Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | Buy | EMBRAER S.A.sponsored ads | $245,317,671 | -9.8% | 17,880,297 | +1.6% | 4.79% | -12.6% |
| WFC | Buy | WELLS FARGO CO NEW | $156,041,039 | -1.8% | 3,818,919 | +2.6% | 3.05% | -4.8% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $136,001,851 | +16.4% | 3,067,250 | +9.1% | 2.66% | +12.8% |
| HAL | Buy | HALLIBURTON CO | $135,042,728 | +27.8% | 3,334,388 | +4.1% | 2.64% | +23.9% |
| MCK | Sell | MCKESSON CORP | $126,623,366 | +0.8% | 291,189 | -0.9% | 2.47% | -2.3% |
| WLTW | Buy | WILLIS TOWERS WATSON PLC LTD | $126,529,208 | +167.3% | 605,519 | +201.3% | 2.47% | +159.0% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $122,318,854 | -34.2% | 18,818,285 | -28.3% | 2.39% | -36.3% |
| CVX | Buy | CHEVRON CORP NEW | $121,132,168 | +12.3% | 718,374 | +4.8% | 2.36% | +8.9% |
| FDX | Sell | FEDEX CORP | $112,655,270 | -1.4% | 425,243 | -7.8% | 2.20% | -4.4% |
| BAC | Buy | BANK AMERICA CORP | $110,991,146 | -1.3% | 4,053,731 | +3.4% | 2.17% | -4.3% |
| CI | Buy | THE CIGNA GROUP | $108,863,883 | +5.6% | 380,550 | +3.6% | 2.13% | +2.4% |
| FISV | Buy | FISERV INC | $108,404,120 | -7.4% | 959,668 | +3.4% | 2.12% | -10.3% |
| CAH | Sell | CARDINAL HEALTH INC | $103,589,185 | -10.7% | 1,193,149 | -2.7% | 2.02% | -13.5% |
| MRK | Buy | MERCK & CO INC | $101,801,906 | -6.2% | 988,848 | +5.2% | 1.99% | -9.1% |
| GRFS | Buy | GRIFOLS S Asp adr rep b nvt | $101,100,105 | +7.9% | 11,061,281 | +8.2% | 1.97% | +4.6% |
| AIG | Sell | AMERICAN INTL GROUP INC | $99,613,542 | +3.5% | 1,643,788 | -1.7% | 1.94% | +0.4% |
| PFE | Buy | PFIZER INC | $98,097,734 | -5.8% | 2,957,423 | +4.2% | 1.92% | -8.7% |
| DOX | Buy | AMDOCS LTD | $97,023,430 | -11.1% | 1,148,342 | +4.0% | 1.89% | -13.9% |
| C | Buy | CITIGROUP INC | $95,868,857 | -7.7% | 2,330,874 | +3.3% | 1.87% | -10.6% |
| CVS | Buy | CVS HEALTH CORP | $85,659,851 | +4.4% | 1,226,867 | +3.3% | 1.67% | +1.2% |
| MU | Buy | MICRON TECHNOLOGY INC | $84,204,895 | +12.5% | 1,237,761 | +4.4% | 1.64% | +9.0% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $80,221,920 | +1.1% | 653,433 | +3.7% | 1.57% | -2.1% |
| EMR | Buy | EMERSON ELEC CO | $73,904,414 | +11.1% | 765,294 | +4.0% | 1.44% | +7.7% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $73,811,364 | +8.5% | 1,089,627 | +4.5% | 1.44% | +5.1% |
| JPM | Buy | JPMORGAN CHASE & CO | $69,810,488 | +4.5% | 481,385 | +4.8% | 1.36% | +1.3% |
| OMF | Buy | ONEMAIN HLDGS INC | $69,696,124 | -4.9% | 1,738,491 | +3.6% | 1.36% | -7.8% |
| TIGO | Buy | MILLICOM INTL CELLULAR S A | $67,902,627 | +30.5% | 4,394,992 | +28.7% | 1.33% | +26.5% |
| BK | Buy | BANK NEW YORK MELLON CORP | $66,328,593 | -0.3% | 1,555,184 | +4.1% | 1.30% | -3.4% |
| TXT | Sell | TEXTRON INC | $64,674,634 | +15.2% | 827,676 | -0.3% | 1.26% | +11.7% |
| DRQ | Buy | DRIL-QUIP INC | $62,157,528 | +65.6% | 2,206,515 | +36.8% | 1.21% | +60.6% |
| Sell | SHELL PLCspon ads | $61,735,142 | +6.4% | 958,918 | -0.2% | 1.20% | +3.1% | |
| LH | Buy | LABORATORY CORP AMER HLDGS | $58,999,212 | +4.5% | 293,455 | +25.4% | 1.15% | +1.2% |
| SNY | Buy | SANOFIsponsored adr | $57,696,008 | +4.1% | 1,075,615 | +4.6% | 1.13% | +0.9% |
| MHK | Buy | MOHAWK INDS INC | $57,215,328 | -4.7% | 666,768 | +14.6% | 1.12% | -7.6% |
| AMAT | Sell | APPLIED MATLS INC | $54,568,549 | -33.8% | 394,139 | -30.9% | 1.06% | -35.9% |
| HCA | Buy | HCA HEALTHCARE INC | $51,402,838 | -16.3% | 208,972 | +3.3% | 1.00% | -18.8% |
| STT | Buy | STATE STR CORP | $49,108,932 | -4.7% | 733,407 | +4.2% | 0.96% | -7.6% |
| NTGR | Buy | NETGEAR INC | $43,634,522 | +23.3% | 3,465,808 | +38.7% | 0.85% | +19.5% |
| ARLO | Buy | ARLO TECHNOLOGIES INC | $42,754,126 | +22.2% | 4,150,886 | +29.4% | 0.84% | +18.4% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $42,782,191 | +9.3% | 326,931 | -0.1% | 0.84% | +5.8% |
| MOGA | Sell | MOOG INCcl a | $41,652,871 | +2.5% | 368,740 | -1.6% | 0.81% | -0.7% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $41,178,337 | +17.6% | 312,312 | +7.9% | 0.80% | +14.0% |
| FLEX | Buy | FLEX LTDord | $41,190,711 | +6.2% | 1,526,713 | +8.8% | 0.80% | +2.9% |
| EPC | Buy | EDGEWELL PERS CARE CO | $39,704,982 | +67.7% | 1,074,269 | +87.4% | 0.78% | +62.5% |
| New | FORTREA HLDGS INC | $39,027,284 | – | 1,365,068 | – | 0.76% | – | |
| ELAN | Buy | ELANCO ANIMAL HEALTH INC | $38,795,894 | +32.4% | 3,451,592 | +18.5% | 0.76% | +28.3% |
| CPA | Sell | COPA HOLDINGS SAcl a | $37,320,337 | -19.5% | 418,765 | -0.1% | 0.73% | -21.9% |
| ZTO | Buy | ZTO EXPRESS CAYMAN INCsponsored ads a | $36,916,267 | +11.0% | 1,527,359 | +15.2% | 0.72% | +7.6% |
| INT | Buy | WORLD KINECT CORPORATION | $34,155,478 | +38.0% | 1,522,759 | +27.2% | 0.67% | +33.7% |
| JNJ | Buy | JOHNSON & JOHNSON | $33,311,807 | +17.3% | 213,880 | +24.7% | 0.65% | +13.6% |
| UBS | Sell | UBS GROUP AG | $31,866,024 | +1.7% | 1,292,739 | -16.3% | 0.62% | -1.4% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $31,645,851 | -15.0% | 364,164 | -1.2% | 0.62% | -17.6% |
| BABA | Buy | ALIBABA GROUP HLDG LTDsponsored ads | $31,417,965 | +28.9% | 362,209 | +23.9% | 0.61% | +24.8% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $31,368,944 | +15.7% | 89,549 | +12.6% | 0.61% | +12.1% |
| OMC | Buy | OMNICOM GROUP INC | $31,099,468 | -12.3% | 417,555 | +12.0% | 0.61% | -15.1% |
| NWLI | Sell | NATIONAL WESTN LIFE GROUP INcl a | $30,591,051 | +0.8% | 69,924 | -4.2% | 0.60% | -2.3% |
| CTVA | Buy | CORTEVA INC | $29,704,929 | +98.5% | 580,628 | +122.3% | 0.58% | +92.1% |
| WRB | Buy | BERKLEY W R CORP | $29,537,706 | +21.1% | 465,234 | +13.6% | 0.58% | +17.5% |
| AZO | Buy | AUTOZONE INC | $27,838,799 | +11.4% | 10,960 | +9.4% | 0.54% | +8.2% |
| TAK | Buy | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $27,877,493 | +0.5% | 1,802,036 | +2.1% | 0.54% | -2.7% |
| INGR | Buy | INGREDION INC | $27,495,204 | +1.4% | 279,423 | +9.2% | 0.54% | -1.6% |
| TTE | Buy | TOTALENERGIES SEsponsored ads | $26,590,073 | +18.1% | 404,350 | +3.5% | 0.52% | +14.3% |
| PKE | Buy | PARK AEROSPACE CORP | $25,960,508 | +33.2% | 1,671,636 | +18.3% | 0.51% | +29.0% |
| SAP | Sell | SAP SEspon adr | $25,925,686 | -8.1% | 200,477 | -2.8% | 0.51% | -11.1% |
| FOX | Buy | FOX CORP | $25,086,538 | -1.0% | 868,647 | +9.4% | 0.49% | -3.9% |
| Buy | GSK PLCsponsored adr | $24,781,779 | +6.9% | 683,635 | +5.1% | 0.48% | +3.6% | |
| PAHC | Buy | PHIBRO ANIMAL HEALTH CORP | $23,922,041 | +29.1% | 1,873,300 | +38.5% | 0.47% | +25.2% |
| ORI | Sell | OLD REP INTL CORP | $21,432,529 | -48.7% | 795,565 | -52.1% | 0.42% | -50.4% |
| E | Buy | ENI S P Asponsored adr | $20,197,300 | +11.2% | 632,748 | +0.3% | 0.39% | +7.7% |
| GHM | Buy | GRAHAM CORP | $19,759,744 | +28.8% | 1,190,346 | +3.1% | 0.39% | +24.9% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $19,570,245 | +10.5% | 1,427,443 | -0.3% | 0.38% | +7.0% |
| SSNC | Buy | SS&C TECHNOLOGIES HLDGS INC | $19,309,764 | +20.2% | 367,525 | +38.7% | 0.38% | +16.4% |
| CSCO | Buy | CISCO SYS INC | $19,169,279 | +13.2% | 356,571 | +9.0% | 0.37% | +9.7% |
| ORN | Buy | ORION GROUP HLDGS INC | $18,921,754 | +97.8% | 3,530,178 | +3.7% | 0.37% | +91.2% |
| EGRX | Buy | EAGLE PHARMACEUTICALS INC | $17,888,904 | +9.4% | 1,134,363 | +34.9% | 0.35% | +6.1% |
| TARO | Sell | TARO PHARMACEUTICAL INDS LTD | $17,817,522 | -0.7% | 472,488 | -0.1% | 0.35% | -3.6% |
| PHG | Buy | KONINKLIJKE PHILIPS N V | $17,245,714 | -5.1% | 864,880 | +3.3% | 0.34% | -7.9% |
| WPP | Buy | WPP PLC NEWadr | $17,105,247 | -13.2% | 383,698 | +1.8% | 0.33% | -15.9% |
| QRVO | Buy | QORVO INC | $16,716,644 | +3.4% | 175,098 | +10.5% | 0.33% | 0.0% |
| JCI | Buy | JOHNSON CTLS INTL PLC | $16,140,643 | +50.6% | 303,339 | +92.9% | 0.32% | +45.8% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $15,865,631 | +28.2% | 183,992 | +24.4% | 0.31% | +24.5% |
| HBI | Buy | HANESBRANDS INC | $15,344,220 | +6.2% | 3,874,803 | +21.7% | 0.30% | +3.1% |
| AVDL | Buy | AVADEL PHARMACEUTICALS PLCsponsored adr | $14,922,352 | -29.8% | 1,448,772 | +12.4% | 0.29% | -32.0% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored ads | $14,333,557 | -4.4% | 1,688,287 | -17.1% | 0.28% | -7.3% |
| GTES | Buy | GATES INDL CORP PLC | $14,020,036 | -4.8% | 1,207,583 | +10.6% | 0.27% | -7.7% |
| ABEV | Buy | AMBEV SAsponsored adr | $13,478,731 | -14.7% | 5,224,315 | +5.1% | 0.26% | -17.3% |
| TFC | Buy | TRUIST FINL CORP | $13,464,716 | +2.9% | 470,630 | +9.2% | 0.26% | -0.4% |
| FSTR | Sell | FOSTER L B CO | $12,972,298 | +24.0% | 686,002 | -6.3% | 0.25% | +19.9% |
| OTEX | Buy | OPEN TEXT CORP | $12,537,945 | -8.5% | 357,206 | +8.3% | 0.24% | -11.2% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $12,504,255 | -20.6% | 1,238,045 | -17.4% | 0.24% | -23.0% |
| HMC | Sell | HONDA MOTOR LTD | $11,946,097 | -33.9% | 355,116 | -40.4% | 0.23% | -36.0% |
| NVS | Sell | NOVARTIS AGsponsored adr | $11,820,548 | -36.8% | 116,047 | -37.3% | 0.23% | -38.7% |
| VIV | Sell | TELEFONICA BRASIL SAnew adr | $11,835,047 | -19.5% | 1,384,216 | -14.0% | 0.23% | -22.0% |
| ORAN | Buy | ORANGEsponsored adr | $11,746,733 | +0.5% | 1,022,344 | +1.8% | 0.23% | -2.6% |
| BUD | Buy | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $10,931,321 | +0.4% | 197,673 | +2.9% | 0.21% | -2.7% |
| NPK | Buy | NATIONAL PRESTO INDS INC | $10,645,896 | +51.9% | 146,921 | +53.4% | 0.21% | +47.5% |
| EQC | Buy | EQUITY COMWLTH | $10,465,279 | +61.7% | 569,694 | +78.3% | 0.20% | +56.9% |
| UL | Sell | UNILEVER PLCspon adr new | $9,692,774 | -6.0% | 196,210 | -0.8% | 0.19% | -9.1% |
| BP | Sell | BP PLCsponsored adr | $8,788,535 | +9.5% | 226,977 | -0.2% | 0.17% | +6.2% |
| HCSG | Buy | HEALTHCARE SVCS GROUP INC | $8,800,855 | +205.0% | 843,802 | +336.6% | 0.17% | +196.6% |
| SHG | Sell | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $8,304,824 | +1.2% | 313,508 | -0.4% | 0.16% | -1.8% |
| ENIC | Sell | ENEL CHILE S.A.sponsored adr | $8,279,613 | -35.6% | 2,797,166 | -27.6% | 0.16% | -37.5% |
| BCS | Buy | BARCLAYS PLCadr | $8,216,544 | +5.8% | 1,054,755 | +6.7% | 0.16% | +2.6% |
| PBH | Buy | PRESTIGE CONSMR HEALTHCARE I | $7,382,314 | +129.6% | 129,084 | +138.6% | 0.14% | +121.5% |
| GD | Sell | GENERAL DYNAMICS CORP | $7,052,964 | +1.6% | 31,918 | -1.1% | 0.14% | -1.4% |
| AEG | Buy | AEGON N V | $6,343,400 | -5.1% | 1,321,542 | +0.2% | 0.12% | -8.1% |
| New | CRH PLCord | $5,570,119 | – | 100,513 | – | 0.11% | – | |
| Buy | NATWEST GROUP PLCspons adr | $5,274,617 | +18.7% | 904,737 | +24.6% | 0.10% | +14.4% | |
| NKSH | Buy | NATIONAL BANKSHARES INC VA | $5,039,550 | +61.9% | 201,260 | +88.8% | 0.10% | +55.6% |
| HURC | Buy | HURCO CO | $4,776,402 | +14.5% | 212,947 | +10.5% | 0.09% | +10.7% |
| IMKTA | Buy | INGLES MKTS INCcl a | $4,671,816 | +124.4% | 62,018 | +146.2% | 0.09% | +116.7% |
| UNF | Buy | UNIFIRST CORP MASS | $4,648,719 | +119.0% | 28,518 | +108.2% | 0.09% | +111.6% |
| MD | Buy | PEDIATRIX MEDICAL GROUP INC | $4,395,029 | +4.9% | 345,793 | +17.2% | 0.09% | +2.4% |
| UTHR | Buy | UNITED THERAPEUTICS CORP DEL | $3,435,256 | +7.2% | 15,209 | +4.7% | 0.07% | +3.1% |
| SMG | Buy | SCOTTS MIRACLE-GRO COcl a | $3,278,321 | +86.9% | 63,435 | +126.7% | 0.06% | +82.9% |
| PINC | Buy | PREMIER INCcl a | $3,050,936 | -7.0% | 141,904 | +19.7% | 0.06% | -9.1% |
| TAP | Sell | MOLSON COORS BEVERAGE COcl b | $2,947,842 | -3.6% | 46,357 | -0.2% | 0.06% | -6.5% |
| TM | Sell | TOYOTA MOTOR CORPads | $2,847,537 | -41.5% | 15,842 | -47.7% | 0.06% | -42.9% |
| FLS | Sell | FLOWSERVE CORP | $2,629,911 | +5.6% | 66,128 | -1.4% | 0.05% | +2.0% |
| CRDA | Buy | CRAWFORD & COcl a | $2,521,567 | +0.6% | 269,975 | +19.4% | 0.05% | -3.9% |
| ARW | Sell | ARROW ELECTRS INC | $2,331,217 | -12.8% | 18,614 | -0.2% | 0.05% | -14.8% |
| UTMD | Buy | UTAH MED PRODS INC | $2,328,794 | +7.3% | 27,079 | +16.3% | 0.04% | +2.3% |
| AOUT | New | AMERICAN OUTDOOR BRANDS INC | $2,100,754 | – | 214,801 | – | 0.04% | – |
| Buy | SOLARWINDS CORP | $2,120,753 | +9.9% | 224,656 | +19.4% | 0.04% | +5.1% | |
| MCY | Buy | MERCURY GENL CORP NEW | $1,944,805 | +80.8% | 69,383 | +95.3% | 0.04% | +72.7% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $1,901,333 | -24.9% | 66,341 | +1.2% | 0.04% | -27.5% |
| AVA | New | AVISTA CORP | $1,887,495 | – | 58,310 | – | 0.04% | – |
| Sell | BAUSCH PLUS LOMB CORP | $1,743,799 | -16.8% | 102,879 | -1.5% | 0.03% | -19.0% | |
| KMT | Buy | KENNAMETAL INC | $1,720,950 | +4.8% | 69,170 | +19.6% | 0.03% | +3.0% |
| TIMB | Sell | TIM S Asponsored adr | $1,372,901 | -5.1% | 92,141 | -2.6% | 0.03% | -6.9% |
| FFIV | Sell | F5 INC | $1,248,351 | +9.7% | 7,747 | -0.4% | 0.02% | +4.3% |
| CAE | Sell | CAE INC | $1,222,746 | -2.9% | 52,366 | -6.9% | 0.02% | -4.0% |
| RBBN | Buy | RIBBON COMMUNICATIONS INC | $1,198,271 | +14.2% | 447,116 | +18.8% | 0.02% | +9.5% |
| EBMT | Buy | EAGLE BANCORP MONT INC | $1,164,187 | +10.3% | 98,493 | +23.5% | 0.02% | +9.5% |
| HDB | Buy | HDFC BANK LTDsponsored ads | $1,034,681 | +78.3% | 17,534 | +110.5% | 0.02% | +66.7% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $963,179 | -3.2% | 24,409 | -2.8% | 0.02% | -5.0% |
| BAP | Sell | CREDICORP LTD | $965,662 | -15.9% | 7,546 | -3.0% | 0.02% | -17.4% |
| NTES | Sell | NETEASE INCsponsored ads | $860,575 | -0.3% | 8,592 | -3.8% | 0.02% | 0.0% |
| ASAI | Sell | SENDAS DISTRIBUIDORA S Aspon ads | $875,839 | -15.8% | 71,908 | -0.4% | 0.02% | -19.0% |
| RCI | Buy | ROGERS COMMUNICATIONS INCcl b | $837,286 | +20.4% | 21,810 | +43.1% | 0.02% | +14.3% |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $715,363 | +28.3% | 22,775 | +35.7% | 0.01% | +27.3% |
| LNSR | Buy | LENSAR INC | $679,333 | -11.0% | 219,849 | +22.4% | 0.01% | -13.3% |
| SUZ | New | SUZANO S Aspon ads | $597,775 | – | 55,607 | – | 0.01% | – |
| KOF | Sell | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $376,512 | -9.9% | 4,800 | -4.3% | 0.01% | -12.5% |
| Sell | GRAN TIERRA ENERGY INC | $379,202 | +15.9% | 54,640 | -18.0% | 0.01% | 0.0% | |
| IXUS | Sell | ISHARES TRcore msci total | $324,666 | -93.4% | 5,412 | -93.1% | 0.01% | -93.9% |
| VT | New | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $235,932 | – | 2,532 | – | 0.01% | – |
| XRAY | Sell | DENTSPLY SIRONA INC | $223,304 | -16.3% | 6,537 | -1.9% | 0.00% | -20.0% |
| VBR | New | VANGUARD INDEX FDSsm cp val etf | $203,828 | – | 1,278 | – | 0.00% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -15,017 | – | -0.01% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -42,580 | – | -0.01% | – |
| SAIC | Exit | SCIENCE APPLICATIONS INTL CO | $0 | – | -10,372 | – | -0.02% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -89,320 | – | -0.10% | – |
| PKX | Exit | POSCO HOLDINGS INCsponsored adr | $0 | – | -97,065 | – | -0.14% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -1,951,169 | – | -0.65% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | New | EMBRAER S.A.sponsored ads | $272,018,930 | – | 17,595,015 | – | 5.48% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $185,924,688 | – | 26,260,549 | – | 3.75% | – |
| WFC | New | WELLS FARGO CO NEW | $158,907,509 | – | 3,723,231 | – | 3.20% | – |
| MCK | New | MCKESSON CORP | $125,567,697 | – | 293,856 | – | 2.53% | – |
| FISV | New | FISERV INC | $117,083,600 | – | 928,130 | – | 2.36% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $116,797,859 | – | 2,811,019 | – | 2.35% | – |
| CAH | New | CARDINAL HEALTH INC | $116,025,631 | – | 1,226,876 | – | 2.34% | – |
| FDX | New | FEDEX CORP | $114,275,951 | – | 460,976 | – | 2.30% | – |
| BAC | New | BANK AMERICA CORP | $112,430,506 | – | 3,918,805 | – | 2.26% | – |
| DOX | New | AMDOCS LTD | $109,154,497 | – | 1,104,244 | – | 2.20% | – |
| MRK | New | MERCK & CO INC | $108,498,222 | – | 940,274 | – | 2.19% | – |
| CVX | New | CHEVRON CORP NEW | $107,817,269 | – | 685,207 | – | 2.17% | – |
| HAL | New | HALLIBURTON CO | $105,664,797 | – | 3,202,934 | – | 2.13% | – |
| PFE | New | PFIZER INC | $104,113,040 | – | 2,838,414 | – | 2.10% | – |
| C | New | CITIGROUP INC | $103,893,078 | – | 2,256,583 | – | 2.09% | – |
| CI | New | THE CIGNA GROUP | $103,080,096 | – | 367,356 | – | 2.08% | – |
| AIG | New | AMERICAN INTL GROUP INC | $96,204,937 | – | 1,671,966 | – | 1.94% | – |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $93,670,412 | – | 10,226,028 | – | 1.89% | – |
| AMAT | New | APPLIED MATLS INC | $82,472,881 | – | 570,589 | – | 1.66% | – |
| CVS | New | CVS HEALTH CORP | $82,065,465 | – | 1,187,118 | – | 1.65% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $79,348,878 | – | 630,003 | – | 1.60% | – |
| MU | New | MICRON TECHNOLOGY INC | $74,825,361 | – | 1,185,634 | – | 1.51% | – |
| OMF | New | ONEMAIN HLDGS INC | $73,284,951 | – | 1,677,385 | – | 1.48% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $68,052,828 | – | 1,042,476 | – | 1.37% | – |
| JPM | New | JPMORGAN CHASE & CO | $66,830,442 | – | 459,505 | – | 1.35% | – |
| BK | New | BANK NEW YORK MELLON CORP | $66,498,786 | – | 1,493,683 | – | 1.34% | – |
| EMR | New | EMERSON ELEC CO | $66,524,975 | – | 735,977 | – | 1.34% | – |
| HCA | New | HCA HEALTHCARE INC | $61,387,513 | – | 202,279 | – | 1.24% | – |
| MHK | New | MOHAWK INDS INC | $60,028,288 | – | 581,895 | – | 1.21% | – |
| New | SHELL PLCspon ads | $58,020,488 | – | 960,922 | – | 1.17% | – | |
| LH | New | LABORATORY CORP AMER HLDGS | $56,460,119 | – | 233,954 | – | 1.14% | – |
| TXT | New | TEXTRON INC | $56,141,692 | – | 830,130 | – | 1.13% | – |
| SNY | New | SANOFIsponsored adr | $55,445,916 | – | 1,028,681 | – | 1.12% | – |
| TIGO | New | MILLICOM INTL CELLULAR S A | $52,026,815 | – | 3,413,833 | – | 1.05% | – |
| STT | New | STATE STR CORP | $51,522,948 | – | 704,058 | – | 1.04% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC LTD | $47,332,910 | – | 200,989 | – | 0.95% | – |
| CPA | New | COPA HOLDINGS SAcl a | $46,359,670 | – | 419,241 | – | 0.93% | – |
| ORI | New | OLD REP INTL CORP | $41,786,118 | – | 1,660,156 | – | 0.84% | – |
| MOGA | New | MOOG INCcl a | $40,649,864 | – | 374,895 | – | 0.82% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $39,159,855 | – | 327,150 | – | 0.79% | – |
| FLEX | New | FLEX LTDord | $38,776,267 | – | 1,402,904 | – | 0.78% | – |
| DRQ | New | DRIL-QUIP INC | $37,523,643 | – | 1,612,533 | – | 0.76% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $37,211,121 | – | 368,719 | – | 0.75% | – |
| OMC | New | OMNICOM GROUP INC | $35,467,565 | – | 372,754 | – | 0.72% | – |
| NTGR | New | NETGEAR INC | $35,375,517 | – | 2,498,271 | – | 0.71% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $35,003,516 | – | 289,357 | – | 0.70% | – |
| ARLO | New | ARLO TECHNOLOGIES INC | $34,997,065 | – | 3,207,797 | – | 0.70% | – |
| ZTO | New | ZTO EXPRESS CAYMAN INCsponsored ads a | $33,256,707 | – | 1,326,025 | – | 0.67% | – |
| FTI | New | TECHNIPFMC PLC | $32,428,429 | – | 1,951,169 | – | 0.65% | – |
| UBS | New | UBS GROUP AG | $31,324,015 | – | 1,545,339 | – | 0.63% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $30,337,958 | – | 73,005 | – | 0.61% | – |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $29,302,718 | – | 2,912,795 | – | 0.59% | – |
| JNJ | New | JOHNSON & JOHNSON | $28,393,794 | – | 171,543 | – | 0.57% | – |
| SAP | New | SAP SEspon adr | $28,221,987 | – | 206,286 | – | 0.57% | – |
| TAK | New | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $27,733,159 | – | 1,765,319 | – | 0.56% | – |
| INGR | New | INGREDION INC | $27,111,757 | – | 255,892 | – | 0.55% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $27,112,910 | – | 79,510 | – | 0.55% | – |
| FOX | New | FOX CORP | $25,328,576 | – | 794,248 | – | 0.51% | – |
| AZO | New | AUTOZONE INC | $24,980,974 | – | 10,019 | – | 0.50% | – |
| INT | New | WORLD KINECT CORPORATION | $24,750,682 | – | 1,196,842 | – | 0.50% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $24,373,999 | – | 292,430 | – | 0.49% | – |
| WRB | New | BERKLEY W R CORP | $24,382,197 | – | 409,372 | – | 0.49% | – |
| EPC | New | EDGEWELL PERS CARE CO | $23,680,421 | – | 573,237 | – | 0.48% | – |
| New | GSK PLCsponsored adr | $23,183,545 | – | 650,492 | – | 0.47% | – | |
| TTE | New | TOTALENERGIES SEsponsored ads | $22,517,237 | – | 390,653 | – | 0.45% | – |
| AVDL | New | AVADEL PHARMACEUTICALS PLCsponsored adr | $21,245,933 | – | 1,289,195 | – | 0.43% | – |
| WPP | New | WPP PLC NEWadr | $19,702,315 | – | 376,861 | – | 0.40% | – |
| PKE | New | PARK AEROSPACE CORP | $19,492,417 | – | 1,412,494 | – | 0.39% | – |
| NVS | New | NOVARTIS AGsponsored adr | $18,691,156 | – | 185,226 | – | 0.38% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $18,530,661 | – | 1,352,603 | – | 0.37% | – |
| PHG | New | KONINKLIJKE PHILIPS N V | $18,165,268 | – | 837,495 | – | 0.37% | – |
| E | New | ENI S P Asponsored adr | $18,156,947 | – | 630,669 | – | 0.37% | – |
| HMC | New | HONDA MOTOR LTD | $18,062,996 | – | 595,942 | – | 0.36% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $17,937,059 | – | 472,899 | – | 0.36% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $17,717,971 | – | 1,432,334 | – | 0.36% | – |
| CSCO | New | CISCO SYS INC | $16,928,677 | – | 327,187 | – | 0.34% | – |
| EGRX | New | EAGLE PHARMACEUTICALS INC | $16,350,731 | – | 841,087 | – | 0.33% | – |
| QRVO | New | QORVO INC | $16,166,552 | – | 158,449 | – | 0.33% | – |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $16,062,030 | – | 265,050 | – | 0.32% | – |
| ABEV | New | AMBEV SAsponsored adr | $15,804,496 | – | 4,969,968 | – | 0.32% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $15,739,490 | – | 1,498,999 | – | 0.32% | – |
| GHM | New | GRAHAM CORP | $15,337,590 | – | 1,154,939 | – | 0.31% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored ads | $15,000,287 | – | 2,035,317 | – | 0.30% | – |
| CTVA | New | CORTEVA INC | $14,965,500 | – | 261,178 | – | 0.30% | – |
| GTES | New | GATES INDL CORP PLC | $14,721,198 | – | 1,092,077 | – | 0.30% | – |
| VIV | New | TELEFONICA BRASIL SAnew adr | $14,694,297 | – | 1,609,452 | – | 0.30% | – |
| HBI | New | HANESBRANDS INC | $14,453,789 | – | 3,183,654 | – | 0.29% | – |
| OTEX | New | OPEN TEXT CORP | $13,709,298 | – | 329,947 | – | 0.28% | – |
| TFC | New | TRUIST FINL CORP | $13,085,454 | – | 431,152 | – | 0.26% | – |
| ENIC | New | ENEL CHILE S.A.sponsored adr | $12,865,747 | – | 3,863,588 | – | 0.26% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $12,375,770 | – | 147,894 | – | 0.25% | – |
| ORAN | New | ORANGEsponsored adr | $11,684,174 | – | 1,003,795 | – | 0.24% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $10,891,548 | – | 192,023 | – | 0.22% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $10,716,454 | – | 157,271 | – | 0.22% | – |
| FSTR | New | FOSTER L B CO | $10,459,786 | – | 732,478 | – | 0.21% | – |
| UL | New | UNILEVER PLCspon adr new | $10,313,087 | – | 197,834 | – | 0.21% | – |
| ORN | New | ORION GROUP HLDGS INC | $9,566,364 | – | 3,404,400 | – | 0.19% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $8,203,998 | – | 314,812 | – | 0.16% | – |
| BP | New | BP PLCsponsored adr | $8,026,194 | – | 227,435 | – | 0.16% | – |
| BCS | New | BARCLAYS PLCadr | $7,766,220 | – | 988,069 | – | 0.16% | – |
| PKX | New | POSCO HOLDINGS INCsponsored adr | $7,177,973 | – | 97,065 | – | 0.14% | – |
| New | MICROSTRATEGY INCnote 2/1 | $7,113,831 | – | 10,761,000 | – | 0.14% | – | |
| NPK | New | NATIONAL PRESTO INDS INC | $7,009,339 | – | 95,756 | – | 0.14% | – |
| GD | New | GENERAL DYNAMICS CORP | $6,941,815 | – | 32,265 | – | 0.14% | – |
| AEG | New | AEGON N V | $6,687,051 | – | 1,318,945 | – | 0.14% | – |
| EQC | New | EQUITY COMWLTH | $6,471,611 | – | 319,428 | – | 0.13% | – |
| CRH | New | CRH PLCadr | $4,977,804 | – | 89,320 | – | 0.10% | – |
| IXUS | New | ISHARES TRcore msci total | $4,886,614 | – | 78,036 | – | 0.10% | – |
| TM | New | TOYOTA MOTOR CORPads | $4,865,364 | – | 30,267 | – | 0.10% | – |
| New | NATWEST GROUP PLCspons adr | $4,442,380 | – | 725,879 | – | 0.09% | – | |
| HURC | New | HURCO CO | $4,171,673 | – | 192,687 | – | 0.08% | – |
| MD | New | PEDIATRIX MEDICAL GROUP INC | $4,191,368 | – | 294,959 | – | 0.08% | – |
| PINC | New | PREMIER INCcl a | $3,279,259 | – | 118,556 | – | 0.07% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $3,205,290 | – | 14,520 | – | 0.06% | – |
| PBH | New | PRESTIGE CONSMR HEALTHCARE I | $3,215,282 | – | 54,102 | – | 0.06% | – |
| NKSH | New | NATIONAL BANKSHARES INC VA | $3,112,355 | – | 106,624 | – | 0.06% | – |
| TAP | New | MOLSON COORS BEVERAGE COcl b | $3,059,190 | – | 46,464 | – | 0.06% | – |
| HCSG | New | HEALTHCARE SVCS GROUP INC | $2,885,327 | – | 193,257 | – | 0.06% | – |
| ARW | New | ARROW ELECTRS INC | $2,672,672 | – | 18,660 | – | 0.05% | – |
| CRDA | New | CRAWFORD & COcl a | $2,507,482 | – | 226,103 | – | 0.05% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $2,530,270 | – | 65,585 | – | 0.05% | – |
| FLS | New | FLOWSERVE CORP | $2,490,425 | – | 67,037 | – | 0.05% | – |
| UTMD | New | UTAH MED PRODS INC | $2,169,696 | – | 23,280 | – | 0.04% | – |
| UNF | New | UNIFIRST CORP MASS | $2,122,862 | – | 13,695 | – | 0.04% | – |
| IMKTA | New | INGLES MKTS INCcl a | $2,081,540 | – | 25,185 | – | 0.04% | – |
| New | BAUSCH PLUS LOMB CORP | $2,096,050 | – | 104,437 | – | 0.04% | – | |
| New | SOLARWINDS CORP | $1,930,440 | – | 188,152 | – | 0.04% | – | |
| SMG | New | SCOTTS MIRACLE-GRO COcl a | $1,754,004 | – | 27,979 | – | 0.04% | – |
| KMT | New | KENNAMETAL INC | $1,641,396 | – | 57,816 | – | 0.03% | – |
| TIMB | New | TIM S Asponsored adr | $1,446,862 | – | 94,628 | – | 0.03% | – |
| CAE | New | CAE INC | $1,259,300 | – | 56,269 | – | 0.02% | – |
| SAIC | New | SCIENCE APPLICATIONS INTL CO | $1,166,643 | – | 10,372 | – | 0.02% | – |
| FFIV | New | F5 INC | $1,137,610 | – | 7,778 | – | 0.02% | – |
| BAP | New | CREDICORP LTD | $1,148,344 | – | 7,778 | – | 0.02% | – |
| MCY | New | MERCURY GENL CORP NEW | $1,075,463 | – | 35,529 | – | 0.02% | – |
| EBMT | New | EAGLE BANCORP MONT INC | $1,055,119 | – | 79,752 | – | 0.02% | – |
| RBBN | New | RIBBON COMMUNICATIONS INC | $1,049,724 | – | 376,245 | – | 0.02% | – |
| ASAI | New | SENDAS DISTRIBUIDORA S Aspon ads | $1,039,999 | – | 72,172 | – | 0.02% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $994,700 | – | 25,106 | – | 0.02% | – |
| NTES | New | NETEASE INCsponsored ads | $863,248 | – | 8,928 | – | 0.02% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $812,093 | – | 25,189 | – | 0.02% | – |
| LNSR | New | LENSAR INC | $763,389 | – | 179,621 | – | 0.02% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $695,371 | – | 15,236 | – | 0.01% | – |
| HDB | New | HDFC BANK LTDsponsored ads | $580,462 | – | 8,328 | – | 0.01% | – |
| CLS | New | CELESTICA INC | $617,411 | – | 42,580 | – | 0.01% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $557,362 | – | 16,788 | – | 0.01% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC DELcl a | $517,810 | – | 1 | – | 0.01% | – |
| KOF | New | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $417,716 | – | 5,014 | – | 0.01% | – |
| New | GRAN TIERRA ENERGY INC | $327,320 | – | 66,664 | – | 0.01% | – | |
| MFC | New | MANULIFE FINL CORP | $283,972 | – | 15,017 | – | 0.01% | – |
| XRAY | New | DENTSPLY SIRONA INC | $266,773 | – | 6,666 | – | 0.01% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVC | Exit | INVACARE CORP | $0 | – | -40,305 | – | -0.00% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -15,017 | – | -0.01% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -8,396 | – | -0.01% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -3,322 | – | -0.01% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -12,140 | – | -0.01% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -7,566 | – | -0.01% | – |
| LNSR | Exit | LENSAR INC | $0 | – | -57,033 | – | -0.01% | – |
| VBR | Exit | VANGUARD INDEX FDSsm cp val etf | $0 | – | -2,466 | – | -0.01% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -9,955 | – | -0.01% | – |
| BHC | Exit | BAUSCH HEALTH COS INC | $0 | – | -60,698 | – | -0.01% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -65,717 | – | -0.01% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -361,692 | – | -0.01% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC DELcl a | $0 | – | -1 | – | -0.01% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -16,418 | – | -0.01% | – |
| KBAL | Exit | KIMBALL INTL INCcl b | $0 | – | -71,256 | – | -0.01% | – |
| HDB | Exit | HDFC BANK LTDsponsored ads | $0 | – | -8,445 | – | -0.01% | – |
| HCSG | Exit | HEALTHCARE SVCS GROUP INC | $0 | – | -46,691 | – | -0.02% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -7,756 | – | -0.02% | – |
| NTES | Exit | NETEASE INCsponsored ads | $0 | – | -8,687 | – | -0.02% | – |
| RBBN | Exit | RIBBON COMMUNICATIONS INC | $0 | – | -292,443 | – | -0.02% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -91,461 | – | -0.02% | – |
| UTMD | Exit | UTAH MED PRODS INC | $0 | – | -7,858 | – | -0.02% | – |
| ACNB | Exit | ACNB CORP | $0 | – | -24,556 | – | -0.02% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -6,220 | – | -0.02% | – |
| GIB | Exit | CGI INCcl a sub vtg | $0 | – | -10,782 | – | -0.02% | – |
| SAIC | Exit | SCIENCE APPLICATIONS INTL CO | $0 | – | -8,934 | – | -0.02% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -93,255 | – | -0.02% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -6,720 | – | -0.02% | – |
| Exit | SOLARWINDS CORP | $0 | – | -110,319 | – | -0.02% | – | |
| TIMB | Exit | TIM S Asponsored adr | $0 | – | -77,913 | – | -0.02% | – |
| SMG | Exit | SCOTTS MIRACLE-GRO COcl a | $0 | – | -22,113 | – | -0.02% | – |
| VT | Exit | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $0 | – | -11,915 | – | -0.02% | – |
| CAE | Exit | CAE INC | $0 | – | -63,937 | – | -0.03% | – |
| ASAI | Exit | SENDAS DISTRIBUIDORA S Aspon ads | $0 | – | -60,883 | – | -0.03% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -50,144 | – | -0.03% | – |
| FFIV | Exit | F5 INC | $0 | – | -7,659 | – | -0.03% | – |
| Exit | BAUSCH PLUS LOMB CORP | $0 | – | -74,290 | – | -0.03% | – | |
| CRDA | Exit | CRAWFORD & COcl a | $0 | – | -251,076 | – | -0.04% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -66,850 | – | -0.04% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -19,259 | – | -0.05% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -141,426 | – | -0.05% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -26,898 | – | -0.05% | – |
| PBH | Exit | PRESTIGE CONSMR HEALTHCARE I | $0 | – | -39,595 | – | -0.05% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -58,045 | – | -0.05% | – |
| TAP | Exit | MOLSON COORS BEVERAGE COcl b | $0 | – | -51,899 | – | -0.06% | – |
| CHNG | Exit | CHANGE HEALTHCARE INC | $0 | – | -90,225 | – | -0.06% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -39,702 | – | -0.07% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -198,820 | – | -0.07% | – |
| MD | Exit | PEDIATRIX MEDICAL GROUP INC | $0 | – | -188,722 | – | -0.08% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -96,990 | – | -0.08% | – |
| IXUS | Exit | ISHARES TRcore msci total | $0 | – | -63,642 | – | -0.08% | – |
| EQC | Exit | EQUITY COMWLTH | $0 | – | -142,180 | – | -0.09% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -104,539 | – | -0.09% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -166,845 | – | -0.11% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -19,506 | – | -0.11% | – |
| Exit | NATWEST GROUP PLCspons adr | $0 | – | -839,162 | – | -0.11% | – | |
| TM | Exit | TOYOTA MOTOR CORPads | $0 | – | -34,828 | – | -0.12% | – |
| ARLO | Exit | ARLO TECHNOLOGIES INC | $0 | – | -1,012,088 | – | -0.12% | – |
| Exit | MICROSTRATEGY INCnote 2/1 | $0 | – | -10,711,000 | – | -0.12% | – | |
| PKX | Exit | POSCO HOLDINGS INCsponsored adr | $0 | – | -145,454 | – | -0.14% | – |
| AEG | Exit | AEGON N V | $0 | – | -1,350,844 | – | -0.14% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -845,982 | – | -0.14% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -90,726 | – | -0.14% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -24,547 | – | -0.15% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -266,648 | – | -0.16% | – |
| KMT | Exit | KENNAMETAL INC | $0 | – | -312,195 | – | -0.17% | – |
| Exit | HALEON PLCspon ads | $0 | – | -1,060,622 | – | -0.17% | – | |
| FSTR | Exit | FOSTER L B CO | $0 | – | -690,340 | – | -0.18% | – |
| HURC | Exit | HURCO CO | $0 | – | -320,820 | – | -0.19% | – |
| KOF | Exit | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $0 | – | -127,557 | – | -0.20% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -268,166 | – | -0.20% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -201,420 | – | -0.23% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -196,790 | – | -0.23% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -1,004,119 | – | -0.24% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N V | $0 | – | -586,569 | – | -0.24% | – |
| ORN | Exit | ORION GROUP HLDGS INC | $0 | – | -3,447,208 | – | -0.24% | – |
| GTES | Exit | GATES INDL CORP PLC | $0 | – | -956,928 | – | -0.24% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -2,432,435 | – | -0.25% | – |
| GHM | Exit | GRAHAM CORP | $0 | – | -1,082,057 | – | -0.25% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -3,383,836 | – | -0.25% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -366,584 | – | -0.25% | – |
| ENIC | Exit | ENEL CHILE S.A.sponsored adr | $0 | – | -7,541,809 | – | -0.27% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored ads | $0 | – | -2,334,081 | – | -0.28% | – |
| L | Exit | LOEWS CORP | $0 | – | -220,120 | – | -0.29% | – |
| QRVO | Exit | QORVO INC | $0 | – | -139,662 | – | -0.29% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -1,551,333 | – | -0.30% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -232,988 | – | -0.30% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -290,408 | – | -0.30% | – |
| EGRX | Exit | EAGLE PHARMACEUTICALS INC | $0 | – | -467,857 | – | -0.32% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -420,582 | – | -0.33% | – |
| VIV | Exit | TELEFONICA BRASIL SAnew adr | $0 | – | -1,766,584 | – | -0.35% | – |
| AVDL | Exit | AVADEL PHARMACEUTICALS PLCsponsored adr | $0 | – | -2,699,795 | – | -0.35% | – |
| PKE | Exit | PARK AEROSPACE CORP | $0 | – | -1,247,615 | – | -0.36% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -668,259 | – | -0.37% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -656,155 | – | -0.37% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -345,861 | – | -0.37% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -180,697 | – | -0.38% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -253,824 | – | -0.38% | – |
| NVS | Exit | NOVARTIS AGsponsored adr | $0 | – | -198,515 | – | -0.40% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -163,301 | – | -0.40% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -1,419,222 | – | -0.41% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -59,462 | – | -0.42% | – |
| Exit | GSK PLCsponsored adr | $0 | – | -593,779 | – | -0.46% | – | |
| MOGA | Exit | MOOG INCcl a | $0 | – | -261,335 | – | -0.48% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -8,789 | – | -0.49% | – |
| SAP | Exit | SAP SEspon adr | $0 | – | -232,331 | – | -0.49% | – |
| TTE | Exit | TOTALENERGIES SEsponsored ads | $0 | – | -410,870 | – | -0.50% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -820,975 | – | -0.50% | – |
| FOX | Exit | FOX CORP | $0 | – | -676,785 | – | -0.50% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -388,485 | – | -0.51% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -120,079 | – | -0.54% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -216,922 | – | -0.54% | – |
| FLEX | Exit | FLEX LTDord | $0 | – | -1,266,073 | – | -0.55% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -226,797 | – | -0.57% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -1,162,187 | – | -0.59% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -399,571 | – | -0.60% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -371,990 | – | -0.61% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -618,843 | – | -0.62% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -1,016,200 | – | -0.62% | – |
| TAK | Exit | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $0 | – | -1,871,043 | – | -0.64% | – |
| INGR | Exit | INGREDION INC | $0 | – | -303,070 | – | -0.64% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -152,653 | – | -0.65% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -2,972,008 | – | -0.66% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -1,908,172 | – | -0.72% | – |
| ZTO | Exit | ZTO EXPRESS CAYMAN INCsponsored ads a | $0 | – | -1,271,553 | – | -0.80% | – |
| TIGO | Exit | MILLICOM INTL CELLULAR S A | $0 | – | -2,716,522 | – | -0.81% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -467,967 | – | -0.82% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -863,099 | – | -0.84% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC LTD | $0 | – | -173,434 | – | -0.91% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -6,386,813 | – | -1.03% | – |
| Exit | SHELL PLCspon ads | $0 | – | -805,494 | – | -1.05% | – | |
| NTGR | Exit | NETGEAR INC | $0 | – | -2,008,616 | – | -1.05% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -444,098 | – | -1.06% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -400,949 | – | -1.10% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -206,025 | – | -1.10% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -569,543 | – | -1.22% | – |
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -1,587,837 | – | -1.23% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -816,389 | – | -1.24% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -1,245,859 | – | -1.26% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -2,360,058 | – | -1.29% | – |
| STT | Exit | STATE STR CORP | $0 | – | -856,043 | – | -1.36% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -713,512 | – | -1.37% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -303,509 | – | -1.46% | – |
| TFC | Exit | TRUIST FINL CORP | $0 | – | -1,410,704 | – | -1.61% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -447,311 | – | -1.74% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -471,296 | – | -1.84% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -2,948,164 | – | -1.90% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -1,659,958 | – | -2.06% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -2,747,552 | – | -2.11% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -1,079,918 | – | -2.24% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -934,962 | – | -2.33% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -427,425 | – | -2.37% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -639,416 | – | -2.40% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -1,381,141 | – | -2.41% | – |
| C | Exit | CITIGROUP INC | $0 | – | -2,229,806 | – | -2.43% | – |
| FISV | Exit | FISERV INC | $0 | – | -1,021,734 | – | -2.50% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -286,216 | – | -2.54% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -3,231,534 | – | -2.55% | – |
| PFE | Exit | PFIZER INC | $0 | – | -2,301,224 | – | -2.63% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -1,195,228 | – | -2.69% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -35,265,806 | – | -3.16% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -3,183,693 | – | -3.35% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -471,021 | – | -3.42% | – |
| ERJ | Exit | EMBRAER S.A.sponsored ads | $0 | – | -19,035,384 | – | -4.28% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | Buy | EMBRAER S.A.sponsored ads | $163,705,000 | +0.6% | 19,035,384 | +2.7% | 4.28% | +7.7% |
| CI | Sell | CIGNA CORP NEW | $130,695,000 | -1.5% | 471,021 | -6.4% | 3.42% | +5.6% |
| WFC | Buy | WELLS FARGO CO NEW | $128,048,000 | +4.1% | 3,183,693 | +1.4% | 3.35% | +11.6% |
| CX | Buy | CEMEX SAB DE CVspon adr new | $120,962,000 | -9.7% | 35,265,806 | +3.2% | 3.16% | -3.2% |
| MRK | Sell | MERCK & CO INC | $102,933,000 | -24.9% | 1,195,228 | -20.5% | 2.69% | -19.6% |
| PFE | Buy | PFIZER INC | $100,702,000 | -15.4% | 2,301,224 | +1.3% | 2.63% | -9.4% |
| BAC | Buy | BK OF AMERICA CORP | $97,592,000 | -0.2% | 3,231,534 | +2.9% | 2.55% | +7.0% |
| MCK | Buy | MCKESSON CORP | $97,276,000 | +6.0% | 286,216 | +1.7% | 2.54% | +13.6% |
| FISV | Buy | FISERV INC | $95,604,000 | +7.2% | 1,021,734 | +1.9% | 2.50% | +14.8% |
| C | Buy | CITIGROUP INC | $92,916,000 | -7.9% | 2,229,806 | +1.6% | 2.43% | -1.3% |
| CAH | Buy | CARDINAL HEALTH INC | $92,095,000 | +27.9% | 1,381,141 | +0.2% | 2.41% | +37.0% |
| CVX | Buy | CHEVRON CORP NEW | $91,866,000 | +2.3% | 639,416 | +3.1% | 2.40% | +9.7% |
| GD | Buy | GENERAL DYNAMICS CORP | $90,687,000 | -2.6% | 427,425 | +1.6% | 2.37% | +4.4% |
| CVS | Sell | CVS HEALTH CORP | $89,168,000 | +0.7% | 934,962 | -2.2% | 2.33% | +7.9% |
| DOX | Buy | AMDOCS LTD | $85,799,000 | -1.4% | 1,079,918 | +3.4% | 2.24% | +5.7% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $80,586,000 | -20.5% | 2,747,552 | +6.4% | 2.11% | -14.8% |
| AIG | Buy | AMERICAN INTL GROUP INC | $78,815,000 | -5.3% | 1,659,958 | +1.9% | 2.06% | +1.4% |
| HAL | Buy | HALLIBURTON CO | $72,584,000 | -18.6% | 2,948,164 | +3.7% | 1.90% | -12.8% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $70,421,000 | +26.9% | 471,296 | +34.0% | 1.84% | +36.0% |
| FDX | Buy | FEDEX CORP | $66,412,000 | -32.8% | 447,311 | +2.7% | 1.74% | -28.0% |
| TFC | Buy | TRUIST FINL CORP | $61,422,000 | +0.5% | 1,410,704 | +9.4% | 1.61% | +7.6% |
| HCA | Buy | HCA HEALTHCARE INC | $55,782,000 | +19.6% | 303,509 | +9.4% | 1.46% | +28.2% |
| EMR | Buy | EMERSON ELEC CO | $52,243,000 | +1.1% | 713,512 | +9.8% | 1.37% | +8.2% |
| STT | Buy | STATE STR CORP | $52,055,000 | +0.4% | 856,043 | +1.7% | 1.36% | +7.5% |
| ORI | Buy | OLD REP INTL CORP | $49,395,000 | -4.9% | 2,360,058 | +1.7% | 1.29% | +2.0% |
| BK | Sell | BANK NEW YORK MELLON CORP | $47,991,000 | -11.8% | 1,245,859 | -4.5% | 1.26% | -5.5% |
| TXT | Buy | TEXTRON INC | $47,563,000 | -1.8% | 816,389 | +2.9% | 1.24% | +5.2% |
| OMF | Buy | ONEMAIN HLDGS INC | $46,874,000 | -19.4% | 1,587,837 | +2.1% | 1.23% | -13.6% |
| AMAT | Buy | APPLIED MATLS INC | $46,662,000 | +24.5% | 569,543 | +38.2% | 1.22% | +33.3% |
| LH | Buy | LABORATORY CORP AMER HLDGS | $42,195,000 | -4.5% | 206,025 | +9.3% | 1.10% | +2.4% |
| JPM | Buy | JPMORGAN CHASE & CO | $41,899,000 | -4.4% | 400,949 | +3.0% | 1.10% | +2.4% |
| MHK | Buy | MOHAWK INDS INC | $40,498,000 | -24.4% | 444,098 | +2.8% | 1.06% | -19.0% |
| NTGR | Sell | NETGEAR INC | $40,253,000 | +8.1% | 2,008,616 | -0.1% | 1.05% | +15.8% |
| Buy | SHELL PLCspon ads | $40,081,000 | +24.6% | 805,494 | +30.9% | 1.05% | +33.5% | |
| GRFS | Buy | GRIFOLS S Asp adr rep b nvt | $39,343,000 | -31.0% | 6,386,813 | +33.1% | 1.03% | -26.1% |
| WLTW | Buy | WILLIS TOWERS WATSON PLC LTD | $34,849,000 | +34.4% | 173,434 | +32.0% | 0.91% | +43.9% |
| EPC | Sell | EDGEWELL PERS CARE CO | $32,280,000 | -18.0% | 863,099 | -24.3% | 0.84% | -12.2% |
| CPA | Sell | COPA HOLDINGS SAcl a | $31,358,000 | +0.3% | 467,967 | -5.2% | 0.82% | +7.5% |
| TIGO | Buy | MILLICOM INTL CELLULAR S A | $30,996,000 | +10.9% | 2,716,522 | +39.7% | 0.81% | +18.9% |
| ZTO | Sell | ZTO EXPRESS CAYMAN INCsponsored ads a | $30,555,000 | -19.3% | 1,271,553 | -7.8% | 0.80% | -13.5% |
| UBS | Sell | UBS GROUP AG | $27,688,000 | -14.7% | 1,908,172 | -4.6% | 0.72% | -8.6% |
| FTI | Sell | TECHNIPFMC PLC | $25,143,000 | -66.3% | 2,972,008 | -73.2% | 0.66% | -63.8% |
| JNJ | Buy | JOHNSON & JOHNSON | $24,938,000 | -3.7% | 152,653 | +4.7% | 0.65% | +3.2% |
| INGR | Buy | INGREDION INC | $24,404,000 | -3.1% | 303,070 | +6.1% | 0.64% | +3.7% |
| TAK | Sell | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $24,267,000 | -14.5% | 1,871,043 | -7.5% | 0.64% | -8.4% |
| INT | Buy | WORLD FUEL SVCS CORP | $23,820,000 | +27.1% | 1,016,200 | +11.0% | 0.62% | +36.3% |
| SNY | Buy | SANOFIsponsored adr | $23,528,000 | -21.4% | 618,843 | +3.5% | 0.62% | -15.8% |
| OMC | Buy | OMNICOM GROUP INC | $23,469,000 | +6.1% | 371,990 | +6.9% | 0.61% | +13.7% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $22,951,000 | +35.4% | 399,571 | +59.1% | 0.60% | +44.9% |
| DRQ | Buy | DRIL-QUIP INC | $22,686,000 | -23.3% | 1,162,187 | +1.4% | 0.59% | -17.9% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $21,807,000 | +12.8% | 226,797 | +2465.0% | 0.57% | +20.8% |
| FLEX | Buy | FLEX LTDord | $21,093,000 | +24.2% | 1,266,073 | +7.8% | 0.55% | +33.0% |
| GOOGL | New | ALPHABET INCcap stk cl a | $20,748,000 | – | 216,922 | – | 0.54% | – |
| NWLI | Buy | NATIONAL WESTN LIFE GROUP INcl a | $20,510,000 | -13.5% | 120,079 | +2.6% | 0.54% | -7.4% |
| MU | Buy | MICRON TECHNOLOGY INC | $19,463,000 | +0.7% | 388,485 | +11.1% | 0.51% | +7.8% |
| FOX | Buy | FOX CORP | $19,288,000 | +14.3% | 676,785 | +19.2% | 0.50% | +22.3% |
| TMHC | Buy | TAYLOR MORRISON HOME CORP | $19,145,000 | +3.0% | 820,975 | +3.2% | 0.50% | +10.4% |
| TTE | Sell | TOTALENERGIES SEsponsored ads | $19,114,000 | -15.1% | 410,870 | -3.9% | 0.50% | -9.1% |
| SAP | Buy | SAP SEspon adr | $18,877,000 | +23.0% | 232,331 | +37.4% | 0.49% | +31.7% |
| AZO | Buy | AUTOZONE INC | $18,825,000 | +14.8% | 8,789 | +15.2% | 0.49% | +23.0% |
| MOGA | Sell | MOOG INCcl a | $18,385,000 | -30.7% | 261,335 | -21.8% | 0.48% | -25.7% |
| New | GSK PLCsponsored adr | $17,475,000 | – | 593,779 | – | 0.46% | – | |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $15,877,000 | +16.3% | 59,462 | +18.9% | 0.42% | +24.6% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $15,725,000 | -5.7% | 1,419,222 | -9.5% | 0.41% | +1.0% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $15,385,000 | -1.1% | 163,301 | -14.8% | 0.40% | +5.8% |
| NVS | Sell | NOVARTIS AGsponsored adr | $15,089,000 | -17.0% | 198,515 | -7.7% | 0.40% | -11.0% |
| CTVA | Sell | CORTEVA INC | $14,506,000 | -8.3% | 253,824 | -13.2% | 0.38% | -1.8% |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $14,454,000 | -34.6% | 180,697 | -7.1% | 0.38% | -30.0% |
| WPP | Buy | WPP PLC NEWadr | $14,246,000 | -10.4% | 345,861 | +10.0% | 0.37% | -3.9% |
| HMC | Sell | HONDA MOTOR LTD | $14,167,000 | -14.9% | 656,155 | -4.8% | 0.37% | -8.6% |
| E | Buy | ENI S P Asponsored adr | $14,127,000 | -3.6% | 668,259 | +8.6% | 0.37% | +3.1% |
| PKE | Buy | PARK AEROSPACE CORP | $13,774,000 | -2.9% | 1,247,615 | +12.2% | 0.36% | +4.0% |
| AVDL | Sell | AVADEL PHARMACEUTICALS PLCsponsored adr | $13,526,000 | +52.6% | 2,699,795 | -25.7% | 0.35% | +63.9% |
| VIV | Sell | TELEFONICA BRASIL SAnew adr | $13,285,000 | -18.6% | 1,766,584 | -1.9% | 0.35% | -12.8% |
| TARO | Buy | TARO PHARMACEUTICAL INDS LTD | $12,609,000 | -16.2% | 420,582 | +1.1% | 0.33% | -10.1% |
| EGRX | Buy | EAGLE PHARMACEUTICALS INC | $12,361,000 | -40.1% | 467,857 | +0.8% | 0.32% | -35.9% |
| CSCO | Buy | CISCO SYS INC | $11,616,000 | +3.4% | 290,408 | +10.2% | 0.30% | +10.9% |
| JCI | Buy | JOHNSON CTLS INTL PLC | $11,468,000 | +10.1% | 232,988 | +7.1% | 0.30% | +18.1% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $11,309,000 | -19.1% | 1,551,333 | -2.1% | 0.30% | -13.2% |
| QRVO | Buy | QORVO INC | $11,090,000 | -10.4% | 139,662 | +6.4% | 0.29% | -4.0% |
| L | Buy | LOEWS CORP | $10,971,000 | -9.7% | 220,120 | +7.3% | 0.29% | -3.4% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored ads | $10,503,000 | -21.3% | 2,334,081 | -6.6% | 0.28% | -15.6% |
| ENIC | Sell | ENEL CHILE S.A.sponsored adr | $10,407,000 | +12.6% | 7,541,809 | -9.4% | 0.27% | +20.4% |
| OTEX | Buy | OPEN TEXT CORP | $9,693,000 | -27.2% | 366,584 | +4.1% | 0.25% | -21.8% |
| ABEV | Sell | AMBEV SAsponsored adr | $9,576,000 | -0.0% | 3,383,836 | -11.3% | 0.25% | +6.8% |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $9,535,000 | -34.9% | 2,432,435 | -5.9% | 0.25% | -30.4% |
| GHM | Buy | GRAHAM CORP | $9,511,000 | +35.3% | 1,082,057 | +6.5% | 0.25% | +44.8% |
| GTES | Buy | GATES INDL CORP PLC | $9,340,000 | -4.7% | 956,928 | +5.6% | 0.24% | +2.1% |
| ORN | Buy | ORION GROUP HLDGS INC | $9,101,000 | +20.5% | 3,447,208 | +4.0% | 0.24% | +29.3% |
| ORAN | Sell | ORANGEsponsored adr | $9,027,000 | -30.1% | 1,004,119 | -8.5% | 0.24% | -25.1% |
| PHG | Buy | KONINKLIJKE PHILIPS N V | $9,027,000 | -9.1% | 586,569 | +27.2% | 0.24% | -2.5% |
| BUD | Sell | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $8,887,000 | -21.3% | 196,790 | -5.9% | 0.23% | -15.9% |
| UL | Sell | UNILEVER PLCspon adr new | $8,830,000 | -23.7% | 201,420 | -20.2% | 0.23% | -18.1% |
| BP | Sell | BP PLCsponsored adr | $7,656,000 | -4.4% | 268,166 | -5.1% | 0.20% | +2.0% |
| KOF | Sell | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $7,449,000 | -34.7% | 127,557 | -38.2% | 0.20% | -29.9% |
| HURC | Buy | HURCO CO | $7,212,000 | -7.0% | 320,820 | +2.4% | 0.19% | 0.0% |
| FSTR | Buy | FOSTER L B CO | $6,737,000 | -20.8% | 690,340 | +4.5% | 0.18% | -15.4% |
| New | HALEON PLCspon ads | $6,459,000 | – | 1,060,622 | – | 0.17% | – | |
| KMT | New | KENNAMETAL INC | $6,425,000 | – | 312,195 | – | 0.17% | – |
| SHG | Sell | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $6,132,000 | -25.2% | 266,648 | -7.1% | 0.16% | -20.0% |
| MSFT | Buy | MICROSOFT CORP | $5,717,000 | +0.9% | 24,547 | +11.2% | 0.15% | +8.7% |
| ORCL | Buy | ORACLE CORP | $5,540,000 | -6.1% | 90,726 | +7.5% | 0.14% | +0.7% |
| BCS | Sell | BARCLAYS PLCadr | $5,414,000 | -22.3% | 845,982 | -7.8% | 0.14% | -16.5% |
| AEG | Sell | AEGON N V | $5,350,000 | -21.6% | 1,350,844 | -13.3% | 0.14% | -16.2% |
| PKX | Sell | POSCO HOLDINGS INCsponsored adr | $5,325,000 | -25.6% | 145,454 | -9.5% | 0.14% | -20.6% |
| Sell | MICROSTRATEGY INCnote 2/1 | $4,777,000 | +2.5% | 10,711,000 | -0.6% | 0.12% | +9.6% | |
| ARLO | Buy | ARLO TECHNOLOGIES INC | $4,696,000 | -22.0% | 1,012,088 | +5.4% | 0.12% | -16.3% |
| TM | Sell | TOYOTA MOTOR CORPads | $4,538,000 | -17.2% | 34,828 | -2.0% | 0.12% | -11.2% |
| New | NATWEST GROUP PLCspons adr | $4,188,000 | – | 839,162 | – | 0.11% | – | |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $4,084,000 | -17.9% | 19,506 | -7.6% | 0.11% | -11.6% |
| FLS | Sell | FLOWSERVE CORP | $4,055,000 | -63.4% | 166,845 | -56.9% | 0.11% | -60.9% |
| NKSH | Buy | NATIONAL BANKSHARES INC VA | $3,530,000 | +16.0% | 104,539 | +7.8% | 0.09% | +24.3% |
| EQC | Sell | EQUITY COMWLTH | $3,463,000 | -21.5% | 142,180 | -11.3% | 0.09% | -15.7% |
| IXUS | Buy | ISHARES TRcore msci total | $3,241,000 | +421.9% | 63,642 | +484.8% | 0.08% | +466.7% |
| CRH | Sell | CRH PLCadr | $3,126,000 | -9.4% | 96,990 | -2.1% | 0.08% | -2.4% |
| MD | Buy | PEDIATRIX MEDICAL GROUP INC | $3,116,000 | -18.3% | 188,722 | +4.0% | 0.08% | -12.9% |
| PAHC | Buy | PHIBRO ANIMAL HEALTH CORP | $2,642,000 | +34.7% | 198,820 | +94.0% | 0.07% | +43.8% |
| NPK | Sell | NATIONAL PRESTO INDS INC | $2,582,000 | -7.6% | 39,702 | -6.7% | 0.07% | 0.0% |
| CHNG | Sell | CHANGE HEALTHCARE INC | $2,480,000 | -77.2% | 90,225 | -80.9% | 0.06% | -75.6% |
| TAP | Sell | MOLSON COORS BEVERAGE COcl b | $2,491,000 | -12.4% | 51,899 | -0.5% | 0.06% | -5.8% |
| PBH | Buy | PRESTIGE CONSMR HEALTHCARE I | $1,973,000 | -9.5% | 39,595 | +6.7% | 0.05% | -1.9% |
| PINC | Buy | PREMIER INCcl a | $1,970,000 | -1.1% | 58,045 | +4.0% | 0.05% | +6.1% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $1,844,000 | -18.4% | 26,898 | -2.7% | 0.05% | -12.7% |
| ARW | Sell | ARROW ELECTRS INC | $1,775,000 | -18.2% | 19,259 | -0.5% | 0.05% | -13.2% |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $1,756,000 | – | 141,426 | – | 0.05% | – |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $1,712,000 | -7.4% | 66,850 | -0.4% | 0.04% | 0.0% |
| CRDA | Buy | CRAWFORD & COcl a | $1,441,000 | +11.6% | 251,076 | +51.7% | 0.04% | +18.8% |
| New | BAUSCH PLUS LOMB CORP | $1,140,000 | – | 74,290 | – | 0.03% | – | |
| FFIV | Sell | F5 INC | $1,108,000 | -6.3% | 7,659 | -0.8% | 0.03% | 0.0% |
| MLR | New | MILLER INDS INC TENN | $1,068,000 | – | 50,144 | – | 0.03% | – |
| ASAI | Sell | SENDAS DISTRIBUIDORA S Aspon ads | $982,000 | -18.2% | 60,883 | -31.1% | 0.03% | -10.3% |
| CAE | Buy | CAE INC | $980,000 | +171.5% | 63,937 | +336.5% | 0.03% | +188.9% |
| VT | Buy | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $940,000 | +122.7% | 11,915 | +140.8% | 0.02% | +150.0% |
| SMG | Buy | SCOTTS MIRACLE-GRO COcl a | $945,000 | -13.2% | 22,113 | +60.4% | 0.02% | -7.4% |
| TIMB | Sell | TIM S Asponsored adr | $871,000 | -20.6% | 77,913 | -13.7% | 0.02% | -14.8% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $825,000 | -8.0% | 6,720 | -0.4% | 0.02% | 0.0% |
| Buy | SOLARWINDS CORP | $855,000 | +51.1% | 110,319 | +99.8% | 0.02% | +57.1% | |
| SAIC | Sell | SCIENCE APPLICATIONS INTL CO | $790,000 | -37.6% | 8,934 | -34.3% | 0.02% | -32.3% |
| CLS | Buy | CELESTICA INC | $785,000 | +13.1% | 93,255 | +30.6% | 0.02% | +23.5% |
| BAP | Sell | CREDICORP LTD | $764,000 | -8.7% | 6,220 | -10.9% | 0.02% | 0.0% |
| ACNB | Buy | ACNB CORP | $738,000 | +15.3% | 24,556 | +13.9% | 0.02% | +18.8% |
| UTMD | Sell | UTAH MED PRODS INC | $670,000 | -1.6% | 7,858 | -0.9% | 0.02% | +5.9% |
| NTES | Buy | NETEASE INCsponsored ads | $657,000 | -10.9% | 8,687 | +10.0% | 0.02% | -5.6% |
| RBBN | Buy | RIBBON COMMUNICATIONS INC | $649,000 | -11.9% | 292,443 | +20.7% | 0.02% | -5.6% |
| HBI | New | HANESBRANDS INC | $637,000 | – | 91,461 | – | 0.02% | – |
| IMKTA | Buy | INGLES MKTS INCcl a | $614,000 | +0.8% | 7,756 | +10.5% | 0.02% | +6.7% |
| HCSG | New | HEALTHCARE SVCS GROUP INC | $564,000 | – | 46,691 | – | 0.02% | – |
| HDB | Sell | HDFC BANK LTDsponsored ads | $493,000 | -6.6% | 8,445 | -12.2% | 0.01% | 0.0% |
| KBAL | Sell | KIMBALL INTL INCcl b | $448,000 | -37.1% | 71,256 | -23.3% | 0.01% | -29.4% |
| MDC | Sell | M D C HLDGS INC | $450,000 | -34.9% | 16,418 | -23.3% | 0.01% | -29.4% |
| BHC | Buy | BAUSCH HEALTH COS INC | $418,000 | -8.3% | 60,698 | +11.2% | 0.01% | 0.0% |
| SCS | Buy | STEELCASE INCcl a | $428,000 | -35.0% | 65,717 | +7.1% | 0.01% | -31.2% |
| GTE | Buy | GRAN TIERRA ENERGY INC | $438,000 | +13.2% | 361,692 | +7.5% | 0.01% | +22.2% |
| VWO | Buy | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $363,000 | +14.2% | 9,955 | +30.4% | 0.01% | +12.5% |
| VBR | Sell | VANGUARD INDEX FDSsm cp val etf | $354,000 | -88.7% | 2,466 | -88.2% | 0.01% | -88.3% |
| RCI | Buy | ROGERS COMMUNICATIONS INCcl b | $292,000 | -1.4% | 7,566 | +22.3% | 0.01% | +14.3% |
| CCJ | Sell | CAMECO CORP | $322,000 | -90.0% | 12,140 | -92.1% | 0.01% | -89.7% |
| LNSR | Buy | LENSAR INC | $317,000 | -2.5% | 57,033 | +14.1% | 0.01% | 0.0% |
| RTX | Sell | RAYTHEON TECHNOLOGIES CORP | $272,000 | -17.8% | 3,322 | -3.5% | 0.01% | -12.5% |
| SCHL | Sell | SCHOLASTIC CORP | $258,000 | -17.8% | 8,396 | -3.7% | 0.01% | -12.5% |
| MFC | Buy | MANULIFE FINL CORP | $235,000 | +21.1% | 15,017 | +34.2% | 0.01% | +20.0% |
| IVC | Buy | INVACARE CORP | $31,000 | -29.5% | 40,305 | +16.4% | 0.00% | 0.0% |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -6,099 | – | -0.01% | – |
| EBMT | Exit | EAGLE BANCORP MONT INC | $0 | – | -12,806 | – | -0.01% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -26,955 | – | -0.01% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -17,853 | – | -0.02% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -34,823 | – | -0.02% | – |
| MBT | Exit | MOBILE TELESYSTEMS PUB JT STsponsored adr | $0 | – | -2,894,725 | – | -0.07% | – |
| NWG | Exit | NATWEST GROUP PLCspons adr 2 ord | $0 | – | -922,320 | – | -0.12% | – |
| ALE | Exit | ALLETE INC | $0 | – | -155,510 | – | -0.22% | – |
| AVT | Exit | AVNET INC | $0 | – | -313,119 | – | -0.33% | – |
| GSK | Exit | GSK PLCsponsored adr | $0 | – | -709,630 | – | -0.75% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | New | EMBRAER S.A.sponsored ads | $162,795,000 | – | 18,541,566 | – | 3.97% | – |
| MRK | New | MERCK & CO INC | $137,150,000 | – | 1,504,323 | – | 3.35% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $133,941,000 | – | 34,168,504 | – | 3.27% | – |
| CI | New | CIGNA CORP NEW | $132,624,000 | – | 503,279 | – | 3.24% | – |
| WFC | New | WELLS FARGO CO NEW | $123,009,000 | – | 3,140,383 | – | 3.00% | – |
| PFE | New | PFIZER INC | $119,090,000 | – | 2,271,395 | – | 2.91% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $101,329,000 | – | 2,582,300 | – | 2.47% | – |
| C | New | CITIGROUP INC | $100,897,000 | – | 2,193,880 | – | 2.46% | – |
| FDX | New | FEDEX CORP | $98,767,000 | – | 435,655 | – | 2.41% | – |
| BAC | New | BK OF AMERICA CORP | $97,757,000 | – | 3,140,304 | – | 2.39% | – |
| GD | New | GENERAL DYNAMICS CORP | $93,061,000 | – | 420,613 | – | 2.27% | – |
| MCK | New | MCKESSON CORP | $91,763,000 | – | 281,298 | – | 2.24% | – |
| CVX | New | CHEVRON CORP NEW | $89,769,000 | – | 620,035 | – | 2.19% | – |
| FISV | New | FISERV INC | $89,204,000 | – | 1,002,627 | – | 2.18% | – |
| HAL | New | HALLIBURTON CO | $89,151,000 | – | 2,842,833 | – | 2.18% | – |
| CVS | New | CVS HEALTH CORP | $88,585,000 | – | 956,027 | – | 2.16% | – |
| DOX | New | AMDOCS LTD | $86,996,000 | – | 1,044,243 | – | 2.12% | – |
| AIG | New | AMERICAN INTL GROUP INC | $83,267,000 | – | 1,628,520 | – | 2.03% | – |
| FTI | New | TECHNIPFMC PLC | $74,568,000 | – | 11,079,938 | – | 1.82% | – |
| CAH | New | CARDINAL HEALTH INC | $72,029,000 | – | 1,378,024 | – | 1.76% | – |
| TFC | New | TRUIST FINL CORP | $61,142,000 | – | 1,289,115 | – | 1.49% | – |
| OMF | New | ONEMAIN HLDGS INC | $58,132,000 | – | 1,555,164 | – | 1.42% | – |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $57,009,000 | – | 4,798,703 | – | 1.39% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $55,478,000 | – | 351,645 | – | 1.35% | – |
| BK | New | BANK NEW YORK MELLON CORP | $54,425,000 | – | 1,304,824 | – | 1.33% | – |
| MHK | New | MOHAWK INDS INC | $53,604,000 | – | 431,978 | – | 1.31% | – |
| ORI | New | OLD REP INTL CORP | $51,913,000 | – | 2,321,717 | – | 1.27% | – |
| STT | New | STATE STR CORP | $51,871,000 | – | 841,392 | – | 1.27% | – |
| EMR | New | EMERSON ELEC CO | $51,693,000 | – | 649,904 | – | 1.26% | – |
| TXT | New | TEXTRON INC | $48,447,000 | – | 793,306 | – | 1.18% | – |
| HCA | New | HCA HEALTHCARE INC | $46,635,000 | – | 277,492 | – | 1.14% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $44,178,000 | – | 188,507 | – | 1.08% | – |
| JPM | New | JPMORGAN CHASE & CO | $43,833,000 | – | 389,241 | – | 1.07% | – |
| EPC | New | EDGEWELL PERS CARE CO | $39,362,000 | – | 1,140,270 | – | 0.96% | – |
| ZTO | New | ZTO EXPRESS CAYMAN INCsponsored ads a | $37,858,000 | – | 1,379,148 | – | 0.92% | – |
| AMAT | New | APPLIED MATLS INC | $37,484,000 | – | 412,002 | – | 0.92% | – |
| NTGR | New | NETGEAR INC | $37,230,000 | – | 2,010,276 | – | 0.91% | – |
| UBS | New | UBS GROUP AG | $32,459,000 | – | 2,001,178 | – | 0.79% | – |
| New | SHELL PLCspon ads | $32,167,000 | – | 615,160 | – | 0.78% | – | |
| CPA | New | COPA HOLDINGS SAcl a | $31,273,000 | – | 493,497 | – | 0.76% | – |
| GSK | New | GSK PLCsponsored adr | $30,891,000 | – | 709,630 | – | 0.75% | – |
| SNY | New | SANOFIsponsored adr | $29,921,000 | – | 598,070 | – | 0.73% | – |
| DRQ | New | DRIL-QUIP INC | $29,574,000 | – | 1,146,288 | – | 0.72% | – |
| TAK | New | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $28,396,000 | – | 2,022,547 | – | 0.69% | – |
| TIGO | New | MILLICOM INTL CELLULAR S A | $27,944,000 | – | 1,944,632 | – | 0.68% | – |
| MOGA | New | MOOG INCcl a | $26,525,000 | – | 334,113 | – | 0.65% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC LTD | $25,930,000 | – | 131,369 | – | 0.63% | – |
| JNJ | New | JOHNSON & JOHNSON | $25,888,000 | – | 145,836 | – | 0.63% | – |
| INGR | New | INGREDION INC | $25,181,000 | – | 285,637 | – | 0.62% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $23,717,000 | – | 117,004 | – | 0.58% | – |
| TTE | New | TOTALENERGIES SEsponsored ads | $22,514,000 | – | 427,704 | – | 0.55% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $22,106,000 | – | 194,457 | – | 0.54% | – |
| OMC | New | OMNICOM GROUP INC | $22,124,000 | – | 347,817 | – | 0.54% | – |
| EGRX | New | EAGLE PHARMACEUTICALS INC | $20,628,000 | – | 464,292 | – | 0.50% | – |
| MU | New | MICRON TECHNOLOGY INC | $19,334,000 | – | 349,751 | – | 0.47% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $19,341,000 | – | 8,842 | – | 0.47% | – |
| INT | New | WORLD FUEL SVCS CORP | $18,737,000 | – | 915,793 | – | 0.46% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $18,582,000 | – | 795,453 | – | 0.45% | – |
| NVS | New | NOVARTIS AGsponsored adr | $18,178,000 | – | 215,050 | – | 0.44% | – |
| FLEX | New | FLEX LTDord | $16,989,000 | – | 1,174,078 | – | 0.42% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $16,946,000 | – | 251,088 | – | 0.41% | – |
| FOX | New | FOX CORP | $16,870,000 | – | 567,987 | – | 0.41% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $16,677,000 | – | 1,568,821 | – | 0.41% | – |
| HMC | New | HONDA MOTOR LTD | $16,650,000 | – | 689,456 | – | 0.41% | – |
| AZO | New | AUTOZONE INC | $16,402,000 | – | 7,632 | – | 0.40% | – |
| VIV | New | TELEFONICA BRASIL SAnew adr | $16,319,000 | – | 1,801,218 | – | 0.40% | – |
| WPP | New | WPP PLC NEWadr | $15,902,000 | – | 314,340 | – | 0.39% | – |
| CTVA | New | CORTEVA INC | $15,825,000 | – | 292,318 | – | 0.39% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $15,552,000 | – | 191,763 | – | 0.38% | – |
| SAP | New | SAP SEspon adr | $15,345,000 | – | 169,142 | – | 0.38% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $15,043,000 | – | 415,989 | – | 0.37% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $14,654,000 | – | 2,584,416 | – | 0.36% | – |
| E | New | ENI S P Asponsored adr | $14,654,000 | – | 615,434 | – | 0.36% | – |
| PKE | New | PARK AEROSPACE CORP | $14,191,000 | – | 1,112,160 | – | 0.35% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $13,978,000 | – | 1,584,814 | – | 0.34% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $13,652,000 | – | 50,002 | – | 0.33% | – |
| AVT | New | AVNET INC | $13,427,000 | – | 313,119 | – | 0.33% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored ads | $13,351,000 | – | 2,500,100 | – | 0.33% | – |
| OTEX | New | OPEN TEXT CORP | $13,321,000 | – | 352,046 | – | 0.32% | – |
| ORAN | New | ORANGEsponsored adr | $12,923,000 | – | 1,097,982 | – | 0.32% | – |
| QRVO | New | QORVO INC | $12,382,000 | – | 131,277 | – | 0.30% | – |
| L | New | LOEWS CORP | $12,155,000 | – | 205,114 | – | 0.30% | – |
| UL | New | UNILEVER PLCspon adr new | $11,573,000 | – | 252,528 | – | 0.28% | – |
| KOF | New | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $11,405,000 | – | 206,315 | – | 0.28% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $11,287,000 | – | 209,214 | – | 0.28% | – |
| CSCO | New | CISCO SYS INC | $11,234,000 | – | 263,452 | – | 0.27% | – |
| FLS | New | FLOWSERVE CORP | $11,086,000 | – | 387,221 | – | 0.27% | – |
| CHNG | New | CHANGE HEALTHCARE INC | $10,898,000 | – | 472,641 | – | 0.27% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $10,420,000 | – | 217,644 | – | 0.25% | – |
| PHG | New | KONINKLIJKE PHILIPS N V | $9,931,000 | – | 461,244 | – | 0.24% | – |
| GTES | New | GATES INDL CORP PLC | $9,798,000 | – | 906,358 | – | 0.24% | – |
| ABEV | New | AMBEV SAsponsored adr | $9,579,000 | – | 3,816,340 | – | 0.23% | – |
| ENIC | New | ENEL CHILE S.A.sponsored adr | $9,239,000 | – | 8,323,340 | – | 0.23% | – |
| ALE | New | ALLETE INC | $9,141,000 | – | 155,510 | – | 0.22% | – |
| AVDL | New | AVADEL PHARMACEUTICALS PLCsponsored adr | $8,862,000 | – | 3,631,475 | – | 0.22% | – |
| FSTR | New | FOSTER L B CO | $8,505,000 | – | 660,842 | – | 0.21% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $8,196,000 | – | 286,961 | – | 0.20% | – |
| BP | New | BP PLCsponsored adr | $8,010,000 | – | 282,546 | – | 0.20% | – |
| HURC | New | HURCO CO | $7,752,000 | – | 313,340 | – | 0.19% | – |
| ORN | New | ORION GROUP HLDGS INC | $7,555,000 | – | 3,313,434 | – | 0.18% | – |
| PKX | New | POSCO HOLDINGS INCsponsored adr | $7,158,000 | – | 160,799 | – | 0.18% | – |
| GHM | New | GRAHAM CORP | $7,030,000 | – | 1,015,988 | – | 0.17% | – |
| BCS | New | BARCLAYS PLCadr | $6,972,000 | – | 917,316 | – | 0.17% | – |
| AEG | New | AEGON N V | $6,826,000 | – | 1,558,428 | – | 0.17% | – |
| ARLO | New | ARLO TECHNOLOGIES INC | $6,018,000 | – | 959,918 | – | 0.15% | – |
| ORCL | New | ORACLE CORP | $5,898,000 | – | 84,412 | – | 0.14% | – |
| MSFT | New | MICROSOFT CORP | $5,668,000 | – | 22,073 | – | 0.14% | – |
| TM | New | TOYOTA MOTOR CORPads | $5,478,000 | – | 35,535 | – | 0.13% | – |
| NWG | New | NATWEST GROUP PLCspons adr 2 ord | $5,027,000 | – | 922,320 | – | 0.12% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $4,973,000 | – | 21,105 | – | 0.12% | – |
| New | MICROSTRATEGY INCnote 2/1 | $4,659,000 | – | 10,771,000 | – | 0.11% | – | |
| EQC | New | EQUITY COMWLTH | $4,413,000 | – | 160,301 | – | 0.11% | – |
| MD | New | MEDNAX INC | $3,814,000 | – | 181,532 | – | 0.09% | – |
| CRH | New | CRH PLCadr | $3,450,000 | – | 99,084 | – | 0.08% | – |
| CCJ | New | CAMECO CORP | $3,212,000 | – | 152,805 | – | 0.08% | – |
| VBR | New | VANGUARD INDEX FDSsm cp val etf | $3,142,000 | – | 20,974 | – | 0.08% | – |
| NKSH | New | NATIONAL BANKSHARES INC VA | $3,044,000 | – | 96,946 | – | 0.07% | – |
| MBT | New | MOBILE TELESYSTEMS PUB JT STsponsored adr | $2,874,000 | – | 2,894,725 | – | 0.07% | – |
| TAP | New | MOLSON COORS BEVERAGE COcl b | $2,842,000 | – | 52,136 | – | 0.07% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $2,794,000 | – | 42,554 | – | 0.07% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $2,259,000 | – | 27,631 | – | 0.06% | – |
| ARW | New | ARROW ELECTRS INC | $2,170,000 | – | 19,355 | – | 0.05% | – |
| PBH | New | PRESTIGE CONSMR HEALTHCARE I | $2,181,000 | – | 37,096 | – | 0.05% | – |
| PINC | New | PREMIER INCcl a | $1,991,000 | – | 55,791 | – | 0.05% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $1,961,000 | – | 102,503 | – | 0.05% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $1,848,000 | – | 67,118 | – | 0.04% | – |
| CRDA | New | CRAWFORD & COcl a | $1,291,000 | – | 165,463 | – | 0.03% | – |
| SAIC | New | SCIENCE APPLICATIONS INTL CO | $1,266,000 | – | 13,603 | – | 0.03% | – |
| FFIV | New | F5 INC | $1,182,000 | – | 7,721 | – | 0.03% | – |
| ASAI | New | SENDAS DISTRIBUIDORA S Aspon ads | $1,201,000 | – | 88,406 | – | 0.03% | – |
| SMG | New | SCOTTS MIRACLE-GRO COcl a | $1,089,000 | – | 13,789 | – | 0.03% | – |
| TIMB | New | TIM S Asponsored adr | $1,097,000 | – | 90,274 | – | 0.03% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $897,000 | – | 6,748 | – | 0.02% | – |
| GIB | New | CGI INCcl a sub vtg | $859,000 | – | 10,782 | – | 0.02% | – |
| BAP | New | CREDICORP LTD | $837,000 | – | 6,984 | – | 0.02% | – |
| SWIR | New | SIERRA WIRELESS INC | $815,000 | – | 34,823 | – | 0.02% | – |
| AVA | New | AVISTA CORP | $777,000 | – | 17,853 | – | 0.02% | – |
| NTES | New | NETEASE INCsponsored ads | $737,000 | – | 7,895 | – | 0.02% | – |
| RBBN | New | RIBBON COMMUNICATIONS INC | $737,000 | – | 242,329 | – | 0.02% | – |
| CLS | New | CELESTICA INC | $694,000 | – | 71,427 | – | 0.02% | – |
| UTMD | New | UTAH MED PRODS INC | $681,000 | – | 7,926 | – | 0.02% | – |
| KBAL | New | KIMBALL INTL INCcl b | $712,000 | – | 92,871 | – | 0.02% | – |
| MDC | New | M D C HLDGS INC | $691,000 | – | 21,398 | – | 0.02% | – |
| ACNB | New | ACNB CORP | $640,000 | – | 21,565 | – | 0.02% | – |
| SCS | New | STEELCASE INCcl a | $658,000 | – | 61,349 | – | 0.02% | – |
| IMKTA | New | INGLES MKTS INCcl a | $609,000 | – | 7,017 | – | 0.02% | – |
| IXUS | New | ISHARES TRcore msci total | $621,000 | – | 10,883 | – | 0.02% | – |
| New | SOLARWINDS CORP | $566,000 | – | 55,225 | – | 0.01% | – | |
| HDB | New | HDFC BANK LTDsponsored ads | $528,000 | – | 9,616 | – | 0.01% | – |
| RGP | New | RESOURCES CONNECTION INC | $549,000 | – | 26,955 | – | 0.01% | – |
| BHC | New | BAUSCH HEALTH COS INC | $456,000 | – | 54,569 | – | 0.01% | – |
| VT | New | VANGUARD INTL EQUITY INDEX Ftt wrld st etf | $422,000 | – | 4,948 | – | 0.01% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC DELcl a | $409,000 | – | 1 | – | 0.01% | – |
| CAE | New | CAE INC | $361,000 | – | 14,646 | – | 0.01% | – |
| GTE | New | GRAN TIERRA ENERGY INC | $387,000 | – | 336,343 | – | 0.01% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $331,000 | – | 3,441 | – | 0.01% | – |
| VWO | New | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $318,000 | – | 7,633 | – | 0.01% | – |
| LNSR | New | LENSAR INC | $325,000 | – | 49,983 | – | 0.01% | – |
| SCHL | New | SCHOLASTIC CORP | $314,000 | – | 8,721 | – | 0.01% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $296,000 | – | 6,186 | – | 0.01% | – |
| EBMT | New | EAGLE BANCORP MONT INC | $255,000 | – | 12,806 | – | 0.01% | – |
| SKX | New | SKECHERS U S A INCcl a | $217,000 | – | 6,099 | – | 0.01% | – |
| MFC | New | MANULIFE FINL CORP | $194,000 | – | 11,187 | – | 0.01% | – |
| IVC | New | INVACARE CORP | $44,000 | – | 34,635 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IVC | Exit | INVACARE CORP | $0 | – | -22,853 | – | -0.00% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -220,444 | – | -0.00% | – |
| Exit | N-ABLE INC | $0 | – | -13,292 | – | -0.00% | – | |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -11,186 | – | -0.01% | – |
| LNSR | Exit | LENSAR INC | $0 | – | -27,879 | – | -0.01% | – |
| Exit | SOLARWINDS CORP | $0 | – | -12,762 | – | -0.01% | – | |
| ACNB | Exit | ACNB CORP | $0 | – | -10,263 | – | -0.01% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -2,404 | – | -0.01% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -6,125 | – | -0.01% | – |
| VWO | Exit | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $0 | – | -6,305 | – | -0.01% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -11,246 | – | -0.01% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -9,741 | – | -0.01% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -13,746 | – | -0.01% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -10,618 | – | -0.01% | – |
| ARLO | Exit | ARLO TECHNOLOGIES INC | $0 | – | -72,330 | – | -0.01% | – |
| BHC | Exit | BAUSCH HEALTH COS INC | $0 | – | -18,368 | – | -0.01% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -10,400 | – | -0.01% | – |
| FSTR | Exit | FOSTER L B CO | $0 | – | -35,882 | – | -0.01% | – |
| CRDA | Exit | CRAWFORD & COcl a | $0 | – | -61,690 | – | -0.01% | – |
| HDB | Exit | HDFC BANK LTDsponsored ads | $0 | – | -7,839 | – | -0.01% | – |
| VREX | Exit | VAREX IMAGING CORP | $0 | – | -21,281 | – | -0.01% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -8,842 | – | -0.01% | – |
| HURC | Exit | HURCO CO | $0 | – | -19,941 | – | -0.01% | – |
| GTS | Exit | TRIPLE-S MGMT CORP | $0 | – | -17,753 | – | -0.01% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -20,945 | – | -0.02% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -49,695 | – | -0.02% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -9,820 | – | -0.02% | – |
| UTMD | Exit | UTAH MED PRODS INC | $0 | – | -9,226 | – | -0.02% | – |
| NTES | Exit | NETEASE INCsponsored ads | $0 | – | -11,122 | – | -0.02% | – |
| OTEX | Exit | OPEN TEXT CORP | $0 | – | -19,470 | – | -0.02% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -9,727 | – | -0.02% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -7,266 | – | -0.02% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -61,187 | – | -0.02% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -14,135 | – | -0.02% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -54,646 | – | -0.03% | – |
| PBH | Exit | PRESTIGE CONSMR HEALTHCARE I | $0 | – | -22,649 | – | -0.03% | – |
| TIMB | Exit | TIM S Asponsored adr | $0 | – | -134,956 | – | -0.03% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -8,029 | – | -0.04% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -37,576 | – | -0.04% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -49,084 | – | -0.04% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -226,774 | – | -0.04% | – |
| ASAI | Exit | SENDAS DISTRIBUIDORA S Aspon ads | $0 | – | -128,545 | – | -0.05% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -65,268 | – | -0.05% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -30,459 | – | -0.05% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -69,590 | – | -0.06% | – |
| CHKEZ | Exit | CHESAPEAKE ENERGY CORP*w exp 99/99/999 | $0 | – | -91,048 | – | -0.06% | – |
| MD | Exit | MEDNAX INC | $0 | – | -117,396 | – | -0.07% | – |
| EQC | Exit | EQUITY COMWLTH | $0 | – | -133,570 | – | -0.08% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -18,853 | – | -0.08% | – |
| OGN | Exit | ORGANON & CO | $0 | – | -118,930 | – | -0.08% | – |
| GHM | Exit | GRAHAM CORP | $0 | – | -328,714 | – | -0.09% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -37,966 | – | -0.09% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -64,733 | – | -0.10% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -102,246 | – | -0.10% | – |
| ANAT | Exit | AMERICAN NATIONAL GROUP INC | $0 | – | -26,809 | – | -0.11% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -34,652 | – | -0.11% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -20,573 | – | -0.13% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -51,223 | – | -0.14% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -2,446,097 | – | -0.15% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -38,137 | – | -0.15% | – |
| ALE | Exit | ALLETE INC | $0 | – | -133,594 | – | -0.17% | – |
| AEG | Exit | AEGON N V | $0 | – | -1,735,953 | – | -0.19% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -130,827 | – | -0.19% | – |
| FOX | Exit | FOX CORP | $0 | – | -246,486 | – | -0.20% | – |
| L | Exit | LOEWS CORP | $0 | – | -170,544 | – | -0.20% | – |
| MMM | Exit | 3M CO | $0 | – | -55,097 | – | -0.21% | – |
| PKE | Exit | PARK AEROSPACE CORP | $0 | – | -713,437 | – | -0.21% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -174,998 | – | -0.21% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -38,146 | – | -0.23% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -326,102 | – | -0.24% | – |
| MAA | Exit | MID-AMER APT CMNTYS INC | $0 | – | -60,409 | – | -0.24% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -1,106,886 | – | -0.25% | – |
| FLEX | Exit | FLEX LTDord | $0 | – | -656,178 | – | -0.25% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -1,074,264 | – | -0.25% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -138,988 | – | -0.26% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -226,234 | – | -0.27% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -135,147 | – | -0.27% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -179,540 | – | -0.27% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -1,292,576 | – | -0.27% | – |
| ORN | Exit | ORION GROUP HLDGS INC | $0 | – | -2,295,506 | – | -0.27% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -326,268 | – | -0.30% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -8,143 | – | -0.30% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -190,178 | – | -0.31% | – |
| AVT | Exit | AVNET INC | $0 | – | -397,896 | – | -0.32% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -211,564 | – | -0.33% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -1,671,425 | – | -0.36% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored ads | $0 | – | -2,852,457 | – | -0.37% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -266,560 | – | -0.37% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -6,384 | – | -0.37% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -82,148 | – | -0.38% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -1,796,021 | – | -0.39% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -117,460 | – | -0.41% | – |
| NVS | Exit | NOVARTIS AGsponsored adr | $0 | – | -242,252 | – | -0.43% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -274,928 | – | -0.43% | – |
| KOF | Exit | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $0 | – | -369,015 | – | -0.45% | – |
| ENIC | Exit | ENEL CHILE S.A.sponsored adr | $0 | – | -8,781,869 | – | -0.46% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -643,839 | – | -0.47% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -1,408,368 | – | -0.47% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -729,788 | – | -0.49% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -897,272 | – | -0.53% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -578,215 | – | -0.56% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -1,006,754 | – | -0.58% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -1,984,888 | – | -0.58% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -402,726 | – | -0.59% | – |
| MOGA | Exit | MOOG INCcl a | $0 | – | -355,337 | – | -0.59% | – |
| TTE | Exit | TOTALENERGIES SEsponsored ads | $0 | – | -583,348 | – | -0.61% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -191,368 | – | -0.62% | – |
| VIV | Exit | TELEFONICA BRASIL SAnew adr | $0 | – | -3,930,102 | – | -0.66% | – |
| AVDL | Exit | AVADEL PHARMACEUTICALS PLCsponsored adr | $0 | – | -3,247,286 | – | -0.69% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -1,296,434 | – | -0.71% | – |
| TAK | Exit | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $0 | – | -2,015,824 | – | -0.72% | – |
| CHNG | Exit | CHANGE HEALTHCARE INC | $0 | – | -1,580,667 | – | -0.72% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -870,490 | – | -0.72% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -7,417,893 | – | -0.75% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -733,788 | – | -0.77% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -1,450,059 | – | -0.81% | – |
| EGRX | Exit | EAGLE PHARMACEUTICALS INC | $0 | – | -673,076 | – | -0.82% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -2,375,107 | – | -0.82% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -1,202,319 | – | -0.83% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -567,893 | – | -0.93% | – |
| INGR | Exit | INGREDION INC | $0 | – | -549,799 | – | -1.06% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -2,228,222 | – | -1.12% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -1,442,375 | – | -1.14% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -559,380 | – | -1.14% | – |
| FISV | Exit | FISERV INC | $0 | – | -498,979 | – | -1.18% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -2,507,668 | – | -1.18% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -193,013 | – | -1.18% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -780,591 | – | -1.18% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -308,561 | – | -1.19% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -295,556 | – | -1.26% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -354,877 | – | -1.26% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -4,040,276 | – | -1.28% | – |
| ZTO | Exit | ZTO EXPRESS CAYMAN INCsponsored ads a | $0 | – | -1,961,583 | – | -1.30% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -603,172 | – | -1.33% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -1,303,742 | – | -1.40% | – |
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -1,181,663 | – | -1.42% | – |
| STT | Exit | STATE STR CORP | $0 | – | -800,940 | – | -1.47% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -1,126,133 | – | -1.50% | – |
| TFC | Exit | TRUIST FINL CORP | $0 | – | -1,182,949 | – | -1.51% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -286,812 | – | -1.51% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -3,213,092 | – | -1.52% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -860,222 | – | -1.52% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -321,614 | – | -1.53% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -1,486,263 | – | -1.67% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -395,499 | – | -1.68% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -1,437,417 | – | -1.74% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -410,745 | – | -1.78% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -1,537,744 | – | -1.83% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -1,009,765 | – | -1.86% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -470,580 | – | -2.04% | – |
| PFE | Exit | PFIZER INC | $0 | – | -2,404,204 | – | -2.24% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -1,448,554 | – | -2.36% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -1,415,540 | – | -2.66% | – |
| C | Exit | CITIGROUP INC | $0 | – | -1,846,515 | – | -2.81% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -3,140,855 | – | -2.89% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -3,143,573 | – | -3.17% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -27,430,533 | – | -4.27% | – |
| ERJ | Exit | EMBRAER S.A.sponsored ads | $0 | – | -21,053,274 | – | -7.77% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | Sell | EMBRAER S.A.sponsored ads | $357,907,000 | +0.3% | 21,053,274 | -10.7% | 7.77% | -2.0% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $196,677,000 | -20.8% | 27,430,533 | -7.3% | 4.27% | -22.7% |
| WFC | Buy | WELLS FARGO CO NEW | $145,893,000 | +4.5% | 3,143,573 | +2.0% | 3.17% | +2.1% |
| BAC | Sell | BK OF AMERICA CORP | $133,330,000 | +2.1% | 3,140,855 | -0.9% | 2.89% | -0.3% |
| C | Buy | CITIGROUP INC | $129,588,000 | +3.0% | 1,846,515 | +3.8% | 2.81% | +0.5% |
| FMX | Sell | FOMENTO ECONOMICO MEXICANO Sspon adr units | $122,756,000 | -29.0% | 1,415,540 | -30.8% | 2.66% | -30.7% |
| MRK | Buy | MERCK & CO INC | $108,801,000 | -0.3% | 1,448,554 | +3.2% | 2.36% | -2.6% |
| PFE | Buy | PFIZER INC | $103,404,000 | +12.7% | 2,404,204 | +2.6% | 2.24% | +10.1% |
| MCK | Buy | MCKESSON CORP | $93,824,000 | +6.4% | 470,580 | +2.0% | 2.04% | +3.9% |
| CVS | Buy | CVS HEALTH CORP | $85,689,000 | +6.0% | 1,009,765 | +4.3% | 1.86% | +3.6% |
| AIG | Buy | AMERICAN INTL GROUP INC | $84,407,000 | +18.3% | 1,537,744 | +2.6% | 1.83% | +15.5% |
| CI | Buy | CIGNA CORP NEW | $82,214,000 | +11.7% | 410,745 | +32.3% | 1.78% | +9.1% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $80,395,000 | +1.8% | 1,437,417 | +3.8% | 1.74% | -0.5% |
| GD | Buy | GENERAL DYNAMICS CORP | $77,529,000 | +9.2% | 395,499 | +4.9% | 1.68% | +6.7% |
| BK | Buy | BANK NEW YORK MELLON CORP | $77,047,000 | +2.7% | 1,486,263 | +1.5% | 1.67% | +0.4% |
| FDX | Buy | FEDEX CORP | $70,527,000 | +1.8% | 321,614 | +38.5% | 1.53% | -0.6% |
| CPA | Sell | COPA HOLDINGS SAcl a | $70,005,000 | +6.9% | 860,222 | -1.1% | 1.52% | +4.3% |
| CCJ | Sell | CAMECO CORP | $69,821,000 | +2.4% | 3,213,092 | -9.6% | 1.52% | 0.0% |
| HCA | Sell | HCA HEALTHCARE INC | $69,614,000 | -13.8% | 286,812 | -26.5% | 1.51% | -15.8% |
| TFC | Buy | TRUIST FINL CORP | $69,380,000 | +32.6% | 1,182,949 | +25.5% | 1.51% | +29.5% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $69,359,000 | +56.1% | 1,126,133 | +31.6% | 1.50% | +52.3% |
| STT | Buy | STATE STR CORP | $67,855,000 | +5.0% | 800,940 | +1.9% | 1.47% | +2.6% |
| OMF | Buy | ONEMAIN HLDGS INC | $65,381,000 | +10.0% | 1,181,663 | +19.1% | 1.42% | +7.4% |
| CAH | Buy | CARDINAL HEALTH INC | $64,484,000 | -11.5% | 1,303,742 | +2.1% | 1.40% | -13.6% |
| CVX | Buy | CHEVRON CORP NEW | $61,192,000 | +6.5% | 603,172 | +10.0% | 1.33% | +4.0% |
| ZTO | Sell | ZTO EXPRESS CAYMAN INCsponsored ads a | $60,142,000 | -3.7% | 1,961,583 | -4.7% | 1.30% | -6.0% |
| GRFS | Buy | GRIFOLS S Asp adr rep b nvt | $59,028,000 | +5.9% | 4,040,276 | +25.7% | 1.28% | +3.4% |
| JPM | Sell | JPMORGAN CHASE & CO | $58,090,000 | +3.5% | 354,877 | -1.6% | 1.26% | +1.1% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $57,823,000 | +5.2% | 295,556 | +2.5% | 1.26% | +2.7% |
| MHK | Buy | MOHAWK INDS INC | $54,739,000 | -5.4% | 308,561 | +2.4% | 1.19% | -7.6% |
| TXT | Sell | TEXTRON INC | $54,493,000 | +0.8% | 780,591 | -0.7% | 1.18% | -1.5% |
| LH | Sell | LABORATORY CORP AMER HLDGS | $54,321,000 | -10.0% | 193,013 | -11.8% | 1.18% | -12.1% |
| HAL | Buy | HALLIBURTON CO | $54,216,000 | -2.8% | 2,507,668 | +4.0% | 1.18% | -5.0% |
| FISV | Buy | FISERV INC | $54,140,000 | +197.4% | 498,979 | +193.0% | 1.18% | +190.8% |
| EMR | Sell | EMERSON ELEC CO | $52,694,000 | -8.3% | 559,380 | -6.3% | 1.14% | -10.3% |
| EPC | Buy | EDGEWELL PERS CARE CO | $52,358,000 | -13.2% | 1,442,375 | +4.9% | 1.14% | -15.3% |
| ORI | Buy | OLD REP INTL CORP | $51,539,000 | -6.4% | 2,228,222 | +0.8% | 1.12% | -8.6% |
| INGR | Buy | INGREDION INC | $48,938,000 | +2.1% | 549,799 | +3.8% | 1.06% | -0.3% |
| DOX | Buy | AMDOCS LTD | $42,994,000 | +0.8% | 567,893 | +3.1% | 0.93% | -1.5% |
| NTGR | Buy | NETGEAR INC | $38,366,000 | +17.9% | 1,202,319 | +41.6% | 0.83% | +15.2% |
| UBS | Buy | UBS GROUP AG | $37,859,000 | +5.4% | 2,375,107 | +1.4% | 0.82% | +3.0% |
| EGRX | Sell | EAGLE PHARMACEUTICALS INC | $37,544,000 | +22.4% | 673,076 | -6.1% | 0.82% | +19.5% |
| TMHC | Buy | TAYLOR MORRISON HOME CORP | $37,382,000 | +25.1% | 1,450,059 | +28.2% | 0.81% | +22.1% |
| SNY | Sell | SANOFIsponsored adr | $35,376,000 | -9.3% | 733,788 | -0.9% | 0.77% | -11.4% |
| YPF | Sell | YPF SOCIEDAD ANONIMAspon adr cl d | $34,567,000 | -0.4% | 7,417,893 | -0.0% | 0.75% | -2.8% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $33,261,000 | -6.7% | 870,490 | -2.8% | 0.72% | -8.8% |
| CHNG | Sell | CHANGE HEALTHCARE INC | $33,098,000 | -27.6% | 1,580,667 | -20.3% | 0.72% | -29.3% |
| TAK | Sell | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $33,019,000 | -5.8% | 2,015,824 | -3.2% | 0.72% | -8.0% |
| DRQ | Buy | DRIL-QUIP INC | $32,644,000 | +529.3% | 1,296,434 | +745.6% | 0.71% | +515.7% |
| AVDL | Buy | AVADEL PHARMACEUTICALS PLCsponsored adr | $31,824,000 | +45.9% | 3,247,286 | +0.2% | 0.69% | +42.5% |
| VIV | Buy | TELEFONICA BRASIL SAnew adr | $30,497,000 | -6.6% | 3,930,102 | +2.3% | 0.66% | -8.8% |
| BABA | Buy | ALIBABA GROUP HLDG LTDsponsored ads | $28,332,000 | -10.6% | 191,368 | +36.9% | 0.62% | -12.6% |
| TTE | New | TOTALENERGIES SEsponsored ads | $27,960,000 | – | 583,348 | – | 0.61% | – |
| MOGA | New | MOOG INCcl a | $27,087,000 | – | 355,337 | – | 0.59% | – |
| WPP | Sell | WPP PLC NEWadr | $26,999,000 | -4.0% | 402,726 | -3.0% | 0.59% | -6.2% |
| CYD | Buy | CHINA YUCHAI INTL LTD | $26,975,000 | +1.2% | 1,984,888 | +19.4% | 0.58% | -1.2% |
| E | Sell | ENI S P Asponsored adr | $26,931,000 | +6.8% | 1,006,754 | -2.6% | 0.58% | +4.3% |
| RDSB | Buy | ROYAL DUTCH SHELL PLCspon adr b | $25,598,000 | +42.8% | 578,215 | +25.2% | 0.56% | +39.7% |
| BP | Sell | BP PLCsponsored adr | $24,522,000 | -4.1% | 897,272 | -7.3% | 0.53% | -6.3% |
| HMC | Sell | HONDA MOTOR LTD | $22,382,000 | -6.9% | 729,788 | -2.3% | 0.49% | -9.0% |
| SWIR | Sell | SIERRA WIRELESS INC | $21,829,000 | -27.8% | 1,408,368 | -11.5% | 0.47% | -29.5% |
| INT | Buy | WORLD FUEL SVCS CORP | $21,645,000 | +20.5% | 643,839 | +13.7% | 0.47% | +17.8% |
| ENIC | Buy | ENEL CHILE S.A.sponsored adr | $21,165,000 | -9.2% | 8,781,869 | +11.2% | 0.46% | -11.4% |
| KOF | Sell | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $20,764,000 | -4.8% | 369,015 | -10.4% | 0.45% | -7.0% |
| OMC | Buy | OMNICOM GROUP INC | $19,920,000 | +6.5% | 274,928 | +17.6% | 0.43% | +3.8% |
| NVS | Buy | NOVARTIS AGsponsored adr | $19,811,000 | -7.9% | 242,252 | +2.7% | 0.43% | -10.0% |
| JNJ | Buy | JOHNSON & JOHNSON | $18,969,000 | +8.3% | 117,460 | +10.5% | 0.41% | +5.9% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $17,960,000 | -16.8% | 1,796,021 | -1.8% | 0.39% | -18.8% |
| NWLI | Buy | NATIONAL WESTN LIFE GROUP INcl a | $17,300,000 | +24.2% | 82,148 | +32.4% | 0.38% | +21.4% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $17,016,000 | +21.2% | 6,384 | +14.0% | 0.37% | +18.3% |
| TARO | Buy | TARO PHARMACEUTICAL INDS LTD | $16,962,000 | -7.3% | 266,560 | +4.8% | 0.37% | -9.6% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored ads | $16,915,000 | +6.0% | 2,852,457 | -3.1% | 0.37% | +3.7% |
| CS | Buy | CREDIT SUISSE GROUPsponsored adr | $16,480,000 | -5.5% | 1,671,425 | +0.5% | 0.36% | -7.7% |
| MU | Buy | MICRON TECHNOLOGY INC | $15,016,000 | +37.9% | 211,564 | +65.1% | 0.33% | +34.7% |
| AVT | Buy | AVNET INC | $14,711,000 | +2.3% | 397,896 | +10.9% | 0.32% | 0.0% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $14,112,000 | +53.7% | 190,178 | +43.5% | 0.31% | +50.0% |
| AZO | Buy | AUTOZONE INC | $13,827,000 | +30.1% | 8,143 | +14.3% | 0.30% | +27.1% |
| CTVA | Buy | CORTEVA INC | $13,729,000 | +14.4% | 326,268 | +20.5% | 0.30% | +11.6% |
| ORN | Buy | ORION GROUP HLDGS INC | $12,487,000 | +248.5% | 2,295,506 | +268.4% | 0.27% | +238.8% |
| MBT | Buy | MOBILE TELESYSTEMS PJSCsponsored adr | $12,460,000 | +4.4% | 1,292,576 | +0.3% | 0.27% | +1.9% |
| PKX | Buy | POSCOsponsored adr | $12,383,000 | -10.0% | 179,540 | +0.1% | 0.27% | -12.1% |
| WLK | Buy | WESTLAKE CHEM CORP | $12,317,000 | +41.3% | 135,147 | +39.7% | 0.27% | +37.6% |
| CSCO | Buy | CISCO SYS INC | $12,314,000 | +13.9% | 226,234 | +10.9% | 0.27% | +11.2% |
| ORCL | Buy | ORACLE CORP | $12,111,000 | +25.1% | 138,988 | +11.7% | 0.26% | +22.3% |
| FLEX | Buy | FLEX LTDord | $11,601,000 | +69.8% | 656,178 | +71.6% | 0.25% | +65.8% |
| ORAN | Sell | ORANGEsponsored adr | $11,634,000 | -8.3% | 1,074,264 | -3.1% | 0.25% | -10.6% |
| BCS | New | BARCLAYS PLCadr | $11,423,000 | – | 1,106,886 | – | 0.25% | – |
| MAA | Sell | MID-AMER APT CMNTYS INC | $11,281,000 | -7.1% | 60,409 | -16.3% | 0.24% | -9.3% |
| SHG | Sell | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $10,980,000 | -7.1% | 326,102 | -1.1% | 0.24% | -9.5% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $10,412,000 | +11.5% | 38,146 | +13.5% | 0.23% | +9.2% |
| BUD | Buy | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $9,866,000 | +8.4% | 174,998 | +38.4% | 0.21% | +5.9% |
| PKE | Buy | PARK AEROSPACE CORP | $9,760,000 | -5.9% | 713,437 | +2.5% | 0.21% | -7.8% |
| MMM | Buy | 3M CO | $9,665,000 | +0.9% | 55,097 | +14.2% | 0.21% | -1.4% |
| L | Buy | LOEWS CORP | $9,198,000 | +12.1% | 170,544 | +13.6% | 0.20% | +9.9% |
| FOX | Buy | FOX CORP | $9,149,000 | +19.0% | 246,486 | +12.9% | 0.20% | +16.4% |
| JCI | Buy | JOHNSON CTLS INTL PLC | $8,906,000 | +5.0% | 130,827 | +5.9% | 0.19% | +2.7% |
| AEG | Sell | AEGON N V | $8,836,000 | +14.9% | 1,735,953 | -6.8% | 0.19% | +12.3% |
| ALE | Buy | ALLETE INC | $7,951,000 | -0.6% | 133,594 | +16.9% | 0.17% | -2.8% |
| TM | Sell | TOYOTA MOTOR CORP | $6,779,000 | -3.0% | 38,137 | -4.6% | 0.15% | -5.2% |
| ABEV | Sell | AMBEV SAsponsored adr | $6,751,000 | -27.8% | 2,446,097 | -10.0% | 0.15% | -29.3% |
| AMAT | Buy | APPLIED MATLS INC | $6,593,000 | +2.6% | 51,223 | +13.5% | 0.14% | 0.0% |
| MSFT | Buy | MICROSOFT CORP | $5,799,000 | +15.3% | 20,573 | +10.9% | 0.13% | +12.5% |
| PEP | Buy | PEPSICO INC | $5,212,000 | +13.9% | 34,652 | +12.2% | 0.11% | +10.8% |
| ANAT | Sell | AMERICAN NATIONAL GROUP INC | $5,068,000 | -69.6% | 26,809 | -76.1% | 0.11% | -70.3% |
| CRH | Sell | CRH PLCadr | $4,779,000 | -70.6% | 102,246 | -68.0% | 0.10% | -71.2% |
| GILD | Buy | GILEAD SCIENCES INC | $4,522,000 | +14.1% | 64,733 | +12.5% | 0.10% | +11.4% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $4,239,000 | -5.7% | 37,966 | +1.5% | 0.09% | -8.0% |
| GHM | Buy | GRAHAM CORP | $4,076,000 | +27.7% | 328,714 | +41.8% | 0.09% | +23.9% |
| OGN | Buy | ORGANON & CO | $3,900,000 | +11.1% | 118,930 | +2.5% | 0.08% | +9.0% |
| UTHR | Buy | UNITED THERAPEUTICS CORP DEL | $3,480,000 | +5.6% | 18,853 | +2.6% | 0.08% | +4.1% |
| EQC | Buy | EQUITY COMWLTH | $3,470,000 | +5.5% | 133,570 | +6.4% | 0.08% | +2.7% |
| MD | Buy | MEDNAX INC | $3,338,000 | -3.2% | 117,396 | +2.6% | 0.07% | -6.5% |
| CHKEZ | Sell | CHESAPEAKE ENERGY CORP*w exp 99/99/999 | $2,902,000 | -81.3% | 91,048 | -86.0% | 0.06% | -81.7% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $2,552,000 | -29.3% | 69,590 | -37.3% | 0.06% | -31.2% |
| LIVN | Sell | LIVANOVA PLC | $2,412,000 | -6.1% | 30,459 | -0.3% | 0.05% | -8.8% |
| NKSH | Buy | NATIONAL BANKSHARES INC VA | $2,370,000 | +7.2% | 65,268 | +3.4% | 0.05% | +4.1% |
| ASAI | Sell | SENDAS DISTRIBUIDORA S Aspon ads | $2,241,000 | -11.4% | 128,545 | -13.1% | 0.05% | -12.5% |
| CLS | Buy | CELESTICA INC | $2,013,000 | +16.0% | 226,774 | +2.6% | 0.04% | +12.8% |
| PINC | Buy | PREMIER INCcl a | $1,903,000 | +14.5% | 49,084 | +2.7% | 0.04% | +10.8% |
| CFG | Sell | CITIZENS FINL GROUP INC | $1,765,000 | +1.4% | 37,576 | -1.0% | 0.04% | -2.6% |
| FFIV | Sell | F5 NETWORKS INC | $1,596,000 | +5.1% | 8,029 | -1.3% | 0.04% | +2.9% |
| TIMB | Buy | TIM S Asponsored adr | $1,449,000 | -4.7% | 134,956 | +2.3% | 0.03% | -8.8% |
| PBH | Buy | PRESTIGE CONSMR HEALTHCARE I | $1,271,000 | +12.0% | 22,649 | +3.9% | 0.03% | +12.0% |
| PAHC | Buy | PHIBRO ANIMAL HEALTH CORP | $1,177,000 | -7.7% | 54,646 | +23.7% | 0.03% | -7.1% |
| NPK | Buy | NATIONAL PRESTO INDS INC | $1,160,000 | +15.8% | 14,135 | +43.3% | 0.02% | +13.6% |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $1,081,000 | -38.5% | 61,187 | -47.8% | 0.02% | -41.0% |
| BAP | New | CREDICORP LTD | $1,079,000 | – | 9,727 | – | 0.02% | – |
| DGX | Sell | QUEST DIAGNOSTICS INC | $1,056,000 | +8.3% | 7,266 | -1.7% | 0.02% | +4.5% |
| NTES | New | NETEASE INCsponsored ads | $950,000 | – | 11,122 | – | 0.02% | – |
| OTEX | New | OPEN TEXT CORP | $949,000 | – | 19,470 | – | 0.02% | – |
| UTMD | Sell | UTAH MED PRODS INC | $857,000 | +4.1% | 9,226 | -4.7% | 0.02% | +5.6% |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $844,000 | – | 9,820 | – | 0.02% | – |
| RGP | Buy | RESOURCES CONNECTION INC | $784,000 | +26.5% | 49,695 | +15.1% | 0.02% | +21.4% |
| CALM | Buy | CAL MAINE FOODS INC | $757,000 | +19.8% | 20,945 | +20.0% | 0.02% | +14.3% |
| HURC | Buy | HURCO CO | $643,000 | +36.5% | 19,941 | +48.1% | 0.01% | +40.0% |
| GTS | Sell | TRIPLE-S MGMT CORP | $628,000 | -74.0% | 17,753 | -83.6% | 0.01% | -74.1% |
| IMKTA | Buy | INGLES MKTS INCcl a | $584,000 | +39.4% | 8,842 | +23.1% | 0.01% | +44.4% |
| VREX | Sell | VAREX IMAGING CORP | $600,000 | +0.8% | 21,281 | -4.1% | 0.01% | 0.0% |
| FSTR | Buy | FOSTER L B CO | $556,000 | +13.2% | 35,882 | +36.2% | 0.01% | +9.1% |
| HDB | Buy | HDFC BANK LTDsponsored ads | $573,000 | +5.1% | 7,839 | +5.1% | 0.01% | 0.0% |
| CRDA | Buy | CRAWFORD & COcl a | $553,000 | +26.3% | 61,690 | +27.9% | 0.01% | +20.0% |
| BHC | Buy | BAUSCH HEALTH COS INC | $512,000 | +59.5% | 18,368 | +67.6% | 0.01% | +57.1% |
| RCI | Buy | ROGERS COMMUNICATIONS INCcl b | $485,000 | +0.4% | 10,400 | +14.5% | 0.01% | 0.0% |
| ARLO | Buy | ARLO TECHNOLOGIES INC | $464,000 | +117.8% | 72,330 | +129.7% | 0.01% | +100.0% |
| SCHL | Sell | SCHOLASTIC CORP | $379,000 | -12.3% | 10,618 | -6.9% | 0.01% | -20.0% |
| TBNK | Buy | TERRITORIAL BANCORP INC | $349,000 | +21.2% | 13,746 | +23.9% | 0.01% | +33.3% |
| AVA | Buy | AVISTA CORP | $381,000 | +85.0% | 9,741 | +101.8% | 0.01% | +60.0% |
| VWO | New | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $315,000 | – | 6,305 | – | 0.01% | – |
| HP | Buy | HELMERICH & PAYNE INC | $308,000 | +1.0% | 11,246 | +20.5% | 0.01% | 0.0% |
| SKX | Sell | SKECHERS U S A INCcl a | $258,000 | -22.1% | 6,125 | -7.9% | 0.01% | -14.3% |
| ARW | Sell | ARROW ELECTRS INC | $270,000 | -7.8% | 2,404 | -6.6% | 0.01% | -14.3% |
| ACNB | Buy | ACNB CORP | $287,000 | +23.2% | 10,263 | +22.8% | 0.01% | +20.0% |
| New | SOLARWINDS CORP | $214,000 | – | 12,762 | – | 0.01% | – | |
| LNSR | Buy | LENSAR INC | $219,000 | +16.5% | 27,879 | +28.2% | 0.01% | +25.0% |
| New | N-ABLE INC | $165,000 | – | 13,292 | – | 0.00% | – | |
| IVC | Buy | INVACARE CORP | $109,000 | -23.2% | 22,853 | +29.9% | 0.00% | -33.3% |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -25,279 | – | -0.00% | – |
| SWI | Exit | SOLARWINDS CORP | $0 | – | -22,528 | – | -0.01% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -12,192 | – | -0.01% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -681 | – | -0.02% | – |
| EXFO | Exit | EXFO INC | $0 | – | -173,882 | – | -0.02% | – |
| EDU | Exit | NEW ORIENTAL ED & TECHNOLOGYspon adr | $0 | – | -173,878 | – | -0.03% | – |
| CHKEW | Exit | CHESAPEAKE ENERGY CORP*w exp 99/99/999 | $0 | – | -661,481 | – | -0.40% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | New | EMBRAER S.A.sponsored ads | $356,780,000 | – | 23,565,367 | – | 7.93% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $248,479,000 | – | 29,580,848 | – | 5.52% | – |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $172,989,000 | – | 2,046,967 | – | 3.84% | – |
| WFC | New | WELLS FARGO CO NEW | $139,592,000 | – | 3,082,158 | – | 3.10% | – |
| BAC | New | BK OF AMERICA CORP | $130,649,000 | – | 3,168,799 | – | 2.90% | – |
| C | New | CITIGROUP INC | $125,855,000 | – | 1,778,864 | – | 2.80% | – |
| MRK | New | MERCK & CO INC | $109,153,000 | – | 1,403,539 | – | 2.42% | – |
| PFE | New | PFIZER INC | $91,775,000 | – | 2,343,588 | – | 2.04% | – |
| MCK | New | MCKESSON CORP | $88,206,000 | – | 461,234 | – | 1.96% | – |
| CVS | New | CVS HEALTH CORP | $80,801,000 | – | 968,374 | – | 1.80% | – |
| HCA | New | HCA HEALTHCARE INC | $80,722,000 | – | 390,457 | – | 1.79% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $78,956,000 | – | 1,384,704 | – | 1.75% | – |
| BK | New | BANK NEW YORK MELLON CORP | $74,986,000 | – | 1,463,697 | – | 1.67% | – |
| CI | New | CIGNA CORP NEW | $73,595,000 | – | 310,436 | – | 1.64% | – |
| CAH | New | CARDINAL HEALTH INC | $72,897,000 | – | 1,276,865 | – | 1.62% | – |
| AIG | New | AMERICAN INTL GROUP INC | $71,361,000 | – | 1,499,172 | – | 1.59% | – |
| GD | New | GENERAL DYNAMICS CORP | $70,986,000 | – | 377,064 | – | 1.58% | – |
| FDX | New | FEDEX CORP | $69,282,000 | – | 232,235 | – | 1.54% | – |
| CCJ | New | CAMECO CORP | $68,189,000 | – | 3,555,257 | – | 1.52% | – |
| CPA | New | COPA HOLDINGS SAcl a | $65,503,000 | – | 869,554 | – | 1.46% | – |
| STT | New | STATE STR CORP | $64,641,000 | – | 785,621 | – | 1.44% | – |
| ZTO | New | ZTO EXPRESS CAYMAN INCsponsored ads a | $62,449,000 | – | 2,057,625 | – | 1.39% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $60,378,000 | – | 218,879 | – | 1.34% | – |
| EPC | New | EDGEWELL PERS CARE CO | $60,341,000 | – | 1,374,506 | – | 1.34% | – |
| OMF | New | ONEMAIN HLDGS INC | $59,449,000 | – | 992,313 | – | 1.32% | – |
| MHK | New | MOHAWK INDS INC | $57,891,000 | – | 301,218 | – | 1.29% | – |
| CVX | New | CHEVRON CORP NEW | $57,455,000 | – | 548,545 | – | 1.28% | – |
| EMR | New | EMERSON ELEC CO | $57,438,000 | – | 596,828 | – | 1.28% | – |
| JPM | New | JPMORGAN CHASE & CO | $56,111,000 | – | 360,752 | – | 1.25% | – |
| HAL | New | HALLIBURTON CO | $55,773,000 | – | 2,412,333 | – | 1.24% | – |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $55,747,000 | – | 3,213,036 | – | 1.24% | – |
| ORI | New | OLD REP INTL CORP | $55,057,000 | – | 2,210,248 | – | 1.22% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $54,980,000 | – | 288,217 | – | 1.22% | – |
| TXT | New | TEXTRON INC | $54,060,000 | – | 786,101 | – | 1.20% | – |
| TFC | New | TRUIST FINL CORP | $52,321,000 | – | 942,714 | – | 1.16% | – |
| INGR | New | INGREDION INC | $47,931,000 | – | 529,626 | – | 1.06% | – |
| CHNG | New | CHANGE HEALTHCARE INC | $45,691,000 | – | 1,983,149 | – | 1.02% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $44,445,000 | – | 856,035 | – | 0.99% | – |
| DOX | New | AMDOCS LTD | $42,632,000 | – | 551,083 | – | 0.95% | – |
| SNY | New | SANOFIsponsored adr | $39,006,000 | – | 740,715 | – | 0.87% | – |
| UBS | New | UBS GROUP AG | $35,919,000 | – | 2,341,547 | – | 0.80% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $35,652,000 | – | 895,335 | – | 0.79% | – |
| TAK | New | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $35,044,000 | – | 2,082,235 | – | 0.78% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $34,723,000 | – | 7,419,468 | – | 0.77% | – |
| VIV | New | TELEFONICA BRASIL SAnew adr | $32,662,000 | – | 3,842,528 | – | 0.73% | – |
| NTGR | New | NETGEAR INC | $32,529,000 | – | 848,880 | – | 0.72% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $31,689,000 | – | 139,736 | – | 0.70% | – |
| EGRX | New | EAGLE PHARMACEUTICALS INC | $30,682,000 | – | 716,873 | – | 0.68% | – |
| SWIR | New | SIERRA WIRELESS INC | $30,223,000 | – | 1,591,537 | – | 0.67% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $29,890,000 | – | 1,131,341 | – | 0.66% | – |
| WPP | New | WPP PLC NEWadr | $28,135,000 | – | 415,032 | – | 0.62% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $26,658,000 | – | 1,662,018 | – | 0.59% | – |
| BP | New | BP PLCsponsored adr | $25,566,000 | – | 967,689 | – | 0.57% | – |
| E | New | ENI S P Asponsored adr | $25,212,000 | – | 1,033,672 | – | 0.56% | – |
| HMC | New | HONDA MOTOR LTD | $24,045,000 | – | 747,222 | – | 0.53% | – |
| ENIC | New | ENEL CHILE S.A.sponsored adr | $23,300,000 | – | 7,898,308 | – | 0.52% | – |
| KOF | New | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $21,808,000 | – | 412,004 | – | 0.48% | – |
| AVDL | New | AVADEL PHARMACEUTICALS PLCsponsored adr | $21,806,000 | – | 3,240,011 | – | 0.48% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $21,594,000 | – | 1,828,461 | – | 0.48% | – |
| NVS | New | NOVARTIS AGsponsored adr | $21,517,000 | – | 235,822 | – | 0.48% | – |
| OMC | New | OMNICOM GROUP INC | $18,707,000 | – | 233,874 | – | 0.42% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $18,304,000 | – | 254,360 | – | 0.41% | – |
| FISV | New | FISERV INC | $18,202,000 | – | 170,296 | – | 0.40% | – |
| INT | New | WORLD FUEL SVCS CORP | $17,968,000 | – | 566,253 | – | 0.40% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $17,931,000 | – | 461,785 | – | 0.40% | – |
| CHKEW | New | CHESAPEAKE ENERGY CORP*w exp 99/99/999 | $17,780,000 | – | 661,481 | – | 0.40% | – |
| JNJ | New | JOHNSON & JOHNSON | $17,509,000 | – | 106,280 | – | 0.39% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $17,439,000 | – | 1,662,438 | – | 0.39% | – |
| ANAT | New | AMERICAN NATIONAL GROUP INC | $16,665,000 | – | 112,182 | – | 0.37% | – |
| CRH | New | CRH PLCadr | $16,238,000 | – | 319,385 | – | 0.36% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored ads | $15,951,000 | – | 2,942,938 | – | 0.35% | – |
| CHKEZ | New | CHESAPEAKE ENERGY CORP*w exp 99/99/999 | $15,508,000 | – | 650,770 | – | 0.34% | – |
| AVT | New | AVNET INC | $14,374,000 | – | 358,637 | – | 0.32% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $14,040,000 | – | 5,602 | – | 0.31% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $13,926,000 | – | 62,062 | – | 0.31% | – |
| PKX | New | POSCOsponsored adr | $13,764,000 | – | 179,300 | – | 0.31% | – |
| ORAN | New | ORANGEsponsored adr | $12,682,000 | – | 1,108,593 | – | 0.28% | – |
| MAA | New | MID-AMER APT CMNTYS INC | $12,148,000 | – | 72,133 | – | 0.27% | – |
| CTVA | New | CORTEVA INC | $12,004,000 | – | 270,671 | – | 0.27% | – |
| MBT | New | MOBILE TELESYSTEMS PJSCsponsored adr | $11,931,000 | – | 1,288,428 | – | 0.26% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $11,825,000 | – | 329,833 | – | 0.26% | – |
| MU | New | MICRON TECHNOLOGY INC | $10,890,000 | – | 128,149 | – | 0.24% | – |
| CSCO | New | CISCO SYS INC | $10,807,000 | – | 203,912 | – | 0.24% | – |
| AZO | New | AUTOZONE INC | $10,630,000 | – | 7,124 | – | 0.24% | – |
| PKE | New | PARK AEROSPACE CORP | $10,371,000 | – | 696,068 | – | 0.23% | – |
| ORCL | New | ORACLE CORP | $9,682,000 | – | 124,380 | – | 0.22% | – |
| MMM | New | 3M CO | $9,579,000 | – | 48,230 | – | 0.21% | – |
| ABEV | New | AMBEV SAsponsored adr | $9,355,000 | – | 2,719,257 | – | 0.21% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $9,338,000 | – | 33,597 | – | 0.21% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $9,181,000 | – | 132,544 | – | 0.20% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $9,104,000 | – | 126,426 | – | 0.20% | – |
| WLK | New | WESTLAKE CHEM CORP | $8,715,000 | – | 96,737 | – | 0.19% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $8,482,000 | – | 123,587 | – | 0.19% | – |
| L | New | LOEWS CORP | $8,205,000 | – | 150,135 | – | 0.18% | – |
| ALE | New | ALLETE INC | $7,997,000 | – | 114,282 | – | 0.18% | – |
| FOX | New | FOX CORP | $7,686,000 | – | 218,334 | – | 0.17% | – |
| AEG | New | AEGON N V | $7,693,000 | – | 1,862,580 | – | 0.17% | – |
| TM | New | TOYOTA MOTOR CORP | $6,986,000 | – | 39,957 | – | 0.16% | – |
| FLEX | New | FLEX LTDord | $6,833,000 | – | 382,405 | – | 0.15% | – |
| AMAT | New | APPLIED MATLS INC | $6,427,000 | – | 45,134 | – | 0.14% | – |
| DRQ | New | DRIL-QUIP INC | $5,187,000 | – | 153,315 | – | 0.12% | – |
| MSFT | New | MICROSOFT CORP | $5,028,000 | – | 18,559 | – | 0.11% | – |
| PEP | New | PEPSICO INC | $4,575,000 | – | 30,877 | – | 0.10% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $4,494,000 | – | 37,400 | – | 0.10% | – |
| GILD | New | GILEAD SCIENCES INC | $3,963,000 | – | 57,557 | – | 0.09% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $3,609,000 | – | 111,062 | – | 0.08% | – |
| ORN | New | ORION GROUP HLDGS INC | $3,583,000 | – | 623,156 | – | 0.08% | – |
| OGN | New | ORGANON & CO | $3,509,000 | – | 115,984 | – | 0.08% | – |
| MD | New | MEDNAX INC | $3,450,000 | – | 114,418 | – | 0.08% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $3,297,000 | – | 18,377 | – | 0.07% | – |
| EQC | New | EQUITY COMWLTH | $3,290,000 | – | 125,560 | – | 0.07% | – |
| GHM | New | GRAHAM CORP | $3,191,000 | – | 231,883 | – | 0.07% | – |
| LIVN | New | LIVANOVA PLC | $2,570,000 | – | 30,557 | – | 0.06% | – |
| ASAI | New | SENDAS DISTRIBUIDORA S Aspon ads | $2,529,000 | – | 147,892 | – | 0.06% | – |
| GTS | New | TRIPLE-S MGMT CORP | $2,416,000 | – | 108,508 | – | 0.05% | – |
| NKSH | New | NATIONAL BANKSHARES INC VA | $2,210,000 | – | 63,141 | – | 0.05% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $1,757,000 | – | 117,130 | – | 0.04% | – |
| CFG | New | CITIZENS FINL GROUP INC | $1,740,000 | – | 37,945 | – | 0.04% | – |
| CLS | New | CELESTICA INC | $1,736,000 | – | 221,104 | – | 0.04% | – |
| PINC | New | PREMIER INCcl a | $1,662,000 | – | 47,778 | – | 0.04% | – |
| TIMB | New | TIM S Asponsored adr | $1,520,000 | – | 131,916 | – | 0.03% | – |
| FFIV | New | F5 NETWORKS INC | $1,519,000 | – | 8,137 | – | 0.03% | – |
| EDU | New | NEW ORIENTAL ED & TECHNOLOGYspon adr | $1,424,000 | – | 173,878 | – | 0.03% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $1,275,000 | – | 44,162 | – | 0.03% | – |
| PBH | New | PRESTIGE CONSMR HEALTHCARE I | $1,135,000 | – | 21,789 | – | 0.02% | – |
| EXFO | New | EXFO INC | $1,035,000 | – | 173,882 | – | 0.02% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $975,000 | – | 7,388 | – | 0.02% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $1,002,000 | – | 9,861 | – | 0.02% | – |
| UTMD | New | UTAH MED PRODS INC | $823,000 | – | 9,679 | – | 0.02% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $782,000 | – | 681 | – | 0.02% | – |
| CALM | New | CAL MAINE FOODS INC | $632,000 | – | 17,449 | – | 0.01% | – |
| RGP | New | RESOURCES CONNECTION INC | $620,000 | – | 43,187 | – | 0.01% | – |
| VREX | New | VAREX IMAGING CORP | $595,000 | – | 22,195 | – | 0.01% | – |
| HDB | New | HDFC BANK LTDsponsored ads | $545,000 | – | 7,456 | – | 0.01% | – |
| FSTR | New | FOSTER L B CO | $491,000 | – | 26,353 | – | 0.01% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $483,000 | – | 9,085 | – | 0.01% | – |
| CRDA | New | CRAWFORD & COcl a | $438,000 | – | 48,242 | – | 0.01% | – |
| HURC | New | HURCO CO | $471,000 | – | 13,462 | – | 0.01% | – |
| SCHL | New | SCHOLASTIC CORP | $432,000 | – | 11,405 | – | 0.01% | – |
| IMKTA | New | INGLES MKTS INCcl a | $419,000 | – | 7,183 | – | 0.01% | – |
| MOV | New | MOVADO GROUP INC | $384,000 | – | 12,192 | – | 0.01% | – |
| SWI | New | SOLARWINDS CORP | $380,000 | – | 22,528 | – | 0.01% | – |
| HP | New | HELMERICH & PAYNE INC | $305,000 | – | 9,334 | – | 0.01% | – |
| BHC | New | BAUSCH HEALTH COS INC | $321,000 | – | 10,960 | – | 0.01% | – |
| ARW | New | ARROW ELECTRS INC | $293,000 | – | 2,573 | – | 0.01% | – |
| SKX | New | SKECHERS U S A INCcl a | $331,000 | – | 6,650 | – | 0.01% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $288,000 | – | 11,094 | – | 0.01% | – |
| AVA | New | AVISTA CORP | $206,000 | – | 4,826 | – | 0.01% | – |
| MFC | New | MANULIFE FINL CORP | $220,000 | – | 11,186 | – | 0.01% | – |
| ACNB | New | ACNB CORP | $233,000 | – | 8,355 | – | 0.01% | – |
| ARLO | New | ARLO TECHNOLOGIES INC | $213,000 | – | 31,484 | – | 0.01% | – |
| GTE | New | GRAN TIERRA ENERGY INC | $163,000 | – | 220,444 | – | 0.00% | – |
| LNSR | New | LENSAR INC | $188,000 | – | 21,739 | – | 0.00% | – |
| IVC | New | INVACARE CORP | $142,000 | – | 17,593 | – | 0.00% | – |
| NOK | New | NOKIA CORPsponsored adr | $134,000 | – | 25,279 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HWCC | Exit | HOUSTON WIRE & CABLE CO | $0 | – | -15,854 | – | -0.00% | – |
| ORN | Exit | ORION GROUP HOLDINGS INC | $0 | – | -25,588 | – | -0.00% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -220,444 | – | -0.00% | – |
| ARLO | Exit | ARLO TECHNOLOGIES INC | $0 | – | -11,680 | – | -0.00% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -3,599 | – | -0.01% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -11,490 | – | -0.01% | – |
| VREX | Exit | VAREX IMAGING CORP | $0 | – | -12,815 | – | -0.01% | – |
| GHM | Exit | GRAHAM CORP | $0 | – | -14,502 | – | -0.01% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -8,294 | – | -0.01% | – |
| PBH | Exit | PRESTIGE CONSMR HEALTHCARE I | $0 | – | -6,096 | – | -0.01% | – |
| EQC | Exit | EQUITY COMWLTH | $0 | – | -9,826 | – | -0.01% | – |
| HDB | Exit | HDFC BANK LTDsponsored ads | $0 | – | -5,086 | – | -0.01% | – |
| SXT | Exit | SENSIENT TECHNOLOGIES CORP | $0 | – | -4,760 | – | -0.01% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -4,180 | – | -0.01% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -3,968 | – | -0.01% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -18,640 | – | -0.01% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -15,990 | – | -0.01% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -683 | – | -0.02% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -29,712 | – | -0.02% | – |
| MD | Exit | MEDNAX INC | $0 | – | -37,682 | – | -0.02% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -52,903 | – | -0.02% | – |
| RTN | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -11,964 | – | -0.02% | – |
| IBA | Exit | INDUSTRIAS BACHOCO S A B DEspon adr b | $0 | – | -23,705 | – | -0.03% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -7,720 | – | -0.03% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -5,088 | – | -0.03% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -40,801 | – | -0.04% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -8,945 | – | -0.04% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -39,222 | – | -0.04% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -35,543 | – | -0.04% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -6,303 | – | -0.04% | – |
| AVNW | Exit | AVIAT NETWORKS INC | $0 | – | -53,495 | – | -0.04% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -8,344 | – | -0.04% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -58,365 | – | -0.04% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -198,974 | – | -0.05% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -21,799 | – | -0.05% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -33,455 | – | -0.05% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -126,023 | – | -0.05% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTsponsored adr | $0 | – | -150,953 | – | -0.06% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -120,735 | – | -0.07% | – |
| L | Exit | LOEWS CORP | $0 | – | -63,460 | – | -0.08% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -27,604 | – | -0.08% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -17,754 | – | -0.08% | – |
| ALE | Exit | ALLETE INC | $0 | – | -50,541 | – | -0.09% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -41,493 | – | -0.09% | – |
| FOX | Exit | FOX CORP | $0 | – | -94,093 | – | -0.09% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -67,425 | – | -0.10% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -14,543 | – | -0.11% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -124,827 | – | -0.11% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -415,152 | – | -0.11% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -155,457 | – | -0.11% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -36,320 | – | -0.12% | – |
| FLEX | Exit | FLEX LTDord | $0 | – | -322,252 | – | -0.12% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -93,506 | – | -0.13% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -373,357 | – | -0.14% | – |
| MTW | Exit | MANITOWOC CO INC | $0 | – | -496,845 | – | -0.14% | – |
| JOE | Exit | ST JOE CO | $0 | – | -206,916 | – | -0.15% | – |
| UHAL | Exit | AMERCO | $0 | – | -12,187 | – | -0.15% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -91,468 | – | -0.16% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -3,125 | – | -0.16% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -78,916 | – | -0.16% | – |
| AVT | Exit | AVNET INC | $0 | – | -197,516 | – | -0.18% | – |
| AEG | Exit | AEGON N V | $0 | – | -2,044,478 | – | -0.18% | – |
| PKE | Exit | PARK AEROSPACE CORP | $0 | – | -478,674 | – | -0.18% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -201,292 | – | -0.19% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -81,659 | – | -0.20% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -44,025 | – | -0.20% | – |
| OLN | Exit | OLIN CORP | $0 | – | -479,680 | – | -0.20% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -43,423 | – | -0.21% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -59,792 | – | -0.21% | – |
| EGRX | Exit | EAGLE PHARMACEUTICALS INC | $0 | – | -154,924 | – | -0.23% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -339,081 | – | -0.27% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -759,634 | – | -0.27% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -54,516 | – | -0.28% | – |
| Exit | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $0 | – | -1,899,876 | – | -0.30% | – | |
| PKX | Exit | POSCOsponsored adr | $0 | – | -219,607 | – | -0.32% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -164,474 | – | -0.33% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -1,898,835 | – | -0.33% | – |
| ANAT | Exit | AMERICAN NATIONAL GROUP INC | $0 | – | -145,678 | – | -0.34% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -1,299,913 | – | -0.34% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -708,011 | – | -0.36% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -1,189,340 | – | -0.36% | – |
| ABEV | Exit | AMBEV SAsponsored adr | $0 | – | -4,857,682 | – | -0.38% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -2,901,242 | – | -0.39% | – |
| BUD | Exit | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $0 | – | -211,638 | – | -0.39% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored ads | $0 | – | -2,862,134 | – | -0.40% | – |
| ZTO | Exit | ZTO EXPRESS CAYMAN INCsponsored ads a | $0 | – | -385,378 | – | -0.40% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -1,720,216 | – | -0.42% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -697,551 | – | -0.43% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -278,419 | – | -0.44% | – |
| TX | Exit | TERNIUM SAsponsored ads | $0 | – | -728,587 | – | -0.47% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -970,039 | – | -0.49% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -395,694 | – | -0.49% | – |
| AVDL | Exit | AVADEL PHARMACEUTICALS PLCsponsored adr | $0 | – | -2,840,669 | – | -0.50% | – |
| KOF | Exit | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $0 | – | -361,841 | – | -0.51% | – |
| PDLI | Exit | PDL BIOPHARMA INC | $0 | – | -4,723,376 | – | -0.51% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -995,388 | – | -0.60% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -747,544 | – | -0.61% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -460,278 | – | -0.62% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -1,179,398 | – | -0.63% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -578,214 | – | -0.64% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -341,766 | – | -0.65% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -150,456 | – | -0.65% | – |
| TTE | Exit | TOTAL SEsponsored ads | $0 | – | -554,730 | – | -0.66% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -776,469 | – | -0.66% | – |
| ACWX | Exit | ISHARES TRmsci acwi ex us | $0 | – | -425,318 | – | -0.68% | – |
| INGR | Exit | INGREDION INC | $0 | – | -263,709 | – | -0.69% | – |
| ENIC | Exit | ENEL CHILE S.A.sponsored adr | $0 | – | -5,873,851 | – | -0.70% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -2,260,997 | – | -0.78% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -357,523 | – | -0.89% | – |
| TAK | Exit | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $0 | – | -1,455,039 | – | -0.90% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -1,444,362 | – | -0.90% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -2,417,212 | – | -0.93% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -727,808 | – | -0.95% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -892,449 | – | -0.95% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -8,219,338 | – | -1.01% | – |
| TFC | Exit | TRUIST FINL CORP | $0 | – | -791,517 | – | -1.04% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -512,037 | – | -1.05% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -1,123,052 | – | -1.08% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -291,676 | – | -1.11% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -1,247,097 | – | -1.19% | – |
| CHNG | Exit | CHANGE HEALTHCARE INC | $0 | – | -2,393,746 | – | -1.20% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -8,311,932 | – | -1.34% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -781,480 | – | -1.36% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -1,474,141 | – | -1.47% | – |
| STT | Exit | STATE STR CORP | $0 | – | -721,382 | – | -1.48% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -1,277,523 | – | -1.52% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -751,910 | – | -1.52% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -1,229,628 | – | -1.53% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -269,692 | – | -1.58% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -388,907 | – | -1.68% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -506,591 | – | -1.71% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -757,680 | – | -1.72% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -2,182,377 | – | -1.77% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -4,275,707 | – | -1.78% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -1,116,017 | – | -1.78% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -180,411 | – | -1.83% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -291,335 | – | -1.90% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -1,089,058 | – | -2.12% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -1,371,084 | – | -2.22% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -1,302,400 | – | -2.27% | – |
| C | Exit | CITIGROUP INC | $0 | – | -1,530,075 | – | -2.28% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -2,747,685 | – | -2.29% | – |
| PFE | Exit | PFIZER INC | $0 | – | -1,805,107 | – | -2.29% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -526,418 | – | -2.30% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -266,148 | – | -2.31% | – |
| MRK | Exit | MERCK & CO. INC | $0 | – | -824,313 | – | -2.36% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -464,458 | – | -2.39% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -8,439,128 | – | -2.94% | – |
| ERJ | Exit | EMBRAER S.A.sponsored ads | $0 | – | -24,259,929 | – | -3.70% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -58,285,082 | – | -7.65% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CX | Sell | CEMEX SAB DE CVspon adr new | $221,484,000 | +14.5% | 58,285,082 | -13.2% | 7.65% | +30.0% |
| ERJ | Sell | EMBRAER S.A.sponsored ads | $106,987,000 | -30.1% | 24,259,929 | -5.3% | 3.70% | -20.7% |
| CCJ | Sell | CAMECO CORP | $85,236,000 | -7.5% | 8,439,128 | -6.1% | 2.94% | +5.0% |
| MCK | Sell | MCKESSON CORP | $69,171,000 | -15.8% | 464,458 | -13.3% | 2.39% | -4.5% |
| MRK | Sell | MERCK & CO. INC | $68,377,000 | -7.7% | 824,313 | -13.9% | 2.36% | +4.8% |
| FDX | Sell | FEDEX CORP | $66,941,000 | +34.4% | 266,148 | -25.1% | 2.31% | +52.6% |
| BIDU | Sell | BAIDU INCspon adr rep a | $66,639,000 | +2.2% | 526,418 | -3.2% | 2.30% | +16.0% |
| PFE | Sell | PFIZER INC | $66,248,000 | -0.4% | 1,805,107 | -11.3% | 2.29% | +13.0% |
| BAC | Sell | BK OF AMERICA CORP | $66,191,000 | -10.2% | 2,747,685 | -11.4% | 2.29% | +2.0% |
| C | Sell | CITIGROUP INC | $65,962,000 | -25.0% | 1,530,075 | -11.1% | 2.28% | -14.9% |
| CPA | Sell | COPA HOLDINGS SAcl a | $65,562,000 | -3.0% | 1,302,400 | -2.5% | 2.27% | +10.2% |
| CAH | Sell | CARDINAL HEALTH INC | $64,372,000 | -20.5% | 1,371,084 | -11.7% | 2.22% | -9.8% |
| FMX | New | FOMENTO ECONOMICO MEXICANO Sspon adr units | $61,194,000 | – | 1,089,058 | – | 2.12% | – |
| LH | Sell | LABORATORY CORP AMER HLDGS | $54,849,000 | -2.1% | 291,335 | -13.6% | 1.90% | +11.1% |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $53,037,000 | -28.0% | 180,411 | -47.2% | 1.83% | -18.2% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $51,627,000 | +4.4% | 1,116,017 | -12.0% | 1.78% | +18.5% |
| HAL | Sell | HALLIBURTON CO | $51,522,000 | -32.7% | 4,275,707 | -27.5% | 1.78% | -23.6% |
| WFC | Sell | WELLS FARGO CO NEW | $51,308,000 | -16.0% | 2,182,377 | -8.5% | 1.77% | -4.7% |
| EMR | Sell | EMERSON ELEC CO | $49,681,000 | -8.6% | 757,680 | -13.5% | 1.72% | +3.8% |
| MHK | Sell | MOHAWK INDS INC | $49,438,000 | -6.4% | 506,591 | -2.4% | 1.71% | +6.2% |
| HCA | Sell | HCA HEALTHCARE INC | $48,490,000 | +8.9% | 388,907 | -15.2% | 1.68% | +23.7% |
| CI | Sell | CIGNA CORP NEW | $45,689,000 | -21.1% | 269,692 | -12.6% | 1.58% | -10.4% |
| TXT | Sell | TEXTRON INC | $44,377,000 | -4.6% | 1,229,628 | -13.0% | 1.53% | +8.3% |
| CVS | Sell | CVS HEALTH CORP | $43,911,000 | -20.1% | 751,910 | -11.1% | 1.52% | -9.3% |
| BK | Sell | BANK NEW YORK MELLON CORP | $43,871,000 | -22.1% | 1,277,523 | -12.4% | 1.52% | -11.6% |
| STT | Sell | STATE STR CORP | $42,799,000 | -18.7% | 721,382 | -12.9% | 1.48% | -7.7% |
| CTVA | Buy | CORTEVA INC | $42,470,000 | +34.8% | 1,474,141 | +25.3% | 1.47% | +53.1% |
| SNY | Sell | SANOFIsponsored adr | $39,206,000 | -23.8% | 781,480 | -22.5% | 1.36% | -13.5% |
| AGRO | Sell | ADECOAGRO S A | $38,817,000 | +2.5% | 8,311,932 | -4.8% | 1.34% | +16.3% |
| CHNG | Sell | CHANGE HEALTHCARE INC | $34,734,000 | +18.3% | 2,393,746 | -8.7% | 1.20% | +34.2% |
| AIG | Sell | AMERICAN INTL GROUP INC | $34,332,000 | -22.4% | 1,247,097 | -12.1% | 1.19% | -12.0% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $32,058,000 | -7.7% | 291,676 | -11.7% | 1.11% | +4.8% |
| EPC | Sell | EDGEWELL PERS CARE CO | $31,310,000 | -16.6% | 1,123,052 | -6.8% | 1.08% | -5.3% |
| AMAT | Sell | APPLIED MATLS INC | $30,440,000 | -11.5% | 512,037 | -10.0% | 1.05% | +0.5% |
| TFC | Sell | TRUIST FINL CORP | $30,117,000 | -5.9% | 791,517 | -7.2% | 1.04% | +6.8% |
| YPF | Sell | YPF SOCIEDAD ANONIMAspon adr cl d | $29,342,000 | -40.2% | 8,219,338 | -3.8% | 1.01% | -32.2% |
| NTGR | Sell | NETGEAR INC | $27,505,000 | -20.2% | 892,449 | -33.0% | 0.95% | -9.4% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $27,395,000 | -28.5% | 727,808 | -22.5% | 0.95% | -18.8% |
| UBS | Sell | UBS GROUP AG | $26,952,000 | -23.7% | 2,417,212 | -21.0% | 0.93% | -13.4% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $25,998,000 | +19.5% | 1,444,362 | -4.5% | 0.90% | +35.6% |
| TAK | Sell | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $25,958,000 | -13.4% | 1,455,039 | -12.9% | 0.90% | -1.6% |
| CVX | Buy | CHEVRON CORP NEW | $25,742,000 | -9.9% | 357,523 | +11.6% | 0.89% | +2.3% |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $22,542,000 | -26.7% | 2,260,997 | -24.2% | 0.78% | -16.8% |
| ENIC | Sell | ENEL CHILE S.A.sponsored adr | $20,206,000 | -19.9% | 5,873,851 | -12.2% | 0.70% | -9.1% |
| INGR | Sell | INGREDION INC | $19,957,000 | -17.5% | 263,709 | -9.6% | 0.69% | -6.4% |
| ACWX | Buy | ISHARES TRmsci acwi ex us | $19,560,000 | +2279.6% | 425,318 | +2136.0% | 0.68% | +2604.0% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $19,094,000 | -36.3% | 776,469 | -50.1% | 0.66% | -27.7% |
| TTE | Sell | TOTAL SEsponsored ads | $19,027,000 | -30.4% | 554,730 | -21.9% | 0.66% | -20.9% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $18,779,000 | -70.6% | 150,456 | -73.2% | 0.65% | -66.6% |
| TARO | Buy | TARO PHARMACEUTICAL INDS LTD | $18,746,000 | -13.2% | 341,766 | +5.2% | 0.65% | -1.5% |
| CHL | Sell | CHINA MOBILE LIMITEDsponsored adr | $18,595,000 | -25.5% | 578,214 | -22.1% | 0.64% | -15.4% |
| E | Sell | ENI S P Asponsored adr | $18,328,000 | -31.8% | 1,179,398 | -15.5% | 0.63% | -22.7% |
| WPP | Sell | WPP PLC NEWadr | $18,061,000 | -25.6% | 460,278 | -25.8% | 0.62% | -15.6% |
| HMC | Sell | HONDA MOTOR LTD | $17,717,000 | -29.9% | 747,544 | -24.4% | 0.61% | -20.4% |
| BP | Sell | BP PLCsponsored adr | $17,379,000 | -29.7% | 995,388 | -6.1% | 0.60% | -20.2% |
| PDLI | Sell | PDL BIOPHARMA INC | $14,879,000 | -4.5% | 4,723,376 | -11.7% | 0.51% | +8.4% |
| KOF | New | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $14,734,000 | – | 361,841 | – | 0.51% | – |
| AVDL | Buy | AVADEL PHARMACEUTICALS PLCsponsored adr | $14,317,000 | +19.4% | 2,840,669 | +91.5% | 0.50% | +35.6% |
| ORI | Buy | OLD REP INTL CORP | $14,298,000 | +238.2% | 970,039 | +274.2% | 0.49% | +282.9% |
| CRH | Sell | CRH PLCadr | $14,281,000 | -21.4% | 395,694 | -25.2% | 0.49% | -10.7% |
| TX | Sell | TERNIUM SAsponsored ads | $13,719,000 | +23.9% | 728,587 | -0.2% | 0.47% | +40.7% |
| LIVN | Sell | LIVANOVA PLC | $12,587,000 | -9.4% | 278,419 | -3.6% | 0.44% | +2.8% |
| GTS | Sell | TRIPLE-S MGMT CORPcl b | $12,465,000 | -7.3% | 697,551 | -1.3% | 0.43% | +5.4% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $12,110,000 | -27.3% | 1,720,216 | -17.7% | 0.42% | -17.6% |
| ZTO | Sell | ZTO EXPRESS CAYMAN INCsponsored ads a | $11,530,000 | -20.8% | 385,378 | -2.8% | 0.40% | -10.2% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored ads | $11,477,000 | -19.0% | 2,862,134 | -20.6% | 0.40% | -7.9% |
| BUD | Sell | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $11,403,000 | -11.5% | 211,638 | -19.1% | 0.39% | +0.5% |
| NOK | Sell | NOKIA CORPsponsored adr | $11,343,000 | -45.3% | 2,901,242 | -38.4% | 0.39% | -37.9% |
| ABEV | Sell | AMBEV SAsponsored adr | $10,978,000 | -29.8% | 4,857,682 | -18.0% | 0.38% | -20.4% |
| MBT | Sell | MOBILE TELESYSTEMS PJSCsponsored adr | $10,383,000 | -10.3% | 1,189,340 | -5.6% | 0.36% | +2.0% |
| HP | Buy | HELMERICH & PAYNE INC | $10,372,000 | +4082.3% | 708,011 | +5458.7% | 0.36% | +4375.0% |
| VIV | Sell | TELEFONICA BRASIL SAsponsored adr | $9,970,000 | -22.6% | 1,299,913 | -10.6% | 0.34% | -12.0% |
| ANAT | New | AMERICAN NATIONAL GROUP INC | $9,837,000 | – | 145,678 | – | 0.34% | – |
| BCS | Sell | BARCLAYS PLCadr | $9,513,000 | -35.6% | 1,898,835 | -27.3% | 0.33% | -26.9% |
| DOX | Sell | AMDOCS LTD | $9,442,000 | -21.9% | 164,474 | -17.2% | 0.33% | -11.4% |
| PKX | Sell | POSCOsponsored adr | $9,193,000 | -3.4% | 219,607 | -14.5% | 0.32% | +9.7% |
| Sell | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $8,759,000 | -16.6% | 1,899,876 | -21.1% | 0.30% | -5.3% | |
| JNJ | Sell | JOHNSON & JOHNSON | $8,117,000 | -13.7% | 54,516 | -18.5% | 0.28% | -2.1% |
| ORAN | Sell | ORANGEsponsored adr | $7,885,000 | -32.9% | 759,634 | -23.0% | 0.27% | -24.0% |
| SHG | Sell | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $7,789,000 | -21.0% | 339,081 | -17.2% | 0.27% | -10.3% |
| EGRX | Buy | EAGLE PHARMACEUTICALS INC | $6,582,000 | +1835.9% | 154,924 | +2084.8% | 0.23% | +2170.0% |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $6,039,000 | -34.6% | 59,792 | -21.7% | 0.21% | -25.6% |
| GD | Buy | GENERAL DYNAMICS CORP | $6,011,000 | +16.2% | 43,423 | +25.5% | 0.21% | +32.5% |
| OLN | Sell | OLIN CORP | $5,938,000 | -30.6% | 479,680 | -35.6% | 0.20% | -21.2% |
| TM | Sell | TOYOTA MOTOR CORP | $5,830,000 | -21.2% | 44,025 | -25.2% | 0.20% | -10.7% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $5,668,000 | -8.2% | 81,659 | -24.8% | 0.20% | +4.3% |
| AEG | Sell | AEGON N V | $5,234,000 | -32.1% | 2,044,478 | -22.0% | 0.18% | -23.0% |
| PKE | New | PARK AEROSPACE CORP | $5,227,000 | – | 478,674 | – | 0.18% | – |
| AVT | Sell | AVNET INC | $5,104,000 | -22.1% | 197,516 | -16.0% | 0.18% | -11.6% |
| ORCL | Sell | ORACLE CORP | $4,712,000 | -22.3% | 78,916 | -28.1% | 0.16% | -11.9% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $4,593,000 | -28.2% | 3,125 | -30.9% | 0.16% | -18.5% |
| OMC | Sell | OMNICOM GROUP INC | $4,527,000 | -28.1% | 91,468 | -20.7% | 0.16% | -18.8% |
| UHAL | Sell | AMERCO | $4,339,000 | -12.1% | 12,187 | -25.4% | 0.15% | 0.0% |
| JOE | Sell | ST JOE CO | $4,269,000 | -29.8% | 206,916 | -33.9% | 0.15% | -20.0% |
| SWIR | Buy | SIERRA WIRELESS INC | $4,167,000 | +63.0% | 373,357 | +31.2% | 0.14% | +84.6% |
| CSCO | Sell | CISCO SYS INC | $3,683,000 | -21.3% | 93,506 | -6.8% | 0.13% | -10.6% |
| FLEX | Sell | FLEX LTDord | $3,590,000 | -67.4% | 322,252 | -70.0% | 0.12% | -63.0% |
| JPM | Sell | JPMORGAN CHASE & CO | $3,497,000 | -21.9% | 36,320 | -23.7% | 0.12% | -11.0% |
| INT | Sell | WORLD FUEL SVCS CORP | $3,294,000 | -37.8% | 155,457 | -24.4% | 0.11% | -29.2% |
| CNHI | Sell | CNH INDL N V | $3,247,000 | -8.5% | 415,152 | -17.7% | 0.11% | +3.7% |
| OMI | Sell | OWENS & MINOR INC NEW | $3,135,000 | +106.9% | 124,827 | -37.2% | 0.11% | +134.8% |
| MSFT | Sell | MICROSOFT CORP | $3,059,000 | -88.7% | 14,543 | -89.1% | 0.11% | -87.2% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $2,755,000 | -14.5% | 67,425 | -28.6% | 0.10% | -3.1% |
| FOX | Sell | FOX CORP | $2,632,000 | -4.7% | 94,093 | -8.6% | 0.09% | +8.3% |
| WLK | Sell | WESTLAKE CHEM CORP | $2,624,000 | -10.5% | 41,493 | -24.1% | 0.09% | +2.2% |
| ALE | Buy | ALLETE INC | $2,616,000 | +9.3% | 50,541 | +15.4% | 0.09% | +23.3% |
| PEP | Sell | PEPSICO INC | $2,461,000 | -21.4% | 17,754 | -25.1% | 0.08% | -10.5% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $2,238,000 | +26.0% | 27,604 | -11.8% | 0.08% | +42.6% |
| L | Sell | LOEWS CORP | $2,205,000 | -0.9% | 63,460 | -2.2% | 0.08% | +11.8% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $2,013,000 | +68.3% | 120,735 | +73.2% | 0.07% | +94.4% |
| CBD | Sell | COMPANHIA BRASILEIRA DE DISTsponsored adr | $1,863,000 | -10.6% | 150,953 | -5.4% | 0.06% | +1.6% |
| MU | New | MICRON TECHNOLOGY INC | $1,571,000 | – | 33,455 | – | 0.05% | – |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $1,574,000 | -13.0% | 126,023 | -11.6% | 0.05% | -1.8% |
| GILD | Sell | GILEAD SCIENCES INC | $1,377,000 | -39.8% | 21,799 | -26.7% | 0.05% | -31.4% |
| CLS | Sell | CELESTICA INC | $1,373,000 | -83.6% | 198,974 | -83.7% | 0.05% | -81.5% |
| ON | Sell | ON SEMICONDUCTOR CORP | $1,266,000 | -4.8% | 58,365 | -13.0% | 0.04% | +10.0% |
| MSTR | Sell | MICROSTRATEGY INCcl a new | $1,256,000 | -11.7% | 8,344 | -30.6% | 0.04% | 0.0% |
| PINC | Sell | PREMIER INCcl a | $1,167,000 | -15.9% | 35,543 | -12.1% | 0.04% | -4.8% |
| WHR | Sell | WHIRLPOOL CORP | $1,159,000 | -63.8% | 6,303 | -74.5% | 0.04% | -59.2% |
| PTR | Sell | PETROCHINA CO LTDsponsored adr | $1,155,000 | -16.2% | 39,222 | -5.9% | 0.04% | -4.8% |
| FFIV | Sell | F5 NETWORKS INC | $1,099,000 | -18.8% | 8,945 | -7.7% | 0.04% | -7.3% |
| CFG | Sell | CITIZENS FINL GROUP INC | $1,032,000 | -10.6% | 40,801 | -10.8% | 0.04% | +2.9% |
| NWLI | Sell | NATIONAL WESTN LIFE GROUP INcl a | $929,000 | -29.8% | 5,088 | -21.9% | 0.03% | -20.0% |
| IBA | Buy | INDUSTRIAS BACHOCO S A B DEspon adr b | $908,000 | +118.3% | 23,705 | +100.3% | 0.03% | +138.5% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $884,000 | -19.1% | 7,720 | -19.6% | 0.03% | -6.1% |
| RTN | New | RAYTHEON TECHNOLOGIES CORP | $688,000 | – | 11,964 | – | 0.02% | – |
| TSU | Buy | TIM PARTICIPACOES S Asponsored adr | $610,000 | +278.9% | 52,903 | +324.1% | 0.02% | +320.0% |
| MD | Sell | MEDNAX INC | $614,000 | -20.2% | 37,682 | -16.2% | 0.02% | -8.7% |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $585,000 | -7.6% | 29,712 | -27.3% | 0.02% | +5.3% |
| WTM | Sell | WHITE MTNS INS GROUP LTD | $532,000 | -22.8% | 683 | -12.0% | 0.02% | -14.3% |
| SCHL | Sell | SCHOLASTIC CORP | $336,000 | -37.8% | 15,990 | -11.3% | 0.01% | -25.0% |
| ARW | Sell | ARROW ELECTRS INC | $329,000 | -38.0% | 4,180 | -45.9% | 0.01% | -31.2% |
| NPK | Sell | NATIONAL PRESTO INDS INC | $325,000 | -46.6% | 3,968 | -43.1% | 0.01% | -42.1% |
| PAHC | Buy | PHIBRO ANIMAL HEALTH CORP | $324,000 | -17.3% | 18,640 | +24.9% | 0.01% | -8.3% |
| SXT | Sell | SENSIENT TECHNOLOGIES CORP | $275,000 | -38.3% | 4,760 | -44.3% | 0.01% | -28.6% |
| EQC | Sell | EQUITY COMWLTH | $262,000 | -26.0% | 9,826 | -10.7% | 0.01% | -18.2% |
| HDB | New | HDFC BANK LTDsponsored ads | $254,000 | – | 5,086 | – | 0.01% | – |
| PBH | New | PRESTIGE CONSMR HEALTHCARE I | $222,000 | – | 6,096 | – | 0.01% | – |
| HOG | Sell | HARLEY DAVIDSON INC | $204,000 | -39.3% | 8,294 | -41.3% | 0.01% | -30.0% |
| VREX | New | VAREX IMAGING CORP | $163,000 | – | 12,815 | – | 0.01% | – |
| GHM | Sell | GRAHAM CORP | $185,000 | -53.9% | 14,502 | -54.0% | 0.01% | -50.0% |
| RGP | Sell | RESOURCES CONNECTION INC | $133,000 | -59.5% | 11,490 | -58.1% | 0.01% | -50.0% |
| EEM | Buy | ISHARES TRmsci emg mkt etf | $159,000 | +65.6% | 3,599 | +50.5% | 0.01% | +66.7% |
| ORN | Sell | ORION GROUP HOLDINGS INC | $70,000 | -63.2% | 25,588 | -57.8% | 0.00% | -66.7% |
| ARLO | Sell | ARLO TECHNOLOGIES INC | $61,000 | +15.1% | 11,680 | -43.7% | 0.00% | 0.0% |
| HWCC | Sell | HOUSTON WIRE & CABLE CO | $40,000 | -58.3% | 15,854 | -61.2% | 0.00% | -66.7% |
| IVC | Exit | INVACARE CORP | $0 | – | -13,908 | – | -0.00% | – |
| DGII | Exit | DIGI INTL INC | $0 | – | -13,284 | – | -0.01% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -1,807 | – | -0.01% | – |
| AAN | Exit | AARONS INC | $0 | – | -4,596 | – | -0.01% | – |
| EBMT | Exit | EAGLE BANCORP MONT INC | $0 | – | -11,521 | – | -0.01% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -4,983 | – | -0.01% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -8,625 | – | -0.01% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -15,371 | – | -0.01% | – |
| FSTR | Exit | FOSTER L B CO | $0 | – | -17,320 | – | -0.01% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -11,799 | – | -0.01% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -10,131 | – | -0.01% | – |
| ANAT | Exit | AMERICAN NATL INS CO | $0 | – | -4,362 | – | -0.01% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -12,021 | – | -0.01% | – |
| SQM | Exit | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $0 | – | -41,350 | – | -0.03% | – |
| REVG | Exit | REV GROUP INC | $0 | – | -187,970 | – | -0.04% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETLERIspon adr new | $0 | – | -226,462 | – | -0.04% | – |
| DSSI | Exit | DIAMOND S SHIPPING INC | $0 | – | -300,238 | – | -0.07% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -20,637 | – | -0.08% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -76,813 | – | -0.08% | – |
| STNG | Exit | SCORPIO TANKERS INC | $0 | – | -236,355 | – | -0.09% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -12,897 | – | -0.09% | – |
| KLIC | Exit | KULICKE & SOFFA INDS INC | $0 | – | -199,677 | – | -0.13% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -379,117 | – | -0.14% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -531,352 | – | -0.14% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -216,560 | – | -0.20% | – |
| KOP | Exit | KOPPERS HOLDINGS INC | $0 | – | -355,286 | – | -0.20% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CX | New | CEMEX SAB DE CVspon adr new | $193,454,000 | – | 67,171,429 | – | 5.89% | – |
| ERJ | New | EMBRAER S.A.sponsored ads | $153,124,000 | – | 25,605,977 | – | 4.66% | – |
| CCJ | New | CAMECO CORP | $92,145,000 | – | 8,989,806 | – | 2.80% | – |
| C | New | CITIGROUP INC | $87,988,000 | – | 1,721,864 | – | 2.68% | – |
| MCK | New | MCKESSON CORP | $82,198,000 | – | 535,769 | – | 2.50% | – |
| CAH | New | CARDINAL HEALTH INC | $81,016,000 | – | 1,552,324 | – | 2.47% | – |
| HAL | New | HALLIBURTON CO | $76,537,000 | – | 5,896,514 | – | 2.33% | – |
| MRK | New | MERCK & CO. INC | $74,066,000 | – | 957,786 | – | 2.26% | – |
| BAC | New | BK OF AMERICA CORP | $73,692,000 | – | 3,102,859 | – | 2.24% | – |
| BABA | New | ALIBABA GROUP HLDG LTDsponsored ads | $73,644,000 | – | 341,420 | – | 2.24% | – |
| CPA | New | COPA HOLDINGS SAcl a | $67,567,000 | – | 1,336,376 | – | 2.06% | – |
| PFE | New | PFIZER INC | $66,513,000 | – | 2,033,999 | – | 2.02% | – |
| BIDU | New | BAIDU INCspon adr rep a | $65,207,000 | – | 543,894 | – | 1.98% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $63,934,000 | – | 560,626 | – | 1.95% | – |
| WFC | New | WELLS FARGO CO NEW | $61,087,000 | – | 2,386,231 | – | 1.86% | – |
| CI | New | CIGNA CORP NEW | $57,926,000 | – | 308,690 | – | 1.76% | – |
| BK | New | BANK NEW YORK MELLON CORP | $56,339,000 | – | 1,457,662 | – | 1.72% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $56,008,000 | – | 337,174 | – | 1.70% | – |
| CVS | New | CVS HEALTH CORP | $54,960,000 | – | 845,922 | – | 1.67% | – |
| EMR | New | EMERSON ELEC CO | $54,342,000 | – | 876,065 | – | 1.65% | – |
| MHK | New | MOHAWK INDS INC | $52,832,000 | – | 519,180 | – | 1.61% | – |
| STT | New | STATE STR CORP | $52,658,000 | – | 828,614 | – | 1.60% | – |
| SNY | New | SANOFIsponsored adr | $51,475,000 | – | 1,008,325 | – | 1.57% | – |
| FDX | New | FEDEX CORP | $49,816,000 | – | 355,273 | – | 1.52% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $49,450,000 | – | 1,268,597 | – | 1.50% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $49,103,000 | – | 8,539,719 | – | 1.50% | – |
| TXT | New | TEXTRON INC | $46,522,000 | – | 1,413,598 | – | 1.42% | – |
| HCA | New | HCA HEALTHCARE INC | $44,510,000 | – | 458,574 | – | 1.36% | – |
| AIG | New | AMERICAN INTL GROUP INC | $44,237,000 | – | 1,418,762 | – | 1.35% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $38,301,000 | – | 938,966 | – | 1.17% | – |
| AGRO | New | ADECOAGRO S A | $37,879,000 | – | 8,728,015 | – | 1.15% | – |
| EPC | New | EDGEWELL PERS CARE CO | $37,547,000 | – | 1,204,984 | – | 1.14% | – |
| UBS | New | UBS GROUP AG | $35,303,000 | – | 3,059,144 | – | 1.08% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $34,735,000 | – | 330,150 | – | 1.06% | – |
| NTGR | New | NETGEAR INC | $34,474,000 | – | 1,331,564 | – | 1.05% | – |
| AMAT | New | APPLIED MATLS INC | $34,392,000 | – | 568,921 | – | 1.05% | – |
| TFC | New | TRUIST FINL CORP | $32,021,000 | – | 852,764 | – | 0.98% | – |
| CTVA | New | CORTEVA INC | $31,516,000 | – | 1,176,381 | – | 0.96% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $30,763,000 | – | 2,983,835 | – | 0.94% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $29,990,000 | – | 1,554,688 | – | 0.91% | – |
| TAK | New | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $29,958,000 | – | 1,670,809 | – | 0.91% | – |
| CHNG | New | CHANGE HEALTHCARE INC | $29,362,000 | – | 2,621,587 | – | 0.89% | – |
| CVX | New | CHEVRON CORP NEW | $28,581,000 | – | 320,308 | – | 0.87% | – |
| TTE | New | TOTAL S.A.sponsored ads | $27,330,000 | – | 710,624 | – | 0.83% | – |
| MSFT | New | MICROSOFT CORP | $27,100,000 | – | 133,165 | – | 0.82% | – |
| E | New | ENI S P Asponsored adr | $26,888,000 | – | 1,395,333 | – | 0.82% | – |
| HMC | New | HONDA MOTOR LTD | $25,261,000 | – | 988,292 | – | 0.77% | – |
| ENIC | New | ENEL CHILE S.A.sponsored adr | $25,235,000 | – | 6,693,511 | – | 0.77% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $24,954,000 | – | 741,809 | – | 0.76% | – |
| BP | New | BP PLCsponsored adr | $24,725,000 | – | 1,060,270 | – | 0.75% | – |
| WPP | New | WPP PLC NEWadr | $24,286,000 | – | 620,660 | – | 0.74% | – |
| INGR | New | INGREDION INC | $24,202,000 | – | 291,593 | – | 0.74% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $21,747,000 | – | 1,512,288 | – | 0.66% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $21,606,000 | – | 324,942 | – | 0.66% | – |
| NOK | New | NOKIA CORPsponsored adr | $20,732,000 | – | 4,711,669 | – | 0.63% | – |
| CRH | New | CRH PLCadr | $18,162,000 | – | 529,344 | – | 0.55% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $16,663,000 | – | 2,090,632 | – | 0.51% | – |
| ABEV | New | AMBEV SAsponsored adr | $15,636,000 | – | 5,922,688 | – | 0.48% | – |
| PDLI | New | PDL BIOPHARMA INC | $15,572,000 | – | 5,351,132 | – | 0.47% | – |
| BCS | New | BARCLAYS PLCadr | $14,781,000 | – | 2,611,537 | – | 0.45% | – |
| ZTO | New | ZTO EXPRESS CAYMAN INCsponsored ads a | $14,552,000 | – | 396,376 | – | 0.44% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored ads | $14,163,000 | – | 3,603,956 | – | 0.43% | – |
| LIVN | New | LIVANOVA PLC | $13,896,000 | – | 288,726 | – | 0.42% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $13,444,000 | – | 706,879 | – | 0.41% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $12,882,000 | – | 1,454,015 | – | 0.39% | – |
| BUD | New | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $12,889,000 | – | 261,445 | – | 0.39% | – |
| DOX | New | AMDOCS LTD | $12,086,000 | – | 198,532 | – | 0.37% | – |
| AVDL | New | AVADEL PHARMACEUTICALS PLCsponsored adr | $11,988,000 | – | 1,483,627 | – | 0.36% | – |
| ORAN | New | ORANGEsponsored adr | $11,747,000 | – | 987,144 | – | 0.36% | – |
| MBT | New | MOBILE TELESYSTEMS PJSCsponsored adr | $11,574,000 | – | 1,259,431 | – | 0.35% | – |
| TX | New | TERNIUM SAsponsored ads | $11,075,000 | – | 730,076 | – | 0.34% | – |
| FLEX | New | FLEX LTDord | $11,010,000 | – | 1,074,139 | – | 0.34% | – |
| New | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $10,498,000 | – | 2,407,589 | – | 0.32% | – | |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $9,859,000 | – | 409,750 | – | 0.30% | – |
| PKX | New | POSCOsponsored adr | $9,518,000 | – | 256,951 | – | 0.29% | – |
| JNJ | New | JOHNSON & JOHNSON | $9,402,000 | – | 66,856 | – | 0.29% | – |
| UTHR | New | UNITED THERAPEUTICS CORP DEL | $9,240,000 | – | 76,363 | – | 0.28% | – |
| OLN | New | OLIN CORP | $8,554,000 | – | 744,502 | – | 0.26% | – |
| CLS | New | CELESTICA INC | $8,359,000 | – | 1,223,868 | – | 0.25% | – |
| AEG | New | AEGON N V | $7,706,000 | – | 2,621,092 | – | 0.24% | – |
| TM | New | TOYOTA MOTOR CORP | $7,397,000 | – | 58,880 | – | 0.22% | – |
| KOP | New | KOPPERS HOLDINGS INC | $6,694,000 | – | 355,286 | – | 0.20% | – |
| HRI | New | HERC HLDGS INC | $6,655,000 | – | 216,560 | – | 0.20% | – |
| AVT | New | AVNET INC | $6,553,000 | – | 235,019 | – | 0.20% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $6,393,000 | – | 4,522 | – | 0.20% | – |
| OMC | New | OMNICOM GROUP INC | $6,300,000 | – | 115,391 | – | 0.19% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $6,173,000 | – | 108,640 | – | 0.19% | – |
| JOE | New | ST JOE CO | $6,079,000 | – | 313,020 | – | 0.18% | – |
| ORCL | New | ORACLE CORP | $6,067,000 | – | 109,777 | – | 0.18% | – |
| BHF | New | BRIGHTHOUSE FINL INC | $5,600,000 | – | 201,292 | – | 0.17% | – |
| MTW | New | MANITOWOC CO INC | $5,406,000 | – | 496,845 | – | 0.16% | – |
| INT | New | WORLD FUEL SVCS CORP | $5,296,000 | – | 205,590 | – | 0.16% | – |
| GD | New | GENERAL DYNAMICS CORP | $5,171,000 | – | 34,597 | – | 0.16% | – |
| UHAL | New | AMERCO | $4,939,000 | – | 16,346 | – | 0.15% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $4,708,000 | – | 531,352 | – | 0.14% | – |
| CSCO | New | CISCO SYS INC | $4,677,000 | – | 100,282 | – | 0.14% | – |
| ALEX | New | ALEXANDER & BALDWIN INC NEW | $4,621,000 | – | 379,117 | – | 0.14% | – |
| JPM | New | JPMORGAN CHASE & CO | $4,476,000 | – | 47,580 | – | 0.14% | – |
| ORI | New | OLD REP INTL CORP | $4,228,000 | – | 259,201 | – | 0.13% | – |
| KLIC | New | KULICKE & SOFFA INDS INC | $4,159,000 | – | 199,677 | – | 0.13% | – |
| CNHI | New | CNH INDL N V | $3,547,000 | – | 504,494 | – | 0.11% | – |
| WHR | New | WHIRLPOOL CORP | $3,205,000 | – | 24,740 | – | 0.10% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $3,223,000 | – | 94,393 | – | 0.10% | – |
| PEP | New | PEPSICO INC | $3,133,000 | – | 23,688 | – | 0.10% | – |
| AMGN | New | AMGEN INC | $3,042,000 | – | 12,897 | – | 0.09% | – |
| STNG | New | SCORPIO TANKERS INC | $3,028,000 | – | 236,355 | – | 0.09% | – |
| WLK | New | WESTLAKE CHEM CORP | $2,932,000 | – | 54,656 | – | 0.09% | – |
| FOX | New | FOX CORP | $2,763,000 | – | 102,909 | – | 0.08% | – |
| MDC | New | M D C HLDGS INC | $2,743,000 | – | 76,813 | – | 0.08% | – |
| SWIR | New | SIERRA WIRELESS INC | $2,556,000 | – | 284,578 | – | 0.08% | – |
| TIF | New | TIFFANY & CO NEW | $2,517,000 | – | 20,637 | – | 0.08% | – |
| DSSI | New | DIAMOND S SHIPPING INC | $2,399,000 | – | 300,238 | – | 0.07% | – |
| ALE | New | ALLETE INC | $2,393,000 | – | 43,815 | – | 0.07% | – |
| GILD | New | GILEAD SCIENCES INC | $2,287,000 | – | 29,729 | – | 0.07% | – |
| L | New | LOEWS CORP | $2,224,000 | – | 64,864 | – | 0.07% | – |
| CBD | New | COMPANHIA BRASILEIRA DE DISTsponsored adr | $2,085,000 | – | 159,528 | – | 0.06% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $1,809,000 | – | 142,516 | – | 0.06% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $1,776,000 | – | 31,291 | – | 0.05% | – |
| OMI | New | OWENS & MINOR INC NEW | $1,515,000 | – | 198,788 | – | 0.05% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $1,422,000 | – | 12,018 | – | 0.04% | – |
| PINC | New | PREMIER INCcl a | $1,387,000 | – | 40,457 | – | 0.04% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $1,378,000 | – | 41,665 | – | 0.04% | – |
| FFIV | New | F5 NETWORKS INC | $1,353,000 | – | 9,695 | – | 0.04% | – |
| ON | New | ON SEMICONDUCTOR CORP | $1,330,000 | – | 67,073 | – | 0.04% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $1,324,000 | – | 6,518 | – | 0.04% | – |
| TKC | New | TURKCELL ILETISIM HIZMETLERIspon adr new | $1,304,000 | – | 226,462 | – | 0.04% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $1,196,000 | – | 69,698 | – | 0.04% | – |
| REVG | New | REV GROUP INC | $1,147,000 | – | 187,970 | – | 0.04% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC | $1,154,000 | – | 45,743 | – | 0.04% | – |
| SQM | New | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $1,078,000 | – | 41,350 | – | 0.03% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $1,093,000 | – | 9,597 | – | 0.03% | – |
| AVNW | New | AVIAT NETWORKS INC | $976,000 | – | 53,495 | – | 0.03% | – |
| ACWX | New | ISHARES TRmsci acwi ex us | $822,000 | – | 19,021 | – | 0.02% | – |
| MD | New | MEDNAX INC | $769,000 | – | 44,981 | – | 0.02% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $689,000 | – | 776 | – | 0.02% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $609,000 | – | 6,970 | – | 0.02% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $633,000 | – | 40,848 | – | 0.02% | – |
| SCHL | New | SCHOLASTIC CORP | $540,000 | – | 18,026 | – | 0.02% | – |
| ARW | New | ARROW ELECTRS INC | $531,000 | – | 7,726 | – | 0.02% | – |
| SXT | New | SENSIENT TECHNOLOGIES CORP | $446,000 | – | 8,548 | – | 0.01% | – |
| IBA | New | INDUSTRIAS BACHOCO S A B DEspon adr b | $416,000 | – | 11,833 | – | 0.01% | – |
| TOL | New | TOLL BROTHERS INC | $392,000 | – | 12,021 | – | 0.01% | – |
| GHM | New | GRAHAM CORP | $401,000 | – | 31,511 | – | 0.01% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $392,000 | – | 14,928 | – | 0.01% | – |
| EQC | New | EQUITY COMWLTH | $354,000 | – | 11,004 | – | 0.01% | – |
| ANAT | New | AMERICAN NATL INS CO | $314,000 | – | 4,362 | – | 0.01% | – |
| HOG | New | HARLEY DAVIDSON INC | $336,000 | – | 14,132 | – | 0.01% | – |
| EGRX | New | EAGLE PHARMACEUTICALS INC | $340,000 | – | 7,091 | – | 0.01% | – |
| RGP | New | RESOURCES CONNECTION INC | $328,000 | – | 27,405 | – | 0.01% | – |
| CTB | New | COOPER TIRE & RUBR CO | $280,000 | – | 10,131 | – | 0.01% | – |
| HP | New | HELMERICH & PAYNE INC | $248,000 | – | 12,737 | – | 0.01% | – |
| GBX | New | GREENBRIER COS INC | $268,000 | – | 11,799 | – | 0.01% | – |
| CALM | New | CAL MAINE FOODS INC | $222,000 | – | 4,983 | – | 0.01% | – |
| NRIM | New | NORTHRIM BANCORP INC | $217,000 | – | 8,625 | – | 0.01% | – |
| KELYA | New | KELLY SVCS INCcl a | $243,000 | – | 15,371 | – | 0.01% | – |
| FSTR | New | FOSTER L B CO | $221,000 | – | 17,320 | – | 0.01% | – |
| ORN | New | ORION GROUP HOLDINGS INC | $190,000 | – | 60,621 | – | 0.01% | – |
| AAN | New | AARONS INC | $209,000 | – | 4,596 | – | 0.01% | – |
| EBMT | New | EAGLE BANCORP MONT INC | $200,000 | – | 11,521 | – | 0.01% | – |
| SAFM | New | SANDERSON FARMS INC | $209,000 | – | 1,807 | – | 0.01% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $161,000 | – | 12,473 | – | 0.01% | – |
| DGII | New | DIGI INTL INC | $155,000 | – | 13,284 | – | 0.01% | – |
| HWCC | New | HOUSTON WIRE & CABLE CO | $96,000 | – | 40,818 | – | 0.00% | – |
| IVC | New | INVACARE CORP | $89,000 | – | 13,908 | – | 0.00% | – |
| EEM | New | ISHARES TRmsci emg mkt etf | $96,000 | – | 2,391 | – | 0.00% | – |
| GTE | New | GRAN TIERRA ENERGY INC | $76,000 | – | 220,444 | – | 0.00% | – |
| ARLO | New | ARLO TECHNOLOGIES INC | $53,000 | – | 20,735 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ARLO | Exit | ARLO TECHNOLOGIES INC | $0 | – | -19,679 | – | -0.00% | – |
| CSS | Exit | CSS INDS INC | $0 | – | -24,769 | – | -0.00% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -15,479 | – | -0.00% | – |
| HWCC | Exit | HOUSTON WIRE & CABLE CO | $0 | – | -34,460 | – | -0.00% | – |
| EBMT | Exit | EAGLE BANCORP MONT INC | $0 | – | -10,462 | – | -0.01% | – |
| ORN | Exit | ORION GROUP HOLDINGS INC | $0 | – | -54,421 | – | -0.01% | – |
| HURC | Exit | HURCO COMPANIES INC | $0 | – | -6,780 | – | -0.01% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -6,332 | – | -0.01% | – |
| DGII | Exit | DIGI INTL INC | $0 | – | -20,261 | – | -0.01% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -6,804 | – | -0.01% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -220,444 | – | -0.01% | – |
| ISCA | Exit | INTERNATIONAL SPEEDWAY CORPcl a | $0 | – | -5,776 | – | -0.01% | – |
| EGRX | Exit | EAGLE PHARMACEUTICALS INC | $0 | – | -5,131 | – | -0.01% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -16,549 | – | -0.01% | – |
| SXT | Exit | SENSIENT TECHNOLOGIES CORP | $0 | – | -3,780 | – | -0.01% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -6,285 | – | -0.01% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -24,405 | – | -0.01% | – |
| ACWI | Exit | ISHARES TRmsci acwi etf | $0 | – | -4,391 | – | -0.01% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -8,003 | – | -0.01% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -11,089 | – | -0.01% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -15,962 | – | -0.01% | – |
| ANAT | Exit | AMERICAN NATL INS CO | $0 | – | -2,701 | – | -0.01% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -4,190 | – | -0.01% | – |
| SENEA | Exit | SENECA FOODS CORP NEWcl a | $0 | – | -14,254 | – | -0.01% | – |
| PINC | Exit | PREMIER INCcl a | $0 | – | -15,376 | – | -0.01% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -1,909 | – | -0.01% | – |
| VSM | Exit | VERSUM MATLS INC | $0 | – | -11,805 | – | -0.02% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -10,274 | – | -0.02% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -20,600 | – | -0.02% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -5,375 | – | -0.02% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -912 | – | -0.02% | – |
| MD | Exit | MEDNAX INC | $0 | – | -49,620 | – | -0.03% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -11,158 | – | -0.03% | – |
| LB | Exit | L BRANDS INC | $0 | – | -61,817 | – | -0.03% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -80,115 | – | -0.04% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -38,882 | – | -0.05% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -43,180 | – | -0.05% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETLERIspon adr new | $0 | – | -359,172 | – | -0.05% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -42,970 | – | -0.06% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -384,057 | – | -0.06% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC NE | $0 | – | -42,827 | – | -0.06% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -216,407 | – | -0.06% | – |
| TX | Exit | TERNIUM SAsponsored ads | $0 | – | -121,600 | – | -0.06% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -1,751,420 | – | -0.06% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $0 | – | -143,597 | – | -0.07% | – |
| FOX | Exit | FOX CORP | $0 | – | -91,054 | – | -0.07% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -23,913 | – | -0.08% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -21,952 | – | -0.08% | – |
| ACWX | Exit | ISHARES TRmsci acwi ex us | $0 | – | -74,193 | – | -0.09% | – |
| L | Exit | LOEWS CORP | $0 | – | -77,872 | – | -0.10% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -22,467 | – | -0.11% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -28,917 | – | -0.12% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -108,044 | – | -0.12% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -79,855 | – | -0.13% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -55,065 | – | -0.14% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -109,998 | – | -0.14% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -53,551 | – | -0.16% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -52,923 | – | -0.18% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -128,813 | – | -0.18% | – |
| TIAIY | Exit | TELECOM ITALIA S P A NEWspon adr svgs | $0 | – | -1,319,265 | – | -0.18% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -306,756 | – | -0.19% | – |
| UHAL | Exit | AMERCO | $0 | – | -19,485 | – | -0.20% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -125,836 | – | -0.20% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -7,313 | – | -0.23% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -210,284 | – | -0.23% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -237,488 | – | -0.24% | – |
| BBT | Exit | BB&T CORP | $0 | – | -198,351 | – | -0.27% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -135,792 | – | -0.28% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -79,512 | – | -0.28% | – |
| PDLI | Exit | PDL BIOPHARMA INC | $0 | – | -5,465,156 | – | -0.30% | – |
| AVT | Exit | AVNET INC | $0 | – | -266,500 | – | -0.31% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -265,850 | – | -0.32% | – |
| ZTO | Exit | ZTO EXPRESS CAYMAN INCsponsored ads a | $0 | – | -634,489 | – | -0.35% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -1,186,359 | – | -0.40% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -236,225 | – | -0.40% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -1,058,963 | – | -0.41% | – |
| AEG | Exit | AEGON N V | $0 | – | -3,870,335 | – | -0.41% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -495,873 | – | -0.45% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -467,093 | – | -0.46% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -1,530,104 | – | -0.51% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -1,321,560 | – | -0.53% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -2,995,153 | – | -0.57% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -297,113 | – | -0.61% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored ads | $0 | – | -4,816,017 | – | -0.63% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -964,066 | – | -0.65% | – |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -4,477,482 | – | -0.65% | – |
| AVDL | Exit | AVADEL PHARMACEUTICALS PLCsponsored adr | $0 | – | -6,182,836 | – | -0.66% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -4,354,072 | – | -0.68% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -3,615,297 | – | -0.70% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -873,927 | – | -0.73% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -825,530 | – | -0.73% | – |
| TTE | Exit | TOTAL S Asponsored ads | $0 | – | -566,805 | – | -0.76% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -3,642,998 | – | -0.76% | – |
| ENIC | Exit | ENEL CHILE S Asponsored adr | $0 | – | -7,034,306 | – | -0.77% | – |
| TAK | Exit | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $0 | – | -1,843,235 | – | -0.82% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -271,151 | – | -0.83% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -716,687 | – | -0.84% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -876,162 | – | -0.86% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -240,255 | – | -0.86% | – |
| JOE | Exit | ST JOE CO | $0 | – | -2,027,198 | – | -0.90% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -1,088,094 | – | -0.91% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -1,394,627 | – | -0.94% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -7,219,542 | – | -0.94% | – |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -2,134,634 | – | -1.02% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -286,269 | – | -1.02% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -952,654 | – | -1.02% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -684,746 | – | -1.11% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -3,518,809 | – | -1.11% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -3,889,779 | – | -1.14% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -1,449,390 | – | -1.14% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -294,666 | – | -1.16% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -3,409,765 | – | -1.16% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -389,453 | – | -1.21% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -813,329 | – | -1.33% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -2,753,493 | – | -1.34% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -9,166,520 | – | -1.38% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -553,575 | – | -1.41% | – |
| STT | Exit | STATE STR CORP | $0 | – | -936,533 | – | -1.43% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -408,145 | – | -1.48% | – |
| Exit | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $0 | – | -8,116,299 | – | -1.56% | – | |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -371,688 | – | -1.61% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -947,082 | – | -1.64% | – |
| FLEX | Exit | FLEX LTDord | $0 | – | -6,383,801 | – | -1.73% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -1,612,195 | – | -1.78% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -1,591,341 | – | -1.86% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -1,358,419 | – | -1.96% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -8,589,460 | – | -2.05% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -1,830,929 | – | -2.19% | – |
| PFE | Exit | PFIZER INC | $0 | – | -2,391,062 | – | -2.22% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -2,975,765 | – | -2.24% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -1,863,802 | – | -2.27% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -1,787,920 | – | -2.33% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -715,339 | – | -2.53% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -1,198,069 | – | -2.61% | – |
| C | Exit | CITIGROUP INC | $0 | – | -1,879,412 | – | -3.36% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -1,245,368 | – | -3.51% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -73,194,116 | – | -7.43% | – |
| ERJ | Exit | EMBRAER S Asponsored ads | $0 | – | -19,877,794 | – | -8.96% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | Sell | EMBRAER S Asponsored ads | $346,429,000 | -14.9% | 19,877,794 | -0.7% | 8.96% | -1.3% |
| CX | Buy | CEMEX SAB DE CVspon adr new | $287,549,000 | +6.0% | 73,194,116 | +14.6% | 7.43% | +23.1% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $135,895,000 | -2.7% | 1,245,368 | -12.9% | 3.51% | +13.0% |
| C | Sell | CITIGROUP INC | $129,830,000 | -6.3% | 1,879,412 | -5.0% | 3.36% | +8.8% |
| MRK | Sell | MERCK & CO INC | $100,853,000 | -8.7% | 1,198,069 | -9.1% | 2.61% | +6.0% |
| MCK | Sell | MCKESSON CORP | $97,758,000 | -1.5% | 715,339 | -3.2% | 2.53% | +14.3% |
| WFC | Sell | WELLS FARGO CO NEW | $90,183,000 | +3.2% | 1,787,920 | -3.2% | 2.33% | +19.8% |
| CAH | Sell | CARDINAL HEALTH INC | $87,952,000 | -2.3% | 1,863,802 | -2.5% | 2.27% | +13.5% |
| BAC | Sell | BANK AMER CORP | $86,802,000 | -4.9% | 2,975,765 | -5.4% | 2.24% | +10.4% |
| PFE | Sell | PFIZER INC | $85,912,000 | -20.9% | 2,391,062 | -4.6% | 2.22% | -8.2% |
| SNY | Sell | SANOFIsponsored adr | $84,827,000 | -6.2% | 1,830,929 | -12.4% | 2.19% | +8.9% |
| YPF | Sell | YPF SOCIEDAD ANONIMAspon adr cl d | $79,453,000 | -49.3% | 8,589,460 | -0.3% | 2.05% | -41.2% |
| AIG | Sell | AMERICAN INTL GROUP INC | $75,663,000 | -2.2% | 1,358,419 | -6.4% | 1.96% | +13.6% |
| BK | Sell | BANK NEW YORK MELLON CORP | $71,944,000 | -2.0% | 1,591,341 | -4.3% | 1.86% | +13.8% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $68,808,000 | -7.3% | 1,612,195 | -13.1% | 1.78% | +7.6% |
| FLEX | Sell | FLEX LTDord | $66,807,000 | -14.8% | 6,383,801 | -22.1% | 1.73% | -1.1% |
| EMR | Sell | EMERSON ELEC CO | $63,322,000 | -3.1% | 947,082 | -3.3% | 1.64% | +12.5% |
| LH | Sell | LABORATORY CORP AMER HLDGS | $62,443,000 | -7.1% | 371,688 | -4.4% | 1.61% | +7.8% |
| Sell | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $60,548,000 | -6.6% | 8,116,299 | -0.2% | 1.56% | +8.4% | |
| PNC | Sell | PNC FINL SVCS GROUP INC | $57,206,000 | -1.9% | 408,145 | -3.9% | 1.48% | +13.9% |
| STT | Sell | STATE STR CORP | $55,434,000 | +2.9% | 936,533 | -2.5% | 1.43% | +19.5% |
| CPA | Sell | COPA HOLDINGS SAcl a | $54,666,000 | -43.2% | 553,575 | -43.9% | 1.41% | -34.1% |
| AGRO | Buy | ADECOAGRO S A | $53,440,000 | -11.4% | 9,166,520 | +8.6% | 1.38% | +2.8% |
| HAL | Buy | HALLIBURTON CO | $51,904,000 | +45.6% | 2,753,493 | +75.7% | 1.34% | +69.0% |
| CVS | Buy | CVS HEALTH CORP | $51,297,000 | +24.3% | 813,329 | +7.4% | 1.33% | +44.3% |
| HCA | Sell | HCA HEALTHCARE INC | $46,898,000 | -13.9% | 389,453 | -3.4% | 1.21% | -0.1% |
| VIV | Sell | TELEFONICA BRASIL SAsponsored adr | $44,907,000 | -26.0% | 3,409,765 | -26.9% | 1.16% | -14.1% |
| CI | Buy | CIGNA CORP NEW | $44,727,000 | +3.6% | 294,666 | +7.5% | 1.16% | +20.2% |
| E | Sell | ENI S P Asponsored adr | $44,192,000 | -17.3% | 1,449,390 | -10.4% | 1.14% | -4.0% |
| UBS | Sell | UBS GROUP AG | $43,993,000 | -82.1% | 3,889,779 | -81.3% | 1.14% | -79.3% |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $42,965,000 | -8.0% | 3,518,809 | -9.9% | 1.11% | +6.7% |
| WPP | Sell | WPP PLC NEWadr | $42,858,000 | -16.3% | 684,746 | -15.9% | 1.11% | -2.9% |
| CHL | Sell | CHINA MOBILE LIMITEDsponsored adr | $39,440,000 | -16.5% | 952,654 | -8.6% | 1.02% | -3.0% |
| JEF | Sell | JEFFERIES FINL GROUP INC | $39,277,000 | -8.4% | 2,134,634 | -4.3% | 1.02% | +6.3% |
| PEP | Sell | PEPSICO INC | $39,248,000 | -0.3% | 286,269 | -4.7% | 1.02% | +15.7% |
| NOK | Sell | NOKIA CORPsponsored adr | $36,531,000 | -8.8% | 7,219,542 | -9.7% | 0.94% | +5.8% |
| HMC | Sell | HONDA MOTOR LTD | $36,372,000 | -9.2% | 1,394,627 | -10.1% | 0.94% | +5.4% |
| EPC | Buy | EDGEWELL PERS CARE CO | $35,352,000 | +25.6% | 1,088,094 | +4.2% | 0.91% | +45.8% |
| JOE | Sell | ST JOE CO | $34,726,000 | -3.0% | 2,027,198 | -2.1% | 0.90% | +12.7% |
| MSFT | Sell | MICROSOFT CORP | $33,403,000 | -18.9% | 240,255 | -21.9% | 0.86% | -6.0% |
| BP | Sell | BP PLCsponsored adr | $33,285,000 | -18.4% | 876,162 | -10.5% | 0.86% | -5.4% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $32,308,000 | +4.9% | 716,687 | -1.7% | 0.84% | +21.7% |
| CVX | Sell | CHEVRON CORP NEW | $32,158,000 | -5.5% | 271,151 | -0.8% | 0.83% | +9.6% |
| TAK | Buy | TAKEDA PHARMACEUTICAL CO LTDsponsored ads | $31,704,000 | +33.3% | 1,843,235 | +37.2% | 0.82% | +54.7% |
| ENIC | Buy | ENEL CHILE S Asponsored adr | $29,614,000 | -4.2% | 7,034,306 | +8.8% | 0.77% | +11.3% |
| MBT | Sell | MOBILE TELESYSTEMS PJSCsponsored adr | $29,509,000 | -15.7% | 3,642,998 | -3.1% | 0.76% | -2.1% |
| TTE | Buy | TOTAL S Asponsored ads | $29,474,000 | +1.3% | 566,805 | +8.7% | 0.76% | +17.6% |
| CRH | Sell | CRH PLCadr | $28,365,000 | -7.2% | 825,530 | -11.5% | 0.73% | +7.8% |
| NTGR | Buy | NETGEAR INC | $28,158,000 | +61.7% | 873,927 | +26.9% | 0.73% | +87.6% |
| CLS | Sell | CELESTICA INC | $26,880,000 | -1.5% | 3,615,297 | -6.4% | 0.70% | +14.3% |
| BGGSQ | Sell | BRIGGS & STRATTON CORP | $26,385,000 | -40.9% | 4,354,072 | -0.2% | 0.68% | -31.5% |
| AVDL | Sell | AVADEL PHARMACEUTICALS PLCsponsored adr | $25,721,000 | +31.2% | 6,182,836 | -8.9% | 0.66% | +52.2% |
| TIIAY | Sell | TELECOM ITALIA S P A NEWspon adr ord | $25,208,000 | -10.0% | 4,477,482 | -11.6% | 0.65% | +4.5% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $25,007,000 | -30.6% | 964,066 | -43.9% | 0.65% | -19.6% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored ads | $24,465,000 | -4.5% | 4,816,017 | -10.7% | 0.63% | +10.9% |
| UTHR | Buy | UNITED THERAPEUTICS CORP DEL | $23,695,000 | +36.6% | 297,113 | +33.7% | 0.61% | +58.8% |
| BCS | Sell | BARCLAYS PLCadr | $21,984,000 | -13.0% | 2,995,153 | -9.8% | 0.57% | +0.9% |
| ORAN | Sell | ORANGEsponsored adr | $20,577,000 | -13.2% | 1,321,560 | -12.4% | 0.53% | +0.8% |
| CYD | Buy | CHINA YUCHAI INTL LTD | $19,815,000 | -6.6% | 1,530,104 | +8.1% | 0.51% | +8.5% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $17,876,000 | -17.6% | 467,093 | -10.1% | 0.46% | -4.3% |
| SHG | Sell | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $17,351,000 | -17.2% | 495,873 | -7.9% | 0.45% | -3.6% |
| AEG | Sell | AEGON N V | $15,984,000 | -25.1% | 3,870,335 | -10.3% | 0.41% | -13.1% |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $15,736,000 | -2.1% | 1,058,963 | -4.1% | 0.41% | +13.7% |
| DOX | Sell | AMDOCS LTD | $15,617,000 | +1.4% | 236,225 | -4.7% | 0.40% | +17.8% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $15,589,000 | -14.3% | 1,186,359 | -7.3% | 0.40% | -0.5% |
| ZTO | Buy | ZTO EXPRESS CAYMAN INCsponsored ads a | $13,534,000 | +67.2% | 634,489 | +49.8% | 0.35% | +94.4% |
| PKX | Sell | POSCOsponsored adr | $12,537,000 | -13.2% | 265,850 | -2.3% | 0.32% | +0.6% |
| AVT | Sell | AVNET INC | $11,856,000 | -8.6% | 266,500 | -7.0% | 0.31% | +5.9% |
| PDLI | Buy | PDL BIOPHARMA INC | $11,805,000 | -9.9% | 5,465,156 | +31.0% | 0.30% | +4.5% |
| TM | Sell | TOYOTA MOTOR CORP | $10,694,000 | -3.8% | 79,512 | -11.3% | 0.28% | +11.7% |
| OMC | Sell | OMNICOM GROUP INC | $10,633,000 | -8.7% | 135,792 | -4.4% | 0.28% | +6.2% |
| BBT | Sell | BB&T CORP | $10,587,000 | +3.0% | 198,351 | -5.2% | 0.27% | +19.7% |
| INT | Sell | WORLD FUEL SVCS CORP | $9,485,000 | -58.7% | 237,488 | -62.8% | 0.24% | -52.1% |
| MDC | Sell | M D C HLDGS INC | $9,063,000 | +18.0% | 210,284 | -10.3% | 0.23% | +36.8% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $8,915,000 | +7.4% | 7,313 | -4.8% | 0.23% | +24.3% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $7,584,000 | -9.0% | 125,836 | -4.3% | 0.20% | +5.4% |
| UHAL | Sell | AMERCO | $7,601,000 | -1.3% | 19,485 | -4.2% | 0.20% | +14.6% |
| ORI | Sell | OLD REP INTL CORP | $7,230,000 | -2.3% | 306,756 | -7.3% | 0.19% | +13.3% |
| TIAIY | Sell | TELECOM ITALIA S P A NEWspon adr svgs | $7,137,000 | -5.7% | 1,319,265 | -10.4% | 0.18% | +8.9% |
| ORCL | Sell | ORACLE CORP | $7,089,000 | -23.7% | 128,813 | -21.0% | 0.18% | -11.6% |
| JNJ | Sell | JOHNSON & JOHNSON | $6,847,000 | -10.9% | 52,923 | -4.1% | 0.18% | +3.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $6,302,000 | -0.2% | 53,551 | -5.2% | 0.16% | +15.6% |
| AMAT | Sell | APPLIED MATLS INC | $5,489,000 | +6.1% | 109,998 | -4.5% | 0.14% | +23.5% |
| TARO | Sell | TARO PHARMACEUTICAL INDS LTD | $5,469,000 | -12.7% | 55,065 | -1.5% | 0.14% | +1.4% |
| GILD | Sell | GILEAD SCIENCES INC | $5,061,000 | -10.0% | 79,855 | -4.0% | 0.13% | +4.8% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $4,742,000 | +1.5% | 108,044 | -4.4% | 0.12% | +18.3% |
| WHR | Sell | WHIRLPOOL CORP | $4,579,000 | +7.1% | 28,917 | -3.7% | 0.12% | +24.2% |
| AMGN | Sell | AMGEN INC | $4,348,000 | +0.1% | 22,467 | -4.7% | 0.11% | +15.5% |
| L | Sell | LOEWS CORP | $4,010,000 | -10.1% | 77,872 | -4.5% | 0.10% | +5.1% |
| ACWX | New | ISHARES TRmsci acwi ex us | $3,417,000 | – | 74,193 | – | 0.09% | – |
| FDX | Buy | FEDEX CORP | $3,196,000 | -11.2% | 21,952 | +0.1% | 0.08% | +3.8% |
| MHK | Sell | MOHAWK INDS INC | $2,967,000 | -17.6% | 23,913 | -2.0% | 0.08% | -3.8% |
| FOX | Sell | FOX CORP | $2,871,000 | -17.2% | 91,054 | -4.1% | 0.07% | -3.9% |
| CBD | Sell | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $2,761,000 | -35.6% | 143,597 | -18.0% | 0.07% | -25.3% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $2,469,000 | -28.3% | 1,751,420 | -0.8% | 0.06% | -16.9% |
| TX | New | TERNIUM SAsponsored ads | $2,334,000 | – | 121,600 | – | 0.06% | – |
| SWIR | Sell | SIERRA WIRELESS INC | $2,315,000 | -94.9% | 216,407 | -94.2% | 0.06% | -94.0% |
| SPB | New | SPECTRUM BRANDS HLDGS INC NE | $2,257,000 | – | 42,827 | – | 0.06% | – |
| OMI | Sell | OWENS & MINOR INC NEW | $2,231,000 | +77.8% | 384,057 | -2.1% | 0.06% | +107.1% |
| CSCO | Sell | CISCO SYS INC | $2,124,000 | -13.6% | 42,970 | -4.3% | 0.06% | 0.0% |
| TKC | Sell | TURKCELL ILETISIM HIZMETLERIspon adr new | $2,076,000 | +2.8% | 359,172 | -2.5% | 0.05% | +20.0% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $2,007,000 | +15.5% | 43,180 | -2.6% | 0.05% | +33.3% |
| PTR | Buy | PETROCHINA CO LTDsponsored adr | $1,976,000 | +11.0% | 38,882 | +20.3% | 0.05% | +27.5% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $1,728,000 | -7.3% | 80,115 | -2.9% | 0.04% | +7.1% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $1,194,000 | +0.3% | 11,158 | -4.6% | 0.03% | +14.8% |
| LB | Sell | L BRANDS INC | $1,211,000 | -29.2% | 61,817 | -5.6% | 0.03% | -18.4% |
| MD | Buy | MEDNAX INC | $1,123,000 | -10.3% | 49,620 | +0.0% | 0.03% | +3.6% |
| WTM | Sell | WHITE MTNS INS GROUP LTD | $985,000 | -8.6% | 912 | -13.6% | 0.02% | +4.2% |
| MSTR | Sell | MICROSTRATEGY INCcl a new | $797,000 | -4.3% | 5,375 | -7.6% | 0.02% | +10.5% |
| ARW | Sell | ARROW ELECTRS INC | $766,000 | -11.1% | 10,274 | -15.1% | 0.02% | +5.3% |
| SCHL | Sell | SCHOLASTIC CORP | $778,000 | -5.0% | 20,600 | -16.4% | 0.02% | +11.1% |
| VSM | New | VERSUM MATLS INC | $625,000 | – | 11,805 | – | 0.02% | – |
| NWLI | Sell | NATIONAL WESTN LIFE GROUP INcl a | $512,000 | -44.6% | 1,909 | -46.9% | 0.01% | -38.1% |
| PINC | New | PREMIER INCcl a | $445,000 | – | 15,376 | – | 0.01% | – |
| SENEA | Sell | SENECA FOODS CORP NEWcl a | $444,000 | -54.3% | 14,254 | -59.2% | 0.01% | -50.0% |
| NPK | New | NATIONAL PRESTO INDS INC | $373,000 | – | 4,190 | – | 0.01% | – |
| GBX | Sell | GREENBRIER COS INC | $334,000 | -12.1% | 11,089 | -11.4% | 0.01% | +12.5% |
| ANAT | Sell | AMERICAN NATL INS CO | $334,000 | -18.7% | 2,701 | -23.4% | 0.01% | 0.0% |
| PAHC | Buy | PHIBRO ANIMAL HEALTH CORP | $340,000 | +22.7% | 15,962 | +83.2% | 0.01% | +50.0% |
| TOL | Sell | TOLL BROTHERS INC | $329,000 | -11.3% | 8,003 | -21.1% | 0.01% | +12.5% |
| GTS | Buy | TRIPLE-S MGMT CORPcl b | $327,000 | -16.4% | 24,405 | +48.9% | 0.01% | -11.1% |
| ACWI | New | ISHARES TRmsci acwi etf | $324,000 | – | 4,391 | – | 0.01% | – |
| DGII | Sell | DIGI INTL INC | $276,000 | -51.0% | 20,261 | -54.4% | 0.01% | -46.2% |
| RGP | Sell | RESOURCES CONNECTION INC | $281,000 | -60.8% | 16,549 | -63.0% | 0.01% | -56.2% |
| NKSH | New | NATIONAL BANKSHARES INC VA | $252,000 | – | 6,285 | – | 0.01% | – |
| EEM | Sell | ISHARES TRmsci emg mkt etf | $278,000 | -35.2% | 6,804 | -32.0% | 0.01% | -30.0% |
| SXT | New | SENSIENT TECHNOLOGIES CORP | $259,000 | – | 3,780 | – | 0.01% | – |
| ISCA | Sell | INTERNATIONAL SPEEDWAY CORPcl a | $260,000 | -20.2% | 5,776 | -20.5% | 0.01% | 0.0% |
| GTE | Buy | GRAN TIERRA ENERGY INC | $276,000 | -1.4% | 220,444 | +25.3% | 0.01% | +16.7% |
| EGRX | Sell | EAGLE PHARMACEUTICALS INC | $290,000 | -29.6% | 5,131 | -30.6% | 0.01% | -22.2% |
| NRIM | Sell | NORTHRIM BANCORP INC | $251,000 | -21.3% | 6,332 | -29.1% | 0.01% | -14.3% |
| ORN | Sell | ORION GROUP HOLDINGS INC | $245,000 | -22.0% | 54,421 | -53.6% | 0.01% | -14.3% |
| HURC | New | HURCO COMPANIES INC | $218,000 | – | 6,780 | – | 0.01% | – |
| EBMT | New | EAGLE BANCORP MONT INC | $183,000 | – | 10,462 | – | 0.01% | – |
| HWCC | Sell | HOUSTON WIRE & CABLE CO | $163,000 | -56.5% | 34,460 | -51.8% | 0.00% | -50.0% |
| CSS | Sell | CSS INDS INC | $98,000 | -61.3% | 24,769 | -52.1% | 0.00% | -50.0% |
| IVC | Sell | INVACARE CORP | $116,000 | +6.4% | 15,479 | -26.3% | 0.00% | +50.0% |
| ARLO | Sell | ARLO TECHNOLOGIES INC | $67,000 | -28.7% | 19,679 | -16.1% | 0.00% | 0.0% |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARgenta sponsored adr | $0 | – | -24,675 | – | -0.00% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -8,820 | – | -0.00% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -5,100 | – | -0.01% | – |
| FOXA | Exit | FOX CORP | $0 | – | -5,840 | – | -0.01% | – |
| UTMD | Exit | UTAH MED PRODS INC | $0 | – | -2,468 | – | -0.01% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -4,886 | – | -0.01% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC | $0 | – | -10,458 | – | -0.01% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -8,476 | – | -0.01% | – |
| TRK | Exit | SPEEDWAY MOTORSPORTS INC | $0 | – | -11,693 | – | -0.01% | – |
| FHI | Exit | FEDERATED INVS INC PAcl b | $0 | – | -7,716 | – | -0.01% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -8,454 | – | -0.01% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -2,268 | – | -0.01% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -16,514 | – | -0.01% | – |
| OSB | Exit | NORBORD INC | $0 | – | -20,178 | – | -0.01% | – |
| EXFO | Exit | EXFO INC | $0 | – | -202,210 | – | -0.02% | – |
| APA | Exit | APACHE CORP | $0 | – | -799,500 | – | -0.52% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | New | EMBRAER S Asponsored ads | $407,221,000 | – | 20,024,471 | – | 9.07% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $271,232,000 | – | 63,869,750 | – | 6.04% | – |
| UBS | New | UBS GROUP AG | $246,436,000 | – | 20,796,325 | – | 5.49% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $156,825,000 | – | 8,612,028 | – | 3.49% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $139,604,000 | – | 1,430,215 | – | 3.11% | – |
| C | New | CITIGROUP INC | $138,499,000 | – | 1,977,706 | – | 3.08% | – |
| MRK | New | MERCK & CO INC | $110,474,000 | – | 1,317,523 | – | 2.46% | – |
| PFE | New | PFIZER INC | $108,601,000 | – | 2,506,950 | – | 2.42% | – |
| MCK | New | MCKESSON CORP | $99,288,000 | – | 738,801 | – | 2.21% | – |
| CPA | New | COPA HOLDINGS SAcl a | $96,299,000 | – | 986,970 | – | 2.14% | – |
| BAC | New | BANK AMER CORP | $91,231,000 | – | 3,145,911 | – | 2.03% | – |
| SNY | New | SANOFIsponsored adr | $90,401,000 | – | 2,089,234 | – | 2.01% | – |
| CAH | New | CARDINAL HEALTH INC | $90,006,000 | – | 1,910,960 | – | 2.00% | – |
| WFC | New | WELLS FARGO CO NEW | $87,375,000 | – | 1,846,486 | – | 1.95% | – |
| FLEX | New | FLEX LTDord | $78,400,000 | – | 8,192,301 | – | 1.75% | – |
| AIG | New | AMERICAN INTL GROUP INC | $77,343,000 | – | 1,451,649 | – | 1.72% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $74,206,000 | – | 1,854,212 | – | 1.65% | – |
| BK | New | BANK NEW YORK MELLON CO | $73,435,000 | – | 1,663,305 | – | 1.64% | – |
| LH | New | LABORATORY CORP AMER HL | $67,208,000 | – | 388,711 | – | 1.50% | – |
| EMR | New | EMERSON ELEC CO | $65,354,000 | – | 979,525 | – | 1.46% | – |
| New | GRUPO AVAL ACCIONES Y Valore sponsored ads | $64,848,000 | – | 8,136,485 | – | 1.44% | – | |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $60,692,000 | – | 4,661,438 | – | 1.35% | – |
| AGRO | New | ADECOAGRO S A | $60,289,000 | – | 8,443,859 | – | 1.34% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $58,292,000 | – | 424,614 | – | 1.30% | – |
| HCA | New | HCA HEALTHCARE INC | $54,473,000 | – | 403,000 | – | 1.21% | – |
| STT | New | STATE STR CORP | $53,850,000 | – | 960,572 | – | 1.20% | – |
| E | New | ENI S P Asponsored adr | $53,424,000 | – | 1,617,431 | – | 1.19% | – |
| WPP | New | WPP PLC NEWadr | $51,233,000 | – | 814,381 | – | 1.14% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $47,219,000 | – | 1,042,602 | – | 1.05% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $46,726,000 | – | 3,903,557 | – | 1.04% | – |
| SWIR | New | SIERRA WIRELESS INC | $45,234,000 | – | 3,744,487 | – | 1.01% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $44,675,000 | – | 4,362,808 | – | 1.00% | – |
| CI | New | CIGNA CORP NEW | $43,175,000 | – | 274,036 | – | 0.96% | – |
| JEF | New | JEFFERIES FINL GROUP INC | $42,887,000 | – | 2,230,165 | – | 0.96% | – |
| CVS | New | CVS HEALTH CORP | $41,277,000 | – | 757,518 | – | 0.92% | – |
| MSFT | New | MICROSOFT CORP | $41,208,000 | – | 307,611 | – | 0.92% | – |
| BP | New | BP PLCsponsored adr | $40,809,000 | – | 978,634 | – | 0.91% | – |
| HMC | New | HONDA MOTOR LTD | $40,066,000 | – | 1,550,539 | – | 0.89% | – |
| NOK | New | NOKIA CORPsponsored adr | $40,053,000 | – | 7,994,611 | – | 0.89% | – |
| PEP | New | PEPSICO INC | $39,375,000 | – | 300,271 | – | 0.88% | – |
| TMHC | New | TAYLOR MORRISON HOME CO | $36,037,000 | – | 1,719,308 | – | 0.80% | – |
| JOE | New | ST JOE CO | $35,785,000 | – | 2,070,872 | – | 0.80% | – |
| HAL | New | HALLIBURTON CO | $35,638,000 | – | 1,567,209 | – | 0.79% | – |
| MBT | New | MOBILE TELESYSTEMS PJSCsponsored adr | $34,996,000 | – | 3,758,896 | – | 0.78% | – |
| CVX | New | CHEVRON CORP NEW | $34,019,000 | – | 273,375 | – | 0.76% | – |
| ENIC | New | ENEL CHILE S Asponsored adr | $30,908,000 | – | 6,466,045 | – | 0.69% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $30,813,000 | – | 728,768 | – | 0.69% | – |
| CRH | New | CRH PLCadr | $30,552,000 | – | 932,882 | – | 0.68% | – |
| TTE | New | TOTAL S Asponsored ads | $29,086,000 | – | 521,348 | – | 0.65% | – |
| EPC | New | EDGEWELL PERS CARE CO | $28,139,000 | – | 1,044,137 | – | 0.63% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWspon adr ord | $28,014,000 | – | 5,065,852 | – | 0.62% | – |
| CLS | New | CELESTICA INC | $27,289,000 | – | 3,861,916 | – | 0.61% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROup in sponsored ads | $25,613,000 | – | 5,392,221 | – | 0.57% | – |
| BCS | New | BARCLAYS PLCadr | $25,267,000 | – | 3,320,264 | – | 0.56% | – |
| TAK | New | TAKEDA PHARMACEUTICAL Co ltd sponsored ads | $23,778,000 | – | 1,343,416 | – | 0.53% | – |
| ORAN | New | ORANGEsponsored adr | $23,718,000 | – | 1,508,757 | – | 0.53% | – |
| APA | New | APACHE CORP | $23,161,000 | – | 799,500 | – | 0.52% | – |
| INT | New | WORLD FUEL SVCS CORP | $22,966,000 | – | 638,656 | – | 0.51% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $21,685,000 | – | 519,517 | – | 0.48% | – |
| AEG | New | AEGON N V | $21,351,000 | – | 4,313,246 | – | 0.48% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $21,209,000 | – | 1,414,865 | – | 0.47% | – |
| SHG | New | SHINHAN FINANCIAL GROUPco l spn adr restrd | $20,944,000 | – | 538,678 | – | 0.47% | – |
| AVDL | New | AVADEL PHARMACEUTICALSplc sponsored adr | $19,608,000 | – | 6,784,790 | – | 0.44% | – |
| PBRA | New | PETROLEO BRASILEIRO SApetro sp adr non vtg | $18,181,000 | – | 1,280,362 | – | 0.40% | – |
| NTGR | New | NETGEAR INC | $17,414,000 | – | 688,571 | – | 0.39% | – |
| UTHR | New | UNITED THERAPEUTICS COR | $17,342,000 | – | 222,150 | – | 0.39% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $16,069,000 | – | 1,103,666 | – | 0.36% | – |
| DOX | New | AMDOCS LTD | $15,394,000 | – | 247,934 | – | 0.34% | – |
| PKX | New | POSCOsponsored adr | $14,438,000 | – | 272,108 | – | 0.32% | – |
| PDLI | New | PDL BIOPHARMA INC | $13,100,000 | – | 4,171,971 | – | 0.29% | – |
| AVT | New | AVNET INC | $12,977,000 | – | 286,650 | – | 0.29% | – |
| OMC | New | OMNICOM GROUP INC | $11,645,000 | – | 142,101 | – | 0.26% | – |
| TM | New | TOYOTA MOTOR CORP | $11,111,000 | – | 89,614 | – | 0.25% | – |
| BBT | New | BB&T CORP | $10,280,000 | – | 209,240 | – | 0.23% | – |
| ORCL | New | ORACLE CORP | $9,292,000 | – | 163,113 | – | 0.21% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOlutio cl a | $8,334,000 | – | 131,474 | – | 0.19% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $8,300,000 | – | 7,679 | – | 0.18% | – |
| ZTO | New | ZTO EXPRESS CAYMAN INCsponsored ads a | $8,096,000 | – | 423,432 | – | 0.18% | – |
| UHAL | New | AMERCO | $7,699,000 | – | 20,338 | – | 0.17% | – |
| JNJ | New | JOHNSON & JOHNSON | $7,684,000 | – | 55,167 | – | 0.17% | – |
| MDC | New | M D C HLDGS INC | $7,683,000 | – | 234,370 | – | 0.17% | – |
| TIAIY | New | TELECOM ITALIA S P A NEWspon adr svgs | $7,572,000 | – | 1,473,126 | – | 0.17% | – |
| ORI | New | OLD REP INTL CORP | $7,402,000 | – | 330,739 | – | 0.16% | – |
| JPM | New | JPMORGAN CHASE & CO | $6,314,000 | – | 56,473 | – | 0.14% | – |
| TARO | New | TARO PHARMACEUTICAL IND | $6,264,000 | – | 55,905 | – | 0.14% | – |
| GILD | New | GILEAD SCIENCES INC | $5,622,000 | – | 83,200 | – | 0.12% | – |
| AMAT | New | APPLIED MATLS INC | $5,173,000 | – | 115,208 | – | 0.12% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $4,670,000 | – | 113,037 | – | 0.10% | – |
| L | New | LOEWS CORP | $4,459,000 | – | 81,551 | – | 0.10% | – |
| AMGN | New | AMGEN INC | $4,343,000 | – | 23,568 | – | 0.10% | – |
| CBD | New | COMPANHIA BRASILEIRA DEdist spn adr pfd cl a | $4,287,000 | – | 175,126 | – | 0.10% | – |
| WHR | New | WHIRLPOOL CORP | $4,276,000 | – | 30,036 | – | 0.10% | – |
| FDX | New | FEDEX CORP | $3,599,000 | – | 21,922 | – | 0.08% | – |
| MHK | New | MOHAWK INDS INC | $3,599,000 | – | 24,404 | – | 0.08% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $3,442,000 | – | 1,765,505 | – | 0.08% | – |
| FOX | New | FOX CORP | $3,468,000 | – | 94,916 | – | 0.08% | – |
| CSCO | New | CISCO SYS INC | $2,458,000 | – | 44,921 | – | 0.06% | – |
| TKC | New | TURKCELL ILETISIM HIZMEtleri spon adr new | $2,020,000 | – | 368,559 | – | 0.04% | – |
| IPG | New | INTERPUBLIC GROUP COS I | $1,865,000 | – | 82,549 | – | 0.04% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $1,780,000 | – | 32,330 | – | 0.04% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFg ltd sponsored ads | $1,737,000 | – | 44,349 | – | 0.04% | – |
| LB | New | L BRANDS INC | $1,710,000 | – | 65,488 | – | 0.04% | – |
| MD | New | MEDNAX INC | $1,252,000 | – | 49,612 | – | 0.03% | – |
| OMI | New | OWENS & MINOR INC NEW | $1,255,000 | – | 392,368 | – | 0.03% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $1,191,000 | – | 11,695 | – | 0.03% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $1,078,000 | – | 1,055 | – | 0.02% | – |
| SENEA | New | SENECA FOODS CORP NEWcl a | $972,000 | – | 34,938 | – | 0.02% | – |
| NWLI | New | NATIONAL WESTN LIFE GROup in cl a | $925,000 | – | 3,598 | – | 0.02% | – |
| ARW | New | ARROW ELECTRS INC | $862,000 | – | 12,097 | – | 0.02% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $833,000 | – | 5,814 | – | 0.02% | – |
| SCHL | New | SCHOLASTIC CORP | $819,000 | – | 24,635 | – | 0.02% | – |
| EXFO | New | EXFO INC | $778,000 | – | 202,210 | – | 0.02% | – |
| RGP | New | RESOURCES CONNECTION INC | $716,000 | – | 44,715 | – | 0.02% | – |
| DGII | New | DIGI INTL INC | $563,000 | – | 44,436 | – | 0.01% | – |
| OSB | New | NORBORD INC | $501,000 | – | 20,178 | – | 0.01% | – |
| EEM | New | ISHARES TRmsci emg mkt etf | $429,000 | – | 10,003 | – | 0.01% | – |
| ANAT | New | AMERICAN NATL INS CO | $411,000 | – | 3,525 | – | 0.01% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $391,000 | – | 16,393 | – | 0.01% | – |
| EGRX | New | EAGLE PHARMACEUTICALS I | $412,000 | – | 7,393 | – | 0.01% | – |
| TOL | New | TOLL BROTHERS INC | $371,000 | – | 10,144 | – | 0.01% | – |
| GBX | New | GREENBRIER COS INC | $380,000 | – | 12,510 | – | 0.01% | – |
| HWCC | New | HOUSTON WIRE & CABLE CO | $375,000 | – | 71,512 | – | 0.01% | – |
| NRIM | New | NORTHRIM BANCORP INC | $319,000 | – | 8,932 | – | 0.01% | – |
| MFC | New | MANULIFE FINL CORP | $300,000 | – | 16,514 | – | 0.01% | – |
| ORN | New | ORION GROUP HOLDINGS INC | $314,000 | – | 117,230 | – | 0.01% | – |
| ISCA | New | INTERNATIONAL SPEEDWAYcorp cl a | $326,000 | – | 7,263 | – | 0.01% | – |
| GTE | New | GRAN TIERRA ENERGY INC | $280,000 | – | 175,956 | – | 0.01% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CO | $277,000 | – | 8,715 | – | 0.01% | – |
| PG | New | PROCTER AND GAMBLE CO | $249,000 | – | 2,268 | – | 0.01% | – |
| CTB | New | COOPER TIRE & RUBR CO | $267,000 | – | 8,454 | – | 0.01% | – |
| CSS | New | CSS INDS INC | $253,000 | – | 51,753 | – | 0.01% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $251,000 | – | 7,716 | – | 0.01% | – |
| ALEX | New | ALEXANDER & BALDWIN INC | $242,000 | – | 10,458 | – | 0.01% | – |
| AVA | New | AVISTA CORP | $218,000 | – | 4,886 | – | 0.01% | – |
| UTMD | New | UTAH MED PRODS INC | $236,000 | – | 2,468 | – | 0.01% | – |
| CALM | New | CAL MAINE FOODS INC | $213,000 | – | 5,100 | – | 0.01% | – |
| FOXA | New | FOX CORP | $214,000 | – | 5,840 | – | 0.01% | – |
| TRK | New | SPEEDWAY MOTORSPORTS INC | $217,000 | – | 11,693 | – | 0.01% | – |
| RCII | New | RENT A CTR INC NEW | $226,000 | – | 8,476 | – | 0.01% | – |
| PDCO | New | PATTERSON COMPANIES INC | $202,000 | – | 8,820 | – | 0.00% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARgenta sponsored adr | $137,000 | – | 24,675 | – | 0.00% | – |
| IVC | New | INVACARE CORP | $109,000 | – | 21,001 | – | 0.00% | – |
| ARLO | New | ARLO TECHNOLOGIES INC | $94,000 | – | 23,455 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NVLNF | Exit | NOVELION THERAPEUTICS INC | $0 | – | -34,828 | – | -0.00% | – |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $0 | – | -26,419 | – | -0.00% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -4,343 | – | -0.01% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -1,949 | – | -0.01% | – |
| EGRX | Exit | EAGLE PHARMACEUTICALS INC | $0 | – | -3,658 | – | -0.01% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -11,679 | – | -0.01% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -5,466 | – | -0.01% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -19,635 | – | -0.01% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -8,499 | – | -0.01% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -7,034 | – | -0.01% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -10,896 | – | -0.01% | – |
| EVTC | Exit | EVERTEC INC | $0 | – | -12,917 | – | -0.01% | – |
| TRK | Exit | SPEEDWAY MOTORSPORTS INC | $0 | – | -16,944 | – | -0.01% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -6,800 | – | -0.01% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -96,419 | – | -0.01% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -16,818 | – | -0.01% | – |
| MD | Exit | MEDNAX INC | $0 | – | -9,390 | – | -0.01% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -5,779 | – | -0.01% | – |
| ANAT | Exit | AMERICAN NATL INS CO | $0 | – | -3,352 | – | -0.01% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -22,828 | – | -0.01% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -466 | – | -0.01% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -22,671 | – | -0.01% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -8,348 | – | -0.01% | – |
| ACWX | Exit | ISHARES TRmsci acwi ex us | $0 | – | -12,402 | – | -0.01% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -1,908 | – | -0.01% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -14,219 | – | -0.01% | – |
| ORN | Exit | ORION GROUP HOLDINGS INC | $0 | – | -80,295 | – | -0.01% | – |
| HWCC | Exit | HOUSTON WIRE & CABLE CO | $0 | – | -86,367 | – | -0.02% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -14,587 | – | -0.02% | – |
| CSS | Exit | CSS INDS INC | $0 | – | -45,731 | – | -0.02% | – |
| DGII | Exit | DIGI INTL INC | $0 | – | -49,391 | – | -0.02% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -6,611 | – | -0.02% | – |
| CHKLQ | Exit | CHESAPEAKE ENERGY CORPpfd conv | $0 | – | -18,173 | – | -0.02% | – |
| SENEA | Exit | SENECA FOODS CORP NEWcl a | $0 | – | -34,931 | – | -0.03% | – |
| FHI | Exit | FEDERATED INVS INC PAcl b | $0 | – | -52,122 | – | -0.03% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETLERIspon adr new | $0 | – | -316,739 | – | -0.03% | – |
| LB | Exit | L BRANDS INC | $0 | – | -56,344 | – | -0.04% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -86,248 | – | -0.04% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -74,234 | – | -0.05% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -44,706 | – | -0.05% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -44,382 | – | -0.05% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -38,371 | – | -0.05% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -20,329 | – | -0.06% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -33,465 | – | -0.06% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -18,593 | – | -0.07% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -76,867 | – | -0.08% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP DEL | $0 | – | -28,764 | – | -0.08% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -107,772 | – | -0.08% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -49,200 | – | -0.09% | – |
| L | Exit | LOEWS CORP | $0 | – | -83,562 | – | -0.10% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -60,282 | – | -0.11% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -23,160 | – | -0.11% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -70,771 | – | -0.12% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -579,899 | – | -0.13% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -367,542 | – | -0.14% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -57,534 | – | -0.15% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -44,851 | – | -0.15% | – |
| UHAL | Exit | AMERCO | $0 | – | -19,411 | – | -0.16% | – |
| ELP | Exit | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $0 | – | -1,343,258 | – | -0.16% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -52,829 | – | -0.16% | – |
| FOX | Exit | TWENTY FIRST CENTY FOX INCcl b | $0 | – | -160,825 | – | -0.17% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -514,405 | – | -0.17% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $0 | – | -358,764 | – | -0.17% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -738,142 | – | -0.18% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -351,603 | – | -0.18% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -107,201 | – | -0.19% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -164,074 | – | -0.19% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -1,884,926 | – | -0.19% | – |
| FN | Exit | FABRINET | $0 | – | -193,564 | – | -0.20% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -52,417 | – | -0.21% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -810,554 | – | -0.21% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -7,799 | – | -0.21% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -325,363 | – | -0.22% | – |
| BBT | Exit | BB&T CORP | $0 | – | -200,903 | – | -0.22% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -145,479 | – | -0.22% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -150,630 | – | -0.22% | – |
| PDLI | Exit | PDL BIOPHARMA INC | $0 | – | -3,936,719 | – | -0.23% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -325,593 | – | -0.24% | – |
| AVT | Exit | AVNET INC | $0 | – | -285,678 | – | -0.29% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -110,456 | – | -0.31% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -76,860 | – | -0.32% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -882,440 | – | -0.32% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -907,455 | – | -0.35% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -264,903 | – | -0.40% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -2,280,462 | – | -0.45% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -2,420,268 | – | -0.47% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -352,905 | – | -0.51% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -516,204 | – | -0.51% | – |
| TIAIY | Exit | TELECOM ITALIA S P A NEWspon adr svgs | $0 | – | -4,243,207 | – | -0.52% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -573,793 | – | -0.52% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORPcl a | $0 | – | -1,290,037 | – | -0.53% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -1,493,060 | – | -0.56% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -703,900 | – | -0.56% | – |
| ENIC | Exit | ENEL CHILE S Asponsored adr | $0 | – | -5,198,008 | – | -0.59% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -222,666 | – | -0.62% | – |
| AVDL | Exit | AVADEL PHARMACEUTICALS PLCsponsored adr | $0 | – | -6,335,548 | – | -0.63% | – |
| JOE | Exit | ST JOE CO | $0 | – | -1,707,116 | – | -0.65% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -1,923,079 | – | -0.69% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -3,558,902 | – | -0.72% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -5,106,677 | – | -0.74% | – |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -5,711,477 | – | -0.77% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored ads | $0 | – | -5,728,701 | – | -0.80% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -1,331,014 | – | -0.83% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -3,324,891 | – | -0.84% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -343,973 | – | -0.87% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -869,544 | – | -0.91% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -360,050 | – | -0.93% | – |
| APA | Exit | APACHE CORP | $0 | – | -944,465 | – | -1.02% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -2,550,049 | – | -1.11% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -4,937,055 | – | -1.17% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -9,715,211 | – | -1.22% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -1,820,953 | – | -1.24% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -7,712,716 | – | -1.28% | – |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -2,608,995 | – | -1.29% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -3,914,903 | – | -1.32% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -1,286,525 | – | -1.34% | – |
| Exit | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $0 | – | -7,653,628 | – | -1.34% | – | |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -831,087 | – | -1.38% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -3,961,380 | – | -1.41% | – |
| STT | Exit | STATE STR CORP | $0 | – | -744,914 | – | -1.41% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -469,022 | – | -1.44% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -1,419,114 | – | -1.57% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -1,958,703 | – | -1.67% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -7,671,657 | – | -1.69% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -1,490,233 | – | -1.79% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -577,476 | – | -1.81% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -1,106,778 | – | -1.91% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -2,249,052 | – | -2.04% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -1,953,927 | – | -2.25% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -772,121 | – | -2.31% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -3,565,853 | – | -2.37% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -2,029,290 | – | -2.41% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -2,025,742 | – | -2.47% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -1,229,788 | – | -2.64% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -2,707,315 | – | -2.73% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -1,705,255 | – | -2.73% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -7,899,212 | – | -2.76% | – |
| PFE | Exit | PFIZER INC | $0 | – | -3,340,003 | – | -3.32% | – |
| C | Exit | CITIGROUP INC | $0 | – | -2,194,903 | – | -3.56% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -18,005,367 | – | -8.08% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -52,792,531 | – | -8.41% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CX | Sell | CEMEX SAB DE CVspon adr new | $372,450,000 | +5.4% | 52,792,531 | -1.8% | 8.41% | +5.6% |
| ERJ | Buy | EMBRAER S A | $357,686,000 | -12.2% | 18,005,367 | +11.5% | 8.08% | -12.0% |
| C | Sell | CITIGROUP INC | $157,462,000 | +5.6% | 2,194,903 | -1.5% | 3.56% | +5.8% |
| PFE | Sell | PFIZER INC | $147,194,000 | +18.5% | 3,340,003 | -2.4% | 3.32% | +18.8% |
| YPF | Buy | YPF SOCIEDAD ANONIMAspon adr cl d | $122,043,000 | +22.9% | 7,899,212 | +8.0% | 2.76% | +23.1% |
| MRK | Sell | MERCK & CO INC | $120,972,000 | +14.6% | 1,705,255 | -1.9% | 2.73% | +14.8% |
| SNY | Sell | SANOFIsponsored adr | $120,936,000 | +6.0% | 2,707,315 | -5.0% | 2.73% | +6.2% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $116,842,000 | +8.5% | 1,229,788 | -11.8% | 2.64% | +8.7% |
| CAH | Buy | CARDINAL HEALTH INC | $109,390,000 | +13.8% | 2,025,742 | +2.9% | 2.47% | +14.0% |
| WFC | Sell | WELLS FARGO CO NEW | $106,659,000 | -6.5% | 2,029,290 | -1.4% | 2.41% | -6.3% |
| BAC | Sell | BANK AMER CORP | $105,049,000 | +2.5% | 3,565,853 | -1.9% | 2.37% | +2.6% |
| MCK | Buy | MCKESSON CORP | $102,421,000 | +5.5% | 772,121 | +6.1% | 2.31% | +5.7% |
| BK | Sell | BANK NEW YORK MELLON CORP | $99,630,000 | -6.9% | 1,953,927 | -1.5% | 2.25% | -6.7% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $90,344,000 | -4.4% | 2,249,052 | -4.1% | 2.04% | -4.2% |
| EMR | Sell | EMERSON ELEC CO | $84,757,000 | +6.3% | 1,106,778 | -4.0% | 1.91% | +6.5% |
| HCA | Sell | HCA HEALTHCARE INC | $80,339,000 | +29.6% | 577,476 | -4.4% | 1.81% | +29.8% |
| AIG | Buy | AMERICAN INTL GROUP INC | $79,340,000 | +4.8% | 1,490,233 | +4.3% | 1.79% | +5.0% |
| VIV | Buy | TELEFONICA BRASIL SAsponsored adr | $74,645,000 | -13.1% | 7,671,657 | +6.0% | 1.69% | -12.9% |
| E | Sell | ENI S P Asponsored adr | $73,765,000 | -3.5% | 1,958,703 | -4.9% | 1.67% | -3.3% |
| CHL | Buy | CHINA MOBILE LIMITEDsponsored adr | $69,437,000 | +12.9% | 1,419,114 | +2.4% | 1.57% | +13.1% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $63,876,000 | -0.8% | 469,022 | -1.6% | 1.44% | -0.6% |
| STT | Buy | STATE STR CORP | $62,409,000 | -9.7% | 744,914 | +0.3% | 1.41% | -9.6% |
| UBS | Sell | UBS GROUP AG | $62,313,000 | -1.0% | 3,961,380 | -3.4% | 1.41% | -0.8% |
| WPP | Buy | WPP PLC NEWadr | $60,894,000 | -3.2% | 831,087 | +3.8% | 1.38% | -3.0% |
| Sell | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $59,392,000 | -8.7% | 7,653,628 | -2.5% | 1.34% | -8.6% | |
| BP | Sell | BP PLCsponsored adr | $59,309,000 | -3.6% | 1,286,525 | -4.5% | 1.34% | -3.5% |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $58,489,000 | -1.2% | 3,914,903 | -1.6% | 1.32% | -1.0% |
| JEF | Sell | JEFFERIES FINL GROUP INC | $57,294,000 | -4.7% | 2,608,995 | -1.3% | 1.29% | -4.5% |
| AGRO | Buy | ADECOAGRO S A | $56,688,000 | +63.3% | 7,712,716 | +76.7% | 1.28% | +63.7% |
| HMC | Sell | HONDA MOTOR LTD | $54,774,000 | +2.3% | 1,820,953 | -0.5% | 1.24% | +2.5% |
| NOK | Sell | NOKIA CORPsponsored adr | $54,211,000 | -6.0% | 9,715,211 | -3.1% | 1.22% | -5.8% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $51,642,000 | +8.2% | 4,937,055 | -8.5% | 1.17% | +8.5% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $49,037,000 | +10.1% | 2,550,049 | +0.8% | 1.11% | +10.3% |
| APA | Sell | APACHE CORP | $45,023,000 | -1.3% | 944,465 | -3.2% | 1.02% | -1.1% |
| MSFT | Sell | MICROSOFT CORP | $41,178,000 | -28.9% | 360,050 | -38.7% | 0.93% | -28.8% |
| EPC | Sell | EDGEWELL PERS CARE CO | $40,199,000 | -8.9% | 869,544 | -0.5% | 0.91% | -8.7% |
| PEP | Sell | PEPSICO INC | $38,456,000 | +1.7% | 343,973 | -1.0% | 0.87% | +1.9% |
| CLS | Sell | CELESTICA INC | $37,399,000 | -23.9% | 3,324,891 | -17.1% | 0.84% | -23.7% |
| INT | Sell | WORLD FUEL SVCS CORP | $36,842,000 | +27.7% | 1,331,014 | -5.8% | 0.83% | +28.0% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored ads | $35,461,000 | +6.8% | 5,728,701 | -2.5% | 0.80% | +7.1% |
| TIIAY | Buy | TELECOM ITALIA S P A NEWspon adr ord | $34,269,000 | -2.7% | 5,711,477 | +19.1% | 0.77% | -2.5% |
| AEG | Sell | AEGON N Vny registry sh | $32,836,000 | +4.6% | 5,106,677 | -3.7% | 0.74% | +4.8% |
| BCS | Buy | BARCLAYS PLCadr | $31,852,000 | -6.3% | 3,558,902 | +5.0% | 0.72% | -6.1% |
| ORAN | Sell | ORANGEsponsored adr | $30,558,000 | -7.4% | 1,923,079 | -2.9% | 0.69% | -7.3% |
| JOE | Sell | ST JOE CO | $28,679,000 | -7.0% | 1,707,116 | -0.6% | 0.65% | -6.8% |
| AVDL | Buy | AVADEL PHARMACEUTICALS PLCsponsored adr | $27,813,000 | -8.7% | 6,335,548 | +27.5% | 0.63% | -8.6% |
| CVX | Sell | CHEVRON CORP NEW | $27,228,000 | -3.8% | 222,666 | -0.5% | 0.62% | -3.6% |
| ENIC | Sell | ENEL CHILE S Asponsored adr | $26,042,000 | -6.1% | 5,198,008 | -8.6% | 0.59% | -5.9% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $24,925,000 | +6.5% | 703,900 | -1.3% | 0.56% | +6.8% |
| OMI | Sell | OWENS & MINOR INC NEW | $24,666,000 | -2.0% | 1,493,060 | -0.9% | 0.56% | -1.8% |
| TMHC | Buy | TAYLOR MORRISON HOME CORPcl a | $23,272,000 | +6.9% | 1,290,037 | +23.2% | 0.53% | +7.1% |
| SHG | Sell | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $23,026,000 | -0.3% | 573,793 | -4.4% | 0.52% | -0.2% |
| TIAIY | Buy | TELECOM ITALIA S P A NEWspon adr svgs | $22,914,000 | -3.1% | 4,243,207 | +18.3% | 0.52% | -3.0% |
| TTE | Sell | TOTAL S Asponsored adr | $22,724,000 | +3.4% | 352,905 | -2.7% | 0.51% | +3.6% |
| HSBC | Buy | HSBC HLDGS PLCspon adr new | $22,708,000 | -6.5% | 516,204 | +0.2% | 0.51% | -6.4% |
| MBT | Buy | MOBILE TELESYSTEMS PJSCsponsored adr | $20,645,000 | +6.5% | 2,420,268 | +10.3% | 0.47% | +6.6% |
| ERIC | Sell | ERICSSONadr b sek 10 | $20,068,000 | -48.5% | 2,280,462 | -55.1% | 0.45% | -48.5% |
| PKX | Sell | POSCOsponsored adr | $17,484,000 | -13.9% | 264,903 | -3.4% | 0.40% | -13.8% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $15,672,000 | -22.3% | 907,455 | -2.4% | 0.35% | -22.2% |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $14,172,000 | -9.7% | 882,440 | -6.3% | 0.32% | -9.6% |
| SHPG | Buy | SHIRE PLCsponsored adr | $13,932,000 | +156.8% | 76,860 | +139.1% | 0.32% | +158.2% |
| TM | Sell | TOYOTA MOTOR CORP | $13,735,000 | -6.5% | 110,456 | -3.1% | 0.31% | -6.3% |
| AVT | Sell | AVNET INC | $12,790,000 | -7.6% | 285,678 | -11.5% | 0.29% | -7.4% |
| CRH | Buy | CRH PLCadr | $10,653,000 | +16.8% | 325,593 | +26.2% | 0.24% | +17.0% |
| PDLI | Buy | PDL BIOPHARMA INC | $10,354,000 | +1522.9% | 3,936,719 | +1343.0% | 0.23% | +1571.4% |
| DOX | Sell | AMDOCS LTD | $9,939,000 | -5.4% | 150,630 | -5.1% | 0.22% | -5.5% |
| OMC | Sell | OMNICOM GROUP INC | $9,895,000 | -12.5% | 145,479 | -1.9% | 0.22% | -12.5% |
| BBT | Sell | BB&T CORP | $9,752,000 | -9.5% | 200,903 | -5.9% | 0.22% | -9.5% |
| MDC | Sell | M D C HLDGS INC | $9,624,000 | -41.6% | 325,363 | -39.2% | 0.22% | -41.5% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $9,309,000 | +2.4% | 7,799 | -4.3% | 0.21% | +2.4% |
| CCJ | Sell | CAMECO CORP | $9,240,000 | +1.3% | 810,554 | -0.0% | 0.21% | +1.5% |
| LH | Sell | LABORATORY CORP AMER HLDGS | $9,104,000 | -9.3% | 52,417 | -6.3% | 0.21% | -8.8% |
| FN | Sell | FABRINET | $8,955,000 | -9.0% | 193,564 | -27.4% | 0.20% | -9.0% |
| ORCL | Sell | ORACLE CORP | $8,460,000 | +11.5% | 164,074 | -4.7% | 0.19% | +11.7% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $8,463,000 | -36.0% | 1,884,926 | -25.4% | 0.19% | -35.9% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $8,270,000 | -8.3% | 107,201 | -6.1% | 0.19% | -7.9% |
| ORI | Sell | OLD REP INTL CORP | $7,869,000 | +10.0% | 351,603 | -2.1% | 0.18% | +10.6% |
| BZH | Buy | BEAZER HOMES USA INC | $7,751,000 | -12.2% | 738,142 | +23.3% | 0.18% | -12.1% |
| CBD | Sell | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $7,706,000 | -66.4% | 358,764 | -68.7% | 0.17% | -66.3% |
| RCII | Sell | RENT A CTR INC NEW | $7,397,000 | -44.0% | 514,405 | -42.6% | 0.17% | -44.0% |
| FOX | Sell | TWENTY FIRST CENTY FOX INCcl b | $7,369,000 | -12.2% | 160,825 | -5.6% | 0.17% | -12.2% |
| JNJ | Sell | JOHNSON & JOHNSON | $7,300,000 | +10.1% | 52,829 | -3.3% | 0.16% | +10.7% |
| ELP | Sell | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $7,079,000 | -8.3% | 1,343,258 | -2.9% | 0.16% | -8.0% |
| UHAL | Sell | AMERCO | $6,922,000 | -3.4% | 19,411 | -3.6% | 0.16% | -3.7% |
| TARO | Buy | TARO PHARMACEUTICAL INDS LTD | $6,585,000 | -13.8% | 44,851 | +2.1% | 0.15% | -13.4% |
| JPM | Sell | JPMORGAN CHASE & CO | $6,493,000 | +3.0% | 57,534 | -4.9% | 0.15% | +3.5% |
| RGP | Sell | RESOURCES CONNECTION INC | $6,101,000 | -30.5% | 367,542 | -29.3% | 0.14% | -30.3% |
| INFY | Buy | INFOSYS LTDsponsored adr | $5,897,000 | -41.0% | 579,899 | +38.0% | 0.13% | -40.9% |
| GILD | Buy | GILEAD SCIENCES INC | $5,464,000 | +24.6% | 70,771 | +14.3% | 0.12% | +24.2% |
| AMGN | Sell | AMGEN INC | $4,801,000 | +3.6% | 23,160 | -7.8% | 0.11% | +3.8% |
| CVS | Sell | CVS HEALTH CORP | $4,746,000 | +17.9% | 60,282 | -3.6% | 0.11% | +17.6% |
| L | Sell | LOEWS CORP | $4,197,000 | +0.2% | 83,562 | -3.7% | 0.10% | +1.1% |
| PG | Sell | PROCTER AND GAMBLE CO | $4,095,000 | +2.9% | 49,200 | -3.5% | 0.09% | +2.2% |
| JCI | New | JOHNSON CTLS INTL PLC | $3,772,000 | – | 107,772 | – | 0.08% | – |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $3,678,000 | +9.2% | 28,764 | -3.4% | 0.08% | +9.2% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $3,394,000 | +196.9% | 76,867 | +145.9% | 0.08% | +196.2% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $3,130,000 | -47.8% | 18,593 | -57.9% | 0.07% | -47.4% |
| PTR | Sell | PETROCHINA CO LTDsponsored adr | $2,725,000 | -2.5% | 33,465 | -8.6% | 0.06% | -1.6% |
| WHR | Buy | WHIRLPOOL CORP | $2,414,000 | -10.0% | 20,329 | +10.9% | 0.06% | -8.3% |
| NTGR | Sell | NETGEAR INC | $2,412,000 | -3.2% | 38,371 | -3.7% | 0.05% | -3.6% |
| CSCO | Sell | CISCO SYS INC | $2,159,000 | +9.4% | 44,382 | -3.3% | 0.05% | +11.4% |
| FITB | Sell | FIFTH THIRD BANCORP | $2,072,000 | -5.8% | 74,234 | -3.1% | 0.05% | -6.0% |
| FOXA | Sell | TWENTY FIRST CENTY FOX INCcl a | $2,072,000 | -9.2% | 44,706 | -2.7% | 0.05% | -7.8% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $1,972,000 | -6.5% | 86,248 | -4.2% | 0.04% | -6.2% |
| LB | Sell | L BRANDS INC | $1,707,000 | -20.4% | 56,344 | -3.1% | 0.04% | -18.8% |
| TKC | Sell | TURKCELL ILETISIM HIZMETLERIspon adr new | $1,527,000 | -30.3% | 316,739 | -5.5% | 0.03% | -30.6% |
| FHI | Buy | FEDERATED INVS INC PAcl b | $1,257,000 | +33.3% | 52,122 | +28.9% | 0.03% | +33.3% |
| SENEA | Sell | SENECA FOODS CORP NEWcl a | $1,178,000 | +9.7% | 34,931 | -12.1% | 0.03% | +12.5% |
| CHKLQ | Sell | CHESAPEAKE ENERGY CORPpfd conv | $980,000 | -77.8% | 18,173 | -76.8% | 0.02% | -77.8% |
| MSTR | Sell | MICROSTRATEGY INCcl a new | $930,000 | +7.9% | 6,611 | -2.1% | 0.02% | +10.5% |
| HWCC | Sell | HOUSTON WIRE & CABLE CO | $665,000 | -19.9% | 86,367 | -11.5% | 0.02% | -21.1% |
| CSS | Buy | CSS INDS INC | $651,000 | -7.3% | 45,731 | +10.0% | 0.02% | -6.2% |
| SCHL | Sell | SCHOLASTIC CORP | $681,000 | +1.2% | 14,587 | -4.0% | 0.02% | 0.0% |
| DGII | Sell | DIGI INTL INC | $664,000 | -27.0% | 49,391 | -28.3% | 0.02% | -25.0% |
| EEM | New | ISHARES TRmsci emg mkt etf | $610,000 | – | 14,219 | – | 0.01% | – |
| NWLI | Sell | NATIONAL WESTN LIFE GROUP INcl a | $609,000 | -1.0% | 1,908 | -4.7% | 0.01% | 0.0% |
| ORN | Sell | ORION GROUP HOLDINGS INC | $606,000 | -30.7% | 80,295 | -24.1% | 0.01% | -30.0% |
| ACWX | New | ISHARES TRmsci acwi ex us | $591,000 | – | 12,402 | – | 0.01% | – |
| ARW | Sell | ARROW ELECTRS INC | $426,000 | -6.4% | 5,779 | -4.5% | 0.01% | 0.0% |
| ANAT | Buy | AMERICAN NATL INS CO | $433,000 | +10.5% | 3,352 | +2.3% | 0.01% | +11.1% |
| WTM | Buy | WHITE MTNS INS GROUP LTD | $436,000 | +16.3% | 466 | +12.6% | 0.01% | +25.0% |
| BPOP | Sell | POPULAR INC | $428,000 | -90.3% | 8,348 | -91.5% | 0.01% | -90.0% |
| SWIR | Buy | SIERRA WIRELESS INC | $459,000 | +61.6% | 22,828 | +28.4% | 0.01% | +66.7% |
| GTS | New | TRIPLE-S MGMT CORPcl b | $428,000 | – | 22,671 | – | 0.01% | – |
| MD | Buy | MEDNAX INC | $438,000 | +15.6% | 9,390 | +7.2% | 0.01% | +11.1% |
| ALEX | Sell | ALEXANDER & BALDWIN INC NEW | $382,000 | -8.0% | 16,818 | -4.7% | 0.01% | 0.0% |
| VRNT | Sell | VERINT SYS INC | $341,000 | -15.2% | 6,800 | -25.0% | 0.01% | -11.1% |
| GTE | Sell | GRAN TIERRA ENERGY INC | $368,000 | -29.8% | 96,419 | -36.5% | 0.01% | -33.3% |
| CTB | Buy | COOPER TIRE & RUBR CO | $308,000 | +8.1% | 10,896 | +0.6% | 0.01% | +16.7% |
| TRK | Sell | SPEEDWAY MOTORSPORTS INC | $302,000 | -3.2% | 16,944 | -5.7% | 0.01% | 0.0% |
| NRIM | Sell | NORTHRIM BANCORP INC | $292,000 | -1.0% | 7,034 | -5.8% | 0.01% | 0.0% |
| EVTC | Sell | EVERTEC INC | $311,000 | -32.5% | 12,917 | -38.8% | 0.01% | -30.0% |
| IVC | Buy | INVACARE CORP | $286,000 | +33.6% | 19,635 | +70.4% | 0.01% | +20.0% |
| EGRX | Sell | EAGLE PHARMACEUTICALS INC | $254,000 | -72.0% | 3,658 | -69.5% | 0.01% | -70.0% |
| PDCO | Sell | PATTERSON COMPANIES INC | $286,000 | +1.1% | 11,679 | -6.4% | 0.01% | 0.0% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $251,000 | -7.0% | 8,499 | -2.3% | 0.01% | 0.0% |
| NKSH | Sell | NATIONAL BANKSHARES INC VA | $248,000 | -7.5% | 5,466 | -5.5% | 0.01% | 0.0% |
| CALM | Sell | CAL MAINE FOODS INC | $210,000 | -0.9% | 4,343 | -6.0% | 0.01% | 0.0% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $210,000 | +4.0% | 1,949 | +6.0% | 0.01% | 0.0% |
| BBVA | Buy | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $166,000 | -0.6% | 26,419 | +10.4% | 0.00% | 0.0% |
| OPK | Exit | OPKO HEALTH INC | $0 | – | -590,197 | – | -0.06% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | New | EMBRAER S A | $407,399,000 | – | 16,141,413 | – | 9.18% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $353,342,000 | – | 53,750,845 | – | 7.96% | – |
| C | New | CITIGROUP INC | $149,070,000 | – | 2,227,586 | – | 3.36% | – |
| PFE | New | PFIZER INC | $124,189,000 | – | 3,423,062 | – | 2.80% | – |
| WFC | New | WELLS FARGO CO NEW | $114,119,000 | – | 2,058,431 | – | 2.57% | – |
| SNY | New | SANOFIsponsored adr | $114,074,000 | – | 2,851,133 | – | 2.57% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG | $107,701,000 | – | 1,394,914 | – | 2.43% | – |
| BK | New | BANK NEW YORK MELLON | $106,999,000 | – | 1,984,023 | – | 2.41% | – |
| MRK | New | MERCK & CO INC | $105,547,000 | – | 1,738,819 | – | 2.38% | – |
| BAC | New | BANK AMER CORP | $102,517,000 | – | 3,636,641 | – | 2.31% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $99,304,000 | – | 7,312,564 | – | 2.24% | – |
| MCK | New | MCKESSON CORP | $97,066,000 | – | 727,626 | – | 2.19% | – |
| CAH | New | CARDINAL HEALTH INC | $96,112,000 | – | 1,968,288 | – | 2.17% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $94,516,000 | – | 2,344,725 | – | 2.13% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $85,914,000 | – | 7,237,947 | – | 1.94% | – |
| EMR | New | EMERSON ELEC CO | $79,711,000 | – | 1,152,896 | – | 1.80% | – |
| E | New | ENI S P Asponsored adr | $76,429,000 | – | 2,058,961 | – | 1.72% | – |
| AIG | New | AMERICAN INTL GROUP I | $75,728,000 | – | 1,428,292 | – | 1.71% | – |
| STT | New | STATE STR CORP | $69,129,000 | – | 742,602 | – | 1.56% | – |
| New | GRUPO AVAL ACCIONES Yvalore sponsored ads | $65,064,000 | – | 7,848,515 | – | 1.47% | – | |
| PNC | New | PNC FINL SVCS GROUP I | $64,368,000 | – | 476,449 | – | 1.45% | – |
| UBS | New | UBS GROUP AG | $62,918,000 | – | 4,101,567 | – | 1.42% | – |
| WPP | New | WPP PLC NEWadr | $62,910,000 | – | 800,581 | – | 1.42% | – |
| HCA | New | HCA HEALTHCARE INC | $62,004,000 | – | 604,320 | – | 1.40% | – |
| BP | New | BP PLCsponsored adr | $61,542,000 | – | 1,347,836 | – | 1.39% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $61,494,000 | – | 1,385,319 | – | 1.39% | – |
| JEF | New | JEFFERIES FINL GROUP | $60,096,000 | – | 2,642,753 | – | 1.36% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $59,223,000 | – | 3,980,007 | – | 1.34% | – |
| MSFT | New | MICROSOFT CORP | $57,933,000 | – | 587,503 | – | 1.31% | – |
| NOK | New | NOKIA CORPsponsored adr | $57,655,000 | – | 10,026,898 | – | 1.30% | – |
| HMC | New | HONDA MOTOR LTD | $53,551,000 | – | 1,829,538 | – | 1.21% | – |
| CLS | New | CELESTICA INC | $49,158,000 | – | 4,013,059 | – | 1.11% | – |
| PBRA | New | PETROLEO BRASILEIRO Sa petro sp adr non vtg | $47,715,000 | – | 5,397,664 | – | 1.08% | – |
| APA | New | APACHE CORP | $45,630,000 | – | 976,066 | – | 1.03% | – |
| BGGSQ | New | BRIGGS & STRATTON COR | $44,541,000 | – | 2,529,341 | – | 1.00% | – |
| EPC | New | EDGEWELL PERS CARE CO | $44,118,000 | – | 874,314 | – | 0.99% | – |
| ERIC | New | ERICSSONadr b sek 10 | $38,996,000 | – | 5,084,324 | – | 0.88% | – |
| PEP | New | PEPSICO INC | $37,820,000 | – | 347,387 | – | 0.85% | – |
| TIIAY | New | TELECOM ITALIA S P Anew spon adr ord | $35,208,000 | – | 4,796,685 | – | 0.79% | – |
| AGRO | New | ADECOAGRO S A | $34,707,000 | – | 4,365,626 | – | 0.78% | – |
| BCS | New | BARCLAYS PLCadr | $34,005,000 | – | 3,390,286 | – | 0.77% | – |
| MUFG | New | MITSUBISHI UFJ FINL Group in sponsored ads | $33,201,000 | – | 5,876,369 | – | 0.75% | – |
| ORAN | New | ORANGEsponsored adr | $33,014,000 | – | 1,980,453 | – | 0.74% | – |
| AEG | New | AEGON N Vny registry sh | $31,402,000 | – | 5,304,448 | – | 0.71% | – |
| JOE | New | ST JOE CO | $30,826,000 | – | 1,717,333 | – | 0.70% | – |
| AVDL | New | AVADEL PHARMACEUTICALs plc sponsored adr | $30,467,000 | – | 4,970,106 | – | 0.69% | – |
| INT | New | WORLD FUEL SVCS CORP | $28,853,000 | – | 1,413,685 | – | 0.65% | – |
| CVX | New | CHEVRON CORP NEW | $28,303,000 | – | 223,863 | – | 0.64% | – |
| ENIC | New | ENEL CHILE S Asponsored adr | $27,740,000 | – | 5,684,482 | – | 0.62% | – |
| OMI | New | OWENS & MINOR INC NEW | $25,177,000 | – | 1,506,692 | – | 0.57% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $24,292,000 | – | 515,319 | – | 0.55% | – |
| TIAIY | New | TELECOM ITALIA S P Anew spon adr svgs | $23,642,000 | – | 3,587,479 | – | 0.53% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $23,399,000 | – | 713,178 | – | 0.53% | – |
| SHG | New | SHINHAN FINANCIAL GROup co l spn adr restrd | $23,106,000 | – | 600,466 | – | 0.52% | – |
| CBD | New | COMPANHIA BRASILEIRAde dist spn adr pfd cl a | $22,925,000 | – | 1,147,419 | – | 0.52% | – |
| TTE | New | TOTAL S Asponsored adr | $21,973,000 | – | 362,828 | – | 0.50% | – |
| TMHC | New | TAYLOR MORRISON HOMEcorp cl a | $21,766,000 | – | 1,047,473 | – | 0.49% | – |
| PKX | New | POSCOsponsored adr | $20,316,000 | – | 274,091 | – | 0.46% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $20,173,000 | – | 929,658 | – | 0.46% | – |
| MBT | New | MOBILE TELESYSTEMS PJsc sponsored adr | $19,384,000 | – | 2,195,199 | – | 0.44% | – |
| MDC | New | M D C HLDGS INC | $16,472,000 | – | 535,322 | – | 0.37% | – |
| AMX | New | AMERICA MOVIL SAB DE | $15,687,000 | – | 941,576 | – | 0.35% | – |
| TM | New | TOYOTA MOTOR CORP | $14,687,000 | – | 114,020 | – | 0.33% | – |
| AVT | New | AVNET INC | $13,844,000 | – | 322,774 | – | 0.31% | – |
| CHK | New | CHESAPEAKE ENERGY COR | $13,233,000 | – | 2,525,430 | – | 0.30% | – |
| RCII | New | RENT A CTR INC NEW | $13,202,000 | – | 896,854 | – | 0.30% | – |
| OMC | New | OMNICOM GROUP INC | $11,308,000 | – | 148,249 | – | 0.26% | – |
| BBT | New | BB&T CORP | $10,772,000 | – | 213,576 | – | 0.24% | – |
| DOX | New | AMDOCS LTD | $10,509,000 | – | 158,770 | – | 0.24% | – |
| LH | New | LABORATORY CORP AMER | $10,039,000 | – | 55,917 | – | 0.23% | – |
| INFY | New | INFOSYS LTDsponsored adr | $9,999,000 | – | 420,215 | – | 0.22% | – |
| FN | New | FABRINET | $9,837,000 | – | 266,663 | – | 0.22% | – |
| CRH | New | CRH PLCadr | $9,122,000 | – | 258,034 | – | 0.21% | – |
| CCJ | New | CAMECO CORP | $9,122,000 | – | 810,845 | – | 0.21% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $9,095,000 | – | 8,152 | – | 0.20% | – |
| CTSH | New | COGNIZANT TECHNOLOGYsolutio cl a | $9,016,000 | – | 114,149 | – | 0.20% | – |
| BZH | New | BEAZER HOMES USA INC | $8,832,000 | – | 598,792 | – | 0.20% | – |
| RGP | New | RESOURCES CONNECTION | $8,784,000 | – | 519,750 | – | 0.20% | – |
| FOX | New | TWENTY FIRST CENTY FOx inc cl b | $8,390,000 | – | 170,277 | – | 0.19% | – |
| ELP | New | COMPANHIA PARANAENSEenerg c spon adr pfd | $7,720,000 | – | 1,383,391 | – | 0.17% | – |
| TARO | New | TARO PHARMACEUTICAL I | $7,642,000 | – | 43,921 | – | 0.17% | – |
| ORCL | New | ORACLE CORP | $7,589,000 | – | 172,254 | – | 0.17% | – |
| UHAL | New | AMERCO | $7,169,000 | – | 20,127 | – | 0.16% | – |
| ORI | New | OLD REP INTL CORP | $7,155,000 | – | 359,316 | – | 0.16% | – |
| JNJ | New | JOHNSON & JOHNSON | $6,631,000 | – | 54,647 | – | 0.15% | – |
| JPM | New | JPMORGAN CHASE & CO | $6,303,000 | – | 60,489 | – | 0.14% | – |
| AAP | New | ADVANCE AUTO PARTS IN | $5,996,000 | – | 44,186 | – | 0.14% | – |
| SHPG | New | SHIRE PLCsponsored adr | $5,425,000 | – | 32,141 | – | 0.12% | – |
| AMGN | New | AMGEN INC | $4,636,000 | – | 25,118 | – | 0.10% | – |
| BPOP | New | POPULAR INC | $4,434,000 | – | 98,090 | – | 0.10% | – |
| CHKLQ | New | CHESAPEAKE ENERGY CORp pfd conv | $4,408,000 | – | 78,308 | – | 0.10% | – |
| GILD | New | GILEAD SCIENCES INC | $4,384,000 | – | 61,897 | – | 0.10% | – |
| L | New | LOEWS CORP | $4,188,000 | – | 86,750 | – | 0.09% | – |
| CVS | New | CVS HEALTH CORP | $4,024,000 | – | 62,516 | – | 0.09% | – |
| PG | New | PROCTER AND GAMBLE CO | $3,978,000 | – | 50,959 | – | 0.09% | – |
| UTHR | New | UNITED THERAPEUTICS C | $3,369,000 | – | 29,775 | – | 0.08% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $2,794,000 | – | 36,629 | – | 0.06% | – |
| OPK | New | OPKO HEALTH INC | $2,774,000 | – | 590,197 | – | 0.06% | – |
| WHR | New | WHIRLPOOL CORP | $2,682,000 | – | 18,339 | – | 0.06% | – |
| NTGR | New | NETGEAR INC | $2,491,000 | – | 39,862 | – | 0.06% | – |
| FOXA | New | TWENTY FIRST CENTY FOx inc cl a | $2,283,000 | – | 45,933 | – | 0.05% | – |
| FITB | New | FIFTH THIRD BANCORP | $2,199,000 | – | 76,595 | – | 0.05% | – |
| TKC | New | TURKCELL ILETISIM HIZmetleri spon adr new | $2,191,000 | – | 335,020 | – | 0.05% | – |
| IPG | New | INTERPUBLIC GROUP COS | $2,110,000 | – | 90,023 | – | 0.05% | – |
| LB | New | L BRANDS INC | $2,145,000 | – | 58,156 | – | 0.05% | – |
| CSCO | New | CISCO SYS INC | $1,974,000 | – | 45,884 | – | 0.04% | – |
| TSM | New | TAIWAN SEMICONDUCTORmfg ltd sponsored adr | $1,143,000 | – | 31,258 | – | 0.03% | – |
| SENEA | New | SENECA FOODS CORP NEWcl a | $1,074,000 | – | 39,750 | – | 0.02% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $943,000 | – | 40,429 | – | 0.02% | – |
| DGII | New | DIGI INTL INC | $909,000 | – | 68,871 | – | 0.02% | – |
| ORN | New | ORION GROUP HOLDINGS | $874,000 | – | 105,820 | – | 0.02% | – |
| EGRX | New | EAGLE PHARMACEUTICALS | $907,000 | – | 11,985 | – | 0.02% | – |
| HWCC | New | HOUSTON WIRE & CABLE | $830,000 | – | 97,627 | – | 0.02% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $862,000 | – | 6,751 | – | 0.02% | – |
| CSS | New | CSS INDS INC | $702,000 | – | 41,558 | – | 0.02% | – |
| SCHL | New | SCHOLASTIC CORP | $673,000 | – | 15,196 | – | 0.02% | – |
| NWLI | New | NATIONAL WESTN LIFE Group in cl a | $615,000 | – | 2,002 | – | 0.01% | – |
| PDLI | New | PDL BIOPHARMA INC | $638,000 | – | 272,811 | – | 0.01% | – |
| GTE | New | GRAN TIERRA ENERGY IN | $524,000 | – | 151,959 | – | 0.01% | – |
| ARW | New | ARROW ELECTRS INC | $455,000 | – | 6,049 | – | 0.01% | – |
| EVTC | New | EVERTEC INC | $461,000 | – | 21,120 | – | 0.01% | – |
| VRNT | New | VERINT SYS INC | $402,000 | – | 9,068 | – | 0.01% | – |
| MD | New | MEDNAX INC | $379,000 | – | 8,758 | – | 0.01% | – |
| ANAT | New | AMERICAN NATL INS CO | $392,000 | – | 3,276 | – | 0.01% | – |
| ALEX | New | ALEXANDER & BALDWIN I | $415,000 | – | 17,653 | – | 0.01% | – |
| WTM | New | WHITE MTNS INS GROUP | $375,000 | – | 414 | – | 0.01% | – |
| NRIM | New | NORTHRIM BANCORP INC | $295,000 | – | 7,469 | – | 0.01% | – |
| TRK | New | SPEEDWAY MOTORSPORTS | $312,000 | – | 17,960 | – | 0.01% | – |
| NKSH | New | NATIONAL BANKSHARES I | $268,000 | – | 5,782 | – | 0.01% | – |
| TBNK | New | TERRITORIAL BANCORP I | $270,000 | – | 8,703 | – | 0.01% | – |
| SWIR | New | SIERRA WIRELESS INC | $284,000 | – | 17,773 | – | 0.01% | – |
| CTB | New | COOPER TIRE & RUBR CO | $285,000 | – | 10,833 | – | 0.01% | – |
| PDCO | New | PATTERSON COMPANIES I | $283,000 | – | 12,479 | – | 0.01% | – |
| CALM | New | CAL MAINE FOODS INC | $212,000 | – | 4,618 | – | 0.01% | – |
| IVC | New | INVACARE CORP | $214,000 | – | 11,525 | – | 0.01% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $202,000 | – | 1,839 | – | 0.01% | – |
| BBVA | New | BANCO BILBAO VIZCAYAargenta sponsored adr | $167,000 | – | 23,926 | – | 0.00% | – |
| NVLNF | New | NOVELION THERAPEUTICS | $128,000 | – | 34,828 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NVLNF | Exit | NOVELION THERAPEUTICS INC | $0 | – | -34,828 | – | -0.01% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -151,959 | – | -0.01% | – |
| AVP | Exit | AVON PRODS INC | $0 | – | -248,335 | – | -0.01% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -26,840 | – | -0.02% | – |
| POLY | Exit | PLANTRONICS INC NEW | $0 | – | -28,424 | – | -0.03% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -29,499 | – | -0.03% | – |
| VREX | Exit | VAREX IMAGING CORP | $0 | – | -41,093 | – | -0.03% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -19,595 | – | -0.03% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -59,250 | – | -0.03% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -39,988 | – | -0.03% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -46,576 | – | -0.04% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -52,556 | – | -0.04% | – |
| SENEA | Exit | SENECA FOODS CORP NEWcl a | $0 | – | -53,164 | – | -0.04% | – |
| HWCC | Exit | HOUSTON WIRE & CABLE CO | $0 | – | -356,085 | – | -0.04% | – |
| ISCA | Exit | INTERNATIONAL SPEEDWAY CORPcl a | $0 | – | -58,359 | – | -0.04% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -100,588 | – | -0.05% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -97,369 | – | -0.05% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -21,836 | – | -0.05% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -53,018 | – | -0.05% | – |
| CSS | Exit | CSS INDS INC | $0 | – | -91,050 | – | -0.05% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -55,029 | – | -0.05% | – |
| DGII | Exit | DIGI INTL INC | $0 | – | -252,638 | – | -0.05% | – |
| ORN | Exit | ORION GROUP HOLDINGS INC | $0 | – | -423,018 | – | -0.06% | – |
| UTMD | Exit | UTAH MED PRODS INC | $0 | – | -39,022 | – | -0.06% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -46,393 | – | -0.06% | – |
| PDLI | Exit | PDL BIOPHARMA INC | $0 | – | -1,112,679 | – | -0.08% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -11,024 | – | -0.08% | – |
| TRK | Exit | SPEEDWAY MOTORSPORTS INC | $0 | – | -184,098 | – | -0.08% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -356,666 | – | -0.08% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -142,374 | – | -0.08% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -159,894 | – | -0.09% | – |
| CHKLQ | Exit | CHESAPEAKE ENERGY CORPpfd conv | $0 | – | -92,280 | – | -0.10% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -51,752 | – | -0.10% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -48,528 | – | -0.10% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -59,942 | – | -0.10% | – |
| L | Exit | LOEWS CORP | $0 | – | -103,453 | – | -0.10% | – |
| FOX | Exit | TWENTY FIRST CENTY FOX INCcl b | $0 | – | -194,362 | – | -0.10% | – |
| FHI | Exit | FEDERATED INVS INC PAcl b | $0 | – | -170,140 | – | -0.10% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -381,108 | – | -0.11% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -29,224 | – | -0.11% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -70,262 | – | -0.12% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -199,515 | – | -0.12% | – |
| EXC | Exit | EXELON CORP | $0 | – | -158,058 | – | -0.12% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -91,311 | – | -0.14% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -206,690 | – | -0.14% | – |
| UHAL | Exit | AMERCO | $0 | – | -19,902 | – | -0.15% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -58,510 | – | -0.16% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -98,423 | – | -0.16% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -542,757 | – | -0.16% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -241,197 | – | -0.17% | – |
| GOOG | Exit | ALPHABET INCcap stk cl c | $0 | – | -8,634 | – | -0.17% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -440,546 | – | -0.18% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -190,339 | – | -0.19% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -136,684 | – | -0.20% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -67,876 | – | -0.21% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -248,625 | – | -0.21% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -326,958 | – | -0.22% | – |
| ELP | Exit | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $0 | – | -1,257,523 | – | -0.23% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -173,507 | – | -0.23% | – |
| BBT | Exit | BB&T CORP | $0 | – | -272,561 | – | -0.26% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -406,475 | – | -0.29% | – |
| NTL | Exit | NORTEL INVERSORA S Aspon adr pfd b | $0 | – | -375,179 | – | -0.30% | – |
| AVT | Exit | AVNET INC | $0 | – | -400,129 | – | -0.32% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -137,015 | – | -0.33% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -179,143 | – | -0.35% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -1,610,288 | – | -0.35% | – |
| TX | Exit | TERNIUM SAspon adr | $0 | – | -634,456 | – | -0.40% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -1,276,880 | – | -0.41% | – |
| TIAIY | Exit | TELECOM ITALIA S P A NEWspon adr svgs | $0 | – | -2,705,147 | – | -0.41% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -1,818,996 | – | -0.42% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -5,065,181 | – | -0.44% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -425,726 | – | -0.46% | – |
| CCJ | Exit | CAMECO CORP | $0 | – | -2,404,969 | – | -0.47% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -1,362,038 | – | -0.52% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -1,184,497 | – | -0.54% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -1,495,542 | – | -0.54% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -643,882 | – | -0.58% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -453,392 | – | -0.64% | – |
| ELOS | Exit | SYNERON MEDICAL LTD | $0 | – | -2,901,971 | – | -0.65% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -2,029,753 | – | -0.68% | – |
| JOE | Exit | ST JOE CO | $0 | – | -1,831,742 | – | -0.70% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -297,735 | – | -0.71% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -5,600,024 | – | -0.73% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -3,514,811 | – | -0.74% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -1,107,366 | – | -0.75% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $0 | – | -1,589,596 | – | -0.76% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -775,643 | – | -0.78% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -7,245,014 | – | -0.85% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -387,380 | – | -0.88% | – |
| WPP | Exit | WPP PLC NEWadr | $0 | – | -472,017 | – | -0.89% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -7,379,990 | – | -0.90% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -8,066,439 | – | -0.95% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -698,546 | – | -0.95% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -4,485,823 | – | -0.95% | – |
| ENIC | Exit | ENEL CHILE S Asponsored adr | $0 | – | -7,880,735 | – | -0.96% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -568,153 | – | -1.00% | – |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -5,259,052 | – | -1.00% | – |
| APA | Exit | APACHE CORP | $0 | – | -1,087,870 | – | -1.01% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -686,968 | – | -1.11% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -2,520,594 | – | -1.20% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -1,280,496 | – | -1.32% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -4,459,141 | – | -1.43% | – |
| Exit | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $0 | – | -7,949,566 | – | -1.45% | – | |
| LUK | Exit | LEUCADIA NATL CORP | $0 | – | -2,884,667 | – | -1.48% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -4,285,970 | – | -1.49% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -2,536,748 | – | -1.52% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -1,252,887 | – | -1.56% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,040,640 | – | -1.58% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -590,405 | – | -1.62% | – |
| STT | Exit | STATE STR CORP | $0 | – | -844,053 | – | -1.64% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -2,544,362 | – | -1.71% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -2,206,173 | – | -1.72% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -8,863,873 | – | -1.74% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -2,132,764 | – | -1.76% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -1,382,184 | – | -1.76% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -1,598,786 | – | -2.08% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -1,675,423 | – | -2.16% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PUB LTD | $0 | – | -702,851 | – | -2.20% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -2,200,808 | – | -2.23% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -730,251 | – | -2.28% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -5,187,643 | – | -2.35% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -2,103,987 | – | -2.36% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -2,228,819 | – | -2.40% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -4,983,445 | – | -2.57% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -8,546,055 | – | -2.75% | – |
| PFE | Exit | PFIZER INC | $0 | – | -3,821,667 | – | -2.77% | – |
| C | Exit | CITIGROUP INC | $0 | – | -2,512,793 | – | -3.71% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -29,922,721 | – | -5.52% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -17,549,776 | – | -8.06% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | Sell | EMBRAER S A | $396,800,000 | +9.7% | 17,549,776 | -11.6% | 8.06% | +40.9% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $271,698,000 | -17.5% | 29,922,721 | -14.4% | 5.52% | +6.1% |
| C | Sell | CITIGROUP INC | $182,780,000 | -20.5% | 2,512,793 | -26.9% | 3.71% | +2.2% |
| PFE | Sell | PFIZER INC | $136,433,000 | -20.9% | 3,821,667 | -25.6% | 2.77% | +1.6% |
| VIV | Sell | TELEFONICA BRASIL SAsponsored adr | $135,369,000 | -10.1% | 8,546,055 | -21.8% | 2.75% | +15.5% |
| BAC | Sell | BANK AMER CORP | $126,280,000 | -22.8% | 4,983,445 | -26.1% | 2.57% | -0.8% |
| BK | Sell | BANK NEW YORK MELLON CORP | $118,172,000 | -22.4% | 2,228,819 | -25.4% | 2.40% | -0.4% |
| WFC | Sell | WELLS FARGO CO NEW | $116,035,000 | -23.5% | 2,103,987 | -23.1% | 2.36% | -1.7% |
| YPF | Buy | YPF SOCIEDAD ANONIMAspon adr cl d | $115,581,000 | +247.8% | 5,187,643 | +241.9% | 2.35% | +346.4% |
| MCK | Sell | MCKESSON CORP | $112,174,000 | -30.4% | 730,251 | -25.4% | 2.28% | -10.6% |
| SNY | Sell | SANOFIsponsored adr | $109,578,000 | -33.8% | 2,200,808 | -36.3% | 2.23% | -15.0% |
| WLTW | Sell | WILLIS TOWERS WATSON PUB LTD | $108,401,000 | -13.0% | 702,851 | -18.0% | 2.20% | +11.8% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $106,087,000 | -25.6% | 1,675,423 | -25.0% | 2.16% | -4.4% |
| MRK | Sell | MERCK & CO INC | $102,370,000 | -27.1% | 1,598,786 | -27.0% | 2.08% | -6.3% |
| EMR | Sell | EMERSON ELEC CO | $86,857,000 | -24.1% | 1,382,184 | -28.0% | 1.76% | -2.5% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $86,590,000 | -40.3% | 2,132,764 | -36.6% | 1.76% | -23.3% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $85,625,000 | +2.1% | 8,863,873 | -18.9% | 1.74% | +31.1% |
| BP | Sell | BP PLCsponsored adr | $84,783,000 | -32.2% | 2,206,173 | -38.9% | 1.72% | -12.9% |
| E | Sell | ENI S P Asponsored adr | $84,142,000 | -28.5% | 2,544,362 | -35.0% | 1.71% | -8.2% |
| STT | Sell | STATE STR CORP | $80,641,000 | -54.4% | 844,053 | -57.2% | 1.64% | -41.5% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $79,569,000 | -42.7% | 590,405 | -46.9% | 1.62% | -26.4% |
| MSFT | Sell | MICROSOFT CORP | $77,517,000 | -42.3% | 1,040,640 | -46.6% | 1.58% | -25.8% |
| AIG | Sell | AMERICAN INTL GROUP INC | $76,915,000 | -27.8% | 1,252,887 | -26.5% | 1.56% | -7.3% |
| HMC | Sell | HONDA MOTOR LTD | $74,986,000 | -30.1% | 2,536,748 | -35.2% | 1.52% | -10.1% |
| UBS | Sell | UBS GROUP AG | $73,504,000 | -34.3% | 4,285,970 | -35.0% | 1.49% | -15.6% |
| LUK | Sell | LEUCADIA NATL CORP | $72,838,000 | -27.9% | 2,884,667 | -25.3% | 1.48% | -7.4% |
| Buy | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $71,308,000 | +6.3% | 7,949,566 | +2.9% | 1.45% | +36.6% | |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $70,454,000 | -28.8% | 4,459,141 | -34.2% | 1.43% | -8.6% |
| CHL | Sell | CHINA MOBILE LIMITEDsponsored adr | $64,755,000 | -29.9% | 1,280,496 | -26.4% | 1.32% | -9.9% |
| BGGSQ | Sell | BRIGGS & STRATTON CORP | $59,234,000 | -15.6% | 2,520,594 | -13.4% | 1.20% | +8.5% |
| HCA | Buy | HCA HEALTHCARE INC | $54,676,000 | +394.4% | 686,968 | +441.7% | 1.11% | +534.9% |
| APA | Buy | APACHE CORP | $49,825,000 | +3.7% | 1,087,870 | +8.5% | 1.01% | +33.2% |
| TIIAY | Sell | TELECOM ITALIA S P A NEWspon adr ord | $49,435,000 | -21.0% | 5,259,052 | -21.4% | 1.00% | +1.5% |
| WDC | Sell | WESTERN DIGITAL CORP | $49,089,000 | -31.3% | 568,153 | -29.5% | 1.00% | -11.8% |
| ENIC | Sell | ENEL CHILE S Asponsored adr | $47,285,000 | -2.5% | 7,880,735 | -10.7% | 0.96% | +25.3% |
| MBT | Buy | MOBILE TELESYSTEMS PJSCsponsored adr | $46,832,000 | +24.6% | 4,485,823 | +0.0% | 0.95% | +60.3% |
| CAH | Buy | CARDINAL HEALTH INC | $46,747,000 | +1797.2% | 698,546 | +2109.3% | 0.95% | +2335.9% |
| AEG | Sell | AEGON N Vny registry sh | $46,705,000 | -27.3% | 8,066,439 | -35.8% | 0.95% | -6.6% |
| NOK | Sell | NOKIA CORPsponsored adr | $44,132,000 | -37.4% | 7,379,990 | -35.5% | 0.90% | -19.6% |
| WPP | New | WPP PLC NEWadr | $43,803,000 | – | 472,017 | – | 0.89% | – |
| PEP | Sell | PEPSICO INC | $43,166,000 | -34.0% | 387,380 | -31.6% | 0.88% | -15.3% |
| ERIC | Sell | ERICSSONadr b sek 10 | $41,659,000 | -45.7% | 7,245,014 | -32.2% | 0.85% | -30.2% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $38,325,000 | -50.7% | 775,643 | -53.7% | 0.78% | -36.7% |
| CBD | Sell | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $37,626,000 | +5.0% | 1,589,596 | -13.3% | 0.76% | +34.9% |
| MDC | Sell | M D C HLDGS INC | $36,776,000 | -19.8% | 1,107,366 | -14.6% | 0.75% | +3.0% |
| BCS | Sell | BARCLAYS PLCadr | $36,378,000 | -38.7% | 3,514,811 | -37.3% | 0.74% | -21.2% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored adr | $36,064,000 | -39.0% | 5,600,024 | -36.0% | 0.73% | -21.6% |
| CVX | Sell | CHEVRON CORP NEW | $34,984,000 | -4.6% | 297,735 | -15.3% | 0.71% | +22.6% |
| JOE | Sell | ST JOE CO | $34,528,000 | -9.5% | 1,831,742 | -10.0% | 0.70% | +16.4% |
| ORAN | Sell | ORANGEsponsored adr | $33,329,000 | -40.3% | 2,029,753 | -41.9% | 0.68% | -23.4% |
| ELOS | Sell | SYNERON MEDICAL LTD | $31,921,000 | -15.6% | 2,901,971 | -16.0% | 0.65% | +8.5% |
| PKX | Sell | POSCOsponsored adr | $31,465,000 | -46.3% | 453,392 | -51.6% | 0.64% | -31.1% |
| SHG | Sell | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $28,524,000 | -34.8% | 643,882 | -36.0% | 0.58% | -16.2% |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $26,546,000 | -73.4% | 1,495,542 | -75.1% | 0.54% | -65.8% |
| CYD | Buy | CHINA YUCHAI INTL LTD | $26,367,000 | +23.6% | 1,184,497 | +2.3% | 0.54% | +58.6% |
| BZH | Sell | BEAZER HOMES USA INC | $25,524,000 | +36.3% | 1,362,038 | -0.2% | 0.52% | +75.3% |
| CCJ | Buy | CAMECO CORP | $23,256,000 | +11.4% | 2,404,969 | +4.8% | 0.47% | +43.3% |
| TTE | Sell | TOTAL S Asponsored adr | $22,785,000 | -30.6% | 425,726 | -35.7% | 0.46% | -10.8% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $21,781,000 | -0.3% | 5,065,181 | +15.3% | 0.44% | +28.4% |
| RCII | Sell | RENT A CTR INC NEW | $20,882,000 | -14.0% | 1,818,996 | -12.2% | 0.42% | +10.4% |
| TIAIY | Sell | TELECOM ITALIA S P A NEWspon adr svgs | $20,289,000 | -23.6% | 2,705,147 | -24.5% | 0.41% | -1.9% |
| IVC | Sell | INVACARE CORP | $20,110,000 | -0.6% | 1,276,880 | -16.7% | 0.41% | +27.8% |
| TX | Sell | TERNIUM SAspon adr | $19,624,000 | -69.7% | 634,456 | -72.4% | 0.40% | -61.0% |
| AGRO | Sell | ADECOAGRO S A | $17,391,000 | +8.1% | 1,610,288 | -0.3% | 0.35% | +39.0% |
| JPM | Sell | JPMORGAN CHASE & CO | $17,110,000 | -17.1% | 179,143 | -20.6% | 0.35% | +6.7% |
| TM | Sell | TOYOTA MOTOR CORP | $16,328,000 | -25.9% | 137,015 | -34.7% | 0.33% | -4.9% |
| AVT | Sell | AVNET INC | $15,725,000 | -28.2% | 400,129 | -29.0% | 0.32% | -7.8% |
| NTL | Sell | NORTEL INVERSORA S Aspon adr pfd b | $14,632,000 | +15.6% | 375,179 | -2.1% | 0.30% | +48.5% |
| FCN | Buy | FTI CONSULTING INC | $14,422,000 | +50.1% | 406,475 | +47.9% | 0.29% | +92.8% |
| BBT | Sell | BB&T CORP | $12,794,000 | -29.8% | 272,561 | -32.1% | 0.26% | -9.7% |
| DOX | Sell | AMDOCS LTD | $11,160,000 | -31.7% | 173,507 | -31.5% | 0.23% | -12.0% |
| ELP | Sell | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $11,142,000 | +5.5% | 1,257,523 | -12.6% | 0.23% | +35.3% |
| INT | Sell | WORLD FUEL SVCS CORP | $11,087,000 | -27.9% | 326,958 | -18.3% | 0.22% | -7.4% |
| CALM | Sell | CAL MAINE FOODS INC | $10,219,000 | -13.9% | 248,625 | -17.1% | 0.21% | +10.6% |
| LH | Sell | LABORATORY CORP AMER HLDGS | $10,247,000 | -37.7% | 67,876 | -36.3% | 0.21% | -20.0% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $9,915,000 | -42.1% | 136,684 | -47.0% | 0.20% | -25.8% |
| ORCL | Sell | ORACLE CORP | $9,203,000 | -46.2% | 190,339 | -44.2% | 0.19% | -31.0% |
| ORI | Buy | OLD REP INTL CORP | $8,674,000 | +8.2% | 440,546 | +7.3% | 0.18% | +38.6% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $8,281,000 | -32.5% | 8,634 | -28.0% | 0.17% | -13.4% |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $8,172,000 | +3.5% | 241,197 | +4.1% | 0.17% | +32.8% |
| INFY | Buy | INFOSYS LTDsponsored adr | $7,919,000 | +31.4% | 542,757 | +32.4% | 0.16% | +69.5% |
| WMT | Sell | WAL-MART STORES INC | $7,690,000 | -39.1% | 98,423 | -41.0% | 0.16% | -22.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $7,607,000 | -53.0% | 58,510 | -52.1% | 0.16% | -39.5% |
| UHAL | Sell | AMERCO | $7,462,000 | -36.7% | 19,902 | -38.2% | 0.15% | -18.3% |
| CSCO | Sell | CISCO SYS INC | $6,951,000 | -37.0% | 206,690 | -41.4% | 0.14% | -19.0% |
| OMC | New | OMNICOM GROUP INC | $6,763,000 | – | 91,311 | – | 0.14% | – |
| EXC | Sell | EXELON CORP | $5,954,000 | -90.2% | 158,058 | -90.6% | 0.12% | -87.4% |
| OMI | Buy | OWENS & MINOR INC NEW | $5,826,000 | +20.2% | 199,515 | +32.5% | 0.12% | +53.2% |
| GILD | Sell | GILEAD SCIENCES INC | $5,693,000 | -27.4% | 70,262 | -36.5% | 0.12% | -6.5% |
| AMGN | Sell | AMGEN INC | $5,449,000 | -30.8% | 29,224 | -36.1% | 0.11% | -11.2% |
| RGP | Buy | RESOURCES CONNECTION INC | $5,297,000 | +6.1% | 381,108 | +4.5% | 0.11% | +36.7% |
| FHI | Buy | FEDERATED INVS INC PAcl b | $5,053,000 | -9.2% | 170,140 | +69.9% | 0.10% | +17.0% |
| FOX | Sell | TWENTY FIRST CENTY FOX INCcl b | $5,012,000 | -37.2% | 194,362 | -32.1% | 0.10% | -19.0% |
| L | Sell | LOEWS CORP | $4,951,000 | -37.0% | 103,453 | -38.3% | 0.10% | -18.5% |
| CVS | Sell | CVS HEALTH CORP | $4,875,000 | -35.8% | 59,942 | -36.5% | 0.10% | -17.5% |
| AAP | New | ADVANCE AUTO PARTS INC | $4,814,000 | – | 48,528 | – | 0.10% | – |
| PG | Sell | PROCTER AND GAMBLE CO | $4,708,000 | -31.9% | 51,752 | -34.7% | 0.10% | -11.9% |
| CHKLQ | Sell | CHESAPEAKE ENERGY CORPpfd conv | $4,680,000 | -11.2% | 92,280 | -5.9% | 0.10% | +14.5% |
| FITB | Sell | FIFTH THIRD BANCORP | $4,474,000 | -25.9% | 159,894 | -31.3% | 0.09% | -5.2% |
| MOV | Sell | MOVADO GROUP INC | $3,987,000 | +10.9% | 142,374 | -0.0% | 0.08% | +42.1% |
| TRK | Sell | SPEEDWAY MOTORSPORTS INC | $3,922,000 | +16.5% | 184,098 | -0.1% | 0.08% | +50.9% |
| BBD | Sell | BANCO BRADESCO S Asp adr pfd new | $3,948,000 | +29.2% | 356,666 | -0.8% | 0.08% | +66.7% |
| NWLI | Sell | NATIONAL WESTN LIFE GROUP INcl a | $3,847,000 | +8.9% | 11,024 | -0.3% | 0.08% | +39.3% |
| PDLI | Buy | PDL BIOPHARMA INC | $3,772,000 | +31.0% | 1,112,679 | +0.5% | 0.08% | +67.4% |
| PTR | Buy | PETROCHINA CO LTDsponsored adr | $2,974,000 | +5.9% | 46,393 | +1.2% | 0.06% | +36.4% |
| UTMD | Sell | UTAH MED PRODS INC | $2,870,000 | +1.3% | 39,022 | -0.3% | 0.06% | +28.9% |
| ORN | Buy | ORION GROUP HOLDINGS INC | $2,775,000 | +10.3% | 423,018 | +25.6% | 0.06% | +40.0% |
| DGII | Buy | DIGI INTL INC | $2,678,000 | +8.4% | 252,638 | +3.8% | 0.05% | +38.5% |
| NTGR | Buy | NETGEAR INC | $2,620,000 | +14.3% | 55,029 | +3.4% | 0.05% | +47.2% |
| CSS | Sell | CSS INDS INC | $2,624,000 | +4.4% | 91,050 | -0.1% | 0.05% | +32.5% |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $2,460,000 | – | 21,836 | – | 0.05% | – |
| KELYA | Buy | KELLY SVCS INCcl a | $2,443,000 | +120.1% | 97,369 | +97.0% | 0.05% | +177.8% |
| ALEX | Buy | ALEXANDER & BALDWIN INC NEW | $2,456,000 | +48.4% | 53,018 | +32.6% | 0.05% | +92.3% |
| GTS | Buy | TRIPLE-S MGMT CORPcl b | $2,382,000 | +52.1% | 100,588 | +8.6% | 0.05% | +92.0% |
| ISCA | Sell | INTERNATIONAL SPEEDWAY CORPcl a | $2,101,000 | -4.3% | 58,359 | -0.1% | 0.04% | +22.9% |
| HWCC | Sell | HOUSTON WIRE & CABLE CO | $1,870,000 | -4.0% | 356,085 | -0.0% | 0.04% | +22.6% |
| SENEA | Buy | SENECA FOODS CORP NEWcl a | $1,834,000 | +138.8% | 53,164 | +114.9% | 0.04% | +208.3% |
| NRIM | Buy | NORTHRIM BANCORP INC | $1,837,000 | +19.0% | 52,556 | +3.5% | 0.04% | +54.2% |
| CFG | Sell | CITIZENS FINL GROUP INC | $1,764,000 | -22.9% | 46,576 | -27.4% | 0.04% | 0.0% |
| VRNT | Sell | VERINT SYS INC | $1,673,000 | +2.6% | 39,988 | -0.2% | 0.03% | +30.8% |
| FOXA | Buy | TWENTY FIRST CENTY FOX INCcl a | $1,563,000 | -7.1% | 59,250 | +43.9% | 0.03% | +18.5% |
| ARW | Sell | ARROW ELECTRS INC | $1,576,000 | +0.3% | 19,595 | -2.2% | 0.03% | +28.0% |
| VREX | Sell | VAREX IMAGING CORP | $1,390,000 | -36.4% | 41,093 | -36.5% | 0.03% | -20.0% |
| NKSH | Buy | NATIONAL BANKSHARES INC VA | $1,326,000 | +10.1% | 29,499 | +0.0% | 0.03% | +42.1% |
| POLY | New | PLANTRONICS INC NEW | $1,257,000 | – | 28,424 | – | 0.03% | – |
| TBNK | Sell | TERRITORIAL BANCORP INC | $848,000 | +0.7% | 26,840 | -0.6% | 0.02% | +30.8% |
| AVP | Buy | AVON PRODS INC | $579,000 | -38.4% | 248,335 | +0.4% | 0.01% | -20.0% |
| GTE | Buy | GRAN TIERRA ENERGY INC | $346,000 | +22.3% | 151,959 | +20.1% | 0.01% | +75.0% |
| EGY | Exit | VAALCO ENERGY INC | $0 | – | -29,500 | – | 0.00% | – |
| LTBR | Exit | LIGHTBRIDGE CORP | $0 | – | -14,000 | – | 0.00% | – |
| MSN | Exit | EMERSON RADIO CORP | $0 | – | -16,000 | – | 0.00% | – |
| ORIG | Exit | OCEAN RIG UDW INC | $0 | – | -109,565 | – | 0.00% | – |
| MTW | Exit | MANITOWOC INC | $0 | – | -10,300 | – | -0.00% | – |
| PPHM | Exit | PEREGRINE PHARMACEUTICALS IN | $0 | – | -89,100 | – | -0.00% | – |
| TA | Exit | TRAVELCENTERS AMER LLC | $0 | – | -17,813 | – | -0.00% | – |
| UONEK | Exit | URBAN ONE INCcl d non vtg | $0 | – | -41,948 | – | -0.00% | – |
| QUIK | Exit | QUICKLOGIC CORP | $0 | – | -53,700 | – | -0.00% | – |
| LINU | Exit | LINIU TECHNOLOGY GROUP | $0 | – | -119,800 | – | -0.00% | – |
| HHS | Exit | HARTE-HANKS INC | $0 | – | -70,540 | – | -0.00% | – |
| WSTL | Exit | WESTELL TECHNOLOGIES INCcl a new | $0 | – | -10,650 | – | -0.00% | – |
| HOSSQ | Exit | HORNBECK OFFSHORE SVCS INC N | $0 | – | -15,958 | – | -0.00% | – |
| NOG | Exit | NORTHERN OIL & GAS INC NEV | $0 | – | -36,921 | – | -0.00% | – |
| WPRT | Exit | WESTPORT FUEL SYSTEMS INC | $0 | – | -28,600 | – | -0.00% | – |
| GALT | Exit | GALECTIN THERAPEUTICS INC | $0 | – | -28,500 | – | -0.00% | – |
| GORO | Exit | GOLD RESOURCE CORP | $0 | – | -20,659 | – | -0.00% | – |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -30,500 | – | -0.00% | – |
| MN | Exit | MANNING & NAPIER INCcl a | $0 | – | -17,505 | – | -0.00% | – |
| ANWWQ | Exit | AEGEAN MARINE PETROLEUM NETW | $0 | – | -13,339 | – | -0.00% | – |
| ICON | Exit | ICONIX BRAND GROUP INC | $0 | – | -13,378 | – | -0.00% | – |
| WTI | Exit | W & T OFFSHORE INC | $0 | – | -20,200 | – | -0.00% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -10,521 | – | -0.00% | – |
| CALL | Exit | MAGICJACK VOCALTEC LTD | $0 | – | -16,263 | – | -0.00% | – |
| RRTS | Exit | ROADRUNNER TRNSN SVCS HLDG I | $0 | – | -18,833 | – | -0.00% | – |
| SQBG | Exit | SEQUENTIAL BRNDS GROUP INC N | $0 | – | -31,795 | – | -0.00% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -27,004 | – | -0.00% | – |
| BBRG | Exit | BRAVO BRIO RESTAURANT GROUP | $0 | – | -30,339 | – | -0.00% | – |
| AWRE | Exit | AWARE INC MASS | $0 | – | -22,443 | – | -0.00% | – |
| PERI | Exit | PERION NETWORK LTD | $0 | – | -56,351 | – | -0.00% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -19,506 | – | -0.00% | – |
| HNRG | Exit | HALLADOR ENERGY COMPANY | $0 | – | -13,346 | – | -0.00% | – |
| CWCO | Exit | CONSOLIDATED WATER CO INCord | $0 | – | -10,623 | – | -0.00% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -26,532 | – | -0.00% | – |
| AVID | Exit | AVID TECHNOLOGY INC | $0 | – | -23,793 | – | -0.00% | – |
| ALSK | Exit | ALASKA COMMUNICATIONS SYS GR | $0 | – | -67,331 | – | -0.00% | – |
| MGIC | Exit | MAGIC SOFTWARE ENTERPRISES Lord | $0 | – | -18,210 | – | -0.00% | – |
| CRDB | Exit | CRAWFORD & COcl b | $0 | – | -11,667 | – | -0.00% | – |
| CTG | Exit | COMPUTER TASK GROUP INC | $0 | – | -26,736 | – | -0.00% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -12,283 | – | -0.00% | – |
| TZOO | Exit | TRAVELZOO | $0 | – | -14,637 | – | -0.00% | – |
| HOV | Exit | HOVNANIAN ENTERPRISES INCcl a | $0 | – | -56,630 | – | -0.00% | – |
| UEPS | Exit | NET 1 UEPS TECHNOLOGIES INC | $0 | – | -17,862 | – | -0.00% | – |
| CMRE | Exit | COSTAMARE INC | $0 | – | -26,033 | – | -0.00% | – |
| TGA | Exit | TRANSGLOBE ENERGY CORP | $0 | – | -140,598 | – | -0.00% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -19,621 | – | -0.00% | – |
| BPI | Exit | BRIDGEPOINT ED INC | $0 | – | -12,891 | – | -0.00% | – |
| PTE | Exit | POLARITYTE INC | $0 | – | -10,500 | – | -0.00% | – |
| DXPE | Exit | DXP ENTERPRISES INC NEW | $0 | – | -8,079 | – | -0.00% | – |
| POT | Exit | POTASH CORP SASK INC | $0 | – | -18,081 | – | -0.01% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -7,109 | – | -0.01% | – |
| VOXX | Exit | VOXX INTL CORPcl a | $0 | – | -42,617 | – | -0.01% | – |
| CO | Exit | CHINA CORD BLOOD CORP | $0 | – | -39,542 | – | -0.01% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEW | $0 | – | -11,100 | – | -0.01% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -5,446 | – | -0.01% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -11,598 | – | -0.01% | – |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $0 | – | -112,494 | – | -0.02% | – |
| KB | Exit | KB FINANCIAL GROUP INCsponsored adr | $0 | – | -30,073 | – | -0.02% | – |
| OSB | Exit | NORBORD INC | $0 | – | -58,841 | – | -0.03% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -18,793 | – | -0.04% | – |
| ARCO | Exit | ARCOS DORADOS HOLDINGS INC | $0 | – | -1,186,602 | – | -0.14% | – |
| AAN | Exit | AARONS INC | $0 | – | -265,477 | – | -0.16% | – |
| BW | Exit | BABCOCK & WILCOX ENTERPRIS I | $0 | – | -1,056,642 | – | -0.20% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -3,138,123 | – | -0.74% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | New | EMBRAER S A | $361,824,000 | – | 19,847,728 | – | 5.72% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $329,164,000 | – | 34,943,148 | – | 5.21% | – |
| C | New | CITIGROUP INC | $229,839,000 | – | 3,436,446 | – | 3.64% | – |
| STT | New | STATE STR CORP | $177,009,000 | – | 1,972,682 | – | 2.80% | – |
| PFE | New | PFIZER INC | $172,475,000 | – | 5,134,710 | – | 2.73% | – |
| SNY | New | SANOFIsponsored adr | $165,554,000 | – | 3,455,511 | – | 2.62% | – |
| BAC | New | BANK AMER CORP | $163,593,000 | – | 6,743,335 | – | 2.59% | – |
| MCK | New | MCKESSON CORP | $161,127,000 | – | 979,257 | – | 2.55% | – |
| BK | New | BANK NEW YORK MELLON CORP | $152,351,000 | – | 2,986,091 | – | 2.41% | – |
| WFC | New | WELLS FARGO CO NEW | $151,591,000 | – | 2,735,804 | – | 2.40% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $150,586,000 | – | 10,932,269 | – | 2.38% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $144,941,000 | – | 3,361,346 | – | 2.29% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $142,570,000 | – | 2,233,243 | – | 2.26% | – |
| MRK | New | MERCK & CO INC | $140,360,000 | – | 2,190,048 | – | 2.22% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $138,839,000 | – | 1,111,867 | – | 2.20% | – |
| MSFT | New | MICROSOFT CORP | $134,233,000 | – | 1,947,379 | – | 2.12% | – |
| BP | New | BP PLCsponsored adr | $125,077,000 | – | 3,609,737 | – | 1.98% | – |
| WLTW | New | WILLIS TOWERS WATSON PUB LTD | $124,632,000 | – | 856,813 | – | 1.97% | – |
| E | New | ENI S P Asponsored adr | $117,695,000 | – | 3,915,346 | – | 1.86% | – |
| EMR | New | EMERSON ELEC CO | $114,437,000 | – | 1,919,432 | – | 1.81% | – |
| UBS | New | UBS GROUP AG | $111,894,000 | – | 6,589,750 | – | 1.77% | – |
| HMC | New | HONDA MOTOR LTD | $107,247,000 | – | 3,915,546 | – | 1.70% | – |
| AIG | New | AMERICAN INTL GROUP INC | $106,566,000 | – | 1,704,503 | – | 1.69% | – |
| LUK | New | LEUCADIA NATL CORP | $101,055,000 | – | 3,862,955 | – | 1.60% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $99,719,000 | – | 6,001,380 | – | 1.58% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $99,003,000 | – | 6,781,049 | – | 1.57% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $92,338,000 | – | 1,739,280 | – | 1.46% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $83,900,000 | – | 10,928,628 | – | 1.33% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $77,751,000 | – | 1,676,031 | – | 1.23% | – |
| ERIC | New | ERICSSONadr b sek 10 | $76,651,000 | – | 10,690,454 | – | 1.21% | – |
| WDC | New | WESTERN DIGITAL CORP | $71,458,000 | – | 806,456 | – | 1.13% | – |
| NOK | New | NOKIA CORPsponsored adr | $70,486,000 | – | 11,442,603 | – | 1.12% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $70,172,000 | – | 2,911,727 | – | 1.11% | – |
| New | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $67,062,000 | – | 7,729,144 | – | 1.06% | – | |
| PEP | New | PEPSICO INC | $65,414,000 | – | 566,402 | – | 1.04% | – |
| TX | New | TERNIUM SAspon adr | $64,668,000 | – | 2,302,172 | – | 1.02% | – |
| AEG | New | AEGON N Vny registry sh | $64,209,000 | – | 12,565,352 | – | 1.02% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWspon adr ord | $62,538,000 | – | 6,688,533 | – | 0.99% | – |
| EXC | New | EXELON CORP | $60,752,000 | – | 1,684,307 | – | 0.96% | – |
| BCS | New | BARCLAYS PLCadr | $59,336,000 | – | 5,602,988 | – | 0.94% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $59,090,000 | – | 8,754,048 | – | 0.94% | – |
| PKX | New | POSCOsponsored adr | $58,614,000 | – | 936,469 | – | 0.93% | – |
| ORAN | New | ORANGEsponsored adr | $55,862,000 | – | 3,495,736 | – | 0.88% | – |
| ENIC | New | ENEL CHILE S Asponsored adr | $48,519,000 | – | 8,821,556 | – | 0.77% | – |
| APA | New | APACHE CORP | $48,046,000 | – | 1,002,417 | – | 0.76% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $46,445,000 | – | 3,138,123 | – | 0.74% | – |
| MDC | New | M D C HLDGS INC | $45,828,000 | – | 1,297,153 | – | 0.72% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $43,751,000 | – | 1,006,005 | – | 0.69% | – |
| JOE | New | ST JOE CO | $38,153,000 | – | 2,034,434 | – | 0.60% | – |
| ELOS | New | SYNERON MEDICAL LTD | $37,833,000 | – | 3,455,097 | – | 0.60% | – |
| MBT | New | MOBILE TELESYSTEMS PJSCsponsored adr | $37,574,000 | – | 4,483,728 | – | 0.59% | – |
| CVX | New | CHEVRON CORP NEW | $36,678,000 | – | 351,556 | – | 0.58% | – |
| CBD | New | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $35,825,000 | – | 1,832,486 | – | 0.57% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $33,228,000 | – | 1,517,279 | – | 0.53% | – |
| TTE | New | TOTAL S Asponsored adr | $32,825,000 | – | 661,929 | – | 0.52% | – |
| TIAIY | New | TELECOM ITALIA S P A NEWspon adr svgs | $26,549,000 | – | 3,582,917 | – | 0.42% | – |
| RCII | New | RENT A CTR INC NEW | $24,290,000 | – | 2,072,495 | – | 0.38% | – |
| TM | New | TOYOTA MOTOR CORP | $22,049,000 | – | 209,946 | – | 0.35% | – |
| AVT | New | AVNET INC | $21,914,000 | – | 563,629 | – | 0.35% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $21,839,000 | – | 4,394,087 | – | 0.34% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $21,340,000 | – | 1,157,611 | – | 0.34% | – |
| CCJ | New | CAMECO CORP | $20,876,000 | – | 2,294,107 | – | 0.33% | – |
| JPM | New | JPMORGAN CHASE & CO | $20,633,000 | – | 225,749 | – | 0.33% | – |
| IVC | New | INVACARE CORP | $20,227,000 | – | 1,532,394 | – | 0.32% | – |
| BZH | New | BEAZER HOMES USA INC | $18,726,000 | – | 1,364,837 | – | 0.30% | – |
| BBT | New | BB&T CORP | $18,223,000 | – | 401,285 | – | 0.29% | – |
| ORCL | New | ORACLE CORP | $17,116,000 | – | 341,374 | – | 0.27% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $17,135,000 | – | 258,052 | – | 0.27% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $16,436,000 | – | 106,633 | – | 0.26% | – |
| DOX | New | AMDOCS LTD | $16,330,000 | – | 253,336 | – | 0.26% | – |
| JNJ | New | JOHNSON & JOHNSON | $16,172,000 | – | 122,242 | – | 0.26% | – |
| AGRO | New | ADECOAGRO S A | $16,081,000 | – | 1,614,787 | – | 0.25% | – |
| INT | New | WORLD FUEL SVCS CORP | $15,380,000 | – | 400,002 | – | 0.24% | – |
| WMT | New | WAL-MART STORES INC | $12,627,000 | – | 166,842 | – | 0.20% | – |
| NTL | New | NORTEL INVERSORA S Aspon adr pfd b | $12,660,000 | – | 383,101 | – | 0.20% | – |
| BW | New | BABCOCK & WILCOX ENTERPRIS I | $12,427,000 | – | 1,056,642 | – | 0.20% | – |
| GOOG | New | ALPHABET INCcap stk cl c | $12,266,000 | – | 11,995 | – | 0.19% | – |
| CALM | New | CAL MAINE FOODS INC | $11,874,000 | – | 299,848 | – | 0.19% | – |
| UHAL | New | AMERCO | $11,781,000 | – | 32,184 | – | 0.19% | – |
| HCA | New | HCA HEALTHCARE INC | $11,059,000 | – | 126,824 | – | 0.18% | – |
| CSCO | New | CISCO SYS INC | $11,032,000 | – | 352,449 | – | 0.17% | – |
| ELP | New | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $10,557,000 | – | 1,438,300 | – | 0.17% | – |
| AAN | New | AARONS INC | $10,327,000 | – | 265,477 | – | 0.16% | – |
| FCN | New | FTI CONSULTING INC | $9,607,000 | – | 274,790 | – | 0.15% | – |
| ARCO | New | ARCOS DORADOS HOLDINGS INC | $8,840,000 | – | 1,186,602 | – | 0.14% | – |
| ORI | New | OLD REP INTL CORP | $8,020,000 | – | 410,666 | – | 0.13% | – |
| FOX | New | TWENTY FIRST CENTY FOX INCcl b | $7,979,000 | – | 286,286 | – | 0.13% | – |
| AMGN | New | AMGEN INC | $7,877,000 | – | 45,736 | – | 0.12% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $7,895,000 | – | 231,588 | – | 0.12% | – |
| L | New | LOEWS CORP | $7,855,000 | – | 167,804 | – | 0.12% | – |
| GILD | New | GILEAD SCIENCES INC | $7,843,000 | – | 110,720 | – | 0.12% | – |
| CVS | New | CVS HEALTH CORP | $7,596,000 | – | 94,408 | – | 0.12% | – |
| PG | New | PROCTER AND GAMBLE CO | $6,910,000 | – | 79,291 | – | 0.11% | – |
| FITB | New | FIFTH THIRD BANCORP | $6,040,000 | – | 232,639 | – | 0.10% | – |
| INFY | New | INFOSYS LTDsponsored adr | $6,025,000 | – | 410,074 | – | 0.10% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $5,566,000 | – | 100,168 | – | 0.09% | – |
| CHKLQ | New | CHESAPEAKE ENERGY CORPpfd conv | $5,269,000 | – | 98,102 | – | 0.08% | – |
| RGP | New | RESOURCES CONNECTION INC | $4,994,000 | – | 364,565 | – | 0.08% | – |
| OMI | New | OWENS & MINOR INC NEW | $4,847,000 | – | 150,584 | – | 0.08% | – |
| MOV | New | MOVADO GROUP INC | $3,596,000 | – | 142,429 | – | 0.06% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $3,533,000 | – | 11,053 | – | 0.06% | – |
| TRK | New | SPEEDWAY MOTORSPORTS INC | $3,366,000 | – | 184,254 | – | 0.05% | – |
| BBD | New | BANCO BRADESCO S Asp adr pfd new | $3,056,000 | – | 359,518 | – | 0.05% | – |
| PDLI | New | PDL BIOPHARMA INC | $2,879,000 | – | 1,107,310 | – | 0.05% | – |
| UTMD | New | UTAH MED PRODS INC | $2,833,000 | – | 39,130 | – | 0.04% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $2,809,000 | – | 45,838 | – | 0.04% | – |
| ORN | New | ORION GROUP HOLDINGS INC | $2,516,000 | – | 336,759 | – | 0.04% | – |
| CSS | New | CSS INDS INC | $2,514,000 | – | 91,134 | – | 0.04% | – |
| CAH | New | CARDINAL HEALTH INC | $2,464,000 | – | 31,619 | – | 0.04% | – |
| DGII | New | DIGI INTL INC | $2,470,000 | – | 243,296 | – | 0.04% | – |
| CFG | New | CITIZENS FINL GROUP INC | $2,289,000 | – | 64,145 | – | 0.04% | – |
| NTGR | New | NETGEAR INC | $2,293,000 | – | 53,201 | – | 0.04% | – |
| DEO | New | DIAGEO P L Cspon adr new | $2,252,000 | – | 18,793 | – | 0.04% | – |
| VREX | New | VAREX IMAGING CORP | $2,187,000 | – | 64,713 | – | 0.04% | – |
| ISCA | New | INTERNATIONAL SPEEDWAY CORPcl a | $2,195,000 | – | 58,443 | – | 0.04% | – |
| HWCC | New | HOUSTON WIRE & CABLE CO | $1,947,000 | – | 356,165 | – | 0.03% | – |
| OSB | New | NORBORD INC | $1,832,000 | – | 58,841 | – | 0.03% | – |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $1,683,000 | – | 41,187 | – | 0.03% | – |
| VRNT | New | VERINT SYS INC | $1,631,000 | – | 40,064 | – | 0.03% | – |
| ALEX | New | ALEXANDER & BALDWIN INC NEW | $1,655,000 | – | 39,984 | – | 0.03% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $1,566,000 | – | 92,639 | – | 0.02% | – |
| ARW | New | ARROW ELECTRS INC | $1,571,000 | – | 20,032 | – | 0.02% | – |
| NRIM | New | NORTHRIM BANCORP INC | $1,544,000 | – | 50,765 | – | 0.02% | – |
| KB | New | KB FINANCIAL GROUP INCsponsored adr | $1,518,000 | – | 30,073 | – | 0.02% | – |
| NKSH | New | NATIONAL BANKSHARES INC VA | $1,204,000 | – | 29,494 | – | 0.02% | – |
| KELYA | New | KELLY SVCS INCcl a | $1,110,000 | – | 49,434 | – | 0.02% | – |
| AVP | New | AVON PRODS INC | $940,000 | – | 247,436 | – | 0.02% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $940,000 | – | 112,494 | – | 0.02% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $842,000 | – | 27,000 | – | 0.01% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $795,000 | – | 11,598 | – | 0.01% | – |
| SENEA | New | SENECA FOODS CORP NEWcl a | $768,000 | – | 24,736 | – | 0.01% | – |
| PM | New | PHILIP MORRIS INTL INC | $640,000 | – | 5,446 | – | 0.01% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEW | $371,000 | – | 11,100 | – | 0.01% | – |
| VOXX | New | VOXX INTL CORPcl a | $349,000 | – | 42,617 | – | 0.01% | – |
| CO | New | CHINA CORD BLOOD CORP | $375,000 | – | 39,542 | – | 0.01% | – |
| NVLNF | New | NOVELION THERAPEUTICS INC | $321,000 | – | 34,828 | – | 0.01% | – |
| POT | New | POTASH CORP SASK INC | $295,000 | – | 18,081 | – | 0.01% | – |
| MGA | New | MAGNA INTL INC | $329,000 | – | 7,109 | – | 0.01% | – |
| PTE | New | POLARITYTE INC | $243,000 | – | 10,500 | – | 0.00% | – |
| GTE | New | GRAN TIERRA ENERGY INC | $283,000 | – | 126,553 | – | 0.00% | – |
| DXPE | New | DXP ENTERPRISES INC NEW | $279,000 | – | 8,079 | – | 0.00% | – |
| ZAGG | New | ZAGG INC | $170,000 | – | 19,621 | – | 0.00% | – |
| UEPS | New | NET 1 UEPS TECHNOLOGIES INC | $176,000 | – | 17,862 | – | 0.00% | – |
| TGA | New | TRANSGLOBE ENERGY CORP | $188,000 | – | 140,598 | – | 0.00% | – |
| HOV | New | HOVNANIAN ENTERPRISES INCcl a | $159,000 | – | 56,630 | – | 0.00% | – |
| BPI | New | BRIDGEPOINT ED INC | $190,000 | – | 12,891 | – | 0.00% | – |
| CMRE | New | COSTAMARE INC | $190,000 | – | 26,033 | – | 0.00% | – |
| TZOO | New | TRAVELZOO | $160,000 | – | 14,637 | – | 0.00% | – |
| CWCO | New | CONSOLIDATED WATER CO INCord | $132,000 | – | 10,623 | – | 0.00% | – |
| RRTS | New | ROADRUNNER TRNSN SVCS HLDG I | $137,000 | – | 18,833 | – | 0.00% | – |
| CALL | New | MAGICJACK VOCALTEC LTD | $117,000 | – | 16,263 | – | 0.00% | – |
| ATW | New | ATWOOD OCEANICS INC | $100,000 | – | 12,283 | – | 0.00% | – |
| OFG | New | OFG BANCORP | $105,000 | – | 10,521 | – | 0.00% | – |
| HNRG | New | HALLADOR ENERGY COMPANY | $104,000 | – | 13,346 | – | 0.00% | – |
| ALSK | New | ALASKA COMMUNICATIONS SYS GR | $148,000 | – | 67,331 | – | 0.00% | – |
| CRDB | New | CRAWFORD & COcl b | $109,000 | – | 11,667 | – | 0.00% | – |
| SQBG | New | SEQUENTIAL BRNDS GROUP INC N | $127,000 | – | 31,795 | – | 0.00% | – |
| PERI | New | PERION NETWORK LTD | $111,000 | – | 56,351 | – | 0.00% | – |
| MGIC | New | MAGIC SOFTWARE ENTERPRISES Lord | $145,000 | – | 18,210 | – | 0.00% | – |
| FBP | New | FIRST BANCORP P R | $113,000 | – | 19,506 | – | 0.00% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $140,000 | – | 27,004 | – | 0.00% | – |
| BBRG | New | BRAVO BRIO RESTAURANT GROUP | $140,000 | – | 30,339 | – | 0.00% | – |
| ARC | New | ARC DOCUMENT SOLUTIONS INC | $110,000 | – | 26,532 | – | 0.00% | – |
| AWRE | New | AWARE INC MASS | $116,000 | – | 22,443 | – | 0.00% | – |
| CTG | New | COMPUTER TASK GROUP INC | $149,000 | – | 26,736 | – | 0.00% | – |
| AVID | New | AVID TECHNOLOGY INC | $125,000 | – | 23,793 | – | 0.00% | – |
| ANWWQ | New | AEGEAN MARINE PETROLEUM NETW | $78,000 | – | 13,339 | – | 0.00% | – |
| GALT | New | GALECTIN THERAPEUTICS INC | $70,000 | – | 28,500 | – | 0.00% | – |
| HHS | New | HARTE-HANKS INC | $73,000 | – | 70,540 | – | 0.00% | – |
| HOSSQ | New | HORNBECK OFFSHORE SVCS INC N | $45,000 | – | 15,958 | – | 0.00% | – |
| TA | New | TRAVELCENTERS AMER LLC | $73,000 | – | 17,813 | – | 0.00% | – |
| UONEK | New | URBAN ONE INCcl d non vtg | $94,000 | – | 41,948 | – | 0.00% | – |
| QUIK | New | QUICKLOGIC CORP | $78,000 | – | 53,700 | – | 0.00% | – |
| ICON | New | ICONIX BRAND GROUP INC | $92,000 | – | 13,378 | – | 0.00% | – |
| IPI | New | INTREPID POTASH INC | $69,000 | – | 30,500 | – | 0.00% | – |
| PPHM | New | PEREGRINE PHARMACEUTICALS IN | $54,000 | – | 89,100 | – | 0.00% | – |
| WTI | New | W & T OFFSHORE INC | $40,000 | – | 20,200 | – | 0.00% | – |
| MTW | New | MANITOWOC INC | $62,000 | – | 10,300 | – | 0.00% | – |
| WSTL | New | WESTELL TECHNOLOGIES INCcl a new | $33,000 | – | 10,650 | – | 0.00% | – |
| WPRT | New | WESTPORT FUEL SYSTEMS INC | $67,000 | – | 28,600 | – | 0.00% | – |
| MN | New | MANNING & NAPIER INCcl a | $76,000 | – | 17,505 | – | 0.00% | – |
| LINU | New | LINIU TECHNOLOGY GROUP | $62,000 | – | 119,800 | – | 0.00% | – |
| NOG | New | NORTHERN OIL & GAS INC NEV | $52,000 | – | 36,921 | – | 0.00% | – |
| GORO | New | GOLD RESOURCE CORP | $84,000 | – | 20,659 | – | 0.00% | – |
| LTBR | New | LIGHTBRIDGE CORP | $24,000 | – | 14,000 | – | 0.00% | – |
| EGY | New | VAALCO ENERGY INC | $28,000 | – | 29,500 | – | 0.00% | – |
| MSN | New | EMERSON RADIO CORP | $22,000 | – | 16,000 | – | 0.00% | – |
| ORIG | New | OCEAN RIG UDW INC | $17,000 | – | 109,565 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BORNY | Exit | CHINA NEW BORUN CORPadr | $0 | – | -20,912 | – | 0.00% | – |
| TGA | Exit | TRANSGLOBE ENERGY CORP | $0 | – | -16,100 | – | 0.00% | – |
| OTIVF | Exit | ON TRACK INNOVATION LTD | $0 | – | -30,000 | – | 0.00% | – |
| ICON | Exit | ICONIX BRAND GROUP INC | $0 | – | -10,662 | – | -0.00% | – |
| TRR | Exit | TRC COS INC | $0 | – | -10,651 | – | -0.00% | – |
| HNR | Exit | HARVEST NATURAL RESOURC | $0 | – | -100,000 | – | -0.00% | – |
| PERI | Exit | PERION NETWORK LTD | $0 | – | -62,283 | – | -0.00% | – |
| CALL | Exit | MAGICJACK VOCALTEC LTD | $0 | – | -11,458 | – | -0.00% | – |
| NTZ | Exit | NATUZZI S P Aadr | $0 | – | -27,935 | – | -0.00% | – |
| VOXX | Exit | VOXX INTL CORPcl a | $0 | – | -22,598 | – | -0.00% | – |
| BPI | Exit | BRIDGEPOINT ED INC | $0 | – | -10,336 | – | -0.00% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -12,618 | – | -0.00% | – |
| NVFY | Exit | NOVA LIFESTYLE INC | $0 | – | -25,000 | – | -0.00% | – |
| ROIAK | Exit | RADIO ONE INCcl d non vtg | $0 | – | -22,280 | – | -0.00% | – |
| CBRIQ | Exit | CIBER INC | $0 | – | -53,532 | – | -0.00% | – |
| MGIC | Exit | MAGIC SOFTWARE ENTERPRIses l ord | $0 | – | -10,506 | – | -0.00% | – |
| RPRX | Exit | REPROS THERAPEUTICS INC | $0 | – | -18,000 | – | -0.00% | – |
| GFA | Exit | GAFISA S Aspons adr | $0 | – | -22,000 | – | -0.00% | – |
| ALSK | Exit | ALASKA COMMUNICATIONS S | $0 | – | -37,146 | – | -0.00% | – |
| PTIE | Exit | PAIN THERAPEUTICS INC | $0 | – | -53,200 | – | -0.00% | – |
| THLD | Exit | THRESHOLD PHARMACEUTICA | $0 | – | -140,000 | – | -0.00% | – |
| MWW | Exit | MONSTER WORLDWIDE INC | $0 | – | -26,763 | – | -0.00% | – |
| HHS | Exit | HARTE-HANKS INC | $0 | – | -38,490 | – | -0.00% | – |
| DNRCQ | Exit | DENBURY RES INC | $0 | – | -15,000 | – | -0.00% | – |
| AWRE | Exit | AWARE INC MASS | $0 | – | -16,322 | – | -0.00% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS | $0 | – | -17,157 | – | -0.00% | – |
| SUMR | Exit | SUMMER INFANT INC | $0 | – | -17,700 | – | -0.00% | – |
| CTG | Exit | COMPUTER TASK GROUP INC | $0 | – | -13,501 | – | -0.00% | – |
| HNRG | Exit | HALLADOR ENERGY COMPANY | $0 | – | -12,148 | – | -0.00% | – |
| PWE | Exit | PENN WEST PETE LTD NEW | $0 | – | -40,000 | – | -0.00% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -20,000 | – | -0.00% | – |
| HOV | Exit | HOVNANIAN ENTERPRISES Inc cl a | $0 | – | -40,536 | – | -0.00% | – |
| SGOC | Exit | SGOCO GROUP LTD | $0 | – | -22,252 | – | -0.00% | – |
| CRNT | Exit | CERAGON NETWORKS LTDord | $0 | – | -53,600 | – | -0.00% | – |
| ANWWQ | Exit | AEGEAN MARINE PETROLEUM | $0 | – | -11,358 | – | -0.00% | – |
| EGO | Exit | ELDORADO GOLD CORP NEW | $0 | – | -30,000 | – | -0.00% | – |
| KRO | Exit | KRONOS WORLDWIDE INC | $0 | – | -21,900 | – | -0.00% | – |
| SCHN | Exit | SCHNITZER STL INDScl a | $0 | – | -9,805 | – | -0.00% | – |
| ACTG | Exit | ACACIA RESH CORP | $0 | – | -26,200 | – | -0.00% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC | $0 | – | -62,160 | – | -0.00% | – |
| CFFN | Exit | CAPITOL FED FINL INC | $0 | – | -16,123 | – | -0.00% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -13,900 | – | -0.00% | – |
| NGD | Exit | NEW GOLD INC CDA | $0 | – | -50,600 | – | -0.00% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -12,100 | – | -0.00% | – |
| LAYN | Exit | LAYNE CHRISTENSEN CO | $0 | – | -28,000 | – | -0.00% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -6,800 | – | -0.00% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -10,100 | – | -0.00% | – |
| ERF | Exit | ENERPLUS CORP | $0 | – | -43,700 | – | -0.00% | – |
| PGHEF | Exit | PENGROWTH ENERGY CORP | $0 | – | -153,000 | – | -0.00% | – |
| NWFL | Exit | NORWOOD FINANCIAL CORP | $0 | – | -10,427 | – | -0.01% | – |
| CLF | Exit | CLIFFS NAT RES INC | $0 | – | -58,500 | – | -0.01% | – |
| GEOS | Exit | GEOSPACE TECHNOLOGIES C | $0 | – | -15,547 | – | -0.01% | – |
| CLDPQ | Exit | CLOUD PEAK ENERGY INC | $0 | – | -69,288 | – | -0.01% | – |
| GORO | Exit | GOLD RESOURCE CORP | $0 | – | -54,764 | – | -0.01% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAventu sponsored adr | $0 | – | -28,000 | – | -0.01% | – |
| SP | Exit | SP PLUS CORP | $0 | – | -16,520 | – | -0.01% | – |
| ACWI | Exit | ISHARES TRmsci acwi etf | $0 | – | -7,008 | – | -0.01% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -4,508 | – | -0.01% | – |
| ACNB | Exit | ACNB CORP | $0 | – | -19,075 | – | -0.01% | – |
| BBVA | Exit | BANCO BILBAO VIZCAYA ARgenta sponsored adr | $0 | – | -84,828 | – | -0.01% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -16,550 | – | -0.01% | – |
| UBNK | Exit | UNITED FINL BANCORP INC | $0 | – | -46,446 | – | -0.01% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -29,271 | – | -0.01% | – |
| QLTI | Exit | QLT INC | $0 | – | -323,953 | – | -0.01% | – |
| OSHC | Exit | OCEAN SHORE HLDG CO NEW | $0 | – | -31,170 | – | -0.01% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -26,024 | – | -0.01% | – |
| BLD | Exit | TOPBUILD CORP | $0 | – | -26,418 | – | -0.01% | – |
| AVP | Exit | AVON PRODS INC | $0 | – | -150,583 | – | -0.01% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFg ltd sponsored adr | $0 | – | -28,870 | – | -0.01% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC | $0 | – | -24,073 | – | -0.01% | – |
| FBNK | Exit | FIRST CONN BANCORP INC | $0 | – | -54,663 | – | -0.02% | – |
| CHFN | Exit | CHARTER FINL CORP MD | $0 | – | -82,527 | – | -0.02% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -39,491 | – | -0.02% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -18,878 | – | -0.02% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -66,722 | – | -0.02% | – |
| STRL | Exit | STERLING CONSTRUCTION C | $0 | – | -175,489 | – | -0.02% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOXinc cl a | $0 | – | -37,183 | – | -0.02% | – |
| ISCA | Exit | INTERNATIONAL SPEEDWAYcorp cl a | $0 | – | -43,721 | – | -0.02% | – |
| HWCC | Exit | HOUSTON WIRE & CABLE CO | $0 | – | -248,081 | – | -0.02% | – |
| ISBC | Exit | INVESTORS BANCORP INC N | $0 | – | -129,994 | – | -0.02% | – |
| TRK | Exit | SPEEDWAY MOTORSPORTS INC | $0 | – | -90,581 | – | -0.02% | – |
| ORN | Exit | ORION GROUP HOLDINGS INC | $0 | – | -242,960 | – | -0.02% | – |
| CRAI | Exit | CRA INTL INC | $0 | – | -62,143 | – | -0.02% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -34,241 | – | -0.02% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -76,539 | – | -0.03% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -45,421 | – | -0.03% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROup in cl a | $0 | – | -11,811 | – | -0.04% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -175,206 | – | -0.04% | – |
| BW | Exit | BABCOCK & WILCOX ENTERP | $0 | – | -160,393 | – | -0.04% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -40,137 | – | -0.04% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -327,415 | – | -0.04% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -26,047 | – | -0.04% | – |
| CNCOY | Exit | CENCOSUD S Asponsored ads | $0 | – | -378,531 | – | -0.05% | – |
| OSB | Exit | NORBORD INC | $0 | – | -144,129 | – | -0.06% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -192,537 | – | -0.07% | – |
| KB | Exit | KB FINANCIAL GROUP INCsponsored adr | $0 | – | -142,800 | – | -0.07% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOlutio cl a | $0 | – | -115,585 | – | -0.08% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -366,789 | – | -0.10% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -148,536 | – | -0.10% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -73,340 | – | -0.10% | – |
| L | Exit | LOEWS CORP | $0 | – | -163,310 | – | -0.10% | – |
| FLEX | Exit | FLEX LTDord | $0 | – | -529,924 | – | -0.11% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -739,679 | – | -0.11% | – |
| FOX | Exit | TWENTY FIRST CENTY FOXinc cl b | $0 | – | -294,100 | – | -0.11% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -111,890 | – | -0.12% | – |
| AAN | Exit | AARONS INC | $0 | – | -353,718 | – | -0.14% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -55,134 | – | -0.14% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -522,051 | – | -0.16% | – |
| NTL | Exit | NORTEL INVERSORA S Aspon adr pfd b | $0 | – | -398,083 | – | -0.17% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -357,379 | – | -0.17% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -141,534 | – | -0.18% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -1,910,179 | – | -0.18% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -350,238 | – | -0.19% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -322,538 | – | -0.19% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -242,127 | – | -0.21% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -1,308,400 | – | -0.21% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -1,267,065 | – | -0.22% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -126,627 | – | -0.22% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -156,511 | – | -0.23% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -415,841 | – | -0.24% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -1,436,472 | – | -0.24% | – |
| AVT | Exit | AVNET INC | $0 | – | -439,176 | – | -0.27% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -1,467,550 | – | -0.28% | – |
| BBT | Exit | BB&T CORP | $0 | – | -496,044 | – | -0.28% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -1,872,096 | – | -0.32% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -321,119 | – | -0.32% | – |
| ENIC | Exit | ENERSIS CHILE SAspon adr | $0 | – | -4,938,099 | – | -0.35% | – |
| TIAIY | Exit | TELECOM ITALIA S P A NEWspon adr svgs | $0 | – | -3,491,495 | – | -0.36% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -720,639 | – | -0.36% | – |
| ELOS | Exit | SYNERON MEDICAL LTD | $0 | – | -3,414,913 | – | -0.37% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -227,068 | – | -0.40% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DEdist spn adr pfd cl a | $0 | – | -1,782,626 | – | -0.44% | – |
| JOE | Exit | ST JOE CO | $0 | – | -1,712,656 | – | -0.47% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -696,773 | – | -0.50% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -1,327,937 | – | -0.51% | – |
| ELP | Exit | COMPANHIA PARANAENSE ENerg c spon adr pfd | $0 | – | -3,542,304 | – | -0.57% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -384,067 | – | -0.59% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -5,222,163 | – | -0.60% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUPco l spn adr restrd | $0 | – | -1,210,381 | – | -0.66% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROup in sponsored adr | $0 | – | -8,812,945 | – | -0.67% | – |
| CAJ | Exit | CANON INCsponsored adr | $0 | – | -1,534,308 | – | -0.67% | – |
| ARCO | Exit | ARCOS DORADOS HOLDINGS | $0 | – | -8,778,811 | – | -0.69% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -12,512,478 | – | -0.72% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -3,157,365 | – | -0.74% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -2,798,511 | – | -0.78% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -9,688,684 | – | -0.84% | – |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -6,792,076 | – | -0.84% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -6,726,538 | – | -0.88% | – |
| TX | Exit | TERNIUM SAspon adr | $0 | – | -3,255,130 | – | -0.96% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -1,259,307 | – | -0.96% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -1,827,549 | – | -1.03% | – |
| EXC | Exit | EXELON CORP | $0 | – | -2,087,949 | – | -1.04% | – |
| Exit | GRUPO AVAL ACCIONES Y Valore sponsored ads | $0 | – | -7,767,880 | – | -1.08% | – | |
| XLNX | Exit | XILINX INC | $0 | – | -1,384,231 | – | -1.13% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -709,651 | – | -1.16% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -10,785,976 | – | -1.17% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -6,823,723 | – | -1.22% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -6,558,941 | – | -1.29% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -6,424,073 | – | -1.31% | – |
| LUK | Exit | LEUCADIA NATL CORP | $0 | – | -4,802,083 | – | -1.37% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -1,598,848 | – | -1.48% | – |
| APA | Exit | APACHE CORP | $0 | – | -1,561,690 | – | -1.50% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -3,865,913 | – | -1.67% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -4,192,947 | – | -1.82% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -1,323,684 | – | -1.83% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -2,126,724 | – | -1.89% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -2,185,428 | – | -1.92% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -3,641,390 | – | -1.92% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -1,445,288 | – | -1.95% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -3,557,856 | – | -2.04% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PU | $0 | – | -1,029,805 | – | -2.05% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -8,911,363 | – | -2.09% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -3,158,460 | – | -2.10% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -2,605,239 | – | -2.13% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SApetro sp adr non vtg | $0 | – | -16,582,430 | – | -2.13% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -2,129,437 | – | -2.25% | – |
| BK | Exit | BANK NEW YORK MELLON CO | $0 | – | -3,766,740 | – | -2.25% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -3,525,668 | – | -2.28% | – |
| GLW | Exit | CORNING INC | $0 | – | -6,449,969 | – | -2.29% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -11,550,321 | – | -2.56% | – |
| PFE | Exit | PFIZER INC | $0 | – | -5,032,007 | – | -2.56% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -2,812,318 | – | -2.63% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,703,203 | – | -2.82% | – |
| C | Exit | CITIGROUP INC | $0 | – | -4,317,792 | – | -3.06% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -16,698,362 | – | -3.06% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -3,579,049 | – | -3.09% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -37,395,522 | – | -4.45% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -18,796,242 | – | -4.86% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | Buy | EMBRAER S A | $324,423,000 | +1.6% | 18,796,242 | +27.8% | 4.86% | -0.3% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $296,920,000 | +19.9% | 37,395,522 | -6.9% | 4.45% | +17.7% |
| MSFT | Sell | MICROSOFT CORP | $206,153,000 | +6.1% | 3,579,049 | -5.8% | 3.09% | +4.1% |
| TSU | Sell | TIM PARTICIPACOES S Asponsored adr | $204,300,000 | +11.4% | 16,698,362 | -4.0% | 3.06% | +9.4% |
| C | Sell | CITIGROUP INC | $203,930,000 | +9.6% | 4,317,792 | -1.6% | 3.06% | +7.6% |
| STT | Buy | STATE STR CORP | $188,225,000 | +30.3% | 2,703,203 | +0.9% | 2.82% | +27.9% |
| MRK | Sell | MERCK & CO INC | $175,517,000 | +5.4% | 2,812,318 | -2.8% | 2.63% | +3.4% |
| PFE | Sell | PFIZER INC | $170,434,000 | -7.5% | 5,032,007 | -3.8% | 2.56% | -9.2% |
| VIV | Sell | TELEFONICA BRASIL SAsponsored adr | $170,469,000 | +0.9% | 11,550,321 | -5.2% | 2.56% | -0.9% |
| GLW | Sell | CORNING INC | $152,542,000 | +10.4% | 6,449,969 | -4.4% | 2.29% | +8.3% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $152,062,000 | -16.9% | 3,525,668 | -16.5% | 2.28% | -18.5% |
| BK | Sell | BANK NEW YORK MELLON CO | $150,217,000 | +0.3% | 3,766,740 | -2.3% | 2.25% | -1.5% |
| ESRX | Buy | EXPRESS SCRIPTS HLDG CO | $150,189,000 | -6.8% | 2,129,437 | +0.1% | 2.25% | -8.5% |
| PBRA | Sell | PETROLEO BRASILEIRO SApetro sp adr non vtg | $142,084,000 | -8.6% | 16,582,430 | -36.3% | 2.13% | -10.3% |
| EMR | Sell | EMERSON ELEC CO | $142,012,000 | +3.4% | 2,605,239 | -1.1% | 2.13% | +1.5% |
| WFC | Buy | WELLS FARGO & CO NEW | $139,857,000 | +5.0% | 3,158,460 | +12.3% | 2.10% | +3.1% |
| BAC | Sell | BANK AMER CORP | $139,463,000 | +16.4% | 8,911,363 | -1.3% | 2.09% | +14.2% |
| WLTW | Sell | WILLIS TOWERS WATSON PU | $136,727,000 | +5.8% | 1,029,805 | -1.0% | 2.05% | +3.8% |
| SNY | Sell | SANOFIsponsored adr | $135,875,000 | -9.8% | 3,557,856 | -1.2% | 2.04% | -11.5% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $130,206,000 | +8.3% | 1,445,288 | -2.2% | 1.95% | +6.3% |
| BP | Sell | BP PLCsponsored adr | $128,031,000 | -4.2% | 3,641,390 | -3.2% | 1.92% | -5.9% |
| WDC | Sell | WESTERN DIGITAL CORP | $127,782,000 | +20.1% | 2,185,428 | -3.0% | 1.92% | +17.8% |
| AIG | Sell | AMERICAN INTL GROUP INC | $126,200,000 | +9.2% | 2,126,724 | -2.7% | 1.89% | +7.2% |
| CPA | Sell | COPA HOLDINGS SAcl a | $122,207,000 | +41.2% | 1,323,684 | -16.9% | 1.83% | +38.7% |
| HMC | Sell | HONDA MOTOR LTD | $121,260,000 | +10.8% | 4,192,947 | -3.0% | 1.82% | +8.7% |
| E | Buy | ENI S P Asponsored adr | $111,609,000 | -8.2% | 3,865,913 | +2.9% | 1.67% | -9.8% |
| APA | Sell | APACHE CORP | $99,746,000 | +10.8% | 1,561,690 | -3.4% | 1.50% | +8.8% |
| CHL | Sell | CHINA MOBILE LIMITEDsponsored adr | $98,361,000 | +2.3% | 1,598,848 | -3.8% | 1.48% | +0.4% |
| LUK | Sell | LEUCADIA NATL CORP | $91,432,000 | +7.6% | 4,802,083 | -2.1% | 1.37% | +5.6% |
| UBS | Buy | UBS GROUP AG | $87,496,000 | +15.6% | 6,424,073 | +10.0% | 1.31% | +13.5% |
| CS | Buy | CREDIT SUISSE GROUPsponsored adr | $86,184,000 | +27.9% | 6,558,941 | +4.1% | 1.29% | +25.4% |
| AMX | Buy | AMERICA MOVIL SAB DE CV | $81,481,000 | -0.4% | 6,823,723 | +7.1% | 1.22% | -2.2% |
| ERIC | Buy | ERICSSONadr b sek 10 | $77,767,000 | -2.0% | 10,785,976 | +4.4% | 1.17% | -3.8% |
| PEP | Sell | PEPSICO INC | $77,188,000 | -2.9% | 709,651 | -5.5% | 1.16% | -4.8% |
| XLNX | Sell | XILINX INC | $75,219,000 | -17.1% | 1,384,231 | -29.7% | 1.13% | -18.7% |
| Sell | GRUPO AVAL ACCIONES Y Valore sponsored ads | $71,858,000 | +5.5% | 7,767,880 | -4.0% | 1.08% | +3.6% | |
| EXC | Sell | EXELON CORP | $69,508,000 | -10.4% | 2,087,949 | -2.1% | 1.04% | -12.1% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $68,734,000 | +16.7% | 1,827,549 | -2.9% | 1.03% | +14.6% |
| PKX | Sell | POSCOsponsored adr | $64,325,000 | +11.4% | 1,259,307 | -3.0% | 0.96% | +9.4% |
| TX | Sell | TERNIUM SAspon adr | $63,811,000 | -38.4% | 3,255,130 | -40.2% | 0.96% | -39.5% |
| BCS | Buy | BARCLAYS PLCadr | $58,454,000 | +19.2% | 6,726,538 | +4.3% | 0.88% | +17.1% |
| TIIAY | Buy | TELECOM ITALIA S P A NEWspon adr ord | $56,306,000 | +25.3% | 6,792,076 | +23.4% | 0.84% | +22.9% |
| NOK | Sell | NOKIA CORPsponsored adr | $56,097,000 | +1.7% | 9,688,684 | -0.1% | 0.84% | -0.2% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $52,192,000 | -9.5% | 2,798,511 | +2.7% | 0.78% | -11.1% |
| ORAN | Buy | ORANGEsponsored adr | $49,192,000 | +15.8% | 3,157,365 | +22.0% | 0.74% | +13.7% |
| AEG | Buy | AEGON N Vny registry sh | $48,298,000 | +2.4% | 12,512,478 | +6.4% | 0.72% | +0.6% |
| ARCO | Sell | ARCOS DORADOS HOLDINGS | $46,265,000 | -34.6% | 8,778,811 | -40.8% | 0.69% | -35.7% |
| CAJ | Sell | CANON INCsponsored adr | $44,541,000 | -25.7% | 1,534,308 | -26.7% | 0.67% | -27.0% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROup in sponsored adr | $44,505,000 | +12.8% | 8,812,945 | -1.0% | 0.67% | +10.6% |
| SHG | Sell | SHINHAN FINANCIAL GROUPco l spn adr restrd | $44,106,000 | +10.1% | 1,210,381 | -1.1% | 0.66% | +8.0% |
| MBT | Buy | MOBILE TELESYSTEMS PJSCsponsored adr | $40,070,000 | +22.6% | 5,222,163 | +33.2% | 0.60% | +20.4% |
| CVX | Sell | CHEVRON CORP NEW | $39,528,000 | -3.6% | 384,067 | -1.8% | 0.59% | -5.3% |
| ELP | Sell | COMPANHIA PARANAENSE ENerg c spon adr pfd | $37,901,000 | -27.3% | 3,542,304 | -37.0% | 0.57% | -28.6% |
| MDC | Sell | M D C HLDGS INC | $34,260,000 | +3.0% | 1,327,937 | -2.8% | 0.51% | +1.2% |
| TTE | Sell | TOTAL S Asponsored adr | $33,236,000 | -5.2% | 696,773 | -4.4% | 0.50% | -6.9% |
| JOE | Sell | ST JOE CO | $31,479,000 | +2.0% | 1,712,656 | -1.7% | 0.47% | +0.2% |
| CBD | Sell | COMPANHIA BRASILEIRA DEdist spn adr pfd cl a | $29,217,000 | -14.1% | 1,782,626 | -23.7% | 0.44% | -15.6% |
| TM | Sell | TOYOTA MOTOR CORP | $26,354,000 | +9.0% | 227,068 | -6.1% | 0.40% | +7.0% |
| ELOS | Buy | SYNERON MEDICAL LTD | $24,450,000 | +16.7% | 3,414,913 | +25.4% | 0.37% | +14.7% |
| CRH | Sell | CRH PLCadr | $23,976,000 | -59.1% | 720,639 | -63.6% | 0.36% | -59.8% |
| TIAIY | Buy | TELECOM ITALIA S P A NEWspon adr svgs | $23,847,000 | +21.3% | 3,491,495 | +14.2% | 0.36% | +19.3% |
| ENIC | Buy | ENERSIS CHILE SAspon adr | $23,456,000 | +38.1% | 4,938,099 | +69.4% | 0.35% | +35.4% |
| JPM | Sell | JPMORGAN CHASE & CO | $21,384,000 | +5.7% | 321,119 | -1.3% | 0.32% | +3.9% |
| AGRO | Buy | ADECOAGRO S A | $21,303,000 | +4.4% | 1,872,096 | +0.4% | 0.32% | +2.2% |
| BBT | Sell | BB&T CORP | $18,711,000 | +0.7% | 496,044 | -5.0% | 0.28% | -1.1% |
| RCII | Buy | RENT A CTR INC NEW | $18,550,000 | +5.5% | 1,467,550 | +2.5% | 0.28% | +3.3% |
| AVT | Buy | AVNET INC | $18,032,000 | +9.1% | 439,176 | +7.6% | 0.27% | +7.1% |
| IVC | Buy | INVACARE CORP | $16,045,000 | +39.1% | 1,436,472 | +51.0% | 0.24% | +36.9% |
| VRNT | Buy | VERINT SYS INC | $15,648,000 | +18.9% | 415,841 | +4.6% | 0.24% | +16.9% |
| VAR | Sell | VARIAN MED SYS INC | $15,578,000 | +12.1% | 156,511 | -7.4% | 0.23% | +10.4% |
| JNJ | Sell | JOHNSON & JOHNSON | $14,958,000 | -7.4% | 126,627 | -4.9% | 0.22% | -9.3% |
| BZH | Sell | BEAZER HOMES USA INC | $14,774,000 | +50.3% | 1,267,065 | -0.1% | 0.22% | +48.0% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $14,172,000 | -0.5% | 1,308,400 | -0.8% | 0.21% | -2.3% |
| DOX | Sell | AMDOCS LTD | $14,007,000 | -1.3% | 242,127 | -1.5% | 0.21% | -3.2% |
| ORCL | Sell | ORACLE CORP | $12,669,000 | -11.0% | 322,538 | -7.3% | 0.19% | -12.8% |
| IM | Sell | INGRAM MICRO INCcl a | $12,489,000 | +1.3% | 350,238 | -1.2% | 0.19% | -0.5% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $11,978,000 | +0.2% | 141,534 | -3.6% | 0.18% | -1.6% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $11,976,000 | +46.0% | 1,910,179 | -0.3% | 0.18% | +44.0% |
| CSCO | Sell | CISCO SYS INC | $11,336,000 | +6.3% | 357,379 | -3.8% | 0.17% | +4.3% |
| NTL | Buy | NORTEL INVERSORA S Aspon adr pfd b | $11,189,000 | -13.8% | 398,083 | +0.1% | 0.17% | -15.2% |
| FITB | Sell | FIFTH THIRD BANCORP | $10,681,000 | +14.4% | 522,051 | -1.7% | 0.16% | +11.9% |
| MCK | Buy | MCKESSON CORP | $9,194,000 | +25.4% | 55,134 | +40.3% | 0.14% | +23.2% |
| AAN | Sell | AARONS INC | $8,991,000 | +14.6% | 353,718 | -1.3% | 0.14% | +12.5% |
| WMT | Sell | WAL-MART STORES INC | $8,069,000 | -6.3% | 111,890 | -5.1% | 0.12% | -8.3% |
| RF | Sell | REGIONS FINL CORP NEW | $7,301,000 | +9.2% | 739,679 | -5.9% | 0.11% | +6.9% |
| FOX | Buy | TWENTY FIRST CENTY FOXinc cl b | $7,276,000 | +42.6% | 294,100 | +57.1% | 0.11% | +39.7% |
| FLEX | Sell | FLEX LTDord | $7,218,000 | -11.8% | 529,924 | -23.6% | 0.11% | -13.6% |
| L | Sell | LOEWS CORP | $6,720,000 | -6.5% | 163,310 | -6.6% | 0.10% | -8.2% |
| PG | Sell | PROCTER AND GAMBLE CO | $6,582,000 | -52.2% | 73,340 | -54.9% | 0.10% | -53.1% |
| FCN | Buy | FTI CONSULTING INC | $6,619,000 | +10.2% | 148,536 | +0.6% | 0.10% | +7.6% |
| ORI | Sell | OLD REP INTL CORP | $6,463,000 | -15.3% | 366,789 | -7.3% | 0.10% | -17.1% |
| CTSH | New | COGNIZANT TECHNOLOGY SOlutio cl a | $5,515,000 | – | 115,585 | – | 0.08% | – |
| KB | Sell | KB FINANCIAL GROUP INCsponsored adr | $4,885,000 | +19.1% | 142,800 | -0.9% | 0.07% | +15.9% |
| CFG | Buy | CITIZENS FINL GROUP INC | $4,758,000 | +25.3% | 192,537 | +1.3% | 0.07% | +22.4% |
| OSB | Sell | NORBORD INC | $3,707,000 | +29.0% | 144,129 | -1.1% | 0.06% | +27.3% |
| CNCOY | Sell | CENCOSUD S Asponsored ads | $3,411,000 | -1.2% | 378,531 | -1.9% | 0.05% | -3.8% |
| BBD | Buy | BANCO BRADESCO S Asp adr pfd new | $2,970,000 | +16.2% | 327,415 | +0.1% | 0.04% | +15.4% |
| DEO | Sell | DIAGEO P L Cspon adr new | $3,022,000 | -1.2% | 26,047 | -3.9% | 0.04% | -4.3% |
| BW | Buy | BABCOCK & WILCOX ENTERP | $2,647,000 | +83.6% | 160,393 | +63.4% | 0.04% | +81.8% |
| PTR | Buy | PETROCHINA CO LTDsponsored adr | $2,681,000 | +1.5% | 40,137 | +3.2% | 0.04% | 0.0% |
| RGP | Buy | RESOURCES CONNECTION INC | $2,617,000 | +30.5% | 175,206 | +29.2% | 0.04% | +25.8% |
| NWLI | Buy | NATIONAL WESTN LIFE GROup in cl a | $2,425,000 | +22.9% | 11,811 | +16.9% | 0.04% | +20.0% |
| STI | Buy | SUNTRUST BKS INC | $1,989,000 | +6.9% | 45,421 | +0.3% | 0.03% | +7.1% |
| WGO | Sell | WINNEBAGO INDS INC | $1,804,000 | +2.2% | 76,539 | -0.7% | 0.03% | 0.0% |
| CRAI | Sell | CRA INTL INC | $1,652,000 | -42.0% | 62,143 | -44.9% | 0.02% | -41.9% |
| ORN | Sell | ORION GROUP HOLDINGS INC | $1,664,000 | +28.7% | 242,960 | -0.2% | 0.02% | +25.0% |
| AGCO | Sell | AGCO CORP | $1,689,000 | +4.4% | 34,241 | -0.2% | 0.02% | 0.0% |
| TRK | Buy | SPEEDWAY MOTORSPORTS INC | $1,617,000 | +38.1% | 90,581 | +37.4% | 0.02% | +33.3% |
| ISBC | Buy | INVESTORS BANCORP INC N | $1,561,000 | +18.8% | 129,994 | +9.6% | 0.02% | +15.0% |
| HWCC | Buy | HOUSTON WIRE & CABLE CO | $1,536,000 | +29.0% | 248,081 | +9.3% | 0.02% | +27.8% |
| ISCA | Buy | INTERNATIONAL SPEEDWAYcorp cl a | $1,461,000 | +53.3% | 43,721 | +53.5% | 0.02% | +46.7% |
| FOXA | New | TWENTY FIRST CENTY FOXinc cl a | $1,342,000 | – | 37,183 | – | 0.02% | – |
| STRL | Sell | STERLING CONSTRUCTION C | $1,359,000 | +56.6% | 175,489 | -0.8% | 0.02% | +53.8% |
| OCFC | Sell | OCEANFIRST FINL CORP | $1,285,000 | +1.8% | 66,722 | -3.9% | 0.02% | 0.0% |
| ARW | Sell | ARROW ELECTRS INC | $1,208,000 | +3.2% | 18,878 | -0.3% | 0.02% | 0.0% |
| HBCP | Sell | HOME BANCORP INC | $1,106,000 | +0.3% | 39,491 | -1.6% | 0.02% | 0.0% |
| CHFN | Sell | CHARTER FINL CORP MD | $1,063,000 | -64.0% | 82,527 | -62.9% | 0.02% | -64.4% |
| FBNK | Sell | FIRST CONN BANCORP INC | $973,000 | +6.5% | 54,663 | -1.0% | 0.02% | +7.1% |
| ALEX | Sell | ALEXANDER & BALDWIN INC | $924,000 | +5.7% | 24,073 | -0.4% | 0.01% | +7.7% |
| AVP | Sell | AVON PRODS INC | $852,000 | +46.9% | 150,583 | -1.9% | 0.01% | +44.4% |
| BLD | Sell | TOPBUILD CORP | $877,000 | -32.5% | 26,418 | -26.4% | 0.01% | -35.0% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFg ltd sponsored adr | $883,000 | +16.3% | 28,870 | -0.2% | 0.01% | +8.3% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $746,000 | -65.6% | 26,024 | -68.2% | 0.01% | -66.7% |
| OSHC | Sell | OCEAN SHORE HLDG CO NEW | $706,000 | -23.4% | 31,170 | -42.7% | 0.01% | -21.4% |
| UBNK | Sell | UNITED FINL BANCORP INC | $642,000 | +5.4% | 46,446 | -1.0% | 0.01% | +11.1% |
| QLTI | Buy | QLT INC | $667,000 | +58.1% | 323,953 | +9.0% | 0.01% | +66.7% |
| MLR | Sell | MILLER INDS INC TENN | $667,000 | +9.7% | 29,271 | -1.0% | 0.01% | +11.1% |
| EEM | New | ISHARES TRmsci emg mkt etf | $620,000 | – | 16,550 | – | 0.01% | – |
| BBVA | Buy | BANCO BILBAO VIZCAYA ARgenta sponsored adr | $506,000 | +15.0% | 84,828 | +10.8% | 0.01% | +14.3% |
| PM | Sell | PHILIP MORRIS INTL INC | $438,000 | -9.9% | 4,508 | -5.6% | 0.01% | 0.0% |
| CLDPQ | Sell | CLOUD PEAK ENERGY INC | $377,000 | +160.0% | 69,288 | -1.3% | 0.01% | +200.0% |
| ACWI | New | ISHARES TRmsci acwi etf | $414,000 | – | 7,008 | – | 0.01% | – |
| GORO | Sell | GOLD RESOURCE CORP | $406,000 | +65.0% | 54,764 | -20.1% | 0.01% | +50.0% |
| GEOS | Sell | GEOSPACE TECHNOLOGIES C | $303,000 | +12.6% | 15,547 | -5.5% | 0.01% | +25.0% |
| SYMC | New | SYMANTEC CORP | $254,000 | – | 10,100 | – | 0.00% | – |
| AROC | New | ARCHROCK INC | $182,000 | – | 13,900 | – | 0.00% | – |
| MRO | New | MARATHON OIL CORP | $191,000 | – | 12,100 | – | 0.00% | – |
| KRO | New | KRONOS WORLDWIDE INC | $182,000 | – | 21,900 | – | 0.00% | – |
| SCHN | New | SCHNITZER STL INDScl a | $205,000 | – | 9,805 | – | 0.00% | – |
| EGO | New | ELDORADO GOLD CORP NEW | $118,000 | – | 30,000 | – | 0.00% | – |
| CRNT | New | CERAGON NETWORKS LTDord | $126,000 | – | 53,600 | – | 0.00% | – |
| ANWWQ | New | AEGEAN MARINE PETROLEUM | $114,000 | – | 11,358 | – | 0.00% | – |
| GFA | New | GAFISA S Aspons adr | $34,000 | – | 22,000 | – | 0.00% | – |
| PTIE | Sell | PAIN THERAPEUTICS INC | $53,000 | -69.2% | 53,200 | -32.5% | 0.00% | -66.7% |
| PWE | New | PENN WEST PETE LTD NEW | $72,000 | – | 40,000 | – | 0.00% | – |
| NVFY | New | NOVA LIFESTYLE INC | $91,000 | – | 25,000 | – | 0.00% | – |
| NTZ | Sell | NATUZZI S P Aadr | $49,000 | -15.5% | 27,935 | -29.8% | 0.00% | 0.0% |
| MWW | New | MONSTER WORLDWIDE INC | $97,000 | – | 26,763 | – | 0.00% | – |
| MDR | Sell | MCDERMOTT INTL INC | $100,000 | -24.8% | 20,000 | -25.9% | 0.00% | -50.0% |
| ROIAK | New | RADIO ONE INCcl d non vtg | $68,000 | – | 22,280 | – | 0.00% | – |
| MGIC | Sell | MAGIC SOFTWARE ENTERPRIses l ord | $75,000 | -17.6% | 10,506 | -23.8% | 0.00% | 0.0% |
| RPRX | New | REPROS THERAPEUTICS INC | $38,000 | – | 18,000 | – | 0.00% | – |
| ICON | New | ICONIX BRAND GROUP INC | $87,000 | – | 10,662 | – | 0.00% | – |
| HOV | Sell | HOVNANIAN ENTERPRISES Inc cl a | $69,000 | -31.0% | 40,536 | -32.0% | 0.00% | -50.0% |
| SUMR | New | SUMMER INFANT INC | $38,000 | – | 17,700 | – | 0.00% | – |
| TRR | Sell | TRC COS INC | $92,000 | +2.2% | 10,651 | -25.5% | 0.00% | 0.0% |
| HNR | New | HARVEST NATURAL RESOURC | $81,000 | – | 100,000 | – | 0.00% | – |
| HHS | New | HARTE-HANKS INC | $62,000 | – | 38,490 | – | 0.00% | – |
| HNRG | Buy | HALLADOR ENERGY COMPANY | $96,000 | +77.8% | 12,148 | +3.0% | 0.00% | 0.0% |
| THLD | New | THRESHOLD PHARMACEUTICA | $95,000 | – | 140,000 | – | 0.00% | – |
| FBP | Sell | FIRST BANCORP P R | $66,000 | -7.0% | 12,618 | -29.9% | 0.00% | 0.0% |
| VOXX | Buy | VOXX INTL CORPcl a | $68,000 | +13.3% | 22,598 | +5.2% | 0.00% | 0.0% |
| DNRCQ | New | DENBURY RES INC | $48,000 | – | 15,000 | – | 0.00% | – |
| CTG | Sell | COMPUTER TASK GROUP INC | $63,000 | -25.0% | 13,501 | -19.8% | 0.00% | 0.0% |
| CBRIQ | New | CIBER INC | $62,000 | – | 53,532 | – | 0.00% | – |
| BPI | New | BRIDGEPOINT ED INC | $71,000 | – | 10,336 | – | 0.00% | – |
| AWRE | New | AWARE INC MASS | $87,000 | – | 16,322 | – | 0.00% | – |
| CALL | Sell | MAGICJACK VOCALTEC LTD | $70,000 | -22.2% | 11,458 | -20.2% | 0.00% | 0.0% |
| PERI | New | PERION NETWORK LTD | $75,000 | – | 62,283 | – | 0.00% | – |
| ALSK | Buy | ALASKA COMMUNICATIONS S | $64,000 | +6.7% | 37,146 | +5.2% | 0.00% | 0.0% |
| ARC | New | ARC DOCUMENT SOLUTIONS | $64,000 | – | 17,157 | – | 0.00% | – |
| BIOL | Exit | BIOLASE INC | $0 | – | -23,093 | – | 0.00% | – |
| OTIVF | Sell | ON TRACK INNOVATION LTD | $31,000 | -16.2% | 30,000 | -25.0% | 0.00% | -100.0% |
| FHCO | Exit | FEMALE HEALTH CO | $0 | – | -14,331 | – | 0.00% | – |
| DRYS | Exit | DRYSHIPS INC | $0 | – | -31,634 | – | 0.00% | – |
| BORNY | Sell | CHINA NEW BORUN CORPadr | $31,000 | -60.3% | 20,912 | -59.1% | 0.00% | -100.0% |
| NOG | Exit | NORTHERN OIL & GAS INC NEV | $0 | – | -16,083 | – | -0.00% | – |
| CDI | Exit | C D I CORP | $0 | – | -10,817 | – | -0.00% | – |
| SGI | Exit | SILICON GRAPHICS INTL CORP | $0 | – | -12,400 | – | -0.00% | – |
| ESINQ | Exit | ITT EDUCATIONAL SERVICES INC | $0 | – | -44,503 | – | -0.00% | – |
| ARLZ | Exit | ARALEZ PHARMACEUTICALS INC | $0 | – | -15,473 | – | -0.00% | – |
| TZOO | Exit | TRAVELZOO INC | $0 | – | -11,308 | – | -0.00% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -12,193 | – | -0.00% | – |
| EXK | Exit | ENDEAVOUR SILVER CORP | $0 | – | -23,849 | – | -0.00% | – |
| LQDT | Exit | LIQUIDITY SERVICES INC | $0 | – | -15,374 | – | -0.00% | – |
| UNXLQ | Exit | UNI PIXEL INC | $0 | – | -110,600 | – | -0.00% | – |
| EZPW | Exit | EZCORP INCcl a non vtg | $0 | – | -15,150 | – | -0.00% | – |
| AREXQ | Exit | APPROACH RESOURCES INC | $0 | – | -68,337 | – | -0.00% | – |
| SBS | Exit | COMPANHIA DE SANEAMENTO BASIsponsored adr | $0 | – | -13,112 | – | -0.00% | – |
| CRDB | Exit | CRAWFORD & COcl b | $0 | – | -13,710 | – | -0.00% | – |
| BBRG | Exit | BRAVO BRIO RESTAURANT GROUP | $0 | – | -12,723 | – | -0.00% | – |
| HMY | Exit | HARMONY GOLD MNG LTDsponsored adr | $0 | – | -56,300 | – | -0.00% | – |
| HES | Exit | HESS CORP | $0 | – | -3,456 | – | -0.00% | – |
| BBDO | Exit | BANCO BRADESCO S Asponsored adr | $0 | – | -30,314 | – | -0.00% | – |
| VALE | Exit | VALE S Aadr | $0 | – | -48,700 | – | -0.00% | – |
| ONE | Exit | HIGHER ONE HLDGS INC | $0 | – | -46,021 | – | -0.00% | – |
| SKM | Exit | SK TELECOM LTDsponsored adr | $0 | – | -14,743 | – | -0.01% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -53,178 | – | -0.01% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -42,718 | – | -0.01% | – |
| MESG | Exit | XURA INC | $0 | – | -36,086 | – | -0.01% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -75,584 | – | -0.05% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -244,973 | – | -0.10% | – |
| ITRI | Exit | ITRON INC | $0 | – | -315,820 | – | -0.21% | – |
| SQM | Exit | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $0 | – | -1,779,140 | – | -0.67% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | New | EMBRAER S A | $319,309,000 | – | 14,709,017 | – | 4.88% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $247,738,000 | – | 40,152,003 | – | 3.78% | – |
| MSFT | New | MICROSOFT CORP | $194,351,000 | – | 3,798,127 | – | 2.97% | – |
| C | New | CITIGROUP INC | $186,070,000 | – | 4,389,477 | – | 2.84% | – |
| PFE | New | PFIZER INC | $184,187,000 | – | 5,231,096 | – | 2.81% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $183,454,000 | – | 17,388,983 | – | 2.80% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $183,090,000 | – | 4,224,506 | – | 2.80% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $168,921,000 | – | 12,190,145 | – | 2.58% | – |
| MRK | New | MERCK & CO INC | $166,603,000 | – | 2,891,914 | – | 2.54% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $161,195,000 | – | 2,126,580 | – | 2.46% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $155,520,000 | – | 26,016,378 | – | 2.38% | – |
| SNY | New | SANOFIsponsored adr | $150,691,000 | – | 3,600,731 | – | 2.30% | – |
| BK | New | BANK NEW YORK MELLON CORP | $149,716,000 | – | 3,853,681 | – | 2.29% | – |
| STT | New | STATE STR CORP | $144,439,000 | – | 2,678,770 | – | 2.21% | – |
| GLW | New | CORNING INC | $138,225,000 | – | 6,749,232 | – | 2.11% | – |
| EMR | New | EMERSON ELEC CO | $137,362,000 | – | 2,633,459 | – | 2.10% | – |
| BP | New | BP PLCsponsored adr | $133,579,000 | – | 3,761,727 | – | 2.04% | – |
| WFC | New | WELLS FARGO & CO NEW | $133,157,000 | – | 2,813,371 | – | 2.03% | – |
| WLTW | New | WILLIS TOWERS WATSON PUB LTD | $129,286,000 | – | 1,040,026 | – | 1.98% | – |
| E | New | ENI S P Asponsored adr | $121,523,000 | – | 3,756,520 | – | 1.86% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $120,223,000 | – | 1,477,118 | – | 1.84% | – |
| BAC | New | BANK AMER CORP | $119,848,000 | – | 9,031,466 | – | 1.83% | – |
| AIG | New | AMERICAN INTL GROUP INC | $115,565,000 | – | 2,185,014 | – | 1.76% | – |
| HMC | New | HONDA MOTOR LTD | $109,478,000 | – | 4,322,070 | – | 1.67% | – |
| WDC | New | WESTERN DIGITAL CORP | $106,439,000 | – | 2,252,186 | – | 1.63% | – |
| TX | New | TERNIUM SAspon adr | $103,553,000 | – | 5,441,515 | – | 1.58% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $96,182,000 | – | 1,661,170 | – | 1.47% | – |
| XLNX | New | XILINX INC | $90,784,000 | – | 1,968,000 | – | 1.39% | – |
| APA | New | APACHE CORP | $89,985,000 | – | 1,616,412 | – | 1.38% | – |
| CPA | New | COPA HOLDINGS SAcl a | $86,559,000 | – | 1,592,785 | – | 1.32% | – |
| LUK | New | LEUCADIA NATL CORP | $84,981,000 | – | 4,903,665 | – | 1.30% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $81,793,000 | – | 6,372,735 | – | 1.25% | – |
| PEP | New | PEPSICO INC | $79,527,000 | – | 750,679 | – | 1.22% | – |
| ERIC | New | ERICSSONadr b sek 10 | $79,327,000 | – | 10,329,065 | – | 1.21% | – |
| EXC | New | EXELON CORP | $77,572,000 | – | 2,133,458 | – | 1.18% | – |
| UBS | New | UBS GROUP AG | $75,688,000 | – | 5,840,117 | – | 1.16% | – |
| ARCO | New | ARCOS DORADOS HOLDINGS INC | $70,692,000 | – | 14,820,196 | – | 1.08% | – |
| New | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $68,139,000 | – | 8,094,469 | – | 1.04% | – | |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $67,401,000 | – | 6,299,201 | – | 1.03% | – |
| CAJ | New | CANON INCsponsored adr | $59,914,000 | – | 2,094,154 | – | 0.92% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $58,922,000 | – | 1,881,906 | – | 0.90% | – |
| CRH | New | CRH PLCadr | $58,563,000 | – | 1,979,818 | – | 0.90% | – |
| PKX | New | POSCOsponsored adr | $57,757,000 | – | 1,297,906 | – | 0.88% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $57,695,000 | – | 2,724,048 | – | 0.88% | – |
| NOK | New | NOKIA CORPsponsored adr | $55,182,000 | – | 9,698,050 | – | 0.84% | – |
| ELP | New | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $52,117,000 | – | 5,623,551 | – | 0.80% | – |
| BCS | New | BARCLAYS PLCadr | $49,034,000 | – | 6,451,870 | – | 0.75% | – |
| AEG | New | AEGON N Vny registry sh | $47,163,000 | – | 11,761,239 | – | 0.72% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWspon adr ord | $44,954,000 | – | 5,502,333 | – | 0.69% | – |
| SQM | New | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $43,892,000 | – | 1,779,140 | – | 0.67% | – |
| ORAN | New | ORANGEsponsored adr | $42,497,000 | – | 2,588,112 | – | 0.65% | – |
| CVX | New | CHEVRON CORP NEW | $41,008,000 | – | 391,185 | – | 0.63% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $40,051,000 | – | 1,223,305 | – | 0.61% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $39,448,000 | – | 8,904,671 | – | 0.60% | – |
| TTE | New | TOTAL S Asponsored adr | $35,046,000 | – | 728,598 | – | 0.54% | – |
| CBD | New | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $34,000,000 | – | 2,336,789 | – | 0.52% | – |
| MDC | New | M D C HLDGS INC | $33,257,000 | – | 1,366,346 | – | 0.51% | – |
| MBT | New | MOBILE TELESYSTEMS PJSCsponsored adr | $32,696,000 | – | 3,919,282 | – | 0.50% | – |
| JOE | New | ST JOE CO | $30,865,000 | – | 1,741,776 | – | 0.47% | – |
| TM | New | TOYOTA MOTOR CORP | $24,174,000 | – | 241,763 | – | 0.37% | – |
| ELOS | New | SYNERON MEDICAL LTD | $20,944,000 | – | 2,723,535 | – | 0.32% | – |
| AGRO | New | ADECOAGRO S A | $20,397,000 | – | 1,864,386 | – | 0.31% | – |
| JPM | New | JPMORGAN CHASE & CO | $20,227,000 | – | 325,503 | – | 0.31% | – |
| TIAIY | New | TELECOM ITALIA S P A NEWspon adr svgs | $19,661,000 | – | 3,057,753 | – | 0.30% | – |
| BBT | New | BB&T CORP | $18,590,000 | – | 522,039 | – | 0.28% | – |
| RCII | New | RENT A CTR INC NEW | $17,583,000 | – | 1,431,826 | – | 0.27% | – |
| ENIC | New | ENERSIS CHILE SAspon adr | $16,990,000 | – | 2,914,337 | – | 0.26% | – |
| AVT | New | AVNET INC | $16,529,000 | – | 408,043 | – | 0.25% | – |
| JNJ | New | JOHNSON & JOHNSON | $16,149,000 | – | 133,128 | – | 0.25% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $14,250,000 | – | 1,319,330 | – | 0.22% | – |
| ORCL | New | ORACLE CORP | $14,240,000 | – | 347,921 | – | 0.22% | – |
| DOX | New | AMDOCS LTD | $14,191,000 | – | 245,871 | – | 0.22% | – |
| VAR | New | VARIAN MED SYS INC | $13,899,000 | – | 169,029 | – | 0.21% | – |
| PG | New | PROCTER & GAMBLE CO | $13,783,000 | – | 162,780 | – | 0.21% | – |
| ITRI | New | ITRON INC | $13,612,000 | – | 315,820 | – | 0.21% | – |
| VRNT | New | VERINT SYS INC | $13,166,000 | – | 397,386 | – | 0.20% | – |
| NTL | New | NORTEL INVERSORA S Aspon adr pfd b | $12,984,000 | – | 397,814 | – | 0.20% | – |
| IM | New | INGRAM MICRO INCcl a | $12,328,000 | – | 354,457 | – | 0.19% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $11,951,000 | – | 146,794 | – | 0.18% | – |
| IVC | New | INVACARE CORP | $11,536,000 | – | 951,052 | – | 0.18% | – |
| CSCO | New | CISCO SYS INC | $10,660,000 | – | 371,564 | – | 0.16% | – |
| BZH | New | BEAZER HOMES USA INC | $9,828,000 | – | 1,268,168 | – | 0.15% | – |
| FITB | New | FIFTH THIRD BANCORP | $9,340,000 | – | 530,963 | – | 0.14% | – |
| WMT | New | WAL-MART STORES INC | $8,613,000 | – | 117,954 | – | 0.13% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $8,203,000 | – | 1,916,513 | – | 0.12% | – |
| FLEX | New | FLEXTRONICS INTL LTDord | $8,187,000 | – | 693,836 | – | 0.12% | – |
| AAN | New | AARONS INC | $7,847,000 | – | 358,493 | – | 0.12% | – |
| ORI | New | OLD REP INTL CORP | $7,631,000 | – | 395,643 | – | 0.12% | – |
| MCK | New | MCKESSON CORP | $7,333,000 | – | 39,287 | – | 0.11% | – |
| L | New | LOEWS CORP | $7,184,000 | – | 174,836 | – | 0.11% | – |
| RF | New | REGIONS FINL CORP NEW | $6,688,000 | – | 785,874 | – | 0.10% | – |
| EMC | New | E M C CORP MASS | $6,656,000 | – | 244,973 | – | 0.10% | – |
| FCN | New | FTI CONSULTING INC | $6,009,000 | – | 147,700 | – | 0.09% | – |
| FOX | New | TWENTY FIRST CENTY FOX INCcl b | $5,101,000 | – | 187,197 | – | 0.08% | – |
| KB | New | KB FINANCIAL GROUP INCsponsored adr | $4,100,000 | – | 144,073 | – | 0.06% | – |
| CFG | New | CITIZENS FINL GROUP INC | $3,796,000 | – | 189,987 | – | 0.06% | – |
| CNCOY | New | CENCOSUD S Asponsored ads | $3,453,000 | – | 385,861 | – | 0.05% | – |
| BAX | New | BAXTER INTL INC | $3,418,000 | – | 75,584 | – | 0.05% | – |
| DEO | New | DIAGEO P L Cspon adr new | $3,059,000 | – | 27,101 | – | 0.05% | – |
| CHFN | New | CHARTER FINL CORP MD | $2,950,000 | – | 222,190 | – | 0.04% | – |
| OSB | New | NORBORD INC | $2,873,000 | – | 145,712 | – | 0.04% | – |
| CRAI | New | CRA INTL INC | $2,846,000 | – | 112,833 | – | 0.04% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $2,642,000 | – | 38,902 | – | 0.04% | – |
| BBD | New | BANCO BRADESCO S Asp adr pfd new | $2,555,000 | – | 327,133 | – | 0.04% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $2,169,000 | – | 81,959 | – | 0.03% | – |
| RGP | New | RESOURCES CONNECTION INC | $2,005,000 | – | 135,628 | – | 0.03% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $1,973,000 | – | 10,100 | – | 0.03% | – |
| STI | New | SUNTRUST BKS INC | $1,861,000 | – | 45,301 | – | 0.03% | – |
| WGO | New | WINNEBAGO INDS INC | $1,766,000 | – | 77,059 | – | 0.03% | – |
| AGCO | New | AGCO CORP | $1,618,000 | – | 34,323 | – | 0.02% | – |
| BW | New | BABCOCK & WILCOX ENTERPRIS I | $1,442,000 | – | 98,172 | – | 0.02% | – |
| BLD | New | TOPBUILD CORP | $1,299,000 | – | 35,881 | – | 0.02% | – |
| ORN | New | ORION GROUP HOLDINGS INC | $1,293,000 | – | 243,513 | – | 0.02% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $1,314,000 | – | 118,576 | – | 0.02% | – |
| OCFC | New | OCEANFIRST FINL CORP | $1,262,000 | – | 69,433 | – | 0.02% | – |
| HWCC | New | HOUSTON WIRE & CABLE CO | $1,191,000 | – | 226,939 | – | 0.02% | – |
| ARW | New | ARROW ELECTRS INC | $1,171,000 | – | 18,930 | – | 0.02% | – |
| TRK | New | SPEEDWAY MOTORSPORTS INC | $1,171,000 | – | 65,949 | – | 0.02% | – |
| HBCP | New | HOME BANCORP INC | $1,103,000 | – | 40,148 | – | 0.02% | – |
| ISCA | New | INTERNATIONAL SPEEDWAY CORPcl a | $953,000 | – | 28,475 | – | 0.02% | – |
| OSHC | New | OCEAN SHORE HLDG CO NEW | $922,000 | – | 54,380 | – | 0.01% | – |
| FBNK | New | FIRST CONN BANCORP INC MD | $914,000 | – | 55,223 | – | 0.01% | – |
| STRL | New | STERLING CONSTRUCTION CO INC | $868,000 | – | 176,893 | – | 0.01% | – |
| ALEX | New | ALEXANDER & BALDWIN INC NEW | $874,000 | – | 24,179 | – | 0.01% | – |
| MESG | New | XURA INC | $882,000 | – | 36,086 | – | 0.01% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $797,000 | – | 42,718 | – | 0.01% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $759,000 | – | 28,926 | – | 0.01% | – |
| AVP | New | AVON PRODS INC | $580,000 | – | 153,475 | – | 0.01% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $609,000 | – | 46,916 | – | 0.01% | – |
| MLR | New | MILLER INDS INC TENN | $608,000 | – | 29,561 | – | 0.01% | – |
| ELY | New | CALLAWAY GOLF CO | $543,000 | – | 53,178 | – | 0.01% | – |
| ACNB | New | ACNB CORP | $479,000 | – | 19,075 | – | 0.01% | – |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAsponsored adr | $440,000 | – | 76,583 | – | 0.01% | – |
| PM | New | PHILIP MORRIS INTL INC | $486,000 | – | 4,776 | – | 0.01% | – |
| QLTI | New | QLT INC | $422,000 | – | 297,334 | – | 0.01% | – |
| SP | New | SP PLUS CORP | $373,000 | – | 16,520 | – | 0.01% | – |
| SKM | New | SK TELECOM LTDsponsored adr | $308,000 | – | 14,743 | – | 0.01% | – |
| BVN | New | COMPANIA DE MINAS BUENAVENTUsponsored adr | $335,000 | – | 28,000 | – | 0.01% | – |
| CLF | New | CLIFFS NAT RES INC | $332,000 | – | 58,500 | – | 0.01% | – |
| NWFL | New | NORWOOD FINANCIAL CORP | $292,000 | – | 10,427 | – | 0.00% | – |
| ERF | New | ENERPLUS CORP | $287,000 | – | 43,700 | – | 0.00% | – |
| NEM | New | NEWMONT MINING CORP | $266,000 | – | 6,800 | – | 0.00% | – |
| GORO | New | GOLD RESOURCE CORP | $246,000 | – | 68,513 | – | 0.00% | – |
| BBDO | New | BANCO BRADESCO S Asponsored adr | $245,000 | – | 30,314 | – | 0.00% | – |
| GEOS | New | GEOSPACE TECHNOLOGIES CORP | $269,000 | – | 16,456 | – | 0.00% | – |
| PGHEF | New | PENGROWTH ENERGY CORP | $282,000 | – | 153,000 | – | 0.00% | – |
| VALE | New | VALE S Aadr | $246,000 | – | 48,700 | – | 0.00% | – |
| ONE | New | HIGHER ONE HLDGS INC | $235,000 | – | 46,021 | – | 0.00% | – |
| HMY | New | HARMONY GOLD MNG LTDsponsored adr | $203,000 | – | 56,300 | – | 0.00% | – |
| GTE | New | GRAN TIERRA ENERGY INC | $210,000 | – | 62,160 | – | 0.00% | – |
| NGD | New | NEW GOLD INC CDA | $222,000 | – | 50,600 | – | 0.00% | – |
| CFFN | New | CAPITOL FED FINL INC | $225,000 | – | 16,123 | – | 0.00% | – |
| PTIE | New | PAIN THERAPEUTICS INC | $172,000 | – | 78,758 | – | 0.00% | – |
| LAYN | New | LAYNE CHRISTENSEN CO | $227,000 | – | 28,000 | – | 0.00% | – |
| HES | New | HESS CORP | $208,000 | – | 3,456 | – | 0.00% | – |
| ACTG | New | ACACIA RESH CORP | $115,000 | – | 26,200 | – | 0.00% | – |
| MDR | New | MCDERMOTT INTL INC | $133,000 | – | 27,000 | – | 0.00% | – |
| LQDT | New | LIQUIDITY SERVICES INC | $121,000 | – | 15,374 | – | 0.00% | – |
| HOV | New | HOVNANIAN ENTERPRISES INCcl a | $100,000 | – | 59,621 | – | 0.00% | – |
| EZPW | New | EZCORP INCcl a non vtg | $115,000 | – | 15,150 | – | 0.00% | – |
| UNXLQ | New | UNI PIXEL INC | $163,000 | – | 110,600 | – | 0.00% | – |
| CRDB | New | CRAWFORD & COcl b | $116,000 | – | 13,710 | – | 0.00% | – |
| SBS | New | COMPANHIA DE SANEAMENTO BASIsponsored adr | $117,000 | – | 13,112 | – | 0.00% | – |
| CLDPQ | New | CLOUD PEAK ENERGY INC | $145,000 | – | 70,171 | – | 0.00% | – |
| BBRG | New | BRAVO BRIO RESTAURANT GROUP | $104,000 | – | 12,723 | – | 0.00% | – |
| AREXQ | New | APPROACH RESOURCES INC | $144,000 | – | 68,337 | – | 0.00% | – |
| HNRG | New | HALLADOR ENERGY COMPANY | $54,000 | – | 11,790 | – | 0.00% | – |
| TRR | New | TRC COS INC | $90,000 | – | 14,288 | – | 0.00% | – |
| EXK | New | ENDEAVOUR SILVER CORP | $94,000 | – | 23,849 | – | 0.00% | – |
| NOG | New | NORTHERN OIL & GAS INC NEV | $74,000 | – | 16,083 | – | 0.00% | – |
| CTG | New | COMPUTER TASK GROUP INC | $84,000 | – | 16,828 | – | 0.00% | – |
| ESINQ | New | ITT EDUCATIONAL SERVICES INC | $85,000 | – | 44,503 | – | 0.00% | – |
| OTIVF | New | ON TRACK INNOVATION LTD | $37,000 | – | 40,000 | – | 0.00% | – |
| ALSK | New | ALASKA COMMUNICATIONS SYS GR | $60,000 | – | 35,321 | – | 0.00% | – |
| MGIC | New | MAGIC SOFTWARE ENTERPRISES Lord | $91,000 | – | 13,786 | – | 0.00% | – |
| BORNY | New | CHINA NEW BORUN CORPadr | $78,000 | – | 51,163 | – | 0.00% | – |
| ZAGG | New | ZAGG INC | $64,000 | – | 12,193 | – | 0.00% | – |
| SGI | New | SILICON GRAPHICS INTL CORP | $62,000 | – | 12,400 | – | 0.00% | – |
| CDI | New | C D I CORP | $66,000 | – | 10,817 | – | 0.00% | – |
| TZOO | New | TRAVELZOO INC | $91,000 | – | 11,308 | – | 0.00% | – |
| ARLZ | New | ARALEZ PHARMACEUTICALS INC | $51,000 | – | 15,473 | – | 0.00% | – |
| CALL | New | MAGICJACK VOCALTEC LTD | $90,000 | – | 14,361 | – | 0.00% | – |
| VOXX | New | VOXX INTL CORPcl a | $60,000 | – | 21,480 | – | 0.00% | – |
| SGOC | New | SGOCO GROUP LTD | $89,000 | – | 22,252 | – | 0.00% | – |
| NTZ | New | NATUZZI S P Aadr | $58,000 | – | 39,782 | – | 0.00% | – |
| FBP | New | FIRST BANCORP P R | $71,000 | – | 18,002 | – | 0.00% | – |
| DRYS | New | DRYSHIPS INC | $18,000 | – | 31,634 | – | 0.00% | – |
| TGA | New | TRANSGLOBE ENERGY CORP | $29,000 | – | 16,100 | – | 0.00% | – |
| BIOL | New | BIOLASE INC | $27,000 | – | 23,093 | – | 0.00% | – |
| FHCO | New | FEMALE HEALTH CO | $18,000 | – | 14,331 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EXK | Exit | ENDEAVOUR SILVER CORP | $0 | – | -17,134 | – | 0.00% | – |
| FHCO | Exit | FEMALE HEALTH CO | $0 | – | -20,239 | – | 0.00% | – |
| WRESQ | Exit | WARREN RES INC | $0 | – | -20,647 | – | 0.00% | – |
| PERI | Exit | PERION NETWORK LTD | $0 | – | -12,446 | – | 0.00% | – |
| LBMH | Exit | LIBERATOR MEDICAL HLDGS INC | $0 | – | -13,606 | – | 0.00% | – |
| CLUBQ | Exit | TOWN SPORTS INTL HLDGS INC | $0 | – | -12,037 | – | 0.00% | – |
| FTEK | Exit | FUEL TECH INC | $0 | – | -15,420 | – | 0.00% | – |
| HOV | Exit | HOVNANIAN ENTERPRISES INCcl a | $0 | – | -12,503 | – | 0.00% | – |
| EXXIQ | Exit | ENERGY XXI LTD | $0 | – | -10,794 | – | 0.00% | – |
| ONE | Exit | HIGHER ONE HLDGS INC | $0 | – | -10,940 | – | 0.00% | – |
| SVM | Exit | SILVERCORP METALS INC | $0 | – | -33,656 | – | 0.00% | – |
| ROIAK | Exit | RADIO ONE INCcl d non vtg | $0 | – | -10,151 | – | 0.00% | – |
| GORO | Exit | GOLD RESOURCE CORP | $0 | – | -13,549 | – | 0.00% | – |
| FCSC | Exit | FIBROCELL SCIENCE INC | $0 | – | -22,600 | – | -0.00% | – |
| EBRB | Exit | CENTRAIS ELETRICAS BRASILEIRspon adr pfd b | $0 | – | -20,210 | – | -0.00% | – |
| PTIE | Exit | PAIN THERAPEUTICS INC | $0 | – | -18,937 | – | -0.00% | – |
| LFVN | Exit | LIFEVANTAGE CORP | $0 | – | -59,747 | – | -0.00% | – |
| RIGL | Exit | RIGEL PHARMACEUTICALS INC | $0 | – | -25,000 | – | -0.00% | – |
| SBSAA | Exit | SPANISH BROADCASTING SYS INCcl a new | $0 | – | -13,209 | – | -0.00% | – |
| ISNS | Exit | IMAGE SENSING SYS INC | $0 | – | -16,600 | – | -0.00% | – |
| TSYS | Exit | TELECOMMUNICATION SYS INCcl a | $0 | – | -37,100 | – | -0.00% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -33,000 | – | -0.00% | – |
| CYTK | Exit | CYTOKINETICS INC | $0 | – | -18,300 | – | -0.00% | – |
| MVIS | Exit | MICROVISION INC DEL | $0 | – | -45,000 | – | -0.00% | – |
| UTSI | Exit | UTSTARCOM HOLDINGS CORP | $0 | – | -42,789 | – | -0.00% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -25,400 | – | -0.00% | – |
| CBNJ | Exit | CAPE BANCORP INC | $0 | – | -13,310 | – | -0.00% | – |
| AAVVF | Exit | ADVANTAGE OIL & GAS LTD | $0 | – | -21,400 | – | -0.00% | – |
| FRO | Exit | FRONTLINE LTD | $0 | – | -53,300 | – | -0.00% | – |
| ABCD | Exit | CAMBIUM LEARNING GRP INC | $0 | – | -26,000 | – | -0.00% | – |
| BAMM | Exit | BOOKS-A-MILLION INC | $0 | – | -35,000 | – | -0.00% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -12,230 | – | -0.00% | – |
| BW | Exit | BABCOCK & WILCOX ENTERPRIS I | $0 | – | -19,196 | – | -0.00% | – |
| ALSK | Exit | ALASKA COMMUNICATIONS SYS GR | $0 | – | -82,096 | – | -0.00% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -2,730 | – | -0.00% | – |
| SIGM | Exit | SIGMA DESIGNS INC | $0 | – | -30,700 | – | -0.00% | – |
| GEFB | Exit | GREIF INCcl b | $0 | – | -6,280 | – | -0.00% | – |
| CRAI | Exit | CRA INTL INC | $0 | – | -11,240 | – | -0.00% | – |
| TRK | Exit | SPEEDWAY MOTORSPORTS INC | $0 | – | -13,620 | – | -0.00% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -6,030 | – | -0.00% | – |
| BBDO | Exit | BANCO BRADESCO S Asponsored adr | $0 | – | -54,374 | – | -0.01% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -3,238 | – | -0.01% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $0 | – | -20,910 | – | -0.01% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -25,376 | – | -0.01% | – |
| AVP | Exit | AVON PRODS INC | $0 | – | -132,136 | – | -0.01% | – |
| SKM | Exit | SK TELECOM LTDsponsored adr | $0 | – | -15,460 | – | -0.01% | – |
| SP | Exit | SP PLUS CORP | $0 | – | -16,520 | – | -0.01% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -49,694 | – | -0.01% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -13,352 | – | -0.01% | – |
| EEM | Exit | ISHARES TRmsci emg mkt etf | $0 | – | -14,040 | – | -0.01% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -15,190 | – | -0.01% | – |
| QLTI | Exit | QLT INC | $0 | – | -181,840 | – | -0.01% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -34,771 | – | -0.01% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -24,800 | – | -0.01% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -8,213 | – | -0.01% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -21,926 | – | -0.01% | – |
| FBNK | Exit | FIRST CONN BANCORP INC MD | $0 | – | -39,988 | – | -0.01% | – |
| HWCC | Exit | HOUSTON WIRE & CABLE CO | $0 | – | -94,440 | – | -0.01% | – |
| SENEA | Exit | SENECA FOODS CORP NEWcl a | $0 | – | -22,213 | – | -0.01% | – |
| TIAIY | Exit | TELECOM ITALIA S P A NEWspon adr svgs | $0 | – | -64,270 | – | -0.01% | – |
| ACWX | Exit | ISHARES TRmsci acwi ex us | $0 | – | -17,350 | – | -0.01% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -161,929 | – | -0.01% | – |
| MAS | Exit | MASCO CORP | $0 | – | -31,850 | – | -0.01% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -43,024 | – | -0.01% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -57,178 | – | -0.01% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -33,162 | – | -0.01% | – |
| NWLI | Exit | NATIONAL WESTN LIFE INS COcl a | $0 | – | -3,613 | – | -0.01% | – |
| ORN | Exit | ORION MARINE GROUP INC | $0 | – | -143,500 | – | -0.01% | – |
| ISCA | Exit | INTERNATIONAL SPEEDWAY CORPcl a | $0 | – | -27,707 | – | -0.01% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -56,868 | – | -0.01% | – |
| PBCT | Exit | PEOPLES UNITED FINANCIAL INC | $0 | – | -71,104 | – | -0.02% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -248,620 | – | -0.02% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -106,399 | – | -0.02% | – |
| OSHC | Exit | OCEAN SHORE HLDG CO NEW | $0 | – | -88,691 | – | -0.02% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -34,319 | – | -0.02% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -47,200 | – | -0.03% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -86,955 | – | -0.03% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -88,211 | – | -0.03% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -191,484 | – | -0.04% | – |
| CNCOY | Exit | CENCOSUD S Asponsored ads | $0 | – | -452,310 | – | -0.04% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -41,051 | – | -0.04% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -64,012 | – | -0.04% | – |
| CHFN | Exit | CHARTER FINL CORP MD | $0 | – | -246,396 | – | -0.05% | – |
| CFFN | Exit | CAPITOL FED FINL INC | $0 | – | -269,979 | – | -0.05% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -31,881 | – | -0.05% | – |
| ELOS | Exit | SYNERON MEDICAL LTD | $0 | – | -570,370 | – | -0.06% | – |
| KB | Exit | KB FINANCIAL GROUP INCsponsored adr | $0 | – | -159,585 | – | -0.07% | – |
| NTZ | Exit | NATUZZI S P Aadr | $0 | – | -2,410,082 | – | -0.07% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -149,243 | – | -0.09% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -104,736 | – | -0.10% | – |
| BCO | Exit | BRINKS CO | $0 | – | -247,338 | – | -0.10% | – |
| L | Exit | LOEWS CORP | $0 | – | -185,539 | – | -0.10% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSCsponsored adr | $0 | – | -949,399 | – | -0.10% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -766,854 | – | -0.10% | – |
| BBT | Exit | BB&T CORP | $0 | – | -196,839 | – | -0.10% | – |
| NTL | Exit | NORTEL INVERSORA S Aspon adr pfd b | $0 | – | -419,708 | – | -0.11% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -113,397 | – | -0.11% | – |
| OUT | Exit | OUTFRONT MEDIA INC | $0 | – | -380,584 | – | -0.12% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -450,087 | – | -0.12% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -135,215 | – | -0.15% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -311,631 | – | -0.15% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -170,422 | – | -0.15% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -118,509 | – | -0.16% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -430,009 | – | -0.16% | – |
| FLEX | Exit | FLEXTRONICS INTL LTDord | $0 | – | -1,123,668 | – | -0.17% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -372,076 | – | -0.20% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -568,720 | – | -0.20% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -192,094 | – | -0.20% | – |
| AVT | Exit | AVNET INC | $0 | – | -370,283 | – | -0.23% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -284,037 | – | -0.24% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -204,900 | – | -0.24% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -703,336 | – | -0.25% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -1,109,147 | – | -0.25% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -1,421,465 | – | -0.26% | – |
| ENIA | Exit | ENERSIS S Asponsored adr | $0 | – | -1,441,320 | – | -0.27% | – |
| ITRI | Exit | ITRON INC | $0 | – | -669,650 | – | -0.31% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -356,578 | – | -0.32% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -817,702 | – | -0.33% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -916,481 | – | -0.35% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $0 | – | -1,985,013 | – | -0.36% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -271,946 | – | -0.47% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -404,903 | – | -0.47% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -1,331,821 | – | -0.47% | – |
| JOE | Exit | ST JOE CO | $0 | – | -1,771,524 | – | -0.50% | – |
| ARCO | Exit | ARCOS DORADOS HOLDINGS INC | $0 | – | -13,001,985 | – | -0.52% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -4,885,660 | – | -0.57% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -1,622,633 | – | -0.62% | – |
| ELP | Exit | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $0 | – | -5,199,566 | – | -0.65% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -1,302,412 | – | -0.66% | – |
| SQM | Exit | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $0 | – | -3,220,367 | – | -0.68% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -1,420,200 | – | -0.73% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -3,567,009 | – | -0.79% | – |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -4,446,729 | – | -0.80% | – |
| EBR | Exit | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $0 | – | -43,410,542 | – | -0.82% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -10,050,717 | – | -0.84% | – |
| Exit | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $0 | – | -7,990,147 | – | -0.95% | – | |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -3,406,631 | – | -0.96% | – |
| APA | Exit | APACHE CORP | $0 | – | -1,697,308 | – | -0.97% | – |
| BSBR | Exit | BANCO SANTANDER BRASIL S Aads rep 1 unit | $0 | – | -22,528,825 | – | -1.04% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -1,884,134 | – | -1.04% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -1,651,867 | – | -1.06% | – |
| CAJ | Exit | CANON INCsponsored adr | $0 | – | -2,564,877 | – | -1.09% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -5,159,081 | – | -1.12% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -4,354,605 | – | -1.12% | – |
| SBS | Exit | COMPANHIA DE SANEAMENTO BASIsponsored adr | $0 | – | -20,070,990 | – | -1.14% | – |
| LUK | Exit | LEUCADIA NATL CORP | $0 | – | -3,884,763 | – | -1.15% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -8,122,014 | – | -1.16% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -13,142,536 | – | -1.17% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -3,123,688 | – | -1.21% | – |
| TX | Exit | TERNIUM SAspon adr | $0 | – | -6,973,444 | – | -1.25% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -11,728,300 | – | -1.26% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -6,059,742 | – | -1.38% | – |
| EXC | Exit | EXELON CORP | $0 | – | -3,292,865 | – | -1.43% | – |
| XLNX | Exit | XILINX INC | $0 | – | -2,386,800 | – | -1.48% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -5,468,321 | – | -1.48% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -1,714,097 | – | -1.49% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -2,290,031 | – | -1.59% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -11,902,236 | – | -1.63% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -3,686,453 | – | -1.65% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -2,571,543 | – | -1.66% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -3,674,736 | – | -1.68% | – |
| GLW | Exit | CORNING INC | $0 | – | -7,265,130 | – | -1.82% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -1,366,440 | – | -1.88% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -2,522,981 | – | -1.89% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -4,529,674 | – | -1.98% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -2,395,747 | – | -1.99% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -14,534,619 | – | -2.01% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -2,791,984 | – | -2.02% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -3,550,405 | – | -2.03% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -1,621,923 | – | -2.12% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -3,940,573 | – | -2.36% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,470,912 | – | -2.43% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -2,116,586 | – | -2.50% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -4,673,082 | – | -2.63% | – |
| PFE | Exit | PFIZER INC | $0 | – | -5,863,701 | – | -2.69% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -2,351,688 | – | -2.73% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -4,399,530 | – | -2.85% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -29,293,810 | – | -2.99% | – |
| C | Exit | CITIGROUP INC | $0 | – | -4,314,204 | – | -3.13% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -63,811,322 | – | -3.57% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -12,185,532 | – | -4.56% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERJ | Buy | EMBRAER S A | $311,706,000 | -10.7% | 12,185,532 | +5.7% | 4.56% | +1.9% |
| PBRA | Buy | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $244,188,000 | -52.2% | 63,811,322 | +6.1% | 3.57% | -45.5% |
| C | Sell | CITIGROUP INC | $214,027,000 | -11.0% | 4,314,204 | -0.9% | 3.13% | +1.5% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $204,763,000 | -24.7% | 29,293,810 | -1.3% | 2.99% | -14.1% |
| MSFT | Sell | MICROSOFT CORP | $194,723,000 | -0.6% | 4,399,530 | -0.8% | 2.85% | +13.4% |
| WDC | Buy | WESTERN DIGITAL CORP | $186,818,000 | +48.9% | 2,351,688 | +47.0% | 2.73% | +69.9% |
| PFE | Sell | PFIZER INC | $184,179,000 | -9.3% | 5,863,701 | -3.2% | 2.69% | +3.5% |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $179,680,000 | +0.0% | 4,673,082 | +8.3% | 2.63% | +14.1% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $171,358,000 | -10.7% | 2,116,586 | -1.9% | 2.50% | +1.9% |
| STT | Sell | STATE STR CORP | $166,070,000 | -13.8% | 2,470,912 | -1.3% | 2.43% | -1.7% |
| WSH | Buy | WILLIS GROUP HOLDINGS PUBLIC | $161,445,000 | -11.6% | 3,940,573 | +1.2% | 2.36% | +0.9% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $144,675,000 | -8.1% | 1,621,923 | -1.4% | 2.12% | +4.9% |
| BK | Sell | BANK NEW YORK MELLON CORP | $138,998,000 | -7.7% | 3,550,405 | -1.1% | 2.03% | +5.3% |
| MRK | Sell | MERCK & CO INC NEW | $137,896,000 | -14.0% | 2,791,984 | -0.9% | 2.02% | -1.9% |
| TSU | Buy | TIM PARTICIPACOES S Asponsored adr | $137,352,000 | -16.6% | 14,534,619 | +44.5% | 2.01% | -4.8% |
| AIG | Sell | AMERICAN INTL GROUP INC | $136,127,000 | -8.8% | 2,395,747 | -0.8% | 1.99% | +4.0% |
| HMC | Sell | HONDA MOTOR LTD | $135,437,000 | -8.0% | 4,529,674 | -0.3% | 1.98% | +5.0% |
| WFC | Sell | WELLS FARGO & CO NEW | $129,555,000 | -9.7% | 2,522,981 | -1.1% | 1.89% | +3.0% |
| PEP | Sell | PEPSICO INC | $128,855,000 | -0.2% | 1,366,440 | -1.2% | 1.88% | +13.8% |
| GLW | Buy | CORNING INC | $124,379,000 | -7.5% | 7,265,130 | +6.6% | 1.82% | +5.5% |
| E | Buy | ENI S P Asponsored adr | $115,276,000 | -11.0% | 3,674,736 | +1.0% | 1.68% | +1.6% |
| EMR | New | EMERSON ELEC CO | $113,585,000 | – | 2,571,543 | – | 1.66% | – |
| BP | Buy | BP PLCsponsored adr | $112,658,000 | -13.8% | 3,686,453 | +12.7% | 1.65% | -1.6% |
| VIV | Sell | TELEFONICA BRASIL SAsponsored adr | $111,523,000 | -34.7% | 11,902,236 | -0.3% | 1.63% | -25.4% |
| SNY | Sell | SANOFIsponsored adr | $108,708,000 | -14.3% | 2,290,031 | -10.6% | 1.59% | -2.2% |
| CHL | Buy | CHINA MOBILE LIMITEDsponsored adr | $101,989,000 | -7.0% | 1,714,097 | +0.2% | 1.49% | +6.1% |
| UBS | Sell | UBS GROUP AG | $101,273,000 | -21.4% | 5,468,321 | -10.0% | 1.48% | -10.3% |
| XLNX | Sell | XILINX INC | $101,201,000 | -4.7% | 2,386,800 | -0.7% | 1.48% | +8.8% |
| EXC | Sell | EXELON CORP | $97,798,000 | -5.7% | 3,292,865 | -0.2% | 1.43% | +7.5% |
| BAC | Sell | BANK AMER CORP | $94,411,000 | -9.5% | 6,059,742 | -1.1% | 1.38% | +3.3% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $85,969,000 | -24.8% | 11,728,300 | +14.7% | 1.26% | -14.1% |
| TX | Sell | TERNIUM SAspon adr | $85,703,000 | -30.7% | 6,973,444 | -2.3% | 1.25% | -20.8% |
| CRH | Sell | CRH PLCadr | $82,903,000 | -17.8% | 3,123,688 | -12.9% | 1.21% | -6.1% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored adr | $80,038,000 | -18.7% | 13,142,536 | -3.7% | 1.17% | -7.3% |
| ERIC | Buy | ERICSSONadr b sek 10 | $79,433,000 | +191.1% | 8,122,014 | +210.7% | 1.16% | +231.7% |
| LUK | Buy | LEUCADIA NATL CORP | $78,705,000 | +671.1% | 3,884,763 | +824.1% | 1.15% | +777.9% |
| SBS | Buy | COMPANHIA DE SANEAMENTO BASIsponsored adr | $77,875,000 | -9.0% | 20,070,990 | +21.5% | 1.14% | +3.7% |
| AMX | Buy | AMERICA MOVIL SAB DE CV | $76,656,000 | -21.1% | 4,354,605 | +1.6% | 1.12% | -10.0% |
| BCS | Sell | BARCLAYS PLCadr | $76,251,000 | -14.1% | 5,159,081 | -4.5% | 1.12% | -2.0% |
| CAJ | Sell | CANON INCsponsored adr | $74,304,000 | -11.1% | 2,564,877 | -0.6% | 1.09% | +1.4% |
| CPA | Buy | COPA HOLDINGS SAcl a | $72,568,000 | -37.2% | 1,651,867 | +24.2% | 1.06% | -28.3% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $71,371,000 | -16.5% | 1,884,134 | -1.2% | 1.04% | -4.7% |
| BSBR | Sell | BANCO SANTANDER BRASIL S Aads rep 1 unit | $70,966,000 | -49.2% | 22,528,825 | -12.3% | 1.04% | -42.1% |
| APA | Buy | APACHE CORP | $66,466,000 | -30.7% | 1,697,308 | +2.0% | 0.97% | -21.0% |
| BGGSQ | Sell | BRIGGS & STRATTON CORP | $65,782,000 | -0.0% | 3,406,631 | -0.3% | 0.96% | +14.0% |
| Buy | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $64,743,000 | -21.8% | 7,990,147 | +0.0% | 0.95% | -10.8% | |
| AEG | Buy | AEGON N Vny registry sh | $57,792,000 | +3.5% | 10,050,717 | +33.3% | 0.84% | +18.2% |
| EBR | Sell | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $55,999,000 | -36.8% | 43,410,542 | -7.9% | 0.82% | -27.9% |
| TIIAY | Sell | TELECOM ITALIA S P A NEWspon adr ord | $54,606,000 | -4.8% | 4,446,729 | -1.4% | 0.80% | +8.6% |
| ORAN | Buy | ORANGEsponsored adr | $53,933,000 | +1.6% | 3,567,009 | +3.2% | 0.79% | +15.9% |
| PKX | Buy | POSCOsponsored adr | $49,735,000 | -19.5% | 1,420,200 | +12.9% | 0.73% | -8.1% |
| SQM | Buy | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $46,824,000 | +1634.9% | 3,220,367 | +1811.6% | 0.68% | +1854.3% |
| SHG | Buy | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $45,324,000 | -0.8% | 1,302,412 | +5.6% | 0.66% | +13.2% |
| ELP | Buy | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $44,166,000 | -21.2% | 5,199,566 | +5.8% | 0.65% | -10.0% |
| OVTI | Buy | OMNIVISION TECHNOLOGIES INC | $42,611,000 | +386.0% | 1,622,633 | +384.8% | 0.62% | +456.2% |
| AGRO | Sell | ADECOAGRO S A | $38,890,000 | -22.1% | 4,885,660 | -9.7% | 0.57% | -11.1% |
| ARCO | Buy | ARCOS DORADOS HOLDINGS INC | $35,365,000 | -45.1% | 13,001,985 | +6.1% | 0.52% | -37.4% |
| JOE | Buy | ST JOE CO | $33,889,000 | +29.8% | 1,771,524 | +5.4% | 0.50% | +48.2% |
| CS | Buy | CREDIT SUISSE GROUPsponsored adr | $32,004,000 | +4051.0% | 1,331,821 | +4669.3% | 0.47% | +4580.0% |
| CVX | Buy | CHEVRON CORP NEW | $31,938,000 | +125.7% | 404,903 | +176.0% | 0.47% | +158.0% |
| TM | Sell | TOYOTA MOTOR CORP | $31,894,000 | -14.2% | 271,946 | -2.1% | 0.47% | -2.1% |
| CBD | Buy | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $24,892,000 | -30.2% | 1,985,013 | +31.7% | 0.36% | -20.4% |
| MDC | Sell | M D C HLDGS INC | $23,994,000 | -13.1% | 916,481 | -0.5% | 0.35% | -0.8% |
| IM | Sell | INGRAM MICRO INCcl a | $22,275,000 | +8.0% | 817,702 | -0.8% | 0.33% | +23.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $21,741,000 | -12.1% | 356,578 | -2.3% | 0.32% | +0.3% |
| ITRI | Buy | ITRON INC | $21,368,000 | +0.9% | 669,650 | +8.9% | 0.31% | +15.1% |
| ENIA | Buy | ENERSIS S Asponsored adr | $18,218,000 | +20.0% | 1,441,320 | +50.3% | 0.27% | +37.1% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $17,556,000 | -30.2% | 1,421,465 | -5.6% | 0.26% | -20.2% |
| ORI | Sell | OLD REP INTL CORP | $17,347,000 | -0.2% | 1,109,147 | -0.3% | 0.25% | +13.9% |
| RCII | Buy | RENT A CTR INC NEW | $17,056,000 | +13.6% | 703,336 | +32.8% | 0.25% | +29.7% |
| PM | Sell | PHILIP MORRIS INTL INC | $16,255,000 | -3.2% | 204,900 | -2.2% | 0.24% | +10.7% |
| DOX | Sell | AMDOCS LTD | $16,156,000 | -30.3% | 284,037 | -33.1% | 0.24% | -20.5% |
| AVT | Buy | AVNET INC | $15,804,000 | +48.9% | 370,283 | +43.5% | 0.23% | +69.9% |
| PG | Buy | PROCTER & GAMBLE CO | $13,819,000 | +5.2% | 192,094 | +14.4% | 0.20% | +20.2% |
| EMC | Buy | E M C CORP MASS | $13,740,000 | -7.8% | 568,720 | +0.7% | 0.20% | +5.2% |
| ORCL | Buy | ORACLE CORP | $13,440,000 | -8.4% | 372,076 | +2.2% | 0.20% | +4.3% |
| FLEX | Sell | FLEXTRONICS INTL LTDord | $11,844,000 | -7.1% | 1,123,668 | -0.3% | 0.17% | +6.1% |
| CSCO | Sell | CISCO SYS INC | $11,288,000 | -5.5% | 430,009 | -1.1% | 0.16% | +7.8% |
| JNJ | New | JOHNSON & JOHNSON | $11,063,000 | – | 118,509 | – | 0.16% | – |
| DGX | Sell | QUEST DIAGNOSTICS INC | $10,476,000 | -16.2% | 170,422 | -1.1% | 0.15% | -4.4% |
| BAX | Buy | BAXTER INTL INC | $10,237,000 | -39.5% | 311,631 | +28.8% | 0.15% | -30.9% |
| VAR | Buy | VARIAN MED SYS INC | $9,976,000 | -10.7% | 135,215 | +2.0% | 0.15% | +2.1% |
| FITB | Sell | FIFTH THIRD BANCORP | $8,511,000 | -9.8% | 450,087 | -0.7% | 0.12% | +2.5% |
| OUT | Sell | OUTFRONT MEDIA INC | $7,916,000 | -18.5% | 380,584 | -1.1% | 0.12% | -6.5% |
| WMT | Buy | WAL-MART STORES INC | $7,353,000 | -2.3% | 113,397 | +6.9% | 0.11% | +11.5% |
| NTL | Sell | NORTEL INVERSORA S Aspon adr pfd b | $7,283,000 | -17.4% | 419,708 | -0.6% | 0.11% | -6.2% |
| BBT | Sell | BB&T CORP | $7,008,000 | -12.7% | 196,839 | -1.1% | 0.10% | -1.0% |
| RF | Sell | REGIONS FINL CORP NEW | $6,910,000 | -13.9% | 766,854 | -1.0% | 0.10% | -1.9% |
| MBT | Buy | MOBILE TELESYSTEMS PJSCsponsored adr | $6,855,000 | -18.4% | 949,399 | +10.5% | 0.10% | -7.4% |
| CMCSK | Sell | COMCAST CORP NEWcl a spl | $6,729,000 | -46.5% | 104,736 | -44.7% | 0.10% | -39.1% |
| L | Buy | LOEWS CORP | $6,705,000 | -5.4% | 185,539 | +0.9% | 0.10% | +7.7% |
| BCO | Sell | BRINKS CO | $6,680,000 | -8.7% | 247,338 | -0.5% | 0.10% | +4.3% |
| VRNT | Buy | VERINT SYS INC | $6,440,000 | -20.8% | 149,243 | +11.6% | 0.09% | -9.6% |
| NTZ | Buy | NATUZZI S P Aadr | $4,940,000 | -4.1% | 2,410,082 | +0.1% | 0.07% | +9.1% |
| KB | Sell | KB FINANCIAL GROUP INCsponsored adr | $4,690,000 | -18.6% | 159,585 | -9.0% | 0.07% | -6.8% |
| ELOS | Sell | SYNERON MEDICAL LTD | $4,078,000 | -32.7% | 570,370 | -0.0% | 0.06% | -23.1% |
| DEO | Buy | DIAGEO P L Cspon adr new | $3,436,000 | -6.7% | 31,881 | +0.5% | 0.05% | +6.4% |
| CFFN | Buy | CAPITOL FED FINL INC | $3,272,000 | +2.5% | 269,979 | +1.8% | 0.05% | +17.1% |
| CHFN | Buy | CHARTER FINL CORP MD | $3,125,000 | +2.4% | 246,396 | +0.2% | 0.05% | +17.9% |
| PTR | Sell | PETROCHINA CO LTDsponsored adr | $2,861,000 | -39.8% | 41,051 | -4.3% | 0.04% | -31.1% |
| TTE | Buy | TOTAL S Asponsored adr | $2,862,000 | +23.6% | 64,012 | +36.0% | 0.04% | +40.0% |
| CNCOY | Buy | CENCOSUD S Asponsored ads | $2,641,000 | +2.5% | 452,310 | +26.5% | 0.04% | +18.2% |
| BZH | Buy | BEAZER HOMES USA INC | $2,553,000 | -23.9% | 191,484 | +13.8% | 0.04% | -14.0% |
| HBCP | Buy | HOME BANCORP INC | $2,275,000 | +2.4% | 88,211 | +0.2% | 0.03% | +17.9% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $2,264,000 | -29.0% | 86,955 | -33.8% | 0.03% | -19.5% |
| STI | Sell | SUNTRUST BKS INC | $1,805,000 | -12.6% | 47,200 | -1.7% | 0.03% | 0.0% |
| AGCO | Sell | AGCO CORP | $1,600,000 | -17.9% | 34,319 | -0.0% | 0.02% | -8.0% |
| OSHC | Buy | OCEAN SHORE HLDG CO NEW | $1,426,000 | +14.9% | 88,691 | +6.0% | 0.02% | +31.2% |
| BBD | New | BANCO BRADESCO S Asp adr pfd new | $1,333,000 | – | 248,620 | – | 0.02% | – |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $1,313,000 | +2.7% | 106,399 | +2.4% | 0.02% | +18.8% |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC | $1,118,000 | -5.0% | 71,104 | -2.0% | 0.02% | +6.7% |
| RGP | Buy | RESOURCES CONNECTION INC | $857,000 | -4.6% | 56,868 | +1.9% | 0.01% | +8.3% |
| ISCA | Buy | INTERNATIONAL SPEEDWAY CORPcl a | $879,000 | -13.1% | 27,707 | +0.4% | 0.01% | 0.0% |
| ORN | Buy | ORION MARINE GROUP INC | $858,000 | +1.4% | 143,500 | +22.4% | 0.01% | +18.2% |
| CFG | Buy | CITIZENS FINL GROUP INC | $791,000 | +1.8% | 33,162 | +16.6% | 0.01% | +20.0% |
| IVC | Buy | INVACARE CORP | $827,000 | -6.8% | 57,178 | +39.5% | 0.01% | +9.1% |
| WGO | Buy | WINNEBAGO INDS INC | $824,000 | -17.6% | 43,024 | +1.5% | 0.01% | -7.7% |
| MAS | Sell | MASCO CORP | $802,000 | -99.1% | 31,850 | -99.1% | 0.01% | -99.0% |
| NWLI | Buy | NATIONAL WESTN LIFE INS COcl a | $805,000 | -6.3% | 3,613 | +0.8% | 0.01% | +9.1% |
| ACWX | New | ISHARES TRmsci acwi ex us | $678,000 | – | 17,350 | – | 0.01% | – |
| STRL | Sell | STERLING CONSTRUCTION CO INC | $665,000 | -38.8% | 161,929 | -40.3% | 0.01% | -28.6% |
| TIAIY | Buy | TELECOM ITALIA S P A NEWspon adr svgs | $659,000 | +116.8% | 64,270 | +114.6% | 0.01% | +150.0% |
| FBNK | Sell | FIRST CONN BANCORP INC MD | $645,000 | -21.6% | 39,988 | -22.9% | 0.01% | -18.2% |
| HWCC | Buy | HOUSTON WIRE & CABLE CO | $599,000 | -35.5% | 94,440 | +0.9% | 0.01% | -25.0% |
| SENEA | Sell | SENECA FOODS CORP NEWcl a | $585,000 | -70.7% | 22,213 | -69.1% | 0.01% | -65.4% |
| TECD | Sell | TECH DATA CORP | $562,000 | -26.7% | 8,213 | -38.3% | 0.01% | -20.0% |
| SYKE | Sell | SYKES ENTERPRISES INC | $559,000 | -93.0% | 21,926 | -93.4% | 0.01% | -92.2% |
| QLTI | Buy | QLT INC | $484,000 | -23.5% | 181,840 | +18.6% | 0.01% | -12.5% |
| ALEX | Buy | ALEXANDER & BALDWIN INC NEW | $459,000 | -9.1% | 13,352 | +4.2% | 0.01% | +16.7% |
| MLR | Buy | MILLER INDS INC TENN | $484,000 | +89.8% | 24,800 | +93.8% | 0.01% | +133.3% |
| EEM | New | ISHARES TRmsci emg mkt etf | $460,000 | – | 14,040 | – | 0.01% | – |
| UBNK | Sell | UNITED FINL BANCORP INC NEW | $454,000 | -35.9% | 34,771 | -34.0% | 0.01% | -22.2% |
| AVP | Sell | AVON PRODS INC | $430,000 | -92.3% | 132,136 | -85.2% | 0.01% | -91.7% |
| SKM | Buy | SK TELECOM LTDsponsored adr | $377,000 | +0.5% | 15,460 | +2.1% | 0.01% | +20.0% |
| ELY | Buy | CALLAWAY GOLF CO | $415,000 | -5.7% | 49,694 | +0.9% | 0.01% | 0.0% |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $434,000 | – | 20,910 | – | 0.01% | – |
| OCFC | New | OCEANFIRST FINL CORP | $437,000 | – | 25,376 | – | 0.01% | – |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $356,000 | +10.9% | 3,238 | +9.2% | 0.01% | +25.0% |
| BBDO | Buy | BANCO BRADESCO S Asponsored adr | $336,000 | -24.5% | 54,374 | +2.6% | 0.01% | -16.7% |
| GEFB | New | GREIF INCcl b | $243,000 | – | 6,280 | – | 0.00% | – |
| CRAI | New | CRA INTL INC | $243,000 | – | 11,240 | – | 0.00% | – |
| FCN | New | FTI CONSULTING INC | $250,000 | – | 6,030 | – | 0.00% | – |
| TRK | New | SPEEDWAY MOTORSPORTS INC | $246,000 | – | 13,620 | – | 0.00% | – |
| TAP | Sell | MOLSON COORS BREWING COcl b | $227,000 | -33.4% | 2,730 | -44.1% | 0.00% | -25.0% |
| BW | New | BABCOCK & WILCOX ENTERPRIS I | $228,000 | – | 19,196 | – | 0.00% | – |
| GTS | Sell | TRIPLE-S MGMT CORPcl b | $218,000 | -60.1% | 12,230 | -42.5% | 0.00% | -57.1% |
| UTSI | Sell | UTSTARCOM HOLDINGS CORP | $104,000 | +20.9% | 42,789 | -1.9% | 0.00% | +100.0% |
| PTIE | New | PAIN THERAPEUTICS INC | $35,000 | – | 18,937 | – | 0.00% | – |
| RIGL | Sell | RIGEL PHARMACEUTICALS INC | $62,000 | -56.6% | 25,000 | -44.1% | 0.00% | -50.0% |
| EBRB | New | CENTRAIS ELETRICAS BRASILEIRspon adr pfd b | $44,000 | – | 20,210 | – | 0.00% | – |
| ISNS | New | IMAGE SENSING SYS INC | $62,000 | – | 16,600 | – | 0.00% | – |
| LFVN | Buy | LIFEVANTAGE CORP | $48,000 | +269.2% | 59,747 | +148.6% | 0.00% | – |
| WGBS | Exit | WAFERGEN BIO-SYSTEMS INC | $0 | – | -10,128 | – | 0.00% | – |
| SVM | Buy | SILVERCORP METALS INC | $21,000 | 0.0% | 33,656 | +71.2% | 0.00% | – |
| LBMH | New | LIBERATOR MEDICAL HLDGS INC | $32,000 | – | 13,606 | – | 0.00% | – |
| HOV | New | HOVNANIAN ENTERPRISES INCcl a | $22,000 | – | 12,503 | – | 0.00% | – |
| CLUBQ | New | TOWN SPORTS INTL HLDGS INC | $32,000 | – | 12,037 | – | 0.00% | – |
| ONE | New | HIGHER ONE HLDGS INC | $22,000 | – | 10,940 | – | 0.00% | – |
| GORO | New | GOLD RESOURCE CORP | $34,000 | – | 13,549 | – | 0.00% | – |
| FTEK | New | FUEL TECH INC | $29,000 | – | 15,420 | – | 0.00% | – |
| FHCO | New | FEMALE HEALTH CO | $32,000 | – | 20,239 | – | 0.00% | – |
| EXK | Buy | ENDEAVOUR SILVER CORP | $27,000 | -3.6% | 17,134 | +20.0% | 0.00% | – |
| EXXIQ | Sell | ENERGY XXI LTD | $11,000 | -63.3% | 10,794 | -6.2% | 0.00% | – |
| PERI | New | PERION NETWORK LTD | $26,000 | – | 12,446 | – | 0.00% | – |
| TGB | Exit | TASEKO MINES LTD | $0 | – | -29,867 | – | 0.00% | – |
| ROIAK | New | RADIO ONE INCcl d non vtg | $22,000 | – | 10,151 | – | 0.00% | – |
| AROPQ | Exit | AEROPOSTALE | $0 | – | -11,609 | – | 0.00% | – |
| WLTGQ | Exit | WALTER ENERGY INC | $0 | – | -23,847 | – | 0.00% | – |
| KEGXQ | Exit | KEY ENERGY SVCS INC | $0 | – | -21,364 | – | 0.00% | – |
| GPL | Exit | GREAT PANTHER SILVER LTD | $0 | – | -45,914 | – | 0.00% | – |
| APRI | Exit | APRICUS BIOSCIENCES INC | $0 | – | -53,500 | – | -0.00% | – |
| COSIQ | Exit | COSI INC | $0 | – | -38,406 | – | -0.00% | – |
| IMN | Exit | IMATION CORP | $0 | – | -10,922 | – | -0.00% | – |
| TWER | Exit | TOWERSTREAM CORP | $0 | – | -34,000 | – | -0.00% | – |
| ECTE | Exit | ECHO THERAPEUTICS INC | $0 | – | -34,000 | – | -0.00% | – |
| BEBE | Exit | BEBE STORES INC | $0 | – | -39,100 | – | -0.00% | – |
| STXS | Exit | STEREOTAXIS INC | $0 | – | -40,000 | – | -0.00% | – |
| ESINQ | Exit | ITT EDUCATIONAL SERVICES INC | $0 | – | -10,376 | – | -0.00% | – |
| CBAK | Exit | CHINA BAK BATTERY INC | $0 | – | -33,400 | – | -0.00% | – |
| MIG | Exit | MEADOWBROOK INS GROUP INC | $0 | – | -19,500 | – | -0.00% | – |
| QTM | Exit | QUANTUM CORP | $0 | – | -70,000 | – | -0.00% | – |
| GFI | Exit | GOLD FIELDS LTD NEWsponsored adr | $0 | – | -38,400 | – | -0.00% | – |
| HCHC | Exit | HC2 HLDGS INC | $0 | – | -20,600 | – | -0.00% | – |
| LBIO | Exit | LION BIOTECHNOLOGIES INC | $0 | – | -17,600 | – | -0.00% | – |
| MIFI | Exit | NOVATEL WIRELESS INC | $0 | – | -53,200 | – | -0.00% | – |
| TZOO | Exit | TRAVELZOO INC | $0 | – | -12,727 | – | -0.00% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -35,000 | – | -0.00% | – |
| ENZN | Exit | ENZON PHARMACEUTICALS INC | $0 | – | -257,775 | – | -0.00% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -3,755 | – | -0.00% | – |
| UTIW | Exit | UTI WORLDWIDE INCord | $0 | – | -42,770 | – | -0.01% | – |
| NFBK | Exit | NORTHFIELD BANCORP INC DEL | $0 | – | -30,685 | – | -0.01% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -7,960 | – | -0.01% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -35,940 | – | -0.01% | – |
| SOHU | Exit | SOHU COM INC | $0 | – | -9,867 | – | -0.01% | – |
| JAKK | Exit | JAKKS PAC INC | $0 | – | -52,083 | – | -0.01% | – |
| F102PS | Exit | BABCOCK & WILCOX CO NEW | $0 | – | -19,815 | – | -0.01% | – |
| CCU | Exit | COMPANIA CERVECERIAS UNIDASsponsored adr | $0 | – | -77,860 | – | -0.02% | – |
| AAN | Exit | AARONS INC | $0 | – | -147,335 | – | -0.07% | – |
| UN | Exit | UNILEVER N V | $0 | – | -659,920 | – | -0.35% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $511,212,000 | – | 60,119,270 | – | 6.55% | – |
| ERJ | New | EMBRAER S A | $349,211,000 | – | 11,528,945 | – | 4.47% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $271,959,000 | – | 29,689,854 | – | 3.48% | – |
| C | New | CITIGROUP INC | $240,477,000 | – | 4,353,308 | – | 3.08% | – |
| PFE | New | PFIZER INC | $203,020,000 | – | 6,054,883 | – | 2.60% | – |
| MSFT | New | MICROSOFT CORP | $195,848,000 | – | 4,435,957 | – | 2.51% | – |
| STT | New | STATE STR CORP | $192,715,000 | – | 2,502,789 | – | 2.47% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $191,971,000 | – | 2,158,427 | – | 2.46% | – |
| WSH | New | WILLIS GROUP HOLDINGS PUBLIC | $182,694,000 | – | 3,895,403 | – | 2.34% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $179,662,000 | – | 4,313,622 | – | 2.30% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $170,672,000 | – | 11,939,258 | – | 2.19% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $164,600,000 | – | 10,061,095 | – | 2.11% | – |
| MRK | New | MERCK & CO INC NEW | $160,399,000 | – | 2,817,473 | – | 2.06% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $157,341,000 | – | 1,644,968 | – | 2.02% | – |
| BK | New | BANK NEW YORK MELLON CORP | $150,628,000 | – | 3,588,945 | – | 1.93% | – |
| AIG | New | AMERICAN INTL GROUP INC | $149,332,000 | – | 2,415,592 | – | 1.91% | – |
| HMC | New | HONDA MOTOR LTD | $147,140,000 | – | 4,541,368 | – | 1.88% | – |
| WFC | New | WELLS FARGO & CO NEW | $143,473,000 | – | 2,551,087 | – | 1.84% | – |
| BSBR | New | BANCO SANTANDER BRASIL S Aads rep 1 unit | $139,805,000 | – | 25,699,550 | – | 1.79% | – |
| GLW | New | CORNING INC | $134,501,000 | – | 6,817,111 | – | 1.72% | – |
| BP | New | BP PLCsponsored adr | $130,665,000 | – | 3,269,907 | – | 1.67% | – |
| E | New | ENI S P Asponsored adr | $129,503,000 | – | 3,639,766 | – | 1.66% | – |
| PEP | New | PEPSICO INC | $129,117,000 | – | 1,383,305 | – | 1.65% | – |
| UBS | New | UBS GROUP AG | $128,771,000 | – | 6,074,114 | – | 1.65% | – |
| SNY | New | SANOFIsponsored adr | $126,820,000 | – | 2,560,460 | – | 1.62% | – |
| WDC | New | WESTERN DIGITAL CORP | $125,467,000 | – | 1,599,937 | – | 1.61% | – |
| TX | New | TERNIUM SAspon adr | $123,584,000 | – | 7,139,425 | – | 1.58% | – |
| CPA | New | COPA HOLDINGS SAcl a | $115,513,000 | – | 1,330,067 | – | 1.48% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $114,247,000 | – | 10,228,072 | – | 1.46% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $109,645,000 | – | 1,710,802 | – | 1.40% | – |
| XLNX | New | XILINX INC | $106,156,000 | – | 2,403,913 | – | 1.36% | – |
| BAC | New | BANK AMER CORP | $104,316,000 | – | 6,129,029 | – | 1.34% | – |
| EXC | New | EXELON CORP | $103,720,000 | – | 3,301,079 | – | 1.33% | – |
| CRH | New | CRH PLCadr | $100,812,000 | – | 3,586,339 | – | 1.29% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $98,494,000 | – | 13,641,801 | – | 1.26% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $97,215,000 | – | 4,286,928 | – | 1.24% | – |
| APA | New | APACHE CORP | $95,912,000 | – | 1,664,278 | – | 1.23% | – |
| MAS | New | MASCO CORP | $94,148,000 | – | 3,530,113 | – | 1.21% | – |
| BCS | New | BARCLAYS PLCadr | $88,797,000 | – | 5,401,293 | – | 1.14% | – |
| EBR | New | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $88,578,000 | – | 47,116,167 | – | 1.14% | – |
| SBS | New | COMPANHIA DE SANEAMENTO BASIsponsored adr | $85,600,000 | – | 16,525,096 | – | 1.10% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $85,463,000 | – | 1,907,232 | – | 1.10% | – |
| CAJ | New | CANON INCsponsored adr | $83,622,000 | – | 2,580,143 | – | 1.07% | – |
| New | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $82,778,000 | – | 7,986,542 | – | 1.06% | – | |
| BGGSQ | New | BRIGGS & STRATTON CORP | $65,806,000 | – | 3,416,723 | – | 0.84% | – |
| ARCO | New | ARCOS DORADOS HOLDINGS INC | $64,465,000 | – | 12,255,635 | – | 0.83% | – |
| PKX | New | POSCOsponsored adr | $61,769,000 | – | 1,258,286 | – | 0.79% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWspon adr ord | $57,338,000 | – | 4,507,715 | – | 0.74% | – |
| ELP | New | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $56,025,000 | – | 4,913,187 | – | 0.72% | – |
| AEG | New | AEGON N Vny registry sh | $55,811,000 | – | 7,541,986 | – | 0.72% | – |
| ORAN | New | ORANGEsponsored adr | $53,104,000 | – | 3,457,315 | – | 0.68% | – |
| AGRO | New | ADECOAGRO S A | $49,895,000 | – | 5,411,635 | – | 0.64% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $45,694,000 | – | 1,232,969 | – | 0.58% | – |
| TM | New | TOYOTA MOTOR CORP | $37,153,000 | – | 277,779 | – | 0.48% | – |
| CBD | New | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $35,678,000 | – | 1,507,297 | – | 0.46% | – |
| UN | New | UNILEVER N V | $27,611,000 | – | 659,920 | – | 0.35% | – |
| MDC | New | M D C HLDGS INC | $27,602,000 | – | 920,993 | – | 0.35% | – |
| ERIC | New | ERICSSONadr b sek 10 | $27,287,000 | – | 2,613,685 | – | 0.35% | – |
| JOE | New | ST JOE CO | $26,099,000 | – | 1,680,572 | – | 0.33% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $25,145,000 | – | 1,505,480 | – | 0.32% | – |
| JPM | New | JPMORGAN CHASE & CO | $24,740,000 | – | 365,105 | – | 0.32% | – |
| DOX | New | AMDOCS LTD | $23,194,000 | – | 424,887 | – | 0.30% | – |
| ITRI | New | ITRON INC | $21,179,000 | – | 614,929 | – | 0.27% | – |
| IM | New | INGRAM MICRO INCcl a | $20,623,000 | – | 823,920 | – | 0.26% | – |
| ORI | New | OLD REP INTL CORP | $17,384,000 | – | 1,112,206 | – | 0.22% | – |
| BAX | New | BAXTER INTL INC | $16,914,000 | – | 241,872 | – | 0.22% | – |
| PM | New | PHILIP MORRIS INTL INC | $16,790,000 | – | 209,439 | – | 0.22% | – |
| ENIA | New | ENERSIS S Asponsored adr | $15,180,000 | – | 958,915 | – | 0.19% | – |
| RCII | New | RENT A CTR INC NEW | $15,017,000 | – | 529,701 | – | 0.19% | – |
| EMC | New | E M C CORP MASS | $14,905,000 | – | 564,801 | – | 0.19% | – |
| ORCL | New | ORACLE CORP | $14,675,000 | – | 364,146 | – | 0.19% | – |
| CVX | New | CHEVRON CORP NEW | $14,151,000 | – | 146,687 | – | 0.18% | – |
| PG | New | PROCTER & GAMBLE CO | $13,138,000 | – | 167,907 | – | 0.17% | – |
| FLEX | New | FLEXTRONICS INTL LTDord | $12,750,000 | – | 1,127,245 | – | 0.16% | – |
| CMCSK | New | COMCAST CORP NEWcl a spl | $12,575,000 | – | 189,255 | – | 0.16% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $12,498,000 | – | 172,331 | – | 0.16% | – |
| CSCO | New | CISCO SYS INC | $11,943,000 | – | 434,919 | – | 0.15% | – |
| VAR | New | VARIAN MED SYS INC | $11,176,000 | – | 132,527 | – | 0.14% | – |
| AVT | New | AVNET INC | $10,611,000 | – | 258,111 | – | 0.14% | – |
| LUK | New | LEUCADIA NATL CORP | $10,207,000 | – | 420,383 | – | 0.13% | – |
| OUT | New | OUTFRONT MEDIA INC | $9,710,000 | – | 384,707 | – | 0.12% | – |
| FITB | New | FIFTH THIRD BANCORP | $9,435,000 | – | 453,212 | – | 0.12% | – |
| NTL | New | NORTEL INVERSORA S Aspon adr pfd b | $8,817,000 | – | 422,441 | – | 0.11% | – |
| OVTI | New | OMNIVISION TECHNOLOGIES INC | $8,767,000 | – | 334,683 | – | 0.11% | – |
| MBT | New | MOBILE TELESYSTEMS OJSCsponsored adr | $8,400,000 | – | 858,897 | – | 0.11% | – |
| VRNT | New | VERINT SYS INC | $8,127,000 | – | 133,783 | – | 0.10% | – |
| RF | New | REGIONS FINL CORP NEW | $8,026,000 | – | 774,661 | – | 0.10% | – |
| SYKE | New | SYKES ENTERPRISES INC | $8,023,000 | – | 330,856 | – | 0.10% | – |
| BBT | New | BB&T CORP | $8,026,000 | – | 199,112 | – | 0.10% | – |
| WMT | New | WAL-MART STORES INC | $7,526,000 | – | 106,105 | – | 0.10% | – |
| BCO | New | BRINKS CO | $7,319,000 | – | 248,705 | – | 0.09% | – |
| L | New | LOEWS CORP | $7,084,000 | – | 183,946 | – | 0.09% | – |
| ELOS | New | SYNERON MEDICAL LTD | $6,058,000 | – | 570,430 | – | 0.08% | – |
| KB | New | KB FINANCIAL GROUP INCsponsored adr | $5,764,000 | – | 175,364 | – | 0.07% | – |
| AVP | New | AVON PRODS INC | $5,585,000 | – | 892,182 | – | 0.07% | – |
| AAN | New | AARONS INC | $5,335,000 | – | 147,335 | – | 0.07% | – |
| NTZ | New | NATUZZI S P Aadr | $5,153,000 | – | 2,407,972 | – | 0.07% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $4,752,000 | – | 42,885 | – | 0.06% | – |
| DEO | New | DIAGEO P L Cspon adr new | $3,683,000 | – | 31,735 | – | 0.05% | – |
| BZH | New | BEAZER HOMES USA INC | $3,355,000 | – | 168,210 | – | 0.04% | – |
| CFFN | New | CAPITOL FED FINL INC | $3,193,000 | – | 265,201 | – | 0.04% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $3,187,000 | – | 131,380 | – | 0.04% | – |
| CHFN | New | CHARTER FINL CORP MD | $3,052,000 | – | 245,980 | – | 0.04% | – |
| SQM | New | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $2,699,000 | – | 168,464 | – | 0.04% | – |
| CNCOY | New | CENCOSUD S Asponsored ads | $2,577,000 | – | 357,417 | – | 0.03% | – |
| TTE | New | TOTAL S Asponsored adr | $2,315,000 | – | 47,078 | – | 0.03% | – |
| HBCP | New | HOME BANCORP INC | $2,222,000 | – | 88,036 | – | 0.03% | – |
| STI | New | SUNTRUST BKS INC | $2,066,000 | – | 48,034 | – | 0.03% | – |
| SENEA | New | SENECA FOODS CORP NEWcl a | $1,995,000 | – | 71,833 | – | 0.03% | – |
| AGCO | New | AGCO CORP | $1,950,000 | – | 34,336 | – | 0.02% | – |
| CCU | New | COMPANIA CERVECERIAS UNIDASsponsored adr | $1,649,000 | – | 77,860 | – | 0.02% | – |
| OSHC | New | OCEAN SHORE HLDG CO NEW | $1,241,000 | – | 83,658 | – | 0.02% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $1,278,000 | – | 103,899 | – | 0.02% | – |
| PBCT | New | PEOPLES UNITED FINANCIAL INC | $1,177,000 | – | 72,579 | – | 0.02% | – |
| STRL | New | STERLING CONSTRUCTION CO INC | $1,086,000 | – | 271,380 | – | 0.01% | – |
| WGO | New | WINNEBAGO INDS INC | $1,000,000 | – | 42,385 | – | 0.01% | – |
| ISCA | New | INTERNATIONAL SPEEDWAY CORPcl a | $1,012,000 | – | 27,589 | – | 0.01% | – |
| HWCC | New | HOUSTON WIRE & CABLE CO | $929,000 | – | 93,592 | – | 0.01% | – |
| RGP | New | RESOURCES CONNECTION INC | $898,000 | – | 55,830 | – | 0.01% | – |
| FBNK | New | FIRST CONN BANCORP INC MD | $823,000 | – | 51,898 | – | 0.01% | – |
| ORN | New | ORION MARINE GROUP INC | $846,000 | – | 117,255 | – | 0.01% | – |
| IVC | New | INVACARE CORP | $887,000 | – | 40,995 | – | 0.01% | – |
| NWLI | New | NATIONAL WESTN LIFE INS COcl a | $859,000 | – | 3,586 | – | 0.01% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $771,000 | – | 27,925 | – | 0.01% | – |
| TECD | New | TECH DATA CORP | $767,000 | – | 13,320 | – | 0.01% | – |
| CFG | New | CITIZENS FINL GROUP INC | $777,000 | – | 28,441 | – | 0.01% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $708,000 | – | 52,683 | – | 0.01% | – |
| QLTI | New | QLT INC | $633,000 | – | 153,280 | – | 0.01% | – |
| F102PS | New | BABCOCK & WILCOX CO NEW | $650,000 | – | 19,815 | – | 0.01% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $546,000 | – | 21,270 | – | 0.01% | – |
| JAKK | New | JAKKS PAC INC | $515,000 | – | 52,083 | – | 0.01% | – |
| SOHU | New | SOHU COM INC | $583,000 | – | 9,867 | – | 0.01% | – |
| OMI | New | OWENS & MINOR INC NEW | $516,000 | – | 15,190 | – | 0.01% | – |
| BBDO | New | BANCO BRADESCO S Asponsored adr | $445,000 | – | 52,989 | – | 0.01% | – |
| UVV | New | UNIVERSAL CORP VA | $456,000 | – | 7,960 | – | 0.01% | – |
| NFBK | New | NORTHFIELD BANCORP INC DEL | $462,000 | – | 30,685 | – | 0.01% | – |
| ALEX | New | ALEXANDER & BALDWIN INC NEW | $505,000 | – | 12,816 | – | 0.01% | – |
| SP | New | SP PLUS CORP | $431,000 | – | 16,520 | – | 0.01% | – |
| ELY | New | CALLAWAY GOLF CO | $440,000 | – | 49,227 | – | 0.01% | – |
| ESSA | New | ESSA BANCORP INC | $462,000 | – | 35,940 | – | 0.01% | – |
| SIGM | New | SIGMA DESIGNS INC | $366,000 | – | 30,700 | – | 0.01% | – |
| SKM | New | SK TELECOM LTDsponsored adr | $375,000 | – | 15,147 | – | 0.01% | – |
| UTIW | New | UTI WORLDWIDE INCord | $427,000 | – | 42,770 | – | 0.01% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $321,000 | – | 2,965 | – | 0.00% | – |
| TIAIY | New | TELECOM ITALIA S P A NEWspon adr svgs | $304,000 | – | 29,950 | – | 0.00% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $302,000 | – | 3,755 | – | 0.00% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $341,000 | – | 4,880 | – | 0.00% | – |
| ENZN | New | ENZON PHARMACEUTICALS INC | $310,000 | – | 257,775 | – | 0.00% | – |
| CDE | New | COEUR MNG INC | $200,000 | – | 35,000 | – | 0.00% | – |
| MLR | New | MILLER INDS INC TENN | $255,000 | – | 12,800 | – | 0.00% | – |
| ALSK | New | ALASKA COMMUNICATIONS SYS GR | $197,000 | – | 82,096 | – | 0.00% | – |
| QTM | New | QUANTUM CORP | $118,000 | – | 70,000 | – | 0.00% | – |
| MIFI | New | NOVATEL WIRELESS INC | $173,000 | – | 53,200 | – | 0.00% | – |
| MVIS | New | MICROVISION INC DEL | $135,000 | – | 45,000 | – | 0.00% | – |
| MIG | New | MEADOWBROOK INS GROUP INC | $168,000 | – | 19,500 | – | 0.00% | – |
| MDR | New | MCDERMOTT INTL INC | $176,000 | – | 33,000 | – | 0.00% | – |
| LBIO | New | LION BIOTECHNOLOGIES INC | $161,000 | – | 17,600 | – | 0.00% | – |
| RIGL | New | RIGEL PHARMACEUTICALS INC | $143,000 | – | 44,700 | – | 0.00% | – |
| HCHC | New | HC2 HLDGS INC | $184,000 | – | 20,600 | – | 0.00% | – |
| GFI | New | GOLD FIELDS LTD NEWsponsored adr | $124,000 | – | 38,400 | – | 0.00% | – |
| FCSC | New | FIBROCELL SCIENCE INC | $119,000 | – | 22,600 | – | 0.00% | – |
| TSYS | New | TELECOMMUNICATION SYS INCcl a | $123,000 | – | 37,100 | – | 0.00% | – |
| CYTK | New | CYTOKINETICS INC | $123,000 | – | 18,300 | – | 0.00% | – |
| TZOO | New | TRAVELZOO INC | $144,000 | – | 12,727 | – | 0.00% | – |
| CBNJ | New | CAPE BANCORP INC | $126,000 | – | 13,310 | – | 0.00% | – |
| FRO | New | FRONTLINE LTD | $130,000 | – | 53,300 | – | 0.00% | – |
| AAVVF | New | ADVANTAGE OIL & GAS LTD | $135,000 | – | 21,400 | – | 0.00% | – |
| ECTE | New | ECHO THERAPEUTICS INC | $58,000 | – | 34,000 | – | 0.00% | – |
| ABCD | New | CAMBIUM LEARNING GRP INC | $111,000 | – | 26,000 | – | 0.00% | – |
| STXS | New | STEREOTAXIS INC | $58,000 | – | 40,000 | – | 0.00% | – |
| SBSAA | New | SPANISH BROADCASTING SYS INCcl a new | $89,000 | – | 13,209 | – | 0.00% | – |
| BAMM | New | BOOKS-A-MILLION INC | $100,000 | – | 35,000 | – | 0.00% | – |
| BEBE | New | BEBE STORES INC | $78,000 | – | 39,100 | – | 0.00% | – |
| ESINQ | New | ITT EDUCATIONAL SERVICES INC | $41,000 | – | 10,376 | – | 0.00% | – |
| UTSI | New | UTSTARCOM HOLDINGS CORP | $86,000 | – | 43,600 | – | 0.00% | – |
| IMN | New | IMATION CORP | $44,000 | – | 10,922 | – | 0.00% | – |
| APRI | New | APRICUS BIOSCIENCES INC | $91,000 | – | 53,500 | – | 0.00% | – |
| TWER | New | TOWERSTREAM CORP | $61,000 | – | 34,000 | – | 0.00% | – |
| COSIQ | New | COSI INC | $77,000 | – | 38,406 | – | 0.00% | – |
| EXEL | New | EXELIXIS INC | $96,000 | – | 25,400 | – | 0.00% | – |
| CBAK | New | CHINA BAK BATTERY INC | $108,000 | – | 33,400 | – | 0.00% | – |
| TGB | New | TASEKO MINES LTD | $17,000 | – | 29,867 | – | 0.00% | – |
| EXK | New | ENDEAVOUR SILVER CORP | $28,000 | – | 14,273 | – | 0.00% | – |
| KEGXQ | New | KEY ENERGY SVCS INC | $38,000 | – | 21,364 | – | 0.00% | – |
| WGBS | New | WAFERGEN BIO-SYSTEMS INC | $32,000 | – | 10,128 | – | 0.00% | – |
| LFVN | New | LIFEVANTAGE CORP | $13,000 | – | 24,033 | – | 0.00% | – |
| WLTGQ | New | WALTER ENERGY INC | $5,000 | – | 23,847 | – | 0.00% | – |
| WRESQ | New | WARREN RES INC | $9,000 | – | 20,647 | – | 0.00% | – |
| EXXIQ | New | ENERGY XXI LTD | $30,000 | – | 11,512 | – | 0.00% | – |
| GPL | New | GREAT PANTHER SILVER LTD | $20,000 | – | 45,914 | – | 0.00% | – |
| AROPQ | New | AEROPOSTALE | $19,000 | – | 11,609 | – | 0.00% | – |
| SVM | New | SILVERCORP METALS INC | $21,000 | – | 19,657 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| APPCQ | Exit | AMERICAN APPAREL INC | $0 | – | -40,000 | – | 0.00% | – |
| FSTO | Exit | FOREST OIL CORP | $0 | – | -14,140 | – | 0.00% | – |
| SVM | Exit | SILVERCORP METALS INC | $0 | – | -17,673 | – | 0.00% | – |
| CGA | Exit | CHINA GREEN AGRICULTURE INC | $0 | – | -14,450 | – | 0.00% | – |
| GPL | Exit | GREAT PANTHER SILVER LTD | $0 | – | -26,057 | – | 0.00% | – |
| EDMC | Exit | EDUCATION MGMT CORP NEW | $0 | – | -18,769 | – | 0.00% | – |
| SORL | Exit | SORL AUTO PTS INC | $0 | – | -10,204 | – | -0.00% | – |
| TSYS | Exit | TELECOMMUNICATION SYS INCcl a | $0 | – | -37,100 | – | -0.00% | – |
| MUX | Exit | MCEWEN MNG INC | $0 | – | -49,400 | – | -0.00% | – |
| SSRI | Exit | SILVER STD RES INC | $0 | – | -14,800 | – | -0.00% | – |
| AMCN | Exit | AIRMEDIA GROUP INCsponsored adr | $0 | – | -66,547 | – | -0.00% | – |
| UTSI | Exit | UTSTARCOM HOLDINGS CORP | $0 | – | -46,560 | – | -0.00% | – |
| FBNK | Exit | FIRST CONN BANCORP INC MD | $0 | – | -19,173 | – | -0.00% | – |
| SIGM | Exit | SIGMA DESIGNS INC | $0 | – | -30,700 | – | -0.00% | – |
| AMSC | Exit | AMERICAN SUPERCONDUCTOR CORP | $0 | – | -105,700 | – | -0.00% | – |
| NFBK | Exit | NORTHFIELD BANCORP INC DEL | $0 | – | -22,365 | – | -0.00% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -11,300 | – | -0.00% | – |
| BB | Exit | BLACKBERRY LTD | $0 | – | -13,000 | – | -0.00% | – |
| FOLD | Exit | AMICUS THERAPEUTICS INC | $0 | – | -36,700 | – | -0.00% | – |
| R108 | Exit | ENERGIZER HLDGS INC | $0 | – | -1,800 | – | -0.00% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETLERIspon adr new | $0 | – | -18,839 | – | -0.00% | – |
| WRB | Exit | BERKLEY W R CORP | $0 | – | -4,190 | – | -0.00% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -1,889 | – | -0.00% | – |
| AMED | Exit | AMEDISYS INC | $0 | – | -15,810 | – | -0.00% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -20,842 | – | -0.00% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -1,929 | – | -0.00% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -6,360 | – | -0.00% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -26,160 | – | -0.00% | – |
| ISCA | Exit | INTERNATIONAL SPEEDWAY CORPcl a | $0 | – | -12,774 | – | -0.00% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -23,147 | – | -0.00% | – |
| MBT | Exit | MOBILE TELESYSTEMS OJSCsponsored adr | $0 | – | -22,240 | – | -0.00% | – |
| CUTR | Exit | CUTERA INC | $0 | – | -30,805 | – | -0.00% | – |
| LOGI | Exit | LOGITECH INTL S A | $0 | – | -26,300 | – | -0.00% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -25,100 | – | -0.01% | – |
| JAKK | Exit | JAKKS PAC INC | $0 | – | -48,415 | – | -0.01% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -55,677 | – | -0.01% | – |
| SOHU | Exit | SOHU COM INC | $0 | – | -8,482 | – | -0.01% | – |
| HWCC | Exit | HOUSTON WIRE & CABLE CO | $0 | – | -35,777 | – | -0.01% | – |
| SMPL | Exit | SIMPLICITY BANCORP | $0 | – | -27,940 | – | -0.01% | – |
| CRAI | Exit | CRA INTL INC | $0 | – | -26,175 | – | -0.01% | – |
| NWLI | Exit | NATIONAL WESTN LIFE INS COcl a | $0 | – | -2,407 | – | -0.01% | – |
| BBDO | Exit | BANCO BRADESCO S Asponsored adr | $0 | – | -36,254 | – | -0.01% | – |
| FIX | Exit | COMFORT SYS USA INC | $0 | – | -38,730 | – | -0.01% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -32,660 | – | -0.01% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -10,580 | – | -0.01% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -28,370 | – | -0.01% | – |
| UTIW | Exit | UTI WORLDWIDE INCord | $0 | – | -99,110 | – | -0.01% | – |
| OSHC | Exit | OCEAN SHORE HLDG CO NEW | $0 | – | -81,008 | – | -0.02% | – |
| ENZN | Exit | ENZON PHARMACEUTICALS INC | $0 | – | -1,034,833 | – | -0.02% | – |
| PBCT | Exit | PEOPLES UNITED FINANCIAL INC | $0 | – | -79,902 | – | -0.02% | – |
| COT | Exit | COTT CORP QUE | $0 | – | -177,980 | – | -0.02% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -134,419 | – | -0.02% | – |
| SENEA | Exit | SENECA FOODS CORP NEWcl a | $0 | – | -51,457 | – | -0.02% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -42,113 | – | -0.02% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -79,706 | – | -0.02% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -52,144 | – | -0.03% | – |
| ORN | Exit | ORION MARINE GROUP INC | $0 | – | -198,522 | – | -0.03% | – |
| VC | Exit | VISTEON CORP | $0 | – | -25,018 | – | -0.03% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -117,960 | – | -0.03% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -144,755 | – | -0.03% | – |
| CHFN | Exit | CHARTER FINL CORP MD | $0 | – | -222,365 | – | -0.03% | – |
| XXIA | Exit | IXIA | $0 | – | -313,185 | – | -0.04% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -382,312 | – | -0.04% | – |
| CFFN | Exit | CAPITOL FED FINL INC | $0 | – | -256,216 | – | -0.04% | – |
| DEO | Exit | DIAGEO P L Cspon adr new | $0 | – | -30,828 | – | -0.05% | – |
| JOE | Exit | ST JOE CO | $0 | – | -195,459 | – | -0.05% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -31,032 | – | -0.05% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -152,350 | – | -0.05% | – |
| NTZ | Exit | NATUZZI S P Aadr | $0 | – | -2,443,852 | – | -0.07% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -229,960 | – | -0.08% | – |
| AAN | Exit | AARONS INC | $0 | – | -254,219 | – | -0.08% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -194,766 | – | -0.08% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -564,322 | – | -0.09% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -707,141 | – | -0.10% | – |
| XLNX | Exit | XILINX INC | $0 | – | -172,303 | – | -0.10% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -738,228 | – | -0.10% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -391,887 | – | -0.10% | – |
| BBT | Exit | BB&T CORP | $0 | – | -216,019 | – | -0.11% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -194,925 | – | -0.12% | – |
| KB | Exit | KB FINANCIAL GROUP INCsponsored adr | $0 | – | -263,380 | – | -0.13% | – |
| NTL | Exit | NORTEL INVERSORA S Aspon adr pfd b | $0 | – | -368,246 | – | -0.13% | – |
| AVP | Exit | AVON PRODS INC | $0 | – | -815,417 | – | -0.14% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -204,250 | – | -0.15% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -440,229 | – | -0.15% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -562,434 | – | -0.15% | – |
| J106OPTLDIV | Exit | CBS OUTDOOR AMERS INC | $0 | – | -376,795 | – | -0.15% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -146,016 | – | -0.16% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -145,523 | – | -0.16% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -204,761 | – | -0.16% | – |
| TGT | Exit | TARGET CORP | $0 | – | -201,379 | – | -0.17% | – |
| APA | Exit | APACHE CORP | $0 | – | -136,302 | – | -0.17% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -250,400 | – | -0.18% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -564,407 | – | -0.19% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -390,028 | – | -0.20% | – |
| TX | Exit | TERNIUM SAspon adr | $0 | – | -636,134 | – | -0.20% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -181,371 | – | -0.20% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -128,763 | – | -0.20% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -1,083,132 | – | -0.20% | – |
| SBS | Exit | COMPANHIA DE SANEAMENTO BASIsponsored adr | $0 | – | -1,924,150 | – | -0.21% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -225,023 | – | -0.21% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -575,568 | – | -0.22% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -165,695 | – | -0.22% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -472,997 | – | -0.29% | – |
| ELOS | Exit | SYNERON MEDICAL LTD | $0 | – | -2,300,020 | – | -0.31% | – |
| ITRI | Exit | ITRON INC | $0 | – | -620,559 | – | -0.32% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -880,008 | – | -0.35% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -482,046 | – | -0.38% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -1,572,108 | – | -0.38% | – |
| Exit | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $0 | – | -2,274,130 | – | -0.45% | – | |
| ELP | Exit | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $0 | – | -2,542,615 | – | -0.49% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -5,532,677 | – | -0.60% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -402,847 | – | -0.63% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -3,233,860 | – | -0.63% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -5,437,254 | – | -0.63% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -2,761,934 | – | -0.66% | – |
| NTTYY | Exit | NIPPON TELEG & TEL CORPsponsored adr | $0 | – | -2,122,267 | – | -0.88% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -1,376,646 | – | -0.93% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -13,994,678 | – | -1.04% | – |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -6,913,928 | – | -1.05% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -5,376,861 | – | -1.06% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -1,070,060 | – | -1.08% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -697,118 | – | -1.09% | – |
| BSBR | Exit | BANCO SANTANDER BRASIL S Aads rep 1 unit | $0 | – | -13,705,377 | – | -1.21% | – |
| EBR | Exit | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $0 | – | -36,568,839 | – | -1.31% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -4,336,247 | – | -1.31% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -8,052,282 | – | -1.34% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -6,109,586 | – | -1.38% | – |
| CAJ | Exit | CANON INCsponsored adr | $0 | – | -3,281,238 | – | -1.42% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -3,178,629 | – | -1.44% | – |
| 1338PS | Exit | UBS AG | $0 | – | -6,497,863 | – | -1.50% | – |
| EXC | Exit | EXELON CORP | $0 | – | -3,313,220 | – | -1.50% | – |
| FLEX | Exit | FLEXTRONICS INTL LTDord | $0 | – | -11,841,004 | – | -1.62% | – |
| UN | Exit | UNILEVER N V | $0 | – | -3,183,904 | – | -1.68% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -2,677,749 | – | -1.68% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -2,248,902 | – | -1.68% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -2,177,605 | – | -1.70% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -2,958,701 | – | -1.72% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -2,320,288 | – | -1.82% | – |
| GLW | Exit | CORNING INC | $0 | – | -7,127,356 | – | -1.83% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -1,447,976 | – | -1.87% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -2,754,826 | – | -1.89% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -3,730,171 | – | -1.92% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -1,689,553 | – | -1.92% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -2,303,062 | – | -1.98% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -6,657,547 | – | -2.03% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -3,698,768 | – | -2.03% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -3,415,717 | – | -2.08% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -2,253,914 | – | -2.11% | – |
| MAS | Exit | MASCO CORP | $0 | – | -6,939,129 | – | -2.20% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -3,984,231 | – | -2.45% | – |
| PFE | Exit | PFIZER INC | $0 | – | -6,257,090 | – | -2.45% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -14,693,225 | – | -2.54% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -2,067,637 | – | -2.55% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -10,300,187 | – | -2.79% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,922,231 | – | -2.85% | – |
| C | Exit | CITIGROUP INC | $0 | – | -4,425,083 | – | -3.04% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -6,720,529 | – | -3.49% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -10,318,225 | – | -3.58% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -11,578,530 | – | -3.87% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -24,246,464 | – | -5.07% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $382,549,000 | -27.2% | 24,246,464 | -23.3% | 5.07% | -20.2% |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $291,778,000 | -21.3% | 11,578,530 | -35.2% | 3.87% | -13.7% |
| TSU | Sell | TIM PARTICIPACOES S Asponsored adr | $270,337,000 | -14.4% | 10,318,225 | -5.1% | 3.58% | -6.1% |
| ERJ | Sell | EMBRAER S A | $263,578,000 | +1.7% | 6,720,529 | -5.6% | 3.49% | +11.5% |
| C | Sell | CITIGROUP INC | $229,307,000 | +9.2% | 4,425,083 | -0.7% | 3.04% | +19.7% |
| STT | Sell | STATE STR CORP | $215,105,000 | +6.7% | 2,922,231 | -2.5% | 2.85% | +16.9% |
| VIV | Sell | TELEFONICA BRASIL SAsponsored adr | $210,448,000 | -4.1% | 10,300,187 | -0.2% | 2.79% | +5.1% |
| PEP | Sell | PEPSICO INC | $192,477,000 | -6.5% | 2,067,637 | -10.3% | 2.55% | +2.5% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $191,599,000 | -2.2% | 14,693,225 | -0.8% | 2.54% | +7.2% |
| PFE | Buy | PFIZER INC | $185,022,000 | +2.6% | 6,257,090 | +3.0% | 2.45% | +12.5% |
| MSFT | Sell | MICROSOFT CORP | $184,709,000 | -29.0% | 3,984,231 | -36.1% | 2.45% | -22.1% |
| MAS | Sell | MASCO CORP | $165,984,000 | +4.2% | 6,939,129 | -3.3% | 2.20% | +14.2% |
| ESRX | Buy | EXPRESS SCRIPTS HLDG CO | $159,194,000 | +9.2% | 2,253,914 | +7.2% | 2.11% | +19.8% |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $157,021,000 | +17.4% | 3,415,717 | +36.6% | 2.08% | +28.8% |
| WSH | Buy | WILLIS GROUP HOLDINGS PUBLIC | $153,129,000 | +203.6% | 3,698,768 | +217.5% | 2.03% | +232.8% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $153,058,000 | -24.6% | 6,657,547 | -2.8% | 2.03% | -17.3% |
| LLY | Sell | LILLY ELI & CO | $149,354,000 | -10.6% | 2,303,062 | -14.3% | 1.98% | -1.9% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $144,592,000 | -1.7% | 1,689,553 | +2.3% | 1.92% | +7.8% |
| BK | Sell | BANK NEW YORK MELLON CORP | $144,469,000 | -2.8% | 3,730,171 | -5.9% | 1.92% | +6.6% |
| WFC | Sell | WELLS FARGO & CO NEW | $142,893,000 | -7.1% | 2,754,826 | -5.8% | 1.89% | +1.8% |
| WDC | Sell | WESTERN DIGITAL CORP | $140,917,000 | -32.4% | 1,447,976 | -35.9% | 1.87% | -25.9% |
| GLW | Sell | CORNING INC | $137,843,000 | -37.3% | 7,127,356 | -28.9% | 1.83% | -31.3% |
| MRK | Sell | MERCK & CO INC NEW | $137,547,000 | -2.3% | 2,320,288 | -4.7% | 1.82% | +7.1% |
| BP | Buy | BP PLCsponsored adr | $130,035,000 | -16.0% | 2,958,701 | +0.8% | 1.72% | -8.0% |
| CHL | Sell | CHINA MOBILE LIMITEDsponsored adr | $127,934,000 | +3.7% | 2,177,605 | -14.2% | 1.70% | +13.7% |
| SNY | Buy | SANOFIsponsored adr | $126,906,000 | +9.4% | 2,248,902 | +3.1% | 1.68% | +19.9% |
| E | Sell | ENI S P Asponsored adr | $126,524,000 | -19.4% | 2,677,749 | -6.4% | 1.68% | -11.6% |
| UN | Sell | UNILEVER N V | $126,337,000 | -10.1% | 3,183,904 | -0.8% | 1.68% | -1.4% |
| FLEX | Sell | FLEXTRONICS INTL LTDord | $122,199,000 | -14.3% | 11,841,004 | -8.1% | 1.62% | -6.0% |
| EXC | Buy | EXELON CORP | $112,948,000 | -4.3% | 3,313,220 | +2.5% | 1.50% | +4.9% |
| 1338PS | Buy | UBS AG | $112,868,000 | +36.1% | 6,497,863 | +43.6% | 1.50% | +49.2% |
| HMC | Buy | HONDA MOTOR LTD | $108,963,000 | +8.8% | 3,178,629 | +11.0% | 1.44% | +19.3% |
| CAJ | Sell | CANON INCsponsored adr | $106,936,000 | -2.8% | 3,281,238 | -2.3% | 1.42% | +6.6% |
| BAC | Sell | BANK AMER CORP | $104,169,000 | +10.1% | 6,109,586 | -0.8% | 1.38% | +20.6% |
| ERIC | Buy | ERICSSONadr b sek 10 | $101,378,000 | +8.0% | 8,052,282 | +3.6% | 1.34% | +18.4% |
| CRH | Buy | CRH PLCadr | $98,910,000 | -11.1% | 4,336,247 | +0.8% | 1.31% | -2.5% |
| EBR | Buy | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $98,736,000 | -3.6% | 36,568,839 | +4.2% | 1.31% | +5.6% |
| BSBR | Sell | BANCO SANTANDER BRASIL S Aads rep 1 unit | $91,586,000 | -56.8% | 13,705,377 | -52.6% | 1.21% | -52.7% |
| TM | Sell | TOYOTA MOTOR CORP | $81,932,000 | -2.2% | 697,118 | -0.5% | 1.09% | +7.2% |
| PKX | Sell | POSCOsponsored adr | $81,218,000 | -2.4% | 1,070,060 | -4.3% | 1.08% | +7.1% |
| BCS | Buy | BARCLAYS PLCadr | $79,631,000 | +69.9% | 5,376,861 | +67.6% | 1.06% | +86.2% |
| TIIAY | Sell | TELECOM ITALIA S P A NEWspon adr ord | $79,095,000 | -10.1% | 6,913,928 | -0.9% | 1.05% | -1.4% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored adr | $78,510,000 | -9.1% | 13,994,678 | -0.3% | 1.04% | -0.3% |
| HSBC | Buy | HSBC HLDGS PLCspon adr new | $70,044,000 | +1.5% | 1,376,646 | +1.4% | 0.93% | +11.4% |
| NTTYY | Sell | NIPPON TELEG & TEL CORPsponsored adr | $66,024,000 | -51.9% | 2,122,267 | -51.7% | 0.88% | -47.3% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $49,770,000 | -4.9% | 2,761,934 | +8.0% | 0.66% | +4.3% |
| AGRO | Buy | ADECOAGRO S A | $47,848,000 | +25.0% | 5,437,254 | +34.1% | 0.63% | +36.9% |
| ORAN | Buy | ORANGEsponsored adr | $47,667,000 | -6.1% | 3,233,860 | +0.6% | 0.63% | +2.9% |
| CPA | New | COPA HOLDINGS SAcl a | $47,187,000 | – | 402,847 | – | 0.63% | – |
| AEG | Buy | AEGON N Vny registry sh | $45,479,000 | -0.9% | 5,532,677 | +5.7% | 0.60% | +8.6% |
| ELP | Buy | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $37,219,000 | +12.5% | 2,542,615 | +26.8% | 0.49% | +23.2% |
| New | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $33,806,000 | – | 2,274,130 | – | 0.45% | – | |
| JPM | Buy | JPMORGAN CHASE & CO | $29,038,000 | +10.6% | 482,046 | +5.8% | 0.38% | +21.1% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $29,068,000 | -13.4% | 1,572,108 | -0.9% | 0.38% | -5.2% |
| RCII | Buy | RENT A CTR INC NEW | $26,709,000 | +24.3% | 880,008 | +17.5% | 0.35% | +36.2% |
| ITRI | Sell | ITRON INC | $24,394,000 | -7.6% | 620,559 | -4.7% | 0.32% | +1.3% |
| ELOS | Buy | SYNERON MEDICAL LTD | $23,046,000 | +7.5% | 2,300,020 | +10.7% | 0.31% | +18.1% |
| DOX | Buy | AMDOCS LTD | $21,701,000 | +7.0% | 472,997 | +8.1% | 0.29% | +17.6% |
| LH | Buy | LABORATORY CORP AMER HLDGS | $16,859,000 | +6.8% | 165,695 | +7.5% | 0.22% | +17.3% |
| EMC | Buy | E M C CORP MASS | $16,841,000 | +19.8% | 575,568 | +7.8% | 0.22% | +31.2% |
| BAX | Buy | BAXTER INTL INC | $16,150,000 | +6.4% | 225,023 | +7.2% | 0.21% | +16.3% |
| SBS | Buy | COMPANHIA DE SANEAMENTO BASIsponsored adr | $15,605,000 | +387.5% | 1,924,150 | +544.3% | 0.21% | +430.8% |
| ORI | Buy | OLD REP INTL CORP | $15,467,000 | -2.2% | 1,083,132 | +13.2% | 0.20% | +7.3% |
| CVX | Buy | CHEVRON CORP NEW | $15,364,000 | +0.9% | 128,763 | +10.4% | 0.20% | +10.9% |
| TX | New | TERNIUM SAspon adr | $15,134,000 | – | 636,134 | – | 0.20% | – |
| PG | Buy | PROCTER & GAMBLE CO | $15,188,000 | +14.4% | 181,371 | +7.4% | 0.20% | +25.6% |
| ORCL | Buy | ORACLE CORP | $14,930,000 | +5.0% | 390,028 | +11.2% | 0.20% | +15.1% |
| IM | Buy | INGRAM MICRO INCcl a | $14,567,000 | -8.3% | 564,407 | +3.8% | 0.19% | +0.5% |
| VRNT | Buy | VERINT SYS INC | $13,925,000 | +17.5% | 250,400 | +3.7% | 0.18% | +29.4% |
| APA | Buy | APACHE CORP | $12,795,000 | +0.4% | 136,302 | +7.6% | 0.17% | +10.4% |
| TGT | Buy | TARGET CORP | $12,623,000 | +17.8% | 201,379 | +8.9% | 0.17% | +28.5% |
| CMCSK | Buy | COMCAST CORP NEWcl a spl | $12,284,000 | +3.6% | 204,761 | +3.7% | 0.16% | +14.0% |
| PM | Buy | PHILIP MORRIS INTL INC | $12,136,000 | +275.5% | 145,523 | +279.6% | 0.16% | +312.8% |
| VAR | Buy | VARIAN MED SYS INC | $11,698,000 | +3.5% | 146,016 | +7.4% | 0.16% | +13.1% |
| J106OPTLDIV | Buy | CBS OUTDOOR AMERS INC | $11,281,000 | +82.9% | 376,795 | +99.6% | 0.15% | +100.0% |
| SYKE | Buy | SYKES ENTERPRISES INC | $11,237,000 | -3.3% | 562,434 | +5.1% | 0.15% | +5.7% |
| CSCO | Buy | CISCO SYS INC | $11,081,000 | +28.0% | 440,229 | +26.4% | 0.15% | +40.0% |
| AIG | New | AMERICAN INTL GROUP INC | $11,034,000 | – | 204,250 | – | 0.15% | – |
| AVP | Buy | AVON PRODS INC | $10,274,000 | -0.2% | 815,417 | +15.7% | 0.14% | +9.7% |
| NTL | Buy | NORTEL INVERSORA S Aspon adr pfd b | $9,612,000 | -2.0% | 368,246 | +13.6% | 0.13% | +6.7% |
| KB | Buy | KB FINANCIAL GROUP INCsponsored adr | $9,540,000 | +7.5% | 263,380 | +3.2% | 0.13% | +17.8% |
| SHG | Buy | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $8,861,000 | +1.9% | 194,925 | +2.8% | 0.12% | +11.4% |
| BBT | Buy | BB&T CORP | $8,038,000 | +2.7% | 216,019 | +8.8% | 0.11% | +12.6% |
| FITB | Buy | FIFTH THIRD BANCORP | $7,846,000 | +4.1% | 391,887 | +11.0% | 0.10% | +14.3% |
| RF | Buy | REGIONS FINL CORP NEW | $7,412,000 | +3.2% | 738,228 | +9.2% | 0.10% | +12.6% |
| XLNX | New | XILINX INC | $7,297,000 | – | 172,303 | – | 0.10% | – |
| CLS | Sell | CELESTICA INC | $7,177,000 | -45.5% | 707,141 | -32.6% | 0.10% | -40.3% |
| SPLS | Sell | STAPLES INC | $6,828,000 | +11.2% | 564,322 | -0.4% | 0.09% | +23.0% |
| LENB | Buy | LENNAR CORPcl b | $6,235,000 | -8.9% | 194,766 | +1.1% | 0.08% | 0.0% |
| AAN | New | AARONS INC | $6,182,000 | – | 254,219 | – | 0.08% | – |
| MDC | Buy | M D C HLDGS INC | $5,823,000 | +423.2% | 229,960 | +526.0% | 0.08% | +492.3% |
| NTZ | Buy | NATUZZI S P Aadr | $4,961,000 | -19.9% | 2,443,852 | +1.3% | 0.07% | -12.0% |
| OVTI | Sell | OMNIVISION TECHNOLOGIES INC | $4,032,000 | -33.9% | 152,350 | -45.1% | 0.05% | -28.4% |
| PTR | Buy | PETROCHINA CO LTDsponsored adr | $3,988,000 | +3.3% | 31,032 | +1.0% | 0.05% | +12.8% |
| JOE | Sell | ST JOE CO | $3,700,000 | -46.1% | 195,459 | -27.6% | 0.05% | -41.0% |
| DEO | Sell | DIAGEO P L Cspon adr new | $3,558,000 | -10.1% | 30,828 | -0.8% | 0.05% | -2.1% |
| CFFN | Buy | CAPITOL FED FINL INC | $3,028,000 | -0.4% | 256,216 | +2.4% | 0.04% | +8.1% |
| STRL | Sell | STERLING CONSTRUCTION CO INC | $2,932,000 | -18.7% | 382,312 | -0.5% | 0.04% | -11.4% |
| XXIA | Buy | IXIA | $2,863,000 | +918.9% | 313,185 | +831.0% | 0.04% | +1166.7% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $2,393,000 | -3.0% | 117,960 | -0.2% | 0.03% | +6.7% |
| BZH | Buy | BEAZER HOMES USA INC | $2,429,000 | +1073.4% | 144,755 | +831.2% | 0.03% | +966.7% |
| CHFN | Buy | CHARTER FINL CORP MD | $2,379,000 | -3.1% | 222,365 | +0.6% | 0.03% | +6.7% |
| VC | Sell | VISTEON CORP | $2,433,000 | -2.4% | 25,018 | -2.6% | 0.03% | +6.7% |
| ORN | Buy | ORION MARINE GROUP INC | $1,982,000 | -6.9% | 198,522 | +1.0% | 0.03% | 0.0% |
| STI | Sell | SUNTRUST BKS INC | $1,983,000 | -7.9% | 52,144 | -3.0% | 0.03% | 0.0% |
| HBCP | Sell | HOME BANCORP INC | $1,810,000 | +2.0% | 79,706 | -1.1% | 0.02% | +14.3% |
| UL | Sell | UNILEVER PLCspon adr new | $1,765,000 | -9.8% | 42,113 | -2.5% | 0.02% | -4.2% |
| SENEA | Buy | SENECA FOODS CORP NEWcl a | $1,471,000 | -6.2% | 51,457 | +0.4% | 0.02% | +5.3% |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $1,262,000 | -4.5% | 134,419 | +3.9% | 0.02% | +6.2% |
| OSHC | Buy | OCEAN SHORE HLDG CO NEW | $1,165,000 | -1.6% | 81,008 | +0.2% | 0.02% | +7.1% |
| ENZN | Sell | ENZON PHARMACEUTICALS INC | $1,118,000 | +3.0% | 1,034,833 | -0.8% | 0.02% | +15.4% |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC | $1,156,000 | -8.5% | 79,902 | -4.0% | 0.02% | 0.0% |
| UTIW | Buy | UTI WORLDWIDE INCord | $1,053,000 | +3.2% | 99,110 | +0.5% | 0.01% | +16.7% |
| ALEX | Sell | ALEXANDER & BALDWIN INC NEW | $931,000 | -17.8% | 28,370 | -8.2% | 0.01% | -14.3% |
| TAP | Sell | MOLSON COORS BREWING COcl b | $788,000 | -91.8% | 10,580 | -91.9% | 0.01% | -91.5% |
| GTS | Buy | TRIPLE-S MGMT CORPcl b | $650,000 | +65.8% | 32,660 | +7.1% | 0.01% | +80.0% |
| FIX | Buy | COMFORT SYS USA INC | $525,000 | +86.2% | 38,730 | +56.4% | 0.01% | +133.3% |
| BBDO | Buy | BANCO BRADESCO S Asponsored adr | $519,000 | +141.4% | 36,254 | +147.7% | 0.01% | +133.3% |
| SOHU | Buy | SOHU COM INC | $426,000 | +13.3% | 8,482 | +30.3% | 0.01% | +20.0% |
| SMPL | Sell | SIMPLICITY BANCORP | $469,000 | -4.1% | 27,940 | -0.5% | 0.01% | 0.0% |
| HWCC | Sell | HOUSTON WIRE & CABLE CO | $428,000 | -6.8% | 35,777 | -3.2% | 0.01% | 0.0% |
| CRAI | Sell | CRA INTL INC | $472,000 | -86.9% | 26,175 | -83.3% | 0.01% | -86.4% |
| NWLI | Sell | NATIONAL WESTN LIFE INS COcl a | $444,000 | -36.9% | 2,407 | -14.7% | 0.01% | -33.3% |
| ELY | Buy | CALLAWAY GOLF CO | $404,000 | +107.2% | 55,677 | +137.6% | 0.01% | +150.0% |
| JAKK | Sell | JAKKS PAC INC | $343,000 | -10.0% | 48,415 | -1.7% | 0.01% | 0.0% |
| RGP | New | RESOURCES CONNECTION INC | $350,000 | – | 25,100 | – | 0.01% | – |
| UBNK | Buy | UNITED FINL BANCORP INC NEW | $294,000 | +100.0% | 23,147 | +113.2% | 0.00% | +100.0% |
| MBT | Buy | MOBILE TELESYSTEMS OJSCsponsored adr | $332,000 | -13.5% | 22,240 | +14.4% | 0.00% | -20.0% |
| ISCA | Sell | INTERNATIONAL SPEEDWAY CORPcl a | $292,000 | -7.0% | 12,774 | -1.5% | 0.00% | 0.0% |
| ESSA | Sell | ESSA BANCORP INC | $295,000 | -2.3% | 26,160 | -3.3% | 0.00% | 0.0% |
| CUTR | Sell | CUTERA INC | $311,000 | -6.3% | 30,805 | -3.5% | 0.00% | 0.0% |
| TKC | Buy | TURKCELL ILETISIM HIZMETLERIspon adr new | $248,000 | +4.2% | 18,839 | +23.6% | 0.00% | 0.0% |
| FOLD | New | AMICUS THERAPEUTICS INC | $218,000 | – | 36,700 | – | 0.00% | – |
| MLR | Sell | MILLER INDS INC TENN | $220,000 | -24.1% | 20,842 | -4.8% | 0.00% | -25.0% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $251,000 | -8.4% | 1,929 | -4.9% | 0.00% | 0.0% |
| AMED | Sell | AMEDISYS INC | $223,000 | -91.9% | 15,810 | -90.4% | 0.00% | -90.9% |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $214,000 | – | 1,889 | – | 0.00% | – |
| WRB | New | BERKLEY W R CORP | $200,000 | – | 4,190 | – | 0.00% | – |
| UTSI | Sell | UTSTARCOM HOLDINGS CORP | $142,000 | -88.6% | 46,560 | -89.0% | 0.00% | -86.7% |
| NFBK | Buy | NORTHFIELD BANCORP INC DEL | $184,000 | +4.0% | 22,365 | +0.1% | 0.00% | 0.0% |
| SIGM | New | SIGMA DESIGNS INC | $132,000 | – | 30,700 | – | 0.00% | – |
| AMSC | New | AMERICAN SUPERCONDUCTOR CORP | $149,000 | – | 105,700 | – | 0.00% | – |
| FBNK | Buy | FIRST CONN BANCORP INC MD | $170,000 | -7.6% | 19,173 | +1.3% | 0.00% | 0.0% |
| SORL | New | SORL AUTO PTS INC | $44,000 | – | 10,204 | – | 0.00% | – |
| EDMC | New | EDUCATION MGMT CORP NEW | $20,000 | – | 18,769 | – | 0.00% | – |
| SVM | New | SILVERCORP METALS INC | $28,000 | – | 17,673 | – | 0.00% | – |
| GPL | Sell | GREAT PANTHER SILVER LTD | $27,000 | -42.6% | 26,057 | -30.1% | 0.00% | -100.0% |
| FSTO | New | FOREST OIL CORP | $17,000 | – | 14,140 | – | 0.00% | – |
| CGA | New | CHINA GREEN AGRICULTURE INC | $29,000 | – | 14,450 | – | 0.00% | – |
| APPCQ | New | AMERICAN APPAREL INC | $33,000 | – | 40,000 | – | 0.00% | – |
| GURE | Exit | GULF RESOURCES INC | $0 | – | -11,583 | – | 0.00% | – |
| RSHCQ | Exit | RADIOSHACK CORP | $0 | – | -10,469 | – | 0.00% | – |
| RIGL | Exit | RIGEL PHARMACEUTICALS INC | $0 | – | -15,000 | – | -0.00% | – |
| IVAC | Exit | INTEVAC INC | $0 | – | -11,175 | – | -0.00% | – |
| TRK | Exit | SPEEDWAY MOTORSPORTS INC | $0 | – | -15,867 | – | -0.00% | – |
| OCLR | Exit | OCLARO INC | $0 | – | -70,300 | – | -0.00% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -9,600 | – | -0.00% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -19,500 | – | -0.00% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -16,000 | – | -0.00% | – |
| APOL | Exit | APOLLO ED GROUP INCcl a | $0 | – | -7,656 | – | -0.00% | – |
| MXWL | Exit | MAXWELL TECHNOLOGIES INC | $0 | – | -23,200 | – | -0.00% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROsponsored adr | $0 | – | -20,511 | – | -0.00% | – |
| DHOXQ | Exit | DESARROLLADORA HOMEX S A DEsponsored adr | $0 | – | -613,579 | – | -0.01% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -27,040 | – | -0.01% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -21,050 | – | -0.01% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -638,672 | – | -0.18% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -386,058 | – | -0.35% | – |
| TEF | Exit | TELEFONICA S Asponsored adr | $0 | – | -3,540,097 | – | -0.74% | – |
| INTC | Exit | INTEL CORP | $0 | – | -4,300,825 | – | -1.61% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $525,666,000 | – | 31,607,107 | – | 6.36% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $370,642,000 | – | 17,862,260 | – | 4.48% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $315,779,000 | – | 10,877,686 | – | 3.82% | – |
| MSFT | New | MICROSOFT CORP | $259,977,000 | – | 6,234,462 | – | 3.14% | – |
| ERJ | New | EMBRAER S A | $259,280,000 | – | 7,117,204 | – | 3.14% | – |
| GLW | New | CORNING INC | $219,895,000 | – | 10,018,018 | – | 2.66% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $219,523,000 | – | 10,318,723 | – | 2.65% | – |
| BSBR | New | BANCO SANTANDER BRASIL S Aads rep 1 unit | $212,168,000 | – | 28,939,423 | – | 2.57% | – |
| C | New | CITIGROUP INC | $209,963,000 | – | 4,457,817 | – | 2.54% | – |
| WDC | New | WESTERN DIGITAL CORP | $208,570,000 | – | 2,259,696 | – | 2.52% | – |
| PEP | New | PEPSICO INC | $205,855,000 | – | 2,304,178 | – | 2.49% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $202,863,000 | – | 6,846,535 | – | 2.45% | – |
| STT | New | STATE STR CORP | $201,662,000 | – | 2,998,259 | – | 2.44% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $195,891,000 | – | 14,806,504 | – | 2.37% | – |
| PFE | New | PFIZER INC | $180,320,000 | – | 6,075,460 | – | 2.18% | – |
| LLY | New | LILLY ELI & CO | $167,005,000 | – | 2,686,258 | – | 2.02% | – |
| MAS | New | MASCO CORP | $159,357,000 | – | 7,178,246 | – | 1.93% | – |
| E | New | ENI S P Asponsored adr | $157,003,000 | – | 2,859,795 | – | 1.90% | – |
| BP | New | BP PLCsponsored adr | $154,862,000 | – | 2,935,778 | – | 1.87% | – |
| WFC | New | WELLS FARGO & CO NEW | $153,787,000 | – | 2,925,938 | – | 1.86% | – |
| BK | New | BANK NEW YORK MELLON CORP | $148,618,000 | – | 3,965,278 | – | 1.80% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $147,099,000 | – | 1,651,873 | – | 1.78% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $145,742,000 | – | 2,102,152 | – | 1.76% | – |
| FLEX | New | FLEXTRONICS INTL LTDord | $142,561,000 | – | 12,878,195 | – | 1.72% | – |
| MRK | New | MERCK & CO INC NEW | $140,837,000 | – | 2,434,531 | – | 1.70% | – |
| UN | New | UNILEVER N V | $140,456,000 | – | 3,209,700 | – | 1.70% | – |
| NTTYY | New | NIPPON TELEG & TEL CORPsponsored adr | $137,156,000 | – | 4,394,633 | – | 1.66% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $133,703,000 | – | 2,500,048 | – | 1.62% | – |
| INTC | New | INTEL CORP | $132,895,000 | – | 4,300,825 | – | 1.61% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $123,406,000 | – | 2,538,687 | – | 1.49% | – |
| EXC | New | EXELON CORP | $117,970,000 | – | 3,233,845 | – | 1.43% | – |
| SNY | New | SANOFIsponsored adr | $116,033,000 | – | 2,182,305 | – | 1.40% | – |
| CRH | New | CRH PLCadr | $111,247,000 | – | 4,303,553 | – | 1.34% | – |
| CAJ | New | CANON INCsponsored adr | $109,996,000 | – | 3,358,662 | – | 1.33% | – |
| EBR | New | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $102,448,000 | – | 35,085,170 | – | 1.24% | – |
| HMC | New | HONDA MOTOR LTD | $100,181,000 | – | 2,863,124 | – | 1.21% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $94,656,000 | – | 6,158,486 | – | 1.14% | – |
| ERIC | New | ERICSSONadr b sek 10 | $93,887,000 | – | 7,772,102 | – | 1.14% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWspon adr ord | $88,027,000 | – | 6,975,219 | – | 1.06% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $86,328,000 | – | 14,037,071 | – | 1.04% | – |
| TM | New | TOYOTA MOTOR CORP | $83,798,000 | – | 700,304 | – | 1.01% | – |
| PKX | New | POSCOsponsored adr | $83,219,000 | – | 1,117,934 | – | 1.01% | – |
| 1338PS | New | UBS AG | $82,923,000 | – | 4,526,362 | – | 1.00% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $68,975,000 | – | 1,357,784 | – | 0.83% | – |
| TEF | New | TELEFONICA S Asponsored adr | $60,748,000 | – | 3,540,097 | – | 0.74% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $52,313,000 | – | 2,556,842 | – | 0.63% | – |
| ORAN | New | ORANGEsponsored adr | $50,786,000 | – | 3,214,321 | – | 0.61% | – |
| WSH | New | WILLIS GROUP HOLDINGS PUBLIC | $50,441,000 | – | 1,164,917 | – | 0.61% | – |
| BCS | New | BARCLAYS PLCadr | $46,874,000 | – | 3,208,332 | – | 0.57% | – |
| AEG | New | AEGON N Vny registry sh | $45,911,000 | – | 5,235,062 | – | 0.56% | – |
| AGRO | New | ADECOAGRO S A | $38,266,000 | – | 4,053,596 | – | 0.46% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $33,573,000 | – | 1,586,405 | – | 0.41% | – |
| ELP | New | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $33,087,000 | – | 2,004,522 | – | 0.40% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $28,688,000 | – | 386,058 | – | 0.35% | – |
| ITRI | New | ITRON INC | $26,394,000 | – | 650,918 | – | 0.32% | – |
| JPM | New | JPMORGAN CHASE & CO | $26,257,000 | – | 455,698 | – | 0.32% | – |
| RCII | New | RENT A CTR INC NEW | $21,488,000 | – | 749,256 | – | 0.26% | – |
| ELOS | New | SYNERON MEDICAL LTD | $21,442,000 | – | 2,077,630 | – | 0.26% | – |
| DOX | New | AMDOCS LTD | $20,272,000 | – | 437,561 | – | 0.24% | – |
| IM | New | INGRAM MICRO INCcl a | $15,877,000 | – | 543,525 | – | 0.19% | – |
| ORI | New | OLD REP INTL CORP | $15,819,000 | – | 956,429 | – | 0.19% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $15,790,000 | – | 154,198 | – | 0.19% | – |
| CVX | New | CHEVRON CORP NEW | $15,231,000 | – | 116,667 | – | 0.18% | – |
| BAX | New | BAXTER INTL INC | $15,176,000 | – | 209,907 | – | 0.18% | – |
| SYMC | New | SYMANTEC CORP | $14,625,000 | – | 638,672 | – | 0.18% | – |
| ORCL | New | ORACLE CORP | $14,213,000 | – | 350,658 | – | 0.17% | – |
| EMC | New | E M C CORP MASS | $14,060,000 | – | 533,757 | – | 0.17% | – |
| PG | New | PROCTER & GAMBLE CO | $13,273,000 | – | 168,890 | – | 0.16% | – |
| CLS | New | CELESTICA INC | $13,175,000 | – | 1,048,952 | – | 0.16% | – |
| APA | New | APACHE CORP | $12,740,000 | – | 126,619 | – | 0.15% | – |
| CMCSK | New | COMCAST CORP NEWcl a spl | $11,858,000 | – | 197,509 | – | 0.14% | – |
| VRNT | New | VERINT SYS INC | $11,848,000 | – | 241,552 | – | 0.14% | – |
| SYKE | New | SYKES ENTERPRISES INC | $11,625,000 | – | 534,983 | – | 0.14% | – |
| VAR | New | VARIAN MED SYS INC | $11,306,000 | – | 135,989 | – | 0.14% | – |
| TGT | New | TARGET CORP | $10,712,000 | – | 184,853 | – | 0.13% | – |
| AVP | New | AVON PRODS INC | $10,295,000 | – | 704,689 | – | 0.12% | – |
| NTL | New | NORTEL INVERSORA S Aspon adr pfd b | $9,808,000 | – | 324,139 | – | 0.12% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $9,636,000 | – | 129,929 | – | 0.12% | – |
| KB | New | KB FINANCIAL GROUP INCsponsored adr | $8,873,000 | – | 255,263 | – | 0.11% | – |
| CSCO | New | CISCO SYS INC | $8,656,000 | – | 348,336 | – | 0.10% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $8,699,000 | – | 189,685 | – | 0.10% | – |
| BBT | New | BB&T CORP | $7,828,000 | – | 198,508 | – | 0.10% | – |
| FITB | New | FIFTH THIRD BANCORP | $7,535,000 | – | 352,908 | – | 0.09% | – |
| RF | New | REGIONS FINL CORP NEW | $7,180,000 | – | 676,104 | – | 0.09% | – |
| JOE | New | ST JOE CO | $6,866,000 | – | 269,978 | – | 0.08% | – |
| LENB | New | LENNAR CORPcl b | $6,847,000 | – | 192,727 | – | 0.08% | – |
| J106OPTLDIV | New | CBS OUTDOOR AMERS INC | $6,169,000 | – | 188,769 | – | 0.08% | – |
| NTZ | New | NATUZZI S P Aadr | $6,197,000 | – | 2,411,312 | – | 0.08% | – |
| SPLS | New | STAPLES INC | $6,139,000 | – | 566,328 | – | 0.07% | – |
| OVTI | New | OMNIVISION TECHNOLOGIES INC | $6,096,000 | – | 277,345 | – | 0.07% | – |
| DEO | New | DIAGEO P L Cspon adr new | $3,956,000 | – | 31,080 | – | 0.05% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $3,859,000 | – | 30,738 | – | 0.05% | – |
| STRL | New | STERLING CONSTRUCTION CO INC | $3,605,000 | – | 384,337 | – | 0.04% | – |
| CRAI | New | CRA INTL INC | $3,608,000 | – | 156,530 | – | 0.04% | – |
| SBS | New | COMPANHIA DE SANEAMENTO BASIsponsored adr | $3,201,000 | – | 298,640 | – | 0.04% | – |
| PM | New | PHILIP MORRIS INTL INC | $3,232,000 | – | 38,336 | – | 0.04% | – |
| CFFN | New | CAPITOL FED FINL INC | $3,041,000 | – | 250,107 | – | 0.04% | – |
| AMED | New | AMEDISYS INC | $2,767,000 | – | 165,290 | – | 0.03% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $2,468,000 | – | 118,215 | – | 0.03% | – |
| VC | New | VISTEON CORP | $2,492,000 | – | 25,692 | – | 0.03% | – |
| CHFN | New | CHARTER FINL CORP MD | $2,455,000 | – | 221,130 | – | 0.03% | – |
| STI | New | SUNTRUST BKS INC | $2,154,000 | – | 53,760 | – | 0.03% | – |
| ORN | New | ORION MARINE GROUP INC | $2,129,000 | – | 196,517 | – | 0.03% | – |
| UL | New | UNILEVER PLCspon adr new | $1,956,000 | – | 43,178 | – | 0.02% | – |
| HBCP | New | HOME BANCORP INC | $1,775,000 | – | 80,591 | – | 0.02% | – |
| SENEA | New | SENECA FOODS CORP NEWcl a | $1,569,000 | – | 51,270 | – | 0.02% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $1,321,000 | – | 129,424 | – | 0.02% | – |
| COT | New | COTT CORP QUE | $1,258,000 | – | 177,980 | – | 0.02% | – |
| UTSI | New | UTSTARCOM HOLDINGS CORP | $1,241,000 | – | 423,795 | – | 0.02% | – |
| PBCT | New | PEOPLES UNITED FINANCIAL INC | $1,263,000 | – | 83,266 | – | 0.02% | – |
| ALEX | New | ALEXANDER & BALDWIN INC NEW | $1,132,000 | – | 30,908 | – | 0.01% | – |
| OSHC | New | OCEAN SHORE HLDG CO NEW | $1,184,000 | – | 80,853 | – | 0.01% | – |
| MDC | New | M D C HLDGS INC | $1,113,000 | – | 36,735 | – | 0.01% | – |
| ENZN | New | ENZON PHARMACEUTICALS INC | $1,085,000 | – | 1,043,363 | – | 0.01% | – |
| UTIW | New | UTI WORLDWIDE INCord | $1,020,000 | – | 98,620 | – | 0.01% | – |
| NWLI | New | NATIONAL WESTN LIFE INS COcl a | $704,000 | – | 2,823 | – | 0.01% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $645,000 | – | 21,050 | – | 0.01% | – |
| SWIR | New | SIERRA WIRELESS INC | $545,000 | – | 27,040 | – | 0.01% | – |
| SMPL | New | SIMPLICITY BANCORP | $489,000 | – | 28,070 | – | 0.01% | – |
| DHOXQ | New | DESARROLLADORA HOMEX S A DEsponsored adr | $485,000 | – | 613,579 | – | 0.01% | – |
| HWCC | New | HOUSTON WIRE & CABLE CO | $459,000 | – | 36,970 | – | 0.01% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $392,000 | – | 30,505 | – | 0.01% | – |
| SOHU | New | SOHU COM INC | $376,000 | – | 6,512 | – | 0.01% | – |
| JAKK | New | JAKKS PAC INC | $381,000 | – | 49,258 | – | 0.01% | – |
| MBT | New | MOBILE TELESYSTEMS OJSCsponsored adr | $384,000 | – | 19,440 | – | 0.01% | – |
| LOGI | New | LOGITECH INTL S A | $343,000 | – | 26,300 | – | 0.00% | – |
| ESSA | New | ESSA BANCORP INC | $302,000 | – | 27,065 | – | 0.00% | – |
| CUTR | New | CUTERA INC | $332,000 | – | 31,935 | – | 0.00% | – |
| MLR | New | MILLER INDS INC TENN | $290,000 | – | 21,891 | – | 0.00% | – |
| MXWL | New | MAXWELL TECHNOLOGIES INC | $351,000 | – | 23,200 | – | 0.00% | – |
| ISCA | New | INTERNATIONAL SPEEDWAY CORPcl a | $314,000 | – | 12,974 | – | 0.00% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $300,000 | – | 20,511 | – | 0.00% | – |
| XXIA | New | IXIA | $281,000 | – | 33,640 | – | 0.00% | – |
| APOL | New | APOLLO ED GROUP INCcl a | $239,000 | – | 7,656 | – | 0.00% | – |
| HPQ | New | HEWLETT PACKARD CO | $214,000 | – | 6,360 | – | 0.00% | – |
| JNPR | New | JUNIPER NETWORKS INC | $236,000 | – | 9,600 | – | 0.00% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $274,000 | – | 2,029 | – | 0.00% | – |
| FIX | New | COMFORT SYS USA INC | $282,000 | – | 24,770 | – | 0.00% | – |
| TKC | New | TURKCELL ILETISIM HIZMETLERIspon adr new | $238,000 | – | 15,243 | – | 0.00% | – |
| BZH | New | BEAZER HOMES USA INC | $207,000 | – | 15,545 | – | 0.00% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $229,000 | – | 16,000 | – | 0.00% | – |
| R108 | New | ENERGIZER HLDGS INC | $220,000 | – | 1,800 | – | 0.00% | – |
| WIT | New | WIPRO LTDspon adr 1 sh | $232,000 | – | 19,500 | – | 0.00% | – |
| BBDO | New | BANCO BRADESCO S Asponsored adr | $215,000 | – | 14,639 | – | 0.00% | – |
| SBLK | New | STAR BULK CARRIERS CORP | $147,000 | – | 11,300 | – | 0.00% | – |
| TRK | New | SPEEDWAY MOTORSPORTS INC | $183,000 | – | 15,867 | – | 0.00% | – |
| SSRI | New | SILVER STD RES INC | $128,000 | – | 14,800 | – | 0.00% | – |
| OCLR | New | OCLARO INC | $155,000 | – | 70,300 | – | 0.00% | – |
| NFBK | New | NORTHFIELD BANCORP INC DEL | $177,000 | – | 22,345 | – | 0.00% | – |
| MUX | New | MCEWEN MNG INC | $142,000 | – | 49,400 | – | 0.00% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $147,000 | – | 10,858 | – | 0.00% | – |
| FBNK | New | FIRST CONN BANCORP INC MD | $184,000 | – | 18,932 | – | 0.00% | – |
| ELY | New | CALLAWAY GOLF CO | $195,000 | – | 23,437 | – | 0.00% | – |
| BB | New | BLACKBERRY LTD | $133,000 | – | 13,000 | – | 0.00% | – |
| AMCN | New | AIRMEDIA GROUP INCsponsored adr | $152,000 | – | 66,547 | – | 0.00% | – |
| IVAC | New | INTEVAC INC | $90,000 | – | 11,175 | – | 0.00% | – |
| TSYS | New | TELECOMMUNICATION SYS INCcl a | $122,000 | – | 37,100 | – | 0.00% | – |
| GPL | New | GREAT PANTHER SILVER LTD | $47,000 | – | 37,288 | – | 0.00% | – |
| RIGL | New | RIGEL PHARMACEUTICALS INC | $54,000 | – | 15,000 | – | 0.00% | – |
| GURE | New | GULF RESOURCES INC | $25,000 | – | 11,583 | – | 0.00% | – |
| RSHCQ | New | RADIOSHACK CORP | $10,000 | – | 10,469 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GPL | Exit | GREAT PANTHER SILVER LTD | $0 | – | -29,876 | – | 0.00% | – |
| RIC | Exit | RICHMONT MINES INC | $0 | – | -16,365 | – | 0.00% | – |
| KWKAQ | Exit | QUICKSILVER RESOURCES INC | $0 | – | -17,720 | – | 0.00% | – |
| UMC | Exit | UNITED MICROELECTRONICS CORPspon adr new | $0 | – | -40,000 | – | -0.00% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -17,442 | – | -0.00% | – |
| PSUNQ | Exit | PACIFIC SUNWEAR CALIF INC | $0 | – | -21,700 | – | -0.00% | – |
| LLNW | Exit | LIMELIGHT NETWORKS INC | $0 | – | -33,800 | – | -0.00% | – |
| ACLS | Exit | AXCELIS TECHNOLOGIES INC | $0 | – | -53,300 | – | -0.00% | – |
| CECO | Exit | CAREER EDUCATION CORP | $0 | – | -38,200 | – | -0.00% | – |
| LSI | Exit | LSI CORPORATION | $0 | – | -17,500 | – | -0.00% | – |
| CUTR | Exit | CUTERA INC | $0 | – | -15,615 | – | -0.00% | – |
| UBNK | Exit | UNITED FINANCIAL BANCORP INC | $0 | – | -10,980 | – | -0.00% | – |
| FORM | Exit | FORMFACTOR INC | $0 | – | -21,200 | – | -0.00% | – |
| AMD | Exit | ADVANCED MICRO DEVICES INC | $0 | – | -41,700 | – | -0.00% | – |
| ESSA | Exit | ESSA BANCORP INC | $0 | – | -23,660 | – | -0.00% | – |
| TSYS | Exit | TELECOMMUNICATION SYS INCcl a | $0 | – | -64,386 | – | -0.00% | – |
| ZLC | Exit | ZALE CORP NEW | $0 | – | -10,100 | – | -0.00% | – |
| BB | Exit | BLACKBERRY LTD | $0 | – | -23,320 | – | -0.00% | – |
| MUX | Exit | MCEWEN MNG INC | $0 | – | -49,400 | – | -0.00% | – |
| OMX | Exit | OFFICEMAX INC DEL | $0 | – | -23,457 | – | -0.00% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -16,000 | – | -0.00% | – |
| NFBK | Exit | NORTHFIELD BANCORP INC DEL | $0 | – | -20,000 | – | -0.00% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -6,950 | – | -0.00% | – |
| ESINQ | Exit | ITT EDUCATIONAL SERVICES INC | $0 | – | -7,200 | – | -0.00% | – |
| 4305PS | Exit | ALCATEL-LUCENTsponsored adr | $0 | – | -65,400 | – | -0.00% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -15,912 | – | -0.00% | – |
| SONY | Exit | SONY CORPadr new | $0 | – | -9,700 | – | -0.00% | – |
| BCO | Exit | BRINKS CO | $0 | – | -15,168 | – | -0.00% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -19,500 | – | -0.00% | – |
| MDC | Exit | M D C HLDGS INC | $0 | – | -14,265 | – | -0.00% | – |
| MXWL | Exit | MAXWELL TECHNOLOGIES INC | $0 | – | -23,200 | – | -0.00% | – |
| DTSI | Exit | DTS INC | $0 | – | -10,000 | – | -0.00% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -23,530 | – | -0.00% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -13,347 | – | -0.00% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -5,355 | – | -0.00% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -6,709 | – | -0.00% | – |
| ISCA | Exit | INTERNATIONAL SPEEDWAY CORPcl a | $0 | – | -13,974 | – | -0.00% | – |
| SMPL | Exit | SIMPLICITY BANCORP | $0 | – | -25,957 | – | -0.01% | – |
| HWCC | Exit | HOUSTON WIRE & CABLE CO | $0 | – | -34,925 | – | -0.01% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -23,645 | – | -0.01% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -48,255 | – | -0.01% | – |
| MFB | Exit | MAIDENFORM BRANDS INC | $0 | – | -33,655 | – | -0.01% | – |
| CHFN | Exit | CHARTER FINL CORP MD | $0 | – | -77,537 | – | -0.01% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -52,617 | – | -0.01% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -53,807 | – | -0.01% | – |
| ALEX | Exit | ALEXANDER & BALDWIN INC NEW | $0 | – | -31,045 | – | -0.01% | – |
| COT | Exit | COTT CORP QUE | $0 | – | -136,700 | – | -0.01% | – |
| OSHC | Exit | OCEAN SHORE HLDG CO NEW | $0 | – | -79,438 | – | -0.02% | – |
| PBCT | Exit | PEOPLES UNITED FINANCIAL INC | $0 | – | -80,057 | – | -0.02% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -10,360 | – | -0.02% | – |
| UTSI | Exit | UTSTARCOM HOLDINGS CORP | $0 | – | -449,116 | – | -0.02% | – |
| OIBR | Exit | OI S.A.spn adr rep pfd | $0 | – | -751,723 | – | -0.02% | – |
| JAKK | Exit | JAKKS PAC INC | $0 | – | -329,672 | – | -0.02% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -37,876 | – | -0.02% | – |
| SENEA | Exit | SENECA FOODS CORP NEWcl a | $0 | – | -49,810 | – | -0.02% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -50,199 | – | -0.02% | – |
| DHOXQ | Exit | DESARROLLADORA HOMEX S A DEsponsored adr | $0 | – | -764,379 | – | -0.02% | – |
| ENZN | Exit | ENZON PHARMACEUTICALS INC | $0 | – | -1,027,743 | – | -0.02% | – |
| ORN | Exit | ORION MARINE GROUP INC | $0 | – | -193,182 | – | -0.03% | – |
| CFFN | Exit | CAPITOL FED FINL INC | $0 | – | -189,170 | – | -0.03% | – |
| NTZ | Exit | NATUZZI S P Aadr | $0 | – | -1,484,903 | – | -0.03% | – |
| CRAI | Exit | CRA INTL INC | $0 | – | -147,670 | – | -0.04% | – |
| FIX | Exit | COMFORT SYS USA INC | $0 | – | -166,474 | – | -0.04% | – |
| NWLI | Exit | NATIONAL WESTN LIFE INS COcl a | $0 | – | -14,716 | – | -0.04% | – |
| ARGO | Exit | ARGO GROUP INTL HLDGS LTD | $0 | – | -74,149 | – | -0.04% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -346,812 | – | -0.04% | – |
| JOE | Exit | ST JOE CO | $0 | – | -181,032 | – | -0.05% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -26,652 | – | -0.05% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -79,749 | – | -0.05% | – |
| AMED | Exit | AMEDISYS INC | $0 | – | -229,165 | – | -0.05% | – |
| TV | Exit | GRUPO TELEVISA SAspon adr rep ord | $0 | – | -152,289 | – | -0.06% | – |
| VC | Exit | VISTEON CORP | $0 | – | -60,709 | – | -0.06% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -259,874 | – | -0.06% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -513,755 | – | -0.06% | – |
| LENB | Exit | LENNAR CORPcl b | $0 | – | -168,799 | – | -0.06% | – |
| VRNT | Exit | VERINT SYS INC | $0 | – | -135,938 | – | -0.06% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -229,791 | – | -0.07% | – |
| BBT | Exit | BB&T CORP | $0 | – | -178,257 | – | -0.08% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -535,106 | – | -0.08% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -157,085 | – | -0.08% | – |
| TRW | Exit | TRW AUTOMOTIVE HLDGS CORP | $0 | – | -87,062 | – | -0.08% | – |
| DFJ | Exit | WISDOMTREE TRjp smallcp div | $0 | – | -121,789 | – | -0.08% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $0 | – | -172,813 | – | -0.09% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -486,290 | – | -0.09% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -64,225 | – | -0.10% | – |
| KB | Exit | KB FINANCIAL GROUP INCsponsored adr | $0 | – | -228,100 | – | -0.10% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -185,380 | – | -0.10% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -192,078 | – | -0.11% | – |
| EXC | Exit | EXELON CORP | $0 | – | -283,764 | – | -0.11% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -237,968 | – | -0.11% | – |
| NTL | Exit | NORTEL INVERSORA S Aspon adr pfd b | $0 | – | -388,928 | – | -0.11% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -348,834 | – | -0.12% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -504,722 | – | -0.12% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -274,337 | – | -0.12% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -122,218 | – | -0.12% | – |
| AVP | Exit | AVON PRODS INC | $0 | – | -451,604 | – | -0.12% | – |
| AON | Exit | AON PLC | $0 | – | -128,086 | – | -0.12% | – |
| APA | Exit | APACHE CORP | $0 | – | -113,416 | – | -0.12% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -925,782 | – | -0.13% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -140,146 | – | -0.14% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -440,393 | – | -0.14% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -218,016 | – | -0.14% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -367,222 | – | -0.16% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -123,632 | – | -0.16% | – |
| CNSI | Exit | COMVERSE INC | $0 | – | -443,698 | – | -0.18% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -385,220 | – | -0.18% | – |
| LEA | Exit | LEAR CORP | $0 | – | -197,451 | – | -0.18% | – |
| ELP | Exit | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $0 | – | -1,011,262 | – | -0.19% | – |
| ELOS | Exit | SYNERON MEDICAL LTD | $0 | – | -1,765,018 | – | -0.20% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -303,569 | – | -0.23% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -1,163,755 | – | -0.23% | – |
| ITRI | Exit | ITRON INC | $0 | – | -423,958 | – | -0.23% | – |
| PTGCY | Exit | PORTUGAL TELECOM SGPS S Asponsored adr | $0 | – | -4,378,310 | – | -0.25% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -391,739 | – | -0.26% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -907,673 | – | -0.27% | – |
| AGRO | Exit | ADECOAGRO S A | $0 | – | -3,352,189 | – | -0.32% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -1,570,624 | – | -0.33% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -528,488 | – | -0.37% | – |
| TX | Exit | TERNIUM SAspon adr | $0 | – | -1,240,889 | – | -0.38% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -949,833 | – | -0.43% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -1,967,086 | – | -0.43% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -1,831,434 | – | -0.47% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -1,630,966 | – | -0.50% | – |
| SMFG | Exit | SUMITOMO MITSUI FINL GROUP Isponsored adr | $0 | – | -4,167,928 | – | -0.52% | – |
| ASIA | Exit | ASIAINFO-LINKAGE INC | $0 | – | -3,560,740 | – | -0.53% | – |
| 1338PS | Exit | UBS AG | $0 | – | -2,202,375 | – | -0.58% | – |
| TEF | Exit | TELEFONICA S Asponsored adr | $0 | – | -3,430,735 | – | -0.68% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -1,772,147 | – | -0.74% | – |
| EBR | Exit | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $0 | – | -22,902,498 | – | -0.83% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -1,158,607 | – | -0.84% | – |
| PKX | Exit | POSCOsponsored adr | $0 | – | -915,916 | – | -0.87% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -1,810,031 | – | -0.89% | – |
| UN | Exit | UNILEVER N V | $0 | – | -1,928,050 | – | -0.94% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored adr | $0 | – | -11,581,593 | – | -0.96% | – |
| CAJ | Exit | CANON INCsponsored adr | $0 | – | -2,336,001 | – | -0.96% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -1,079,979 | – | -1.01% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -1,701,970 | – | -1.11% | – |
| TM | Exit | TOYOTA MOTOR CORP | $0 | – | -697,892 | – | -1.15% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -6,880,361 | – | -1.18% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -1,896,714 | – | -1.22% | – |
| AEG | Exit | AEGON N Vny registry sh | $0 | – | -13,576,520 | – | -1.29% | – |
| FLEX | Exit | FLEXTRONICS INTL LTDord | $0 | – | -11,444,933 | – | -1.34% | – |
| VIV | Exit | TELEFONICA BRASIL SAsponsored adr | $0 | – | -4,571,926 | – | -1.36% | – |
| ORAN | Exit | ORANGEsponsored adr | $0 | – | -8,481,817 | – | -1.37% | – |
| TIIAY | Exit | TELECOM ITALIA S P A NEWspon adr ord | $0 | – | -14,219,277 | – | -1.49% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -4,800,077 | – | -1.49% | – |
| MAS | Exit | MASCO CORP | $0 | – | -5,598,352 | – | -1.53% | – |
| E | Exit | ENI S P Asponsored adr | $0 | – | -2,626,180 | – | -1.56% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -2,409,134 | – | -1.56% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -2,381,040 | – | -1.59% | – |
| NTTYY | Exit | NIPPON TELEG & TEL CORPsponsored adr | $0 | – | -4,818,103 | – | -1.62% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -2,702,972 | – | -1.66% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -3,265,862 | – | -1.77% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -4,554,993 | – | -1.77% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,210,242 | – | -1.87% | – |
| INTC | Exit | INTEL CORP | $0 | – | -6,497,060 | – | -1.92% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -2,651,015 | – | -1.98% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -12,623,249 | – | -2.24% | – |
| CX | Exit | CEMEX SAB DE CVspon adr new | $0 | – | -15,686,334 | – | -2.26% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -4,391,988 | – | -2.34% | – |
| PFE | Exit | PFIZER INC | $0 | – | -6,360,407 | – | -2.35% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -2,522,932 | – | -2.58% | – |
| GLW | Exit | CORNING INC | $0 | – | -14,056,788 | – | -2.64% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -8,259,577 | – | -2.75% | – |
| C | Exit | CITIGROUP INC | $0 | – | -4,488,178 | – | -2.80% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -3,590,131 | – | -2.93% | – |
| BSBR | Exit | BANCO SANTANDER BRASIL S Aads rep 1 unit | $0 | – | -31,754,370 | – | -3.05% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -8,322,031 | – | -3.56% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -5,699,324 | – | -3.80% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -16,709,714 | – | -4.26% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -21,332,286 | – | -4.94% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -17,687,664 | – | -5.37% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TSU | Sell | TIM PARTICIPACOES S Asponsored adr | $416,898,000 | +20.4% | 17,687,664 | -5.0% | 5.37% | +23.8% |
| PBRA | Buy | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $383,453,000 | +45.8% | 21,332,286 | +26.2% | 4.94% | +49.8% |
| AMX | Buy | AMERICA MOVIL SAB DE CV | $331,019,000 | -6.1% | 16,709,714 | +3.1% | 4.26% | -3.5% |
| TEL | Sell | TE CONNECTIVITY LTD | $295,111,000 | -32.1% | 5,699,324 | -40.3% | 3.80% | -30.3% |
| MSFT | Sell | MICROSOFT CORP | $276,957,000 | -5.6% | 8,322,031 | -2.0% | 3.56% | -2.9% |
| BSBR | Buy | BANCO SANTANDER BRASIL S Aads rep 1 unit | $237,121,000 | +29.9% | 31,754,370 | +17.1% | 3.05% | +33.5% |
| WDC | Sell | WESTERN DIGITAL CORP | $227,614,000 | -1.7% | 3,590,131 | -3.8% | 2.93% | +1.0% |
| C | Buy | CITIGROUP INC | $217,722,000 | +20.1% | 4,488,178 | +18.8% | 2.80% | +23.4% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $213,758,000 | -11.0% | 8,259,577 | -29.9% | 2.75% | -8.6% |
| GLW | Sell | CORNING INC | $205,088,000 | +2.5% | 14,056,788 | -0.0% | 2.64% | +5.3% |
| PEP | Sell | PEPSICO INC | $200,574,000 | -5.7% | 2,522,932 | -3.0% | 2.58% | -3.1% |
| PFE | Sell | PFIZER INC | $182,703,000 | +0.8% | 6,360,407 | -1.7% | 2.35% | +3.6% |
| WFC | Sell | WELLS FARGO & CO NEW | $181,477,000 | -4.5% | 4,391,988 | -4.6% | 2.34% | -1.8% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $175,374,000 | +4.8% | 15,686,334 | -0.8% | 2.26% | +7.7% |
| BAC | Sell | BANK OF AMERICA CORPORATION | $174,201,000 | +1.9% | 12,623,249 | -5.1% | 2.24% | +4.7% |
| TTE | Sell | TOTAL S Asponsored adr | $153,547,000 | +17.4% | 2,651,015 | -1.3% | 1.98% | +20.6% |
| INTC | Buy | INTEL CORP | $148,919,000 | -3.4% | 6,497,060 | +2.1% | 1.92% | -0.7% |
| STT | Sell | STATE STR CORP | $145,324,000 | +0.0% | 2,210,242 | -0.8% | 1.87% | +2.8% |
| BK | Buy | BANK NEW YORK MELLON CORP | $137,515,000 | +7.8% | 4,554,993 | +0.1% | 1.77% | +10.8% |
| BP | Buy | BP PLCsponsored adr | $137,264,000 | +9.0% | 3,265,862 | +8.2% | 1.77% | +12.0% |
| MRK | Sell | MERCK & CO INC NEW | $128,686,000 | +2.5% | 2,702,972 | -0.0% | 1.66% | +5.3% |
| NTTYY | Sell | NIPPON TELEG & TEL CORPsponsored adr | $125,560,000 | -7.4% | 4,818,103 | -7.6% | 1.62% | -4.9% |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $123,647,000 | +18.5% | 2,381,040 | +7.9% | 1.59% | +21.7% |
| LLY | Buy | LILLY ELI & CO | $121,252,000 | +19.8% | 2,409,134 | +16.9% | 1.56% | +23.1% |
| E | Buy | ENI S P Asponsored adr | $120,883,000 | +13.9% | 2,626,180 | +1.5% | 1.56% | +17.0% |
| MAS | Buy | MASCO CORP | $119,133,000 | +12.5% | 5,598,352 | +3.0% | 1.53% | +15.6% |
| CRH | Buy | CRH PLCadr | $116,018,000 | +24.8% | 4,800,077 | +4.9% | 1.49% | +28.3% |
| TIIAY | Buy | TELECOM ITALIA S P A NEWspon adr ord | $115,887,000 | +21.7% | 14,219,277 | +3.8% | 1.49% | +25.1% |
| ORAN | New | ORANGEsponsored adr | $106,108,000 | – | 8,481,817 | – | 1.37% | – |
| VIV | Buy | TELEFONICA BRASIL SAsponsored adr | $105,888,000 | +36.7% | 4,571,926 | +40.7% | 1.36% | +40.5% |
| FLEX | Sell | FLEXTRONICS INTL LTDord | $104,034,000 | -54.8% | 11,444,933 | -61.5% | 1.34% | -53.6% |
| AEG | Sell | AEGON N Vny registry sh | $100,466,000 | +2.3% | 13,576,520 | -6.5% | 1.29% | +5.1% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $95,158,000 | -1.4% | 1,896,714 | -1.8% | 1.22% | +1.3% |
| ERIC | Sell | ERICSSONadr b sek 10 | $91,853,000 | +17.0% | 6,880,361 | -1.2% | 1.18% | +20.1% |
| TM | Sell | TOYOTA MOTOR CORP | $89,351,000 | -13.0% | 697,892 | -18.1% | 1.15% | -10.6% |
| SNY | Sell | SANOFIsponsored adr | $86,171,000 | -2.4% | 1,701,970 | -0.7% | 1.11% | +0.4% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $78,245,000 | -1.9% | 1,079,979 | -1.2% | 1.01% | +0.8% |
| CAJ | Buy | CANON INCsponsored adr | $74,752,000 | +2.3% | 2,336,001 | +5.1% | 0.96% | +5.1% |
| MUFG | Sell | MITSUBISHI UFJ FINL GROUP INsponsored adr | $74,238,000 | +1.2% | 11,581,593 | -2.0% | 0.96% | +4.0% |
| UN | Buy | UNILEVER N V | $72,726,000 | +8.1% | 1,928,050 | +12.6% | 0.94% | +11.0% |
| HMC | Buy | HONDA MOTOR LTD | $69,035,000 | +3.3% | 1,810,031 | +0.9% | 0.89% | +6.2% |
| PKX | Sell | POSCOsponsored adr | $67,448,000 | +10.6% | 915,916 | -2.3% | 0.87% | +13.6% |
| CHL | Buy | CHINA MOBILE LIMITEDsponsored adr | $65,380,000 | +200.5% | 1,158,607 | +175.7% | 0.84% | +208.4% |
| EBR | Buy | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $64,356,000 | +46.3% | 22,902,498 | +10.4% | 0.83% | +50.3% |
| ERJ | Sell | EMBRAER S A | $57,542,000 | -20.1% | 1,772,147 | -9.3% | 0.74% | -17.9% |
| TEF | Buy | TELEFONICA S Asponsored adr | $53,108,000 | +26.4% | 3,430,735 | +4.6% | 0.68% | +30.0% |
| 1338PS | Sell | UBS AG | $45,193,000 | +16.0% | 2,202,375 | -4.2% | 0.58% | +19.3% |
| ASIA | Sell | ASIAINFO-LINKAGE INC | $41,092,000 | -0.5% | 3,560,740 | -0.5% | 0.53% | +2.3% |
| SMFG | Sell | SUMITOMO MITSUI FINL GROUP Isponsored adr | $40,554,000 | -41.2% | 4,167,928 | -44.3% | 0.52% | -39.7% |
| CYD | Buy | CHINA YUCHAI INTL LTD | $38,667,000 | +36.5% | 1,630,966 | +1.2% | 0.50% | +40.3% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $36,849,000 | +27.0% | 1,831,434 | +24.9% | 0.47% | +30.2% |
| BCS | Buy | BARCLAYS PLCadr | $33,519,000 | +12.0% | 1,967,086 | +12.5% | 0.43% | +14.9% |
| VOD | Sell | VODAFONE GROUP PLC NEWspons adr new | $33,415,000 | +20.8% | 949,833 | -1.3% | 0.43% | +23.9% |
| TX | Sell | TERNIUM SAspon adr | $29,619,000 | -2.3% | 1,240,889 | -7.7% | 0.38% | +0.3% |
| HSBC | Buy | HSBC HLDGS PLCspon adr new | $28,676,000 | +17.3% | 528,488 | +12.2% | 0.37% | +20.6% |
| SWIR | Sell | SIERRA WIRELESS INC | $25,711,000 | +22.2% | 1,570,624 | -4.4% | 0.33% | +25.9% |
| AGRO | Buy | ADECOAGRO S A | $24,840,000 | +29.7% | 3,352,189 | +9.0% | 0.32% | +33.3% |
| IM | Sell | INGRAM MICRO INCcl a | $20,921,000 | +0.7% | 907,673 | -17.0% | 0.27% | +3.5% |
| JPM | Buy | JPMORGAN CHASE & CO | $20,249,000 | +5.1% | 391,739 | +7.4% | 0.26% | +8.3% |
| PTGCY | Buy | PORTUGAL TELECOM SGPS S Asponsored adr | $19,571,000 | +16.5% | 4,378,310 | +2.4% | 0.25% | +20.0% |
| ITRI | Buy | ITRON INC | $18,159,000 | +95.7% | 423,958 | +93.8% | 0.23% | +101.7% |
| ORI | Buy | OLD REP INTL CORP | $17,922,000 | +20.5% | 1,163,755 | +0.7% | 0.23% | +24.2% |
| TAP | Buy | MOLSON COORS BREWING COcl b | $17,904,000 | +31.0% | 303,569 | +30.9% | 0.23% | +34.5% |
| ELOS | Buy | SYNERON MEDICAL LTD | $15,214,000 | +13.7% | 1,765,018 | +14.7% | 0.20% | +16.7% |
| ELP | Buy | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $14,779,000 | +27.7% | 1,011,262 | +14.3% | 0.19% | +31.0% |
| CNSI | Buy | COMVERSE INC | $14,176,000 | +10.1% | 443,698 | +2.2% | 0.18% | +13.0% |
| DOX | New | AMDOCS LTDord | $14,114,000 | – | 385,220 | – | 0.18% | – |
| LEA | Sell | LEAR CORP | $14,132,000 | -2.8% | 197,451 | -17.9% | 0.18% | 0.0% |
| LH | Buy | LABORATORY CORP AMER HLDGS | $12,257,000 | +5.2% | 123,632 | +6.2% | 0.16% | +8.2% |
| ORCL | Buy | ORACLE CORP | $12,181,000 | +16.7% | 367,222 | +8.0% | 0.16% | +19.8% |
| CMCSK | Sell | COMCAST CORP NEWcl a spl | $10,934,000 | +9.0% | 218,016 | -0.3% | 0.14% | +11.9% |
| SYMC | Sell | SYMANTEC CORP | $10,899,000 | +9.2% | 440,393 | -0.8% | 0.14% | +12.0% |
| PG | Buy | PROCTER & GAMBLE CO | $10,594,000 | -1.4% | 140,146 | +0.4% | 0.14% | +0.7% |
| CLS | Buy | CELESTICA INC | $10,211,000 | +18.2% | 925,782 | +1.2% | 0.13% | +21.3% |
| APA | Buy | APACHE CORP | $9,657,000 | +6.2% | 113,416 | +4.6% | 0.12% | +8.8% |
| AON | Buy | AON PLC | $9,534,000 | +16.5% | 128,086 | +0.7% | 0.12% | +19.4% |
| AVP | Buy | AVON PRODS INC | $9,303,000 | -1.4% | 451,604 | +0.7% | 0.12% | +1.7% |
| VAR | New | VARIAN MED SYS INC | $9,133,000 | – | 122,218 | – | 0.12% | – |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $9,033,000 | -17.3% | 274,337 | -18.0% | 0.12% | -15.3% |
| SYKE | Buy | SYKES ENTERPRISES INC | $9,029,000 | +19.1% | 504,722 | +4.9% | 0.12% | +22.1% |
| EMC | Buy | E M C CORP MASS | $8,916,000 | +12.6% | 348,834 | +4.1% | 0.12% | +16.2% |
| NTL | Sell | NORTEL INVERSORA S Aspon adr pfd b | $8,881,000 | +31.4% | 388,928 | -0.8% | 0.11% | +34.1% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $8,766,000 | -15.7% | 237,968 | -22.4% | 0.11% | -13.1% |
| EXC | New | EXELON CORP | $8,411,000 | – | 283,764 | – | 0.11% | – |
| WSH | Buy | WILLIS GROUP HOLDINGS PUBLIC | $8,323,000 | +11.0% | 192,078 | +4.5% | 0.11% | +13.8% |
| MMC | Buy | MARSH & MCLENNAN COS INC | $8,074,000 | +9.2% | 185,380 | +0.1% | 0.10% | +11.8% |
| KB | Buy | KB FINANCIAL GROUP INCsponsored adr | $7,988,000 | +20.2% | 228,100 | +1.7% | 0.10% | +24.1% |
| CVX | Buy | CHEVRON CORP NEW | $7,803,000 | +7.2% | 64,225 | +4.4% | 0.10% | +9.9% |
| SPLS | Sell | STAPLES INC | $7,124,000 | -20.8% | 486,290 | -14.3% | 0.09% | -18.6% |
| SHG | Buy | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $6,999,000 | +26.8% | 172,813 | +1.8% | 0.09% | +30.4% |
| TRW | Sell | TRW AUTOMOTIVE HLDGS CORP | $6,208,000 | -28.1% | 87,062 | -33.0% | 0.08% | -25.9% |
| DFJ | Buy | WISDOMTREE TRjp smallcp div | $6,238,000 | +17.7% | 121,789 | +8.8% | 0.08% | +21.2% |
| FOXA | New | TWENTY FIRST CENTY FOX INCcl a | $6,166,000 | – | 157,085 | – | 0.08% | – |
| KEY | Buy | KEYCORP NEW | $6,100,000 | +6.4% | 535,106 | +3.1% | 0.08% | +9.7% |
| BBT | Buy | BB&T CORP | $6,017,000 | +0.7% | 178,257 | +1.1% | 0.08% | +2.7% |
| CSCO | Sell | CISCO SYS INC | $5,384,000 | -39.1% | 229,791 | -36.7% | 0.07% | -37.8% |
| VRNT | Buy | VERINT SYS INC | $5,038,000 | +10.2% | 135,938 | +5.5% | 0.06% | +14.0% |
| LENB | Buy | LENNAR CORPcl b | $4,836,000 | +9.9% | 168,799 | +8.8% | 0.06% | +12.7% |
| RF | Buy | REGIONS FINL CORP NEW | $4,757,000 | -2.0% | 513,755 | +0.9% | 0.06% | 0.0% |
| FITB | Buy | FIFTH THIRD BANCORP | $4,690,000 | +8.8% | 259,874 | +8.8% | 0.06% | +11.1% |
| VC | Sell | VISTEON CORP | $4,592,000 | +1.9% | 60,709 | -14.9% | 0.06% | +5.4% |
| TV | Buy | GRUPO TELEVISA SAspon adr rep ord | $4,257,000 | +18.5% | 152,289 | +5.3% | 0.06% | +22.2% |
| AMED | Buy | AMEDISYS INC | $3,944,000 | +48.5% | 229,165 | +0.1% | 0.05% | +54.5% |
| RE | Buy | EVEREST RE GROUP LTD | $3,875,000 | +15.4% | 26,652 | +1.8% | 0.05% | +19.0% |
| OSK | Sell | OSHKOSH CORP | $3,906,000 | -18.5% | 79,749 | -36.9% | 0.05% | -16.7% |
| JOE | Buy | ST JOE CO | $3,552,000 | -4.1% | 181,032 | +2.9% | 0.05% | 0.0% |
| STRL | New | STERLING CONSTRUCTION CO INC | $3,208,000 | – | 346,812 | – | 0.04% | – |
| ARGO | Sell | ARGO GROUP INTL HLDGS LTD | $3,181,000 | -74.3% | 74,149 | -74.6% | 0.04% | -73.5% |
| NWLI | Buy | NATIONAL WESTN LIFE INS COcl a | $2,969,000 | +6.3% | 14,716 | +0.0% | 0.04% | +8.6% |
| FIX | Sell | COMFORT SYS USA INC | $2,799,000 | -12.1% | 166,474 | -22.0% | 0.04% | -10.0% |
| CRAI | Buy | CRA INTL INC | $2,750,000 | +303.8% | 147,670 | +300.7% | 0.04% | +288.9% |
| NTZ | Buy | NATUZZI S P Aadr | $2,673,000 | -16.6% | 1,484,903 | +0.6% | 0.03% | -15.0% |
| CFFN | Buy | CAPITOL FED FINL INC | $2,266,000 | +15.7% | 189,170 | +12.5% | 0.03% | +16.0% |
| ORN | Sell | ORION MARINE GROUP INC | $2,011,000 | -40.1% | 193,182 | -30.5% | 0.03% | -38.1% |
| ENZN | Buy | ENZON PHARMACEUTICALS INC | $1,727,000 | -15.9% | 1,027,743 | +0.1% | 0.02% | -15.4% |
| DHOXQ | Sell | DESARROLLADORA HOMEX S A DEsponsored adr | $1,620,000 | -45.4% | 764,379 | -3.8% | 0.02% | -43.2% |
| STI | Buy | SUNTRUST BKS INC | $1,627,000 | +15.1% | 50,199 | +12.1% | 0.02% | +16.7% |
| UL | Sell | UNILEVER PLCspon adr new | $1,461,000 | -7.4% | 37,876 | -2.9% | 0.02% | -5.0% |
| SENEA | Sell | SENECA FOODS CORP NEWcl a | $1,499,000 | -17.6% | 49,810 | -16.0% | 0.02% | -17.4% |
| JAKK | Sell | JAKKS PAC INC | $1,484,000 | -65.2% | 329,672 | -12.9% | 0.02% | -64.2% |
| OIBR | Sell | OI S.A.spn adr rep pfd | $1,383,000 | +1.3% | 751,723 | -0.9% | 0.02% | +5.9% |
| UTSI | Sell | UTSTARCOM HOLDINGS CORP | $1,235,000 | +3.1% | 449,116 | -0.2% | 0.02% | +6.7% |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC | $1,151,000 | -8.5% | 80,057 | -11.1% | 0.02% | -6.2% |
| PTR | New | PETROCHINA CO LTDsponsored adr | $1,139,000 | – | 10,360 | – | 0.02% | – |
| OSHC | Sell | OCEAN SHORE HLDG CO NEW | $1,163,000 | +5.6% | 79,438 | -0.2% | 0.02% | +7.1% |
| COT | Buy | COTT CORP QUE | $1,051,000 | +28.6% | 136,700 | +30.7% | 0.01% | +40.0% |
| ALEX | Sell | ALEXANDER & BALDWIN INC NEW | $989,000 | -36.3% | 31,045 | -20.5% | 0.01% | -31.6% |
| HBCP | Buy | HOME BANCORP INC | $971,000 | +1.6% | 53,807 | +4.1% | 0.01% | 0.0% |
| MLR | Sell | MILLER INDS INC TENN | $894,000 | +10.0% | 52,617 | -0.4% | 0.01% | +20.0% |
| CHFN | New | CHARTER FINL CORP MD | $838,000 | – | 77,537 | – | 0.01% | – |
| MFB | Sell | MAIDENFORM BRANDS INC | $790,000 | +33.0% | 33,655 | -1.7% | 0.01% | +42.9% |
| OVTI | Buy | OMNIVISION TECHNOLOGIES INC | $739,000 | -10.4% | 48,255 | +9.0% | 0.01% | 0.0% |
| FDP | Sell | FRESH DEL MONTE PRODUCE INCord | $702,000 | -5.0% | 23,645 | -10.8% | 0.01% | 0.0% |
| HWCC | Sell | HOUSTON WIRE & CABLE CO | $470,000 | -3.9% | 34,925 | -1.2% | 0.01% | 0.0% |
| SMPL | Sell | SIMPLICITY BANCORP | $403,000 | +6.6% | 25,957 | -0.3% | 0.01% | 0.0% |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $328,000 | +31.7% | 23,530 | +16.3% | 0.00% | +33.3% |
| RCII | Sell | RENT A CTR INC NEW | $321,000 | -0.3% | 13,347 | -1.0% | 0.00% | 0.0% |
| ISCA | Sell | INTERNATIONAL SPEEDWAY CORPcl a | $336,000 | -1.2% | 13,974 | -2.5% | 0.00% | 0.0% |
| TECD | Buy | TECH DATA CORP | $335,000 | +6.0% | 6,709 | +0.1% | 0.00% | 0.0% |
| WIT | New | WIPRO LTDspon adr 1 sh | $200,000 | – | 19,500 | – | 0.00% | – |
| ESINQ | New | ITT EDUCATIONAL SERVICES INC | $223,000 | – | 7,200 | – | 0.00% | – |
| MDC | New | M D C HLDGS INC | $266,000 | – | 14,265 | – | 0.00% | – |
| SONY | Sell | SONY CORPadr new | $209,000 | +1.0% | 9,700 | -0.9% | 0.00% | 0.0% |
| BBY | New | BEST BUY INC | $261,000 | – | 6,950 | – | 0.00% | – |
| DTSI | New | DTS INC | $210,000 | – | 10,000 | – | 0.00% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $270,000 | – | 15,912 | – | 0.00% | – |
| BCO | Sell | BRINKS CO | $255,000 | +9.9% | 15,168 | -0.4% | 0.00% | 0.0% |
| 4305PS | New | ALCATEL-LUCENTsponsored adr | $231,000 | – | 65,400 | – | 0.00% | – |
| MXWL | New | MAXWELL TECHNOLOGIES INC | $210,000 | – | 23,200 | – | 0.00% | – |
| LSI | New | LSI CORPORATION | $137,000 | – | 17,500 | – | 0.00% | – |
| TSYS | Buy | TELECOMMUNICATION SYS INCcl a | $158,000 | +285.4% | 64,386 | +267.2% | 0.00% | +100.0% |
| BB | New | BLACKBERRY LTD | $185,000 | – | 23,320 | – | 0.00% | – |
| CUTR | New | CUTERA INC | $139,000 | – | 15,615 | – | 0.00% | – |
| OMX | Sell | OFFICEMAX INC DEL | $188,000 | -90.9% | 23,457 | -88.3% | 0.00% | -92.3% |
| NFBK | New | NORTHFIELD BANCORP INC DEL | $136,000 | – | 20,000 | – | 0.00% | – |
| ESSA | Buy | ESSA BANCORP INC | $175,000 | +30.6% | 23,660 | +24.0% | 0.00% | 0.0% |
| ZLC | New | ZALE CORP NEW | $154,000 | – | 10,100 | – | 0.00% | – |
| MUX | New | MCEWEN MNG INC | $119,000 | – | 49,400 | – | 0.00% | – |
| FORM | New | FORMFACTOR INC | $145,000 | – | 21,200 | – | 0.00% | – |
| LLNW | New | LIMELIGHT NETWORKS INC | $65,000 | – | 33,800 | – | 0.00% | – |
| ELY | Buy | CALLAWAY GOLF CO | $76,000 | +10.1% | 17,442 | +0.8% | 0.00% | 0.0% |
| CECO | New | CAREER EDUCATION CORP | $105,000 | – | 38,200 | – | 0.00% | – |
| ACLS | New | AXCELIS TECHNOLOGIES INC | $112,000 | – | 53,300 | – | 0.00% | – |
| UMC | New | UNITED MICROELECTRONICS CORPspon adr new | $82,000 | – | 40,000 | – | 0.00% | – |
| COCOQ | Exit | CORINTHIAN COLLEGES INC | $0 | – | -14,411 | – | 0.00% | – |
| GPL | New | GREAT PANTHER SILVER LTD | $26,000 | – | 29,876 | – | 0.00% | – |
| KWKAQ | New | QUICKSILVER RESOURCES INC | $35,000 | – | 17,720 | – | 0.00% | – |
| RIC | Buy | RICHMONT MINES INC | $23,000 | +9.5% | 16,365 | +19.5% | 0.00% | – |
| LPIH | Exit | LONGWEI PETROLEUM INV HLDG L | $0 | – | -16,899 | – | 0.00% | – |
| JOEZ | Exit | JOES JEANS INC | $0 | – | -20,045 | – | 0.00% | – |
| LLEN | Exit | L & L ENERGY INC | $0 | – | -13,086 | – | -0.00% | – |
| PCRFY | Exit | PANASONIC CORPadr | $0 | – | -12,000 | – | -0.00% | – |
| PCO | Exit | PENDRELL CORP | $0 | – | -22,448 | – | -0.00% | – |
| PDII | Exit | PDI INC | $0 | – | -10,800 | – | -0.00% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -12,300 | – | -0.00% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -15,870 | – | -0.00% | – |
| IFF | Exit | INTERNATIONAL FLAVORS&FRAGRA | $0 | – | -4,135 | – | -0.00% | – |
| ISBC | Exit | INVESTORS BANCORP INC | $0 | – | -15,680 | – | -0.00% | – |
| BBRY | Exit | RESEARCH IN MOTION LTD | $0 | – | -23,320 | – | -0.00% | – |
| MKTAY | Exit | MAKITA CORPadr new | $0 | – | -6,440 | – | -0.00% | – |
| BKR | Exit | BAKER MICHAEL CORP | $0 | – | -18,315 | – | -0.01% | – |
| PTNR | Exit | PARTNER COMMUNICATIONS CO LTadr | $0 | – | -157,361 | – | -0.01% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -150,638 | – | -0.03% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -624,088 | – | -0.07% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -97,950 | – | -0.09% | – |
| JNY | Exit | JONES GROUP INC | $0 | – | -587,645 | – | -0.10% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -132,312 | – | -0.13% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -2,618,412 | – | -0.81% | – |
| FTE | Exit | FRANCE TELECOMsponsored adr | $0 | – | -8,142,049 | – | -0.96% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -1,737,924 | – | -0.98% | – |
| NWSA | Exit | NEWS CORPcl a | $0 | – | -2,607,122 | – | -1.18% | – |
| SWY | Exit | SAFEWAY INC | $0 | – | -5,204,381 | – | -1.54% | – |
| KR | Exit | KROGER CO | $0 | – | -3,576,172 | – | -1.55% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TEL | New | TE CONNECTIVITY LTD | $434,735,000 | – | 9,546,231 | – | 5.45% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $352,387,000 | – | 16,201,670 | – | 4.41% | – |
| TSU | New | TIM PARTICIPACOES S Asponsored adr | $346,132,000 | – | 18,609,217 | – | 4.34% | – |
| MSFT | New | MICROSOFT CORP | $293,233,000 | – | 8,488,452 | – | 3.67% | – |
| PBRA | New | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $262,956,000 | – | 16,905,454 | – | 3.29% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $240,221,000 | – | 11,787,120 | – | 3.01% | – |
| WDC | New | WESTERN DIGITAL CORP | $231,601,000 | – | 3,730,071 | – | 2.90% | – |
| FLEX | New | FLEXTRONICS INTL LTDord | $230,168,000 | – | 29,737,590 | – | 2.88% | – |
| PEP | New | PEPSICO INC | $212,706,000 | – | 2,600,637 | – | 2.66% | – |
| GLW | New | CORNING INC | $200,122,000 | – | 14,063,374 | – | 2.51% | – |
| WFC | New | WELLS FARGO & CO NEW | $189,962,000 | – | 4,602,892 | – | 2.38% | – |
| BSBR | New | BANCO SANTANDER BRASIL S Aads rep 1 unit | $182,522,000 | – | 27,113,872 | – | 2.29% | – |
| PFE | New | PFIZER INC | $181,277,000 | – | 6,471,866 | – | 2.27% | – |
| C | New | CITIGROUP INC | $181,258,000 | – | 3,778,557 | – | 2.27% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $171,027,000 | – | 13,299,151 | – | 2.14% | – |
| CX | New | CEMEX SAB DE CVspon adr new | $167,343,000 | – | 15,816,850 | – | 2.10% | – |
| INTC | New | INTEL CORP | $154,132,000 | – | 6,361,189 | – | 1.93% | – |
| STT | New | STATE STR CORP | $145,281,000 | – | 2,227,886 | – | 1.82% | – |
| NTTYY | New | NIPPON TELEG & TEL CORPsponsored adr | $135,601,000 | – | 5,213,411 | – | 1.70% | – |
| TTE | New | TOTAL S Asponsored adr | $130,839,000 | – | 2,686,631 | – | 1.64% | – |
| BK | New | BANK NEW YORK MELLON CORP | $127,610,000 | – | 4,549,378 | – | 1.60% | – |
| BP | New | BP PLCsponsored adr | $125,967,000 | – | 3,017,898 | – | 1.58% | – |
| MRK | New | MERCK & CO INC NEW | $125,579,000 | – | 2,703,540 | – | 1.57% | – |
| KR | New | KROGER CO | $123,521,000 | – | 3,576,172 | – | 1.55% | – |
| SWY | New | SAFEWAY INC | $123,135,000 | – | 5,204,381 | – | 1.54% | – |
| E | New | ENI S P Asponsored adr | $106,147,000 | – | 2,586,435 | – | 1.33% | – |
| MAS | New | MASCO CORP | $105,893,000 | – | 5,433,241 | – | 1.33% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $104,354,000 | – | 2,206,222 | – | 1.31% | – |
| TM | New | TOYOTA MOTOR CORP | $102,759,000 | – | 851,639 | – | 1.29% | – |
| LLY | New | LILLY ELI & CO | $101,200,000 | – | 2,060,252 | – | 1.27% | – |
| AEG | New | AEGON N Vny registry sh | $98,188,000 | – | 14,524,784 | – | 1.23% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $96,539,000 | – | 1,931,938 | – | 1.21% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWspon adr ord | $95,206,000 | – | 13,698,640 | – | 1.19% | – |
| NWSA | New | NEWS CORPcl a | $93,969,000 | – | 2,607,122 | – | 1.18% | – |
| CRH | New | CRH PLCadr | $92,936,000 | – | 4,575,885 | – | 1.16% | – |
| SNY | New | SANOFIsponsored adr | $88,250,000 | – | 1,713,266 | – | 1.10% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $79,748,000 | – | 1,093,628 | – | 1.00% | – |
| ERIC | New | ERICSSONadr b sek 10 | $78,518,000 | – | 6,960,819 | – | 0.98% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $77,911,000 | – | 1,737,924 | – | 0.98% | – |
| VIV | New | TELEFONICA BRASIL SAsponsored adr | $77,478,000 | – | 3,250,563 | – | 0.97% | – |
| FTE | New | FRANCE TELECOMsponsored adr | $76,942,000 | – | 8,142,049 | – | 0.96% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INsponsored adr | $73,389,000 | – | 11,817,852 | – | 0.92% | – |
| CAJ | New | CANON INCsponsored adr | $73,041,000 | – | 2,222,128 | – | 0.92% | – |
| ERJ | New | EMBRAER S A | $72,054,000 | – | 1,953,219 | – | 0.90% | – |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Isponsored adr | $69,022,000 | – | 7,486,144 | – | 0.86% | – |
| UN | New | UNILEVER N V | $67,299,000 | – | 1,712,003 | – | 0.84% | – |
| HMC | New | HONDA MOTOR LTD | $66,850,000 | – | 1,794,628 | – | 0.84% | – |
| HPQ | New | HEWLETT PACKARD CO | $64,937,000 | – | 2,618,412 | – | 0.81% | – |
| PKX | New | POSCOsponsored adr | $60,989,000 | – | 937,133 | – | 0.76% | – |
| EBR | New | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $43,981,000 | – | 20,745,842 | – | 0.55% | – |
| TEF | New | TELEFONICA S Asponsored adr | $42,021,000 | – | 3,280,321 | – | 0.53% | – |
| ASIA | New | ASIAINFO-LINKAGE INC | $41,296,000 | – | 3,578,470 | – | 0.52% | – |
| 1338PS | New | UBS AG | $38,966,000 | – | 2,298,899 | – | 0.49% | – |
| TX | New | TERNIUM SAspon adr | $30,318,000 | – | 1,344,729 | – | 0.38% | – |
| BCS | New | BARCLAYS PLCadr | $29,928,000 | – | 1,748,125 | – | 0.38% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $29,025,000 | – | 1,465,890 | – | 0.36% | – |
| CYD | New | CHINA YUCHAI INTL LTD | $28,324,000 | – | 1,610,846 | – | 0.36% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $27,669,000 | – | 962,553 | – | 0.35% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $24,455,000 | – | 471,190 | – | 0.31% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $21,755,000 | – | 420,222 | – | 0.27% | – |
| SWIR | New | SIERRA WIRELESS INC | $21,034,000 | – | 1,643,303 | – | 0.26% | – |
| IM | New | INGRAM MICRO INCcl a | $20,775,000 | – | 1,093,963 | – | 0.26% | – |
| JPM | New | JPMORGAN CHASE & CO | $19,263,000 | – | 364,891 | – | 0.24% | – |
| AGRO | New | ADECOAGRO S A | $19,157,000 | – | 3,074,859 | – | 0.24% | – |
| PTGCY | New | PORTUGAL TELECOM SGPS S Asponsored adr | $16,801,000 | – | 4,275,177 | – | 0.21% | – |
| ORI | New | OLD REP INTL CORP | $14,870,000 | – | 1,155,381 | – | 0.19% | – |
| LEA | New | LEAR CORP | $14,540,000 | – | 240,479 | – | 0.18% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $13,668,000 | – | 231,995 | – | 0.17% | – |
| ELOS | New | SYNERON MEDICAL LTD | $13,384,000 | – | 1,538,349 | – | 0.17% | – |
| CNSI | New | COMVERSE INC | $12,876,000 | – | 434,110 | – | 0.16% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTD | $12,396,000 | – | 292,425 | – | 0.16% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $11,654,000 | – | 116,416 | – | 0.15% | – |
| ELP | New | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $11,575,000 | – | 884,610 | – | 0.14% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $10,924,000 | – | 334,479 | – | 0.14% | – |
| PG | New | PROCTER & GAMBLE CO | $10,746,000 | – | 139,573 | – | 0.14% | – |
| ORCL | New | ORACLE CORP | $10,440,000 | – | 339,954 | – | 0.13% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $10,399,000 | – | 306,641 | – | 0.13% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $10,228,000 | – | 132,312 | – | 0.13% | – |
| CMCSK | New | COMCAST CORP NEWcl a spl | $10,033,000 | – | 218,700 | – | 0.13% | – |
| SYMC | New | SYMANTEC CORP | $9,978,000 | – | 443,841 | – | 0.12% | – |
| AVP | New | AVON PRODS INC | $9,433,000 | – | 448,556 | – | 0.12% | – |
| ITRI | New | ITRON INC | $9,280,000 | – | 218,721 | – | 0.12% | – |
| APA | New | APACHE CORP | $9,089,000 | – | 108,422 | – | 0.11% | – |
| SPLS | New | STAPLES INC | $9,000,000 | – | 567,133 | – | 0.11% | – |
| CSCO | New | CISCO SYS INC | $8,838,000 | – | 363,213 | – | 0.11% | – |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $8,633,000 | – | 129,931 | – | 0.11% | – |
| CLS | New | CELESTICA INC | $8,641,000 | – | 914,372 | – | 0.11% | – |
| AON | New | AON PLC | $8,185,000 | – | 127,198 | – | 0.10% | – |
| JNY | New | JONES GROUP INC | $8,080,000 | – | 587,645 | – | 0.10% | – |
| EMC | New | E M C CORP MASS | $7,917,000 | – | 335,177 | – | 0.10% | – |
| SYKE | New | SYKES ENTERPRISES INC | $7,580,000 | – | 480,949 | – | 0.10% | – |
| WSH | New | WILLIS GROUP HOLDINGS PUBLIC | $7,497,000 | – | 183,848 | – | 0.09% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $7,394,000 | – | 185,223 | – | 0.09% | – |
| CVX | New | CHEVRON CORP NEW | $7,282,000 | – | 61,540 | – | 0.09% | – |
| MGA | New | MAGNA INTL INC | $6,976,000 | – | 97,950 | – | 0.09% | – |
| NTL | New | NORTEL INVERSORA S Aspon adr pfd b | $6,759,000 | – | 392,023 | – | 0.08% | – |
| KB | New | KB FINANCIAL GROUP INCsponsored adr | $6,648,000 | – | 224,355 | – | 0.08% | – |
| BBT | New | BB&T CORP | $5,977,000 | – | 176,400 | – | 0.08% | – |
| KEY | New | KEYCORP NEW | $5,731,000 | – | 519,167 | – | 0.07% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $5,785,000 | – | 624,088 | – | 0.07% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $5,520,000 | – | 169,698 | – | 0.07% | – |
| DFJ | New | WISDOMTREE TRUSTjp smallcp div | $5,300,000 | – | 111,989 | – | 0.07% | – |
| RF | New | REGIONS FINL CORP NEW | $4,852,000 | – | 509,192 | – | 0.06% | – |
| OSK | New | OSHKOSH CORP | $4,795,000 | – | 126,299 | – | 0.06% | – |
| VRNT | New | VERINT SYS INC | $4,572,000 | – | 128,898 | – | 0.06% | – |
| VC | New | VISTEON CORP | $4,505,000 | – | 71,370 | – | 0.06% | – |
| LENB | New | LENNAR CORPcl b | $4,400,000 | – | 155,178 | – | 0.06% | – |
| FITB | New | FIFTH THIRD BANCORP | $4,310,000 | – | 238,782 | – | 0.05% | – |
| JAKK | New | JAKKS PAC INC | $4,259,000 | – | 378,592 | – | 0.05% | – |
| JOE | New | ST JOE CO | $3,703,000 | – | 175,925 | – | 0.05% | – |
| TV | New | GRUPO TELEVISA SAspon adr rep ord | $3,593,000 | – | 144,659 | – | 0.04% | – |
| ORN | New | ORION MARINE GROUP INC | $3,359,000 | – | 277,817 | – | 0.04% | – |
| RE | New | EVEREST RE GROUP LTD | $3,358,000 | – | 26,179 | – | 0.04% | – |
| FIX | New | COMFORT SYS USA INC | $3,186,000 | – | 213,524 | – | 0.04% | – |
| NTZ | New | NATUZZI S P Aadr | $3,204,000 | – | 1,476,608 | – | 0.04% | – |
| DHOXQ | New | DESARROLLADORA HOMEX S A DEsponsored adr | $2,965,000 | – | 794,929 | – | 0.04% | – |
| NWLI | New | NATIONAL WESTN LIFE INS COcl a | $2,792,000 | – | 14,709 | – | 0.04% | – |
| AMED | New | AMEDISYS INC | $2,656,000 | – | 228,880 | – | 0.03% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $2,305,000 | – | 150,638 | – | 0.03% | – |
| ENZN | New | ENZON PHARMACEUTICALS INC | $2,053,000 | – | 1,026,723 | – | 0.03% | – |
| OMX | New | OFFICEMAX INC DEL | $2,056,000 | – | 201,047 | – | 0.03% | – |
| CFFN | New | CAPITOL FED FINL INC | $1,958,000 | – | 168,085 | – | 0.02% | – |
| SENEA | New | SENECA FOODS CORP NEWcl a | $1,820,000 | – | 59,302 | – | 0.02% | – |
| UL | New | UNILEVER PLCspon adr new | $1,578,000 | – | 39,017 | – | 0.02% | – |
| ALEX | New | ALEXANDER & BALDWIN INC NEW | $1,553,000 | – | 39,066 | – | 0.02% | – |
| STI | New | SUNTRUST BKS INC | $1,414,000 | – | 44,775 | – | 0.02% | – |
| OIBR | New | OI S.A.spn adr rep pfd | $1,365,000 | – | 758,363 | – | 0.02% | – |
| PBCT | New | PEOPLES UNITED FINANCIAL INC | $1,258,000 | – | 90,018 | – | 0.02% | – |
| UTSI | New | UTSTARCOM HOLDINGS CORP | $1,198,000 | – | 450,160 | – | 0.02% | – |
| OSHC | New | OCEAN SHORE HLDG CO NEW | $1,101,000 | – | 79,608 | – | 0.01% | – |
| PTNR | New | PARTNER COMMUNICATIONS CO LTadr | $987,000 | – | 157,361 | – | 0.01% | – |
| HBCP | New | HOME BANCORP INC | $956,000 | – | 51,712 | – | 0.01% | – |
| OVTI | New | OMNIVISION TECHNOLOGIES INC | $825,000 | – | 44,275 | – | 0.01% | – |
| COT | New | COTT CORP QUE | $817,000 | – | 104,620 | – | 0.01% | – |
| MLR | New | MILLER INDS INC TENN | $813,000 | – | 52,852 | – | 0.01% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $739,000 | – | 26,510 | – | 0.01% | – |
| CRAI | New | CRA INTL INC | $681,000 | – | 36,854 | – | 0.01% | – |
| MFB | New | MAIDENFORM BRANDS INC | $594,000 | – | 34,250 | – | 0.01% | – |
| HWCC | New | HOUSTON WIRE & CABLE CO | $489,000 | – | 35,350 | – | 0.01% | – |
| BKR | New | BAKER MICHAEL CORP | $497,000 | – | 18,315 | – | 0.01% | – |
| SMPL | New | SIMPLICITY BANCORP | $378,000 | – | 26,032 | – | 0.01% | – |
| ISCA | New | INTERNATIONAL SPEEDWAY CORPcl a | $340,000 | – | 14,339 | – | 0.00% | – |
| RCII | New | RENT A CTR INC NEW | $322,000 | – | 13,482 | – | 0.00% | – |
| TECD | New | TECH DATA CORP | $316,000 | – | 6,704 | – | 0.00% | – |
| MKTAY | New | MAKITA CORPadr new | $349,000 | – | 6,440 | – | 0.00% | – |
| IFF | New | INTERNATIONAL FLAVORS&FRAGRA | $209,000 | – | 4,135 | – | 0.00% | – |
| BCO | New | BRINKS CO | $232,000 | – | 15,223 | – | 0.00% | – |
| ISBC | New | INVESTORS BANCORP INC | $221,000 | – | 15,680 | – | 0.00% | – |
| SONY | New | SONY CORPadr new | $207,000 | – | 9,785 | – | 0.00% | – |
| BBRY | New | RESEARCH IN MOTION LTD | $244,000 | – | 23,320 | – | 0.00% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $249,000 | – | 20,230 | – | 0.00% | – |
| LRCX | New | LAM RESEARCH CORP | $237,000 | – | 5,355 | – | 0.00% | – |
| STM | New | STMICROELECTRONICS N Vny registry | $143,000 | – | 15,870 | – | 0.00% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $187,000 | – | 16,000 | – | 0.00% | – |
| LUV | New | SOUTHWEST AIRLS CO | $159,000 | – | 12,300 | – | 0.00% | – |
| ESSA | New | ESSA BANCORP INC | $134,000 | – | 19,085 | – | 0.00% | – |
| UBNK | New | UNITED FINANCIAL BANCORP INC | $166,000 | – | 10,980 | – | 0.00% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $170,000 | – | 41,700 | – | 0.00% | – |
| PDII | New | PDI INC | $51,000 | – | 10,800 | – | 0.00% | – |
| PCRFY | New | PANASONIC CORPadr | $97,000 | – | 12,000 | – | 0.00% | – |
| TSYS | New | TELECOMMUNICATION SYS INCcl a | $41,000 | – | 17,536 | – | 0.00% | – |
| PCO | New | PENDRELL CORP | $59,000 | – | 22,448 | – | 0.00% | – |
| LLEN | New | L & L ENERGY INC | $46,000 | – | 13,086 | – | 0.00% | – |
| ELY | New | CALLAWAY GOLF CO | $69,000 | – | 17,307 | – | 0.00% | – |
| PSUNQ | New | PACIFIC SUNWEAR CALIF INC | $79,000 | – | 21,700 | – | 0.00% | – |
| COCOQ | New | CORINTHIAN COLLEGES INC | $32,000 | – | 14,411 | – | 0.00% | – |
| LPIH | New | LONGWEI PETROLEUM INV HLDG L | $2,000 | – | 16,899 | – | 0.00% | – |
| RIC | New | RICHMONT MINES INC | $21,000 | – | 13,696 | – | 0.00% | – |
| JOEZ | New | JOES JEANS INC | $33,000 | – | 20,045 | – | 0.00% | – |