Location: Marblehead, MA
CIK: 0000936941 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Jul 30, 2020
Total Value: $470M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| ESNT | ESSENT GROUP LTD | 314,996 | $11.43M | 2.4% | $33.97 | -18.3% | COM | G3198U102 |
| SF | STIFEL FINL CORP | 237,209 | $11.25M | 2.4% | $27.43 | 0.0% | COM | 860630102 |
| MLAB | MESA LABS INC | 44,969 | $9.749M | 2.1% | $230.33 | -2.4% | COM | 59064R109 |
| FTDR | FRONTDOOR INC | 200,805 | $8.902M | 1.9% | $36.46 | +11.9% | COM | 35905A109 |
| WD | WALKER & DUNLOP INC | 171,387 | $8.708M | 1.9% | $35.20 | 0.0% | COM | 93148P102 |
| — | QTS RLTY TR INC | 134,565 | $8.624M | 1.8% | $47.49 | — | COM CL A | 74736A103 |
| — | CABOT MICROELECTRONICS CORP | 56,998 | $7.954M | 1.7% | $109.67 | — | COM | 12709P103 |
| SLAB | SILICON LABORATORIES INC | 78,273 | $7.848M | 1.7% | $93.43 | +0.0% | COM | 826919102 |
| WTFC | WINTRUST FINL CORP | 175,833 | $7.67M | 1.6% | $39.93 | 0.0% | COM | 97650W108 |
| — | ALLETE INC | 139,401 | $7.613M | 1.6% | $57.86 | — | COM NEW | 018522300 |
| — | SOUTH JERSEY INDS INC | 303,082 | $7.574M | 1.6% | $28.41 | — | COM | 838518108 |
| INDB | INDEPENDENT BANK CORP MASS | 101,300 | $6.796M | 1.4% | $57.20 | -2.6% | COM | 453836108 |
| KBH | KB HOME | 220,342 | $6.76M | 1.4% | $28.82 | -12.7% | COM | 48666K109 |
| TRNO | TERRENO RLTY CORP | 125,907 | $6.628M | 1.4% | $37.61 | — | COM | 88146M101 |
| — | CRANE CO | 111,334 | $6.62M | 1.4% | $65.59 | — | COM | 224399105 |
| COLB | COLUMBIA BKG SYS INC | 233,080 | $6.607M | 1.4% | $27.77 | -30.3% | COM | 197236102 |
| CPK | CHESAPEAKE UTILS CORP | 78,331 | $6.58M | 1.4% | $74.36 | +4.7% | COM | 165303108 |
| — | SWITCH INC | 360,676 | $6.427M | 1.4% | $17.82 | — | CL A | 87105L104 |
| REXR | REXFORD INDL RLTY INC | 153,690 | $6.367M | 1.4% | $31.21 | — | COM | 76169C100 |
| NOMD | NOMAD FOODS LTD | 290,891 | $6.24M | 1.3% | $18.95 | +10.1% | USD ORD SHS | G6564A105 |
| MZTI | LANCASTER COLONY CORP | 39,745 | $6.16M | 1.3% | $145.59 | 0.0% | COM | 513847103 |
| EXP | EAGLE MATERIALS INC | 87,565 | $6.149M | 1.3% | $61.17 | 0.0% | COM | 26969P108 |
| WSFS | WSFS FINL CORP | 213,418 | $6.125M | 1.3% | $37.56 | -29.5% | COM | 929328102 |
| — | US ECOLOGY INC | 179,476 | $6.081M | 1.3% | $41.78 | — | COM | 91734M103 |
| LPX | LOUISIANA PAC CORP | 236,578 | $6.068M | 1.3% | $25.71 | -17.7% | COM | 546347105 |
| — | CORELOGIC INC | 88,410 | $5.943M | 1.3% | $67.22 | — | COM | 21871D103 |
| AUB | ATLANTIC UN BANKSHARES CORP | 251,129 | $5.816M | 1.2% | $23.91 | -24.0% | COM | 04911A107 |
| FOXF | FOX FACTORY HLDG CORP | 70,026 | $5.785M | 1.2% | $62.21 | 0.0% | COM | 35138V102 |
| ENS | ENERSYS | 88,644 | $5.707M | 1.2% | $66.09 | -15.4% | COM | 29275Y102 |
| UNF | UNIFIRST CORP MASS | 31,492 | $5.635M | 1.2% | $152.73 | +5.7% | COM | 904708104 |
| MRTN | MARTEN TRANS LTD | 218,689 | $5.502M | 1.2% | $13.75 | 0.0% | COM | 573075108 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 78,535 | $5.423M | 1.2% | $80.80 | -10.0% | COM | 844895102 |
| HQY | HEALTHEQUITY INC | 88,808 | $5.21M | 1.1% | $58.91 | -6.1% | COM | 42226A107 |
| — | HUDSON PAC PPTYS INC | 206,505 | $5.196M | 1.1% | $25.16 | — | COM | 444097109 |
| ESPR | ESPERION THERAPEUTICS INC NE | 101,101 | $5.187M | 1.1% | $44.58 | -6.1% | COM | 29664W105 |
| TFIN | TRIUMPH BANCORP INC | 207,137 | $5.027M | 1.1% | $36.29 | -32.4% | COM | 89679E300 |
| ICFI | ICF INTL INC | 76,405 | $4.953M | 1.1% | $83.09 | -21.1% | COM | 44925C103 |
| KMT | KENNAMETAL INC | 171,568 | $4.926M | 1.0% | $26.29 | -18.2% | COM | 489170100 |
| — | LIVEPERSON INC | 118,765 | $4.92M | 1.0% | $30.02 | — | COM | 538146101 |
| WGO | WINNEBAGO INDS INC | 73,121 | $4.871M | 1.0% | $51.06 | 0.0% | COM | 974637100 |
| VAC | MARRIOTT VACTINS WORLDWID CO | 59,025 | $4.852M | 1.0% | $102.02 | -20.2% | COM | 57164Y107 |
| — | LHC GROUP INC | 27,421 | $4.78M | 1.0% | $115.00 | — | COM | 50187A107 |
| BAND | BANDWIDTH INC | 37,234 | $4.729M | 1.0% | $57.86 | +74.5% | COM CL A | 05988J103 |
| PSN | PARSONS CORPORATION | 130,311 | $4.722M | 1.0% | $34.30 | +9.6% | COM | 70202L102 |
| BCPC | BALCHEM CORP | 49,002 | $4.648M | 1.0% | $87.49 | +3.6% | COM | 057665200 |
| — | INVITAE CORP | 149,664 | $4.533M | 1.0% | $19.02 | — | COM | 46185L103 |
| SMTC | SEMTECH CORP | 84,703 | $4.423M | 0.9% | $49.23 | -4.9% | COM | 816850101 |
| HXL | HEXCEL CORP NEW | 93,742 | $4.239M | 0.9% | $35.59 | 0.0% | COM | 428291108 |
| — | BROOKLINE BANCORP INC DEL | 411,217 | $4.145M | 0.9% | $14.63 | — | COM | 11373M107 |
| BJ | BJS WHSL CLUB HLDGS INC | 110,490 | $4.118M | 0.9% | $30.71 | 0.0% | COM | 05550J101 |
| CRNC | CERENCE INC | 98,500 | $4.023M | 0.9% | $28.73 | 0.0% | COM | 156727109 |
| ESE | ESCO TECHNOLOGIES INC | 46,967 | $3.97M | 0.8% | $83.24 | -6.8% | COM | 296315104 |
| DECK | DECKERS OUTDOOR CORP | 18,769 | $3.686M | 0.8% | $27.78 | -0.8% | COM | 243537107 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 42,487 | $3.655M | 0.8% | $100.79 | -24.5% | COM | 477839104 |
| — | DECIPHERA PHARMACEUTICALS IN | 61,168 | $3.653M | 0.8% | $38.05 | — | COM | 24344T101 |
| — | FORWARD AIR CORP | 71,456 | $3.56M | 0.8% | $57.10 | — | COM | 349853101 |
| MSM | MSC INDL DIRECT INC | 48,541 | $3.534M | 0.8% | $64.45 | 0.0% | CL A | 553530106 |
| GMED | GLOBUS MED INC | 74,027 | $3.532M | 0.8% | $49.28 | -2.1% | CL A | 379577208 |
| MXL | MAXLINEAR INC | 163,170 | $3.502M | 0.7% | $17.25 | 0.0% | COM | 57776J100 |
| — | ALTRA INDL MOTION CORP | 109,333 | $3.483M | 0.7% | $31.86 | — | COM | 02208R106 |
| — | KARUNA THERAPEUTICS INC | 30,298 | $3.377M | 0.7% | $80.65 | — | COM | 48576A100 |
| — | IAA INC | 87,368 | $3.37M | 0.7% | $42.72 | — | COM | 449253103 |
| ASND | ASCENDIS PHARMA A S | 22,690 | $3.356M | 0.7% | $142.59 | — | SPONSORED ADR | 04351P101 |
| AZTA | BROOKS AUTOMATION INC NEW | 75,647 | $3.347M | 0.7% | $32.91 | +15.2% | COM | 114340102 |
| ASGN | ASGN INC | 49,983 | $3.333M | 0.7% | $74.93 | -29.2% | COM | 00191U102 |
| MBUU | MALIBU BOATS INC | 63,745 | $3.312M | 0.7% | $39.95 | 0.0% | COM CL A | 56117J100 |
| DRH | DIAMONDROCK HOSPITALITY CO | 591,687 | $3.272M | 0.7% | $5.53 | — | COM | 252784301 |
| AIN | ALBANY INTL CORP | 55,422 | $3.254M | 0.7% | $57.76 | -12.5% | CL A | 012348108 |
| POWI | POWER INTEGRATIONS INC | 27,273 | $3.222M | 0.7% | $49.57 | 0.0% | COM | 739276103 |
| QLYS | QUALYS INC | 30,691 | $3.192M | 0.7% | $104.77 | 0.0% | COM | 74758T303 |
| NGVT | INGEVITY CORP | 59,656 | $3.136M | 0.7% | $69.34 | -31.6% | COM | 45688C107 |
| BL | BLACKLINE INC | 37,557 | $3.114M | 0.7% | $66.77 | 0.0% | COM | 09239B109 |
| NTRA | NATERA INC | 59,002 | $2.942M | 0.6% | $20.05 | +100.3% | COM | 632307104 |
| HGV | HILTON GRAND VACATIONS INC | 149,449 | $2.922M | 0.6% | $30.56 | -35.5% | COM | 43283X105 |
| VC | VISTEON CORP | 40,033 | $2.742M | 0.6% | $93.77 | -33.3% | COM NEW | 92839U206 |
| AXSM | AXSOME THERAPEUTICS INC | 30,176 | $2.483M | 0.5% | $20.16 | +281.8% | COM | 05464T104 |
| — | DICERNA PHARMACEUTICALS INC | 93,668 | $2.379M | 0.5% | $22.53 | — | COM | 253031108 |
| ACAD | ACADIA PHARMACEUTICALS INC | 47,035 | $2.28M | 0.5% | $28.83 | +66.5% | COM | 004225108 |
| SITE | SITEONE LANDSCAPE SUPPLY INC | 19,739 | $2.25M | 0.5% | $92.94 | 0.0% | COM | 82982L103 |
| QTRX | QUANTERIX CORP | 81,702 | $2.238M | 0.5% | $25.27 | 0.0% | COM | 74766Q101 |
| — | FIBROGEN INC | 54,001 | $2.189M | 0.5% | $35.56 | — | COM | 31572Q808 |
| HELE | HELEN OF TROY CORP LTD | 11,427 | $2.155M | 0.5% | $163.66 | 0.0% | COM | G4388N106 |
| FIX | COMFORT SYS USA INC | 52,691 | $2.147M | 0.5% | $40.99 | -15.8% | COM | 199908104 |
| — | MYOKARDIA INC | 21,679 | $2.095M | 0.4% | $96.64 | — | COM | 62857M105 |
| NVAX | NOVAVAX INC | 24,657 | $2.055M | 0.4% | $38.25 | 0.0% | COM NEW | 670002401 |
| CNMD | CONMED CORP | 27,799 | $2.001M | 0.4% | $66.79 | -0.8% | COM | 207410101 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 64,755 | $1.778M | 0.4% | $15.18 | +116.6% | COM | 462260100 |
| CPRI | CAPRI HOLDINGS LIMITED | 109,713 | $1.715M | 0.4% | $14.81 | 0.0% | SHS | G1890L107 |
| EHTH | EHEALTH INC | 16,586 | $1.629M | 0.3% | $67.30 | +72.8% | COM | 28238P109 |
| — | MOMENTA PHARMACEUTICALS INC | 47,190 | $1.57M | 0.3% | $28.09 | — | COM | 60877T100 |
| — | IGM BIOSCIENCES INC | 18,873 | $1.378M | 0.3% | $73.01 | — | COM | 449585108 |
| ALLY | ALLY FINL INC | 66,899 | $1.327M | 0.3% | $14.13 | 0.0% | COM | 02005N100 |
| — | REATA PHARMACEUTICALS INC | 8,481 | $1.323M | 0.3% | $197.98 | — | CL A | 75615P103 |
| — | MERIDIAN BIOSCIENCE INC | 55,210 | $1.286M | 0.3% | $23.29 | — | COM | 589584101 |
| — | FOOT LOCKER INC | 42,977 | $1.253M | 0.3% | $29.16 | — | COM | 344849104 |
| THG | HANOVER INS GROUP INC | 12,351 | $1.252M | 0.3% | $103.99 | -17.6% | COM | 410867105 |
| RHI | ROBERT HALF INTL INC | 23,549 | $1.244M | 0.3% | $56.30 | -15.7% | COM | 770323103 |
| KSS | KOHLS CORP | 59,494 | $1.236M | 0.3% | $19.27 | 0.0% | COM | 500255104 |
| RS | RELIANCE STEEL & ALUMINUM CO | 12,709 | $1.206M | 0.3% | $109.91 | -17.0% | COM | 759509102 |
| AB | ALLIANCEBERNSTEIN HLDG L P | 43,327 | $1.18M | 0.3% | $25.76 | — | UNIT LTD PARTN | 01881G106 |
| — | ZYMEWORKS INC | 32,037 | $1.156M | 0.2% | $36.08 | — | COM | 98985W102 |
| LUV | SOUTHWEST AIRLS CO | 32,378 | $1.107M | 0.2% | $47.27 | -37.5% | COM | 844741108 |
| — | IBERIABANK CORP | 23,630 | $1.076M | 0.2% | $45.54 | — | COM | 450828108 |
| — | BIOXCEL THERAPEUTICS INC | 19,377 | $1.027M | 0.2% | $22.35 | — | COM | 09075P105 |
| MET | METLIFE INC | 27,433 | $1.002M | 0.2% | $37.23 | -22.2% | COM | 59156R108 |
| MGA | MAGNA INTL INC | 21,800 | $968K | 0.2% | $39.79 | -17.0% | COM | 559222401 |
| — | DISCOVER FINL SVCS | 19,298 | $967K | 0.2% | $50.11 | — | COM | 254709108 |
| EBS | EMERGENT BIOSOLUTIONS INC | 11,602 | $917K | 0.2% | $74.52 | 0.0% | COM | 29089Q105 |
| — | BLACKROCK INC | 1,662 | $904K | 0.2% | $440.15 | — | COM | 09247X101 |
| EVR | EVERCORE INC | 14,985 | $883K | 0.2% | $55.09 | -12.1% | CLASS A | 29977A105 |
| SYF | SYNCHRONY FINANCIAL | 37,993 | $842K | 0.2% | $17.01 | 0.0% | COM | 87165B103 |
| TROW | PRICE T ROWE GROUP INC | 6,718 | $830K | 0.2% | $89.77 | +0.1% | COM | 74144T108 |
| CHRW | C H ROBINSON WORLDWIDE INC | 10,380 | $821K | 0.2% | $66.06 | 0.0% | COM NEW | 12541W209 |
| STLD | STEEL DYNAMICS INC | 30,367 | $792K | 0.2% | $22.53 | 0.0% | COM | 858119100 |
| CMI | CUMMINS INC | 4,523 | $784K | 0.2% | $139.25 | 0.0% | COM | 231021106 |
| — | LAZARD LTD | 25,165 | $720K | 0.2% | $28.61 | — | SHS A | G54050102 |
| BEN | FRANKLIN RESOURCES INC | 32,143 | $674K | 0.1% | $21.97 | -35.0% | COM | 354613101 |
| — | JUNIPER NETWORKS INC | 28,961 | $662K | 0.1% | $24.43 | — | COM | 48203R104 |
| AEO | AMERICAN EAGLE OUTFITTERS IN | 59,044 | $644K | 0.1% | $12.10 | -32.5% | COM | 02553E106 |
| BBY | BEST BUY INC | 6,989 | $610K | 0.1% | $60.29 | 0.0% | COM | 086516101 |
| MAN | MANPOWERGROUP INC | 8,553 | $588K | 0.1% | $68.26 | 0.0% | COM | 56418H100 |
| AOS | SMITH A O CORP | 11,455 | $540K | 0.1% | $39.47 | 0.0% | COM | 831865209 |
| TRV | TRAVELERS COMPANIES INC | 4,705 | $537K | 0.1% | $109.63 | -14.7% | COM | 89417E109 |
| JNJ | JOHNSON & JOHNSON | 3,717 | $523K | 0.1% | $114.44 | +8.6% | COM | 478160104 |
| AGO | ASSURED GUARANTY LTD | 18,728 | $457K | 0.1% | $38.30 | -35.4% | COM | G0585R106 |
| IWM | ISHARES TR | 3,116 | $446K | 0.1% | $143.13 | — | RUSSELL 2000 ETF | 464287655 |
| MS | MORGAN STANLEY | 8,890 | $429K | 0.1% | $35.21 | 0.0% | COM NEW | 617446448 |
| — | CYRUSONE INC | 5,687 | $414K | 0.1% | $64.66 | — | COM | 23283R100 |
| RNG | RINGCENTRAL INC | 1,390 | $396K | 0.1% | $164.84 | +53.4% | CL A | 76680R206 |
| DOX | AMDOCS LTD | 6,361 | $387K | 0.1% | $54.82 | 0.0% | SHS | G02602103 |
| JLL | JONES LANG LASALLE INC | 3,730 | $386K | 0.1% | $103.07 | 0.0% | COM | 48020Q107 |
| PHM | PULTE GROUP INC | 10,011 | $341K | 0.1% | $28.36 | 0.0% | COM | 745867101 |
| TWLO | TWILIO INC | 1,515 | $332K | 0.1% | $160.56 | 0.0% | CL A | 90138F102 |
| — | CATALENT INC | 4,485 | $329K | 0.1% | $54.59 | — | COM | 148806102 |
| ATO | ATMOS ENERGY CORP | 3,256 | $324K | 0.1% | $94.49 | -7.3% | COM | 049560105 |
| TECH | BIO-TECHNE CORP | 1,213 | $320K | 0.1% | $51.09 | +14.5% | COM | 09073M104 |
| TRU | TRANSUNION | 3,594 | $313K | 0.1% | $65.66 | +18.3% | COM | 89400J107 |
| NDSN | NORDSON CORP | 1,609 | $305K | 0.1% | $147.80 | +7.9% | COM | 655663102 |
| WEX | WEX INC | 1,789 | $295K | 0.1% | $137.24 | 0.0% | COM | 96208T104 |
| WST | WEST PHARMACEUTICAL SVSC INC | 1,244 | $283K | 0.1% | $143.32 | +35.2% | COM | 955306105 |
| WAL | WESTERN ALLIANCE BANCORP | 7,453 | $282K | 0.1% | $41.15 | -24.7% | COM | 957638109 |
| — | SVB FINANCIAL GROUP | 1,303 | $281K | 0.1% | $215.66 | — | COM | 78486Q101 |
| RGEN | REPLIGEN CORP | 2,248 | $278K | 0.1% | $87.27 | +34.8% | COM | 759916109 |
| — | COUPA SOFTWARE INC | 987 | $273K | 0.1% | $146.05 | — | COM | 22266L106 |
| TREX | TREX CO INC | 2,027 | $264K | 0.1% | $32.68 | +63.2% | COM | 89531P105 |
| DOCU | DOCUSIGN INC | 1,513 | $261K | 0.1% | $80.42 | +56.7% | COM | 256163106 |
| MDU | MDU RES GROUP INC | 11,605 | $257K | 0.1% | $8.27 | -15.0% | COM | 552690109 |
| ETSY | ETSY INC | 2,237 | $238K | 0.1% | $73.98 | 0.0% | COM | 29786A106 |
| TDOC | TELADOC HEALTH INC | 1,228 | $234K | 0.0% | $67.26 | +160.5% | COM | 87918A105 |
| EWBC | EAST WEST BANCORP INC | 6,450 | $234K | 0.0% | $28.80 | 0.0% | COM | 27579R104 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 1,385 | $225K | 0.0% | $124.15 | -1.7% | COM | 015271109 |
| MPWR | MONOLITHIC PWR SYS INC | 946 | $224K | 0.0% | $152.39 | +27.4% | COM | 609839105 |
| — | ZENDESK INC | 2,470 | $219K | 0.0% | $88.66 | — | COM | 98936J101 |
| LW | LAMB WESTON HLDGS INC | 3,334 | $213K | 0.0% | $64.46 | -14.5% | COM | 513272104 |
| CPRT | COPART INC | 2,517 | $210K | 0.0% | $20.07 | 0.0% | COM | 217204106 |
| LFUS | LITTELFUSE INC | 1,223 | $209K | 0.0% | $151.78 | 0.0% | COM | 537008104 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 1,683 | $205K | 0.0% | $110.51 | 0.0% | COM | 64125C109 |
| STE | STERIS PLC | 1,332 | $204K | 0.0% | $144.84 | 0.0% | SHS USD | G8473T100 |
| LSTR | LANDSTAR SYS INC | 1,782 | $200K | 0.0% | $112.23 | — | COM | 515098101 |
| — | ENERPLUS CORP | 30,700 | $87,000 | 0.0% | $2.83 | — | COM | 292766102 |