Quantitative Investment Management

Latest statistics and disclosures from Quantitative Investment Management's latest quarterly 13F-HR filing:

Companies in the Quantitative Investment Management portfolio as of December 2018 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
iShares Russell 2000 Index (IWM) 5.68 822700 -32% 133.90
NVIDIA Corporation (NVDA) 4.74 688100 +121% 133.50
Apple (AAPL) 4.67 574000 +109% 157.74
Energy Select Sector SPDR (XLE) 4.53 1.53M -46% 57.35
SPDR S&P; Oil & Gas Explore & Prod. (XOP) 3.26 2.38M -6% 26.53
Industrial SPDR (XLI) 2.40 723000 -26% 64.41
SPDR Gold Trust (GLD) 1.97 315500 NEW 121.25
Advanced Micro Devices (AMD) 1.79 1.88M NEW 18.46
SPDR S&P; 500 ETF (SPY) 1.52 118100 NEW 249.92
Starbucks Corporation (SBUX) 1.36 409200 NEW 64.40
iShares MSCI EAFE Index Fund (EFA) 1.27 419800 -86% 58.78
Tesla Motors (TSLA) 1.22 70800 NEW 332.80
Consumer Discretionary SPDR (XLY) 1.18 231700 +31% 99.01
Verizon Communications (VZ) 1.16 399400 -9% 56.22
United Technologies Corporation (UTX) 1.06 193400 +302% 106.48
Goldman Sachs (GS) 1.05 122100 NEW 167.04
Schlumberger (SLB) 0.99 530400 +896% 36.08
iShares S&P; SmallCap 600 Index (IJR) 0.97 270400 +11% 69.32
International Business Machines (IBM) 0.92 156800 NEW 113.67
McDonald's Corporation (MCD) 0.89 96900 +18% 177.56
Coca-Cola Company (KO) 0.87 354900 +95% 47.35
Electronic Arts (ERTS) 0.83 203200 +1081% 78.91
Vanguard Europe Pacific ETF (VEA) 0.80 418100 -69% 37.10
Activision Blizzard (ATVI) 0.79 330300 +736% 46.57
Micron Technology (MU) 0.71 436400 NEW 31.73
iShares MSCI Brazil Index (EWZ) 0.71 358500 NEW 38.20
Halliburton Company (HAL) 0.67 487500 NEW 26.58
General Electric Company (GE) 0.64 1.64M +4361% 7.57
Marathon Petroleum Corp 0.63 205500 NEW 59.01
Market Vectors Etf Tr Oil Svcs 0.62 851200 +55% 14.03
Altria (MO) 0.60 236100 +92% 49.39
Occidental Petroleum Corporation (OXY) 0.57 181500 +274% 61.38
American Tower Reit 0.57 69800 +305% 158.18
Wynn Resorts (WYNN) 0.55 108300 +125% 98.90
SPDR S&P; Biotech (XBI) 0.55 148300 +391% 71.75
AT&T; (T) 0.54 367800 +142% 28.54
Raytheon Company (RTN) 0.54 68000 NEW 153.34
TJX Companies (TJX) 0.51 220600 NEW 44.74
Bristol Myers Squibb (BMY) 0.49 184300 NEW 51.98
SPDR S&P; Retail (XRT) 0.48 228000 -53% 40.99
PG&E; Corporation (PCG) 0.47 384300 +2035% 23.75
iShares MSCI EMU Index (EZU) 0.47 260800 35.06
Anadarko Petroleum Corporation (APC) 0.46 202000 +1982% 43.84
Devon Energy Corporation (DVN) 0.44 378200 +855% 22.54
Western Digital (WDC) 0.44 232000 +313% 36.97
salesforce (CRM) 0.44 62300 NEW 136.97
Lockheed Martin Corporation (LMT) 0.43 31600 NEW 261.84
Dowdupont Inc 0.43 154300 +173% 53.47
Northrop Grumman Corporation (NOC) 0.42 33000 NEW 244.88
Ishares Core Msci Eafe Etf core msci eafe 0.42 147400 -79% 55.00
MasterCard Incorporated (MA) 0.41 42600 NEW 188.64
Target Corporation (TGT) 0.40 116600 +22% 66.09
Kellogg Company (K) 0.40 137200 NEW 57.00
SPDR KBW Regional Banking (KRE) 0.39 162600 NEW 46.79
Vanguard European ETF (VGK) 0.39 155700 -56% 48.62
V.F. Corporation (VFC) 0.38 104400 NEW 71.33
Valero Energy Corporation (VLO) 0.38 97700 +367% 74.96
Technology SPDR (XLK) 0.38 119200 NEW 61.98
Allergan 0.38 54400 +70% 133.66
Philip Morris International (PM) 0.37 107166 NEW 66.76
Dxc Technology 0.36 129700 NEW 53.17
Tiffany & Co. (TIF) 0.35 85300 NEW 80.50
ConAgra Foods (CAG) 0.35 316600 NEW 21.36
Mohawk Industries (MHK) 0.34 56500 +39% 116.96
Marathon Oil Corporation (MRO) 0.34 453700 +78% 14.34
Nxp Semiconductors N V 0.34 90100 -54% 73.27
iShares MSCI Germany Index Fund (EWG) 0.34 261400 +126% 25.35
CenturyLink (CTL) 0.33 418600 +594% 15.15
Applied Materials (AMAT) 0.33 197900 +83% 32.74
State Street Corporation (STT) 0.32 99500 NEW 63.07
Newell Rubbermaid (NWL) 0.32 330600 +42% 18.59
Anheuser-Busch InBev NV (BUD) 0.32 94200 +923% 65.81
Equifax (EFX) 0.31 65200 +176% 93.13
Nordstrom (JWN) 0.30 124700 +55% 46.61
Ball Corporation (BLL) 0.30 124500 NEW 45.98
eBay (EBAY) 0.29 197000 NEW 28.07
iShares Russell 2000 Growth Index (IWO) 0.29 33100 -36% 167.98
Lear Corporation (LEA) 0.27 43000 +140% 122.84
Wal-Mart Stores (WMT) 0.27 55600 -78% 93.15
Apache Corporation (APA) 0.27 196200 +437% 26.25
Noble Energy (NBL) 0.27 274100 NEW 18.76
Laboratory Corp. of America Holdings (LH) 0.27 41400 +1235% 126.35
ConocoPhillips (COP) 0.27 82900 -50% 62.34
Hess (HES) 0.27 129100 +60% 40.50
Weyerhaeuser Company (WY) 0.27 241400 NEW 21.86
Alcoa 0.27 193700 +2974% 26.58
Petroleo Brasileiro SA (PBR) 0.26 383100 NEW 13.01
Align Technology (ALGN) 0.26 24300 NEW 209.42
Encana Corp C om 0.25 837900 +556% 5.78
Quest Diagnostics Incorporated (DGX) 0.25 57900 +1767% 83.26
British American Tobac (BTI) 0.25 152700 +505% 31.86
Broadridge Financial Solutions (BR) 0.24 48400 +1692% 96.24
Pvh Corporation 0.23 48800 NEW 92.93
International Paper Company (IP) 0.22 107900 NEW 40.35
General Dynamics Corporation (GD) 0.22 26700 +237% 157.19
Discovery Communications (DISCA) 0.22 171700 NEW 24.74
New Oriental Education & Tech (EDU) 0.22 77200 NEW 54.81
Edison International (EIX) 0.21 70300 +1967% 56.76
iShares MSCI Emerging Markets Indx (EEM) 0.20 97200 NEW 39.05
SYSCO Corporation (SYY) 0.20 62100 +15% 62.66
National-Oilwell Var (NOV) 0.20 152500 +1273% 25.70
Invesco Ltd shs 0.20 236700 +2391% 16.74
Fortinet (FTNT) 0.20 54100 NEW 70.43
iShares Dow Jones US Aerospace & Def.ETF (ITA) 0.20 22500 +38% 172.84
Microchip Technology (MCHP) 0.19 50300 -30% 71.91
Newfield Exploration (NFX) 0.19 247600 +192% 14.66
Pioneer Natural Resources (PXD) 0.19 28300 -14% 131.52
Suncor Energy Inc New 0.19 133200 +455% 27.97
Amarin Corporation (AMRN) 0.19 267000 +182% 13.61
Lennar Corporation (LEN) 0.17 86000 NEW 39.14
Sherwin-Williams Company (SHW) 0.17 8600 +309% 393.37
Baidu (BIDU) 0.17 20700 NEW 158.60
IPG Photonics Corporation (IPGP) 0.17 29300 +1731% 113.28
SPDR EURO STOXX 50 ETF (FEZ) 0.17 97300 -38% 33.27
TAL Education (XRS) 0.17 120300 +112% 26.67
Sba Communications Corp Com stock 0.17 20400 NEW 161.86
Packaging Corporation of America (PKG) 0.16 36400 NEW 83.43
Weight Watchers International (WTW) 0.16 79700 +1753% 38.54
Hormel Foods Corporation (HRL) 0.16 71600 +364% 42.67
Jack Henry & Associates (JKHY) 0.16 24600 NEW 126.50
iShares Russell 2000 Value Index (IWN) 0.16 28800 +53% 107.53
Vanguard Growth ETF (VUG) 0.16 23100 NEW 134.33
Liberty Global Inc C 0.16 147000 +764% 20.64
Perrigo Company 0.16 80700 NEW 38.75
S&p Global 0.16 18100 NEW 169.89
Transocean Ltd. 0.15 405400 +39% 6.94
Vulcan Materials Company (VMC) 0.15 28600 NEW 98.78
AutoZone (AZO) 0.15 3400 -73% 838.24
Thor Industries (THO) 0.15 56000 NEW 52.00
Ventas (VTR) 0.15 48700 NEW 58.58
Direxion Daily Energy Bull 3X Shs (ERX) 0.15 196900 -15% 15.15
Ambev Sa- 0.15 747200 NEW 3.92
BP (BP) 0.14 71600 -67% 37.92
CME (CME) 0.14 14200 -45% 188.10
Affiliated Managers (AMG) 0.14 27600 NEW 97.43
Home Depot (HD) 0.14 15300 -84% 171.76
Bed Bath & Beyond (BBBY) 0.14 246800 NEW 11.32
LKQ Corporation (LKQX) 0.14 115200 NEW 23.72
Fluor Corporation (FLR) 0.14 84000 NEW 32.19
Discovery Communications (DISCK) 0.14 113600 NEW 23.07
Huntington Ingalls Inds. Inc. 0.14 14400 NEW 190.28
Vodafone Group New Adr F 0.14 143400 +994% 19.27
Technipfmc 0.14 142300 +121% 19.58
Tapestry 0.14 79200 +156% 33.75
Owens Corning (OC) 0.13 59400 +858% 43.97
PNC Financial Services (PNC) 0.13 21300 NEW 116.90
Ecolab (ECL) 0.13 17700 +88% 147.34
Republic Services (RSG) 0.13 34400 +237% 72.06
Comerica Incorporated (CMA) 0.13 37200 NEW 68.68
Xilinx (XLNX) 0.13 28800 NEW 85.14
Flextronics International Ltd Com Stk 0.13 321000 NEW 7.61
Westlake Chemical Corporation (WLK) 0.13 36700 NEW 66.16
Signet Jewelers Limited 0.13 79800 NEW 31.77
Westrock 0.13 66700 NEW 37.75
Willis Towers Watson 0.13 16800 NEW 151.85
Chubb 0.13 19900 NEW 129.15
Coca Cola European Partners shs 0.13 55500 +148% 45.84
Whiting Petroleum Corp Com 0.13 107500 NEW 22.69
Hasbro (HAS) 0.12 27700 NEW 81.23
Progressive Corporation (PGR) 0.12 38500 NEW 60.31
Martin Marietta Materials (MLM) 0.12 13000 +348% 171.85
Copart (CPRT) 0.12 47800 NEW 47.76
Freeport-McMoRan Copper & Gold (FCX) 0.12 232900 +69% 10.31
Shire (SHPGY) 0.12 13500 -41% 174.00
Stericycle (SRCL) 0.12 63900 +552% 36.68
Chesapeake Energy Corporation (CHK) 0.12 1.07M +5464% 2.10
Textron (TXT) 0.12 49000 +134% 45.98
Neurocrine Biosciences (NBIX) 0.12 32100 NEW 71.40
Ss&c Technologies Holding 0.12 50500 NEW 45.11
SPDR S&P; Metals and Mining (XME) 0.12 85600 NEW 26.18
Synovus Finl 0.12 70300 NEW 31.98
Baker Hughes A Ge Company 0.12 111600 NEW 21.50
Petroleo Brasileiro SA (PBR.A) 0.11 181800 NEW 11.59
Johnson & Johnson (JNJ) 0.11 15900 NEW 128.99
3M Company (MMM) 0.11 10800 -56% 190.46
Masco Corporation (MAS) 0.11 74100 NEW 29.23
Eastman Chemical Company (EMN) 0.11 27900 NEW 73.08
Ford Motor Company (F) 0.11 275300 NEW 7.65
Exelon Corporation (EXC) 0.11 46800 -63% 45.09
Wyndham Worldwide Corporation (WYN) 0.11 58100 +230% 35.83
Deutsche Bank Ag-registered 0.11 256300 NEW 8.15
Celgene Corporation (CELG) 0.11 32300 NEW 64.09
iShares Russell 1000 Growth Index (IWF) 0.11 15900 NEW 130.88
Oasis Petroleum (OAS) 0.11 386300 +304% 5.53
First Trust DJ Internet Index Fund (FDN) 0.11 19100 NEW 116.65
Ligand Pharmaceuticals In 0.11 16200 NEW 135.68
Hubbell 0.11 22400 NEW 99.33
Olin Corporation (OLN) 0.10 94200 NEW 20.11
Herbalife Ltd Com Stk 0.10 32000 +110% 58.94
Finisar Corporation (FNSR) 0.10 89300 +199% 21.59
HCP (HCP) 0.10 68000 +3% 27.93
Aspen Technology (AZPN) 0.10 22900 NEW 82.14
SPDR S&P; Homebuilders (XHB) 0.10 62600 NEW 32.51
Six Flags Entertainment (SIX) 0.10 34500 +255% 55.62
Visteon Corporation (VC) 0.10 31400 +568% 60.25
Duke Energy 0.10 21600 -32% 86.30
Wright Express 0.10 13300 NEW 140.00
Endo International 0.10 274300 NEW 7.30
Ryanair Holdings 0.10 26700 +968% 71.31
Dentsply Sirona 0.10 53600 -53% 37.20
Tenaris S.A. (TS) 0.09 85500 NEW 21.31
Snap-on Incorporated (SNA) 0.09 12300 NEW 145.28
Stanley Black & Decker (SWK) 0.09 14900 NEW 119.73
Coherent (COHR) 0.09 17400 +987% 105.69
Eagle Materials (EXP) 0.09 30000 NEW 61.00
FLIR Systems (FLIR) 0.09 40400 +116% 43.54
Ultimate Software (ULTI) 0.09 6900 NEW 244.78
Texas Capital Bancshares (TCBI) 0.09 32300 NEW 51.08
Sally Beauty Holdings (SBH) 0.09 103500 +265% 17.04
SM Energy (SM) 0.09 111500 NEW 15.48
CBOE Holdings (CBOE) 0.09 17100 NEW 97.78
Shutterfly (SFLY) 0.09 42500 +179% 40.26
Vanguard Information Technology ETF (VGT) 0.09 10300 NEW 166.80
Spirit Airlines Inc Com 0.09 31700 -12% 57.92
Liberty Global Inc Com Ser A 0.09 85700 NEW 21.33
Bwx Technologies 0.09 45200 NEW 38.21
Bank Ozk 0.09 78200 +574% 22.83
ANSYS (ANSS) 0.08 10600 142.92
Teva Pharmaceutical Industries (TEVA) 0.08 96100 NEW 15.41
Core Laboratories N.V. (CLB) 0.08 27200 +466% 59.63
Cracker Barrel Old Country Store (CBRL) 0.08 9400 NEW 159.79
Emerson Electric (EMR) 0.08 26100 -7% 59.73
SAP AG (SAP) 0.08 15300 +218% 99.54
Penn National Gaming (PENN) 0.08 83900 +662% 18.82
Scientific Games (SGMS) 0.08 83000 +128% 17.88
Alliance Data Systems Corporation (ADS) 0.08 10300 NEW 150.00
Acuity Brands (AYI) 0.08 13200 NEW 114.92
Stamps (STMP) 0.08 10100 +172% 155.54
iShares Dow Jones US Home Const. (ITB) 0.08 50300 NEW 30.04
Nabors Industries Ltd shs 0.08 772400 NEW 2.00
QEP Resources (QEP) 0.08 274100 NEW 5.63
Pdc Energy 0.08 52900 NEW 29.75
Ensco Plc Shs Class A 0.08 431600 +648% 3.56
Spectrum Brands Holding Inc 0.08 38900 NEW 42.24
Suntrust Banks Inc $1.00 Par Cmn 0.07 28200 NEW 50.43
Cullen/Frost Bankers (CFR) 0.07 14800 NEW 87.91
United Rentals (URI) 0.07 12400 -37% 102.50
Equity Residential (EQR) 0.07 19600 +256% 65.97
WellCare Health Plans (WCG) 0.07 6100 NEW 236.07
Williams-Sonoma (WSM) 0.07 28700 +5% 50.42
Credit Suisse Group AG (CS) 0.07 123700 NEW 10.86
Canadian Natural Resources 0.07 58300 NEW 24.12
Essex Property Trust (ESS) 0.07 5200 245.19
Medical Properties Trust (MPW) 0.07 85700 +88% 16.08
Hain Celestial (HAIN) 0.07 88300 NEW 15.86
Associated Banc- (ASBC) 0.07 66600 NEW 19.79
Alnylam Pharmaceuticals (ALNY) 0.07 19900 NEW 72.86
Leidos Holdings 0.07 26000 +71% 52.69
Cleveland-cliffs Inc 0.07 167000 +7% 7.69
Mcdermott International Inc mcdermott intl inc 0.07 211500 +1319% 6.54
Grupo Televisa, S.A. (TV) 0.06 96200 NEW 12.58
Blackbaud (BLKB) 0.06 18600 NEW 62.85
Ryder System (R) 0.06 22800 NEW 48.11
Hanesbrands (HBI) 0.06 97800 NEW 12.53
Koninklijke Philips Electronics NV (PHG) 0.06 30600 +125% 35.10
Yum! Brands (YUM) 0.06 12500 -63% 91.92
National Beverage (FIZZ) 0.06 14900 +156% 71.74
Dollar Tree (DLTR) 0.06 13700 -68% 90.29
Papa John's Int'l (PZZA) 0.06 27900 NEW 39.78
Umpqua Holdings Corporation (UMPQ) 0.06 76600 NEW 15.89
Eaton Vance (EV) 0.06 31800 NEW 35.16
Ciena Corporation (CIEN) 0.06 33100 -55% 33.90
Denbury Resources (DNR) 0.06 666100 NEW 1.71
ING Groep N.V. (ING) 0.06 104500 NEW 10.65
United States Steel Corporation (X) 0.06 67700 NEW 18.23
VMware (VMW) 0.06 8900 NEW 137.08
Southern Copper Corporation (SCCO) 0.06 39800 NEW 30.75
Dana Holding Corporation (DAN) 0.06 82700 NEW 13.63
Zillow Group Inc Cl A stock 0.06 38400 +51% 31.41
Edgewell Pers Care 0.06 32600 +288% 37.33
Johnson Controls International Plc equity 0.06 40500 -33% 29.63
Compass Minerals International (CMP) 0.05 21200 +430% 41.65
Diamond Offshore Drilling (DO) 0.05 109100 +125% 9.43
Principal Financial (PFG) 0.05 21000 +150% 44.14
Regeneron Pharmaceuticals (REGN) 0.05 2700 +8% 373.33
Carnival Corporation (CCL) 0.05 19800 -55% 49.29
Continental Resources (CLR) 0.05 25100 -58% 40.16
Apartment Investment and Management (AIV) 0.05 21400 +107% 43.88
AvalonBay Communities (AVB) 0.05 5600 -53% 173.93
Overstock (OSTK) 0.05 77400 NEW 13.58
Methanex Corp 0.05 22000 +100% 48.14
Carlisle Companies (CSL) 0.05 10300 +35% 100.49
Dycom Industries (DY) 0.05 17400 NEW 54.02
Evercore Partners (EVR) 0.05 14500 NEW 71.52
Medicines Company (MDCO) 0.05 55300 NEW 19.13
Carrizo Oil & Gas (CRZO) 0.05 84900 NEW 11.28
Myriad Genetics (MYGN) 0.05 30300 NEW 29.04
Nektar Therapeutics (NKTR) 0.05 32400 +71% 32.84
Tyler Technologies (TYL) 0.05 5200 +6% 185.77
Urban Outfitters (URBN) 0.05 31200 NEW 33.17
Hancock Holding Company (HBHC) 0.05 25500 NEW 34.63
Integra LifeSciences Holdings (IART) 0.05 20100 NEW 45.07
ICU Medical, Incorporated (ICUI) 0.05 4500 NEW 229.56
Corporate Office Properties Trust (OFC) 0.05 43700 +207% 21.03
Senior Housing Properties Trust (SNH) 0.05 89100 +296% 11.72
First American Financial (FAF) 0.05 19800 NEW 44.60
American Water Works (AWK) 0.05 9900 +10% 90.71
Colfax Corporation (CFX) 0.05 43700 NEW 20.89
3D Systems Corporation (TDSC) 0.05 89100 NEW 10.17
Sabra Health Care REIT (SBRA) 0.05 58100 +97% 16.47
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 0.05 14100 NEW 63.48
Ralph Lauren Corp 0.05 10000 NEW 103.40
Sterling Bancorp/de 0.05 61400 NEW 16.50
Investors Ban 0.05 84700 NEW 10.39
Src Energy 0.05 190300 +99% 4.70
China Mobile (CHL) 0.04 15900 -34% 47.99
Boyd Gaming Corporation (BYD) 0.04 34000 NEW 20.76
Arthur J. Gallagher & Co. (AJG) 0.04 11300 +276% 73.63
Seattle Genetics (SGEN) 0.04 12000 NEW 56.58
KB Home (KBH) 0.04 39900 NEW 19.10
Curtiss-Wright (CW) 0.04 6700 NEW 102.09
Public Storage (PSA) 0.04 3900 -88% 202.31
T. Rowe Price (TROW) 0.04 9300 +138% 92.26
Avery Dennison Corporation (AVY) 0.04 9000 NEW 89.78
Autoliv (ALV) 0.04 10200 NEW 70.20
International Flavors & Fragrances (IFF) 0.04 5200 -56% 134.23
Royal Dutch Shell (RDS.A) 0.04 12900 -84% 58.22
Royal Dutch Shell (RDS.B) 0.04 12400 -59% 59.92
EOG Resources (EOG) 0.04 9300 -86% 87.20
Deluxe Corporation (DLX) 0.04 18400 NEW 38.42
STMicroelectronics N.V. (STM) 0.04 61700 NEW 13.87
Oceaneering International (OII) 0.04 64700 +212% 12.09
Raymond James Financial (RJF) 0.04 9800 NEW 74.39
Werner Enterprises (WERN) 0.04 24000 NEW 29.50
Wintrust Financial Corporation (WTFC) 0.04 11300 NEW 66.46
United Natural Foods (UNFI) 0.04 82400 +201% 10.58
EQT Corporation (EQT) 0.04 38300 NEW 18.88
Ironwood Pharmaceuticals (IRWD) 0.04 67600 NEW 10.36
Express (EXPR) 0.04 140100 NEW 5.10
Te Connectivity Ltd for 0.04 10300 NEW 75.53
Ellie Mae Inc. 0.04 11100 +258% 62.79
Noble Corp Plc equity 0.04 309200 NEW 2.62
Weatherford Intl Plc ord shs 0.04 1.29M NEW 0.56
Walgreen Boots Alliance 0.04 11200 NEW 68.30
Welltower Inc Com reit 0.04 12000 -68% 69.33
Itt 0.04 17100 NEW 48.25
Kosmos Energy Ltd 0.04 176500 NEW 4.07
CIT (CIT) 0.03 16600 NEW 38.25
IAC/InterActive (IACI) 0.03 3100 NEW 182.90
IDEXX Laboratories (IDXX) 0.03 3500 NEW 186.00
J.C. Penney Company (JCP) 0.03 643800 NEW 1.04
Cincinnati Financial Corporation (CINF) 0.03 6900 NEW 77.39
Jacobs Engineering (JEC) 0.03 11600 NEW 58.45
Illinois Tool Works (ITW) 0.03 4700 -50% 126.60
Barclays (BCS) 0.03 78400 NEW 7.54
Toll Brothers (TOL) 0.03 18700 -49% 32.89
II-VI (IIVI) 0.03 17800 +72% 32.42
Arch Capital Group Ltd 0.03 20000 -47% 26.70
Primerica (PRI) 0.03 5900 +118% 97.63
Robert Half International (RHI) 0.03 10700 -55% 57.20
American Axle & Manufact. Holdings (AXL) 0.03 49600 NEW 11.09
Enbridge Inc 0.03 18200 -22% 31.04
Graphic Packaging Holding Company (GPK) 0.03 51300 NEW 10.62
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.03 119300 NEW 5.29
Cheesecake Factory Incorporated (CAKE) 0.03 12000 +27% 43.50
Cognex Corporation (CGNX) 0.03 16900 NEW 38.64
Chico's FAS (CHS) 0.03 118200 NEW 5.62
DTE Energy Company (DTE) 0.03 4500 -85% 110.22
Exelixis (EXEL) 0.03 27300 +118% 19.63
Hibbett Sports (HIBB) 0.03 35000 NEW 14.29
Infinera (INFN) 0.03 151300 NEW 3.99
Banco Itau Holding Financeira S.A. (ITUB) 0.03 58700 NEW 9.13
Southwest Airlines (LUV) 0.03 10700 -89% 46.45
Belden (BDC) 0.03 15800 NEW 41.71
BorgWarner (BWA) 0.03 15400 NEW 34.68
Flowserve Corporation (FLS) 0.03 17500 NEW 38.00
Old Dominion Freight Line (ODFL) 0.03 5300 -5% 123.40
A. O. Smith Corporation (AOS) 0.03 14400 NEW 42.64
Realty Income (O) 0.03 10500 -74% 62.95
Owens & Minor (OMI) 0.03 77100 +314% 6.33
PacWest Ban (PACW) 0.03 20300 NEW 33.25
TransDigm Group Incorporated (TDG) 0.03 1500 -75% 340.00
Superior Energy Services (SPN) 0.03 187500 +160% 3.35
CoreLogic (CLGX) 0.03 18700 NEW 33.37
Dollar General (DG) 0.03 6200 -82% 108.06
Ebix (EBIX) 0.03 11500 NEW 42.52
iShares Silver Trust (SLV) 0.03 35100 NEW 14.50
Hollyfrontier Corp 0.03 11600 +45% 51.03
Grifols S A Sponsored Adr R 0.03 33500 NEW 18.36
Asml Holding N.v. 0.03 4000 NEW 155.50
Fossil 0.03 39700 NEW 15.72
Eversource Energy 0.03 10300 -74% 64.95
Himax Technologies (HIMX) 0.02 86300 NEW 3.43
Compania de Minas Buenaventura SA (BVN) 0.02 18800 NEW 16.17
Infosys Technologies (INFY) 0.02 33000 -78% 9.52
ICICI Bank (IBN) 0.02 45000 -71% 10.29
Legg Mason (LM) 0.02 18400 NEW 25.49
SEI Investments Company (SEIC) 0.02 8200 NEW 46.10
AutoNation (AN) 0.02 9200 NEW 35.65
Carter's (CRI) 0.02 4900 NEW 81.43
J.B. Hunt Transport Services (JBHT) 0.02 3700 NEW 92.97
Lumber Liquidators Holdings (LL) 0.02 48600 NEW 9.51
Buckle (BKE) 0.02 17000 NEW 19.29
Granite Construction (GVA) 0.02 7700 NEW 40.26
Verisign (VRSN) 0.02 2000 NEW 148.00
CACI International (CACI) 0.02 2300 +21% 143.91
Cabot Corporation (CBT) 0.02 10200 NEW 42.84
Cemex SAB de CV (CX) 0.02 73600 NEW 4.81
Diageo (DEO) 0.02 2200 -46% 141.36
Beacon Roofing Supply (BECN) 0.02 11300 -3% 31.68
East West Ban (EWBC) 0.02 7800 NEW 43.46
Bce Inc. 0.02 10600 NEW 39.53
Magna Intl Inc cl a 0.02 9300 NEW 45.38
Highwoods Properties (HIW) 0.02 11100 +12% 38.65
Lannett Company (LCI) 0.02 79600 +43% 4.95
Tenne (TEN) 0.02 15200 NEW 27.37
Brunswick Corporation (BC) 0.02 7200 -52% 46.39
Key (KEY) 0.02 24100 -22% 14.77
Banco Macro SA (BMA) 0.02 10000 NEW 44.20
American Campus Communities (ACC) 0.02 8100 NEW 41.36
Dril-Quip (DRQ) 0.02 13500 NEW 30.00
Omega Healthcare Investors (OHI) 0.02 8500 -77% 35.06
Oil States International (OIS) 0.02 27000 NEW 14.26
Red Robin Gourmet Burgers (RRGB) 0.02 12500 +92% 26.72
Banco Santander, S.A. (STD) 0.02 87200 NEW 4.47
Tata Motors (TTM) 0.02 28900 -48% 12.18
TTM Technologies (TTMI) 0.02 45900 NEW 9.72
AK Steel Holding Corporation (AKS) 0.02 141900 -54% 2.25
Cree (CREE) 0.02 7700 -4% 42.73
Texas Roadhouse (TXRH) 0.02 8100 -7% 59.63
Callon Pete Co Del Com Stk 0.02 64000 +121% 6.48
ImmunoGen (IMGN) 0.02 65000 NEW 4.80
PriceSmart (PSMT) 0.02 6900 +122% 58.99
Scotts Miracle-Gro Company (SMG) 0.02 6500 NEW 61.38
Momenta Pharmaceuticals (MNTA) 0.02 41200 NEW 11.02
NetGear (NTGR) 0.02 5800 NEW 51.90
Triumph (TGI) 0.02 37000 NEW 11.49
Extreme Networks (EXTR) 0.02 54500 -43% 6.09
Taubman Centers (TCO) 0.02 7300 -37% 45.48
Rayonier (RYN) 0.02 11300 +63% 27.61
Teck Resources Ltd cl b 0.02 15000 NEW 21.53
Manulife Finl Corp 0.02 33600 NEW 14.17
CBL & Associates Properties (CBL) 0.02 231900 +250% 1.92
Masimo Corporation (MASI) 0.02 3400 NEW 107.35
Pinnacle West Capital Corporation (PNW) 0.02 4600 -49% 85.00
Unisys Corporation (UIS) 0.02 38300 NEW 11.62
KAR Auction Services (KAR) 0.02 8900 -56% 47.64
UDR (UDR) 0.02 10200 +59% 39.61
iShares S&P; Latin America 40 Index (ILF) 0.02 15100 NEW 30.79
Omeros Corporation (OMER) 0.02 43500 +170% 11.13
U.s. Concrete Inc Cmn 0.02 10700 NEW 35.23
Alkermes Plc 0.02 15500 +19% 29.48
Pretium Res Inc Com Isin# Ca74 0.02 43900 +3% 8.43
Dean Foods Company 0.02 110000 +591% 3.81
Gopro 0.02 93800 NEW 4.23
Horizon Pharma 0.02 21800 -47% 19.50
Livanova Plc Ord 0.02 4000 +66% 91.25
Ionis Pharmaceuticals 0.02 5900 -67% 53.90
Innoviva 0.02 24800 NEW 17.42
Herc Hldgs 0.02 14200 NEW 25.99
Arcelormittal Cl A Ny Registry 0.02 19100 -58% 20.63
Frontier Communication 0.02 181900 NEW 2.37
AMAG Pharmaceuticals (AMAG) 0.01 12000 NEW 15.17
Clean Harbors (CLH) 0.01 4600 NEW 49.35
Diebold Incorporated (DBD) 0.01 101600 +8% 2.48
Leggett & Platt (LEG) 0.01 7600 -47% 35.79
Regions Financial Corporation (RF) 0.01 14000 -76% 13.36
Winnebago Industries (WGO) 0.01 9600 NEW 24.17
Synopsys (SNPS) 0.01 2700 -87% 84.07
ADTRAN (ADTN) 0.01 19300 NEW 10.73
Cenovus Energy Inc C om 0.01 38000 NEW 7.03
Alleghany Corporation (Y) 0.01 400 -42% 622.50
Cousins Properties (CUZ) 0.01 29600 NEW 7.87
Patterson-UTI Energy (PTEN) 0.01 20600 NEW 10.34
Trex Company (TREX) 0.01 4200 NEW 59.29
Seagate Technology Com Stk 0.01 6900 NEW 38.55
W&T; Offshore (WTI) 0.01 35800 NEW 4.11
Century Aluminum Company (CENX) 0.01 29600 NEW 7.30
Oshkosh Corporation (OSK) 0.01 3300 NEW 61.21
BioCryst Pharmaceuticals (BCRX) 0.01 23800 NEW 8.07
Bristow (BRS) 0.01 49700 NEW 2.41
Cooper Tire & Rubber Company (CTB) 0.01 7300 NEW 32.33
Kronos Worldwide (KRO) 0.01 13000 NEW 11.46
Northern Oil & Gas (NOG) 0.01 43300 NEW 2.24
Sangamo Biosciences (SGMO) 0.01 16200 -56% 11.42
West Pharmaceutical Services (WST) 0.01 2400 NEW 97.92
F.N.B. Corporation (FNB) 0.01 23900 NEW 9.83
World Fuel Services Corporation (INT) 0.01 9700 NEW 21.34
Progenics Pharmaceuticals (PGNX) 0.01 26000 NEW 4.19
Geron Corporation (GERN) 0.01 290400 +471% 1.00
Gentex Corporation (GNTX) 0.01 12400 NEW 20.16
IBERIABANK Corporation (IBKC) 0.01 4300 -45% 64.19
Lloyds TSB (LYG) 0.01 38900 NEW 2.54
Rambus (RMBS) 0.01 17900 NEW 7.65
Schweitzer-Mauduit International (SWM) 0.01 8600 NEW 25.00
Acorda Therapeutics (ACOR) 0.01 12300 NEW 15.53
Builders FirstSource (BLDR) 0.01 14800 NEW 10.88
Carpenter Technology Corporation (CRS) 0.01 5700 NEW 35.44
National Retail Properties (NNN) 0.01 5600 -64% 48.39
Ultra Clean Holdings (UCTT) 0.01 30200 NEW 8.44
Brandywine Realty Trust (BDN) 0.01 16300 NEW 12.82
CNO Financial (CNO) 0.01 19100 NEW 14.87
Mellanox Technologies Ltd 0.01 2900 NEW 92.07
Vonage Holdings (VG) 0.01 18000 8.72
Spectrum Pharmaceuticals (SPPI) 0.01 25700 NEW 8.72
AVEO Pharmaceuticals (AVEO) 0.01 103700 NEW 1.59
Vitamin Shoppe Inc 0.01 34200 +182% 4.74
Vanguard FTSE All-World ex-US ETF (VEU) 0.01 5400 -97% 45.56
Kraton Performance Polymers (KRA) 0.01 11600 NEW 21.81
Enerplus Corp 0.01 13100 NEW 7.71
JinkoSolar Holding (JKS) 0.01 14000 +12% 9.86
Semgroup Corp cl a 0.01 13300 NEW 13.76
Ascena Retail (ASNA) 0.01 94100 NEW 2.51
Baytex Energy Corp 0.01 108800 NEW 1.76
B2gold Corp Com 0.01 79100 NEW 2.91
Air Lease Corp Com 0.01 9300 -14% 30.11
Yrc Worldwide Inc Com par $.01 0.01 42300 NEW 3.14
Telephone And Data Systems 0.01 7300 -14% 32.47
Ryman Hospitality Pptys 0.01 3600 +24% 66.67
Enlink Midstream 0.01 25900 NEW 9.46
Pra 0.01 10300 NEW 24.37
Cimpress N V Shs Euro 0.01 2100 NEW 103.33
Lexicon Pharmaceuticals 0.01 16900 NEW 6.63
* Fang Hldgs Ltd Adr stock 0.01 125200 +115% 1.43
Lions Gate Entmnt Corp cl a vtg 0.01 15100 NEW 16.09
Manitowoc Co Inc/the 0.01 14500 NEW 14.76
Highpoint Res Corp 0.01 110100 NEW 2.49
Equinor Asa Sponsored Adr Adr 0.01 11100 -75% 21.08
Bofi Holding Inc 0.01 8900 +32% 25.17
Scorpio Tankers Inc 0.01 77900 NEW 1.76
Pier 1 Imports (PIR) 0.00 37200 -41% 0.30
PDL BioPharma (PDLI) 0.00 23100 NEW 2.86
Titan International (TWI) 0.00 15100 NEW 4.64
Teekay Shipping Marshall Isl 0.00 22500 NEW 3.33
CARBO Ceramics (CRR) 0.00 25200 NEW 3.45
Hornbeck Offshore Services (HOS) 0.00 12700 NEW 1.42
Ocwen Financial Corporation (OCN) 0.00 53700 +437% 1.32
Veeco Instruments (VECO) 0.00 10000 -22% 7.40
Flotek Industries (FTK) 0.00 54900 NEW 1.07
Infinity Pharmaceuticals (INFI) 0.00 15000 NEW 1.13
Precision Drilling Corporation (PD) 0.00 39600 NEW 1.72
Ballard Pwr Sys Inc New 0.00 17400 -53% 2.36
Nordic American Tanker Shippin 0.00 11600 -34% 1.98
Gnc Holdings Inc Cl A 0.00 33700 +25% 2.34
Francescas Hldgs Corp Com 0.00 81600 +81% 0.97
Assertio Therapeutics Inc Com stock 0.00 19600 NEW 3.57

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