CIK: 0001313559 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 13, 2018
Total Value ($000): $346,740 (96.4% shares, 3.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| RITM | New Residential Investment Corp. | 1,250,000 | $22,350 | 6.4% | $16.73 | — | COM NEW | 64828T201 |
| — | Two Harbors Investment Corp. | 750,000 | $12,195 | 3.5% | $16.26 | — | COM NEW | 90187B408 |
| ARI | Apollo Commercial Real Estate Finance, Inc. | 510,000 | $9,410 | 2.7% | $16.67 | — | COM | 03762U105 |
| IBM | International Business Machines Corp. | 46,500 | $7,134 | 2.1% | $102.14 | -0.0% | COM | 459200101 |
| BP | BP PLC | 160,750 | $6,756 | 1.9% | $40.39 | — | SPONSORED ADR | 055622104 |
| — | Royal Dutch Shell PLC ADR | 100,000 | $6,671 | 1.9% | $59.83 | — | SPONS ADR A | 780259206 |
| — | BGC Partners, Inc. | 400,000 | $6,044 | 1.7% | $9.42 | — | CL A | 05541T101 |
| — | Seagate Technology PLC | 130,000 | $5,439 | 1.6% | $40.50 | — | SHS | G7945M107 |
| — | PRA Group, Inc. | 5,020,000 | $4,819 | 1.4% | $0.92 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| ALLY | Ally Financial, Inc. | 161,600 | $4,712 | 1.4% | $18.31 | +13.6% | COM | 02005N100 |
| GPMT | Granite Point Mortgage Trust, Inc. | 259,947 | $4,611 | 1.3% | $17.74 | — | COM | 38741L107 |
| — | SemGroup Corp. | 145,000 | $4,379 | 1.3% | $29.10 | — | CL A | 81663A105 |
| VT | Vanguard Total World Stock ETF | 58,000 | $4,307 | 1.2% | $71.77 | — | TT WRLD ST ETF | 922042742 |
| XOM | Exxon Mobil Corp. | 50,000 | $4,182 | 1.2% | $56.86 | +0.5% | COM | 30231G102 |
| STWD | Starwood Property Trust, Inc. | 190,000 | $4,057 | 1.2% | $21.15 | — | COM | 85571B105 |
| T | AT&T, Inc. | 96,500 | $3,752 | 1.1% | $12.03 | +26.8% | COM | 00206R102 |
| — | Huron Consulting Group, Inc. | 4,000,000 | $3,743 | 1.1% | $0.94 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | MFA Financial, Inc. | 470,000 | $3,722 | 1.1% | $7.81 | — | COM | 55272X102 |
| VZ | Verizon Communications, Inc. | 65,000 | $3,440 | 1.0% | $27.30 | +17.1% | COM | 92343V104 |
| LADR | Ladder Capital Corp. | 250,000 | $3,408 | 1.0% | $13.84 | — | CL A | 505743104 |
| ACRE | Ares Commercial Real Estate Corp. | 230,000 | $2,967 | 0.9% | $13.09 | — | COM | 04013V108 |
| WMT | Wal-Mart Stores, Inc. | 30,000 | $2,963 | 0.9% | $26.13 | +2.6% | COM | 931142103 |
| BXMT | Blackstone Mortgage Trust, Inc. | 90,000 | $2,896 | 0.8% | $28.22 | — | COM CL A | 09257W100 |
| VOD | Vodafone Group PLC | 90,000 | $2,871 | 0.8% | $30.49 | — | SPONSORED ADR | 92857W308 |
| UPS | United Parcel Service, Inc. | 22,000 | $2,621 | 0.8% | $81.88 | +5.4% | CL B | 911312106 |
| — | Spirit Realty Capital, Inc. | 2,500,000 | $2,509 | 0.7% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| LNC | Lincoln National Corp. | 32,000 | $2,460 | 0.7% | $44.93 | +19.6% | COM | 534187109 |
| LEG | Leggett & Platt, Inc. | 50,000 | $2,387 | 0.7% | $48.33 | -2.3% | COM | 524660107 |
| INTC | Intel Corp. | 48,400 | $2,234 | 0.6% | $32.84 | +11.3% | COM | 458140100 |
| C | Citigroup, Inc. | 30,000 | $2,232 | 0.6% | $49.76 | +13.5% | COM NEW | 172967424 |
| MSM | MSC Industrial Direct Co., Inc. | 22,400 | $2,165 | 0.6% | $77.96 | +7.2% | CL A | 553530106 |
| CSCO | Cisco Systems, Inc. | 55,500 | $2,126 | 0.6% | $23.50 | +19.0% | COM | 17275R102 |
| BAC | Bank of America Corp. | 71,000 | $2,096 | 0.6% | $16.16 | +41.0% | COM | 060505104 |
| HD | Home Depot, Inc./The | 11,000 | $2,085 | 0.6% | $134.16 | +5.6% | COM | 437076102 |
| PFE | Pfizer, Inc. | 55,900 | $2,025 | 0.6% | $21.65 | +9.9% | COM | 717081103 |
| — | Ellington Financial LLC | 135,000 | $1,959 | 0.6% | $22.97 | — | COM | 288522303 |
| FAF | First American Financial Corp. | 34,850 | $1,953 | 0.6% | $38.67 | +6.2% | COM | 31847R102 |
| WFC | Wells Fargo & Co. | 32,000 | $1,941 | 0.6% | $39.88 | +13.1% | COM | 949746101 |
| — | Lam Research Corp. | 10,500 | $1,933 | 0.6% | $105.76 | — | COM | 512807108 |
| ABBV | AbbVie, Inc. | 19,200 | $1,857 | 0.5% | $63.99 | +4.5% | COM | 00287Y109 |
| LPLA | LPL Financial Holdings, Inc. | 31,915 | $1,824 | 0.5% | $51.28 | +2.6% | COM | 50212V100 |
| AAPL | Apple, Inc. | 10,600 | $1,794 | 0.5% | $25.93 | +50.7% | COM | 037833100 |
| — | DowDuPont, Inc. | 25,000 | $1,781 | 0.5% | $71.24 | — | COM | 26078J100 |
| FDX | FedEx Corp. | 7,000 | $1,747 | 0.5% | $165.90 | +20.0% | COM | 31428X106 |
| CBRL | Cracker Barrel Old Country Store, Inc. | 10,900 | $1,732 | 0.5% | $110.77 | +1.3% | COM | 22410J106 |
| TPR | Tapestry, Inc. | 39,100 | $1,729 | 0.5% | $32.95 | 0.0% | COM | 876030107 |
| JCI | Johnson Controls International PLC | 45,000 | $1,715 | 0.5% | $33.58 | -3.3% | SHS | G51502105 |
| CCL | Carnival Corp. | 25,000 | $1,659 | 0.5% | $48.27 | +25.9% | UNIT 99/99/9999 | 143658300 |
| CVX | Chevron Corp. | 12,550 | $1,571 | 0.5% | $72.40 | +15.4% | COM | 166764100 |
| — | CorEnergy Infrastructure Trust, Inc., | 60,000 | $1,544 | 0.4% | $26.00 | — | DEP SHS REPSTG | 21870U304 |
| LOW | Lowe's Cos., Inc. | 16,600 | $1,543 | 0.4% | $62.76 | +13.5% | COM | 548661107 |
| SLB | Schlumberger Ltd. | 22,600 | $1,523 | 0.4% | $58.02 | -11.7% | COM | 806857108 |
| GILD | Gilead Sciences, Inc. | 21,000 | $1,504 | 0.4% | $55.90 | 0.0% | COM | 375558103 |
| MSI | Motorola Solutions, Inc. | 16,500 | $1,491 | 0.4% | $80.17 | +1.2% | COM NEW | 620076307 |
| MSFT | Microsoft Corp. | 17,000 | $1,454 | 0.4% | $53.94 | +39.5% | COM | 594918104 |
| MLI | Mueller Industries, Inc. | 40,983 | $1,452 | 0.4% | $15.61 | 0.0% | COM | 624756102 |
| MGA | Magna International, Inc. | 25,000 | $1,417 | 0.4% | $31.97 | +34.0% | COM | 559222401 |
| IDCC | InterDigital, Inc. | 18,400 | $1,401 | 0.4% | $74.46 | +0.4% | COM | 45867G101 |
| ALK | Alaska Air Group, Inc. | 19,000 | $1,397 | 0.4% | $67.65 | 0.0% | COM | 011659109 |
| FAST | Fastenal Co. | 25,000 | $1,367 | 0.4% | $8.67 | +15.7% | COM | 311900104 |
| MET | MetLife, Inc. | 26,800 | $1,355 | 0.4% | $34.03 | +17.2% | COM | 59156R108 |
| SWKS | Skyworks Solutions, Inc. | 14,000 | $1,329 | 0.4% | $63.42 | +37.1% | COM | 83088M102 |
| ZBH | Zimmer Biomet Holdings, Inc. | 11,000 | $1,327 | 0.4% | $107.07 | -1.2% | COM | 98956P102 |
| MATV | Schweitzer-Mauduit International, Inc. | 29,000 | $1,315 | 0.4% | $28.25 | +3.7% | COM | 808541106 |
| QCOM | QUALCOMM, Inc. | 20,000 | $1,280 | 0.4% | $49.00 | 0.0% | COM | 747525103 |
| — | United Technologies Corp. | 10,000 | $1,276 | 0.4% | $127.60 | — | COM | 913017109 |
| EMN | Eastman Chemical Co. | 13,500 | $1,251 | 0.4% | $53.34 | +29.0% | COM | 277432100 |
| HON | Honeywell International, Inc. | 8,000 | $1,227 | 0.4% | $84.48 | +34.2% | COM | 438516106 |
| WMB | Williams Cos, Inc./The | 40,000 | $1,220 | 0.4% | $18.59 | 0.0% | COM | 969457100 |
| COP | ConocoPhillips | 22,000 | $1,208 | 0.3% | $34.77 | +14.0% | COM | 20825C104 |
| MCD | McDonald's Corp. | 7,000 | $1,205 | 0.3% | $94.30 | +47.0% | COM | 580135101 |
| HCKT | Hackett Group, Inc. | 75,650 | $1,188 | 0.3% | $15.21 | +1.9% | COM | 404609109 |
| — | Covanta Holding Corp. | 70,000 | $1,183 | 0.3% | $15.60 | — | COM | 22282E102 |
| GWW | W.W. Grainger, Inc. | 5,000 | $1,181 | 0.3% | $184.63 | 0.0% | COM | 384802104 |
| BA | Boeing Co./The | 4,000 | $1,180 | 0.3% | $135.00 | +90.7% | COM | 097023105 |
| JNJ | Johnson & Johnson | 8,400 | $1,174 | 0.3% | $89.71 | +23.7% | COM | 478160104 |
| — | Monsanto Co. | 10,000 | $1,168 | 0.3% | $105.20 | — | COM | 61166W101 |
| DIS | Walt Disney Co./The | 10,700 | $1,150 | 0.3% | $90.71 | +7.3% | COM DISNEY | 254687106 |
| — | Andeavor | 10,000 | $1,143 | 0.3% | $114.30 | — | COM | 03349M105 |
| MMS | MAXIMUS, Inc. | 15,550 | $1,113 | 0.3% | $63.09 | +6.7% | COM | 577933104 |
| LUV | Southwest Airlines Co. | 17,000 | $1,113 | 0.3% | $40.16 | +32.3% | COM | 844741108 |
| NNBR | NN, Inc. | 38,800 | $1,071 | 0.3% | $26.08 | +3.9% | COM | 629337106 |
| TROW | T. Rowe Price Group, Inc. | 10,000 | $1,049 | 0.3% | $71.75 | 0.0% | COM | 74144T108 |
| SBUX | Starbucks Corp. | 18,000 | $1,034 | 0.3% | $47.41 | 0.0% | COM | 855244109 |
| CMP | Compass Minerals International, Inc. | 14,300 | $1,033 | 0.3% | $53.16 | 0.0% | COM | 20451N101 |
| — | Broadcom Ltd. | 4,000 | $1,028 | 0.3% | $257.00 | — | SHS | Y09827109 |
| COR | AmerisourceBergen Corp. | 11,000 | $1,010 | 0.3% | $64.60 | -1.9% | COM | 03073E105 |
| — | Weatherford International PLC | 240,000 | $1,001 | 0.3% | $4.52 | — | ORD SHS | G48833100 |
| PRGO | Perrigo Co. PLC | 11,400 | $994 | 0.3% | $77.80 | +10.4% | SHS | G97822103 |
| LYB | Lyondellbasell Industries NV | 9,000 | $993 | 0.3% | $63.47 | 0.0% | SHS - A - | N53745100 |
| — | GrubHub, Inc. | 13,500 | $969 | 0.3% | $52.67 | — | COM | 400110102 |
| ACM | AECOM | 26,000 | $966 | 0.3% | $31.61 | +10.6% | COM | 00766T100 |
| — | ABIOMED, Inc. | 5,150 | $965 | 0.3% | $168.54 | — | COM | 003654100 |
| RS | Reliance Steel & Aluminum Co. | 11,100 | $952 | 0.3% | $73.06 | +7.8% | COM | 759509102 |
| DVA | DaVita, Inc. | 13,000 | $939 | 0.3% | $61.54 | 0.0% | COM | 23918K108 |
| VLO | Valero Energy Corp. | 10,200 | $937 | 0.3% | $53.55 | +11.4% | COM | 91913Y100 |
| CODI | Compass Diversified Holdings LLC | 55,000 | $932 | 0.3% | $7.10 | +46.8% | SH BEN INT | 20451Q104 |
| SIG | Signet Jewelers Ltd. | 16,000 | $905 | 0.3% | $51.50 | -0.2% | SHS | G81276100 |
| — | Pinnacle Foods, Inc. | 15,000 | $892 | 0.3% | $59.47 | — | COM | 72348P104 |
| — | Teva Pharmaceutical Finance Co. LLC | 1,000,000 | $883 | 0.3% | $0.91 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| MRK | Merck & Co., Inc. | 15,500 | $872 | 0.3% | $44.07 | -2.4% | COM | 58933Y105 |
| HPE | Hewlett Packard Enterprise Co. | 60,000 | $862 | 0.2% | $10.65 | +3.7% | COM | 42824C109 |
| ETD | Ethan Allen Interiors, Inc. | 30,000 | $858 | 0.2% | $16.68 | 0.0% | COM | 297602104 |
| — | Hanesbrands, Inc. | 40,000 | $836 | 0.2% | $20.90 | — | COM | 410345102 |
| — | Cantel Medical Corp. | 8,100 | $833 | 0.2% | $97.51 | — | COM | 138098108 |
| IVZ | Invesco Ltd. | 22,800 | $833 | 0.2% | $24.04 | +2.2% | SHS | G491BT108 |
| WDC | Western Digital Corp. | 10,000 | $795 | 0.2% | $58.49 | 0.0% | COM | 958102105 |
| VOYA | Voya Financial, Inc. | 16,000 | $792 | 0.2% | $34.38 | +12.2% | COM | 929089100 |
| — | Party City Holdco, Inc. | 55,000 | $767 | 0.2% | $13.62 | — | COM | 702149105 |
| PAYC | Paycom Software, Inc. | 9,400 | $755 | 0.2% | $70.18 | +11.7% | COM | 70432V102 |
| MORN | Morningstar, Inc. | 7,575 | $735 | 0.2% | $90.03 | 0.0% | COM | 617700109 |
| CVS | CVS Health Corp. | 10,000 | $725 | 0.2% | $56.24 | 0.0% | COM | 126650100 |
| KHC | Kraft Heinz Co./The | 9,000 | $700 | 0.2% | $54.06 | -1.2% | COM | 500754106 |
| VISN | CommScope Holding Co., Inc. | 18,400 | $696 | 0.2% | $34.17 | +2.0% | COM | 20337X109 |
| — | Tech Data Corp. | 7,100 | $696 | 0.2% | $88.87 | — | COM | 878237106 |
| SYF | Synchrony Financial | 18,000 | $695 | 0.2% | $28.01 | 0.0% | COM | 87165B103 |
| OKE | ONEOK, Inc. | 13,000 | $695 | 0.2% | $32.06 | +0.0% | COM | 682680103 |
| OMC | Omnicom Group, Inc. | 9,500 | $692 | 0.2% | $55.99 | -4.3% | COM | 681919106 |
| BHF | Brighthouse Financial, Inc. | 11,800 | $692 | 0.2% | $59.17 | 0.0% | COM | 10922N103 |
| KO | Coca-Cola Co./The | 15,000 | $688 | 0.2% | $35.63 | 0.0% | COM | 191216100 |
| EQT | EQT Corp. | 12,000 | $683 | 0.2% | $31.31 | -3.4% | COM | 26884L109 |
| — | Capitala Finance Corp., 5.75 | 27,244 | $678 | 0.2% | $24.95 | — | 5.75% NT CV 22 | 14054R403 |
| FCX | Freeport-McMoRan, Inc. | 33,500 | $635 | 0.2% | $12.74 | +7.4% | CL B | 35671D857 |
| TSM | Taiwan Semiconductor Manufacturing Co. Ltd. | 15,750 | $624 | 0.2% | $23.63 | — | SPONSORED ADR | 874039100 |
| AR | Antero Resources Corp. | 32,600 | $619 | 0.2% | $20.07 | -4.5% | COM | 03674X106 |
| PLCE | Children's Place, Inc./The | 4,100 | $596 | 0.2% | $107.55 | +13.2% | COM | 168905107 |
| OXY | Occidental Petroleum Corp. | 8,000 | $589 | 0.2% | $55.11 | 0.0% | COM | 674599105 |
| — | Dr. Pepper Snapple Group, Inc. | 6,000 | $582 | 0.2% | $97.00 | — | COM | 26138E109 |
| — | Walgreens Boots Alliance, Inc. | 8,000 | $581 | 0.2% | $72.63 | — | COM | 931427108 |
| UCTT | Ultra Clean Holdings, Inc. | 25,000 | $577 | 0.2% | $25.63 | 0.0% | COM | 90385V107 |
| — | Entercom Communications Corp. | 53,000 | $572 | 0.2% | $10.79 | — | CL A | 293639100 |
| HSY | Hershey Co./The | 5,000 | $568 | 0.2% | $90.64 | 0.0% | COM | 427866108 |
| EMR | Emerson Electric Co. | 8,000 | $558 | 0.2% | $53.28 | 0.0% | COM | 291011104 |
| GVA | Granite Construction, Inc. | 8,775 | $557 | 0.2% | $52.71 | +18.4% | COM | 387328107 |
| CF | CF Industries Holdings, Inc. | 13,000 | $553 | 0.2% | $30.73 | 0.0% | COM | 125269100 |
| CPK | Chesapeake Utilities Corp. | 7,000 | $550 | 0.2% | $67.20 | +3.2% | COM | 165303108 |
| NFG | National Fuel Gas Co. | 10,000 | $549 | 0.2% | $57.14 | 0.0% | COM | 636180101 |
| — | ETRADE Financial Corp. | 11,000 | $545 | 0.2% | $43.64 | — | COM NEW | 269246401 |
| — | NV5 Global, Inc. | 10,000 | $542 | 0.2% | $54.70 | — | COM | 62945V109 |
| PPG | PPG Industries, Inc. | 4,600 | $537 | 0.2% | $86.58 | +14.4% | COM | 693506107 |
| BGS | B&G Foods, Inc. | 15,000 | $527 | 0.2% | $16.51 | +2.6% | COM | 05508R106 |
| LLY | Eli Lilly & Co. | 6,000 | $507 | 0.1% | $72.70 | +3.6% | COM | 532457108 |
| GGAL | Grupo Financiero Galicia S.A. | 7,700 | $507 | 0.1% | $51.56 | — | SP ADR 10 SH B | 399909100 |
| HASI | Hannon Armstrong Sustainable Infrastructure | 20,400 | $491 | 0.1% | $15.80 | 0.0% | COM | 41068X100 |
| — | SSR Mining, Inc. | 500,000 | $490 | 0.1% | $1.01 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| INGN | Inogen, Inc. | 4,050 | $482 | 0.1% | $96.41 | +14.2% | COM | 45780L104 |
| — | Validus Holdings Ltd. | 10,000 | $469 | 0.1% | $46.90 | — | COM SHS | G9319H102 |
| — | Manning & Napier, Inc. | 130,000 | $468 | 0.1% | $3.60 | — | CL A | 56382Q102 |
| NXST | Nexstar Media Group, Inc. | 5,886 | $460 | 0.1% | $46.91 | +13.7% | CL A | 65336K103 |
| THO | Thor Industries, Inc. | 3,000 | $452 | 0.1% | $31.55 | +271.9% | COM | 885160101 |
| — | CSRA, Inc. | 15,000 | $449 | 0.1% | $32.25 | — | COM | 12650T104 |
| NOAH | Noah Holdings Ltd. | 9,500 | $440 | 0.1% | $23.37 | — | SPON ADS CL A | 65487X102 |
| PAGP | Plains GP Holdings LP | 20,000 | $439 | 0.1% | $21.89 | — | LTD PARTNR INT A | 72651A207 |
| ABR | Arbor Realty Trust, Inc. | 50,000 | $432 | 0.1% | $8.34 | — | COM | 038923108 |
| ING | ING Groep NV | 23,000 | $425 | 0.1% | $12.56 | — | SPONSORED ADR | 456837103 |
| AMWD | American Woodmark Corp. | 3,200 | $417 | 0.1% | $92.57 | +13.5% | COM | 030506109 |
| CHE | Chemed Corp. | 1,700 | $413 | 0.1% | $142.14 | +55.5% | COM | 16359R103 |
| KEYS | Keysight Technologies, Inc. | 9,900 | $412 | 0.1% | $40.96 | +5.5% | COM | 49338L103 |
| ADP | Automatic Data Processing, Inc. | 3,500 | $410 | 0.1% | $61.61 | +56.1% | COM | 053015103 |
| TTMI | TTM Technologies, Inc. | 26,150 | $410 | 0.1% | $15.59 | +3.1% | COM | 87305R109 |
| GGG | Graco, Inc. | 9,000 | $407 | 0.1% | $33.82 | +15.5% | COM | 384109104 |
| CPRT | Copart, Inc. | 9,400 | $406 | 0.1% | $5.96 | +63.4% | COM | 217204106 |
| CRUS | Cirrus Logic, Inc. | 7,825 | $406 | 0.1% | $58.54 | -7.7% | COM | 172755100 |
| MAS | Masco Corp. | 9,200 | $404 | 0.1% | $23.79 | +50.5% | COM | 574599106 |
| — | Unilever PLC | 7,300 | $404 | 0.1% | $40.68 | — | SPON ADR NEW | 904767704 |
| ORA | Ormat Technologies, Inc. | 6,300 | $403 | 0.1% | $34.30 | +75.1% | COM | 686688102 |
| AKAM | Akamai Technologies, Inc. | 6,200 | $403 | 0.1% | $47.83 | +15.7% | COM | 00971T101 |
| FN | Fabrinet | 14,050 | $403 | 0.1% | $40.92 | -19.1% | SHS | G3323L100 |
| EBS | Emergent BioSolutions, Inc. | 8,600 | $400 | 0.1% | $29.98 | +40.4% | COM | 29089Q105 |
| WGO | Winnebago Industries, Inc. | 7,200 | $400 | 0.1% | $31.15 | +61.2% | COM | 974637100 |
| BMA | Banco Macro S.A. | 3,400 | $394 | 0.1% | $117.35 | — | SPON ADR B | 05961W105 |
| 1741046D | STERIS PLC | 4,500 | $394 | 0.1% | $88.44 | — | SHS USD | G84720104 |
| CEVA | CEVA, Inc. | 8,500 | $392 | 0.1% | $43.19 | +6.3% | COM | 157210105 |
| — | CDK Global, Inc. | 5,500 | $392 | 0.1% | $46.73 | — | COM | 12508E101 |
| — | Brookfield Asset Management, Inc. | 9,000 | $392 | 0.1% | $35.63 | — | CL A LTD VT SH | 112585104 |
| — | RELX NV | 16,918 | $390 | 0.1% | $16.43 | — | SPONSORED ADR | 75955B102 |
| STZ | Constellation Brands, Inc. | 1,700 | $389 | 0.1% | $138.20 | +37.5% | CL A | 21036P108 |
| SIMO | Silicon Motion Technology Corp. | 7,300 | $387 | 0.1% | $14.14 | — | SPONSORED ADR | 82706C108 |
| NVR | NVR, Inc. | 110 | $386 | 0.1% | $1617.32 | +101.2% | COM | 62944T105 |
| FDS | FactSet Research Systems, Inc. | 2,000 | $386 | 0.1% | $83.78 | +111.2% | COM | 303075105 |
| MLAB | Mesa Laboratories, Inc. | 3,100 | $385 | 0.1% | $136.33 | -0.7% | COM | 59064R109 |
| CCU | Cia Cervecerias Unidas SA | 13,000 | $385 | 0.1% | $23.31 | — | SPONSORED ADR | 204429104 |
| TOL | Toll Brothers, Inc. | 8,000 | $384 | 0.1% | $39.33 | +17.0% | COM | 889478103 |
| ACN | Accenture PLC | 2,500 | $383 | 0.1% | $63.81 | +101.5% | SHS CLASS A | G1151C101 |
| SAP | SAP SE | 3,400 | $382 | 0.1% | $88.81 | — | SPON ADR | 803054204 |
| G | Genpact Ltd. | 12,000 | $381 | 0.1% | $15.93 | +77.2% | SHS | G3922B107 |
| CRESY | Cresud S.A. | 17,131 | $378 | 0.1% | $14.15 | — | SPONSORED ADR | 226406106 |
| GNTX | Gentex Corp. | 18,000 | $377 | 0.1% | $18.18 | +9.4% | COM | 371901109 |
| FIS | Fidelity National Information Services, Inc. | 4,000 | $376 | 0.1% | $55.68 | +45.7% | COM | 31620M106 |
| NJR | New Jersey Resources Corp. | 9,300 | $374 | 0.1% | $31.74 | +2.3% | COM | 646025106 |
| RCI | Rogers Communications, Inc. | 7,300 | $372 | 0.1% | $41.73 | +24.9% | CL B | 775109200 |
| — | Apollo Global Management LLC | 11,100 | $372 | 0.1% | $30.09 | — | CL A SHS | 037612306 |
| PIPR | Piper Jaffray Cos. | 4,300 | $371 | 0.1% | $72.11 | 0.0% | COM | 724078100 |
| — | CommerceHub, Inc. | 17,927 | $369 | 0.1% | $15.90 | — | COM SER C | 20084V306 |
| IT | Gartner, Inc. | 3,000 | $369 | 0.1% | $87.10 | +39.4% | COM | 366651107 |
| WAT | Waters Corp. | 1,900 | $367 | 0.1% | $142.72 | +35.3% | COM | 941848103 |
| TGS | Transportadora de Gas del Sur S.A. | 16,500 | $367 | 0.1% | $6.76 | — | SPON ADR B | 893870204 |
| HXL | Hexcel Corp. | 5,900 | $365 | 0.1% | $32.19 | +88.8% | COM | 428291108 |
| CB | Chubb Ltd. | 2,500 | $365 | 0.1% | $96.06 | +34.9% | COM | H1467J104 |
| NSA | National Storage Affiliates Trust | 13,300 | $363 | 0.1% | $24.21 | — | COM SHS BEN IN | 637870106 |
| INTU | Intuit, Inc. | 2,300 | $363 | 0.1% | $81.30 | +77.3% | COM | 461202103 |
| — | Independent Bank Group, Inc. | 5,350 | $362 | 0.1% | $60.37 | — | COM | 45384B106 |
| TDY | Teledyne Technologies, Inc. | 2,000 | $362 | 0.1% | $76.20 | +130.6% | COM | 879360105 |
| CDW | CDW Corp. | 5,200 | $361 | 0.1% | $25.78 | +142.2% | COM | 12514G108 |
| — | Vantiv, Inc. | 4,900 | $360 | 0.1% | $33.85 | — | CL A | 92210H105 |
| CTAS | Cintas Corp. | 2,300 | $358 | 0.1% | $25.60 | +36.8% | COM | 172908105 |
| FMS | Fresenius Medical Care AG & Co. KGaA | 6,800 | $357 | 0.1% | $37.21 | — | SPONSORED ADR | 358029106 |
| — | Credit Suisse Group AG | 20,000 | $357 | 0.1% | $15.80 | — | SPONSORED ADR | 225401108 |
| — | Total System Services, Inc. | 4,500 | $356 | 0.1% | $49.11 | — | COM | 891906109 |
| AHRT | Armada Hoffler Properties, Inc. | 22,800 | $354 | 0.1% | $13.82 | — | COM | 04208T108 |
| LEA | Lear Corp. | 2,000 | $353 | 0.1% | $75.60 | +97.3% | COM NEW | 521865204 |
| CNC | Centene Corp. | 3,500 | $353 | 0.1% | $21.10 | +129.6% | COM | 15135B101 |
| TEO | Telecom Argentina S.A. | 9,600 | $352 | 0.1% | $18.31 | — | SPON ADR REP B | 879273209 |
| TTWO | Take-Two Interactive Software, Inc. | 3,200 | $351 | 0.1% | $64.35 | +69.7% | COM | 874054109 |
| MAIN | Main Street Capital Corp. | 8,800 | $350 | 0.1% | $39.28 | +2.6% | COM | 56035L104 |
| ADBE | Adobe Systems, Inc. | 2,000 | $350 | 0.1% | $86.68 | +98.5% | COM | 00724F101 |
| — | Avangrid, Inc. | 6,900 | $349 | 0.1% | $47.39 | — | COM | 05351W103 |
| LCII | LCI Industries | 2,680 | $348 | 0.1% | $81.42 | +16.1% | COM | 50189K103 |
| ICLR | ICON PLC | 3,100 | $348 | 0.1% | $38.50 | +199.3% | SHS | G4705A100 |
| AZN | AstraZeneca PLC | 10,000 | $347 | 0.1% | $30.83 | — | SPONSORED ADR | 046353108 |
| OLLI | Ollie's Bargain Outlet Holdings, Inc. | 6,500 | $346 | 0.1% | $44.14 | +6.8% | COM | 681116109 |
| RHI | Robert Half International, Inc. | 6,200 | $344 | 0.1% | $46.21 | +15.1% | COM | 770323103 |
| DVN | Devon Energy Corp. | 8,300 | $344 | 0.1% | $26.85 | 0.0% | COM | 25179M103 |
| — | Integrated Device Technology, Inc. | 11,500 | $342 | 0.1% | $26.61 | — | COM | 458118106 |
| MKL | Markel Corp. | 300 | $342 | 0.1% | $523.59 | +108.8% | COM | 570535104 |
| EXR | Extra Space Storage, Inc. | 3,900 | $341 | 0.1% | $56.89 | +9.4% | COM | 30225T102 |
| AMH | American Homes 4 Rent | 15,600 | $341 | 0.1% | $21.73 | — | CL A | 02665T306 |
| — | CommerceHub, Inc. | 15,463 | $340 | 0.1% | $15.78 | — | COM SER A | 20084V108 |
| GPK | Graphic Packaging Holding Co. | 22,000 | $340 | 0.1% | $13.19 | +14.1% | COM | 388689101 |
| — | Harris Corp. | 2,400 | $340 | 0.1% | $59.17 | — | COM | 413875105 |
| IP | International Paper Co. | 5,800 | $336 | 0.1% | $31.25 | +20.3% | COM | 460146103 |
| LOGI | Logitech International S.A. | 10,000 | $336 | 0.1% | $30.96 | 0.0% | SHS | H50430232 |
| XRAY | Dentsply Sirona, Inc. | 5,079 | $334 | 0.1% | $58.93 | +7.9% | COM | 24906P109 |
| GRMN | Garmin Ltd. | 5,600 | $334 | 0.1% | $39.20 | +22.5% | SHS | H2906T109 |
| MDXG | MiMedx Group, Inc. | 26,500 | $334 | 0.1% | $14.83 | -17.8% | COM | 602496101 |
| — | Sensata Technologies Holding NV | 6,500 | $332 | 0.1% | $38.92 | — | SHS | N7902X106 |
| — | US Ecology, Inc. | 6,500 | $332 | 0.1% | $37.23 | — | COM | 91732J102 |
| — | HFF, Inc. | 6,800 | $331 | 0.1% | $48.68 | — | CL A | 40418F108 |
| FMC | FMC Corp. | 3,500 | $331 | 0.1% | $27.13 | +140.8% | COM NEW | 302491303 |
| PLOW | Douglas Dynamics, Inc. | 8,700 | $329 | 0.1% | $34.13 | +17.0% | COM | 25960R105 |
| — | Foot Locker, Inc. | 7,000 | $328 | 0.1% | $46.86 | — | COM | 344849104 |
| NX | Quanex Building Products Corp. | 14,000 | $328 | 0.1% | $16.50 | +18.6% | COM | 747619104 |
| — | Ultimate Software Group, Inc./The | 1,500 | $327 | 0.1% | $179.33 | — | COM | 90385D107 |
| — | Aircastle Ltd. | 14,000 | $327 | 0.1% | $18.51 | — | COM | G0129K104 |
| DOX | Amdocs Ltd. | 5,000 | $327 | 0.1% | $28.59 | +92.9% | SHS | G02602103 |
| — | Charter Financial Corp. | 18,600 | $326 | 0.1% | $18.55 | — | COM | 16122W108 |
| — | Rockwell Collins, Inc. | 2,400 | $325 | 0.1% | $79.71 | — | COM | 774341101 |
| AOS | A.O. Smith Corp. | 5,300 | $325 | 0.1% | $41.33 | +27.2% | COM | 831865209 |
| THG | Hanover Insurance Group, Inc. | 3,000 | $324 | 0.1% | $43.91 | +84.0% | COM | 410867105 |
| — | CoreLogic, Inc. | 7,000 | $323 | 0.1% | $46.29 | — | COM | 21871D103 |
| ICHR | Ichor Holdings Ltd. | 13,100 | $322 | 0.1% | $28.35 | 0.0% | SHS | G4740B105 |
| NVS | Novartis AG | 3,800 | $319 | 0.1% | $72.89 | — | SPONSORED ADR | 66987V109 |
| ALV | Autoliv, Inc. | 2,500 | $318 | 0.1% | $40.38 | +84.8% | COM | 052800109 |
| META | Facebook, Inc. | 1,800 | $318 | 0.1% | $25.44 | +590.0% | CL A | 30303M102 |
| AMZN | Amazon.com, Inc. | 270 | $316 | 0.1% | $25.28 | +117.6% | COM | 023135106 |
| — | TransCanada Corp. | 6,500 | $316 | 0.1% | $45.08 | — | COM | 89353D107 |
| EVR | Evercore Partners, Inc. | 3,500 | $315 | 0.1% | $43.65 | +59.9% | CLASS A | 29977A105 |
| — | Steelcase, Inc. | 20,700 | $315 | 0.1% | $15.22 | — | CL A | 858155203 |
| LBRDA | Liberty Broadband Corp. | 3,700 | $315 | 0.1% | $47.55 | +73.5% | COM SER A | 530307107 |
| — | NRG Yield, Inc. | 16,600 | $314 | 0.1% | $19.28 | — | CL C | 62942X405 |
| TTC | Toro Co./The | 4,800 | $313 | 0.1% | $34.91 | +81.6% | COM | 891092108 |
| RJF | Raymond James Financial, Inc. | 3,500 | $313 | 0.1% | $50.88 | 0.0% | COM | 754730109 |
| — | Ellie Mae, Inc. | 3,500 | $313 | 0.1% | $69.81 | — | COM | 28849P100 |
| OLED | Universal Display Corp. | 1,800 | $311 | 0.1% | $99.76 | +51.5% | COM | 91347P105 |
| PRSU | Viad Corp. | 5,600 | $310 | 0.1% | $22.03 | +157.9% | COM NEW | 92552R406 |
| IEX | IDEX Corp. | 2,350 | $310 | 0.1% | $45.08 | +158.7% | COM | 45167R104 |
| NWL | Newell Brands, Inc. | 10,000 | $309 | 0.1% | $23.72 | 0.0% | COM | 651229106 |
| WCN | Waste Connections, Inc. | 4,350 | $309 | 0.1% | $62.37 | +5.9% | COM | 94106B101 |
| LFUS | Littelfuse, Inc. | 1,560 | $309 | 0.1% | $70.35 | +185.0% | COM | 537008104 |
| LKQ | LKQ Corp. | 7,600 | $309 | 0.1% | $24.54 | +40.0% | COM | 501889208 |
| — | Aon PLC | 2,300 | $308 | 0.1% | $64.41 | — | SHS CL A | G0408V102 |
| OPLN | KAR Auction Services, Inc. | 6,100 | $308 | 0.1% | $15.96 | +16.1% | COM | 48238T109 |
| GTY | Getty Realty Corp. | 11,300 | $307 | 0.1% | $28.58 | — | COM | 374297109 |
| LBRDK | Liberty Broadband Corp. | 3,600 | $307 | 0.1% | $47.43 | +75.7% | COM SER C | 530307305 |
| BKH | Black Hills Corp. | 5,100 | $307 | 0.1% | $45.46 | 0.0% | COM | 092113109 |
| LVS | Las Vegas Sands Corp. | 4,400 | $306 | 0.1% | $46.83 | +20.0% | COM | 517834107 |
| NKE | NIKE, Inc. | 4,900 | $306 | 0.1% | $42.31 | +22.4% | CL B | 654106103 |
| PHG | Koninklijke Philips NV | 8,100 | $306 | 0.1% | $30.62 | — | NY REG SH NEW | 500472303 |
| — | Universal Forest Products, Inc. | 8,100 | $305 | 0.1% | $60.70 | — | COM | 913543104 |
| NEOG | Neogen Corp. | 3,700 | $304 | 0.1% | $30.31 | 0.0% | COM | 640491106 |
| — | Conn's, Inc. | 8,550 | $304 | 0.1% | $28.19 | — | COM | 208242107 |
| — | Liberty Interactive Corp. | 5,600 | $304 | 0.1% | $57.50 | — | LBT VEN COM A NE | 53071M856 |
| RY | ROYAL BK CANADA | 3,700 | $302 | 0.1% | $79.30 | 0.0% | COM | 780087102 |
| PK | Park Hotels & Resorts, Inc. | 10,500 | $302 | 0.1% | $28.76 | — | COM | 700517105 |
| CHT | Chunghwa Telecom Co., Ltd. | 8,500 | $301 | 0.1% | $30.71 | — | SPON ADR NEW11 | 17133Q502 |
| FMX | Fomento Economico Mexicano SAB de CV | 3,200 | $300 | 0.1% | $97.15 | — | SPON ADR UNITS | 344419106 |
| CCI | Crown Castle International Corp. | 2,700 | $300 | 0.1% | $76.51 | 0.0% | COM | 22822V101 |
| AAP | Advance Auto Parts, Inc. | 3,000 | $299 | 0.1% | $88.61 | -8.8% | COM | 00751Y106 |
| AZO | AutoZone, Inc. | 420 | $299 | 0.1% | $448.75 | +42.4% | COM | 053332102 |
| BRK/A | Berkshire Hathaway, Inc. | 1 | $298 | 0.1% | $230816.08 | +23.4% | CL A | 084670108 |
| IRM | Iron Mountain Inc | 7,900 | $298 | 0.1% | $25.21 | 0.0% | COM | 46284V101 |
| — | M.D.C. Holdings, Inc. | 9,298 | $296 | 0.1% | $26.29 | — | COM | 552676108 |
| AMGN | Amgen, Inc. | 1,700 | $296 | 0.1% | $138.21 | 0.0% | COM | 031162100 |
| WSM | Williams-Sonoma, Inc. | 5,700 | $295 | 0.1% | $21.19 | 0.0% | COM | 969904101 |
| NVO | Novo Nordisk A/S | 5,500 | $295 | 0.1% | $53.64 | — | ADR | 670100205 |
| ALLE | Allegion PLC | 3,700 | $294 | 0.1% | $44.33 | +71.2% | ORD SHS | G0176J109 |
| — | South Jersey Industries, Inc. | 9,400 | $294 | 0.1% | $31.28 | — | COM | 838518108 |
| SAN | Banco Santander SA | 44,800 | $293 | 0.1% | $6.54 | — | ADR | 05964H105 |
| MO | Altria Group, Inc. | 4,100 | $293 | 0.1% | $36.64 | 0.0% | COM | 02209S103 |
| ORCL | Oracle Corp. | 6,200 | $293 | 0.1% | $27.58 | +57.7% | COM | 68389X105 |
| — | Medidata Solutions, Inc. | 4,600 | $292 | 0.1% | $49.57 | — | COM | 58471A105 |
| — | Aegon NV | 46,000 | $290 | 0.1% | $5.78 | — | NY REGISTRY SH | 007924103 |
| CDNS | Cadence Design Systems, Inc. | 6,900 | $289 | 0.1% | $15.99 | +168.8% | COM | 127387108 |
| SO | Southern Co./The | 6,000 | $289 | 0.1% | $36.45 | 0.0% | COM | 842587107 |
| — | Bojangles', Inc. | 24,500 | $289 | 0.1% | $11.80 | — | COM | 097488100 |
| — | Tile Shop Holdings, Inc. | 30,000 | $288 | 0.1% | $10.77 | — | COM | 88677Q109 |
| — | Agrium, Inc. | 2,500 | $288 | 0.1% | $95.92 | — | COM | 008916108 |
| HL | Hecla Mining Co. | 72,200 | $287 | 0.1% | $4.89 | -14.7% | COM | 422704106 |
| SMFG | Sumitomo Mitsui Financial Group, Inc. | 33,000 | $287 | 0.1% | $6.84 | — | SPONSORED ADR | 86562M209 |
| — | Meredith Corp. | 4,300 | $284 | 0.1% | $66.05 | — | COM | 589433101 |
| WWD | Woodward, Inc. | 3,700 | $283 | 0.1% | $39.69 | +86.6% | COM | 980745103 |
| — | Convergys Corp. | 12,000 | $282 | 0.1% | $27.75 | — | COM | 212485106 |
| GENC | Gencor Industries, Inc. | 16,750 | $277 | 0.1% | $16.12 | +8.6% | COM | 368678108 |
| OTEX | Open Text Corp. | 7,700 | $275 | 0.1% | $26.55 | +3.5% | COM | 683715106 |
| BLKB | Blackbaud, Inc. | 2,900 | $274 | 0.1% | $94.95 | 0.0% | COM | 09227Q100 |
| SUN | Sunoco LP | 9,600 | $273 | 0.1% | $28.44 | — | COM U REP LP | 86765K109 |
| RIO | Rio Tinto PLC | 5,100 | $270 | 0.1% | $47.25 | — | SPONSORED ADR | 767204100 |
| PFS | Provident Financial Services, Inc. | 10,000 | $270 | 0.1% | $13.27 | +37.2% | COM | 74386T105 |
| — | Itau CorpBanca | 20,000 | $269 | 0.1% | $13.90 | — | SPONSORED ADR | 45033E105 |
| KBH | KB Home | 8,400 | $268 | 0.1% | $18.98 | +36.0% | COM | 48666K109 |
| BUD | Anheuser-Busch InBev SA/NV | 2,400 | $268 | 0.1% | $105.42 | — | SPONSORED ADR | 03524A108 |
| ADI | Analog Devices, Inc. | 3,000 | $267 | 0.1% | $76.11 | 0.0% | COM | 032654105 |
| WAFD | Washington Federal, Inc. | 7,800 | $267 | 0.1% | $16.13 | +65.3% | COM | 938824109 |
| TMUS | T-Mobile US, Inc. | 4,200 | $267 | 0.1% | $36.47 | +61.6% | COM | 872590104 |
| EA | Electronic Arts, Inc. | 2,500 | $263 | 0.1% | $26.06 | +314.7% | COM | 285512109 |
| GOOGL | Alphabet, Inc. | 250 | $263 | 0.1% | $41.73 | +22.8% | CAP STK CL A | 02079K305 |
| REGN | Regeneron Pharmaceuticals, Inc. | 700 | $263 | 0.1% | $391.09 | +3.0% | COM | 75886F107 |
| GOOG | Alphabet, Inc. | 250 | $262 | 0.1% | $40.71 | +24.1% | CAP STK CL C | 02079K107 |
| — | Sotheby's | 5,050 | $261 | 0.1% | $46.14 | — | COM | 835898107 |
| HP | Helmerich & Payne, Inc. | 4,000 | $259 | 0.1% | $56.06 | 0.0% | COM | 423452101 |
| WMK | Weis Markets, Inc. | 6,250 | $259 | 0.1% | $37.40 | -10.7% | COM | 948849104 |
| WEC | WEC Energy Group, Inc. | 3,900 | $259 | 0.1% | $42.76 | +20.9% | COM | 92939U106 |
| MTN | Vail Resorts, Inc. | 1,200 | $255 | 0.1% | $217.26 | +3.0% | COM | 91879Q109 |
| HOFT | Hooker Furniture Corp. | 6,000 | $255 | 0.1% | $43.95 | +6.1% | COM | 439038100 |
| SAFT | Safety Insurance Group, Inc. | 3,100 | $249 | 0.1% | $65.27 | +23.9% | COM | 78648T100 |
| PG | Procter & Gamble Co./The | 2,700 | $248 | 0.1% | $66.77 | +8.8% | COM | 742718109 |
| CNO | CNO Financial Group, Inc. | 10,000 | $247 | 0.1% | $14.06 | +44.3% | COM | 12621E103 |
| BBD | Banco Bradesco SA | 24,000 | $246 | 0.1% | $11.08 | — | SP ADR PFD NEW | 059460303 |
| — | CA, Inc. | 7,300 | $243 | 0.1% | $31.78 | — | COM | 12673P105 |
| — | Bank of the Ozarks, Inc. | 5,000 | $242 | 0.1% | $48.40 | — | COM | 063904106 |
| BTI | British American Tobacco PLC | 3,600 | $241 | 0.1% | $91.53 | — | SPONSORED ADR | 110448107 |
| DTE | DTE Energy Co. | 2,200 | $241 | 0.1% | $69.96 | +3.3% | COM | 233331107 |
| — | Eldorado Resorts, Inc. | 7,210 | $239 | 0.1% | $33.15 | — | COM | 28470R102 |
| PAYX | Paychex, Inc. | 3,500 | $238 | 0.1% | $44.58 | +15.8% | COM | 704326107 |
| NEU | NewMarket Corp. | 600 | $238 | 0.1% | $215.14 | +59.8% | COM | 651587107 |
| SNY | Sanofi | 5,500 | $237 | 0.1% | $49.00 | — | SPONSORED ADR | 80105N105 |
| — | AU Optronics Corp. | 57,000 | $237 | 0.1% | $3.65 | — | SPONSORED ADR | 002255107 |
| — | Enel Americas S.A. | 21,000 | $235 | 0.1% | $8.57 | — | SPONSORED ADR | 29274F104 |
| — | SVB Financial Group | 1,000 | $234 | 0.1% | $234.00 | — | COM | 78486Q101 |
| PANW | Palo Alto Networks, Inc. | 1,600 | $232 | 0.1% | $20.20 | +20.4% | COM | 697435105 |
| — | Chimera Investment Corp. | 12,500 | $231 | 0.1% | $18.96 | — | COM NEW | 16934Q208 |
| CPT | Camden Property Trust | 2,500 | $230 | 0.1% | $60.73 | +15.5% | SH BEN INT | 133131102 |
| — | Sinopec Shanghai Petrochemical Co. Ltd. | 4,000 | $228 | 0.1% | $59.75 | — | SPON ADR H | 82935M109 |
| PZZA | Papa John's International, Inc. | 4,050 | $227 | 0.1% | $61.89 | -16.9% | COM | 698813102 |
| ORANY | Orange SA | 13,000 | $226 | 0.1% | $15.15 | — | SPONSORED ADR | 684060106 |
| ULTA | Ulta Beauty, Inc. | 1,000 | $224 | 0.1% | $99.40 | +112.9% | COM | 90384S303 |
| — | Liberty Expedia Holdings, Inc. | 5,000 | $222 | 0.1% | $54.00 | — | SER A COM | 53046P109 |
| — | Celgene Corp. | 2,100 | $219 | 0.1% | $120.00 | — | COM | 151020104 |
| LMAT | LeMaitre Vascular, Inc. | 6,825 | $217 | 0.1% | $31.38 | +0.8% | COM | 525558201 |
| BNS | Bank of Nova Scotia/The | 3,300 | $213 | 0.1% | $40.31 | +5.2% | COM | 064149107 |
| — | Legg Mason, Inc. | 5,000 | $210 | 0.1% | $36.17 | — | COM | 524901105 |
| — | Medley Management, Inc. | 20,000 | $130 | 0.0% | $6.50 | — | CL A COM | 58503T106 |