | New | DOLLAR GENERAL CORP. | $12,607,000 | – | 250,000 | – | 1.00% | – |
| MET | New | METLIFE INC. | $12,492,000 | – | 273,000 | – | 0.99% | – |
| MAR | New | MARRIOTT INTERNATIONAL INC.class a | $12,111,000 | – | 300,000 | – | 0.96% | – |
| KO | New | COCA-COLA CO. | $12,033,000 | – | 300,000 | – | 0.96% | – |
| FITB | New | FIFTH THIRD BANCORP | $12,003,000 | – | 665,000 | – | 0.95% | – |
| GIS | New | GENERAL MILLS INC. | $11,162,000 | – | 230,000 | – | 0.89% | – |
| AGN | New | ALLERGAN, INC. | $10,783,000 | – | 128,000 | – | 0.86% | – |
| CAT | New | CATERPILLAR INC DEL | $9,899,000 | – | 120,000 | – | 0.79% | – |
| XOM | New | EXXON MOBIL CORP. | $9,487,000 | – | 105,000 | – | 0.75% | – |
| BK | New | BANK OF NEW YORK MELLON CORP. | $9,082,000 | – | 323,775 | – | 0.72% | – |
| EMR | New | EMERSON ELECTRIC CO. | $8,726,000 | – | 160,000 | – | 0.69% | – |
| ZBH | New | ZIMMER HOLDINGS, INC. | $8,618,000 | – | 115,000 | – | 0.68% | – |
| SLB | New | SCHLUMBERGER LTD. | $8,599,000 | – | 120,000 | – | 0.68% | – |
| AMG | New | AFFILIATED MANAGERS GROUP, INC. | $8,476,000 | – | 51,700 | – | 0.67% | – |
| TGT | New | TARGET CORP. | $8,263,000 | – | 120,000 | – | 0.66% | – |
| PX | New | PRAXAIR, INC. | $7,773,000 | – | 67,500 | – | 0.62% | – |
| PSX | New | PHILLIPS 66 | $7,591,000 | – | 128,850 | – | 0.60% | – |
| F113PS | New | COVIDIEN PLC | $7,541,000 | – | 120,000 | – | 0.60% | – |
| BBBY | New | BED BATH & BEYOND INC. | $7,450,000 | – | 105,000 | – | 0.59% | – |
| COH | New | COACH, INC. | $7,422,000 | – | 130,000 | – | 0.59% | – |
| FDX | New | FEDEX CORP. | $7,394,000 | – | 75,000 | – | 0.59% | – |
| RYL | New | RYLAND GROUP INC. | $7,238,000 | – | 180,500 | – | 0.58% | – |
| MAS | New | MASCO CORP. | $7,114,000 | – | 365,000 | – | 0.56% | – |
| BG | New | BUNGE LTD. | $7,077,000 | – | 100,000 | – | 0.56% | – |
| CF | New | CF INDUSTRIES HOLDINGS, INC. | $6,608,000 | – | 38,531 | – | 0.52% | – |
| KMI | New | KINDER MORGAN INC. | $6,486,000 | – | 170,000 | – | 0.52% | – |
| BIIB | New | BIOGEN IDEC INC. | $6,456,000 | – | 30,000 | – | 0.51% | – |
| HAL | New | HALLIBURTON CO. | $6,258,000 | – | 150,000 | – | 0.50% | – |
| EMN | New | EASTMAN CHEMICAL CO. | $5,951,000 | – | 85,000 | – | 0.47% | – |
| DEO | New | DIAGEO PLC ADRsponsored adr new | $5,747,000 | – | 50,000 | – | 0.46% | – |
| APC | New | ANADARKO PETROLEUM CORP. | $4,296,000 | – | 50,000 | – | 0.34% | – |