InvestorQuantitative Investment Management, LLC
Portfolio Value $ 6,785,156,000
Current Positions734
Opened Positions5
Closed Positions227


Latest Holdings, Performance, AUM (from 13F, 13D)

Quantitative Investment Management, LLC has disclosed 734 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 6,785,156,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed).

Top Holdings

Quantitative Investment Management, LLC's top holdings are SPDR Financial Select Sector ETF (NYSE:XLF) , iShares Russell 2000 ETF (NYSE:IWM) , SPDR Consumer Staples Select Sector ETF (NYSE:XLP) , SPDR Consumer Discretionary Select Sector ETF (NYSE:XLY) , and iShares MSCI EAFE ETF (NYSE:EFA) . Quantitative Investment Management, LLC's new positions include iShares Russell 1000 Value ETF (NYSE:IWD) , Vanguard Value ETF (NYSE:VTV) , Vanguard Total Stock Market Index Fund (NYSE:VTI) , iShares Core S&P MidCap ETF (NYSE:IJH) , and Vanguard FTSE Developed Markets ETF (NYSE:VEA) .

All Quantitative Investment Management, LLC holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on February 14, 2018. Click the link icon to see the full transaction history.

Reporting PeriodFormSecurity Imputed
Share Price
Prev SharesCurrent SharesChange
(Percent)
Prev Value ($K)Current Value ($K)Change
(Percent)
2017-12-31 13F-HR TWOU / 2U, Inc. 64.49 32,100 2,070
2017-12-31 13F-HR DV / DeVry Education Group Inc. 42.05 16,600 698
2017-12-31 13F-HR 368682AN0 / Ajrd 4.0625 12/31/2039 Bond 31.20 30,100 939
2017-12-31 13F-HR AER / AerCap Holdings N.V. 52.61 295,000 144,900 -50.88 15,077 7,623 -49.44
2017-12-31 13F-HR ACM / AECOM 37.14 68,800 120,800 75.58 2,532 4,487 77.21
2017-12-31 13F-HR ATVI / Activision Blizzard, Inc. 63.31 0 69,100 0 4,375
2017-12-31 13F-HR AA / Alcoa Corp. 53.86 72,200 3,889
2017-12-31 13F-HR UHAL / AMERCO 377.75 4,000 1,511
2017-12-31 13F-HR ANGI Homeservices Inc / (00183L102) 10.44 25,200 263
2017-12-31 13F-HR AAOI / Applied Optoelectronics, Inc. 37.82 108,100 4,088
2017-12-31 13F-HR APTV / Aptiv PLC 84.82 34,200 2,901
2017-12-31 13F-HR ACLS / Axcelis Technologies, Inc. 28.68 28,100 806
2017-12-31 13F-HR ASH / Ashland Global Holdings, Inc. 71.19 0 64,500 0 4,592
2017-12-31 13F-HR Banco Santander SA / (05969B103) 7.31 327,900 2,396
2017-12-31 13F-HR BCE / BCE Inc. 48.01 65,200 3,130
2017-12-31 13F-HR BBT / BB&T Corp. 49.72 0 126,600 0 6,294
2017-12-31 13F-HR BAC / Bank of America Corp. 29.52 4,133,500 194,500 -95.29 104,742 5,741 -94.52
2017-12-31 13F-HR BBBY / Bed Bath & Beyond Inc. 21.99 0 347,700 0 7,645
2017-12-31 13F-HR BGCP / BGC Partners, Inc. 15.09 28,100 424
2017-12-31 13F-HR BLKB / Blackbaud, Inc. 94.44 16,200 1,530
2017-12-31 13F-HR CRC / California Resources Corp. 19.44 234,100 4,550
2017-12-31 13F-HR CALA / Calithera Biosciences, Inc. 8.33 38,400 320
2017-12-31 13F-HR CM / Canadian Imperial Bank of Commerce, (Toronto, ON) 97.41 79,800 7,773
2017-12-31 13F-HR CBG / CBRE Group, Inc. 43.31 0 251,300 0 10,883
2017-12-31 13F-HR CPE / Callon Petroleum Co. 12.14 0 146,000 0 1,773
2017-12-31 13F-HR CTAS / Cintas Corp. 155.52 11,700 2,900 -75.21 1,688 451 -73.28
2017-12-31 13F-HR CRBP / Corbus Pharmaceuticals Holdings, Inc. 7.05 12,200 86
2017-12-31 13F-HR DECK / Deckers Outdoor Corp. 80.25 0 100,900 0 8,097
2017-12-31 13F-HR DB / Deutsche Bank AG 19.03 0 483,700 0 9,204
2017-12-31 13F-HR DK / Delek US Holdings, Inc. 34.94 0 63,200 0 2,208
2017-12-31 13F-HR D / Dominion Resources, Inc. 81.06 208,600 353,900 69.65 16,047 28,687 78.77
2017-12-31 13F-HR FANG / Diamondback Energy, Inc. 126.25 0 38,400 0 4,848
2017-12-31 13F-HR EHC / Encompass Health Corporation 49.40 56,800 2,806
2017-12-31 13F-HR FMSA / Fairmount Santrol Holdings Inc. 5.23 226,300 1,183
2017-12-31 13F-HR FGEN / FibroGen, Inc. 47.39 49,000 2,322
2017-12-31 13F-HR EXC / Exelon Corp. 39.41 514,500 610,900 18.74 19,381 24,075 24.22
2017-12-31 13F-HR FCAU / Fiat Chrysler Automobiles N.V 17.84 0 240,200 0 4,285
2017-12-31 13F-HR FLT / FleetCor Technologies, Inc. 192.42 0 38,800 0 7,466
2017-12-31 13F-HR GGAL / Grupo Financiero Galicia S.A. 65.85 26,000 1,712
2017-12-31 13F-HR GWPH / GW Pharmaceuticals Plc. 131.99 29,200 3,854
2017-12-31 13F-HR HUB.A / Hubbell Inc 135.32 38,900 5,264
2017-12-31 13F-HR HUBS / HubSpot, Inc. 88.39 37,800 3,341
2017-12-31 13F-HR HPP / Hudson Pacific Properties, Inc. 34.25 113,500 3,887
2017-12-31 13F-HR HST / Host Hotels & Resorts, Inc. 19.85 157,600 628,500 298.79 2,914 12,475 328.11
2017-12-31 13F-HR HHC / Howard Hughes Corp. (The) 131.25 0 15,200 0 1,995
2017-12-31 13F-HR HUM / Humana, Inc. 248.05 19,100 27,200 42.41 4,653 6,747 45.00
2017-12-31 13F-HR HPQ / HP Inc. 21.01 397,700 146,900 -63.06 7,938 3,086 -61.12
2017-12-31 13F-HR INGN / Inogen, Inc. 119.06 12,800 1,524
2017-12-31 13F-HR IEFA / iShares Core MSCI EAFE ETF 66.09 357,200 23,607
2017-12-31 13F-HR ITA / iShares U.S. Aerospace & Defense ETF 188.11 89,200 16,779
2017-12-31 13F-HR JKHY / Henry (JACK) & Associates, Inc. 116.95 46,600 5,450
2017-12-31 13F-HR KEYS / Keysight Technologies Inc. 41.60 189,300 7,874
2017-12-31 13F-HR KAR / Kar Auction Services, Inc. 50.50 0 61,400 0 3,101
2017-12-31 13F-HR LBRDK / Liberty Broadband Corporation, Class C 85.12 8,600 732
2017-12-31 13F-HR LECO / Lincoln Electric Holdings, Inc. 91.54 10,400 952
2017-12-31 13F-HR LOGM / LogMein, Inc. 114.49 23,400 2,679
2017-12-31 13F-HR MDPEB / Meredith Corp. 66.01 22,300 1,472
2017-12-31 13F-HR MDXG / MiMedx Group, Inc. 12.59 52,800 665
2017-12-31 13F-HR NBR / Nabors Industries Ltd. 6.82 0 73,700 0 503
2017-12-31 13F-HR OUT / OUTFRONT Media Inc. 23.20 17,200 399
2017-12-31 13F-HR NAT / Nordic American Tankers Ltd 2.46 97,500 235,200 141.23 520 578 11.15
2017-12-31 13F-HR NCLH / Norwegian Cruise Line Holdings Ltd 53.22 0 21,100 0 1,123
2017-12-31 13F-HR PRAH / PRA Health Sciences, Inc. 91.06 55,900 5,090
2017-12-31 13F-HR RGA / Reinsurance Group of America, Inc. 155.88 17,000 2,650
2017-12-31 13F-HR RYN / Rayonier, Inc. (REIT) 31.62 0 67,700 0 2,141
2017-12-31 13F-HR RJD / Raymond James Financial, Inc. 89.28 28,500 53,100 86.32 2,403 4,741 97.30
2017-12-31 13F-HR RYAM / Rayonier Advanced Materials Inc. 20.45 72,908 164,000 124.94 998 3,353 235.97
2017-12-31 13F-HR RXN / Rexnord Corp. 26.02 59,000 1,535
2017-12-31 13F-HR RBBN / Ribbon Communications Inc. 7.71 19,200 148
2017-12-31 13F-HR SEDG / SolarEdge Technologies, Inc. 37.54 89,000 3,341
2017-12-31 13F-HR STX / Seagate Technology PLC 41.84 0 55,000 0 2,301
2017-12-31 13F-HR SYRG / Synergy Resources Corp. 8.53 307,800 2,625
2017-12-31 13F-HR SF / Stifel Financial Corp. 59.55 28,800 1,715
2017-12-31 13F-HR SNX / SYNNEX Corp. 135.91 15,400 2,093
2017-12-31 13F-HR SWK / Stanley Black & Decker, Inc. 169.68 115,300 44,000 -61.84 17,406 7,466 -57.11
2017-12-31 13F-HR TSS / Total System Services, Inc. 79.02 128,600 5,100 -96.03 8,423 403 -95.22
2017-12-31 13F-HR UMPQ / Umpqua Holdings Corp. 20.80 0 99,000 0 2,059
2017-12-31 13F-HR VEU / Vanguard FTSE All-World ex-US ETF 54.72 90,900 4,974
2017-12-31 13F-HR VGK / Vanguard FTSE Europe ETF 59.15 498,200 29,468
2017-12-31 13F-HR WPG / WP Glimcher Inc. 7.11 125,800 895
2017-12-31 13F-HR DIS / The Walt Disney Co. 107.51 0 117,900 0 12,675
2017-12-31 13F-HR WAL / Western Alliance Bancorporation 56.62 68,600 3,884
2017-12-31 13F-HR WTFC / Wintrust Financial Corp. 82.34 30,800 2,536
2017-12-31 13F-HR WP / Worldpay, Inc. 73.54 131,800 9,693
2017-12-31 13F-HR ZGNX / Zogenix, Inc. 40.00 15,300 612
2017-12-31 13F-HR WCG / Wellcare Health Plans, Inc. 201.09 44,200 18,300 -58.60 7,590 3,680 -51.52
2017-12-31 13F-HR PVH / PVH Corp. 137.18 0 34,800 0 4,774
2017-12-31 13F-HR FLIR / FLIR Systems, Inc. 46.62 49,600 149,400 201.21 1,929 6,965 261.07
2017-12-31 13F-HR EWBC / East West Bancorp, Inc. 60.80 9,200 28,600 210.87 549 1,739 216.76
2017-12-31 13F-HR HXL / Hexcel Corp. 61.85 39,100 84,500 116.11 2,245 5,226 132.78
2017-12-31 13F-HR TEVA / Teva Pharmaceutical Industries Ltd. 18.95 1,997,200 153,800 -92.30 35,150 2,914 -91.71
2017-12-31 13F-HR CMI / Cummins, Inc. 176.63 149,400 62,100 -58.43 25,103 10,969 -56.30
2017-12-31 13F-HR XLI / SPDR Industrial Select Sector ETF 75.67 2,657,200 1,683,400 -36.65 188,661 127,382 -32.48
2017-12-31 13F-HR NKE / Nike, Inc. 62.55 0 801,700 0 50,146
2017-12-31 13F-HR CBT / Cabot Corp. 61.58 0 72,100 0 4,440
2017-12-31 13F-HR FLEX / Flextronics International Ltd. 17.99 97,600 355,300 264.04 1,617 6,391 295.24
2017-12-31 13F-HR BRKR / Bruker Corp. 34.31 96,200 64,900 -32.54 2,861 2,227 -22.16
2017-12-31 13F-HR MEOH / Methanex Corp. 60.54 79,300 57,000 -28.12 3,988 3,451 -13.47
2017-12-31 13F-HR WBS / Webster Financial Corp. 56.15 0 6,500 0 365
2017-12-31 13F-HR GPI / Group 1 Automotive, Inc. 70.88 6,000 3,400 -43.33 434 241 -44.47
2017-12-31 13F-HR WETF / WisdomTree Investments, Inc. 12.55 0 223,600 0 2,806
2017-12-31 13F-HR MTOR / Meritor, Inc. 23.46 89,900 66,800 -25.70 2,338 1,567 -32.98
2017-12-31 13F-HR SLAB / Silicon Laboratories, Inc. 88.26 6,900 13,800 100.00 551 1,218 121.05
2017-12-31 13F-HR EXP / Eagle Materials, Inc. 113.30 94,700 64,000 -32.42 10,104 7,251 -28.24
2017-12-31 13F-HR ACWI / iShares MSCI ACWI ETF 72.09 646,000 103,900 -83.92 44,457 7,490 -83.15
2017-12-31 13F-HR MPW / Medical Properties Trust Inc. 13.78 134,100 302,600 125.65 1,760 4,169 136.88
2017-12-31 13F-HR ITB / iShares U.S. Home Construction ETF 43.72 1,454,800 346,800 -76.16 53,158 15,162 -71.48
2017-12-31 13F-HR JPM / JPMorgan Chase & Co. 106.94 792,900 260,400 -67.16 75,729 27,847 -63.23
2017-12-31 13F-HR KNX / Knight Transportation, Inc. 43.72 195,200 134,200 -31.25 8,110 5,867 -27.66
2017-12-31 13F-HR JLL / Jones Lang LaSalle Inc. 148.92 6,500 45,400 598.46 802 6,761 743.02
2017-12-31 13F-HR KBH / KB Home 31.93 212,300 39,800 -81.25 5,120 1,271 -75.18
2017-12-31 13F-HR BOX / Box, Inc. 21.12 309,500 262,700 -15.12 5,979 5,548 -7.21
2017-12-31 13F-HR LAD / Lithia Motors, Inc. 113.57 40,500 15,400 -61.98 4,872 1,749 -64.10
2017-12-31 13F-HR BIG / Big Lots, Inc. 56.15 113,600 143,500 26.32 6,085 8,057 32.41
2017-12-31 13F-HR PDS / Precision Drilling Corp. 3.02 160,700 219,500 36.59 501 662 32.14
2017-12-31 13F-HR MTG / MGIC Investment Corp. 14.11 133,400 238,700 78.94 1,671 3,368 101.56
2017-12-31 13F-HR PH / Parker-Hannifin Corp. 199.56 189,400 47,700 -74.82 33,148 9,519 -71.28
2017-12-31 13F-HR CONN / Conn's, Inc. 47,200 0 -100.00 1,328 0 -100.00
2017-12-31 13F-HR OKE / ONEOK, Inc. 298,500 0 -100.00 16,539 0 -100.00
2017-12-31 13F-HR FB / Facebook, Inc. 30,100 0 -100.00 5,143 0 -100.00
2017-12-31 13F-HR VNDA / Vanda Pharmaceuticals, Inc. 146,200 0 -100.00 2,616 0 -100.00
2017-12-31 13F-HR DEO / Diageo plc 32,100 0 -100.00 4,241 0 -100.00
2017-12-31 13F-HR AME / Ametek, Inc. 46,900 0 -100.00 3,097 0 -100.00
2017-12-31 13F-HR IT / Gartner, Inc. 36,600 0 -100.00 4,553 0 -100.00
2017-12-31 13F-HR THO / Thor Industries, Inc. 32,500 0 -100.00 4,092 0 -100.00
2017-12-31 13F-HR JNK / SPDR Barclays High Yield Bond ETF 1,284,000 0 -100.00 47,918 0 -100.00
2017-12-31 13F-HR WMT / Wal-Mart Stores, Inc. 11,500 0 -100.00 898 0 -100.00
2017-12-31 13F-HR IMPV / Imperva, Inc. 10,600 0 -100.00 460 0 -100.00
2017-12-31 13F-HR AGI / Alamos Gold Inc. 526,000 0 -100.00 3,555 0 -100.00
2017-12-31 13F-HR DIN / DineEquity, Inc. 10,800 0 -100.00 464 0 -100.00
2017-12-31 13F-HR IBKCP / IBERIABANK Corp. 9,400 0 -100.00 772 0 -100.00
2017-12-31 13F-HR IMMU / Immunomedics, Inc. 25,200 0 -100.00 352 0 -100.00
2017-12-31 13F-HR STMP / Stamps.com, Inc. 10,000 0 -100.00 2,026 0 -100.00
2017-12-31 13F-HR MDSO / Medidata Solutions, Inc. 91,500 0 -100.00 7,142 0 -100.00
2017-12-31 13F-HR CNI / Canadian National Railway Co. 3,500 0 -100.00 289 0 -100.00
2017-12-31 13F-HR RDS.A / Royal Dutch Shell Plc 47,500 0 -100.00 2,877 0 -100.00
2017-12-31 13F-HR MFA / MFA Financial, Inc. 287,400 0 -100.00 2,517 0 -100.00
2017-12-31 13F-HR CZR / Caesars Entertainment Corporation 337,500 0 -100.00 4,505 0 -100.00
2017-12-31 13F-HR EQR / Equity Residential 34,300 0 -100.00 2,261 0 -100.00
2017-12-31 13F-HR ICLR / ICON plc 35,400 0 -100.00 4,031 0 -100.00
2017-12-31 13F-HR MAR / Marriott International, Inc. 7,100 0 -100.00 782 0 -100.00
2017-12-31 13F-HR SBNYW / Signature Bank 43,500 0 -100.00 5,569 0 -100.00
2017-12-31 13F-HR GES / Guess ? Inc. 72,300 0 -100.00 1,231 0 -100.00
2017-12-31 13F-HR ON / ON Semiconductor Corporation 252,500 0 -100.00 4,663 0 -100.00
2017-12-31 13F-HR GD / General Dynamics Corp. 82,800 0 -100.00 17,022 0 -100.00
2017-12-31 13F-HR YY / YY Inc. 33,500 0 -100.00 2,907 0 -100.00
2017-12-31 13F-HR MTW / Manitowoc Co., Inc. (The) 181,800 0 -100.00 1,636 0 -100.00
2017-12-31 13F-HR RGEN / Repligen Corp. 46,500 0 -100.00 1,781 0 -100.00
2017-12-31 13F-HR AEM / Agnico Eagle Mines Limited 125,100 0 -100.00 5,655 0 -100.00
2017-12-31 13F-HR BVN / Compania de Minas Buenaventura S.A. 11,300 0 -100.00 144 0 -100.00
2017-12-31 13F-HR POT / Potash Corp. of Saskatchewan, Inc. 661,600 0 -100.00 12,729 0 -100.00
2017-12-31 13F-HR ACN / Accenture plc 341,800 0 -100.00 46,166 0 -100.00
2017-12-31 13F-HR CNP / CenterPoint Energy, Inc. 252,000 0 -100.00 7,360 0 -100.00
2017-12-31 13F-HR MRK / Merck & Co., Inc. 1,060,400 0 -100.00 67,897 0 -100.00
2017-12-31 13F-HR SPR / Spirit Aerosystems Holdings, Inc. 38,400 0 -100.00 2,984 0 -100.00
2017-12-31 13F-HR ODFL / Old Dominion Freight Line, Inc. 70,000 0 -100.00 7,707 0 -100.00
2017-12-31 13F-HR DDS / Dillard's, Inc. 11,000 0 -100.00 616 0 -100.00
2017-12-31 13F-HR WBC / Wabco Holdings, Inc. 60,300 0 -100.00 8,924 0 -100.00
2017-12-31 13F-HR HEES / H &E Equipment Services, Inc. 13,300 0 -100.00 388 0 -100.00
2017-12-31 13F-HR EAT / Brinker International, Inc. 99,300 0 -100.00 3,163 0 -100.00
2017-12-31 13F-HR PRGO / Perrigo Company plc 72,700 0 -100.00 6,154 0 -100.00
2017-12-31 13F-HR CIB / BanColombia S.A. 58,800 0 -100.00 2,692 0 -100.00
2017-12-31 13F-HR SBGL / Sibanye Gold Limited ADR 347,500 0 -100.00 1,549 0 -100.00
2017-12-31 13F-HR IR / Ingersoll-Rand plc 10,900 0 -100.00 971 0 -100.00
2017-12-31 13F-HR NFLX / Netflix, Inc. 308,400 0 -100.00 55,928 0 -100.00
2017-12-31 13F-HR ALLY / Ally Financial Inc. 438,200 0 -100.00 10,630 0 -100.00
2017-12-31 13F-HR BGC / General Cable Corp. 35,300 0 -100.00 665 0 -100.00
2017-12-31 13F-HR AMCX / AMC Networks Inc. 67,800 0 -100.00 3,964 0 -100.00
2017-12-31 13F-HR NAV / Navistar International Corp. 20,700 0 -100.00 912 0 -100.00
2017-12-31 13F-HR CINF / Cincinnati Financial Corp. 44,000 0 -100.00 3,369 0 -100.00
2017-12-31 13F-HR CRZO / Carrizo Oil & Gas, Inc. 281,300 0 -100.00 4,818 0 -100.00
2017-12-31 13F-HR AKAO / Achaogen, Inc. 10.73 133,500 1,433
2017-12-31 13F-HR XLRN / Acceleron Pharma Inc. 42.35 21,700 5,100 -76.50 809 216 -73.30
2017-12-31 13F-HR ABB / ABB Ltd. 26.81 288,800 166,700 -42.28 7,147 4,470 -37.46
2017-12-31 13F-HR AMG / Affiliated Managers Group, Inc. 205.23 87,000 42,800 -50.80 16,515 8,784 -46.81
2017-12-31 13F-HR AFL / AFLAC, Inc. 87.77 97,100 29,200 -69.93 7,902 2,563 -67.57
2017-12-31 13F-HR ADTN / ADTRAN, Inc. 19.30 29,800 18,600 -37.58 715 359 -49.79
2017-12-31 13F-HR AGCO / AGCO Corp. 71.41 82,800 21,300 -74.28 6,108 1,521 -75.10
2017-12-31 13F-HR ALSN / Allison Transmission Holdings, Inc. 43.06 67,200 157,600 134.52 2,522 6,787 169.11
2017-12-31 13F-HR ALGN / Align Technology, Inc. 222.18 0 63,300 0 14,064
2017-12-31 13F-HR MDRX / Allscripts Healthcare Solutions Inc. 14.54 144,800 117,300 -18.99 2,060 1,706 -17.18
2017-12-31 13F-HR ATI / Allegheny Technologies, Inc. 24.14 161,100 111,200 -30.97 3,850 2,684 -30.29
2017-12-31 13F-HR APD / Air Products & Chemicals, Inc. 164.07 63,700 64,800 1.73 9,632 10,632 10.38
2017-12-31 13F-HR BABA / Alibaba Group Holding Limited 172.43 0 278,200 0 47,970
2017-12-31 13F-HR ALLE / Allegion Public Limited 79.52 13,200 22,900 73.48 1,141 1,821 59.60
2017-12-31 13F-HR AMKR / Amkor Technology, Inc. 10.04 0 52,300 0 525
2017-12-31 13F-HR AXL / American Axle & Manufacturing Holdings, Inc. 17.03 0 169,200 0 2,881
2017-12-31 13F-HR AMP / Ameriprise Financial, Inc. 169.47 113,400 52,400 -53.79 16,841 8,880 -47.27
2017-12-31 13F-HR AWK / American Water Works Co., Inc. 91.49 68,500 55,100 -19.56 5,542 5,041 -9.04
2017-12-31 13F-HR ADI / Analog Devices, Inc. 89.03 232,600 49,300 -78.80 20,043 4,389 -78.10
2017-12-31 13F-HR AAL / American Airlines Group Inc. 52.03 0 302,100 0 15,718
2017-12-31 13F-HR FOLD / Amicus Therapeutics, Inc. 14.39 0 152,000 0 2,187
2017-12-31 13F-HR ANSS / ANSYS, Inc. 147.59 0 53,100 0 7,837
2017-12-31 13F-HR AMGN / Amgen Inc. 173.75 177,500 6,400 -96.39 33,094 1,112 -96.64
2017-12-31 13F-HR AON / Aon Plc 133.94 68,400 10,900 -84.06 9,993 1,460 -85.39
2017-12-31 13F-HR AHS / AMN Healthcare Services, Inc. 49.25 0 122,000 0 6,008
2017-12-31 13F-HR MTCN / ArcelorMittal 32.31 407,800 193,700 -52.50 10,504 6,258 -40.42
2017-12-31 13F-HR BUD / Anheuser-Busch Inbev SA 111.55 70,500 16,100 -77.16 8,410 1,796 -78.64
2017-12-31 13F-HR AEP / American Electric Power Company, Inc. 73.57 243,700 200,600 -17.69 17,117 14,758 -13.78
2017-12-31 13F-HR AAPL / Apple, Inc. 169.23 0 639,700 0 108,256
2017-12-31 13F-HR ABEV / Ambev S.A 6.46 4,750,100 725,200 -84.73 31,303 4,684 -85.04
2017-12-31 13F-HR ALNY / Alnylam Pharmaceuticals, Inc. 126.92 4,900 3,900 -20.41 575 495 -13.91
2017-12-31 13F-HR AMZN / Amazon.com, Inc. 1,169.46 0 81,300 0 95,077
2017-12-31 13F-HR AMC / AMC Entertainment Holdings, Inc. 15.10 764,500 536,800 -29.78 11,238 8,105 -27.88
2017-12-31 13F-HR ABC / AmerisourceBergen Corp. 91.82 0 67,600 0 6,207
2017-12-31 13F-HR AGO / Assured Guaranty Ltd. 33.76 0 8,500 0 287
2017-12-31 13F-HR ALV / Autoliv, Inc. 127.08 58,100 71,800 23.58 7,181 9,124 27.06
2017-12-31 13F-HR AZN / AstraZeneca Plc 34.70 0 360,600 0 12,512
2017-12-31 13F-HR AVP / Avon Products, Inc. 2.15 0 344,600 0 740
2017-12-31 13F-HR ARW / Arrow Electronics, Inc. 80.32 45,800 6,300 -86.24 3,682 506 -86.26
2017-12-31 13F-HR BIDU / Baidu, Inc. 234.20 129,400 57,200 -55.80 32,051 13,396 -58.20
2017-12-31 13F-HR AZPN / Aspen Technology, Inc. 66.17 43,300 33,200 -23.33 2,719 2,197 -19.20
2017-12-31 13F-HR ARCC / Ares Capital Corp. 15.72 108,200 113,300 4.71 1,773 1,781 0.45
2017-12-31 13F-HR AWI / Armstrong World Industries, Inc. 60.54 96,200 87,200 -9.36 4,930 5,279 7.08
2017-12-31 13F-HR BK / Bank of New York Mellon Corp. (The) 53.85 487,100 173,300 -64.42 25,826 9,333 -63.86
2017-12-31 13F-HR BMO / Bank of Montreal (PQ) 80.00 56,900 19,000 -66.61 4,307 1,520 -64.71
2017-12-31 13F-HR BDX / Becton Dickinson & Co. 214.06 0 100,000 0 21,406
2017-12-31 13F-HR BSBR / Banco Santander Brasil SA 9.66 189,800 14,500 -92.36 1,658 140 -91.56
2017-12-31 13F-HR BBL / BHP Billiton Plc 40.29 378,500 55,200 -85.42 13,417 2,224 -83.42
2017-12-31 13F-HR BITA / Bitauto Holdings Ltd. 31.79 171,800 77,700 -54.77 7,676 2,470 -67.82
2017-12-31 13F-HR BLUE / bluebird bio, Inc. 178.08 106,300 50,100 -52.87 14,600 8,922 -38.89
2017-12-31 13F-HR BLDR / Builders FirstSource, Inc. 21.79 229,300 199,600 -12.95 4,125 4,349 5.43
2017-12-31 13F-HR BYD / Boyd Gaming Corp. 35.04 180,400 134,000 -25.72 4,699 4,696 -0.06
2017-12-31 13F-HR BDN / Brandywine Realty Trust 18.19 0 61,300 0 1,115
2017-12-31 13F-HR BWA / BorgWarner, Inc. 51.08 179,400 57,500 -67.95 9,190 2,937 -68.04
2017-12-31 13F-HR BAM / Brookfield Asset Management, Inc. 43.54 158,000 125,200 -20.76 6,525 5,451 -16.46
2017-12-31 13F-HR BR / Broadridge Financial Solutions, Inc. 90.31 97,700 3,200 -96.72 7,896 289 -96.34
2017-12-31 13F-HR BRX / Brixmor Property Group Inc. 18.66 475,300 216,400 -54.47 8,935 4,038 -54.81
2017-12-31 13F-HR BHP / BHP Billiton Ltd. 45.99 382,900 134,300 -64.93 15,518 6,176 -60.20
2017-12-31 13F-HR BLK / BlackRock, Inc. 513.69 71,200 53,900 -24.30 31,832 27,688 -13.02
2017-12-31 13F-HR CE / Celanese Corp. 107.07 110,400 46,100 -58.24 11,511 4,936 -57.12
2017-12-31 13F-HR CAVM / Cavium, Inc. 83.82 49,700 79,500 59.96 3,277 6,664 103.36
2017-12-31 13F-HR COG / Cabot Oil & Gas Corp. 28.59 458,100 153,000 -66.60 12,254 4,375 -64.30
2017-12-31 13F-HR CATM / Cardtronics, Inc. 18.51 97,100 27,600 -71.58 2,234 511 -77.13
2017-12-31 13F-HR CSL / Carlisle Companies, Inc. 113.63 0 19,000 0 2,159
2017-12-31 13F-HR CP / Canadian Pacific Railway Ltd. 182.76 0 64,600 0 11,806
2017-12-31 13F-HR CNQ / Canadian Natural Resources Limited 35.71 11,700 124,800 966.67 391 4,457 1,039.90
2017-12-31 13F-HR CFG / Citizens Financial Group, Inc. 41.98 427,000 292,600 -31.48 16,170 12,283 -24.04
2017-12-31 13F-HR CRL / Charles River Laboratories International, Inc. 109.41 65,900 13,600 -79.36 7,118 1,488 -79.10
2017-12-31 13F-HR CNC / Centene Corp. 100.84 0 26,100 0 2,632
2017-12-31 13F-HR CMS / CMS Energy Corp. 47.30 277,700 169,500 -38.96 12,863 8,017 -37.67
2017-12-31 13F-HR CMA / Comerica, Inc. 86.80 53,700 63,800 18.81 4,095 5,538 35.24
2017-12-31 13F-HR CIT / CIT Group, Inc. (The) 49.20 0 20,000 0 984
2017-12-31 13F-HR CMPR / Cimpress N.V. 119.87 22,600 46,000 103.54 2,207 5,514 149.84
2017-12-31 13F-HR CHTR / Charter Communications, Inc. 335.96 66,100 4,700 -92.89 24,022 1,579 -93.43
2017-12-31 13F-HR PLCE / Children's Place, Inc. (The) 145.34 58,300 36,500 -37.39 6,888 5,305 -22.98
2017-12-31 13F-HR KO / Coca Cola Co. 45.88 288,900 178,800 -38.11 13,003 8,203 -36.91
2017-12-31 13F-HR CERN / Cerner Corp. 67.39 255,400 200,300 -21.57 18,215 13,498 -25.90
2017-12-31 13F-HR CTSH / Cognizant Technology Solutions Corp. 71.02 397,500 172,600 -56.58 28,834 12,258 -57.49
2017-12-31 13F-HR CL / Colgate-Palmolive Co. 75.44 0 92,600 0 6,986
2017-12-31 13F-HR C / Citigroup, Inc. 74.41 582,600 206,300 -64.59 42,378 15,350 -63.78
2017-12-31 13F-HR CLF / Cliffs Natural Resources Inc. 7.19 0 16,000 0 115
2017-12-31 13F-HR CF / CF Industries Holding, Inc. 42.46 555,200 5,700 -98.97 19,520 242 -98.76
2017-12-31 13F-HR LNG / Cheniere Energy, Inc. 53.83 0 106,700 0 5,744
2017-12-31 13F-HR CME / CME Group, Inc. 146.04 151,700 86,900 -42.72 20,582 12,691 -38.34
2017-12-31 13F-HR CSCO / Cisco Systems, Inc. 38.30 2,399,200 408,200 -82.99 80,685 15,634 -80.62
2017-12-31 13F-HR CSGP / Costar Group, Inc. 296.67 14,800 2,400 -83.78 3,970 712 -82.07
2017-12-31 13F-HR CFR / Cullen/Frost Bankers, Inc. 94.52 0 3,100 0 293
2017-12-31 13F-HR CCK / Crown Holdings, Inc. 56.23 195,300 31,000 -84.13 11,663 1,743 -85.06
2017-12-31 13F-HR GLW / Corning, Inc. 31.99 0 345,600 0 11,055
2017-12-31 13F-HR COO / Cooper Companies, Inc. (The) 217.75 30,600 7,100 -76.80 7,255 1,546 -78.69
2017-12-31 13F-HR DHR / Danaher Corp. 92.82 47,500 186,200 292.00 4,074 17,283 324.23
2017-12-31 13F-HR CRAY / Cray, Inc. 24.17 0 17,500 0 423
2017-12-31 13F-HR CVG / Convergys Corp. 23.46 0 22,800 0 535
2017-12-31 13F-HR CCI / Crown Castle International Corp. 111.01 284,200 134,100 -52.81 28,414 14,886 -47.61
2017-12-31 13F-HR DHI / D.R. Horton, Inc. 51.07 588,300 193,100 -67.18 23,490 9,861 -58.02
2017-12-31 13F-HR CVA / Covanta Holding Corp. 16.89 0 34,400 0 581
2017-12-31 13F-HR CS / Credit Suisse Group 17.85 838,100 399,600 -52.32 13,241 7,132 -46.14
2017-12-31 13F-HR CW / Curtiss-Wright Corp. 121.79 17,700 5,600 -68.36 1,850 682 -63.14
2017-12-31 13F-HR CLGX / CoreLogic, Inc. 46.15 60,600 16,100 -73.43 2,800 743 -73.46
2017-12-31 13F-HR CSX / CSX Corp. 54.99 0 49,300 0 2,711
2017-12-31 13F-HR CVI / CVR Energy, Inc. 37.24 31,000 53,600 72.90 802 1,996 148.88
2017-12-31 13F-HR COST / Costco Wholesale Corp. 186.12 0 295,000 0 54,905
2017-12-31 13F-HR CURE / Direxion Daily Healthcare Bull 3x Shares 46.59 112,300 36,900 -67.14 5,108 1,719 -66.35
2017-12-31 13F-HR DLB / Dolby Laboratories, Inc. 61.98 42,100 38,900 -7.60 2,421 2,411 -0.41
2017-12-31 13F-HR DFS / Discover Financial Services 76.92 0 104,500 0 8,038
2017-12-31 13F-HR DDR / DDR Corp. 8.96 0 232,300 0 2,081
2017-12-31 13F-HR DEPO / DepoMed, Inc. 8.04 90,200 49,100 -45.57 522 395 -24.33
2017-12-31 13F-HR DAR / Darling Ingredients Inc. 18.12 0 63,300 0 1,147
2017-12-31 13F-HR FAS / Direxion Daily Financial Bull 3X Shares 68.38 695,000 282,700 -59.32 38,899 19,331 -50.30
2017-12-31 13F-HR DAL / Delta Air Lines, Inc. 56.00 0 452,900 0 25,362
2017-12-31 13F-HR DNR / Denbury Resources Inc. 2.21 248,600 161,900 -34.88 333 357 7.21
2017-12-31 13F-HR ETN / Eaton Corporation 78.99 0 57,600 0 4,550
2017-12-31 13F-HR DUK / Duke Energy Corp. (Holding Co.) 84.11 197,200 170,100 -13.74 16,549 14,307 -13.55
2017-12-31 13F-HR EBAY / eBay, Inc. 37.74 1,323,000 167,900 -87.31 50,882 6,336 -87.55
2017-12-31 13F-HR DY / Dycom Industries, Inc. 111.42 0 61,900 0 6,897
2017-12-31 13F-HR EW / Edwards Lifesciences Corp. 112.69 294,700 37,500 -87.28 32,213 4,226 -86.88
2017-12-31 13F-HR EV / Eaton Vance Corp. 56.39 49,500 110,500 123.23 2,443 6,231 155.06
2017-12-31 13F-HR EBS / Emergent Biosolutions, Inc. 46.44 54,100 18,000 -66.73 2,188 836 -61.79
2017-12-31 13F-HR ECL / Ecolab, Inc. 134.17 177,600 108,800 -38.74 22,841 14,598 -36.09
2017-12-31 13F-HR DOV / Dover Corp. 100.96 213,900 22,800 -89.34 19,548 2,302 -88.22
2017-12-31 13F-HR LLY / Eli Lilly & Co. 84.46 123,600 124,800 0.97 10,572 10,540 -0.30
2017-12-31 13F-HR EBIX / Ebix, Inc. 79.21 0 17,700 0 1,402
2017-12-31 13F-HR EME / EMCOR Group, Inc. 81.75 0 4,000 0 327
2017-12-31 13F-HR EA / Electronic Arts Inc. 105.04 0 49,200 0 5,168
2017-12-31 13F-HR EMN / Eastman Chemical Company 92.61 90,400 11,900 -86.84 8,180 1,102 -86.53
2017-12-31 13F-HR ETFC / E*TRADE Financial, Inc. 49.57 474,700 338,200 -28.76 20,701 16,764 -19.02
2017-12-31 13F-HR EOG / EOG Resources, Inc. 107.89 6,300 30,800 388.89 609 3,323 445.65
2017-12-31 13F-HR FIS / Fidelity National Information Services, Inc. 94.07 125,400 45,900 -63.40 11,711 4,318 -63.13
2017-12-31 13F-HR FII / Federated Investors, Inc. 36.04 0 21,700 0 782
2017-12-31 13F-HR RE / Everest RE Group, Ltd. (Holding Co.) 221.24 0 32,200 0 7,124
2017-12-31 13F-HR FAST / Fastenal Co. 54.67 0 25,900 0 1,416
2017-12-31 13F-HR FDS / FactSet Research Systems, Inc. 192.71 0 10,700 0 2,062
2017-12-31 13F-HR XOM / Exxon Mobil Corp. 83.64 0 194,100 0 16,234
2017-12-31 13F-HR ETR / Entergy Corp. 81.39 86,000 155,100 80.35 6,566 12,623 92.25
2017-12-31 13F-HR ESV / Ensco plc 5.90 0 118,600 0 700
2017-12-31 13F-HR EPAM / EPAM Systems Inc. 107.42 32,500 38,700 19.08 2,857 4,157 45.50
2017-12-31 13F-HR FFIV / F5 Networks, Inc. 131.20 0 41,800 0 5,484
2017-12-31 13F-HR SFUN / Fang Holdings Ltd. 5.57 0 72,400 0 403
2017-12-31 13F-HR EXEL / Exelixis, Inc. 30.40 0 53,000 0 1,611
2017-12-31 13F-HR EVHC / Envision Healthcare Holdings, Inc. 34.56 0 103,100 0 3,563
2017-12-31 13F-HR ESPR / Esperion Therapeutics, Inc. 65.82 123,600 17,000 -86.25 6,194 1,119 -81.93
2017-12-31 13F-HR GLOG / GasLog Ltd. 22.23 36,200 51,500 42.27 631 1,145 81.46
2017-12-31 13F-HR GRMN / Garmin Ltd. 59.57 26,800 254,800 850.75 1,446 15,178 949.65
2017-12-31 13F-HR FISV / Fiserv, Inc. 131.05 64,700 7,600 -88.25 8,343 996 -88.06
2017-12-31 13F-HR FMI / Foundation Medicine, Inc. 68.12 0 6,900 0 470
2017-12-31 13F-HR FOSL / Fossil Group, Inc. 7.77 704,900 338,400 -51.99 6,576 2,629 -60.02
2017-12-31 13F-HR FBHS / Fortune Brands Home & Security, Inc. 68.43 182,500 80,400 -55.95 12,269 5,502 -55.16
2017-12-31 13F-HR GIL / Gildan Activewear, Inc. 32.26 10,900 12,400 13.76 340 400 17.65
2017-12-31 13F-HR FLO / Flowers Foods, Inc. 19.29 0 53,900 0 1,040
2017-12-31 13F-HR G / Genpact Ltd. 31.73 176,300 79,100 -55.13 5,068 2,510 -50.47
2017-12-31 13F-HR FCX / Freeport-McMoRan Inc. 18.96 1,385,000 1,474,100 6.43 19,445 27,948 43.73
2017-12-31 13F-HR GNRC / Generac Holding Inc. 49.51 0 57,500 0 2,847
2017-12-31 13F-HR GE / General Electric Co. 17.45 0 2,092,300 0 36,510
2017-12-31 13F-HR GREK / Global X FTSE Greece 20 ETF 10.28 346,200 87,200 -74.81 3,275 896 -72.64
2017-12-31 13F-HR GCO / Genesco Inc. 32.49 37,900 69,100 82.32 1,008 2,245 122.72
2017-12-31 13F-HR GWR / Genesee & Wyoming, Inc. 78.71 0 24,000 0 1,889
2017-12-31 13F-HR FTNT / Fortinet, Inc. 43.69 0 252,400 0 11,027
2017-12-31 13F-HR ENT / Global Eagle Entertainment Inc. 2.28 145,700 50,400 -65.41 498 115 -76.91
2017-12-31 13F-HR GM / General Motors Company 40.99 1,646,700 291,000 -82.33 66,493 11,928 -82.06
2017-12-31 13F-HR GNTX / Gentex Corp. 20.95 0 162,900 0 3,412
2017-12-31 13F-HR HLF / Herbalife Ltd. 67.72 103,000 11,400 -88.93 6,986 772 -88.95
2017-12-31 13F-HR GLUU / Glu Mobile, Inc. 3.64 792,500 140,800 -82.23 2,979 512 -82.81
2017-12-31 13F-HR HDB / HDFC Bank Ltd. 101.63 0 22,700 0 2,307
2017-12-31 13F-HR GBX / Greenbrier Companies, Inc. (THE) 53.30 0 34,900 0 1,860
2017-12-31 13F-HR HPT / Hospitality Properties Trust 29.78 0 13,800 0 411
2017-12-31 13F-HR HRI / Herc Holdings Inc. 62.61 43,700 51,800 18.54 2,146 3,243 51.12
2017-12-31 13F-HR HON / Honeywell International, Inc. 153.36 203,800 197,100 -3.29 28,886 30,227 4.64
2017-12-31 13F-HR HRS / Harris Corp. 141.64 153,700 27,500 -82.11 20,239 3,895 -80.75
2017-12-31 13F-HR GVA / Granite Construction, Inc. 63.40 0 14,100 0 894
2017-12-31 13F-HR GS / Goldman Sachs Group, Inc. (The) 254.76 324,100 149,000 -54.03 76,873 37,959 -50.62
2017-12-31 13F-HR HRB / Block (H.&R.), Inc. 26.19 197,300 31,000 -84.29 5,224 812 -84.46
2017-12-31 13F-HR HRL / Hormel Foods Corp. 36.38 0 42,500 0 1,546
2017-12-31 13F-HR GRPN / Groupon, Inc. 5.10 1,221,800 1,364,200 11.65 6,353 6,957 9.51
2017-12-31 13F-HR GPK / Graphic Packaging Holding Co. 15.45 0 566,400 0 8,750
2017-12-31 13F-HR HIG / Hartford Financial Services Group, Inc. (The) 56.28 465,400 93,700 -79.87 25,797 5,273 -79.56
2017-12-31 13F-HR HD / Home Depot, Inc. (The) 189.53 360,900 139,000 -61.49 59,028 26,344 -55.37
2017-12-31 13F-HR GNC / GNC Holdings, Inc. 3.69 311,800 279,000 -10.52 2,756 1,029 -62.66
2017-12-31 13F-HR HALO / Halozyme Therapeutics, Inc. 20.25 0 138,100 0 2,797
2017-12-31 13F-HR HOS / Hornbeck Offshore Services, Inc. 3.09 38,000 47,900 26.05 153 148 -3.27
2017-12-31 13F-HR HLT / Hilton Worldwide Holdings Inc. 79.83 214,900 29,900 -86.09 14,924 2,387 -84.01
2017-12-31 13F-HR GRFS / Grifols Sa 22.91 98,100 65,000 -33.74 2,147 1,489 -30.65
2017-12-31 13F-HR GTN.A / Gray Television, Inc. 16.74 0 13,500 0 226
2017-12-31 13F-HR ISBC / Investors Bancorp, Inc. 13.87 40,600 563
2017-12-31 13F-HR IQV / IQVIA Holdings Inc. 97.89 67,700 6,627
2017-12-31 13F-HR INFY / Infosys Limited 16.22 0 367,700 0 5,964
2017-12-31 13F-HR IP / International Paper Company 57.94 0 145,800 0 8,447
2017-12-31 13F-HR ICUI / ICU Medical, Inc. 216.00 4,100 1,000 -75.61 761 216 -71.62
2017-12-31 13F-HR INGR / Ingredion, Inc. 139.79 0 33,600 0 4,697
2017-12-31 13F-HR IDTI / Integrated Device Technology, Inc. 29.73 169,400 208,400 23.02 4,502 6,195 37.61
2017-12-31 13F-HR IRBT / iRobot Corp. 76.69 0 63,200 0 4,847
2017-12-31 13F-HR IRM / Iron Mountain Incorporated. (REIT) 37.68 0 15,100 0 569
2017-12-31 13F-HR FXI / iShares China Large-Cap ETF 46.17 0 84,500 0 3,901
2017-12-31 13F-HR H / Hyatt Hotels Corp. 73.53 127,000 42,500 -66.54 7,847 3,125 -60.18
2017-12-31 13F-HR HBAN / Huntington Bancshares, Inc. 14.56 522,800 375,700 -28.14 7,298 5,470 -25.05
2017-12-31 13F-HR TLT / iShares 20+ Year Treasury Bond ETF 126.86 240,400 674,900 180.74 29,992 85,617 185.47
2017-12-31 13F-HR IFF / International Flavors & Fragrances, Inc 152.60 84,200 20,000 -76.25 12,033 3,052 -74.64
2017-12-31 13F-HR IVZ / Invesco Ltd. 36.54 13,900 227,400 1,535.97 487 8,309 1,606.16
2017-12-31 13F-HR IJH / iShares Core S&P MidCap ETF 189.78 233,700 44,351
2017-12-31 13F-HR IJR / iShares Core S&P Small-Cap ETF 76.81 512,500 39,365
2017-12-31 13F-HR EWC / iShares MSCI Canada ETF 29.64 641,100 19,002
2017-12-31 13F-HR IWB / iShares Russell 1000 ETF 148.61 199,500 29,647
2017-12-31 13F-HR IWD / iShares Russell 1000 Value ETF 124.34 712,200 88,554
2017-12-31 13F-HR IWO / iShares Russell 2000 Growth ETF 186.69 92,500 17,269
2017-12-31 13F-HR IWN / iShares Russell 2000 Value ETF 125.75 263,900 33,185
2017-12-31 13F-HR EWA / iShares MSCI Australia ETF 23.17 822,800 416,800 -49.34 18,463 9,657 -47.70
2017-12-31 13F-HR IWM / iShares Russell 2000 ETF 152.46 4,022,500 1,663,100 -58.66 596,054 253,556 -57.46
2017-12-31 13F-HR HYG / iShares iBoxx $ High Yield Corporate Bond ETF 87.12 1,057,800 5,200 -99.51 93,890 453 -99.52
2017-12-31 13F-HR EPP / iShares MSCI Pacific ex-Japan ETF 47.80 387,600 151,500 -60.91 17,922 7,241 -59.60
2017-12-31 13F-HR IYT / iShares Transportation Average ETF 191.62 71,700 101,600 41.70 12,792 19,469 52.20
2017-12-31 13F-HR EWJ / iShares MSCI Japan ETF 59.93 637,900 255,400 -59.96 35,537 15,306 -56.93
2017-12-31 13F-HR EEM / iShares MSCI Emerging Markets ETF 47.12 1,115,500 2,163,200 93.92 49,985 101,929 103.92
2017-12-31 13F-HR ITT / ITT Inc. 53.37 0 70,400 0 3,757
2017-12-31 13F-HR KBR / KBR, Inc. 19.83 292,500 111,500 -61.88 5,229 2,211 -57.72
2017-12-31 13F-HR ITRI / Itron, Inc. 68.04 31,000 4,600 -85.16 2,400 313 -86.96
2017-12-31 13F-HR JUNO / Juno Therapeutics, Inc. 45.69 37,000 30,400 -17.84 1,659 1,389 -16.27
2017-12-31 13F-HR JEC / Jacobs Engineering Group, Inc. 65.95 55,300 81,000 46.47 3,222 5,342 65.80
2017-12-31 13F-HR JKS / JinkoSolar Holdings Co., Ltd. 24.04 126,200 93,000 -26.31 3,148 2,236 -28.97
2017-12-31 13F-HR KSU / Kansas City Southern 105.22 123,700 71,700 -42.04 13,443 7,544 -43.88
2017-12-31 13F-HR KLAC / KLA-Tencor Corp. 105.05 0 56,200 0 5,904
2017-12-31 13F-HR JNJ / Johnson & Johnson 139.62 0 8,000 0 1,117
2017-12-31 13F-HR JBHT / Hunt (J.B.) Transport Services, Inc. 114.98 82,500 88,400 7.15 9,164 10,164 10.91
2017-12-31 13F-HR KNDI / Kandi Technolgies Group, Inc. 6.80 0 38,700 0 263
2017-12-31 13F-HR IYF / iShares U.S. Financial ETF 119.43 101,000 114,800 13.66 11,324 13,710 21.07
2017-12-31 13F-HR LEN / Lennar Corp. 63.24 0 210,000 0 13,280
2017-12-31 13F-HR LSTR / Landstar System, Inc. 104.08 38,800 33,600 -13.40 3,866 3,497 -9.54
2017-12-31 13F-HR LLL / L-3 Communications Holdings, Inc. 197.84 36,600 33,400 -8.74 6,896 6,608 -4.18
2017-12-31 13F-HR LVS / Las Vegas Sands Corp. 69.49 385,600 231,000 -40.09 24,740 16,052 -35.12
2017-12-31 13F-HR KRA / Kraton Performance Polymers, Inc. 48.15 39,500 45,400 14.94 1,597 2,186 36.88
2017-12-31 13F-HR QVCA / Liberty Interactive Corp. Series A QVC Group 24.40 0 39,300 0 959
2017-12-31 13F-HR LPT / Liberty Property Trust 42.99 0 27,800 0 1,195
2017-12-31 13F-HR LNC.WS / Lincoln National Corp. 76.86 56,200 94,300 67.79 4,129 7,248 75.54
2017-12-31 13F-HR LM / Legg Mason, Inc. 41.97 26,400 70,500 167.05 1,037 2,959 185.34
2017-12-31 13F-HR LCI / Lannett Co., Inc. 23.20 0 24,400 0 566
2017-12-31 13F-HR PHG / Koninklijke Philips N.V 37.79 320,500 104,300 -67.46 13,204 3,942 -70.15
2017-12-31 13F-HR LH / Laboratory Corp. of America Holdings 159.50 66,300 24,200 -63.50 10,009 3,860 -61.43
2017-12-31 13F-HR BMA / Banco Macro S.A. 115.84 8,900 1,031
2017-12-31 13F-HR M / Macy's, Inc. 25.15 88,800 20,400 -77.03 1,937 513 -73.52
2017-12-31 13F-HR LOXO / Loxo Oncology, Inc. 84.15 0 14,200 0 1,195
2017-12-31 13F-HR LOW / Lowe's Companies, Inc. 92.94 0 308,300 0 28,653
2017-12-31 13F-HR LPX / Louisiana-Pacific Corp. 26.25 363,000 167,400 -53.88 9,830 4,395 -55.29
2017-12-31 13F-HR L / Loews Corp. 50.02 0 43,700 0 2,186
2017-12-31 13F-HR LIVN / LivaNova PLC 79.88 59,500 25,900 -56.47 4,168 2,069 -50.36
2017-12-31 13F-HR LKQ / LKQ Corp. 40.63 0 23,700 0 963
2017-12-31 13F-HR MAT / Mattel, Inc. 15.38 1,109,700 525,500 -52.64 17,178 8,082 -52.95
2017-12-31 13F-HR MCD / McDonald's Corp. 172.10 0 21,400 0 3,683
2017-12-31 13F-HR MCK / McKesson Corp. 155.95 0 53,300 0 8,312
2017-12-31 13F-HR MDR / McDermott International, Inc. 6.58 0 156,400 0 1,029
2017-12-31 13F-HR MELI / MercadoLibre, Inc. 314.64 3,400 56,200 1,552.94 880 17,683 1,909.43
2017-12-31 13F-HR MNKD / MannKind Corp. 2.32 0 109,200 0 253
2017-12-31 13F-HR MA / MasterCard Incorporated 151.33 104,600 26,400 -74.76 14,769 3,995 -72.95
2017-12-31 13F-HR RSX / VanEck Vectors ETF TR 21.21 2,602,900 692,100 -73.41 58,018 14,679 -74.70
2017-12-31 13F-HR MGA / Magna International Inc. 56.66 293,000 107,900 -63.17 15,640 6,114 -60.91
2017-12-31 13F-HR MPC / Marathon Petroleum Corp. 65.97 47,700 29,000 -39.20 2,675 1,913 -28.49
2017-12-31 13F-HR MKC / McCormick & Co., Inc. 101.82 0 6,600 0 672
2017-12-31 13F-HR MTDR / Matador Resources Co. 31.12 166,200 98,900 -40.49 4,512 3,078 -31.78
2017-12-31 13F-HR MAS / Masco Corp. 43.94 119,100 398,600 234.68 4,646 17,514 276.97
2017-12-31 13F-HR MTH / Meritage Homes Corp. 51.18 24,200 49,900 106.20 1,074 2,554 137.80
2017-12-31 13F-HR MMS / MAXIMUS, Inc. 71.56 0 33,300 0 2,383
2017-12-31 13F-HR MXIM / Maxim Integrated Products, Inc 52.28 22,700 296,600 1,206.61 1,083 15,506 1,331.76
2017-12-31 13F-HR MPWR / Monolithic Power Systems, Inc. 112.36 39,900 4,483
2017-12-31 13F-HR MOH / Molina Healthcare, Inc. 76.68 100,700 79,100 -21.45 6,924 6,065 -12.41
2017-12-31 13F-HR MGM / MGM Resorts International 33.39 0 324,800 0 10,845
2017-12-31 13F-HR MINI / Mobile Mini, Inc. 34.49 0 13,800 0 476
2017-12-31 13F-HR MHK / Mohawk Industries, Inc. 275.89 0 48,200 0 13,298
2017-12-31 13F-HR MBT / Mobile TeleSystem PJSC 10.19 45,500 296,900 552.53 475 3,025 536.84
2017-12-31 13F-HR MON / Monsanto Co. 116.67 228,200 6,600 -97.11 27,342 770 -97.18
2017-12-31 13F-HR MEI / Methode Electronics, Inc. 40.08 0 25,200 0 1,010
2017-12-31 13F-HR MU / Micron Technology, Inc. 41.12 1,357,700 488,100 -64.05 53,398 20,070 -62.41
2017-12-31 13F-HR MCO / Moody's Corp. 147.60 25,800 45,500 76.36 3,591 6,716 87.02
2017-12-31 13F-HR NDAQ / Nasdaq, Inc. 76.83 151,500 81,600 -46.14 11,751 6,269 -46.65
2017-12-31 13F-HR MUSA / Murphy USA Inc. 80.36 0 92,100 0 7,401
2017-12-31 13F-HR MYL / Mylan N.V. 42.30 0 61,300 0 2,593
2017-12-31 13F-HR MS / Morgan Stanley 52.47 808,400 457,700 -43.38 38,940 24,015 -38.33
2017-12-31 13F-HR OSK / Oshkosh Corporation (Holding Company) 90.89 46,200 15,800 -65.80 3,813 1,436 -62.34
2017-12-31 13F-HR NUS / Nu Skin Enterprises, Inc. 68.23 109,500 62,100 -43.29 6,732 4,237 -37.06
2017-12-31 13F-HR NOK / Nokia Corp. 4.65 460,200 80,800 -82.44 2,751 376 -86.33
2017-12-31 13F-HR NDSN / Nordson Corp. 146.36 0 17,600 0 2,576
2017-12-31 13F-HR NEM / Newmont Mining Corp. 37.50 166,900 47,200 -71.72 6,260 1,770 -71.73
2017-12-31 13F-HR OMF / OneMain Holdings, Inc. 25.98 29,600 47,300 59.80 834 1,229 47.36
2017-12-31 13F-HR PCAR / PACCAR, Inc. 71.08 266,900 146,900 -44.96 19,307 10,441 -45.92
2017-12-31 13F-HR PKG / Packaging Corp. of America 120.54 53,200 27,700 -47.93 6,100 3,339 -45.26
2017-12-31 13F-HR NTRSP / Northern Trust Corp. 99.88 0 75,300 0 7,521
2017-12-31 13F-HR PANW / Palo Alto Networks, Inc. 144.94 10,500 24,700 135.24 1,513 3,580 136.62
2017-12-31 13F-HR P / Pandora Media, Inc. 4.82 0 187,800 0 905
2017-12-31 13F-HR NSC / Norfolk Southern Corp. 144.90 146,400 34,900 -76.16 19,359 5,057 -73.88
2017-12-31 13F-HR NRZ / New Residential Investment Corp. 17.88 90,900 54,200 -40.37 1,520 969 -36.25
2017-12-31 13F-HR OTEX / Open Text Corp. 35.66 0 34,600 0 1,234
2017-12-31 13F-HR PVG / Pretium Resources, Inc. 11.40 81,200 926
2017-12-31 13F-HR PB / Prosperity Bancshares, Inc. 70.00 5,800 406
2017-12-31 13F-HR QCOM / QUALCOMM Incorporated 64.02 0 258,200 0 16,529
2017-12-31 13F-HR PG / Procter & Gamble Co. (The) 91.85 249,800 16,800 -93.27 22,726 1,543 -93.21
2017-12-31 13F-HR PII / Polaris Industries, Inc 123.95 149,200 20,500 -86.26 15,610 2,541 -83.72
2017-12-31 13F-HR PPG / PPG Industries, Inc. 116.81 0 151,300 0 17,674
2017-12-31 13F-HR PBR / Petroleo Brasileiro SA Petrobras ADR 10.29 2,132,900 470,400 -77.95 21,414 4,840 -77.40
2017-12-31 13F-HR PEP / PepsiCo, Inc. 119.89 0 28,100 0 3,369
2017-12-31 13F-HR PSX / Phillips 66 101.15 254,200 37,400 -85.29 23,287 3,783 -83.75
2017-12-31 13F-HR PTC / PTC Inc. 60.77 52,800 148,300 180.87 2,971 9,012 203.33
2017-12-31 13F-HR PWR / Quanta Services, Inc. 39.10 0 59,800 0 2,338
2017-12-31 13F-HR PFE / Pfizer, Inc. 9.83 381,800 232,400 -39.13 13,828 2,284 -83.48
2017-12-31 13F-HR PFE / Pfizer, Inc. 36.22 1,549,700 381,800 -75.36 14,970 13,828 -7.63
2017-12-31 13F-HR PRU / Prudential Financial, Inc. 114.98 3,200 143,200 4,375.00 340 16,465 4,742.65
2017-12-31 13F-HR JCP / J.C. Penney Co., Inc. 3.16 0 1,829,300 0 5,780
2017-12-31 13F-HR QIWI / QIWI plc 17.33 150,600 40,400 -73.17 2,551 700 -72.56
2017-12-31 13F-HR PPC / Pilgrim's Pride Corp. 31.06 313,100 184,200 -41.17 8,895 5,721 -35.68
2017-12-31 13F-HR PNR / Pentair plc. 70.62 0 119,600 0 8,446
2017-12-31 13F-HR PKI / PerkinElmer, Inc. 73.08 86,100 25,300 -70.62 5,938 1,849 -68.86
2017-12-31 13F-HR PAYX / Paychex, Inc. 68.08 0 123,200 0 8,387
2017-12-31 13F-HR PKX / POSCO 78.12 61,500 18,100 -70.57 4,268 1,414 -66.87
2017-12-31 13F-HR GOLD / Randgold Resources Ltd. 98.80 5,400 2,500 -53.70 527 247 -53.13
2017-12-31 13F-HR RMBS / Rambus, Inc. 14.21 0 53,500 0 760
2017-12-31 13F-HR RDN / Radian Group, Inc. 20.60 34,900 81,800 134.38 652 1,685 158.44
2017-12-31 13F-HR RF / Regions Financial Corp. 17.28 990,800 230,900 -76.70 15,089 3,989 -73.56
2017-12-31 13F-HR RGLS / Regulus Therapeutics Inc. 1.03 178,000 45,800 -74.27 222 47 -78.83
2017-12-31 13F-HR RIGL / Rigel Pharmaceuticals, Inc. 3.87 28,200 109
2017-12-31 13F-HR RYAAY / Ryanair Holdings Plc 104.15 22,900 2,385
2017-12-31 13F-HR CRM / Salesforce.com, Inc. 102.23 0 222,500 0 22,746
2017-12-31 13F-HR RY / Royal Bank of Canada (Montreal, PQ) 81.64 117,700 70,300 -40.27 9,104 5,739 -36.96
2017-12-31 13F-HR RIO / Rio Tinto plc 52.93 204,900 76,800 -62.52 9,669 4,065 -57.96
2017-12-31 13F-HR QSR / Restaurant Brands International Inc. 61.42 153,300 16,200 -89.43 9,792 995 -89.84
2017-12-31 13F-HR RHI / Robert Half International, Inc 55.54 0 86,700 0 4,815
2017-12-31 13F-HR SC / Santander Consumer USA Holdings Inc. 18.62 83,900 460,200 448.51 1,289 8,568 564.70
2017-12-31 13F-HR SRPT / Sarepta Therapeutics, Inc. 55.64 304,100 67,400 -77.84 13,793 3,750 -72.81
2017-12-31 13F-HR RMD / ResMed Inc. 84.68 178,500 37,600 -78.94 13,737 3,184 -76.82
2017-12-31 13F-HR RSPP / RSP Permian, Inc. 40.65 31,600 23,000 -27.22 1,093 935 -14.46
2017-12-31 13F-HR RTRX / Retrophin, Inc. 21.06 88,700 46,200 -47.91 2,207 973 -55.91
2017-12-31 13F-HR ROK / Rockwell Automation, Inc. 196.33 145,100 16,900 -88.35 25,858 3,318 -87.17
2017-12-31 13F-HR SCG / SCANA Corp. 39.78 0 274,900 0 10,935
2017-12-31 13F-HR MHFI / McGraw Hill Financial, Inc. 169.36 0 11,000 0 1,863
2017-12-31 13F-HR SRE / Sempra Energy 106.91 108,600 65,400 -39.78 12,394 6,992 -43.59
2017-12-31 13F-HR SCI / Service Corp. International 37.31 53,200 80,300 50.94 1,835 2,996 63.27
2017-12-31 13F-HR NOW / ServiceNow, Inc. 130.36 3,100 22,400 622.58 364 2,920 702.20
2017-12-31 13F-HR SALT / Scorpio Bulkers Inc. 7.40 171,100 138,000 -19.35 1,206 1,021 -15.34
2017-12-31 13F-HR SOHU / Sohu.com, Inc. 43.33 51,000 36,600 -28.24 2,776 1,586 -42.87
2017-12-31 13F-HR GLD / SPDR Gold Shares 123.65 139,200 865,000 521.41 16,923 106,957 532.02
2017-12-31 13F-HR SO / Southern Co. (The) 48.09 0 542,300 0 26,079
2017-12-31 13F-HR ONCE / Spark Therapeutics, Inc. 51.41 120,000 83,400 -30.50 10,699 4,288 -59.92
2017-12-31 13F-HR SPG / Simon Property Group, Inc. 171.74 0 43,800 0 7,522
2017-12-31 13F-HR SNE / Sony Corp. 44.94 72,500 66,800 -7.86 2,707 3,002 10.90
2017-12-31 13F-HR SBGI / Sinclair Broadcast Group, Inc. 37.85 0 19,500 0 738
2017-12-31 13F-HR DIA / SPDR Dow Jones Industrial Average ETF 247.33 196,900 16,500 -91.62 44,070 4,081 -90.74
2017-12-31 13F-HR SHW / Sherwin-Williams Co. (The) 410.00 4,700 12,800 172.34 1,682 5,248 212.01
2017-12-31 13F-HR SEE / Sealed Air Corp. 49.30 0 217,900 0 10,742
2017-12-31 13F-HR SCCO / Southern Copper Corp. 47.45 212,100 102,200 -51.82 8,433 4,849 -42.50
2017-12-31 13F-HR LUV / Southwest Airlines Co. 65.45 0 371,400 0 24,308
2017-12-31 13F-HR ST / Sensata Techologies Holdings NV 51.10 151,500 85,400 -43.63 7,282 4,364 -40.07
2017-12-31 13F-HR SINA / Sina Corp. 100.27 0 7,300 0 732
2017-12-31 13F-HR SNPS / Synopsys, Inc. 85.17 0 2,900 0 247
2017-12-31 13F-HR XME / SPDR S&P Metals & Mining ETF 36.37 445,100 808,400 81.62 14,323 29,401 105.27
2017-12-31 13F-HR STO / Statoil ASA 21.42 212,626 168,900 -20.56 4,271 3,617 -15.31
2017-12-31 13F-HR SUM / Summit Materials, Inc. 31.44 407,200 221,000 -45.73 13,042 6,948 -46.73
2017-12-31 13F-HR TSM / Taiwan Semiconductor Manufacturing Co. Ltd. 39.64 0 105,800 0 4,194
2017-12-31 13F-HR TAHO / Tahoe Resources Inc. 4.79 0 305,700 0 1,464
2017-12-31 13F-HR STLD / Steel Dynamics, Inc. 43.13 0 246,000 0 10,609
2017-12-31 13F-HR AMTD / TD AmeriTrade Holding Corp. 51.13 197,700 102,900 -47.95 9,647 5,261 -45.46
2017-12-31 13F-HR SYK / Stryker Corp. 154.83 0 55,100 0 8,531
2017-12-31 13F-HR VIV / Telefonica Brasil, S.A. 14.82 273,300 96,400 -64.73 4,329 1,429 -66.99
2017-12-31 13F-HR STI / SunTrust Banks, Inc. 64.59 126,600 205,900 62.64 7,566 13,299 75.77
2017-12-31 13F-HR TECK / Teck Resources Ltd. 26.17 1,026,400 264,400 -74.24 21,646 6,919 -68.04
2017-12-31 13F-HR XOP / SPDR S&P Oil & Gas Exploration & Production ETF 37.18 0 224,100 0 8,332
2017-12-31 13F-HR SPLK / Splunk Inc. 82.84 38,900 212,100 445.24 2,584 17,570 579.95
2017-12-31 13F-HR XHB / SPDR S&P Homebuilders ETF 44.26 755,900 844,600 11.73 30,099 37,381 24.19
2017-12-31 13F-HR TCB / TCF Financial Corp. 20.50 91,300 72,500 -20.59 1,555 1,486 -4.44
2017-12-31 13F-HR SHOO / Steven Madden Ltd. 46.68 86,700 33,100 -61.82 3,754 1,545 -58.84
2017-12-31 13F-HR SU / Suncor Energy Inc. 36.72 405,300 268,500 -33.75 14,197 9,859 -30.56
2017-12-31 13F-HR TAL / TAL International Group, Inc. 29.69 0 29,200 0 867
2017-12-31 13F-HR SHO / Sunstone Hotel Investors, Inc. 16.51 0 37,000 0 611
2017-12-31 13F-HR TEL / TE Connectivity Ltd. 95.04 47,500 137,800 190.11 3,945 13,096 231.96
2017-12-31 13F-HR SSNC / SS&C Technologies Holdings, Inc. 40.48 169,900 106,300 -37.43 6,821 4,303 -36.92
2017-12-31 13F-HR TSLA / Tesla Motors, Inc. 311.35 0 96,500 0 30,045
2017-12-31 13F-HR TSU / TIM Participacoes S.A. 19.30 160,800 101,500 -36.88 2,939 1,959 -33.34
2017-12-31 13F-HR TEN / Tenneco, Inc. 58.52 0 39,100 0 2,288
2017-12-31 13F-HR SCHW / Schwab Charles Corp 51.37 308,600 462,500 49.87 13,498 23,758 76.01
2017-12-31 13F-HR TSEM / Tower Semiconductor Ltd. 33.97 96,800 7,800 -91.94 2,976 265 -91.10
2017-12-31 13F-HR TEX / Terex Corp. 48.21 223,500 35,200 -84.25 10,061 1,697 -83.13
2017-12-31 13F-HR TXT / Textron, Inc. 56.59 250,300 87,300 -65.12 13,486 4,940 -63.37
2017-12-31 13F-HR TER / Teradyne, Inc. 41.86 0 44,000 0 1,842
2017-12-31 13F-HR TMO / Thermo Fisher Scientific, Inc. 189.88 249,600 66,500 -73.36 47,224 12,627 -73.26
2017-12-31 13F-HR TKR / Timken Co. (THE) 49.13 0 14,900 0 732
2017-12-31 13F-HR TMUS / T-Mobile US, Inc. 63.51 0 100,000 0 6,351
2017-12-31 13F-HR TCBIP / Texas Capital Bancshares, Inc. 88.90 9,300 26,300 182.80 797 2,338 193.35
2017-12-31 13F-HR TD / Toronto-Dominion Bank (ON) 58.58 74,700 37,900 -49.26 4,203 2,220 -47.18
2017-12-31 13F-HR TOL / Toll Brothers, Inc. 48.01 222,000 186,900 -15.81 9,206 8,974 -2.52
2017-12-31 13F-HR RIG / Transocean, Inc. 10.68 0 185,900 0 1,985
2017-12-31 13F-HR TXN / Texas Instruments Inc. 104.44 394,500 124,000 -68.57 35,362 12,950 -63.38
2017-12-31 13F-HR TSN / Tyson Foods, Inc. 81.07 220,200 193,500 -12.13 15,513 15,687 1.12
2017-12-31 13F-HR TPH / Tri Pointe Homes, Inc. 17.91 168,300 3,015
2017-12-31 13F-HR UBS / UBS Group AG 18.39 442,300 286,700 -35.18 7,585 5,272 -30.49
2017-12-31 13F-HR TREX / Trex Co., Inc. 108.21 12,600 2,800 -77.78 1,134 303 -73.28
2017-12-31 13F-HR USCR / U.S. Concrete, Inc. 83.61 51,100 15,800 -69.08 3,898 1,321 -66.11
2017-12-31 13F-HR TUES / Tuesday Morning Corp. 2.71 106,800 21,000 -80.34 341 57 -83.28
2017-12-31 13F-HR TRIP / TripAdvisor, Inc. 34.46 29,500 146,300 395.93 1,195 5,041 321.84
2017-12-31 13F-HR TRN / Trinity Industries, Inc. 37.46 194,200 142,700 -26.52 6,194 5,345 -13.71
2017-12-31 13F-HR TRMB / Trimble Navigation Ltd. 40.63 122,300 38,100 -68.85 4,800 1,548 -67.75
2017-12-31 13F-HR UBNT / Ubiquiti Networks, Inc. 71.02 184,600 75,500 -59.10 10,341 5,362 -48.15
2017-12-31 13F-HR TWTR / Twitter, Inc. 24.01 0 1,168,300 0 28,050
2017-12-31 13F-HR UPS / United Parcel Service, Inc. 119.15 212,200 149,400 -29.59 25,483 17,801 -30.15
2017-12-31 13F-HR TYL / Tyler Technologies, Inc. 176.96 0 7,900 0 1,398
2017-12-31 13F-HR VEA / Vanguard FTSE Developed Markets ETF 44.86 904,300 40,566
2017-12-31 13F-HR VB / Vanguard Small-Cap ETF 147.80 207,900 30,727
2017-12-31 13F-HR VTI / Vanguard Total Stock Market Index Fund 137.25 355,500 48,792
2017-12-31 13F-HR VTV / Vanguard Value ETF 106.32 558,700 59,400
2017-12-31 13F-HR VFH / Vanguard Financials ETF 70.04 193,900 264,400 36.36 12,673 18,518 46.12
2017-12-31 13F-HR VRSN / VeriSign, Inc. 114.39 121,400 9,800 -91.93 12,915 1,121 -91.32
2017-12-31 13F-HR VRTS / Virtus Investment Partners, Inc. 114.90 3,300 4,900 48.48 382 563 47.38
2017-12-31 13F-HR GDX / VanEck Vectors Gold Miners ETF 23.24 1,740,700 2,947,300 69.32 39,966 68,495 71.38
2017-12-31 13F-HR VRTX / Vertex Pharmaceuticals Inc. 149.85 0 122,300 0 18,327
2017-12-31 13F-HR VRX / Valeant Pharmaceuticals International, Inc. 20.78 0 112,000 0 2,327
2017-12-31 13F-HR VWO / Vanguard FTSE Emerging Markets ETF 45.91 423,500 1,395,000 229.40 18,451 64,044 247.10
2017-12-31 13F-HR UNM / Unum Group 54.80 28,800 7,500 -73.96 1,472 411 -72.08
2017-12-31 13F-HR GDXJ / VanEck Vectors Junior Gold Miners ETF 34.13 107,900 1,342,800 1,144.49 3,624 45,829 1,164.60
2017-12-31 13F-HR VMI / Valmont Industries, Inc. 165.84 0 16,600 0 2,753
2017-12-31 13F-HR VOD / Vodafone Group Plc 31.89 366,600 139,900 -61.84 10,433 4,462 -57.23
2017-12-31 13F-HR WDR / Waddell & Reed Financial, Inc. 22.34 185,700 195,500 5.28 3,726 4,367 17.20
2017-12-31 13F-HR V / Visa, Inc. 114.02 369,300 78,700 -78.69 38,865 8,973 -76.91
2017-12-31 13F-HR VSH / Vishay Intertechnology, Inc. 20.75 226,100 178,400 -21.10 4,250 3,701 -12.92
2017-12-31 13F-HR VG / Vonage Holdings Corp. 10.17 538,900 439,400 -18.46 4,386 4,468 1.87
2017-12-31 13F-HR WRK / Westrock Company 63.21 22,900 143,700 527.51 1,299 9,083 599.23
2017-12-31 13F-HR WU / Western Union Co. (The) 19.01 0 246,600 0 4,687
2017-12-31 13F-HR WSO / Watsco, Inc. 170.00 3,800 23,200 510.53 612 3,944 544.44
2017-12-31 13F-HR WEC / WEC Energy Group, Inc. 66.42 179,700 61,700 -65.66 11,281 4,098 -63.67
2017-12-31 13F-HR WM / Waste Management, Inc. 86.30 200,700 84,800 -57.75 15,708 7,318 -53.41
2017-12-31 13F-HR WFC / Wells Fargo & Co. 60.67 334,900 573,300 71.19 18,469 34,782 88.33
2017-12-31 13F-HR WWW / Wolverine World Wide, Inc. 31.86 0 23,700 0 755
2017-12-31 13F-HR AUY / Yamana Gold Inc. 3.11 644,700 68,500 -89.37 1,708 213 -87.53
2017-12-31 13F-HR WLL / Whiting Petroleum Corp. 26.42 0 17,900 0 473
2017-12-31 13F-HR XL / XL Group Ltd. 35.15 94,900 86,400 -8.96 3,743 3,037 -18.86
2017-12-31 13F-HR WYN / Wyndham Worldwide Corp. 115.83 134,700 15,100 -88.79 14,198 1,749 -87.68
2017-12-31 13F-HR SLW / Silver Wheaton Corp. 22.13 233,200 295,900 26.89 4,451 6,548 47.11
2017-12-31 13F-HR DXJ / WisdomTree Japan Hedged Equity Fund 59.32 1,131,200 41,400 -96.34 61,876 2,456 -96.03
2017-12-31 13F-HR YELP / Yelp, Inc. 41.95 393,600 55,900 -85.80 17,042 2,345 -86.24
2017-12-31 13F-HR WY / Weyerhaeuser Co. 35.26 0 334,300 0 11,787
2017-12-31 13F-HR HTLD / Heartland Express, Inc. 23.30 67,100 20,900 -68.85 1,682 487 -71.05
2017-12-31 13F-HR VMW / VMWare, Inc. 125.32 349,800 74,500 -78.70 38,194 9,336 -75.56
2017-12-31 13F-HR AMRN / Amarin Corp. Plc 4.01 222,400 104,500 -53.01 778 419 -46.14
2017-12-31 13F-HR LNT / Alliant Energy Corp. 42.60 197,900 119,400 -39.67 8,226 5,087 -38.16
2017-12-31 13F-HR EVR / Evercore Partners, Inc. 90.00 51,500 25,800 -49.90 4,132 2,322 -43.80
2017-12-31 13F-HR WIN / Windstream Holdings, Inc. 1.85 1,351,900 933,500 -30.95 2,392 1,726 -27.84
2017-12-31 13F-HR GOOGL / Alphabet Inc. 1,053.37 7,800 16,900 116.67 7,595 17,802 134.39
2017-12-31 13F-HR VALE / Vale S.A. 12.23 1,394,100 1,569,000 12.55 14,038 19,188 36.69
2017-12-31 13F-HR AMH / American Homes 4 Rent 21.83 0 96,000 0 2,096
2017-12-31 13F-HR ALL / Allstate Corp. (The) 104.70 64,200 14,900 -76.79 5,900 1,560 -73.56
2017-12-31 13F-HR TAN / Guggenheim Solar ETF 25.13 153,500 163,400 6.45 3,323 4,106 23.56
2017-12-31 13F-HR MDY / SPDR S&P Midcap 400 ETF 345.41 188,100 121,100 -35.62 61,382 41,829 -31.85
2017-12-31 13F-HR KRE / SPDR S&P Regional Banking ETF 58.85 1,139,800 692,300 -39.26 64,695 40,741 -37.03
2017-12-31 13F-HR FE / FirstEnergy Corp. 30.61 832,200 55,700 -93.31 25,656 1,705 -93.35
2017-12-31 13F-HR MRVL / Marvell Technology Group Ltd. 21.47 1,266,800 813,300 -35.80 22,675 17,461 -22.99
2017-12-31 13F-HR TRV / Travelers Companies, Inc. (The) 135.63 0 157,600 0 21,376
2017-12-31 13F-HR YPF / YPF Sociedad Anonima 22.91 137,500 198,300 44.22 3,063 4,543 48.32
2017-12-31 13F-HR ZB.PRA / Zions Bancorporation 50.82 100,800 84,000 -16.67 4,755 4,269 -10.22
2017-12-31 13F-HR ZOES / Zoe's Kitchen, Inc. 16.67 176,300 16,500 -90.64 2,226 275 -87.65
2017-12-31 13F-HR ZEN / Zendesk, Inc. 33.83 0 65,200 0 2,206
2017-12-31 13F-HR ZBH / Zimmer Biomet Holdings, Inc 120.67 0 27,000 0 3,258
2017-12-31 13F-HR ZAYO / Zayo Group Holdings, Inc. 36.80 357,400 321,200 -10.13 12,301 11,820 -3.91
2017-12-31 13F-HR KBE / SPDR S&P Bank ETF 47.34 557,700 434,300 -22.13 25,146 20,559 -18.24
2017-12-31 13F-HR EMR / Emerson Electric Co. 69.69 697,500 235,200 -66.28 43,830 16,391 -62.60
2017-12-31 13F-HR COH / Coach, Inc. 44.22 136,000 105,400 -22.50 5,478 4,661 -14.91
2017-12-31 13F-HR GOOG / Alphabet Inc. Class C 1,046.39 10,000 23,000 130.00 9,591 24,067 150.93
2017-12-31 13F-HR ED / Consolidated Edison, Inc. 84.94 41,300 49,800 20.58 3,332 4,230 26.95
2017-12-31 13F-HR XRT / SPDR S&P Retail ETF 45.18 0 281,500 0 12,718
2017-12-31 13F-HR TDC / Teradata Corp. 38.46 166,900 190,500 14.14 5,639 7,326 29.92
2017-12-31 13F-HR TVIX / VelocityShares Daily 2X VIX Short Term ETN S&P 500 VIX STF Index due 12/4/2030 5.54 215,500 276,600 28.35 2,441 1,532 -37.24
2017-12-31 13F-HR APH / Amphenol Corp. 87.79 193,000 41,700 -78.39 16,335 3,661 -77.59
2017-12-31 13F-HR SYY / SYSCO Corp. 60.73 0 376,500 0 22,864
2017-12-31 13F-HR ZTS / Zoetis Inc. 72.03 488,000 110,700 -77.32 31,114 7,974 -74.37
2017-12-31 13F-HR DTE / DTE Energy Co. 109.45 107,400 34,400 -67.97 11,530 3,765 -67.35
2017-12-31 13F-HR HII / Huntington Ingalls Industries, Inc. 235.67 0 12,000 0 2,828
2017-12-31 13F-HR INTC / Intel Corp. 46.16 1,523,100 1,239,000 -18.65 57,999 57,192 -1.39
2017-12-31 13F-HR INDA / iShares MSCI India ETF 36.07 161,500 542,900 236.16 5,305 19,582 269.12
2017-12-31 13F-HR OSIS / OSI Systems, Inc. 64.38 17,800 28,800 61.80 1,626 1,854 14.02
2017-12-31 13F-HR CREE / Cree, Inc. 37.14 0 234,400 0 8,705
2017-12-31 13F-HR TIF / Tiffany & Co. 103.94 0 144,800 0 15,051
2017-12-31 13F-HR AXTA / Axalta Coating Systems Ltd. 32.36 0 217,300 0 7,031
2017-12-31 13F-HR LII / Lennox International, Inc. 208.26 0 31,600 0 6,581
2017-12-31 13F-HR AMT / American Tower Corp. (REIT) 142.65 85,400 47,900 -43.91 11,672 6,833 -41.46
2017-12-31 13F-HR VOYA / Voya Financial, Inc. 49.39 0 6,600 0 326
2017-12-31 13F-HR SHLD / Sears Holdings Corp. 3.57 0 24,900 0 89
2017-12-31 13F-HR PFG / Principal Financial Group, Inc. 70.55 0 56,500 0 3,986
2017-12-31 13F-HR EXPD / Expeditors International of Washington, Inc. 64.68 140,600 129,600 -7.82 8,416 8,383 -0.39
2017-12-31 13F-HR EWY / iShares MSCI South Korea Capped ETF 74.91 0 46,600 0 3,491
2017-12-31 13F-HR GLNG / Golar LNG Ltd. 29.81 0 51,500 0 1,535
2017-12-31 13F-HR CB / Chubb Ltd 146.12 0 56,500 0 8,256
2017-12-31 13F-HR FRAN / Francesca's Holdings Corporation 7.31 475,500 319,300 -32.85 3,499 2,334 -33.30
2017-12-31 13F-HR ASNA / Ascena Retail Group, Inc. 2.35 746,400 404,600 -45.79 1,828 950 -48.03
2017-12-31 13F-HR EXPR / Express, Inc. 10.14 597,800 152,700 -74.46 4,041 1,549 -61.67
2017-12-31 13F-HR PBCT / People's United Financial, Inc. 18.70 61,100 237,000 287.89 1,108 4,431 299.91
2017-12-31 13F-HR UTX / United Technologies Corp. 127.57 0 320,400 0 40,873
2017-12-31 13F-HR NXST / Nexstar Broadcasting Group, Inc. 78.19 0 57,600 0 4,504
2017-12-31 13F-HR XLE / SPDR Energy Select Sector ETF 72.26 0 200,700 0 14,502
2017-12-31 13F-HR UFS / Domator Corp. 49.51 91,000 84,000 -7.69 3,948 4,159 5.34
2017-12-31 13F-HR ISRG / Intuitive Surgical, Inc. 364.92 2,500 39,800 1,492.00 2,614 14,524 455.62
2017-12-31 13F-HR NXPI / NXP Semiconductors N.V. 117.07 151,100 39,200 -74.06 17,087 4,589 -73.14
2017-12-31 13F-HR TMK / Torchmark Corp. 90.70 21,700 60,400 178.34 1,737 5,478 215.37
2017-12-31 13F-HR ABG / Asbury Automotive Group, Inc. 63.94 0 6,600 0 422
2017-12-31 13F-HR HIBB / Hibbett Sports, Inc. 20.39 316,200 89,800 -71.60 4,505 1,831 -59.36
2017-12-31 13F-HR SNV / Synovus Financial Corp. 47.93 40,100 79,900 99.25 1,847 3,830 107.36
2017-12-31 13F-HR AOS / Smith (A.O.) Corp. 61.27 56,500 97,500 72.57 3,357 5,974 77.96
2017-12-31 13F-HR MFC / Manulife Financial Corp. 20.86 234,300 148,300 -36.71 4,753 3,093 -34.93
2017-12-31 13F-HR LEA / Lear Corp. 176.65 167,100 35,500 -78.76 28,921 6,271 -78.32
2017-12-31 13F-HR RHP / Ryman Hospitality Properties, Inc. 68.99 0 28,600 0 1,973
2017-12-31 13F-HR CMC / Commercial Metals Co. 21.31 0 88,600 0 1,888
2017-12-31 13F-HR BURL / Burlington Stores, Inc. 123.03 0 117,900 0 14,505
2017-12-31 13F-HR GXP / Great Plains Energy, Inc. 32.22 203,100 48,600 -76.07 6,153 1,566 -74.55
2017-12-31 13F-HR CNO / CNO Financial Group, Inc. 24.69 216,000 167,000 -22.69 5,041 4,123 -18.21
2017-12-31 13F-HR SKX / Skechers U.S.A. Inc. 37.83 0 123,200 0 4,661
2017-12-31 13F-HR ACRX / AcelRx Pharmaceuticals, Inc. 2.00 0 25,000 0 50
2017-12-31 13F-HR POWI / Power Integrations, Inc. 73.51 10,000 13,100 31.00 732 963 31.56
2017-12-31 13F-HR HSY / Hershey Company (The) 113.48 0 27,300 0 3,098
2017-12-31 13F-HR VZ / Verizon Communications, Inc. 52.93 0 546,600 0 28,931
2017-12-31 13F-HR CXO / Concho Resources, Inc. 150.20 0 30,000 0 4,506
2017-12-31 13F-HR ES / Eversource Energy 63.18 142,400 141,600 -0.56 8,606 8,946 3.95
2017-12-31 13F-HR ARWR / Arrowhead Pharmaceuticals, Inc. 3.67 0 55,300 0 203
2017-12-31 13F-HR F / Ford Motor Co. 12.49 3,117,900 1,643,200 -47.30 37,321 20,523 -45.01
2017-12-31 13F-HR XLF / SPDR Financial Select Sector ETF 27.91 20,638,000 11,976,500 -41.97 533,698 334,264 -37.37
2017-12-31 13F-HR XLP / SPDR Consumer Staples Select Sector ETF 56.89 0 2,786,500 0 158,523
2017-12-31 13F-HR BDC / Belden, Inc. 77.12 7,900 17,700 124.05 636 1,365 114.62
2017-12-31 13F-HR XLY / SPDR Consumer Discretionary Select Sector ETF 98.69 70,000 1,504,400 2,049.14 6,305 148,469 2,254.78
2017-12-31 13F-HR ENDP / Endo International plc 7.75 0 202,500 0 1,569
2017-12-31 13F-HR SWM / Schweitzer-Mauduit International, Inc. 45.28 0 7,200 0 326
2017-12-31 13F-HR GTLS / Chart Industries, Inc. 46.85 0 43,800 0 2,052
2017-12-31 13F-HR FTRPR / Frontier Communications Corp. 6.76 760,800 765,400 0.60 8,969 5,174 -42.31
2017-12-31 13F-HR SEIC / SEI Investments Co. 71.86 111,800 44,200 -60.47 6,826 3,176 -53.47
2017-12-31 13F-HR DRI / Darden Restaurants, Inc. 96.02 80,400 150,000 86.57 6,333 14,403 127.43
2017-12-31 13F-HR MTB / M & T Bank Corp. 170.99 10,700 40,500 278.50 1,723 6,925 301.92
2017-12-31 13F-HR YUM / Yum! Brands, Inc. 81.61 38,500 75,200 95.32 2,833 6,137 116.63
2017-12-31 13F-HR VMC / Vulcan Materials Co. (Holding Co.) 128.35 0 22,400 0 2,875
2017-12-31 13F-HR NTAP / NetApp, Inc. 55.32 0 308,600 0 17,071
2017-12-31 13F-HR SSI / Stage Stores, Inc. 1.67 158,300 76,100 -51.93 291 127 -56.36
2017-12-31 13F-HR CR / Crane Co. 89.21 0 59,400 0 5,299
2017-12-31 13F-HR PHM / PulteGroup, Inc. 33.25 437,500 175,400 -59.91 11,956 5,832 -51.22
2017-12-31 13F-HR CTXS / Citrix Systems, Inc. 88.00 0 193,700 0 17,045
2017-12-31 13F-HR MTSI / MACOM Technology Solutions Holdings, Inc. 32.53 0 93,300 0 3,035
2017-12-31 13F-HR GRUB / GrubHub Inc. 71.80 394,800 149,700 -62.08 20,790 10,748 -48.30
2017-12-31 13F-HR DNKN / Dunkin' Brands Group, Inc. 64.47 0 154,700 0 9,973
2017-12-31 13F-HR EWZ / iShares MSCI Brazil Capped ETF 40.45 4,260,200 269,400 -93.68 177,607 10,897 -93.86
2017-12-31 13F-HR PCG / PG&E Corp. 44.83 199,300 463,100 132.36 13,570 20,760 52.98
2017-12-31 13F-HR TM / Toyota Motor Corp. 127.15 0 18,600 0 2,365
2017-12-31 13F-HR PNC / PNC Financial Services Group, Inc. (The) 144.28 184,700 72,200 -60.91 24,892 10,417 -58.15
2017-12-31 13F-HR AMX / America Movil S.A.B. de CV 17.15 95,100 155,700 63.72 1,688 2,670 58.18
2017-12-31 13F-HR KEY / KeyCorp 20.17 287,400 375,600 30.69 5,408 7,575 40.07
2017-12-31 13F-HR ZNGA / Zynga Inc. 4.00 1,788,700 733,300 -59.00 6,761 2,933 -56.62
2017-12-31 13F-HR ILMN / Illumina, Inc. 218.46 63,900 26,700 -58.22 12,728 5,833 -54.17
2017-12-31 13F-HR CAR / Avis Budget Group, Inc. 43.87 0 94,200 0 4,133
2017-12-31 13F-HR MTZ / MasTec, Inc. 48.93 0 19,600 0 959
2017-12-31 13F-HR CEO / CNOOC Ltd. 143.46 0 5,200 0 746
2017-12-31 13F-HR DATA / Tableau Software, Inc. 69.18 94,100 19,500 -79.28 7,047 1,349 -80.86
2017-12-31 13F-HR AJG / Gallagher (ARTHUR J.) & Co. 63.27 41,500 30,000 -27.71 2,554 1,898 -25.69
2017-12-31 13F-HR CY / Cypress Semiconductor Corp. 15.24 410,500 178,200 -56.59 6,165 2,715 -55.96
2017-12-31 13F-HR ANIK / Anika Therapeutics Inc. 53.90 8,700 10,000 14.94 504 539 6.94
2017-12-31 13F-HR JASO / JA Solar Holdings Co., Ltd. 7.44 30,200 38,600 27.81 230 287 24.78
2017-12-31 13F-HR FHN / First Horizon National Corp. 19.95 0 21,700 0 433
2017-12-31 13F-HR WTI / W & T Offshore, Inc. 3.31 0 217,500 0 719
2017-12-31 13F-HR CMCSA / Comcast Corp. 40.05 0 164,400 0 6,584
2017-12-31 13F-HR USG / USG Corp. 38.56 0 94,900 0 3,659
2017-12-31 13F-HR SGEN / Seattle Genetics, Inc. 53.47 0 25,900 0 1,385
2017-12-31 13F-HR MNST / Monster Beverage Corporation New 63.29 248,700 176,300 -29.11 13,740 11,158 -18.79
2017-12-31 13F-HR JNPR / Juniper Networks, Inc. 28.50 0 239,400 0 6,822
2017-12-31 13F-HR RS / Reliance Steel & Aluminum Co., Inc. 85.77 0 47,300 0 4,057
2017-12-31 13F-HR WEX / WEX Inc. 141.21 8,000 47,000 487.50 897 6,637 639.91
2017-12-31 13F-HR CSIQ / Canadian Solar Inc. 16.86 346,800 171,300 -50.61 5,840 2,888 -50.55
2017-12-31 13F-HR MET / MetLife, Inc. 50.56 791,600 261,200 -67.00 41,123 13,206 -67.89
2017-12-31 13F-HR CAMP / CalAmp Corp. 21.43 54,900 50,400 -8.20 1,276 1,080 -15.36
2017-12-31 13F-HR CAA / CalAtlantic Group, Inc. 56.39 0 195,000 0 10,996
2017-12-31 13F-HR NSM / Nationstar Mortgage Holdings Inc. 18.49 18,000 57,700 220.56 334 1,067 219.46
2017-12-31 13F-HR CRS / Carpenter Technology Corp. 50.98 60,800 64,300 5.76 2,920 3,278 12.26
2017-12-31 13F-HR AL / Air Lease Corporation 48.07 32,200 34,200 6.21 1,372 1,644 19.83
2017-12-31 13F-HR R / Ryder System, Inc. 84.17 55,800 75,100 34.59 4,717 6,321 34.00
2017-12-31 13F-HR ABMD / ABIOMED, Inc. 187.35 16,300 14,700 -9.82 2,748 2,754 0.22
2017-12-31 13F-HR FNV / Franco-Nevada Corp. 79.95 33,900 18,700 -44.84 2,626 1,495 -43.07
2017-12-31 13F-HR FDN / First Trust Dow Jones Internet Index Fund 109.86 45,000 20,800 -53.78 4,606 2,285 -50.39
2017-12-31 13F-HR ASHR / DBX ETF Trust 31.03 625,400 194,600 -68.88 18,255 6,038 -66.92
2017-12-31 13F-HR CDW / CDW Corporation 69.48 0 40,600 0 2,821
2017-12-31 13F-HR BB / Blackberry Limited 11.17 34,900 695,300 1,892.26 390 7,766 1,891.28
2017-12-31 13F-HR PEG / Public Service Enterprise Group, Inc. 51.50 609,800 233,100 -61.77 28,203 12,004 -57.44
2017-12-31 13F-HR JD / JD.com, Inc. 41.42 0 941,800 0 39,009
2017-12-31 13F-HR COF / Capital One Financial Corp. 99.58 0 111,100 0 11,063
2017-12-31 13F-HR OI / Owens-Illinois, Inc. 22.16 326,300 36,500 -88.81 8,209 809 -90.14
2017-12-31 13F-HR VRNT / Verint Systems, Inc. 41.80 0 13,300 0 556
2017-12-31 13F-HR ESRX / Express Scripts Holding Co. 74.63 0 98,400 0 7,344
2017-12-31 13F-HR AGIO / Agios Pharmaceuticals, Inc. 56.94 166,600 3,600 -97.84 11,120 205 -98.16
2017-12-31 13F-HR SNBR / Sleep Number Corporation 37.58 10,600 66,500 527.36 329 2,499 659.57
2017-12-31 13F-HR CA / CA, Inc. 33.28 125,000 73,800 -40.96 4,172 2,456 -41.13
2017-12-31 13F-HR FDX / FedEx Corp. 249.53 54,600 130,800 139.56 12,316 32,639 165.01
2017-12-31 13F-HR KS / KapStone Paper & Packaging Corp. 22.68 79,800 26,500 -66.79 1,714 601 -64.94
2017-12-31 13F-HR RES / RPC, Inc. 25.52 0 96,300 0 2,458
2017-12-31 13F-HR CHRW / C.H. Robinson Worldwide, Inc. 89.08 0 31,400 0 2,797
2017-12-31 13F-HR FITB / Fifth Third Bancorp 30.34 449,000 185,000 -58.80 12,563 5,612 -55.33
2017-12-31 13F-HR SBAC / SBA Communications Corp. 163.36 102,800 53,600 -47.86 14,808 8,756 -40.87
2017-12-31 13F-HR GPS / Gap, Inc. (The) 34.06 1,016,400 259,300 -74.49 30,014 8,831 -70.58
2017-12-31 13F-HR ECA / EnCana Corp. 13.31 0 32,300 0 430
2017-12-31 13F-HR XLB / SPDR Materials Select Sector ETF 60.53 1,185,000 274,300 -76.85 67,308 16,603 -75.33
2017-12-31 13F-HR S / Sprint Corporation 5.89 0 286,000 0 1,684
2017-12-31 13F-HR MDC / M.D.C. Holdings, Inc. 31.87 64,300 85,900 33.59 2,135 2,738 28.24
2017-12-31 13F-HR NBIX / Neurocrine Biosciences, Inc. 77.58 67,500 41,700 -38.22 4,136 3,235 -21.78
2017-12-31 13F-HR WYNN / Wynn Resorts Ltd. 168.59 69,200 34,700 -49.86 10,305 5,850 -43.23
2017-12-31 13F-HR LJPC / La Jolla Pharmaceutical Co. 32.17 147,900 19,800 -86.61 5,143 637 -87.61
2017-12-31 13F-HR LGND / Ligand Pharmaceuticals Incorporated 136.89 25,800 20,600 -20.16 3,512 2,820 -19.70
2017-12-31 13F-HR XLNX / Xilinx, Inc. 67.39 243,700 32,200 -86.79 17,261 2,170 -87.43
2017-12-31 13F-HR ARE / Alexandria Real Estate Equities, Inc. 130.55 0 23,700 0 3,094
2017-12-31 13F-HR RUBI / Rubicon Project, Inc. 1.86 55,900 118,000 111.09 217 220 1.38
2017-12-31 13F-HR EFA / iShares MSCI EAFE ETF 70.31 812,800 2,071,500 154.86 55,660 145,647 161.67
2017-12-31 13F-HR ICE / Intercontinental Exchange, Inc. 70.55 207,400 92,100 -55.59 14,248 6,498 -54.39
2017-12-31 13F-HR NOG / Northern Oil and Gas, Inc. 2.05 254,600 233,400 -8.33 229 478 108.73
2017-12-31 13F-HR GFI / Gold Fields Ltd. 4.29 0 30,100 0 129
2017-12-31 13F-HR ANDV / Andeavor Corp. 114.33 246,000 124,600 -49.35 25,374 14,246 -43.86
2017-12-31 13F-HR ANTM / Anthem, Inc. 225.00 0 3,800 0 855
2017-12-31 13F-HR BRK.B / Berkshire Hathaway, Inc. 198.22 212,400 181,800 -14.41 38,937 36,036 -7.45
2017-12-31 13F-HR RRD / Donnelley (R.R.) & Sons Co. 9.29 0 48,100 0 447
2017-12-31 13F-HR MPEL / Melco Crown Entertainment Ltd. 29.04 490,800 254,200 -48.21 11,838 7,381 -37.65
2017-12-31 13F-HR VSI / Vitamin Shoppe, Inc. 4.40 233,600 167,300 -28.38 1,249 736 -41.07
2017-12-31 13F-HR BBY / Best Buy Co., Inc. 68.47 0 451,300 0 30,900
2017-12-31 13F-HR MSI / Motorola Solutions, Inc. 90.34 45,100 83,000 84.04 3,827 7,498 95.92
2017-12-31 13F-HR VAR / Varian Medical Systems, Inc. 111.13 119,600 25,600 -78.60 11,967 2,845 -76.23
2017-12-31 13F-HR KLXI / KLX Inc. 68.24 0 63,000 0 4,299
2017-12-31 13F-HR SMG / Scotts Miracle-Gro Company (The) 106.85 0 5,400 0 577
2017-12-31 13F-HR SKMTF / SK Telecom Co., Ltd. 27.87 71,700 24,900 -65.27 1,763 694 -60.64
2017-12-31 13F-HR NUE / Nucor Corp. 63.57 0 169,800 0 10,795
2017-12-31 13F-HR USB / U.S. Bancorp 53.58 491,400 436,500 -11.17 26,334 23,387 -11.19
2017-12-31 13F-HR AAP / Advance Auto Parts, Inc. 121,600 0 -100.00 12,062 0 -100.00
2017-12-31 13F-HR BMY / Bristol-Myers Squibb Co. 12,200 0 -100.00 777 0 -100.00
2017-12-31 13F-HR MMM / 3M Co. 213,600 0 -100.00 44,834 0 -100.00
2017-12-31 13F-HR BTI / British American Tobacco p.l.c. 259,300 0 -100.00 16,193 0 -100.00
2017-12-31 13F-HR PLAY / Dave & Buster's Entertainment, Inc. 75,800 0 -100.00 3,977 0 -100.00
2017-12-31 13F-HR ABCO / Advisory Board Co. (The) 46,000 0 -100.00 2,466 0 -100.00
2017-12-31 13F-HR VIP / VimpelCom Ltd. 510,200 0 -100.00 2,132 0 -100.00
2017-12-31 13F-HR HAIN / Hain Celestial Group, Inc. (The) 5,400 0 -100.00 222 0 -100.00
2017-12-31 13F-HR STWD / Starwood Property Trust Inc. 35,300 0 -100.00 766 0 -100.00
2017-12-31 13F-HR ACHC / Acadia Healthcare Company, Inc. 126,600 0 -100.00 6,046 0 -100.00
2017-12-31 13F-HR ASML / ASML Holding N.V. (ADR) 25,500 0 -100.00 4,365 0 -100.00
2017-12-31 13F-HR CCE / Coca-Cola European Partners Plc. 11,100 0 -100.00 461 0 -100.00
2017-12-31 13F-HR SGYP / Synergy Pharmaceuticals, Inc. 20,600 0 -100.00 59 0 -100.00
2017-12-31 13F-HR GIMO / Gigamon Inc. 11,300 0 -100.00 476 0 -100.00
2017-12-31 13F-HR CVE / Cenovus Energy Inc. 33,800 0 -100.00 338 0 -100.00
2017-12-31 13F-HR STZ / Constellation Brands, Inc. 33,400 0 -100.00 6,661 0 -100.00
2017-12-31 13F-HR LL / Lumber Liquidators Holdings, Inc. 195,900 0 -100.00 7,636 0 -100.00
2017-12-31 13F-HR ADM / Archer-Daniels-Midland Co. 236,300 0 -100.00 10,045 0 -100.00
2017-12-31 13F-HR SEM / Select Medical Holdings Corp. 220,200 0 -100.00 4,227 0 -100.00
2017-12-31 13F-HR BMRN / BioMarin Pharmaceutical, Inc. 15,800 0 -100.00 1,470 0 -100.00
2017-12-31 13F-HR VALE.P / Vale S.A. Preferred Class A Shares ADR 722,900 0 -100.00 6,759 0 -100.00
2017-12-31 13F-HR GGB / Gerdau S.A. 852,100 0 -100.00 2,922 0 -100.00
2017-12-31 13F-HR RICE / Rice Energy Inc. 471,100 0 -100.00 13,633 0 -100.00
2017-12-31 13F-HR PTLA / Portola Pharmaceuticals, Inc. 14,200 0 -100.00 767 0 -100.00
2017-12-31 13F-HR REN / Resolute Energy Corporation 52,100 0 -100.00 1,546 0 -100.00
2017-12-31 13F-HR NEE / NextEra Energy, Inc. 116,700 0 -100.00 17,102 0 -100.00
2017-12-31 13F-HR CLNS / Colony NorthStar, Inc. 205,153 0 -100.00 2,576 0 -100.00
2017-12-31 13F-HR CELG / Celgene Corp. 322,900 0 -100.00 47,085 0 -100.00
2017-12-31 13F-HR PENN / Penn National Gaming, Inc. 16,600 0 -100.00 388 0 -100.00
2017-12-31 13F-HR XLV / SPDR Health Care Select Sector ETF 1,579,700 0 -100.00 129,108 0 -100.00
2017-12-31 13F-HR INTU / Intuit Inc. 32,200 0 -100.00 4,576 0 -100.00
2017-12-31 13F-HR FMX / Fomento Economico Mexicano, S.A.B de C.V. 25,900 0 -100.00 2,474 0 -100.00
2017-12-31 13F-HR GPOR / Gulfport Energy Corp. 173,600 0 -100.00 2,489 0 -100.00
2017-12-31 13F-HR CVX / Chevron Corp. 59,900 0 -100.00 7,038 0 -100.00
2017-12-31 13F-HR XLU / SPDR Utilities Select Sector ETF 2,339,400 0 -100.00 124,105 0 -100.00
2017-12-31 13F-HR RDS.B / Royal Dutch Shell Plc 39,100 0 -100.00 2,445 0 -100.00
2017-12-31 13F-HR PX / Praxair, Inc. 160,100 0 -100.00 22,372 0 -100.00
2017-12-31 13F-HR HLS / HEALTHSOUTH Corp. 24,500 0 -100.00 1,135 0 -100.00
2017-12-31 13F-HR TRP / TransCanada Corp. 43,000 0 -100.00 2,125 0 -100.00
2017-12-31 13F-HR SIVB / SVB Financial Group 19,500 0 -100.00 3,648 0 -100.00
2017-12-31 13F-HR CUZ / Cousins Properties, Inc. 333,200 0 -100.00 3,112 0 -100.00
2017-12-31 13F-HR PBF / PBF Energy, Inc. 306,200 0 -100.00 8,454 0 -100.00
2017-12-31 13F-HR NRG / NRG Energy, Inc. 432,700 0 -100.00 11,072 0 -100.00
2017-12-31 13F-HR BSX / Boston Scientific Corp. 1,226,900 0 -100.00 35,788 0 -100.00
2017-12-31 13F-HR OMER / Omeros Corp. 78,600 0 -100.00 1,699 0 -100.00
2017-12-31 13F-HR KN / Knowles Corp 39,900 0 -100.00 609 0 -100.00
2017-12-31 13F-HR CFX / Colfax Corp. 17,600 0 -100.00 732 0 -100.00
2017-12-31 13F-HR KR / Kroger Co. 441,200 0 -100.00 8,850 0 -100.00
2017-12-31 13F-HR BLL / Ball Corp. 231,700 0 -100.00 9,569 0 -100.00
2017-12-31 13F-HR QEP / QEP Resources, Inc. 1,113,200 0 -100.00 9,540 0 -100.00
2017-12-31 13F-HR ROP / Roper Technologies, Inc. 63,800 0 -100.00 15,528 0 -100.00
2017-12-31 13F-HR WRLD / World Acceptance Corp. 18,100 0 -100.00 1,500 0 -100.00
2017-12-31 13F-HR DYN / Dynegy Inc. 258,400 0 -100.00 2,529 0 -100.00
2017-12-31 13F-HR LPI / Laredo Petroleum, Inc. 80,000 0 -100.00 1,034 0 -100.00
2017-12-31 13F-HR DLPH / Delphi Automotive Plc 49,600 0 -100.00 4,880 0 -100.00
2017-12-31 13F-HR EWW / iShares MSCI Mexico Capped ETF 564,700 0 -100.00 30,838 0 -100.00
2017-12-31 13F-HR BP / BP Plc 553,400 0 -100.00 21,267 0 -100.00
2017-12-31 13F-HR QRVO / Qorvo, Inc. 231,500 0 -100.00 16,362 0 -100.00
2017-12-31 13F-HR FIVE / Five Below, Inc. 69,000 0 -100.00 3,786 0 -100.00
2017-12-31 13F-HR PNW / Pinnacle West Capital Corp. 69,600 0 -100.00 5,885 0 -100.00
2017-12-31 13F-HR XRX / Xerox Corp. 465,400 0 -100.00 15,493 0 -100.00
2017-12-31 13F-HR COP / ConocoPhillips 392,700 0 -100.00 19,654 0 -100.00
2017-12-31 13F-HR TWX / Time Warner, Inc. 142,200 0 -100.00 14,568 0 -100.00
2017-12-31 13F-HR OC / Owens Corning, Inc. 46,600 0 -100.00 3,604 0 -100.00
2017-12-31 13F-HR PRLB / Proto Labs, Inc. 11,100 0 -100.00 891 0 -100.00
2017-12-31 13F-HR PCLN / The Priceline Group Inc. 1,300 0 -100.00 2,380 0 -100.00
2017-12-31 13F-HR INFI / Infinity Pharmaceuticals, Inc. 46,400 0 -100.00 61 0 -100.00
2017-12-31 13F-HR PBYI / Puma Biotechnology Inc. 30,000 0 -100.00 3,592 0 -100.00
2017-12-31 13F-HR BNS / Bank of Nova Scotia (Halifax, NS) 39,700 0 -100.00 2,550 0 -100.00
2017-12-31 13F-HR PAAS / Pan American Silver Corp. 135,900 0 -100.00 2,317 0 -100.00
2017-12-31 13F-HR STL / Sterling Bancorp 35,000 0 -100.00 862 0 -100.00
2017-12-31 13F-HR RGR / Sturm Ruger & Company, Inc. 5,300 0 -100.00 274 0 -100.00
2017-12-31 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 34,300 0 -100.00 4,811 0 -100.00
2017-12-31 13F-HR VFC / V.F. Corp. 142,500 0 -100.00 9,058 0 -100.00