CIK: 0000823621 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 3, 2020
Total Value ($000): $2,181,517 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SAP | SAP SE | 741,418 | $103,799 | 4.8% | $104.84 | — | SPON ADR | 803054204 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 1,476,615 | $83,827 | 3.8% | $56.77 | — | SPONSORED ADS | 874039100 |
| BABA | ALIBABA GROUP HLDG LTD | 383,630 | $82,749 | 3.8% | $215.70 | — | SPONSORED ADS | 01609W102 |
| SNN | SMITH & NEPHEW GROUP PLC | 2,101,935 | $80,126 | 3.7% | $34.33 | — | SPDN ADR NEW | 83175M205 |
| ASML | ASML HOLDING N V | 190,635 | $70,159 | 3.2% | $192.29 | — | N Y REGISTRY SHS | N07059210 |
| SNY | SANOFI | 1,279,462 | $65,317 | 3.0% | $47.80 | — | SPONSORED ADR | 80105N105 |
| NTR | NUTRIEN LTD | 1,885,283 | $60,518 | 2.8% | $41.64 | -30.5% | COM | 67077M108 |
| — | MARVELL TECHNOLOGY GROUP LTD | 1,575,746 | $55,246 | 2.5% | $26.56 | — | ORD | G5876H105 |
| AMZN | AMAZON COM INC | 19,693 | $54,329 | 2.5% | $96.79 | +24.8% | COM | 023135106 |
| AMAT | APPLIED MATLS INC | 790,855 | $47,807 | 2.2% | $45.34 | +13.0% | COM | 038222105 |
| GOOGL | ALPHABET INC | 32,511 | $46,102 | 2.1% | $37.05 | +80.6% | CAP STK CL A | 02079K305 |
| CTVA | CORTEVA INC | 1,634,305 | $43,783 | 2.0% | $25.38 | -4.1% | COM | 22052L104 |
| MMM | 3M CO | 277,103 | $43,225 | 2.0% | $105.80 | -3.2% | COM | 88579Y101 |
| — | VMWARE INC | 275,989 | $42,740 | 2.0% | $149.79 | — | CL A COM | 928563402 |
| MSI | MOTOROLA SOLUTIONS INC | 303,055 | $42,467 | 1.9% | $131.57 | 0.0% | COM NEW | 620076307 |
| VZ | VERIZON COMMUNICATIONS INC | 753,764 | $41,555 | 1.9% | $38.86 | +4.9% | COM | 92343V104 |
| CL | COLGATE PALMOLIVE CO | 554,458 | $40,620 | 1.9% | $61.53 | +1.4% | COM | 194162103 |
| GS | GOLDMAN SACHS GROUP INC | 204,449 | $40,403 | 1.9% | $185.00 | -11.3% | COM | 38141G104 |
| AXP | AMERICAN EXPRESS CO | 419,143 | $39,902 | 1.8% | $78.77 | +8.7% | COM | 025816109 |
| PPG | PPG INDS INC | 369,201 | $39,157 | 1.8% | $95.66 | -9.7% | COM | 693506107 |
| TT | TRANE TECHNOLOGIES PLC | 434,372 | $38,650 | 1.8% | $80.66 | 0.0% | SHS | G8994E103 |
| ROK | ROCKWELL AUTOMATION INC | 179,356 | $38,203 | 1.8% | $150.53 | +16.6% | COM | 773903109 |
| JPM | JPMORGAN CHASE & CO | 396,359 | $37,282 | 1.7% | $94.71 | -13.7% | COM | 46625H100 |
| INVH | INVITATION HOMES INC | 1,190,232 | $32,767 | 1.5% | $17.07 | +24.3% | COM | 46187W107 |
| SWK | STANLEY BLACK & DECKER INC | 231,471 | $32,262 | 1.5% | $112.43 | -10.0% | COM | 854502101 |
| MDT | MEDTRONIC PLC | 350,928 | $32,180 | 1.5% | $69.74 | +17.3% | SHS | G5960L103 |
| UPS | UNITED PARCEL SERVICE INC | 286,674 | $31,872 | 1.5% | $73.34 | +8.7% | CL B | 911312106 |
| SRE | SEMPRA ENERGY | 269,290 | $31,569 | 1.4% | $57.30 | -10.9% | COM | 816851109 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 510,544 | $31,460 | 1.4% | $54.61 | 0.0% | COM | 75513E101 |
| SWKS | SKYWORKS SOLUTIONS INC | 244,128 | $31,214 | 1.4% | $68.44 | +41.0% | COM | 83088M102 |
| LHX | L3HARRIS TECHNOLOGIES INC | 182,148 | $30,905 | 1.4% | $167.75 | 0.0% | COM | 502431109 |
| PFE | PFIZER INC | 883,034 | $28,875 | 1.3% | $25.83 | +0.6% | COM | 717081103 |
| GILD | GILEAD SCIENCES INC | 367,534 | $28,278 | 1.3% | $50.99 | +20.5% | COM | 375558103 |
| AWK | AMERICAN WTR WKS CO INC NEW | 219,484 | $28,239 | 1.3% | $62.71 | +78.5% | COM | 030420103 |
| AIG | AMERICAN INTL GROUP INC | 888,376 | $27,700 | 1.3% | $43.89 | -44.5% | COM NEW | 026874784 |
| C | CITIGROUP INC | 541,050 | $27,648 | 1.3% | $38.30 | +1.0% | COM NEW | 172967424 |
| KKR | KKR & CO INC | 891,686 | $27,535 | 1.3% | $22.47 | +13.3% | COM | 48251W104 |
| HD | HOME DEPOT INC | 109,726 | $27,487 | 1.3% | $154.03 | +29.7% | COM | 437076102 |
| UNP | UNION PAC CORP | 157,026 | $26,548 | 1.2% | $144.98 | -2.4% | COM | 907818108 |
| V | VISA INC | 137,336 | $26,529 | 1.2% | $180.63 | -2.8% | COM CL A | 92826C839 |
| — | TE CONNECTIVITY LTD | 321,296 | $26,202 | 1.2% | $62.98 | — | REG SHS | H84989104 |
| BIIB | BIOGEN INC | 94,998 | $25,417 | 1.2% | $314.69 | -4.5% | COM | 09062X103 |
| CB | CHUBB LIMITED | 199,491 | $25,260 | 1.2% | $106.19 | 0.0% | COM | H1467J104 |
| CNC | CENTENE CORP DEL | 360,531 | $22,912 | 1.1% | $51.86 | +25.5% | COM | 15135B101 |
| SCHW | SCHWAB CHARLES CORP | 668,511 | $22,556 | 1.0% | $39.27 | -15.5% | COM | 808513105 |
| VICI | VICI PPTYS INC | 396,834 | $8,012 | 0.4% | $17.14 | -21.0% | COM | 925652109 |
| DOX | AMDOCS LTD | 128,995 | $7,853 | 0.4% | $58.41 | -6.1% | SHS | G02602103 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 181,392 | $7,357 | 0.3% | $40.40 | -18.5% | SHS | G0692U109 |
| CRNC | CERENCE INC | 172,156 | $7,031 | 0.3% | $19.77 | +45.3% | COM | 156727109 |
| BRKR | BRUKER CORP | 167,173 | $6,801 | 0.3% | $27.94 | +38.3% | COM | 116794108 |
| SHY | ISHARES TR | 75,253 | $6,518 | 0.3% | $84.75 | — | 1 3 YR TREAS BD | 464287457 |
| ON | ON SEMICONDUCTOR CORP | 318,357 | $6,310 | 0.3% | $19.26 | -15.4% | COM | 682189105 |
| EXPD | EXPEDITORS INTL WASH INC | 80,694 | $6,136 | 0.3% | $50.23 | +36.0% | COM | 302130109 |
| RHI | ROBERT HALF INTL INC | 101,896 | $5,383 | 0.2% | $52.68 | -9.9% | COM | 770323103 |
| JBHT | HUNT J B TRANS SVCS INC | 44,567 | $5,363 | 0.2% | $98.55 | +3.9% | COM | 445658107 |
| VMC | VULCAN MATLS CO | 46,087 | $5,339 | 0.2% | $104.50 | 0.0% | COM | 929160109 |
| KNX | KNIGHT SWIFT TRANSN HLDGS IN | 127,215 | $5,306 | 0.2% | $32.22 | +11.5% | CL A | 499049104 |
| FNF | FIDELITY NATIONAL FINANCIAL | 170,847 | $5,238 | 0.2% | $25.54 | -16.9% | FNF GROUP COM | 31620R303 |
| NNN | NATIONAL RETAIL PROPERTIES I | 143,516 | $5,092 | 0.2% | $35.48 | — | COM | 637417106 |
| AFG | AMERICAN FINL GROUP INC OHIO | 79,925 | $5,072 | 0.2% | $51.09 | -28.3% | COM | 025932104 |
| IPGP | IPG PHOTONICS CORP | 31,352 | $5,029 | 0.2% | $134.84 | +5.6% | COM | 44980X109 |
| LECO | LINCOLN ELEC HLDGS INC | 59,641 | $5,024 | 0.2% | $89.21 | -11.4% | COM | 533900106 |
| AOS | SMITH A O CORP | 105,517 | $4,972 | 0.2% | $38.35 | +2.9% | COM | 831865209 |
| ATO | ATMOS ENERGY CORP | 49,873 | $4,966 | 0.2% | $70.35 | +24.5% | COM | 049560105 |
| QRVO | QORVO INC | 44,770 | $4,948 | 0.2% | $72.66 | +36.4% | COM | 74736K101 |
| HUBB | HUBBELL INC | 39,421 | $4,942 | 0.2% | $98.18 | +12.3% | COM | 443510607 |
| TTC | TORO CO | 74,141 | $4,919 | 0.2% | $61.93 | +6.0% | COM | 891092108 |
| MMS | MAXIMUS INC | 69,651 | $4,907 | 0.2% | $55.02 | +22.2% | COM | 577933104 |
| STE | STERIS PLC | 31,363 | $4,812 | 0.2% | $141.97 | +2.0% | SHS USD | G8473T100 |
| MTN | VAIL RESORTS INC | 26,360 | $4,801 | 0.2% | $215.22 | -18.7% | COM | 91879Q109 |
| WTRG | ESSENTIAL UTILS INC | 113,297 | $4,786 | 0.2% | $47.11 | -10.3% | COM | 29670G102 |
| CRL | CHARLES RIV LABS INTL INC | 27,355 | $4,769 | 0.2% | $149.98 | +6.4% | COM | 159864107 |
| IWD | ISHARES TR | 42,083 | $4,739 | 0.2% | $114.89 | — | RUS 1000 VAL ETF | 464287598 |
| EWBC | EAST WEST BANCORP INC | 129,723 | $4,701 | 0.2% | $31.56 | -8.8% | COM | 27579R104 |
| BIO | BIO RAD LABS INC | 10,207 | $4,608 | 0.2% | $367.68 | +20.0% | CL A | 090572207 |
| — | CORESITE RLTY CORP | 38,044 | $4,606 | 0.2% | $116.27 | — | COM | 21870Q105 |
| LDOS | LEIDOS HOLDINGS INC | 48,670 | $4,559 | 0.2% | $36.12 | +153.0% | COM | 525327102 |
| ULTA | ULTA BEAUTY INC | 22,283 | $4,533 | 0.2% | $243.72 | -11.8% | COM | 90384S303 |
| EEFT | EURONET WORLDWIDE INC | 47,053 | $4,509 | 0.2% | $95.68 | -3.5% | COM | 298736109 |
| ACGL | ARCH CAP GROUP LTD | 156,712 | $4,490 | 0.2% | $26.67 | -1.5% | ORD | G0450A105 |
| HII | HUNTINGTON INGALLS INDS INC | 23,556 | $4,110 | 0.2% | $188.07 | -13.2% | COM | 446413106 |
| NVR | NVR INC | 1,231 | $4,012 | 0.2% | $3395.45 | -9.7% | COM | 62944T105 |
| — | PACWEST BANCORP DEL | 202,631 | $3,994 | 0.2% | $31.73 | — | COM | 695263103 |
| SYF | SYNCHRONY FINANCIAL | 165,317 | $3,663 | 0.2% | $17.01 | 0.0% | COM | 87165B103 |
| EFA | ISHARES TR | 59,546 | $3,625 | 0.2% | $68.05 | — | MSCI EAFE ETF | 464287465 |
| NSP | INSPERITY INC | 39,460 | $2,554 | 0.1% | $56.82 | -24.9% | COM | 45778Q107 |
| — | M D C HLDGS INC | 68,590 | $2,449 | 0.1% | $35.70 | — | COM | 552676108 |
| EBS | EMERGENT BIOSOLUTIONS INC | 30,495 | $2,412 | 0.1% | $47.92 | +55.5% | COM | 29089Q105 |
| CRVL | CORVEL CORP | 33,515 | $2,376 | 0.1% | $23.51 | -16.3% | COM | 221006109 |
| JRVR | JAMES RIV GROUP LTD | 52,768 | $2,375 | 0.1% | $39.29 | -5.4% | COM | G5005R107 |
| — | PGT INNOVATIONS INC | 149,646 | $2,346 | 0.1% | $15.00 | — | COM | 69336V101 |
| ZLAB | ZAI LAB LTD | 28,495 | $2,340 | 0.1% | $44.62 | — | ADR | 98887Q104 |
| — | NV5 GLOBAL INC | 44,630 | $2,269 | 0.1% | $62.96 | — | COM | 62945V109 |
| EXEL | EXELIXIS INC | 94,636 | $2,247 | 0.1% | $18.29 | +26.7% | COM | 30161Q104 |
| — | HMS HLDGS CORP | 68,102 | $2,206 | 0.1% | $21.36 | — | COM | 40425J101 |
| — | BOTTOMLINE TECH DEL INC | 43,384 | $2,203 | 0.1% | $36.65 | — | COM | 101388106 |
| UBSI | UNITED BANKSHARES INC WEST V | 79,607 | $2,202 | 0.1% | $34.02 | -21.1% | COM | 909907107 |
| AEIS | ADVANCED ENERGY INDS | 32,382 | $2,195 | 0.1% | $52.55 | +11.2% | COM | 007973100 |
| RMBS | RAMBUS INC DEL | 143,251 | $2,177 | 0.1% | $12.35 | +14.0% | COM | 750917106 |
| DLB | DOLBY LABORATORIES INC | 33,051 | $2,177 | 0.1% | $59.32 | -7.2% | COM CL A | 25659T107 |
| BWXT | BWX TECHNOLOGIES INC | 38,304 | $2,170 | 0.1% | $55.18 | -5.5% | COM | 05605H100 |
| — | WNS HLDGS LTD | 39,180 | $2,154 | 0.1% | $54.98 | — | SPON ADR | 92932M101 |
| AMH | AMERICAN HOMES 4 RENT | 78,434 | $2,110 | 0.1% | $20.08 | — | CL A | 02665T306 |
| RGA | REINSURANCE GRP OF AMERICA I | 26,532 | $2,081 | 0.1% | $125.81 | -26.6% | COM NEW | 759351604 |
| HAIN | HAIN CELESTIAL GROUP INC | 65,166 | $2,053 | 0.1% | $22.26 | +29.9% | COM | 405217100 |
| ENS | ENERSYS | 31,854 | $2,051 | 0.1% | $57.12 | -2.2% | COM | 29275Y102 |
| — | PERFICIENT INC | 57,315 | $2,051 | 0.1% | $35.78 | — | COM | 71375U101 |
| QLTA | ISHARES TR | 35,400 | $2,048 | 0.1% | $57.85 | — | A RATE CP BD ETF | 46429B291 |
| CBT | CABOT CORP | 55,033 | $2,039 | 0.1% | $36.44 | -19.4% | COM | 127055101 |
| MWA | MUELLER WTR PRODS INC | 216,062 | $2,037 | 0.1% | $8.93 | -8.6% | COM SER A | 624758108 |
| RNR | RENAISSANCERE HOLDINGS LTD | 11,896 | $2,035 | 0.1% | $130.95 | +25.3% | COM | G7496G103 |
| IDA | IDACORP INC | 23,157 | $2,023 | 0.1% | $87.73 | +2.9% | COM | 451107106 |
| AGG | ISHARES TR | 17,089 | $2,020 | 0.1% | $113.85 | — | CORE US AGGBD ET | 464287226 |
| — | FORWARD AIR CORP | 40,542 | $2,020 | 0.1% | $56.50 | — | COM | 349853101 |
| FAF | FIRST AMERN FINL CORP | 41,624 | $1,999 | 0.1% | $39.39 | -1.5% | COM | 31847R102 |
| — | CARDIOVASCULAR SYS INC DEL | 62,613 | $1,975 | 0.1% | $31.54 | — | COM | 141619106 |
| HCSG | HEALTHCARE SVCS GROUP INC | 79,831 | $1,953 | 0.1% | $24.77 | -4.5% | COM | 421906108 |
| HUBG | HUB GROUP INC | 40,492 | $1,938 | 0.1% | $25.08 | -7.9% | CL A | 443320106 |
| EPRT | ESSENTIAL PPTYS RLTY TR INC | 129,697 | $1,925 | 0.1% | $13.63 | — | COM | 29670E107 |
| TXNM | PNM RES INC | 49,280 | $1,894 | 0.1% | $35.96 | +11.1% | COM | 69349H107 |
| AGZ | ISHARES TR | 15,464 | $1,873 | 0.1% | $115.06 | — | AGENCY BOND ETF | 464288166 |
| ICUI | ICU MED INC | 10,096 | $1,861 | 0.1% | $193.20 | +2.8% | COM | 44930G107 |
| LQD | ISHARES TR | 13,815 | $1,858 | 0.1% | $121.69 | — | IBOXX INV CP ETF | 464287242 |
| MMI | MARCUS & MILLICHAP INC | 63,621 | $1,836 | 0.1% | $27.86 | -6.3% | COM | 566324109 |
| CRI | CARTERS INC | 22,083 | $1,782 | 0.1% | $73.14 | -9.9% | COM | 146229109 |
| CVLT | COMMVAULT SYSTEMS INC | 46,031 | $1,781 | 0.1% | $53.95 | -26.5% | COM | 204166102 |
| MAN | MANPOWERGROUP INC | 25,719 | $1,768 | 0.1% | $88.76 | -23.1% | COM | 56418H100 |
| — | TCF FINANCIAL CORPORATION NE | 59,855 | $1,761 | 0.1% | $37.67 | — | COM | 872307103 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 45,320 | $1,754 | 0.1% | $44.61 | -21.8% | COM | 70959W103 |
| VSH | VISHAY INTERTECHNOLOGY INC | 113,793 | $1,738 | 0.1% | $16.86 | -17.8% | COM | 928298108 |
| PSN | PARSONS CORPORATION | 47,760 | $1,731 | 0.1% | $38.86 | -3.3% | COM | 70202L102 |
| UCB | UNITED CMNTY BKS BLAIRSVLE G | 85,109 | $1,712 | 0.1% | $25.07 | -23.6% | COM | 90984P303 |
| — | BIOTELEMETRY INC | 37,620 | $1,700 | 0.1% | $40.74 | — | COM | 090672106 |
| PAGS | PAGSEGURO DIGITAL LTD | 44,591 | $1,576 | 0.1% | $32.24 | -12.7% | COM CL A | G68707101 |
| YELP | YELP INC | 65,014 | $1,504 | 0.1% | $41.18 | -47.1% | CL A | 985817105 |
| — | ATHENEX INC | 102,286 | $1,407 | 0.1% | $10.82 | — | COM | 04685N103 |
| AL | AIR LEASE CORP | 47,789 | $1,400 | 0.1% | $36.31 | -33.5% | CL A | 00912X302 |
| ATHM | AUTOHOME INC | 18,413 | $1,390 | 0.1% | $71.28 | — | SP ADR RP CL A | 05278C107 |
| TDS | TELEPHONE & DATA SYS INC | 50,722 | $1,008 | 0.0% | $27.31 | -30.0% | COM NEW | 879433829 |
| — | LAZARD LTD | 34,746 | $995 | 0.0% | $32.22 | — | SHS A | G54050102 |
| — | DESPEGAR COM CORP | 122,094 | $877 | 0.0% | $8.59 | — | ORD SHS | G27358103 |
| LYG | LLOYDS BANKING GROUP PLC | 399,856 | $600 | 0.0% | $3.67 | — | SPONSORED ADR | 539439109 |
| — | AMERICAN INTL GROUP INC | 285,095 | $399 | 0.0% | $13.64 | — | *W EXP 01/19/202 | 026874156 |
| ACWI | ISHARES TR | 5,253 | $387 | 0.0% | $65.52 | — | MSCI ACWI ETF | 464288257 |
| ADI | ANALOG DEVICES INC | 2,205 | $270 | 0.0% | $98.34 | +1.0% | COM | 032654105 |
| KO | COCA COLA CO | 5,125 | $229 | 0.0% | $38.72 | 0.0% | COM | 191216100 |