HENNESSY ADVISORS INC Diversified Active

CIK: 0001145255 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 10, 2017

Total Value ($000): $3,252,665 (100.0% shares, 0.0% debt)

Holdings (286)

LNG CHENIERE ENERGY INC 2.2%
Value ($000) $73,183 Shares 1,502,417 Est. Cost $38.94 Unrealized +22.5%
KMI KINDER MORGAN INC DEL 2.2%
Value ($000) $73,078 Shares 3,814,101 Est. Cost $16.98 Unrealized -26.6%
ENB ENBRIDGE INC 2.2%
Value ($000) $72,883 Shares 1,830,765 Est. Cost $23.84 Unrealized -0.1%
TRANSCANADA CORP 2.2%
Value ($000) $72,332 Shares 1,517,353 Est. Cost $44.23 Unrealized
ATO ATMOS ENERGY CORP 2.2%
Value ($000) $71,012 Shares 856,086 Est. Cost $40.36 Unrealized +65.6%
SRE SEMPRA ENERGY 2.2%
Value ($000) $70,654 Shares 626,640 Est. Cost $30.45 Unrealized +40.6%
NGG NATIONAL GRID PLC 2.2%
Value ($000) $70,129 Shares 1,116,345 Est. Cost $62.82 Unrealized
D DOMINION ENERGY INC 2.2%
Value ($000) $69,978 Shares 913,196 Est. Cost $38.66 Unrealized +39.0%
PCG PG&E CORP 2.1%
Value ($000) $68,749 Shares 1,035,849 Est. Cost $42.57 Unrealized +54.0%
SO SOUTHERN CO 1.7%
Value ($000) $55,206 Shares 1,153,000 Est. Cost $35.55 Unrealized -1.3%
BCO BRINKS CO 1.6%
Value ($000) $51,011 Shares 761,365 Est. Cost $36.44 Unrealized +54.1%
WEC WEC ENERGY GROUP INC 1.5%
Value ($000) $48,327 Shares 787,340 Est. Cost $35.78 Unrealized +31.0%
WELLCARE HEALTH PLANS INC 1.5%
Value ($000) $47,637 Shares 265,300 Est. Cost $137.08 Unrealized
MDU MDU RES GROUP INC 1.4%
Value ($000) $46,801 Shares 1,786,307 Est. Cost $7.75 Unrealized +2.1%
TTMI TTM TECHNOLOGIES INC 1.3%
Value ($000) $43,565 Shares 2,509,500 Est. Cost $13.03 Unrealized +28.8%
UNM UNUM GROUP 1.3%
Value ($000) $43,413 Shares 931,000 Est. Cost $40.01 Unrealized +15.0%
THO THOR INDS INC 1.3%
Value ($000) $43,407 Shares 415,300 Est. Cost $75.21 Unrealized +8.1%
CDW CDW CORP 1.3%
Value ($000) $41,993 Shares 671,572 Est. Cost $38.06 Unrealized +41.9%
SANM SANMINA CORPORATION 1.3%
Value ($000) $41,493 Shares 1,089,063 Est. Cost $31.64 Unrealized +20.1%
PKG PACKAGING CORP AMER 1.2%
Value ($000) $40,657 Shares 365,000 Est. Cost $64.06 Unrealized +21.8%
KMT KENNAMETAL INC 1.2%
Value ($000) $39,804 Shares 1,063,700 Est. Cost $24.51 Unrealized +26.0%
BERRY GLOBAL GROUP INC 1.2%
Value ($000) $39,240 Shares 688,300 Est. Cost $48.73 Unrealized
NI NISOURCE INC 1.2%
Value ($000) $38,985 Shares 1,537,281 Est. Cost $11.29 Unrealized +67.2%
VYX NCR CORP NEW 1.2%
Value ($000) $38,565 Shares 944,300 Est. Cost $22.45 Unrealized +13.1%
CACI CACI INTL INC 1.2%
Value ($000) $38,487 Shares 307,769 Est. Cost $113.72 Unrealized +6.8%
ON ON SEMICONDUCTOR CORP 1.1%
Value ($000) $36,229 Shares 2,580,400 Est. Cost $11.94 Unrealized +25.9%
FTS FORTIS INC 1.1%
Value ($000) $36,144 Shares 1,028,289 Est. Cost $22.21 Unrealized +8.6%
NAVISTAR INTL CORP NEW 1.1%
Value ($000) $35,420 Shares 1,350,368 Est. Cost $31.37 Unrealized
SNX SYNNEX CORP 1.1%
Value ($000) $35,232 Shares 293,700 Est. Cost $40.95 Unrealized +23.5%
CRANE CO 1.1%
Value ($000) $35,149 Shares 442,800 Est. Cost $72.12 Unrealized
UNF UNIFIRST CORP MASS 1.1%
Value ($000) $34,588 Shares 245,831 Est. Cost $129.40 Unrealized +2.9%
SAIC SCIENCE APPLICATNS INTL CP NEW COM 1.0%
Value ($000) $33,568 Shares 483,556 Est. Cost $76.71 Unrealized -4.2%
ED CONSOLIDATED EDISON INC 1.0%
Value ($000) $33,438 Shares 413,736 Est. Cost $39.79 Unrealized +49.0%
ARMK ARAMARK 1.0%
Value ($000) $33,149 Shares 808,900 Est. Cost $23.34 Unrealized +5.5%
EME EMCOR GROUP INC 1.0%
Value ($000) $32,566 Shares 498,100 Est. Cost $63.22 Unrealized -1.6%
PVH PVH CORP 1.0%
Value ($000) $32,232 Shares 281,500 Est. Cost $103.84 Unrealized -1.4%
WOR WORTHINGTON INDS INC 1.0%
Value ($000) $32,176 Shares 640,700 Est. Cost $32.18 Unrealized -16.6%
CMS CMS ENERGY CORP 1.0%
Value ($000) $32,167 Shares 695,498 Est. Cost $21.66 Unrealized +65.5%
DUK DUKE ENERGY CORP NEW 1.0%
Value ($000) $31,445 Shares 376,187 Est. Cost $50.08 Unrealized +18.0%
CBT CABOT CORP 0.9%
Value ($000) $30,861 Shares 577,589 Est. Cost $41.21 Unrealized +7.7%
PEG PUBLIC SVC ENTERPRISE GROUP 0.9%
Value ($000) $29,995 Shares 697,390 Est. Cost $24.31 Unrealized +35.4%
OGS ONE GAS INC 0.9%
Value ($000) $29,940 Shares 428,875 Est. Cost $39.60 Unrealized +76.1%
DTE DTE ENERGY CO 0.9%
Value ($000) $28,855 Shares 272,754 Est. Cost $42.74 Unrealized +58.9%
CAKE CHEESECAKE FACTORY INC 0.9%
Value ($000) $28,480 Shares 566,200 Est. Cost $46.50 Unrealized +5.3%
WGL HLDGS INC 0.9%
Value ($000) $28,078 Shares 336,542 Est. Cost $48.60 Unrealized
CNP CENTERPOINT ENERGY INC 0.8%
Value ($000) $25,628 Shares 936,028 Est. Cost $15.81 Unrealized +35.9%
SWX SOUTHWEST GAS HOLDINGS INC 0.8%
Value ($000) $25,616 Shares 350,617 Est. Cost $54.53 Unrealized +46.7%
SR SPIRE INC 0.7%
Value ($000) $24,098 Shares 345,491 Est. Cost $70.15 Unrealized
FOOT LOCKER INC 0.7%
Value ($000) $23,600 Shares 478,900 Est. Cost $70.89 Unrealized
EAT BRINKER INTL INC 0.7%
Value ($000) $23,302 Shares 611,600 Est. Cost $45.35 Unrealized -18.0%
XEL XCEL ENERGY INC 0.7%
Value ($000) $21,353 Shares 465,399 Est. Cost $21.50 Unrealized +64.2%
NFG NATIONAL FUEL GAS CO N J 0.6%
Value ($000) $20,813 Shares 372,724 Est. Cost $62.92 Unrealized -10.5%
VECTREN CORP 0.6%
Value ($000) $19,941 Shares 341,228 Est. Cost $39.52 Unrealized
EQT EQT CORP 0.6%
Value ($000) $19,808 Shares 338,082 Est. Cost $46.52 Unrealized -37.2%
NJR NEW JERSEY RES 0.6%
Value ($000) $19,585 Shares 493,334 Est. Cost $20.31 Unrealized +50.8%
PPL PPL CORP 0.6%
Value ($000) $19,130 Shares 494,819 Est. Cost $19.77 Unrealized +32.8%
PAGP PLAINS GP HLDGS L P 0.5%
Value ($000) $17,625 Shares 673,755 Est. Cost $33.42 Unrealized
URBN URBAN OUTFITTERS INC 0.5%
Value ($000) $16,692 Shares 900,300 Est. Cost $33.72 Unrealized -39.0%
ES EVERSOURCE ENERGY 0.5%
Value ($000) $16,050 Shares 264,375 Est. Cost $36.71 Unrealized +22.7%
UGI UGI CORP NEW 0.5%
Value ($000) $15,334 Shares 316,752 Est. Cost $35.21 Unrealized +41.2%
SOUTH JERSEY INDS INC 0.5%
Value ($000) $14,648 Shares 428,671 Est. Cost $37.46 Unrealized
EXC EXELON CORP 0.4%
Value ($000) $14,343 Shares 397,631 Est. Cost $15.53 Unrealized +21.4%
NORTHWEST NAT GAS CO 0.4%
Value ($000) $14,083 Shares 235,303 Est. Cost $45.33 Unrealized
CAT CATERPILLAR INC DEL 0.4%
Value ($000) $12,680 Shares 118,000 Est. Cost $60.31 Unrealized +39.4%
SCANA CORP NEW 0.4%
Value ($000) $11,892 Shares 177,466 Est. Cost $53.67 Unrealized
IBM INTERNATIONAL BUSINESS MACHS COM 0.4%
Value ($000) $11,873 Shares 77,181 Est. Cost $94.32 Unrealized +10.0%
VZ VERIZON COMMUNICATIONS INC 0.4%
Value ($000) $11,658 Shares 261,050 Est. Cost $28.32 Unrealized +4.3%
PFE PFIZER INC 0.3%
Value ($000) $11,063 Shares 329,350 Est. Cost $17.97 Unrealized +20.2%
BA BOEING CO 0.3%
Value ($000) $11,025 Shares 55,750 Est. Cost $119.27 Unrealized +46.6%
KO COCA COLA CO 0.3%
Value ($000) $10,975 Shares 244,700 Est. Cost $31.62 Unrealized +6.5%
CSCO CISCO SYS INC 0.3%
Value ($000) $10,840 Shares 346,310 Est. Cost $21.09 Unrealized +18.8%
XOM EXXON MOBIL CORP 0.3%
Value ($000) $10,827 Shares 134,110 Est. Cost $55.35 Unrealized +0.2%
CVX CHEVRON CORP NEW 0.3%
Value ($000) $10,743 Shares 102,975 Est. Cost $70.90 Unrealized +3.3%
AEE AMEREN CORP 0.3%
Value ($000) $9,717 Shares 177,740 Est. Cost $27.01 Unrealized +60.3%
HIFS HINGHAM INSTN SVGS MASS 0.3%
Value ($000) $9,278 Shares 51,000 Est. Cost $55.69 Unrealized +188.2%
BROOKLINE BANCORP INC DEL 0.3%
Value ($000) $8,979 Shares 615,000 Est. Cost $11.51 Unrealized
IBERIABANK CORP 0.3%
Value ($000) $8,965 Shares 110,000 Est. Cost $82.47 Unrealized
FCB FINL HLDGS INC 0.3%
Value ($000) $8,595 Shares 180,000 Est. Cost $38.42 Unrealized
EGBN EAGLE BANCORP INC MD 0.3%
Value ($000) $8,546 Shares 135,000 Est. Cost $38.84 Unrealized +20.2%
ABBV ABBVIE INC 0.3%
Value ($000) $8,426 Shares 116,200 Est. Cost $39.53 Unrealized +18.8%
WAFD WASHINGTON FED INC 0.3%
Value ($000) $8,134 Shares 245,000 Est. Cost $15.32 Unrealized +66.5%
INDB INDEPENDENT BANK CORP MASS 0.2%
Value ($000) $7,998 Shares 120,000 Est. Cost $31.15 Unrealized +58.4%
FFIC FLUSHING FINL CORP 0.2%
Value ($000) $7,950 Shares 282,000 Est. Cost $10.41 Unrealized +77.8%
VFC V F CORP 0.2%
Value ($000) $7,943 Shares 137,900 Est. Cost $49.34 Unrealized +4.6%
BANR BANNER CORP 0.2%
Value ($000) $7,911 Shares 140,000 Est. Cost $30.66 Unrealized +30.1%
BRK/A BERKSHIRE HATHAWAY INC - CL A 0.2%
Value ($000) $7,896 Shares 31 Est. Cost $220334.50 Unrealized +13.3%
OCFC OCEANFIRST FINL CORP 0.2%
Value ($000) $7,865 Shares 290,000 Est. Cost $12.96 Unrealized +52.2%
OPUS BK IRVINE CALIF 0.2%
Value ($000) $7,744 Shares 320,000 Est. Cost $23.62 Unrealized
CPK CHESAPEAKE UTILS CORP 0.2%
Value ($000) $7,619 Shares 101,658 Est. Cost $35.45 Unrealized +75.6%
UPS UNITED PARCEL SERVICE INC 0.2%
Value ($000) $7,454 Shares 67,400 Est. Cost $74.93 Unrealized +3.2%
HPQ HP INC 0.2%
Value ($000) $7,356 Shares 420,800 Est. Cost $9.91 Unrealized +39.5%
MERIDIAN BANCORP INC MD 0.2%
Value ($000) $6,549 Shares 387,500 Est. Cost $12.35 Unrealized
GENERAL ELECTRIC CO 0.2%
Value ($000) $6,520 Shares 241,384 Est. Cost $26.71 Unrealized
LVS LAS VEGAS SANDS CORP 0.2%
Value ($000) $6,383 Shares 99,900 Est. Cost $41.23 Unrealized +19.9%
CAPSTAR FINL HLDGS INC 0.2%
Value ($000) $6,280 Shares 353,984 Est. Cost $19.76 Unrealized
EXTR EXTREME NETWORKS INC 0.2%
Value ($000) $6,268 Shares 679,775 Est. Cost $5.99 Unrealized +47.8%
KEMET CORP 0.2%
Value ($000) $6,166 Shares 481,700 Est. Cost $12.00 Unrealized
AZN ASTRAZENECA PLC 0.2%
Value ($000) $6,054 Shares 177,600 Est. Cost $31.14 Unrealized
GREEN BANCORP INC 0.2%
Value ($000) $6,014 Shares 310,000 Est. Cost $17.04 Unrealized
HSBC HSBC HLDGS PLC 0.2%
Value ($000) $5,947 Shares 128,200 Est. Cost $40.82 Unrealized
VOD VODAFONE GROUP PLC NEW 0.2%
Value ($000) $5,821 Shares 202,600 Est. Cost $26.43 Unrealized
KRNY KEARNY FINL CORP MD 0.2%
Value ($000) $5,792 Shares 390,000 Est. Cost $11.51 Unrealized +26.6%
AQN ALGONQUIN PWR UTILS CORP 0.2%
Value ($000) $5,736 Shares 544,200 Est. Cost $5.43 Unrealized +20.0%
LNT ALLIANT ENERGY CORP 0.2%
Value ($000) $5,704 Shares 142,008 Est. Cost $23.55 Unrealized +31.3%
PM PHILIP MORRIS INTL INC 0.2%
Value ($000) $5,685 Shares 48,400 Est. Cost $56.69 Unrealized +31.0%
TGT TARGET CORP 0.2%
Value ($000) $5,673 Shares 108,500 Est. Cost $53.43 Unrealized -20.3%
THOMSON REUTERS CORP 0.2%
Value ($000) $5,652 Shares 122,100 Est. Cost $38.97 Unrealized
STRL STERLING CONSTRUCTION CO INC COM 0.2%
Value ($000) $5,611 Shares 429,300 Est. Cost $9.13 Unrealized +11.6%
IP INTL PAPER CO 0.2%
Value ($000) $5,610 Shares 99,100 Est. Cost $28.79 Unrealized +20.7%
ETN EATON CORP PLC 0.2%
Value ($000) $5,604 Shares 72,000 Est. Cost $51.08 Unrealized +25.2%
XENITH BANKSHARES INC NEW 0.2%
Value ($000) $5,591 Shares 180,000 Est. Cost $26.29 Unrealized
ASTORIA FINL CORP 0.2%
Value ($000) $5,541 Shares 275,000 Est. Cost $19.33 Unrealized
CNOB CONNECTONE BANCORP INC NEW 0.2%
Value ($000) $5,525 Shares 245,000 Est. Cost $20.17 Unrealized -7.3%
PSX PHILLIPS 66 0.2%
Value ($000) $5,524 Shares 66,800 Est. Cost $57.27 Unrealized -1.7%
BKH BLACK HILLS CORP 0.2%
Value ($000) $5,489 Shares 81,359 Est. Cost $34.08 Unrealized +46.2%
PACWEST BANCORP DEL 0.2%
Value ($000) $5,464 Shares 117,000 Est. Cost $44.23 Unrealized
MET METLIFE INC 0.2%
Value ($000) $5,456 Shares 99,300 Est. Cost $31.40 Unrealized +10.3%
GLAXOSMITHKLINE PLC 0.2%
Value ($000) $5,407 Shares 125,400 Est. Cost $42.16 Unrealized
BP BP PLC 0.2%
Value ($000) $5,392 Shares 155,600 Est. Cost $34.52 Unrealized
DIME CMNTY BANCSHARES 0.2%
Value ($000) $5,390 Shares 275,000 Est. Cost $20.29 Unrealized
MFC MANULIFE FINL CORP 0.2%
Value ($000) $5,373 Shares 286,400 Est. Cost $17.52 Unrealized +0.6%
ROYAL DUTCH SHELL PLC 0.2%
Value ($000) $5,362 Shares 100,800 Est. Cost $52.73 Unrealized
FBP FIRST BANCORP P R 0.2%
Value ($000) $5,298 Shares 915,000 Est. Cost $2.88 Unrealized +58.8%
RIO RIO TINTO PLC 0.2%
Value ($000) $5,289 Shares 125,000 Est. Cost $40.68 Unrealized
BCE BCE INC 0.2%
Value ($000) $5,288 Shares 117,400 Est. Cost $24.81 Unrealized +7.2%
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $5,270 Shares 78,115 Est. Cost $38.57 Unrealized +19.3%
FIRST CONN BANCORP INC MD 0.2%
Value ($000) $5,258 Shares 205,000 Est. Cost $16.75 Unrealized
XPO XPO LOGISTICS INC 0.2%
Value ($000) $5,235 Shares 81,000 Est. Cost $16.33 Unrealized +14.7%
MO ALTRIA GROUP INC 0.2%
Value ($000) $5,213 Shares 70,000 Est. Cost $27.52 Unrealized +42.8%
KRO KRONOS WORLDWIDE INC 0.2%
Value ($000) $5,196 Shares 285,200 Est. Cost $8.90 Unrealized +28.4%
TOTAL S A 0.2%
Value ($000) $5,142 Shares 103,700 Est. Cost $50.42 Unrealized
EMR EMERSON ELEC CO 0.2%
Value ($000) $5,139 Shares 86,200 Est. Cost $40.96 Unrealized +17.2%
RY ROYAL BK CDA MONTREAL QUE 0.2%
Value ($000) $5,127 Shares 70,700 Est. Cost $65.99 Unrealized +6.3%
BNS BANK N S HALIFAX 0.2%
Value ($000) $5,111 Shares 85,000 Est. Cost $32.65 Unrealized +12.7%
CENTURYLINK INC 0.2%
Value ($000) $5,065 Shares 212,100 Est. Cost $27.27 Unrealized
TNET TRINET GROUP INC 0.2%
Value ($000) $5,049 Shares 154,200 Est. Cost $26.11 Unrealized +14.0%
QCOM QUALCOMM INC 0.2%
Value ($000) $5,031 Shares 91,100 Est. Cost $37.65 Unrealized +17.5%
LNWO SCIENTIFIC GAMES CORP 0.2%
Value ($000) $5,029 Shares 192,700 Est. Cost $19.31 Unrealized +23.1%
BMO BANK MONTREAL QUE 0.2%
Value ($000) $5,009 Shares 68,200 Est. Cost $43.53 Unrealized +14.7%
MCD MCDONALDS CORP 0.2%
Value ($000) $4,978 Shares 32,500 Est. Cost $84.73 Unrealized +39.2%
NWE NORTHWESTERN CORP 0.2%
Value ($000) $4,967 Shares 81,398 Est. Cost $29.01 Unrealized +46.0%
TD TORONTO DOMINION BK ONT 0.2%
Value ($000) $4,967 Shares 98,600 Est. Cost $46.48 Unrealized +3.8%
STATOIL ASA 0.2%
Value ($000) $4,949 Shares 299,400 Est. Cost $17.18 Unrealized
GM GENERAL MTRS CO 0.2%
Value ($000) $4,936 Shares 141,300 Est. Cost $29.05 Unrealized -0.0%
MSBI MIDLAND STS BANCORP INC ILL 0.2%
Value ($000) $4,927 Shares 147,000 Est. Cost $19.21 Unrealized +16.8%
CHINA MOBILE LIMITED 0.2%
Value ($000) $4,927 Shares 92,800 Est. Cost $55.23 Unrealized
TEVA TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 0.2%
Value ($000) $4,893 Shares 147,300 Est. Cost $32.09 Unrealized
WTFC WINTRUST FINL CORP 0.2%
Value ($000) $4,892 Shares 64,000 Est. Cost $41.78 Unrealized +71.4%
SU SUNCOR ENERGY INC NEW 0.1%
Value ($000) $4,833 Shares 165,500 Est. Cost $21.23 Unrealized +5.1%
OXY OCCIDENTAL PETE CORP DEL 0.1%
Value ($000) $4,811 Shares 80,360 Est. Cost $55.86 Unrealized -13.1%
LYB LYONDELLBASELL INDUSTRIES N V SHS - A - 0.1%
Value ($000) $4,760 Shares 56,400 Est. Cost $50.58 Unrealized -1.5%
CASH META FINL GROUP INC 0.1%
Value ($000) $4,717 Shares 53,000 Est. Cost $26.63 Unrealized +4.2%
AVANGRID INC 0.1%
Value ($000) $4,711 Shares 106,700 Est. Cost $45.71 Unrealized
GIS GENERAL MLS INC 0.1%
Value ($000) $4,703 Shares 84,900 Est. Cost $44.62 Unrealized -5.9%
F FORD MTR CO DEL 0.1%
Value ($000) $4,678 Shares 418,045 Est. Cost $7.85 Unrealized -9.6%
PFS PROVIDENT FINL SVCS INC 0.1%
Value ($000) $4,645 Shares 183,000 Est. Cost $10.41 Unrealized +57.1%
T AT&T INC 0.1%
Value ($000) $4,643 Shares 123,060 Est. Cost $14.16 Unrealized +12.4%
ARCO ARCOS DORADOS HOLDINGS INC 0.1%
Value ($000) $4,580 Shares 614,800 Est. Cost $5.48 Unrealized +31.2%
CC CHEMOURS CO 0.1%
Value ($000) $4,569 Shares 120,500 Est. Cost $22.02 Unrealized +31.2%
CVSA ADTALEM GLOBAL ED INC 0.1%
Value ($000) $4,531 Shares 119,400 Est. Cost $37.28 Unrealized 0.0%
WLDN WILLDAN GROUP INC 0.1%
Value ($000) $4,381 Shares 143,400 Est. Cost $28.51 Unrealized +9.9%
SIERRA WIRELESS INC 0.1%
Value ($000) $4,336 Shares 154,300 Est. Cost $26.55 Unrealized
AVA AVISTA CORP 0.1%
Value ($000) $4,185 Shares 98,572 Est. Cost $19.35 Unrealized +50.9%
MERITOR INC 0.1%
Value ($000) $4,051 Shares 243,900 Est. Cost $17.13 Unrealized
TRONOX LTD 0.1%
Value ($000) $4,049 Shares 267,800 Est. Cost $18.45 Unrealized
WGO WINNEBAGO INDS INC 0.1%
Value ($000) $4,022 Shares 114,900 Est. Cost $31.90 Unrealized -12.2%
OSK OSHKOSH CORP 0.1%
Value ($000) $3,905 Shares 56,700 Est. Cost $59.83 Unrealized -1.7%
SPX CORP 0.1%
Value ($000) $3,897 Shares 154,900 Est. Cost $24.25 Unrealized
PLATFORM SPECIALTY PRODS CORP COM 0.1%
Value ($000) $3,824 Shares 301,600 Est. Cost $13.02 Unrealized
UNIVAR INC 0.1%
Value ($000) $3,822 Shares 130,900 Est. Cost $30.66 Unrealized
SKYW SKYWEST INC 0.1%
Value ($000) $3,822 Shares 108,900 Est. Cost $35.67 Unrealized -1.6%
CLIFTON BANCORP INC 0.1%
Value ($000) $3,802 Shares 230,000 Est. Cost $12.80 Unrealized
TRINSEO S A 0.1%
Value ($000) $3,792 Shares 55,200 Est. Cost $67.10 Unrealized
K12 INC 0.1%
Value ($000) $3,788 Shares 211,400 Est. Cost $19.15 Unrealized
UNITED FINL BANCORP INC NEW 0.1%
Value ($000) $3,755 Shares 225,000 Est. Cost $13.46 Unrealized
ET ENERGY TRANSFER EQUITY L P 0.1%
Value ($000) $3,745 Shares 208,500 Est. Cost $19.73 Unrealized
TPC TUTOR PERINI CORP 0.1%
Value ($000) $3,700 Shares 128,700 Est. Cost $29.67 Unrealized -4.3%
GEF GREIF INC 0.1%
Value ($000) $3,687 Shares 66,100 Est. Cost $40.48 Unrealized +2.7%
LNC LINCOLN NATL CORP IND 0.1%
Value ($000) $3,683 Shares 54,500 Est. Cost $47.98 Unrealized -2.9%
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $3,678 Shares 102,700 Est. Cost $29.67 Unrealized -2.4%
CENT CENTRAL GARDEN & PET CO 0.1%
Value ($000) $3,669 Shares 115,400 Est. Cost $27.02 Unrealized -1.9%
CMCO COLUMBUS MCKINNON CORP N Y 0.1%
Value ($000) $3,658 Shares 143,900 Est. Cost $24.52 Unrealized -1.4%
SPRINT CORP 0.1%
Value ($000) $3,597 Shares 438,100 Est. Cost $8.68 Unrealized
DXPE DXP ENTERPRISES INC NEW 0.1%
Value ($000) $3,540 Shares 102,600 Est. Cost $35.69 Unrealized +1.8%
ACCO ACCO BRANDS CORP 0.1%
Value ($000) $3,498 Shares 300,300 Est. Cost $9.07 Unrealized -4.3%
TWI TITAN INTL INC ILL 0.1%
Value ($000) $3,497 Shares 291,200 Est. Cost $11.72 Unrealized -9.1%
NSIT INSIGHT ENTERPRISES INC 0.1%
Value ($000) $3,491 Shares 87,300 Est. Cost $40.89 Unrealized +3.3%
BENEFICIAL BANCORP INC 0.1%
Value ($000) $3,450 Shares 230,000 Est. Cost $12.18 Unrealized
MCDERMOTT INTL INC 0.1%
Value ($000) $3,449 Shares 481,100 Est. Cost $6.75 Unrealized
PATK PATRICK INDS INC 0.1%
Value ($000) $3,409 Shares 46,800 Est. Cost $30.66 Unrealized -9.9%
SUPREME INDS INC 0.1%
Value ($000) $3,353 Shares 203,800 Est. Cost $20.26 Unrealized
UTL UNITIL CORP 0.1%
Value ($000) $3,164 Shares 65,498 Est. Cost $32.22 Unrealized +47.5%
MGEE MGE ENERGY INC 0.1%
Value ($000) $3,132 Shares 48,679 Est. Cost $30.41 Unrealized +78.8%
VERITIV CORP 0.1%
Value ($000) $3,119 Shares 69,300 Est. Cost $51.80 Unrealized
ZEUS OLYMPIC STEEL INC 0.1%
Value ($000) $3,008 Shares 154,400 Est. Cost $22.72 Unrealized -19.4%
FNB FNB CORP PA 0.1%
Value ($000) $2,974 Shares 210,000 Est. Cost $10.85 Unrealized -7.6%
FCX FREEPORT-MCMORAN INC 0.1%
Value ($000) $2,915 Shares 242,700 Est. Cost $13.03 Unrealized -15.5%
AK STL HLDG CORP 0.1%
Value ($000) $2,905 Shares 442,200 Est. Cost $7.19 Unrealized
WAL WESTERN ALLIANCE BANCORP 0.1%
Value ($000) $2,903 Shares 59,000 Est. Cost $30.34 Unrealized +36.1%
COSAN LTD 0.1%
Value ($000) $2,771 Shares 432,300 Est. Cost $8.54 Unrealized
HPE HEWLETT PACKARD ENTERPRISE CO COM 0.1%
Value ($000) $2,728 Shares 164,445 Est. Cost $10.32 Unrealized +3.9%
PCM INC 0.1%
Value ($000) $2,717 Shares 144,902 Est. Cost $28.05 Unrealized
PG PROCTER AND GAMBLE CO 0.1%
Value ($000) $2,710 Shares 31,100 Est. Cost $56.05 Unrealized +25.1%
HOPE HOPE BANCORP INC 0.1%
Value ($000) $2,704 Shares 145,000 Est. Cost $19.07 Unrealized -2.7%
BBY BEST BUY INC 0.1%
Value ($000) $2,545 Shares 44,400 Est. Cost $21.17 Unrealized +85.1%
VARIAN MED SYS INC 0.1%
Value ($000) $2,538 Shares 24,600 Est. Cost $91.13 Unrealized
COACH INC 0.1%
Value ($000) $2,462 Shares 52,000 Est. Cost $41.32 Unrealized
DRI DARDEN RESTAURANTS INC 0.1%
Value ($000) $2,397 Shares 26,500 Est. Cost $48.13 Unrealized +42.9%
LUV SOUTHWEST AIRLS CO 0.1%
Value ($000) $2,287 Shares 36,800 Est. Cost $20.39 Unrealized +156.6%
MCK MCKESSON CORP 0.1%
Value ($000) $2,271 Shares 13,800 Est. Cost $136.52 Unrealized +3.7%
ROCKWELL COLLINS INC 0.1%
Value ($000) $2,259 Shares 21,500 Est. Cost $97.16 Unrealized
DE DEERE & CO 0.1%
Value ($000) $2,225 Shares 18,000 Est. Cost $69.34 Unrealized +48.2%
DAL DELTA AIR LINES INC DEL 0.1%
Value ($000) $2,176 Shares 40,500 Est. Cost $41.55 Unrealized +6.7%
CMI CUMMINS INC 0.1%
Value ($000) $2,174 Shares 13,400 Est. Cost $74.19 Unrealized +66.8%
AAL AMERICAN AIRLS GROUP INC 0.1%
Value ($000) $2,174 Shares 43,200 Est. Cost $38.59 Unrealized +16.8%
YUM YUM BRANDS INC 0.1%
Value ($000) $2,154 Shares 29,200 Est. Cost $55.54 Unrealized +7.4%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $2,137 Shares 28,800 Est. Cost $51.04 Unrealized +1.7%
AAPL APPLE INC 0.1%
Value ($000) $2,124 Shares 14,750 Est. Cost $18.69 Unrealized +83.6%
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $2,110 Shares 7,600 Est. Cost $206.79 Unrealized +5.6%
WSFS WSFS FINL CORP 0.1%
Value ($000) $2,109 Shares 46,500 Est. Cost $24.89 Unrealized +83.6%
KLAC KLA-TENCOR CORP 0.1%
Value ($000) $2,106 Shares 23,012 Est. Cost $76.28 Unrealized +14.0%
NORDSTROM INC 0.1%
Value ($000) $2,090 Shares 43,700 Est. Cost $68.81 Unrealized
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $2,076 Shares 84,400 Est. Cost $16.96 Unrealized +2.6%
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $2,060 Shares 29,100 Est. Cost $59.20 Unrealized -18.4%
HCA HCA HEALTHCARE INC 0.1%
Value ($000) $2,049 Shares 23,500 Est. Cost $67.53 Unrealized +16.5%
UAL UNITED CONTL HLDGS INC 0.1%
Value ($000) $2,047 Shares 27,200 Est. Cost $46.53 Unrealized +62.3%
AMP AMERIPRISE FINL INC 0.1%
Value ($000) $2,037 Shares 16,000 Est. Cost $103.84 Unrealized +3.3%
SWKS SKYWORKS SOLUTIONS INC 0.1%
Value ($000) $2,034 Shares 21,200 Est. Cost $55.21 Unrealized +54.0%
COR AMERISOURCEBERGEN CORP 0.1%
Value ($000) $2,023 Shares 21,400 Est. Cost $66.47 Unrealized +1.8%
APD AIR PRODS & CHEMS INC 0.1%
Value ($000) $2,003 Shares 14,000 Est. Cost $113.13 Unrealized +1.5%
LEA LEAR CORP 0.1%
Value ($000) $1,975 Shares 13,900 Est. Cost $119.43 Unrealized +0.1%
UNP UNION PAC CORP 0.1%
Value ($000) $1,971 Shares 18,100 Est. Cost $61.97 Unrealized +45.4%
CBS CORP NEW 0.1%
Value ($000) $1,958 Shares 30,700 Est. Cost $69.36 Unrealized
BIIB BIOGEN INC 0.1%
Value ($000) $1,954 Shares 7,200 Est. Cost $282.75 Unrealized -6.5%
CAH CARDINAL HEALTH INC 0.1%
Value ($000) $1,948 Shares 25,000 Est. Cost $60.58 Unrealized -3.6%
DIS DISNEY WALT CO 0.1%
Value ($000) $1,902 Shares 17,900 Est. Cost $103.01 Unrealized -0.5%
OMC OMNICOM GROUP INC 0.1%
Value ($000) $1,898 Shares 22,900 Est. Cost $53.35 Unrealized +15.1%
PYPL PAYPAL HLDGS INC 0.1%
Value ($000) $1,878 Shares 35,000 Est. Cost $38.45 Unrealized +27.5%
DG DOLLAR GEN CORP NEW 0.1%
Value ($000) $1,867 Shares 25,900 Est. Cost $66.64 Unrealized -3.3%
WU WESTERN UN CO 0.1%
Value ($000) $1,863 Shares 97,800 Est. Cost $20.35 Unrealized
HOG HARLEY DAVIDSON INC 0.1%
Value ($000) $1,853 Shares 34,300 Est. Cost $58.21 Unrealized -4.4%
GAP GAP INC DEL 0.1%
Value ($000) $1,836 Shares 83,500 Est. Cost $21.06 Unrealized -16.5%
JBHT HUNT J B TRANS SVCS INC 0.1%
Value ($000) $1,809 Shares 19,800 Est. Cost $89.28 Unrealized -8.5%
ALK ALASKA AIR GROUP INC 0.1%
Value ($000) $1,795 Shares 20,000 Est. Cost $38.66 Unrealized +114.1%
L BRANDS INC 0.1%
Value ($000) $1,789 Shares 33,200 Est. Cost $47.09 Unrealized
DELTA NAT GAS INC 0.1%
Value ($000) $1,766 Shares 57,954 Est. Cost $22.03 Unrealized
RGCO RGC RES INC 0.1%
Value ($000) $1,677 Shares 59,179 Est. Cost $15.34 Unrealized +60.0%
V VISA INC 0.0%
Value ($000) $1,594 Shares 17,000 Est. Cost $55.59 Unrealized +57.3%
TCBI TEXAS CAPITAL BANCSHARES INC COM 0.0%
Value ($000) $1,548 Shares 20,000 Est. Cost $67.45 Unrealized +14.2%
GPN GLOBAL PMTS INC 0.0%
Value ($000) $1,535 Shares 17,000 Est. Cost $80.01 Unrealized +2.8%
BAC BANK AMER CORP 0.0%
Value ($000) $1,528 Shares 63,000 Est. Cost $11.26 Unrealized +69.6%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.0%
Value ($000) $1,524 Shares 9,000 Est. Cost $138.45 Unrealized +20.1%
MA MASTERCARD INCORPORATED 0.0%
Value ($000) $1,521 Shares 12,523 Est. Cost $94.47 Unrealized +19.7%
C CITIGROUP INC 0.0%
Value ($000) $1,505 Shares 22,500 Est. Cost $38.75 Unrealized +19.9%
AZO AUTOZONE INC 0.0%
Value ($000) $1,483 Shares 2,600 Est. Cost $740.49 Unrealized -12.1%
JPM JPMORGAN CHASE & CO. 0.0%
Value ($000) $1,462 Shares 16,000 Est. Cost $47.11 Unrealized +45.5%
GUARANTY BANCSHARES INC TEX 0.0%
Value ($000) $1,438 Shares 45,000 Est. Cost $31.96 Unrealized
MCO MOODYS CORP 0.0%
Value ($000) $1,399 Shares 11,500 Est. Cost $108.23 Unrealized 0.0%
KR KROGER CO 0.0%
Value ($000) $1,383 Shares 59,300 Est. Cost $25.17 Unrealized -6.1%
GS GOLDMAN SACHS GROUP INC 0.0%
Value ($000) $1,376 Shares 6,200 Est. Cost $155.90 Unrealized +18.4%
BKU BANKUNITED INC 0.0%
Value ($000) $1,348 Shares 40,000 Est. Cost $18.72 Unrealized +41.1%
FRCB FIRST REP BK SAN FRANCISCO CAL COM 0.0%
Value ($000) $1,301 Shares 13,000 Est. Cost $90.84 Unrealized 0.0%
MS MORGAN STANLEY 0.0%
Value ($000) $1,292 Shares 29,000 Est. Cost $25.08 Unrealized +33.7%
WFC WELLS FARGO CO NEW 0.0%
Value ($000) $1,274 Shares 23,000 Est. Cost $37.00 Unrealized +14.0%
AGO ASSURED GUARANTY LTD 0.0%
Value ($000) $1,252 Shares 30,000 Est. Cost $34.02 Unrealized 0.0%
EWBC EAST WEST BANCORP INC 0.0%
Value ($000) $1,172 Shares 20,000 Est. Cost $42.66 Unrealized +5.3%
SUNTRUST BKS INC 0.0%
Value ($000) $1,134 Shares 20,000 Est. Cost $34.21 Unrealized
PNC PNC FINL SVCS GROUP INC 0.0%
Value ($000) $1,124 Shares 9,000 Est. Cost $55.19 Unrealized +63.7%
FITB FIFTH THIRD BANCORP 0.0%
Value ($000) $1,038 Shares 40,000 Est. Cost $12.76 Unrealized +41.2%
USB US BANCORP DEL 0.0%
Value ($000) $1,038 Shares 20,000 Est. Cost $31.97 Unrealized +15.6%
PFBC PREFERRED BK LOS ANGELES CA 0.0%
Value ($000) $936 Shares 17,500 Est. Cost $54.31 Unrealized -5.1%
QTWO Q2 HLDGS INC 0.0%
Value ($000) $924 Shares 25,000 Est. Cost $37.96 Unrealized 0.0%
ETR ENTERGY CORP NEW 0.0%
Value ($000) $918 Shares 11,960 Est. Cost $22.06 Unrealized +26.6%
GAS NAT INC 0.0%
Value ($000) $803 Shares 62,218 Est. Cost $9.41 Unrealized
CFG CITIZENS FINL GROUP INC 0.0%
Value ($000) $714 Shares 20,000 Est. Cost $17.51 Unrealized +43.6%
UCB UNITED CMNTY BKS BLAIRSVLE GA COM 0.0%
Value ($000) $695 Shares 25,000 Est. Cost $25.05 Unrealized +8.0%
MRK MERCK & CO INC 0.0%
Value ($000) $551 Shares 8,600 Est. Cost $30.52 Unrealized +52.5%
COF CAPITAL ONE FINL CORP 0.0%
Value ($000) $496 Shares 6,000 Est. Cost $54.41 Unrealized +28.6%
CORNING NAT GAS HLDG CORP 0.0%
Value ($000) $479 Shares 24,382 Est. Cost $19.13 Unrealized
RF REGIONS FINL CORP NEW 0.0%
Value ($000) $439 Shares 30,000 Est. Cost $7.28 Unrealized +39.5%
CMA COMERICA INC 0.0%
Value ($000) $366 Shares 5,000 Est. Cost $33.38 Unrealized +45.8%
ZION ZIONS BANCORPORATION 0.0%
Value ($000) $263 Shares 6,000 Est. Cost $43.44 Unrealized -5.2%
AU OPTRONICS CORP 0.0%
Value ($000) $75 Shares 16,428 Est. Cost $3.84 Unrealized
GUIDANCE SOFTWARE INC 0.0%
Value ($000) $67 Shares 10,094 Est. Cost $6.64 Unrealized
JA SOLAR HOLDINGS CO LTD 0.0%
Value ($000) $64 Shares 10,078 Est. Cost $6.35 Unrealized
ADVANCED SEMICONDUCTOR ENGR 0.0%
Value ($000) $64 Shares 10,133 Est. Cost $6.32 Unrealized