CIK: 0001037792 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 3, 2020
Total Value ($000): $1,090,876 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | R1 RCM, Inc | 4,495,700 | $50,127 | 4.6% | $2.51 | — | COM | 749397105 |
| — | II-VI, Inc. | 965,799 | $45,605 | 4.2% | $34.66 | — | COM | 902104108 |
| — | Fabrinet | 640,500 | $39,980 | 3.7% | $21.63 | — | COM | g3323l100 |
| SWKS | Skyworks Solutions, Inc. | 253,725 | $32,442 | 3.0% | $21.54 | +347.9% | COM | 83088M102 |
| NSIT | Insight Enterprises | 641,500 | $31,562 | 2.9% | $37.25 | +32.2% | COM | 45765U103 |
| — | Extreme Networks | 6,933,900 | $30,094 | 2.8% | $4.78 | — | COM | 30226d106 |
| — | EnerSys | 462,500 | $29,776 | 2.7% | $57.76 | — | COM | 29275y102 |
| RBBN | Ribbon Communications Inc | 7,357,600 | $28,916 | 2.7% | $4.72 | -23.0% | COM | 762544104 |
| — | Ultra Clean Holdings Inc | 1,262,400 | $28,568 | 2.6% | $17.09 | — | COM | 90385v107 |
| GMED | Globus Medical Inc Cl A new | 589,800 | $28,140 | 2.6% | $24.84 | +94.2% | COM | 379577208 |
| — | Entegris Inc | 476,500 | $28,137 | 2.6% | $17.42 | — | COM | 29362u104 |
| ONTO | Onto Innovation Inc. | 797,293 | $27,139 | 2.5% | $34.19 | -4.9% | COM | 683344105 |
| — | Broadcom Ltd | 82,100 | $25,912 | 2.4% | $235.65 | — | COM | 11135f101 |
| VECO | Veeco Instruments | 1,802,300 | $24,313 | 2.2% | $11.48 | +0.0% | COM | 922417100 |
| JBL | Jabil Inc | 728,300 | $23,364 | 2.1% | $17.26 | +62.7% | COM | 466313103 |
| — | Omnicell Inc | 319,100 | $22,535 | 2.1% | $26.58 | — | COM | 68213n109 |
| DCO | Ducommun Inc | 626,015 | $21,829 | 2.0% | $25.92 | +14.1% | COM | 264147109 |
| CIEN | Ciena Corp | 401,600 | $21,751 | 2.0% | $38.71 | +28.4% | COM | 171779309 |
| — | Westrock Co | 717,038 | $20,263 | 1.9% | $37.76 | — | COM | 96145d105 |
| — | Calix Inc | 1,355,200 | $20,192 | 1.9% | $6.55 | — | COM | 13100m509 |
| AMWD | American Woodmark Corporation | 245,700 | $18,587 | 1.7% | $62.88 | -9.0% | COM | 030506109 |
| — | Forterra | 1,617,300 | $18,049 | 1.7% | $7.09 | — | COM | 34960w106 |
| — | Neophotonics Corporation | 1,895,300 | $16,830 | 1.5% | $6.26 | — | COM | 64051t100 |
| NNBR | NN, Inc. | 3,453,500 | $16,370 | 1.5% | $7.17 | -51.3% | COM | 629337106 |
| — | Summit Materials, Inc. Class a | 991,100 | $15,937 | 1.5% | $18.74 | — | COM | 86614u100 |
| — | RTI Surgical Holdings Inc | 4,899,484 | $15,580 | 1.4% | $3.78 | — | COM | 74975n105 |
| CRNC | Cerence Inc. | 364,400 | $14,882 | 1.4% | $16.42 | +74.9% | COM | 156727109 |
| — | Kratos Defense & Security Solu | 938,200 | $14,664 | 1.3% | $13.37 | — | COM | 50077b207 |
| — | Ichor Holdings | 496,500 | $13,197 | 1.2% | $23.02 | — | COM | g4740b105 |
| SNX | SYNNEX Corporation | 105,803 | $12,672 | 1.2% | $36.80 | +18.9% | COM | 87162W100 |
| TLYS | Tillys Inc | 2,031,000 | $11,515 | 1.1% | $7.14 | -36.4% | COM | 886885102 |
| MDRX | Allscripts Healthcare Solution | 1,647,700 | $11,155 | 1.0% | $12.51 | -48.2% | COM | 01988P108 |
| — | Lumentum Holdings Inc. | 134,220 | $10,930 | 1.0% | $49.80 | — | COM | 55024u109 |
| — | Nextgen Healthcare Inc. | 965,600 | $10,602 | 1.0% | $17.72 | — | COM | 65343c102 |
| JNJ | Johnson & Johnson | 73,700 | $10,364 | 1.0% | $60.20 | +106.4% | COM | 478160104 |
| NATR | Nature's Sunshine Products, In | 1,150,087 | $10,362 | 0.9% | $10.31 | -20.2% | COM | 639027101 |
| — | Infinera Corp | 1,725,750 | $10,216 | 0.9% | $4.74 | — | COM | 45667g103 |
| CERS | Cerus Corp | 1,509,000 | $9,959 | 0.9% | $4.46 | +28.7% | COM | 157085101 |
| — | IAC/Interactive Corp | 30,650 | $9,912 | 0.9% | $50.68 | — | COM | 44919p508 |
| PEP | PepsiCo Inc | 71,700 | $9,483 | 0.9% | $56.00 | +97.8% | COM | 713448108 |
| TTMI | TTM Technologies, Inc. | 797,900 | $9,463 | 0.9% | $9.71 | +14.7% | COM | 87305R109 |
| MASI | Masimo Corp | 38,853 | $8,859 | 0.8% | $26.99 | +713.0% | COM | 574795100 |
| CAL | Caleres Inc | 1,050,250 | $8,759 | 0.8% | $24.14 | -73.3% | COM | 129500104 |
| TER | Teradyne Inc | 99,675 | $8,423 | 0.8% | $16.15 | +305.5% | COM | 880770102 |
| CTRN | Citi Trends, Inc. | 399,800 | $8,084 | 0.7% | $20.43 | -35.9% | COM | 17306X102 |
| PBI | Pitney Bowes | 2,957,300 | $7,689 | 0.7% | $2.96 | -15.5% | COM | 724479100 |
| — | Marvell Technology Group Ltd | 212,913 | $7,465 | 0.7% | $17.05 | — | COM | g5876h105 |
| RVTY | PerkinElmer, Inc. | 67,050 | $6,577 | 0.6% | $34.85 | +159.0% | COM | 714046109 |
| CL | Colgate-Palmolive | 85,800 | $6,286 | 0.6% | $44.72 | +39.5% | COM | 194162103 |
| — | Fluidigm Corp | 1,505,700 | $6,038 | 0.6% | $3.08 | — | COM | 34385p108 |
| — | Vocera Communications Inc | 267,500 | $5,671 | 0.5% | $20.45 | — | COM | 92857f107 |
| BBY | Best Buy Co | 64,050 | $5,589 | 0.5% | $20.87 | +189.0% | COM | 086516101 |
| — | OptiNose, Inc. | 742,600 | $5,525 | 0.5% | $7.53 | — | COM | 68404v100 |
| — | MKS Instruments Inc. | 46,500 | $5,266 | 0.5% | $91.36 | — | COM | 55306n104 |
| — | Invacare Corporation | 793,100 | $5,052 | 0.5% | $6.84 | — | COM | 461203101 |
| — | Mid America Apartment Communit | 43,190 | $4,952 | 0.5% | $73.96 | — | COM | 59522j103 |
| — | BMC Stock Holdings | 196,300 | $4,935 | 0.5% | $20.99 | — | COM | 05591b109 |
| KLIC | Kulicke & Soffa Industries Inc | 230,050 | $4,792 | 0.4% | $14.42 | +42.8% | COM | 501242101 |
| — | Magellan Health Services, Inc. | 58,220 | $4,248 | 0.4% | $59.61 | — | COM | 559079207 |
| EME | EMCOR Group, Inc. | 63,975 | $4,231 | 0.4% | $45.41 | +35.2% | COM | 29084Q100 |
| — | J2 Global Inc | 64,300 | $4,064 | 0.4% | $48.24 | — | COM | 48123v102 |
| — | Atricure Inc | 87,200 | $3,920 | 0.4% | $24.78 | — | COM | 04963c209 |
| KFRC | Kforce, Inc. | 132,150 | $3,865 | 0.4% | $16.56 | +75.7% | COM | 493732101 |
| — | Garmin LTD | 39,100 | $3,812 | 0.3% | $41.03 | — | COM | h2906t109 |
| — | Ensign Group, Inc. | 91,000 | $3,808 | 0.3% | $41.66 | — | COM | 29358p101 |
| FORM | Formfactor Inc | 123,200 | $3,613 | 0.3% | $14.75 | +67.2% | COM | 346375108 |
| ADUS | Addus homeCare Corporation | 37,970 | $3,514 | 0.3% | $35.06 | +146.7% | COM | 006739106 |
| KAI | Kadant Inc. | 33,600 | $3,349 | 0.3% | $35.52 | +143.0% | COM | 48282T104 |
| COHU | Cohu Inc. | 190,970 | $3,312 | 0.3% | $16.69 | -7.6% | COM | 192576106 |
| SXT | Sensient Technologies Corp | 61,675 | $3,217 | 0.3% | $48.69 | -2.9% | COM | 81725T100 |
| — | PTC Inc | 40,000 | $3,112 | 0.3% | $24.84 | — | COM | 69370c100 |
| — | Hillenbrand Inc | 111,200 | $3,011 | 0.3% | $29.29 | — | COM | 431571108 |
| — | Qorvo Inc. | 27,180 | $3,005 | 0.3% | $69.53 | — | COM | 74736k101 |
| — | Tabula Rasa Healthcare Inc | 54,200 | $2,966 | 0.3% | $17.02 | — | COM | 873379101 |
| — | Genmark Diagnostics Inc | 193,700 | $2,849 | 0.3% | $8.92 | — | COM | 372309104 |
| KELYA | Kelly Services Inc Class A | 175,525 | $2,776 | 0.3% | $18.86 | -29.8% | COM | 488152208 |
| MITK | Mitek Systems | 281,772 | $2,708 | 0.2% | $8.37 | +7.7% | COM | 606710200 |
| — | Amer Eagle Outfitters | 235,400 | $2,565 | 0.2% | $15.78 | — | COM | 02553e106 |
| MTRX | Matrix Service Co. | 260,025 | $2,528 | 0.2% | $18.10 | -46.3% | COM | 576853105 |
| AZTA | Brooks Automation Inc. | 53,100 | $2,349 | 0.2% | $10.56 | +258.8% | COM | 114340102 |
| — | Rexnord Corp New | 80,300 | $2,341 | 0.2% | $29.23 | — | COM | 76169b102 |
| FSS | Federal Signal Corp | 72,000 | $2,141 | 0.2% | $10.56 | +156.8% | COM | 313855108 |
| GEN | NortonLifeLock Inc. | 106,000 | $2,102 | 0.2% | $12.38 | +45.8% | COM | 668771108 |
| — | Boise Cascade Company | 49,387 | $1,858 | 0.2% | $28.74 | — | COM | 09739d100 |
| — | Kaleyra, Inc. | 459,025 | $1,854 | 0.2% | $4.04 | — | COM | 483379103 |
| PRGS | Progress Software Corp | 45,350 | $1,757 | 0.2% | $26.58 | +43.3% | COM | 743312100 |
| WCC | WESCO International, Inc. | 50,000 | $1,755 | 0.2% | $41.44 | -29.9% | COM | 95082P105 |
| — | Foot Locker, Inc. | 57,900 | $1,689 | 0.2% | $39.75 | — | COM | 344849104 |
| — | Cannae Holdings Inc. | 38,700 | $1,590 | 0.1% | $17.03 | — | COM | 13765n107 |
| ATR | Aptargroup, Inc. | 14,125 | $1,582 | 0.1% | $49.56 | +99.5% | COM | 038336103 |
| CATO | Cato Corporation | 192,100 | $1,571 | 0.1% | $9.46 | -20.7% | COM | 149205106 |
| ATEN | A10 Networks, Inc. | 227,600 | $1,549 | 0.1% | $6.67 | -5.9% | COM | 002121101 |
| — | Westport Fuel | 1,178,475 | $1,461 | 0.1% | $2.29 | — | COM | 960908309 |
| AFG | American Financial Group | 22,525 | $1,430 | 0.1% | $24.34 | +50.5% | COM | 025932104 |
| — | Huttig Building | 1,245,445 | $1,407 | 0.1% | $3.88 | — | COM | 448451104 |
| — | Merck & Co | 18,000 | $1,392 | 0.1% | $46.43 | — | COM | 58933y105 |
| — | Air Transport Services Group | 61,000 | $1,358 | 0.1% | $8.39 | — | COM | 00922r105 |
| LZB | La Z Boy Inc | 50,000 | $1,353 | 0.1% | $19.37 | +24.1% | COM | 505336107 |
| WLK | Westlake Chemical Corp | 25,100 | $1,346 | 0.1% | $44.06 | -4.6% | COM | 960413102 |
| CRS | Carpenter Technology Corp | 46,100 | $1,120 | 0.1% | $37.41 | -46.2% | COM | 144285103 |
| — | Fidelity National Financial | 34,293 | $1,052 | 0.1% | $32.94 | — | COM | 31620r303 |
| GATX | GATX Corp | 16,150 | $985 | 0.1% | $37.98 | +41.6% | COM | 361448103 |
| FRME | First Merchants Corporation | 34,000 | $937 | 0.1% | $16.77 | +30.6% | COM | 320817109 |
| CI | Cigna Corp New | 4,900 | $919 | 0.1% | $182.05 | -4.7% | COM | 125523100 |
| EW | Edwards Lifesciences Corporati | 13,200 | $912 | 0.1% | $54.55 | +30.3% | COM | 28176E108 |
| — | Renasant Corporation | 36,000 | $896 | 0.1% | $28.94 | — | COM | 75970e107 |
| BAX | Baxter International | 10,300 | $887 | 0.1% | $31.69 | +145.0% | COM | 071813109 |
| — | Banner Corp New | 21,000 | $798 | 0.1% | $40.74 | — | COM | 06652v208 |
| — | Black Knight Inc. | 10,515 | $763 | 0.1% | $44.13 | — | COM | 09215c105 |
| — | Inovalon Holdings, Inc. Class | 38,900 | $749 | 0.1% | $12.35 | — | COM | 45781d101 |
| ABT | Abbott Laboratories | 8,100 | $741 | 0.1% | $48.17 | +70.1% | COM | 002824100 |
| BMY | Bristol-Myers Squibb | 12,400 | $729 | 0.1% | $38.02 | +26.0% | COM | 110122108 |
| — | Flexion Therapeutics Inc | 50,000 | $657 | 0.1% | $8.75 | — | COM | 33938j106 |
| AIN | Albany International Corp. 'A' | 10,000 | $587 | 0.1% | $25.90 | +95.1% | COM | 012348108 |
| — | Gentherm Inc | 15,000 | $583 | 0.1% | $18.60 | — | COM | 37253a103 |
| — | CDW Corporation | 5,000 | $581 | 0.1% | $40.49 | — | COM | 12514g108 |
| — | Orthopediatrics Corp | 12,600 | $552 | 0.1% | $28.84 | — | COM | 68752l100 |
| HOFT | Hooker Furniture Corporation | 28,329 | $551 | 0.1% | $17.62 | -9.2% | COM | 439038100 |
| PB | Prosperity Bancshares, Inc. | 9,278 | $551 | 0.1% | $57.82 | -17.0% | COM | 743606105 |
| NTRA | Natera, Inc. | 11,000 | $548 | 0.1% | $12.16 | +230.0% | COM | 632307104 |
| ZUMZ | Zumiez, Inc. | 19,200 | $526 | 0.0% | $28.19 | -19.4% | COM | 989817101 |
| — | Comcast Corporation Cl A | 12,600 | $491 | 0.0% | $43.59 | — | COM | 20030n101 |
| — | Jeld-wen Holding, Inc. | 30,000 | $483 | 0.0% | $9.94 | — | COM | 47580p103 |
| — | Express Inc. | 310,500 | $478 | 0.0% | $8.42 | — | COM | 30219e103 |
| — | Axogen Inc. | 50,700 | $468 | 0.0% | $12.49 | — | COM | 05463x106 |
| — | Pure Storage, Inc. Class A | 27,000 | $468 | 0.0% | $18.79 | — | COM | 74624m102 |
| — | Pennant Group Inc. | 20,500 | $463 | 0.0% | $33.06 | — | COM | 70805e109 |
| — | Blackstone Mortgage TR Inc Cl | 19,000 | $458 | 0.0% | $27.98 | — | COM | 09257w100 |
| — | Commscope Holding Company | 54,000 | $450 | 0.0% | $8.58 | — | COM | 20337x109 |
| — | Primoris Services Corp | 25,000 | $444 | 0.0% | $19.40 | — | COM | 74164f103 |
| — | Evolent Health Inc. | 61,000 | $434 | 0.0% | $8.10 | — | COM | 30050b101 |
| NBHC | National Bank Hldgs Corp Cl A | 14,936 | $403 | 0.0% | $15.51 | +41.2% | COM | 633707104 |
| PG | Procter & Gamble | 3,100 | $371 | 0.0% | $55.00 | +84.6% | COM | 742718109 |
| OOMA | Ooma Inc. | 20,000 | $330 | 0.0% | $9.63 | +29.9% | COM | 683416101 |
| — | TPG RE Finance Trust Inc | 38,000 | $327 | 0.0% | $19.96 | — | COM | 87266m107 |
| DBI | Designer Brands Inc. CL A | 45,800 | $310 | 0.0% | $16.59 | -67.5% | COM | 250565108 |
| RDNT | Radnet Inc | 17,900 | $284 | 0.0% | $12.83 | +12.9% | COM | 750491102 |
| — | Cerner Corporation | 4,000 | $274 | 0.0% | $60.40 | — | COM | 156782104 |
| TBHC | Kirkland's Inc. | 100,000 | $271 | 0.0% | $1.23 | 0.0% | COM | 497498105 |
| HALO | Halozyme Therapeutics, Inc. | 10,000 | $268 | 0.0% | $6.37 | +254.2% | COM | 40637H109 |
| — | MYR Group Inc. | 8,000 | $255 | 0.0% | $30.13 | — | COM | 55405w104 |
| — | Xperi Corp | 13,216 | $195 | 0.0% | $14.75 | — | COM | 98390m103 |
| — | Leaf Group Ltd. | 52,159 | $191 | 0.0% | $3.18 | — | COM | 52177g102 |
| ATI | Allegheny Technologies Inc | 15,750 | $160 | 0.0% | $23.32 | -62.8% | COM | 01741R102 |
| — | American Airlines Group Inc. | 10,000 | $131 | 0.0% | $25.25 | — | COM | 02376r102 |
| — | Ceragon Networks Ltd | 36,000 | $77 | 0.0% | $2.69 | — | COM | m22013102 |
| — | J Jill Group | 106,500 | $74 | 0.0% | $0.55 | — | COM | 46620w102 |