Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A | $1,183,953,691 | +2.8% | 17,477,911 | -1.0% | 5.09% | +3.5% |
| DOW | Buy | DOW INC. | $939,973,861 | +18.6% | 18,230,680 | +22.5% | 4.04% | +19.4% |
| LEA | Sell | LEAR CORPORATION | $874,362,654 | -7.5% | 6,515,370 | -1.0% | 3.76% | -6.8% |
| EIX | Buy | EDISON INTERNATIONAL | $842,825,778 | -7.5% | 13,316,887 | +1.5% | 3.62% | -6.8% |
| WAB | Sell | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | $796,820,537 | -3.9% | 7,498,076 | -0.8% | 3.42% | -3.2% |
| EQH | Buy | EQUITABLE HOLDINGS INC. | $763,763,678 | +15.0% | 26,902,560 | +10.0% | 3.28% | +15.9% |
| SSNC | Buy | SS&C TECHNOLOGIES HOLDINGS INC. | $747,615,198 | -12.1% | 14,229,448 | +1.4% | 3.21% | -11.4% |
| WFC | Buy | WELLS FARGO & COMPANY | $746,484,333 | -2.5% | 18,269,318 | +1.9% | 3.21% | -1.7% |
| COF | Buy | CAPITAL ONE FINANCIAL CORPORATION | $740,199,185 | -3.9% | 7,626,988 | +8.3% | 3.18% | -3.2% |
| NOV | Sell | NOV INC | $723,432,537 | +22.6% | 34,613,997 | -5.9% | 3.11% | +23.5% |
| C | Buy | CITIGROUP INC. | $683,886,196 | -8.0% | 16,627,430 | +3.0% | 2.94% | -7.3% |
| CHTR | Buy | CHARTER COMMUNICATIONS INC. CLASS A | $641,762,473 | +44.9% | 1,459,148 | +21.0% | 2.76% | +46.0% |
| MET | Buy | METLIFE INC. | $635,956,687 | +142.7% | 10,108,992 | +118.1% | 2.73% | +144.6% |
| PVH | Buy | PVH CORP. | $533,327,874 | -9.9% | 6,970,695 | +0.1% | 2.29% | -9.2% |
| BAC | Buy | BANK OF AMERICA CORP | $531,997,288 | +22.8% | 19,430,142 | +28.7% | 2.29% | +23.8% |
| MGA | Buy | MAGNA INTERNATIONAL INC. | $525,968,192 | +50.3% | 9,811,009 | +58.2% | 2.26% | +51.4% |
| Sell | GENERAL ELECTRIC COMPANY | $519,064,973 | -29.4% | 4,695,296 | -29.9% | 2.23% | -28.9% | |
| NWL | Buy | NEWELL BRANDS INC | $494,809,966 | +8.5% | 54,796,231 | +4.5% | 2.13% | +9.3% |
| MDT | Buy | MEDTRONIC PLC | $449,048,014 | +89.3% | 5,730,577 | +112.8% | 1.93% | +90.6% |
| AVT | Buy | AVNET INC. | $420,711,229 | -4.0% | 8,730,260 | +0.5% | 1.81% | -3.3% |
| FMS | Sell | FRESENIUS MEDICAL CARE AG & CO. KGAA SPON ADR | $350,863,638 | -12.1% | 16,288,934 | -2.3% | 1.51% | -11.5% |
| DOX | Sell | AMDOCS LIMITED | $341,668,013 | -25.2% | 4,043,887 | -12.5% | 1.47% | -24.7% |
| GIL | Buy | GILDAN ACTIVEWEAR INC. | $308,013,029 | -11.8% | 10,996,538 | +1.6% | 1.32% | -11.1% |
| TEL | Buy | TE CONNECTIVITY LTD. | $291,112,527 | -11.0% | 2,356,614 | +1.0% | 1.25% | -10.3% |
| BMY | Buy | BRISTOL-MYERS SQUIBB COMPANY | $285,800,220 | +3.3% | 4,924,194 | +13.8% | 1.23% | +4.1% |
| TSN | New | TYSON FOODS INC. CLASS A | $274,707,002 | – | 5,440,820 | – | 1.18% | – |
| JPM | Sell | JPMORGAN CHASE & CO. | $258,513,377 | -1.2% | 1,782,605 | -0.9% | 1.11% | -0.4% |
| Buy | SHELL PLC SPON ADR | $253,640,397 | +8.3% | 3,939,739 | +1.6% | 1.09% | +9.1% | |
| VOYA | Sell | VOYA FINANCIAL INC. | $253,338,831 | -7.4% | 3,812,473 | -0.1% | 1.09% | -6.8% |
| BAX | New | BAXTER INTERNATIONAL INC. | $215,935,297 | – | 5,721,656 | – | 0.93% | – |
| BKNG | Sell | BOOKING HOLDINGS INC. | $210,599,862 | -32.7% | 68,289 | -41.1% | 0.90% | -32.2% |
| GPN | New | GLOBAL PAYMENTS INC. | $197,875,041 | – | 1,714,837 | – | 0.85% | – |
| CNO | Sell | CNO FINANCIAL GROUP INC. | $172,151,421 | -0.2% | 7,254,590 | -0.4% | 0.74% | +0.5% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP INC. | $165,632,647 | -62.0% | 2,733,212 | -63.9% | 0.71% | -61.7% |
| NOK | Buy | NOKIA OYJ SPON ADR | $160,039,297 | +12148.7% | 42,791,256 | +13524.2% | 0.69% | +11366.7% |
| CI | Buy | CIGNA GROUP | $160,256,128 | +2.0% | 560,199 | +0.1% | 0.69% | +2.7% |
| GS | Sell | GOLDMAN SACHS GROUP INC. | $153,673,100 | -4.5% | 474,930 | -4.8% | 0.66% | -3.9% |
| UBS | Sell | UBS GROUP AG | $150,799,037 | +21.1% | 6,117,608 | -0.4% | 0.65% | +22.0% |
| CAH | Sell | CARDINAL HEALTH INC. | $149,215,103 | -16.4% | 1,718,672 | -8.9% | 0.64% | -15.8% |
| OLN | Buy | OLIN CORPORATION | $146,974,087 | +12.4% | 2,940,658 | +15.6% | 0.63% | +13.3% |
| HAL | Sell | HALLIBURTON COMPANY | $144,497,763 | -40.9% | 3,567,846 | -51.8% | 0.62% | -40.4% |
| TCOM | Sell | TRIP.COM GROUP LTD. SPON ADR | $141,359,896 | -38.6% | 4,042,319 | -38.5% | 0.61% | -38.1% |
| GPS | Buy | GAP INC. | $140,250,370 | +54.5% | 13,193,826 | +29.8% | 0.60% | +55.8% |
| SKX | Sell | SKECHERS U.S.A. INC. CLASS A | $135,356,785 | -35.5% | 2,765,205 | -30.6% | 0.58% | -34.9% |
| BAP | Buy | CREDICORP LTD. | $132,673,538 | -2.3% | 1,036,755 | +12.7% | 0.57% | -1.6% |
| MHK | Sell | MOHAWK INDUSTRIES INC. | $129,462,920 | -37.7% | 1,508,716 | -25.1% | 0.56% | -37.2% |
| LDOS | Buy | LEIDOS HOLDINGS INC. | $114,902,139 | +337.5% | 1,246,768 | +320.1% | 0.49% | +341.1% |
| SCS | Sell | STEELCASE INC. CLASS A | $110,248,380 | +44.1% | 9,870,043 | -0.6% | 0.47% | +45.4% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LIMITED | $108,962,646 | -57.0% | 1,932,990 | -58.9% | 0.47% | -56.7% |
| XOM | Sell | EXXON MOBIL CORPORATION | $106,133,469 | +9.3% | 902,649 | -0.3% | 0.46% | +10.1% |
| AXTA | Buy | AXALTA COATING SYSTEMS LTD. | $102,907,564 | -16.4% | 3,825,560 | +2.0% | 0.44% | -15.8% |
| JELD | Sell | JELD-WEN HOLDING INC. | $102,014,822 | -23.9% | 7,635,840 | -0.2% | 0.44% | -23.4% |
| JNJ | Sell | JOHNSON & JOHNSON | $98,748,148 | -6.0% | 634,017 | -0.1% | 0.42% | -5.4% |
| PFE | Sell | PFIZER INC. | $90,193,542 | -9.8% | 2,719,130 | -0.2% | 0.39% | -9.2% |
| SPB | Sell | SPECTRUM BRANDS HOLDINGS INC. | $86,937,708 | +0.2% | 1,109,607 | -0.2% | 0.37% | +1.1% |
| FLEX | Buy | FLEX LTD. | $85,466,246 | -2.2% | 3,167,763 | +0.2% | 0.37% | -1.6% |
| DIS | New | WALT DISNEY COMPANY | $83,920,467 | – | 1,035,416 | – | 0.36% | – |
| WBS | Sell | WEBSTER FINANCIAL CORPORATION | $83,672,314 | +6.6% | 2,075,721 | -0.1% | 0.36% | +7.2% |
| DRH | Buy | DIAMONDROCK HOSPITALITY COMPANY | $78,052,845 | +9.4% | 9,720,155 | +9.1% | 0.34% | +10.2% |
| MRC | Buy | MRC GLOBAL INC. | $76,343,743 | +5.8% | 7,448,170 | +4.0% | 0.33% | +6.5% |
| REZI | Buy | RESIDEO TECHNOLOGIES INC. | $76,086,527 | +10.6% | 4,815,603 | +23.7% | 0.33% | +11.6% |
| AYI | Buy | ACUITY BRANDS INC. | $74,881,390 | +5.9% | 439,677 | +1.4% | 0.32% | +6.6% |
| DOOR | Sell | MASONITE INTERNATIONAL CORP. | $73,812,062 | -10.4% | 791,805 | -1.6% | 0.32% | -9.7% |
| AAP | New | ADVANCE AUTO PARTS INC. | $73,881,684 | – | 1,320,967 | – | 0.32% | – |
| TSM | Buy | TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADR | $71,478,465 | -6.9% | 822,537 | +8.1% | 0.31% | -6.1% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE CO. | $71,076,668 | -61.8% | 4,091,921 | -63.0% | 0.30% | -61.5% |
| ORCL | Sell | ORACLE CORPORATION | $70,184,499 | -68.7% | 662,618 | -64.8% | 0.30% | -68.4% |
| OEC | Buy | ORION ENGINEERED CARBONS SA | $69,901,033 | +5.8% | 3,284,823 | +5.5% | 0.30% | +6.4% |
| BDC | Sell | BELDEN INC. | $66,661,789 | +0.3% | 690,438 | -0.6% | 0.29% | +1.1% |
| TRS | Buy | TRIMAS CORPORATION | $63,638,003 | -3.7% | 2,570,194 | +7.0% | 0.27% | -3.2% |
| AMGN | Sell | AMGEN INC. | $63,230,090 | -43.6% | 235,266 | -53.4% | 0.27% | -43.2% |
| MS | Sell | MORGAN STANLEY | $61,190,921 | -4.5% | 749,246 | -0.1% | 0.26% | -3.7% |
| DAN | Sell | DANA INCORPORATED | $57,318,800 | -31.8% | 3,907,212 | -20.9% | 0.25% | -31.3% |
| ADNT | Buy | ADIENT PLC | $56,772,221 | +19.7% | 1,546,927 | +25.0% | 0.24% | +20.8% |
| REVG | Sell | REV GROUP INC. | $55,551,072 | +20.2% | 3,471,942 | -0.3% | 0.24% | +21.3% |
| ONB | Sell | OLD NATIONAL BANCORP | $55,602,167 | +4.0% | 3,824,083 | -0.3% | 0.24% | +4.8% |
| SCSC | Buy | SCANSOURCE INC. | $54,680,695 | +9.9% | 1,804,048 | +7.2% | 0.24% | +10.8% |
| UVV | Buy | UNIVERSAL CORP | $52,755,428 | +12.5% | 1,117,463 | +19.0% | 0.23% | +13.5% |
| AMWD | Sell | AMERICAN WOODMARK CORPORATION | $51,394,537 | -3.5% | 679,732 | -2.5% | 0.22% | -2.6% |
| ASB | Sell | ASSOCIATED BANC-CORP | $50,436,071 | +5.3% | 2,947,754 | -0.1% | 0.22% | +6.4% |
| CBRE | Sell | CBRE GROUP INC. CLASS A | $49,625,869 | -8.7% | 671,891 | -0.2% | 0.21% | -8.2% |
| RGA | Sell | REINSURANCE GROUP OF AMERICA INCORPORATED | $46,732,596 | +0.3% | 321,872 | -4.2% | 0.20% | +1.0% |
| USNA | Sell | USANA HEALTH SCIENCES INC. | $46,151,800 | -7.3% | 787,439 | -0.3% | 0.20% | -6.6% |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL INC. - FNF GROUP | $45,461,677 | +14.4% | 1,100,767 | -0.3% | 0.20% | +14.7% |
| GMS | Sell | GMS INC. | $44,798,575 | -7.7% | 700,306 | -0.1% | 0.19% | -7.2% |
| Sell | MASTERBRAND INC | $43,624,405 | +2.7% | 3,590,486 | -1.7% | 0.19% | +3.3% | |
| AEL | Sell | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | $43,362,308 | -28.6% | 808,395 | -30.7% | 0.19% | -28.2% |
| MCK | Sell | MCKESSON CORPORATION | $43,014,927 | -83.7% | 98,919 | -84.0% | 0.18% | -83.6% |
| COLB | Sell | COLUMBIA BANKING SYSTEM INC. | $38,250,072 | +0.0% | 1,884,240 | -0.1% | 0.16% | +0.6% |
| WSFS | Sell | WSFS FINANCIAL CORPORATION | $38,105,854 | -3.3% | 1,043,996 | -0.1% | 0.16% | -2.4% |
| HSIC | Buy | HENRY SCHEIN INC. | $37,245,582 | -7.6% | 501,624 | +0.9% | 0.16% | -7.0% |
| ABEV | Sell | AMBEV SA SPON ADR | $36,977,811 | -20.9% | 14,332,485 | -2.5% | 0.16% | -20.1% |
| FBHS | Sell | FORTUNE BRANDS INNOVATIONS INC. | $35,971,246 | -29.1% | 578,688 | -18.0% | 0.16% | -28.2% |
| BIDU | Buy | BAIDU INC. SPON ADR CLASS A | $35,866,076 | +5.0% | 266,960 | +7.0% | 0.15% | +5.5% |
| TBI | Sell | TRUEBLUE INC. | $35,660,437 | -17.3% | 2,430,841 | -0.1% | 0.15% | -16.8% |
| TILE | Buy | INTERFACE INC. | $35,456,989 | +84.4% | 3,614,372 | +65.2% | 0.15% | +85.4% |
| RF | Sell | REGIONS FINANCIAL CORPORATION | $32,666,790 | -22.9% | 1,899,232 | -20.1% | 0.14% | -22.7% |
| CSCO | Sell | CISCO SYSTEMS INC. | $31,178,918 | +2.2% | 579,965 | -1.6% | 0.13% | +3.1% |
| HOFT | Sell | HOOKER FURNISHINGS CORPORATION | $29,057,269 | +3.8% | 1,493,947 | -0.4% | 0.12% | +5.0% |
| UVSP | Sell | UNIVEST FINANCIAL CORPORATION | $26,697,818 | -4.0% | 1,536,123 | -0.1% | 0.12% | -3.4% |
| IBN | Sell | ICICI BANK LIMITED SPON ADR | $26,691,138 | -2.4% | 1,154,461 | -2.6% | 0.12% | -1.7% |
| PAHC | Sell | PHIBRO ANIMAL HEALTH CORPORATION CLASS A | $26,420,951 | -6.9% | 2,068,986 | -0.1% | 0.11% | -5.8% |
| ZTO | New | ZTO EXPRESS (CAYMAN) INC. SPON ADR CLASS A | $25,638,787 | – | 1,060,769 | – | 0.11% | – |
| TEX | Sell | TEREX CORPORATION | $25,643,608 | -80.5% | 445,047 | -79.7% | 0.11% | -80.4% |
| GCO | New | GENESCO INC. | $24,863,449 | – | 806,731 | – | 0.11% | – |
| ADS | Buy | BREAD FINANCIAL HOLDINGS INC. | $24,231,658 | +28.3% | 708,528 | +17.8% | 0.10% | +28.4% |
| SNV | Buy | SYNOVUS FINANCIAL CORP. | $23,419,804 | +42.4% | 842,439 | +55.0% | 0.10% | +44.3% |
| SHG | Buy | SHINHAN FINANCIAL GROUP CO. LTD. SPON ADR | $22,762,778 | +1.9% | 859,297 | +0.2% | 0.10% | +3.2% |
| KOP | Sell | KOPPERS HOLDINGS INC. | $22,288,719 | +15.5% | 563,558 | -0.4% | 0.10% | +17.1% |
| VREX | Sell | VAREX IMAGING CORPORATION | $20,933,150 | -20.4% | 1,114,058 | -0.1% | 0.09% | -19.6% |
| IVZ | Sell | INVESCO LTD. | $16,793,411 | -62.8% | 1,156,571 | -56.9% | 0.07% | -62.7% |
| ARGO | Sell | ARGO GROUP INTERNATIONAL HOLDINGS LTD. | $15,016,562 | -49.9% | 503,236 | -50.3% | 0.06% | -49.2% |
| CLS | Sell | CELESTICA INC. | $5,294,358 | -92.3% | 215,920 | -95.5% | 0.02% | -92.2% |
| BABA | Buy | ALIBABA GROUP HOLDING LIMITED SPON ADR | $3,716,202 | +4.3% | 42,843 | +0.2% | 0.02% | +6.7% |
| New | COREBRIDGE FINANCIAL INC. | $3,516,646 | – | 178,058 | – | 0.02% | – | |
| CIG | Sell | COMPANHIA ENERGETICA DE MINAS GERAIS SA SPON ADR | $3,161,720 | -31.1% | 1,306,496 | -25.2% | 0.01% | -30.0% |
| SSL | Sell | SASOL LIMITED SPON ADR | $3,155,104 | +4.0% | 230,805 | -5.8% | 0.01% | +7.7% |
| PBRA | Buy | PETROLEO BRASILEIRO SA SPON ADR PFD | $2,312,918 | +19.5% | 168,703 | +7.8% | 0.01% | +25.0% |
| ITUB | Sell | ITAU UNIBANCO HOLDING S.A. SPON ADR PFD | $1,450,233 | -13.8% | 270,062 | -5.3% | 0.01% | -14.3% |
| HSBC | Sell | HSBC HOLDINGS PLC SPON ADR | $676,147 | -14.0% | 17,135 | -13.6% | 0.00% | 0.0% |
| MMI | New | MARCUS & MILLICHAP INC. | $760,258 | – | 25,912 | – | 0.00% | – |
| PHG | Sell | KONINKLIJKE PHILIPS N.V. SPON ADR | $701,609 | -15.3% | 35,186 | -7.9% | 0.00% | -25.0% |
| ING | Sell | ING GROEP NV SPON ADR | $704,049 | -10.0% | 53,418 | -8.0% | 0.00% | 0.0% |
| BCS | Sell | BARCLAYS PLC SPON ADR | $792,913 | -2.9% | 101,786 | -2.0% | 0.00% | 0.0% |
| MT | Sell | ARCELORMITTAL SA ADR | $604,775 | -11.7% | 24,162 | -3.5% | 0.00% | 0.0% |
| INGR | Sell | INGREDION INCORPORATED | $417,118 | -12.0% | 4,239 | -5.2% | 0.00% | 0.0% |
| ULTA | New | ULTA BEAUTY INC. | $359,505 | – | 900 | – | 0.00% | – |
| DBX | New | DROPBOX INC. CLASS A | $462,910 | – | 17,000 | – | 0.00% | – |
| GILD | Buy | GILEAD SCIENCES INC. | $449,715 | -1.8% | 6,001 | +0.9% | 0.00% | 0.0% |
| HUM | New | HUMANA INC. | $389,216 | – | 800 | – | 0.00% | – |
| UTHR | Sell | UNITED THERAPEUTICS CORPORATION | $420,796 | -8.1% | 1,863 | -10.2% | 0.00% | 0.0% |
| TRV | Sell | TRAVELERS COMPANIES INC. | $383,289 | -16.0% | 2,347 | -10.6% | 0.00% | 0.0% |
| EXEL | Buy | EXELIXIS INC. | $481,290 | +37.5% | 22,027 | +20.3% | 0.00% | +100.0% |
| LPLA | Sell | LPL FINANCIAL HOLDINGS INC. | $303,479 | -6.6% | 1,277 | -14.6% | 0.00% | 0.0% |
| SMFG | Sell | SUMITOMO MITSUI FINANCIAL GROUP INC. SPON ADR | $228,067 | +12.1% | 23,154 | -2.1% | 0.00% | 0.0% |
| CMCSA | Sell | COMCAST CORPORATION CLASS A | $237,707 | -15.8% | 5,361 | -21.1% | 0.00% | 0.0% |
| SEB | Buy | SEABOARD CORPORATION | $292,734 | +12.6% | 78 | +6.8% | 0.00% | 0.0% |
| QRVO | Sell | QORVO INC. | $241,826 | -21.8% | 2,533 | -16.5% | 0.00% | 0.0% |
| ACGL | New | ARCH CAPITAL GROUP LTD. | $248,855 | – | 3,122 | – | 0.00% | – |
| Sell | NATWEST GROUP PLC SPON ADR | $285,134 | -7.9% | 48,908 | -3.4% | 0.00% | 0.0% | |
| SIRI | Exit | SIRIUS XM HOLDINGS INC. | $0 | – | -33,806 | – | -0.00% | – |
| LH | Exit | LABORATORY CORPORATION OF AMERICA HOLDINGS | $0 | – | -1,160 | – | -0.00% | – |
| ICLR | Exit | ICON PLC | $0 | – | -826 | – | -0.00% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -3,699 | – | -0.00% | – |
| BIIB | Exit | BIOGEN INC. | $0 | – | -1,618 | – | -0.00% | – |
| JLL | Exit | JONES LANG LASALLE INCORPORATED | $0 | – | -4,630 | – | -0.00% | – |
| WLMIY | Exit | WILMAR INTERNATIONAL LIMITED UNSPON ADR | $0 | – | -87,882 | – | -0.01% | – |
| PKX | Exit | POSCO HOLDINGS INC. SPON ADR | $0 | – | -37,667 | – | -0.01% | – |
| SCBFY | Exit | STANDARD CHARTERED PLC UNSPON ADR | $0 | – | -242,954 | – | -0.02% | – |
| Exit | KNIFE RIVER CORPORATION | $0 | – | -198,832 | – | -0.04% | – | |
| SNA | Exit | SNAP-ON INCORPORATED | $0 | – | -56,187 | – | -0.07% | – |
| HOPE | Exit | HOPE BANCORP INC. | $0 | – | -2,021,803 | – | -0.07% | – |
| EPAC | Exit | ENERPAC TOOL GROUP CORP CLASS A | $0 | – | -1,175,581 | – | -0.14% | – |
| Exit | GE HEALTHCARE TECHNOLOGIES INC | $0 | – | -2,573,162 | – | -0.89% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A | $1,152,004,059 | – | 17,647,121 | – | 4.91% | – |
| LEA | New | LEAR CORPORATION | $944,966,538 | – | 6,582,839 | – | 4.03% | – |
| EIX | New | EDISON INTERNATIONAL | $911,158,165 | – | 13,119,628 | – | 3.89% | – |
| SSNC | New | SS&C TECHNOLOGIES HOLDINGS INC. | $850,309,748 | – | 14,031,514 | – | 3.63% | – |
| WAB | New | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | $829,132,398 | – | 7,560,248 | – | 3.54% | – |
| DOW | New | DOW INC. | $792,719,390 | – | 14,883,954 | – | 3.38% | – |
| COF | New | CAPITAL ONE FINANCIAL CORPORATION | $770,095,060 | – | 7,041,191 | – | 3.28% | – |
| WFC | New | WELLS FARGO & COMPANY | $765,412,791 | – | 17,933,758 | – | 3.26% | – |
| C | New | CITIGROUP INC. | $743,107,607 | – | 16,140,478 | – | 3.17% | – |
| New | GENERAL ELECTRIC COMPANY | $735,699,943 | – | 6,697,314 | – | 3.14% | – | |
| EQH | New | EQUITABLE HOLDINGS INC. | $664,118,384 | – | 24,452,076 | – | 2.83% | – |
| PVH | New | PVH CORP. | $591,782,742 | – | 6,964,608 | – | 2.52% | – |
| NOV | New | NOV INC | $590,123,197 | – | 36,790,723 | – | 2.52% | – |
| DOX | New | AMDOCS LIMITED | $456,995,709 | – | 4,623,123 | – | 1.95% | – |
| NWL | New | NEWELL BRANDS INC | $456,079,013 | – | 52,422,875 | – | 1.94% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC. CLASS A | $442,983,563 | – | 1,205,824 | – | 1.89% | – |
| AVT | New | AVNET INC. | $438,310,912 | – | 8,688,026 | – | 1.87% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP INC. | $435,448,968 | – | 7,567,761 | – | 1.86% | – |
| BAC | New | BANK OF AMERICA CORP | $433,054,319 | – | 15,094,260 | – | 1.85% | – |
| FMS | New | FRESENIUS MEDICAL CARE AG & CO. KGAA SPON ADR | $398,974,863 | – | 16,672,581 | – | 1.70% | – |
| MGA | New | MAGNA INTERNATIONAL INC. | $350,017,175 | – | 6,201,580 | – | 1.49% | – |
| GIL | New | GILDAN ACTIVEWEAR INC. | $349,092,689 | – | 10,827,937 | – | 1.49% | – |
| TEL | New | TE CONNECTIVITY LTD. | $327,006,876 | – | 2,333,097 | – | 1.40% | – |
| BKNG | New | BOOKING HOLDINGS INC. | $312,884,537 | – | 115,869 | – | 1.33% | – |
| BMY | New | BRISTOL-MYERS SQUIBB COMPANY | $276,748,038 | – | 4,327,569 | – | 1.18% | – |
| VOYA | New | VOYA FINANCIAL INC. | $273,674,546 | – | 3,816,407 | – | 1.17% | – |
| MCK | New | MCKESSON CORPORATION | $264,013,911 | – | 617,851 | – | 1.13% | – |
| MET | New | METLIFE INC. | $261,990,716 | – | 4,634,543 | – | 1.12% | – |
| JPM | New | JPMORGAN CHASE & CO. | $261,604,673 | – | 1,798,712 | – | 1.12% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LIMITED | $253,207,061 | – | 4,703,828 | – | 1.08% | – |
| HAL | New | HALLIBURTON COMPANY | $244,360,955 | – | 7,407,122 | – | 1.04% | – |
| MDT | New | MEDTRONIC PLC | $237,269,422 | – | 2,693,183 | – | 1.01% | – |
| New | SHELL PLC SPON ADR | $234,163,059 | – | 3,878,156 | – | 1.00% | – | |
| TCOM | New | TRIP.COM GROUP LTD. SPON ADR | $230,065,815 | – | 6,573,309 | – | 0.98% | – |
| ORCL | New | ORACLE CORPORATION | $223,885,270 | – | 1,879,967 | – | 0.96% | – |
| SKX | New | SKECHERS U.S.A. INC. CLASS A | $209,711,973 | – | 3,982,377 | – | 0.89% | – |
| New | GE HEALTHCARE TECHNOLOGIES INC | $209,043,681 | – | 2,573,162 | – | 0.89% | – | |
| MHK | New | MOHAWK INDUSTRIES INC. | $207,716,167 | – | 2,013,534 | – | 0.89% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE CO. | $185,849,395 | – | 11,062,464 | – | 0.79% | – |
| CAH | New | CARDINAL HEALTH INC. | $178,405,265 | – | 1,886,489 | – | 0.76% | – |
| CNO | New | CNO FINANCIAL GROUP INC. | $172,471,692 | – | 7,286,510 | – | 0.74% | – |
| GS | New | GOLDMAN SACHS GROUP INC. | $160,985,842 | – | 499,119 | – | 0.69% | – |
| CI | New | CIGNA GROUP | $157,091,946 | – | 559,843 | – | 0.67% | – |
| BAP | New | CREDICORP LTD. | $135,777,569 | – | 919,653 | – | 0.58% | – |
| JELD | New | JELD-WEN HOLDING INC. | $134,135,273 | – | 7,647,393 | – | 0.57% | – |
| TEX | New | TEREX CORPORATION | $131,482,946 | – | 2,197,609 | – | 0.56% | – |
| OLN | New | OLIN CORPORATION | $130,716,015 | – | 2,543,608 | – | 0.56% | – |
| UBS | New | UBS GROUP AG | $124,477,138 | – | 6,140,954 | – | 0.53% | – |
| AXTA | New | AXALTA COATING SYSTEMS LTD. | $123,101,676 | – | 3,751,956 | – | 0.52% | – |
| AMGN | New | AMGEN INC. | $112,198,473 | – | 505,353 | – | 0.48% | – |
| JNJ | New | JOHNSON & JOHNSON | $104,995,957 | – | 634,340 | – | 0.45% | – |
| PFE | New | PFIZER INC. | $99,938,731 | – | 2,724,611 | – | 0.43% | – |
| XOM | New | EXXON MOBIL CORPORATION | $97,071,439 | – | 905,095 | – | 0.41% | – |
| GPS | New | GAP INC. | $90,775,549 | – | 10,165,235 | – | 0.39% | – |
| FLEX | New | FLEX LTD. | $87,357,546 | – | 3,160,548 | – | 0.37% | – |
| SPB | New | SPECTRUM BRANDS HOLDINGS INC. | $86,803,776 | – | 1,112,156 | – | 0.37% | – |
| ANTM | New | ELEVANCE HEALTH INC | $85,671,552 | – | 192,828 | – | 0.36% | – |
| DAN | New | DANA INCORPORATED | $84,000,434 | – | 4,941,202 | – | 0.36% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP. | $82,406,526 | – | 804,437 | – | 0.35% | – |
| WBS | New | WEBSTER FINANCIAL CORPORATION | $78,460,242 | – | 2,078,417 | – | 0.34% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADR | $76,755,917 | – | 760,562 | – | 0.33% | – |
| SCS | New | STEELCASE INC. CLASS A | $76,528,381 | – | 9,925,860 | – | 0.33% | – |
| GD | New | GENERAL DYNAMICS CORPORATION | $74,178,987 | – | 344,778 | – | 0.32% | – |
| MRC | New | MRC GLOBAL INC. | $72,124,633 | – | 7,162,327 | – | 0.31% | – |
| DRH | New | DIAMONDROCK HOSPITALITY COMPANY | $71,362,556 | – | 8,909,183 | – | 0.30% | – |
| AYI | New | ACUITY BRANDS INC. | $70,701,051 | – | 433,536 | – | 0.30% | – |
| CLS | New | CELESTICA INC. | $69,076,028 | – | 4,763,864 | – | 0.30% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC. | $68,767,546 | – | 3,893,972 | – | 0.29% | – |
| BDC | New | BELDEN INC. | $66,448,055 | – | 694,700 | – | 0.28% | – |
| OEC | New | ORION ENGINEERED CARBONS SA | $66,057,627 | – | 3,112,989 | – | 0.28% | – |
| TRS | New | TRIMAS CORPORATION | $66,051,378 | – | 2,402,742 | – | 0.28% | – |
| MS | New | MORGAN STANLEY | $64,066,738 | – | 750,196 | – | 0.27% | – |
| AEL | New | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | $60,748,223 | – | 1,165,769 | – | 0.26% | – |
| CBRE | New | CBRE GROUP INC. CLASS A | $54,339,945 | – | 673,274 | – | 0.23% | – |
| ONB | New | OLD NATIONAL BANCORP | $53,484,351 | – | 3,836,754 | – | 0.23% | – |
| AMWD | New | AMERICAN WOODMARK CORPORATION | $53,245,011 | – | 697,198 | – | 0.23% | – |
| GL | New | GLOBE LIFE INC. | $52,779,728 | – | 481,479 | – | 0.22% | – |
| JNPR | New | JUNIPER NETWORKS INC. | $50,896,776 | – | 1,624,538 | – | 0.22% | – |
| FBHS | New | FORTUNE BRANDS INNOVATIONS INC. | $50,761,013 | – | 705,504 | – | 0.22% | – |
| USNA | New | USANA HEALTH SCIENCES INC. | $49,804,437 | – | 790,045 | – | 0.21% | – |
| SCSC | New | SCANSOURCE INC. | $49,759,146 | – | 1,683,327 | – | 0.21% | – |
| GMS | New | GMS INC. | $48,517,573 | – | 701,121 | – | 0.21% | – |
| ASB | New | ASSOCIATED BANC-CORP | $47,886,307 | – | 2,950,481 | – | 0.20% | – |
| ADNT | New | ADIENT PLC | $47,423,606 | – | 1,237,568 | – | 0.20% | – |
| UVV | New | UNIVERSAL CORP | $46,887,218 | – | 938,871 | – | 0.20% | – |
| ABEV | New | AMBEV SA SPON ADR | $46,765,338 | – | 14,706,081 | – | 0.20% | – |
| RGA | New | REINSURANCE GROUP OF AMERICA INCORPORATED | $46,611,767 | – | 336,086 | – | 0.20% | – |
| REVG | New | REV GROUP INC. | $46,198,357 | – | 3,484,039 | – | 0.20% | – |
| IVZ | New | INVESCO LTD. | $45,152,719 | – | 2,686,063 | – | 0.19% | – |
| MSM | New | MSC INDUSTRIAL DIRECT CO. INC. CLASS A | $44,016,120 | – | 461,966 | – | 0.19% | – |
| TBI | New | TRUEBLUE INC. | $43,094,327 | – | 2,433,333 | – | 0.18% | – |
| New | MASTERBRAND INC | $42,463,247 | – | 3,651,182 | – | 0.18% | – | |
| RF | New | REGIONS FINANCIAL CORPORATION | $42,383,070 | – | 2,378,399 | – | 0.18% | – |
| HSIC | New | HENRY SCHEIN INC. | $40,304,429 | – | 496,972 | – | 0.17% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL INC. - FNF GROUP | $39,748,644 | – | 1,104,129 | – | 0.17% | – |
| WSFS | New | WSFS FINANCIAL CORPORATION | $39,416,268 | – | 1,044,970 | – | 0.17% | – |
| COLB | New | COLUMBIA BANKING SYSTEM INC. | $38,248,993 | – | 1,886,045 | – | 0.16% | – |
| FITB | New | FIFTH THIRD BANCORP | $35,679,752 | – | 1,361,303 | – | 0.15% | – |
| BIDU | New | BAIDU INC. SPON ADR CLASS A | $34,152,200 | – | 249,450 | – | 0.15% | – |
| ARW | New | ARROW ELECTRONICS INC. | $33,941,356 | – | 236,971 | – | 0.14% | – |
| EPAC | New | ENERPAC TOOL GROUP CORP CLASS A | $31,740,687 | – | 1,175,581 | – | 0.14% | – |
| CSCO | New | CISCO SYSTEMS INC. | $30,501,506 | – | 589,515 | – | 0.13% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL HOLDINGS LTD. | $29,996,736 | – | 1,013,061 | – | 0.13% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORPORATION CLASS A | $28,366,521 | – | 2,070,549 | – | 0.12% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATION | $27,802,827 | – | 1,537,767 | – | 0.12% | – |
| HOFT | New | HOOKER FURNISHINGS CORPORATION | $27,985,559 | – | 1,499,762 | – | 0.12% | – |
| IBN | New | ICICI BANK LIMITED SPON ADR | $27,357,578 | – | 1,185,337 | – | 0.12% | – |
| VREX | New | VAREX IMAGING CORPORATION | $26,290,662 | – | 1,115,429 | – | 0.11% | – |
| LDOS | New | LEIDOS HOLDINGS INC. | $26,262,014 | – | 296,813 | – | 0.11% | – |
| MTZ | New | MASTEC INC. | $23,803,633 | – | 201,777 | – | 0.10% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO. LTD. SPON ADR | $22,347,675 | – | 857,547 | – | 0.10% | – |
| TILE | New | INTERFACE INC. | $19,229,206 | – | 2,187,623 | – | 0.08% | – |
| KOP | New | KOPPERS HOLDINGS INC. | $19,292,757 | – | 565,770 | – | 0.08% | – |
| ADS | New | BREAD FINANCIAL HOLDINGS INC. | $18,885,385 | – | 601,637 | – | 0.08% | – |
| G | New | GENPACT LIMITED | $18,984,497 | – | 505,310 | – | 0.08% | – |
| CMA | New | COMERICA INCORPORATED | $18,384,113 | – | 433,997 | – | 0.08% | – |
| HOPE | New | HOPE BANCORP INC. | $17,023,581 | – | 2,021,803 | – | 0.07% | – |
| MDU | New | MDU RESOURCES GROUP INC | $16,654,315 | – | 795,335 | – | 0.07% | – |
| SNV | New | SYNOVUS FINANCIAL CORP. | $16,440,815 | – | 543,498 | – | 0.07% | – |
| SNA | New | SNAP-ON INCORPORATED | $16,192,532 | – | 56,187 | – | 0.07% | – |
| KEY | New | KEYCORP | $15,985,071 | – | 1,729,986 | – | 0.07% | – |
| ETR | New | ENTERGY CORPORATION | $10,773,796 | – | 110,648 | – | 0.05% | – |
| VZ | New | VERIZON COMMUNICATIONS INC. | $8,573,745 | – | 230,539 | – | 0.04% | – |
| New | KNIFE RIVER CORPORATION | $8,649,192 | – | 198,832 | – | 0.04% | – | |
| CIG | New | COMPANHIA ENERGETICA DE MINAS GERAIS SA SPON ADR | $4,591,180 | – | 1,745,696 | – | 0.02% | – |
| SCBFY | New | STANDARD CHARTERED PLC UNSPON ADR | $4,210,393 | – | 242,954 | – | 0.02% | – |
| BABA | New | ALIBABA GROUP HOLDING LIMITED SPON ADR | $3,562,462 | – | 42,741 | – | 0.02% | – |
| SSL | New | SASOL LIMITED SPON ADR | $3,034,474 | – | 245,111 | – | 0.01% | – |
| PKX | New | POSCO HOLDINGS INC. SPON ADR | $2,785,475 | – | 37,667 | – | 0.01% | – |
| WLMIY | New | WILMAR INTERNATIONAL LIMITED UNSPON ADR | $2,492,334 | – | 87,882 | – | 0.01% | – |
| PBRA | New | PETROLEO BRASILEIRO SA SPON ADR PFD | $1,936,016 | – | 156,509 | – | 0.01% | – |
| NTCO | New | NATURA & CO HOLDING SA SPON ADR | $1,627,035 | – | 233,434 | – | 0.01% | – |
| ITUB | New | ITAU UNIBANCO HOLDING S.A. SPON ADR PFD | $1,681,718 | – | 285,037 | – | 0.01% | – |
| NOK | New | NOKIA OYJ SPON ADR | $1,306,585 | – | 314,083 | – | 0.01% | – |
| KB | New | KB FINANCIAL GROUP INC. SPON ADR | $1,246,372 | – | 34,241 | – | 0.01% | – |
| PHG | New | KONINKLIJKE PHILIPS N.V. SPON ADR | $828,319 | – | 38,189 | – | 0.00% | – |
| MT | New | ARCELORMITTAL SA ADR | $684,894 | – | 25,051 | – | 0.00% | – |
| JLL | New | JONES LANG LASALLE INCORPORATED | $721,354 | – | 4,630 | – | 0.00% | – |
| ING | New | ING GROEP NV SPON ADR | $782,068 | – | 58,060 | – | 0.00% | – |
| HSBC | New | HSBC HOLDINGS PLC SPON ADR | $785,863 | – | 19,835 | – | 0.00% | – |
| BCS | New | BARCLAYS PLC SPON ADR | $816,253 | – | 103,849 | – | 0.00% | – |
| ITRN | New | ITURAN LOCATION AND CONTROL LTD. | $594,890 | – | 25,488 | – | 0.00% | – |
| TRV | New | TRAVELERS COMPANIES INC. | $456,031 | – | 2,626 | – | 0.00% | – |
| GILD | New | GILEAD SCIENCES INC. | $458,181 | – | 5,945 | – | 0.00% | – |
| INGR | New | INGREDION INCORPORATED | $473,808 | – | 4,472 | – | 0.00% | – |
| TMUS | New | T-MOBILE US INC. | $449,758 | – | 3,238 | – | 0.00% | – |
| UTHR | New | UNITED THERAPEUTICS CORPORATION | $457,836 | – | 2,074 | – | 0.00% | – |
| BIIB | New | BIOGEN INC. | $460,887 | – | 1,618 | – | 0.00% | – |
| EXEL | New | EXELIXIS INC. | $350,019 | – | 18,316 | – | 0.00% | – |
| ICLR | New | ICON PLC | $206,665 | – | 826 | – | 0.00% | – |
| New | NATWEST GROUP PLC SPON ADR | $309,752 | – | 50,613 | – | 0.00% | – | |
| MKL | New | MARKEL CORPORATION | $211,627 | – | 153 | – | 0.00% | – |
| LH | New | LABORATORY CORPORATION OF AMERICA HOLDINGS | $279,943 | – | 1,160 | – | 0.00% | – |
| LPLA | New | LPL FINANCIAL HOLDINGS INC. | $325,058 | – | 1,495 | – | 0.00% | – |
| QRVO | New | QORVO INC. | $309,355 | – | 3,032 | – | 0.00% | – |
| SMFG | New | SUMITOMO MITSUI FINANCIAL GROUP INC. SPON ADR | $203,424 | – | 23,654 | – | 0.00% | – |
| CMCSA | New | COMCAST CORPORATION CLASS A | $282,291 | – | 6,794 | – | 0.00% | – |
| SIRI | New | SIRIUS XM HOLDINGS INC. | $153,141 | – | 33,806 | – | 0.00% | – |
| SEB | New | SEABOARD CORPORATION | $259,933 | – | 73 | – | 0.00% | – |
| BG | New | BUNGE LIMITED | $349,001 | – | 3,699 | – | 0.00% | – |
| VOD | New | VODAFONE GROUP PLC SPON ADR | $117,057 | – | 12,387 | – | 0.00% | – |
Q4 2022
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | GENERAL ELECTRIC COMPANY | $851,982,000 | +2.7% | 13,761,615 | +5.6% | 4.23% | +13.8% | |
| LEA | Buy | LEAR CORPORATION | $821,570,000 | +1.0% | 6,864,149 | +6.2% | 4.08% | +12.0% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A | $818,806,000 | -11.9% | 14,254,984 | +3.5% | 4.07% | -2.3% |
| EIX | Sell | EDISON INTERNATIONAL | $759,208,000 | -14.0% | 13,418,302 | -3.9% | 3.77% | -4.7% |
| WAB | Sell | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | $721,548,000 | -8.2% | 8,869,673 | -7.4% | 3.58% | +1.8% |
| WFC | Buy | WELLS FARGO & COMPANY | $697,238,000 | +4.7% | 17,335,603 | +2.0% | 3.46% | +16.1% |
| C | Sell | CITIGROUP INC. | $636,864,000 | -9.7% | 15,283,512 | -0.3% | 3.16% | +0.1% |
| NRG | Buy | NRG ENERGY INC. | $635,459,000 | +0.7% | 16,604,637 | +0.4% | 3.16% | +11.7% |
| EQH | Buy | EQUITABLE HOLDINGS INC. | $602,585,000 | +4.4% | 22,868,511 | +3.3% | 2.99% | +15.7% |
| MCK | Sell | MCKESSON CORPORATION | $584,936,000 | -26.3% | 1,721,059 | -29.3% | 2.90% | -18.3% |
| NOV | Sell | NOV INC | $571,502,000 | -8.3% | 35,321,478 | -4.1% | 2.84% | +1.7% |
| NWL | Buy | NEWELL BRANDS INC | $541,080,000 | -24.4% | 38,954,635 | +3.7% | 2.69% | -16.1% |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP INC. | $512,879,000 | -6.4% | 10,801,992 | +0.8% | 2.55% | +3.8% |
| SSNC | Buy | SS&C TECHNOLOGIES HOLDINGS INC. | $510,382,000 | -1.4% | 10,688,624 | +19.9% | 2.53% | +9.3% |
| COF | Buy | CAPITAL ONE FINANCIAL CORPORATION | $493,596,000 | -2.2% | 5,355,282 | +10.6% | 2.45% | +8.5% |
| DOX | Sell | AMDOCS LIMITED | $446,571,000 | -15.5% | 5,620,781 | -11.4% | 2.22% | -6.3% |
| HAL | Sell | HALLIBURTON COMPANY | $384,593,000 | -26.5% | 15,621,179 | -6.3% | 1.91% | -18.5% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE CO. | $362,739,000 | -14.7% | 30,278,726 | -5.6% | 1.80% | -5.5% |
| GIL | Sell | GILDAN ACTIVEWEAR INC. | $343,733,000 | -5.1% | 12,158,934 | -3.4% | 1.71% | +5.2% |
| AVT | Sell | AVNET INC. | $337,389,000 | -26.7% | 9,340,785 | -13.0% | 1.68% | -18.8% |
| PVH | Sell | PVH CORP. | $330,390,000 | -26.9% | 7,374,786 | -7.1% | 1.64% | -18.9% |
| DOW | Buy | DOW INC. | $329,964,000 | +1.9% | 7,511,122 | +19.7% | 1.64% | +13.0% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LIMITED | $291,099,000 | -24.8% | 5,922,661 | -12.6% | 1.45% | -16.6% |
| MET | Sell | METLIFE INC. | $288,651,000 | -8.9% | 4,749,119 | -5.9% | 1.43% | +1.0% |
| BMY | Sell | BRISTOL-MYERS SQUIBB COMPANY | $283,801,000 | -11.6% | 3,992,131 | -4.3% | 1.41% | -2.1% |
| TCOM | Buy | TRIP.COM GROUP LTD. SPON ADR | $277,927,000 | +3.6% | 10,176,767 | +4.1% | 1.38% | +14.8% |
| BAC | Sell | BANK OF AMERICA CORP | $273,781,000 | -4.3% | 9,065,603 | -1.4% | 1.36% | +6.1% |
| VOYA | Sell | VOYA FINANCIAL INC. | $271,860,000 | -2.8% | 4,493,552 | -4.4% | 1.35% | +7.7% |
| SKX | Sell | SKECHERS U.S.A. INC. CLASS A | $254,075,000 | -11.1% | 8,009,941 | -0.3% | 1.26% | -1.4% |
| FTI | Buy | TECHNIPFMC PLC | $223,071,000 | +26.0% | 26,367,730 | +0.3% | 1.11% | +39.7% |
| JPM | Sell | JPMORGAN CHASE & CO. | $199,854,000 | -8.2% | 1,912,478 | -1.1% | 0.99% | +1.7% |
| MHK | Sell | MOHAWK INDUSTRIES INC. | $184,894,000 | -28.0% | 2,027,569 | -2.0% | 0.92% | -20.2% |
| FMS | Sell | FRESENIUS MEDICAL CARE AG & CO. KGAA SPON ADR | $184,249,000 | -43.9% | 13,123,177 | -0.4% | 0.92% | -37.8% |
| CAH | Sell | CARDINAL HEALTH INC. | $182,087,000 | +20.3% | 2,730,755 | -5.7% | 0.90% | +33.3% |
| XOM | Sell | EXXON MOBIL CORPORATION | $180,268,000 | -32.6% | 2,064,686 | -33.9% | 0.90% | -25.3% |
| BKNG | Buy | BOOKING HOLDINGS INC. | $172,882,000 | +12.1% | 105,210 | +19.3% | 0.86% | +24.2% |
| GS | Sell | GOLDMAN SACHS GROUP INC. | $166,158,000 | -7.0% | 566,996 | -5.7% | 0.82% | +3.1% |
| Sell | SHELL PLC | $143,133,000 | -7.6% | 2,876,466 | -2.9% | 0.71% | +2.4% | |
| TEX | Sell | TEREX CORPORATION | $128,964,000 | +5.9% | 4,336,393 | -2.6% | 0.64% | +17.2% |
| ORCL | Sell | ORACLE CORPORATION | $126,536,000 | -23.8% | 2,071,981 | -12.9% | 0.63% | -15.6% |
| PFE | Sell | PFIZER INC. | $125,563,000 | -19.3% | 2,869,352 | -3.4% | 0.62% | -10.5% |
| FLEX | Sell | FLEX LTD. | $124,705,000 | +10.5% | 7,485,298 | -4.0% | 0.62% | +22.3% |
| CNO | Sell | CNO FINANCIAL GROUP INC. | $123,380,000 | -1.5% | 6,865,865 | -0.9% | 0.61% | +9.3% |
| OLN | Sell | OLIN CORPORATION | $116,881,000 | -8.4% | 2,725,765 | -1.1% | 0.58% | +1.6% |
| CI | Sell | CIGNA CORPORATION | $115,315,000 | +2.3% | 415,595 | -2.9% | 0.57% | +13.5% |
| AMGN | Sell | AMGEN INC. | $112,595,000 | -11.4% | 499,532 | -4.3% | 0.56% | -1.8% |
| JNJ | Sell | JOHNSON & JOHNSON | $103,790,000 | -8.3% | 635,344 | -0.3% | 0.52% | +1.6% |
| AXTA | Sell | AXALTA COATING SYSTEMS LTD. | $102,182,000 | -8.8% | 4,851,965 | -4.2% | 0.51% | +1.0% |
| WBS | Sell | WEBSTER FINANCIAL CORPORATION | $101,653,000 | +5.8% | 2,248,951 | -1.3% | 0.50% | +17.4% |
| GPS | Buy | GAP INC. | $96,370,000 | +17.0% | 11,738,163 | +17.4% | 0.48% | +29.8% |
| BIDU | Buy | BAIDU INC. SPON ADR CLASS A | $88,092,000 | -19.4% | 749,783 | +2.0% | 0.44% | -10.8% |
| ANTM | Sell | ELEVANCE HEALTH INC | $87,210,000 | -6.1% | 191,992 | -0.2% | 0.43% | +4.1% |
| BDC | Sell | BELDEN INC. | $79,792,000 | -17.8% | 1,329,429 | -27.1% | 0.40% | -9.0% |
| JELD | Sell | JELD-WEN HOLDING INC. | $76,966,000 | -40.4% | 8,796,109 | -0.7% | 0.38% | -34.0% |
| ASB | Sell | ASSOCIATED BANC-CORP | $73,957,000 | +7.1% | 3,683,113 | -2.6% | 0.37% | +18.8% |
| GD | Buy | GENERAL DYNAMICS CORPORATION | $73,305,000 | -4.1% | 345,499 | +0.0% | 0.36% | +6.4% |
| UBS | Sell | UBS GROUP AG | $71,555,000 | -13.3% | 4,931,417 | -3.1% | 0.36% | -4.1% |
| ONB | Sell | OLD NATIONAL BANCORP | $70,954,000 | +7.5% | 4,308,087 | -3.4% | 0.35% | +18.9% |
| EPAC | Sell | ENERPAC TOOL GROUP CORP CLASS A | $69,042,000 | -7.6% | 3,872,245 | -1.4% | 0.34% | +2.4% |
| RF | Sell | REGIONS FINANCIAL CORPORATION | $66,876,000 | -0.5% | 3,332,162 | -7.1% | 0.33% | +10.3% |
| DAN | Sell | DANA INCORPORATED | $65,460,000 | -19.8% | 5,727,040 | -1.2% | 0.32% | -11.0% |
| OEC | Buy | ORION ENGINEERED CARBONS SA | $60,573,000 | +4.2% | 4,537,313 | +21.3% | 0.30% | +15.8% |
| MS | Sell | MORGAN STANLEY | $60,325,000 | +1.8% | 763,513 | -2.0% | 0.30% | +13.2% |
| SCS | Sell | STEELCASE INC. CLASS A | $60,336,000 | -39.6% | 9,254,046 | -0.6% | 0.30% | -32.9% |
| UMPQ | Sell | UMPQUA HOLDINGS CORPORATION | $58,967,000 | -0.3% | 3,450,406 | -2.2% | 0.29% | +10.6% |
| CLS | Sell | CELESTICA INC. | $57,794,000 | -15.1% | 6,872,080 | -1.8% | 0.29% | -5.9% |
| MTZ | Sell | MASTEC INC. | $57,074,000 | -13.1% | 898,809 | -1.9% | 0.28% | -3.7% |
| RGA | Sell | REINSURANCE GROUP OF AMERICA INCORPORATED | $55,997,000 | +2.9% | 445,088 | -4.1% | 0.28% | +13.9% |
| KEY | Buy | KEYCORP | $54,167,000 | +11.4% | 3,381,191 | +19.8% | 0.27% | +23.4% |
| WSFS | Sell | WSFS FINANCIAL CORPORATION | $52,824,000 | +11.4% | 1,136,976 | -3.9% | 0.26% | +23.6% |
| DRH | Buy | DIAMONDROCK HOSPITALITY COMPANY | $48,733,000 | -7.4% | 6,489,126 | +1.2% | 0.24% | +2.5% |
| CBRE | Buy | CBRE GROUP INC. CLASS A | $45,579,000 | +70.2% | 675,139 | +85.6% | 0.23% | +88.3% |
| BAP | New | CREDICORP LTD. | $44,663,000 | – | 363,705 | – | 0.22% | – |
| REVG | Sell | REV GROUP INC. | $44,073,000 | -0.6% | 3,995,701 | -2.0% | 0.22% | +10.6% |
| JNPR | Sell | JUNIPER NETWORKS INC. | $42,433,000 | -8.4% | 1,624,538 | -0.1% | 0.21% | +1.4% |
| TBI | Buy | TRUEBLUE INC. | $42,548,000 | +32.4% | 2,229,983 | +24.2% | 0.21% | +46.5% |
| TRS | Sell | TRIMAS CORPORATION | $42,104,000 | -11.6% | 1,679,466 | -2.3% | 0.21% | -1.9% |
| GMS | Sell | GMS INC. | $42,117,000 | -12.2% | 1,052,659 | -2.4% | 0.21% | -2.8% |
| SCSC | Sell | SCANSOURCE INC. | $41,946,000 | -16.7% | 1,588,276 | -1.8% | 0.21% | -8.0% |
| HOPE | Sell | HOPE BANCORP INC. | $41,736,000 | -9.7% | 3,301,923 | -1.2% | 0.21% | 0.0% |
| SPB | Sell | SPECTRUM BRANDS HOLDINGS INC. | $41,358,000 | -52.5% | 1,059,656 | -0.2% | 0.20% | -47.4% |
| USNA | Sell | USANA HEALTH SCIENCES INC. | $40,442,000 | -23.0% | 721,535 | -0.6% | 0.20% | -14.5% |
| UVSP | Sell | UNIVEST FINANCIAL CORPORATION | $39,846,000 | -8.5% | 1,696,998 | -0.8% | 0.20% | +1.5% |
| MRC | Sell | MRC GLOBAL INC. | $39,395,000 | -28.0% | 5,479,174 | -0.3% | 0.20% | -20.0% |
| AMWD | Sell | AMERICAN WOODMARK CORPORATION | $37,912,000 | -3.2% | 864,396 | -0.7% | 0.19% | +7.4% |
| IVZ | Buy | INVESCO LTD. | $36,786,000 | -15.0% | 2,685,142 | +0.0% | 0.18% | -5.7% |
| AEL | Sell | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | $36,231,000 | -43.2% | 971,596 | -44.3% | 0.18% | -37.1% |
| UVV | Sell | UNIVERSAL CORP | $34,450,000 | -31.1% | 748,268 | -9.4% | 0.17% | -23.7% |
| IBN | Sell | ICICI BANK LIMITED SPON ADR | $33,180,000 | +9.0% | 1,582,278 | -7.8% | 0.16% | +21.3% |
| DOOR | New | MASONITE INTERNATIONAL CORP. | $32,805,000 | – | 460,157 | – | 0.16% | – |
| TXT | Sell | TEXTRON INC. | $31,849,000 | -21.7% | 546,675 | -17.9% | 0.16% | -13.2% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADR | $30,606,000 | +7.0% | 446,405 | +27.5% | 0.15% | +18.8% |
| ADNT | New | ADIENT PLC | $30,407,000 | – | 1,095,760 | – | 0.15% | – |
| MPAA | Sell | MOTORCAR PARTS OF AMERICA INC. | $27,958,000 | +15.6% | 1,836,923 | -0.4% | 0.14% | +28.7% |
| ABEV | Buy | AMBEV SA SPON ADR | $27,792,000 | +17.5% | 9,820,624 | +4.2% | 0.14% | +30.2% |
| VREX | Sell | VAREX IMAGING CORPORATION | $26,400,000 | -4.8% | 1,248,801 | -3.7% | 0.13% | +5.6% |
| R | Sell | RYDER SYSTEM INC. | $25,783,000 | -63.5% | 341,544 | -65.6% | 0.13% | -59.5% |
| PAHC | Sell | PHIBRO ANIMAL HEALTH CORPORATION CLASS A | $25,540,000 | -31.1% | 1,921,723 | -0.8% | 0.13% | -23.5% |
| ARGO | Sell | ARGO GROUP INTERNATIONAL HOLDINGS LTD. | $24,757,000 | -47.8% | 1,285,419 | -0.0% | 0.12% | -42.0% |
| IPG | Sell | INTERPUBLIC GROUP OF COMPANIES INC. | $24,036,000 | -11.3% | 938,922 | -4.6% | 0.12% | -1.7% |
| MOGA | Sell | MOOG INC. CLASS A | $23,820,000 | -11.7% | 338,598 | -0.3% | 0.12% | -2.5% |
| CSCO | Sell | CISCO SYSTEMS INC. | $23,540,000 | -7.1% | 588,508 | -0.9% | 0.12% | +3.5% |
| SMCI | Sell | SUPER MICRO COMPUTER INC. | $21,860,000 | -51.9% | 396,954 | -64.8% | 0.11% | -46.6% |
| HOFT | Buy | HOOKER FURNISHINGS CORPORATION | $21,943,000 | -5.2% | 1,626,610 | +9.3% | 0.11% | +4.8% |
| MDU | New | MDU RESOURCES GROUP INC | $21,385,000 | – | 781,895 | – | 0.11% | – |
| SHG | Buy | SHINHAN FINANCIAL GROUP CO. LTD. SPON ADR | $16,731,000 | -19.0% | 727,416 | +0.6% | 0.08% | -9.8% |
| VNO | Buy | VORNADO REALTY TRUST | $16,610,000 | +22.2% | 717,193 | +50.9% | 0.08% | +34.4% |
| FNF | New | FIDELITY NATIONAL FINANCIAL INC. - FNF GROUP | $15,359,000 | – | 424,277 | – | 0.08% | – |
| VFC | New | V.F. CORPORATION | $13,710,000 | – | 458,387 | – | 0.07% | – |
| ETR | Sell | ENTERGY CORPORATION | $11,127,000 | -10.7% | 110,570 | -0.0% | 0.06% | -1.8% |
| KOP | New | KOPPERS HOLDINGS INC. | $9,012,000 | – | 433,700 | – | 0.04% | – |
| Buy | SAMSUNG ELECTRONICS CO. LTD. SPON GDR | $3,737,000 | +24.7% | 4,027 | +47.5% | 0.02% | +46.2% | |
| PKX | Sell | POSCO HOLDINGS INC. SPON ADR | $3,108,000 | -92.7% | 84,898 | -91.1% | 0.02% | -92.1% |
| WLMIY | Sell | WILMAR INTERNATIONAL LIMITED UNSPON ADR | $2,264,000 | -9.7% | 86,162 | -0.2% | 0.01% | 0.0% |
| LNVGY | Sell | LENOVO GROUP LIMITED SPON ADR | $1,477,000 | -26.6% | 107,054 | -0.3% | 0.01% | -22.2% |
| BKR | Sell | BAKER HUGHES COMPANY CLASS A | $1,137,000 | -97.9% | 54,254 | -97.1% | 0.01% | -97.5% |
| New | VALARIS LTD | $979,000 | – | 1,000,000 | – | 0.01% | – | |
| New | LATAM FINANCE LTD | $971,000 | – | 1,000,000 | – | 0.01% | – | |
| CEZYY | Sell | CEZ AS UNSPON ADR | $830,000 | -36.3% | 48,389 | -16.7% | 0.00% | -33.3% |
| REGN | Sell | REGENERON PHARMACEUTICALS INC. | $547,000 | -17.2% | 794 | -29.0% | 0.00% | 0.0% |
| MRK | Sell | MERCK & CO. INC. | $553,000 | -14.9% | 6,425 | -10.0% | 0.00% | 0.0% |
| MEDP | Sell | MEDPACE HOLDINGS INC. | $608,000 | -5.0% | 3,870 | -9.5% | 0.00% | 0.0% |
| IAC | New | IAC INC | $406,000 | – | 7,324 | – | 0.00% | – |
| WSM | Sell | WILLIAMS-SONOMA INC. | $320,000 | -13.3% | 2,718 | -18.3% | 0.00% | 0.0% |
| BCS | Buy | BARCLAYS PLC SPON ADR | $360,000 | -14.3% | 56,305 | +1.8% | 0.00% | 0.0% |
| LSTR | New | LANDSTAR SYSTEM INC. | $224,000 | – | 1,549 | – | 0.00% | – |
| PLTK | Buy | PLAYTIKA HOLDING CORP. | $218,000 | -27.8% | 23,178 | +1.6% | 0.00% | 0.0% |
| CACI | Buy | CACI INTERNATIONAL INC CLASS A | $245,000 | +13.4% | 940 | +22.9% | 0.00% | 0.0% |
| SWKS | Buy | SKYWORKS SOLUTIONS INC. | $285,000 | -4.0% | 3,342 | +4.1% | 0.00% | 0.0% |
| NEX | Sell | NEXTIER OILFIELD SOLUTIONS INC. | $165,000 | -95.8% | 22,331 | -94.6% | 0.00% | -94.1% |
| AN | Exit | AUTONATION INC. | $0 | – | -1,882 | – | -0.00% | – |
| HMC | Exit | HONDA MOTOR CO. LTD. SPON ADR | $0 | – | -9,011 | – | -0.00% | – |
| DHI | Exit | D.R. HORTON INC. | $0 | – | -3,981 | – | -0.00% | – |
| MUR | Exit | MURPHY OIL CORPORATION | $0 | – | -8,444 | – | -0.00% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A | $929,211,000 | – | 13,768,131 | – | 4.16% | – |
| EIX | New | EDISON INTERNATIONAL | $882,790,000 | – | 13,959,362 | – | 3.95% | – |
| New | GENERAL ELECTRIC COMPANY | $829,986,000 | – | 13,035,744 | – | 3.72% | – | |
| LEA | New | LEAR CORPORATION | $813,637,000 | – | 6,463,079 | – | 3.64% | – |
| MCK | New | MCKESSON CORPORATION | $793,786,000 | – | 2,433,360 | – | 3.56% | – |
| WAB | New | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | $786,217,000 | – | 9,578,666 | – | 3.52% | – |
| NWL | New | NEWELL BRANDS INC | $715,320,000 | – | 37,569,337 | – | 3.20% | – |
| C | New | CITIGROUP INC. | $705,228,000 | – | 15,334,377 | – | 3.16% | – |
| WFC | New | WELLS FARGO & COMPANY | $665,627,000 | – | 16,993,279 | – | 2.98% | – |
| NRG | New | NRG ENERGY INC. | $630,973,000 | – | 16,530,610 | – | 2.83% | – |
| NOV | New | NOV INC | $623,064,000 | – | 36,845,885 | – | 2.79% | – |
| EQH | New | EQUITABLE HOLDINGS INC. | $577,386,000 | – | 22,147,532 | – | 2.59% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP INC. | $547,742,000 | – | 10,712,738 | – | 2.45% | – |
| DOX | New | AMDOCS LIMITED | $528,784,000 | – | 6,347,183 | – | 2.37% | – |
| HAL | New | HALLIBURTON COMPANY | $523,050,000 | – | 16,678,893 | – | 2.34% | – |
| SSNC | New | SS&C TECHNOLOGIES HOLDINGS INC. | $517,775,000 | – | 8,916,391 | – | 2.32% | – |
| COF | New | CAPITAL ONE FINANCIAL CORPORATION | $504,570,000 | – | 4,842,786 | – | 2.26% | – |
| AVT | New | AVNET INC. | $460,560,000 | – | 10,740,660 | – | 2.06% | – |
| PVH | New | PVH CORP. | $451,784,000 | – | 7,939,967 | – | 2.02% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE CO. | $425,320,000 | – | 32,075,426 | – | 1.90% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LIMITED | $386,978,000 | – | 6,778,381 | – | 1.73% | – |
| GIL | New | GILDAN ACTIVEWEAR INC. | $362,255,000 | – | 12,587,056 | – | 1.62% | – |
| FMS | New | FRESENIUS MEDICAL CARE AG & CO. KGAA SPON ADR | $328,610,000 | – | 13,176,037 | – | 1.47% | – |
| DOW | New | DOW INC. | $323,945,000 | – | 6,276,788 | – | 1.45% | – |
| BMY | New | BRISTOL-MYERS SQUIBB COMPANY | $321,185,000 | – | 4,171,232 | – | 1.44% | – |
| MET | New | METLIFE INC. | $316,918,000 | – | 5,047,273 | – | 1.42% | – |
| BAC | New | BANK OF AMERICA CORP | $286,216,000 | – | 9,194,205 | – | 1.28% | – |
| SKX | New | SKECHERS U.S.A. INC. CLASS A | $285,849,000 | – | 8,033,986 | – | 1.28% | – |
| VOYA | New | VOYA FINANCIAL INC. | $279,683,000 | – | 4,698,182 | – | 1.25% | – |
| TCOM | New | TRIP.COM GROUP LTD. SPON ADR | $268,371,000 | – | 9,776,714 | – | 1.20% | – |
| XOM | New | EXXON MOBIL CORPORATION | $267,559,000 | – | 3,124,235 | – | 1.20% | – |
| MHK | New | MOHAWK INDUSTRIES INC. | $256,705,000 | – | 2,068,700 | – | 1.15% | – |
| JPM | New | JPMORGAN CHASE & CO. | $217,790,000 | – | 1,934,016 | – | 0.98% | – |
| GS | New | GOLDMAN SACHS GROUP INC. | $178,595,000 | – | 601,289 | – | 0.80% | – |
| FTI | New | TECHNIPFMC PLC | $176,981,000 | – | 26,297,342 | – | 0.79% | – |
| ORCL | New | ORACLE CORPORATION | $166,160,000 | – | 2,378,126 | – | 0.74% | – |
| PFE | New | PFIZER INC. | $155,687,000 | – | 2,969,435 | – | 0.70% | – |
| New | SHELL PLC | $154,960,000 | – | 2,963,476 | – | 0.69% | – | |
| BKNG | New | BOOKING HOLDINGS INC. | $154,210,000 | – | 88,171 | – | 0.69% | – |
| CAH | New | CARDINAL HEALTH INC. | $151,355,000 | – | 2,895,642 | – | 0.68% | – |
| JELD | New | JELD-WEN HOLDING INC. | $129,221,000 | – | 8,856,852 | – | 0.58% | – |
| OLN | New | OLIN CORPORATION | $127,571,000 | – | 2,756,506 | – | 0.57% | – |
| AMGN | New | AMGEN INC. | $127,045,000 | – | 522,173 | – | 0.57% | – |
| CNO | New | CNO FINANCIAL GROUP INC. | $125,302,000 | – | 6,926,581 | – | 0.56% | – |
| TEX | New | TEREX CORPORATION | $121,818,000 | – | 4,450,787 | – | 0.55% | – |
| JNJ | New | JOHNSON & JOHNSON | $113,135,000 | – | 637,343 | – | 0.51% | – |
| FLEX | New | FLEX LTD. | $112,871,000 | – | 7,800,361 | – | 0.51% | – |
| CI | New | CIGNA CORPORATION | $112,754,000 | – | 427,875 | – | 0.50% | – |
| AXTA | New | AXALTA COATING SYSTEMS LTD. | $111,990,000 | – | 5,065,126 | – | 0.50% | – |
| BIDU | New | BAIDU INC. SPON ADR CLASS A | $109,332,000 | – | 735,103 | – | 0.49% | – |
| SCS | New | STEELCASE INC. CLASS A | $99,872,000 | – | 9,307,779 | – | 0.45% | – |
| BDC | New | BELDEN INC. | $97,096,000 | – | 1,822,722 | – | 0.44% | – |
| WBS | New | WEBSTER FINANCIAL CORPORATION | $96,053,000 | – | 2,278,828 | – | 0.43% | – |
| ANTM | New | ELEVANCE HEALTH INC | $92,835,000 | – | 192,372 | – | 0.42% | – |
| SPB | New | SPECTRUM BRANDS HOLDINGS INC. | $87,071,000 | – | 1,061,585 | – | 0.39% | – |
| UBS | New | UBS GROUP AG | $82,528,000 | – | 5,088,031 | – | 0.37% | – |
| GPS | New | GAP INC. | $82,396,000 | – | 9,999,535 | – | 0.37% | – |
| DAN | New | DANA INCORPORATED | $81,580,000 | – | 5,798,157 | – | 0.36% | – |
| GD | New | GENERAL DYNAMICS CORPORATION | $76,429,000 | – | 345,443 | – | 0.34% | – |
| EPAC | New | ENERPAC TOOL GROUP CORP CLASS A | $74,724,000 | – | 3,928,715 | – | 0.34% | – |
| R | New | RYDER SYSTEM INC. | $70,602,000 | – | 993,551 | – | 0.32% | – |
| ASB | New | ASSOCIATED BANC-CORP | $69,026,000 | – | 3,780,176 | – | 0.31% | – |
| CLS | New | CELESTICA INC. | $68,042,000 | – | 7,000,230 | – | 0.30% | – |
| RF | New | REGIONS FINANCIAL CORPORATION | $67,232,000 | – | 3,585,733 | – | 0.30% | – |
| ONB | New | OLD NATIONAL BANCORP | $65,981,000 | – | 4,461,199 | – | 0.30% | – |
| MTZ | New | MASTEC INC. | $65,641,000 | – | 916,003 | – | 0.29% | – |
| AEL | New | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | $63,745,000 | – | 1,743,109 | – | 0.29% | – |
| MS | New | MORGAN STANLEY | $59,247,000 | – | 778,946 | – | 0.26% | – |
| UMPQ | New | UMPQUA HOLDINGS CORPORATION | $59,143,000 | – | 3,526,700 | – | 0.26% | – |
| OEC | New | ORION ENGINEERED CARBONS SA | $58,104,000 | – | 3,741,388 | – | 0.26% | – |
| MRC | New | MRC GLOBAL INC. | $54,720,000 | – | 5,494,016 | – | 0.24% | – |
| RGA | New | REINSURANCE GROUP OF AMERICA INCORPORATED | $54,418,000 | – | 463,961 | – | 0.24% | – |
| BKR | New | BAKER HUGHES COMPANY CLASS A | $53,103,000 | – | 1,839,376 | – | 0.24% | – |
| DRH | New | DIAMONDROCK HOSPITALITY COMPANY | $52,654,000 | – | 6,413,413 | – | 0.24% | – |
| USNA | New | USANA HEALTH SCIENCES INC. | $52,508,000 | – | 725,651 | – | 0.24% | – |
| SCSC | New | SCANSOURCE INC. | $50,377,000 | – | 1,617,768 | – | 0.23% | – |
| UVV | New | UNIVERSAL CORP | $49,964,000 | – | 825,859 | – | 0.22% | – |
| KEY | New | KEYCORP | $48,620,000 | – | 2,821,824 | – | 0.22% | – |
| GMS | New | GMS INC. | $47,987,000 | – | 1,078,363 | – | 0.22% | – |
| TRS | New | TRIMAS CORPORATION | $47,613,000 | – | 1,719,497 | – | 0.21% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL HOLDINGS LTD. | $47,386,000 | – | 1,285,569 | – | 0.21% | – |
| WSFS | New | WSFS FINANCIAL CORPORATION | $47,422,000 | – | 1,182,877 | – | 0.21% | – |
| JNPR | New | JUNIPER NETWORKS INC. | $46,336,000 | – | 1,625,824 | – | 0.21% | – |
| FITB | New | FIFTH THIRD BANCORP | $46,218,000 | – | 1,375,531 | – | 0.21% | – |
| HOPE | New | HOPE BANCORP INC. | $46,242,000 | – | 3,341,176 | – | 0.21% | – |
| SMCI | New | SUPER MICRO COMPUTER INC. | $45,479,000 | – | 1,127,116 | – | 0.20% | – |
| REVG | New | REV GROUP INC. | $44,318,000 | – | 4,077,081 | – | 0.20% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATION | $43,529,000 | – | 1,711,041 | – | 0.20% | – |
| IVZ | New | INVESCO LTD. | $43,300,000 | – | 2,684,457 | – | 0.19% | – |
| PKX | New | POSCO HOLDINGS INC. SPON ADR | $42,414,000 | – | 952,698 | – | 0.19% | – |
| TXT | New | TEXTRON INC. | $40,669,000 | – | 665,947 | – | 0.18% | – |
| AMWD | New | AMERICAN WOODMARK CORPORATION | $39,172,000 | – | 870,299 | – | 0.18% | – |
| HSIC | New | HENRY SCHEIN INC. | $38,749,000 | – | 504,938 | – | 0.17% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORPORATION CLASS A | $37,045,000 | – | 1,936,464 | – | 0.17% | – |
| MSM | New | MSC INDUSTRIAL DIRECT CO. INC. CLASS A | $34,377,000 | – | 457,692 | – | 0.15% | – |
| TBI | New | TRUEBLUE INC. | $32,148,000 | – | 1,795,992 | – | 0.14% | – |
| IBN | New | ICICI BANK LIMITED SPON ADR | $30,441,000 | – | 1,715,932 | – | 0.14% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADR | $28,613,000 | – | 350,005 | – | 0.13% | – |
| VREX | New | VAREX IMAGING CORPORATION | $27,725,000 | – | 1,296,164 | – | 0.12% | – |
| MOGA | New | MOOG INC. CLASS A | $26,974,000 | – | 339,763 | – | 0.12% | – |
| IPG | New | INTERPUBLIC GROUP OF COMPANIES INC. | $27,096,000 | – | 984,242 | – | 0.12% | – |
| CBRE | New | CBRE GROUP INC. CLASS A | $26,781,000 | – | 363,826 | – | 0.12% | – |
| ARW | New | ARROW ELECTRONICS INC. | $26,178,000 | – | 233,547 | – | 0.12% | – |
| CSCO | New | CISCO SYSTEMS INC. | $25,331,000 | – | 594,062 | – | 0.11% | – |
| MPAA | New | MOTORCAR PARTS OF AMERICA INC. | $24,189,000 | – | 1,843,639 | – | 0.11% | – |
| ABEV | New | AMBEV SA SPON ADR | $23,648,000 | – | 9,421,397 | – | 0.11% | – |
| GL | New | GLOBE LIFE INC. | $23,556,000 | – | 241,670 | – | 0.11% | – |
| HOFT | New | HOOKER FURNISHINGS CORPORATION | $23,135,000 | – | 1,487,787 | – | 0.10% | – |
| G | New | GENPACT LIMITED | $21,399,000 | – | 505,174 | – | 0.10% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO. LTD. SPON ADR | $20,643,000 | – | 722,806 | – | 0.09% | – |
| THNPY | New | TECHNIP ENERGIES NV ADR | $15,316,000 | – | 1,236,155 | – | 0.07% | – |
| VNO | New | VORNADO REALTY TRUST | $13,592,000 | – | 475,402 | – | 0.06% | – |
| ETR | New | ENTERGY CORPORATION | $12,455,000 | – | 110,572 | – | 0.06% | – |
| VZ | New | VERIZON COMMUNICATIONS INC. | $11,670,000 | – | 229,953 | – | 0.05% | – |
| SNA | New | SNAP-ON INCORPORATED | $11,071,000 | – | 56,187 | – | 0.05% | – |
| BABA | New | ALIBABA GROUP HOLDING LTD. SPON ADR | $4,454,000 | – | 39,184 | – | 0.02% | – |
| New | HON HAI PRECISION INDUSTRY CO. LTD. SPON GDR 144A | $4,370,000 | – | 596,073 | – | 0.02% | – | |
| NEX | New | NEXTIER OILFIELD SOLUTIONS INC. | $3,898,000 | – | 409,872 | – | 0.02% | – |
| CIG | New | COMPANHIA ENERGETICA DE MINAS GERAIS SA SPON ADR | $3,520,000 | – | 1,742,473 | – | 0.02% | – |
| SCBFY | New | STANDARD CHARTERED PLC UNSPON ADR | $3,307,000 | – | 216,586 | – | 0.02% | – |
| SSL | New | SASOL LIMITED SPON ADR | $3,097,000 | – | 134,287 | – | 0.01% | – |
| GXYYY | New | GALAXY ENTERTAINMENT GROUP LIMITED UNSPON ADR | $3,187,000 | – | 107,659 | – | 0.01% | – |
| New | SAMSUNG ELECTRONICS CO. LTD. SPON GDR | $2,996,000 | – | 2,730 | – | 0.01% | – | |
| PCFBY | New | PACIFIC BASIN SHIPPING LIMITED UNSPON ADR | $2,429,000 | – | 313,015 | – | 0.01% | – |
| WLMIY | New | WILMAR INTERNATIONAL LIMITED UNSPON ADR | $2,508,000 | – | 86,351 | – | 0.01% | – |
| LNVGY | New | LENOVO GROUP LIMITED SPON ADR | $2,011,000 | – | 107,424 | – | 0.01% | – |
| New | HYUNDAI MOTOR COMPANY SPON GDR 144A | $1,866,000 | – | 26,847 | – | 0.01% | – | |
| ITUB | New | ITAU UNIBANCO HOLDING S.A. SPON ADR PFD | $1,471,000 | – | 343,744 | – | 0.01% | – |
| CICHY | New | CHINA CONSTRUCTION BANK CORPORATION UNSPON ADR | $1,649,000 | – | 123,360 | – | 0.01% | – |
| CEZYY | New | CEZ AS UNSPON ADR | $1,304,000 | – | 58,063 | – | 0.01% | – |
| KB | New | KB FINANCIAL GROUP INC. SPON ADR | $1,247,000 | – | 33,522 | – | 0.01% | – |
| VTKLY | New | VTECH HOLDINGS LIMITED UNSPON ADR | $1,082,000 | – | 139,730 | – | 0.01% | – |
| DNFGY | New | DONGFENG MOTOR GROUP CO. LTD. UNSPON ADR CLASS H | $955,000 | – | 25,144 | – | 0.00% | – |
| TSCDY | New | TESCO PLC SPON ADR | $783,000 | – | 84,268 | – | 0.00% | – |
| REGN | New | REGENERON PHARMACEUTICALS INC. | $661,000 | – | 1,119 | – | 0.00% | – |
| RNRTY | New | REUNERT LIMITED UNSPON ADR | $625,000 | – | 127,975 | – | 0.00% | – |
| MRK | New | MERCK & CO. INC. | $650,000 | – | 7,135 | – | 0.00% | – |
| MEDP | New | MEDPACE HOLDINGS INC. | $640,000 | – | 4,278 | – | 0.00% | – |
| VWAPY | New | VOLKSWAGEN AG UNSPON ADR PFD | $566,000 | – | 42,703 | – | 0.00% | – |
| ITRN | New | ITURAN LOCATION AND CONTROL LTD. | $652,000 | – | 26,625 | – | 0.00% | – |
| IPGP | New | IPG PHOTONICS CORPORATION | $395,000 | – | 4,192 | – | 0.00% | – |
| HUM | New | HUMANA INC. | $395,000 | – | 844 | – | 0.00% | – |
| LRCX | New | LAM RESEARCH CORPORATION | $375,000 | – | 879 | – | 0.00% | – |
| ABC | New | AMERISOURCEBERGEN CORPORATION | $549,000 | – | 3,878 | – | 0.00% | – |
| FB | New | META PLATFORMS INC. CLASS A | $545,000 | – | 3,378 | – | 0.00% | – |
| EXEL | New | EXELIXIS INC. | $430,000 | – | 20,669 | – | 0.00% | – |
| NOK | New | NOKIA OYJ SPON ADR | $526,000 | – | 114,106 | – | 0.00% | – |
| DELL | New | DELL TECHNOLOGIES INC CLASS C | $352,000 | – | 7,618 | – | 0.00% | – |
| WSM | New | WILLIAMS-SONOMA INC. | $369,000 | – | 3,327 | – | 0.00% | – |
| CMCSA | New | COMCAST CORPORATION CLASS A | $452,000 | – | 11,510 | – | 0.00% | – |
| QRVO | New | QORVO INC. | $400,000 | – | 4,245 | – | 0.00% | – |
| BIIB | New | BIOGEN INC. | $486,000 | – | 2,384 | – | 0.00% | – |
| BCS | New | BARCLAYS PLC SPON ADR | $420,000 | – | 55,321 | – | 0.00% | – |
| INTC | New | INTEL CORPORATION | $398,000 | – | 10,632 | – | 0.00% | – |
| LPLA | New | LPL FINANCIAL HOLDINGS INC. | $382,000 | – | 2,072 | – | 0.00% | – |
| AN | New | AUTONATION INC. | $210,000 | – | 1,882 | – | 0.00% | – |
| DGX | New | QUEST DIAGNOSTICS INCORPORATED | $261,000 | – | 1,966 | – | 0.00% | – |
| New | HON HAI PRECISION INDUSTRY CO. LTD. SPON GDR REGS | $170,000 | – | 23,319 | – | 0.00% | – | |
| SWKS | New | SKYWORKS SOLUTIONS INC. | $297,000 | – | 3,209 | – | 0.00% | – |
| MUR | New | MURPHY OIL CORPORATION | $255,000 | – | 8,444 | – | 0.00% | – |
| HMC | New | HONDA MOTOR CO. LTD. SPON ADR | $218,000 | – | 9,011 | – | 0.00% | – |
| SIRI | New | SIRIUS XM HOLDINGS INC. | $127,000 | – | 20,715 | – | 0.00% | – |
| F | New | FORD MOTOR COMPANY | $167,000 | – | 14,961 | – | 0.00% | – |
| DHI | New | D.R. HORTON INC. | $264,000 | – | 3,981 | – | 0.00% | – |
| PLTK | New | PLAYTIKA HOLDING CORP. | $302,000 | – | 22,824 | – | 0.00% | – |
| SMUUY | New | SIAM COMMERCIAL BANK PUBLIC COMPANY LTD UNSPON ADR | $240,000 | – | 180,465 | – | 0.00% | – |
| CACI | New | CACI INTERNATIONAL INC CLASS A | $216,000 | – | 765 | – | 0.00% | – |
| LUKOY | New | OIL COMPANY LUKOIL PJSC SPON ADR | $0 | – | 45,362 | – | 0.00% | – |
Q4 2021
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | GENERAL ELECTRIC COMPANY | $1,048,912,000 | – | 10,180,643 | – | 4.15% | – | |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A | $1,047,171,000 | +25.3% | 14,110,915 | +16.9% | 4.14% | +27.5% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP INC. | $923,748,000 | +6.2% | 16,829,070 | -7.9% | 3.66% | +8.0% |
| WAB | Sell | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | $878,294,000 | +2.8% | 10,187,842 | -1.9% | 3.48% | +4.6% |
| WFC | Sell | WELLS FARGO & COMPANY | $876,218,000 | -0.1% | 18,879,940 | -2.6% | 3.47% | +1.6% |
| HAL | Buy | HALLIBURTON COMPANY | $843,467,000 | -5.2% | 39,013,261 | +1.4% | 3.34% | -3.5% |
| EIX | Sell | EDISON INTERNATIONAL | $814,674,000 | -4.2% | 14,686,755 | -0.2% | 3.22% | -2.6% |
| LEA | Buy | LEAR CORPORATION | $811,638,000 | -4.0% | 5,186,846 | +7.5% | 3.21% | -2.3% |
| PVH | Sell | PVH CORP. | $773,343,000 | -7.5% | 7,523,521 | -3.2% | 3.06% | -5.9% |
| C | Buy | CITIGROUP INC. | $733,850,000 | +1.6% | 10,456,683 | +2.4% | 2.90% | +3.3% |
| NRG | Buy | NRG ENERGY INC. | $673,032,000 | +17.4% | 16,483,758 | +15.9% | 2.66% | +19.5% |
| EQH | Buy | EQUITABLE HOLDINGS INC. | $655,968,000 | +5.6% | 22,131,172 | +8.5% | 2.60% | +7.4% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE CO. | $618,114,000 | -2.2% | 43,376,456 | +0.1% | 2.45% | -0.5% |
| COF | Sell | CAPITAL ONE FINANCIAL CORPORATION | $616,964,000 | -11.8% | 3,809,125 | -15.8% | 2.44% | -10.3% |
| BKR | Buy | BAKER HUGHES COMPANY CLASS A | $598,652,000 | +10.3% | 24,207,511 | +2.0% | 2.37% | +12.2% |
| MCK | Sell | MCKESSON CORPORATION | $593,956,000 | -2.6% | 2,979,015 | -6.6% | 2.35% | -0.9% |
| NWL | Buy | NEWELL BRANDS INC | $579,255,000 | -15.5% | 26,163,291 | +4.8% | 2.29% | -14.1% |
| NOV | Sell | NOV INC | $534,877,000 | -15.0% | 40,799,160 | -0.7% | 2.12% | -13.6% |
| AVT | Sell | AVNET INC. | $452,012,000 | -9.8% | 12,226,449 | -2.3% | 1.79% | -8.3% |
| BAC | Sell | BANK OF AMERICA CORP | $410,966,000 | -1.8% | 9,681,180 | -4.6% | 1.63% | -0.1% |
| DOX | Buy | AMDOCS LIMITED | $400,976,000 | -1.4% | 5,296,210 | +0.8% | 1.59% | +0.3% |
| GIL | Sell | GILDAN ACTIVEWEAR INC. | $389,956,000 | -14.5% | 10,680,800 | -13.5% | 1.54% | -12.9% |
| DOW | Buy | DOW INC. | $357,592,000 | +6.3% | 6,212,506 | +16.9% | 1.42% | +8.1% |
| TXT | Sell | TEXTRON INC. | $355,704,000 | -33.3% | 5,095,312 | -34.3% | 1.41% | -32.1% |
| F | Sell | FORD MOTOR COMPANY | $342,689,000 | -16.5% | 24,201,219 | -12.3% | 1.36% | -15.0% |
| XOM | Buy | EXXON MOBIL CORPORATION | $336,816,000 | -4.9% | 5,726,218 | +2.0% | 1.33% | -3.3% |
| MET | Buy | METLIFE INC. | $328,207,000 | +3.9% | 5,316,817 | +0.8% | 1.30% | +5.8% |
| AXS | Buy | AXIS CAPITAL HOLDINGS LIMITED | $327,003,000 | -4.1% | 7,102,578 | +2.1% | 1.29% | -2.5% |
| VOYA | Buy | VOYA FINANCIAL INC. | $295,291,000 | +1.6% | 4,810,089 | +1.8% | 1.17% | +3.4% |
| MHK | Sell | MOHAWK INDUSTRIES INC. | $282,079,000 | -8.7% | 1,590,075 | -1.1% | 1.12% | -7.1% |
| JPM | Buy | JPMORGAN CHASE & CO. | $280,931,000 | +7.3% | 1,716,239 | +1.9% | 1.11% | +9.1% |
| ORCL | Sell | ORACLE CORPORATION | $256,758,000 | +0.2% | 2,946,834 | -10.5% | 1.02% | +1.9% |
| GS | Sell | GOLDMAN SACHS GROUP INC. | $240,964,000 | -10.7% | 637,421 | -10.3% | 0.95% | -9.1% |
| FMS | New | FRESENIUS MEDICAL CARE AG & CO. KGAA SPON ADR | $224,080,000 | – | 6,407,774 | – | 0.89% | – |
| TCOM | Buy | TRIP.COM GROUP LTD. SPON ADR | $216,683,000 | -0.3% | 7,046,589 | +15.0% | 0.86% | +1.5% |
| PFE | Buy | PFIZER INC. | $215,992,000 | +82.7% | 5,021,894 | +66.4% | 0.86% | +85.9% |
| SKX | Sell | SKECHERS U.S.A. INC. CLASS A | $196,016,000 | -22.9% | 4,653,758 | -8.8% | 0.78% | -21.5% |
| JELD | Buy | JELD-WEN HOLDING INC. | $185,253,000 | +7.7% | 7,401,245 | +13.0% | 0.73% | +9.6% |
| RDSA | Sell | ROYAL DUTCH SHELL PLC SPON ADR CLASS A | $179,656,000 | -1.1% | 4,030,880 | -10.4% | 0.71% | +0.6% |
| SWK | Sell | STANLEY BLACK & DECKER INC. | $177,500,000 | -16.1% | 1,012,492 | -1.9% | 0.70% | -14.6% |
| MS | Sell | MORGAN STANLEY | $170,736,000 | -22.7% | 1,754,556 | -27.2% | 0.68% | -21.3% |
| OLN | Sell | OLIN CORPORATION | $163,729,000 | -11.4% | 3,393,354 | -15.1% | 0.65% | -9.9% |
| CNO | Sell | CNO FINANCIAL GROUP INC. | $159,810,000 | -3.7% | 6,788,861 | -3.4% | 0.63% | -2.0% |
| FTI | Sell | TECHNIPFMC PLC | $157,710,000 | -22.6% | 20,944,215 | -7.0% | 0.62% | -21.3% |
| CAH | Sell | CARDINAL HEALTH INC. | $146,225,000 | -13.6% | 2,956,436 | -0.2% | 0.58% | -12.0% |
| JNJ | New | JOHNSON & JOHNSON | $143,076,000 | – | 885,917 | – | 0.57% | – |
| R | Sell | RYDER SYSTEM INC. | $140,581,000 | -14.1% | 1,699,681 | -22.8% | 0.56% | -12.7% |
| TEX | Sell | TEREX CORPORATION | $136,903,000 | -14.3% | 3,251,860 | -3.0% | 0.54% | -12.7% |
| FLEX | Sell | FLEX LTD. | $136,557,000 | -3.3% | 7,723,828 | -2.3% | 0.54% | -1.6% |
| CVE | Sell | CENOVUS ENERGY INC. | $127,712,000 | +1.0% | 12,695,023 | -3.8% | 0.51% | +2.8% |
| WBS | Buy | WEBSTER FINANCIAL CORPORATION | $123,672,000 | +2.5% | 2,270,870 | +0.4% | 0.49% | +4.5% |
| BIDU | Sell | BAIDU INC. SPON ADR CLASS A | $119,591,000 | -27.2% | 777,825 | -3.4% | 0.47% | -26.0% |
| BKNG | Buy | BOOKING HOLDINGS INC. | $117,839,000 | +12.7% | 49,640 | +3.8% | 0.47% | +14.5% |
| BDC | Sell | BELDEN INC. | $114,187,000 | +10.6% | 1,959,959 | -4.0% | 0.45% | +12.4% |
| AMGN | Sell | AMGEN INC. | $113,400,000 | -22.6% | 533,272 | -11.3% | 0.45% | -21.2% |
| UBS | Buy | UBS GROUP AG | $105,593,000 | +5.7% | 6,624,379 | +1.8% | 0.42% | +7.5% |
| SPB | Buy | SPECTRUM BRANDS HOLDINGS INC. | $96,391,000 | +35.8% | 1,007,541 | +20.7% | 0.38% | +38.4% |
| CI | Sell | CIGNA CORPORATION | $87,969,000 | -16.8% | 439,491 | -1.5% | 0.35% | -15.5% |
| EPAC | Buy | ENERPAC TOOL GROUP CORP CLASS A | $81,113,000 | -22.1% | 3,912,847 | +0.0% | 0.32% | -20.7% |
| RF | Sell | REGIONS FINANCIAL CORPORATION | $80,246,000 | +3.8% | 3,765,633 | -1.7% | 0.32% | +5.6% |
| CLS | Sell | CELESTICA INC. | $77,295,000 | +12.2% | 8,704,408 | -0.8% | 0.31% | +14.2% |
| SCS | Buy | STEELCASE INC. CLASS A | $76,085,000 | -14.1% | 6,000,369 | +2.3% | 0.30% | -12.8% |
| ASB | Buy | ASSOCIATED BANC-CORP | $74,483,000 | +5.7% | 3,477,267 | +1.1% | 0.30% | +7.7% |
| ANTM | New | ANTHEM INC. | $71,555,000 | – | 191,940 | – | 0.28% | – |
| BMY | Sell | BRISTOL-MYERS SQUIBB COMPANY | $69,699,000 | -28.6% | 1,177,943 | -19.3% | 0.28% | -27.4% |
| FMBI | Buy | FIRST MIDWEST BANCORP INC. | $68,898,000 | -2.6% | 3,624,298 | +1.6% | 0.27% | -0.7% |
| DAN | Buy | DANA INCORPORATED | $68,469,000 | -5.0% | 3,078,643 | +1.5% | 0.27% | -3.2% |
| MUR | Sell | MURPHY OIL CORPORATION | $68,020,000 | +2.9% | 2,724,072 | -4.0% | 0.27% | +4.7% |
| GD | New | GENERAL DYNAMICS CORPORATION | $67,585,000 | – | 344,771 | – | 0.27% | – |
| PKX | Sell | POSCO SPON ADR | $66,072,000 | -13.3% | 957,976 | -3.5% | 0.26% | -11.5% |
| IVZ | Sell | INVESCO LTD. | $64,863,000 | -11.3% | 2,690,315 | -1.6% | 0.26% | -9.5% |
| FITB | Sell | FIFTH THIRD BANCORP | $64,507,000 | -1.7% | 1,519,955 | -11.5% | 0.26% | 0.0% |
| KEY | Sell | KEYCORP | $64,157,000 | -12.1% | 2,967,479 | -16.1% | 0.25% | -10.6% |
| REVG | Sell | REV GROUP INC. | $62,236,000 | +6.5% | 3,626,812 | -2.7% | 0.25% | +8.4% |
| AEL | Sell | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | $61,238,000 | -8.5% | 2,070,959 | -0.0% | 0.24% | -6.9% |
| NEX | Buy | NEXTIER OILFIELD SOLUTIONS INC. | $60,423,000 | +31.6% | 13,135,360 | +36.2% | 0.24% | +33.5% |
| GTS | Sell | TRIPLE-S MANAGEMENT CORPORATION CLASS B | $59,124,000 | +33.5% | 1,671,580 | -15.9% | 0.23% | +36.0% |
| MTZ | Sell | MASTEC INC. | $56,683,000 | -19.2% | 656,960 | -0.6% | 0.22% | -17.9% |
| SCSC | Buy | SCANSOURCE INC. | $55,657,000 | +23.7% | 1,599,803 | +0.0% | 0.22% | +25.7% |
| TRS | Buy | TRIMAS CORPORATION | $55,656,000 | +24.2% | 1,719,905 | +16.4% | 0.22% | +26.4% |
| UMPQ | Sell | UMPQUA HOLDINGS CORPORATION | $54,545,000 | +9.0% | 2,693,596 | -0.6% | 0.22% | +10.8% |
| JNPR | Sell | JUNIPER NETWORKS INC. | $53,739,000 | -31.7% | 1,952,720 | -32.1% | 0.21% | -30.4% |
| HBAN | Buy | HUNTINGTON BANCSHARES INCORPORATED | $52,345,000 | +8.9% | 3,385,803 | +0.5% | 0.21% | +10.7% |
| OEC | Buy | ORION ENGINEERED CARBONS SA | $52,291,000 | +9.0% | 2,868,426 | +13.6% | 0.21% | +10.7% |
| RGA | Sell | REINSURANCE GROUP OF AMERICA INCORPORATED | $51,698,000 | -4.5% | 464,660 | -2.2% | 0.20% | -2.8% |
| SMCI | Sell | SUPER MICRO COMPUTER INC. | $51,366,000 | +3.5% | 1,404,606 | -0.4% | 0.20% | +5.2% |
| HOPE | Buy | HOPE BANCORP INC. | $50,996,000 | +2.2% | 3,531,570 | +0.4% | 0.20% | +4.1% |
| DRH | Buy | DIAMONDROCK HOSPITALITY COMPANY | $49,071,000 | +34.7% | 5,192,684 | +38.2% | 0.19% | +36.6% |
| ARGO | Buy | ARGO GROUP INTERNATIONAL HOLDINGS LTD. | $47,976,000 | +2.0% | 918,723 | +1.2% | 0.19% | +3.8% |
| TBI | Buy | TRUEBLUE INC. | $47,784,000 | -2.8% | 1,764,551 | +0.9% | 0.19% | -1.0% |
| THNPY | Sell | TECHNIP ENERGIES NV ADR | $47,643,000 | +3.4% | 3,040,379 | -10.0% | 0.19% | +5.6% |
| UVSP | Sell | UNIVEST FINANCIAL CORPORATION | $46,850,000 | +3.6% | 1,710,469 | -0.3% | 0.18% | +5.1% |
| UVV | Buy | UNIVERSAL CORP | $41,668,000 | -14.0% | 862,152 | +1.4% | 0.16% | -12.7% |
| MOGA | Buy | MOOG INC. CLASS A | $41,286,000 | -7.2% | 541,594 | +2.3% | 0.16% | -5.8% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADR | $38,080,000 | -7.2% | 341,064 | -0.2% | 0.15% | -5.6% |
| IBN | Sell | ICICI BANK LIMITED SPON ADR | $37,710,000 | +4.5% | 1,998,452 | -5.3% | 0.15% | +6.4% |
| IPG | Sell | INTERPUBLIC GROUP OF COMPANIES INC. | $36,643,000 | +1.2% | 999,274 | -10.3% | 0.14% | +2.8% |
| WSFS | Buy | WSFS FINANCIAL CORPORATION | $35,698,000 | +12.6% | 695,741 | +2.2% | 0.14% | +14.6% |
| HOFT | Sell | HOOKER FURNISHINGS CORPORATION | $35,118,000 | -22.5% | 1,301,132 | -0.5% | 0.14% | -21.0% |
| VREX | Sell | VAREX IMAGING CORPORATION | $34,564,000 | -13.3% | 1,225,670 | -17.6% | 0.14% | -11.6% |
| MPAA | Buy | MOTORCAR PARTS OF AMERICA INC. | $34,457,000 | -12.9% | 1,767,003 | +0.2% | 0.14% | -11.7% |
| CSCO | Buy | CISCO SYSTEMS INC. | $31,331,000 | +2.9% | 575,623 | +0.1% | 0.12% | +4.2% |
| GPS | Sell | GAP INC. | $30,819,000 | -34.8% | 1,357,646 | -3.3% | 0.12% | -33.7% |
| PAHC | Buy | PHIBRO ANIMAL HEALTH CORPORATION CLASS A | $29,141,000 | -19.9% | 1,352,886 | +7.4% | 0.12% | -19.0% |
| SHG | Buy | SHINHAN FINANCIAL GROUP CO. LTD. SPON ADR | $23,049,000 | -5.8% | 684,566 | +0.3% | 0.09% | -4.2% |
| ABEV | Buy | AMBEV SA SPON ADR | $20,936,000 | +14.0% | 7,585,597 | +42.1% | 0.08% | +16.9% |
| MSM | Sell | MSC INDUSTRIAL DIRECT CO. INC. CLASS A | $20,972,000 | -10.7% | 261,531 | -0.0% | 0.08% | -8.8% |
| MRC | Buy | MRC GLOBAL INC. | $20,956,000 | -18.7% | 2,855,063 | +4.1% | 0.08% | -17.0% |
| CBRE | New | CBRE GROUP INC. CLASS A | $14,275,000 | – | 146,621 | – | 0.06% | – |
| KBR | Sell | KBR INC. | $13,434,000 | -18.0% | 340,972 | -20.6% | 0.05% | -17.2% |
| VNO | New | VORNADO REALTY TRUST | $13,491,000 | – | 321,149 | – | 0.05% | – |
| VZ | Buy | VERIZON COMMUNICATIONS INC. | $12,770,000 | -1.1% | 236,442 | +2.6% | 0.05% | +2.0% |
| USNA | New | USANA HEALTH SCIENCES INC. | $8,824,000 | – | 95,708 | – | 0.04% | – |
| Buy | SAMSUNG ELECTRONICS CO. LTD. SPON GDR | $4,259,000 | -10.4% | 2,722 | +2.6% | 0.02% | -5.6% | |
| BABA | New | ALIBABA GROUP HOLDING LTD. SPON ADR | $3,195,000 | – | 21,581 | – | 0.01% | – |
| WLMIY | Buy | WILMAR INTERNATIONAL LIMITED UNSPON ADR | $2,662,000 | +3.1% | 86,694 | +12.7% | 0.01% | +10.0% |
| SMUUY | Sell | SIAM COMMERCIAL BANK PUBLIC COMPANY LTD UNSPON ADR | $2,571,000 | -2.2% | 180,465 | -13.8% | 0.01% | 0.0% |
| ITRN | Buy | ITURAN LOCATION AND CONTROL LTD. | $635,000 | +8.5% | 25,006 | +16.4% | 0.00% | +50.0% |
| REGN | Sell | REGENERON PHARMACEUTICALS INC. | $591,000 | -5.0% | 977 | -12.3% | 0.00% | 0.0% |
| SSNC | Buy | SS&C TECHNOLOGIES HOLDINGS INC. | $473,000 | -0.2% | 6,812 | +3.7% | 0.00% | 0.0% |
| JCOM | Sell | J2 GLOBAL INC. | $457,000 | -11.4% | 3,342 | -10.8% | 0.00% | 0.0% |
| TMUS | Buy | T-MOBILE US INC. | $553,000 | -9.6% | 4,331 | +2.4% | 0.00% | 0.0% |
| INTC | Buy | INTEL CORPORATION | $482,000 | -1.4% | 9,043 | +3.9% | 0.00% | 0.0% |
| HUM | New | HUMANA INC. | $561,000 | – | 1,441 | – | 0.00% | – |
| UTHR | Buy | UNITED THERAPEUTICS CORPORATION | $516,000 | +25.2% | 2,796 | +21.8% | 0.00% | 0.0% |
| UNH | Buy | UNITEDHEALTH GROUP INCORPORATED | $612,000 | +1.8% | 1,565 | +4.3% | 0.00% | 0.0% |
| GILD | Buy | GILEAD SCIENCES INC. | $567,000 | +85.9% | 8,124 | +83.6% | 0.00% | +100.0% |
| FB | Sell | FACEBOOK INC. CLASS A | $452,000 | -11.2% | 1,333 | -8.9% | 0.00% | 0.0% |
| CHRW | Buy | C.H. ROBINSON WORLDWIDE INC. | $457,000 | -6.9% | 5,258 | +0.3% | 0.00% | 0.0% |
| AZO | New | AUTOZONE INC. | $535,000 | – | 315 | – | 0.00% | – |
| ABC | Buy | AMERISOURCEBERGEN CORPORATION | $623,000 | +9.1% | 5,212 | +4.5% | 0.00% | 0.0% |
| DOV | Sell | DOVER CORPORATION | $216,000 | -99.4% | 1,388 | -99.4% | 0.00% | -99.2% |
| CACI | New | CACI INTERNATIONAL INC CLASS A | $248,000 | – | 947 | – | 0.00% | – |
| JAZZ | Buy | JAZZ PHARMACEUTICALS PLC | $203,000 | -26.2% | 1,562 | +1.0% | 0.00% | 0.0% |
| SMFG | New | SUMITOMO MITSUI FINANCIAL GROUP INC. SPON ADR | $127,000 | – | 18,154 | – | 0.00% | – |
| QRVO | Sell | QORVO INC. | $270,000 | -39.2% | 1,612 | -28.9% | 0.00% | -50.0% |
| New | N-ABLE INC. | $368,000 | – | 29,690 | – | 0.00% | – | |
| NOK | Buy | NOKIA OYJ SPON ADR | $364,000 | +323.3% | 66,750 | +310.6% | 0.00% | – |
| HPQ | New | HP INC. | $170,000 | – | 6,225 | – | 0.00% | – |
| HMC | New | HONDA MOTOR CO. LTD. SPON ADR | $322,000 | – | 10,511 | – | 0.00% | – |
| INGR | Buy | INGREDION INCORPORATED | $255,000 | +4.1% | 2,864 | +5.8% | 0.00% | 0.0% |
| KR | Exit | KROGER CO. | $0 | – | -7,506 | – | -0.00% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC. | $0 | – | -3,378 | – | -0.00% | – |
| GBXXY | Exit | GRAND BAOXIN AUTO GROUP LIMITED UNSPON ADR | $0 | – | -251,250 | – | -0.00% | – |
| PKI | Exit | PERKINELMER INC. | $0 | – | -3,235 | – | -0.00% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC. | $0 | – | -3,430 | – | -0.00% | – |
| SWI | Exit | SOLARWINDS CORP. | $0 | – | -25,149 | – | -0.00% | – |
| PSTG | Exit | PURE STORAGE INC. CLASS A | $0 | – | -23,003 | – | -0.00% | – |
| CRPJY | Exit | CHINA RESOURCES POWER HOLDINGS CO. LTD. UNSPON ADR | $0 | – | -59,743 | – | -0.01% | – |
| THG | Exit | HANOVER INSURANCE GROUP INC. | $0 | – | -97,804 | – | -0.05% | – |
| HIG | Exit | HARTFORD FINANCIAL SERVICES GROUP INC. | $0 | – | -499,303 | – | -0.12% | – |
| K | Exit | KELLOGG COMPANY | $0 | – | -548,750 | – | -0.14% | – |
| CVS | Exit | CVS HEALTH CORPORATION | $0 | – | -1,235,580 | – | -0.40% | – |
| GE | Exit | GENERAL ELECTRIC COMPANY | $0 | – | -81,072,487 | – | -4.25% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GE | New | GENERAL ELECTRIC COMPANY | $1,091,236,000 | – | 81,072,487 | – | 4.25% | – |
| HAL | New | HALLIBURTON COMPANY | $889,358,000 | – | 38,467,020 | – | 3.46% | – |
| WFC | New | WELLS FARGO & COMPANY | $877,490,000 | – | 19,374,913 | – | 3.41% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP INC. | $870,080,000 | – | 18,278,986 | – | 3.38% | – |
| WAB | New | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | $854,424,000 | – | 10,381,826 | – | 3.32% | – |
| EIX | New | EDISON INTERNATIONAL | $850,702,000 | – | 14,712,945 | – | 3.31% | – |
| LEA | New | LEAR CORPORATION | $845,686,000 | – | 4,824,770 | – | 3.29% | – |
| PVH | New | PVH CORP. | $835,827,000 | – | 7,768,634 | – | 3.25% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A | $835,703,000 | – | 12,066,171 | – | 3.25% | – |
| C | New | CITIGROUP INC. | $722,639,000 | – | 10,213,978 | – | 2.81% | – |
| COF | New | CAPITAL ONE FINANCIAL CORPORATION | $699,605,000 | – | 4,522,626 | – | 2.72% | – |
| NWL | New | NEWELL BRANDS INC | $685,705,000 | – | 24,961,942 | – | 2.67% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE CO. | $631,937,000 | – | 43,342,712 | – | 2.46% | – |
| NOV | New | NOV INC | $629,542,000 | – | 41,092,801 | – | 2.45% | – |
| EQH | New | EQUITABLE HOLDINGS INC. | $621,331,000 | – | 20,404,949 | – | 2.42% | – |
| MCK | New | MCKESSON CORPORATION | $609,918,000 | – | 3,189,280 | – | 2.37% | – |
| NRG | New | NRG ENERGY INC. | $573,094,000 | – | 14,220,693 | – | 2.23% | – |
| BKR | New | BAKER HUGHES COMPANY CLASS A | $542,852,000 | – | 23,736,411 | – | 2.11% | – |
| TXT | New | TEXTRON INC. | $533,399,000 | – | 7,756,272 | – | 2.08% | – |
| AVT | New | AVNET INC. | $501,326,000 | – | 12,508,124 | – | 1.95% | – |
| GIL | New | GILDAN ACTIVEWEAR INC. | $455,845,000 | – | 12,346,843 | – | 1.77% | – |
| BAC | New | BANK OF AMERICA CORP | $418,605,000 | – | 10,152,918 | – | 1.63% | – |
| F | New | FORD MOTOR COMPANY | $410,279,000 | – | 27,609,624 | – | 1.60% | – |
| DOX | New | AMDOCS LIMITED | $406,551,000 | – | 5,255,314 | – | 1.58% | – |
| XOM | New | EXXON MOBIL CORPORATION | $354,065,000 | – | 5,612,945 | – | 1.38% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LIMITED | $341,013,000 | – | 6,958,035 | – | 1.33% | – |
| DOW | New | DOW INC. | $336,327,000 | – | 5,314,905 | – | 1.31% | – |
| MET | New | METLIFE INC. | $315,737,000 | – | 5,275,480 | – | 1.23% | – |
| MHK | New | MOHAWK INDUSTRIES INC. | $308,882,000 | – | 1,607,169 | – | 1.20% | – |
| VOYA | New | VOYA FINANCIAL INC. | $290,679,000 | – | 4,726,483 | – | 1.13% | – |
| GS | New | GOLDMAN SACHS GROUP INC. | $269,727,000 | – | 710,687 | – | 1.05% | – |
| JPM | New | JPMORGAN CHASE & CO. | $261,900,000 | – | 1,683,814 | – | 1.02% | – |
| ORCL | New | ORACLE CORPORATION | $256,210,000 | – | 3,291,492 | – | 1.00% | – |
| SKX | New | SKECHERS U.S.A. INC. CLASS A | $254,236,000 | – | 5,102,070 | – | 0.99% | – |
| MS | New | MORGAN STANLEY | $220,907,000 | – | 2,409,278 | – | 0.86% | – |
| TCOM | New | TRIP.COM GROUP LTD. SPON ADR | $217,305,000 | – | 6,128,164 | – | 0.84% | – |
| SWK | New | STANLEY BLACK & DECKER INC. | $211,593,000 | – | 1,032,209 | – | 0.82% | – |
| FTI | New | TECHNIPFMC PLC | $203,792,000 | – | 22,518,461 | – | 0.79% | – |
| OLN | New | OLIN CORPORATION | $184,817,000 | – | 3,995,174 | – | 0.72% | – |
| RDSA | New | ROYAL DUTCH SHELL PLC SPON ADR CLASS A | $181,730,000 | – | 4,498,278 | – | 0.71% | – |
| JELD | New | JELD-WEN HOLDING INC. | $172,072,000 | – | 6,552,631 | – | 0.67% | – |
| CAH | New | CARDINAL HEALTH INC. | $169,146,000 | – | 2,962,803 | – | 0.66% | – |
| CNO | New | CNO FINANCIAL GROUP INC. | $166,009,000 | – | 7,028,325 | – | 0.65% | – |
| BIDU | New | BAIDU INC. SPON ADR CLASS A | $164,192,000 | – | 805,255 | – | 0.64% | – |
| R | New | RYDER SYSTEM INC. | $163,651,000 | – | 2,201,678 | – | 0.64% | – |
| TEX | New | TEREX CORPORATION | $159,698,000 | – | 3,353,597 | – | 0.62% | – |
| AMGN | New | AMGEN INC. | $146,474,000 | – | 600,920 | – | 0.57% | – |
| FLEX | New | FLEX LTD. | $141,247,000 | – | 7,904,128 | – | 0.55% | – |
| CVE | New | CENOVUS ENERGY INC. | $126,440,000 | – | 13,198,348 | – | 0.49% | – |
| WBS | New | WEBSTER FINANCIAL CORPORATION | $120,667,000 | – | 2,262,221 | – | 0.47% | – |
| PFE | New | PFIZER INC. | $118,190,000 | – | 3,018,130 | – | 0.46% | – |
| CI | New | CIGNA CORPORATION | $105,778,000 | – | 446,190 | – | 0.41% | – |
| BKNG | New | BOOKING HOLDINGS INC. | $104,604,000 | – | 47,806 | – | 0.41% | – |
| EPAC | New | ENERPAC TOOL GROUP CORP CLASS A | $104,149,000 | – | 3,912,433 | – | 0.40% | – |
| BDC | New | BELDEN INC. | $103,238,000 | – | 2,041,486 | – | 0.40% | – |
| CVS | New | CVS HEALTH CORPORATION | $103,097,000 | – | 1,235,580 | – | 0.40% | – |
| UBS | New | UBS GROUP AG | $99,858,000 | – | 6,509,661 | – | 0.39% | – |
| BMY | New | BRISTOL-MYERS SQUIBB COMPANY | $97,552,000 | – | 1,459,923 | – | 0.38% | – |
| SCS | New | STEELCASE INC. CLASS A | $88,591,000 | – | 5,863,043 | – | 0.34% | – |
| JNPR | New | JUNIPER NETWORKS INC. | $78,706,000 | – | 2,877,742 | – | 0.31% | – |
| RF | New | REGIONS FINANCIAL CORPORATION | $77,343,000 | – | 3,832,646 | – | 0.30% | – |
| PKX | New | POSCO SPON ADR | $76,205,000 | – | 992,644 | – | 0.30% | – |
| IVZ | New | INVESCO LTD. | $73,106,000 | – | 2,734,970 | – | 0.28% | – |
| KEY | New | KEYCORP | $73,009,000 | – | 3,535,563 | – | 0.28% | – |
| DAN | New | DANA INCORPORATED | $72,084,000 | – | 3,033,836 | – | 0.28% | – |
| SPB | New | SPECTRUM BRANDS HOLDINGS INC. | $70,975,000 | – | 834,603 | – | 0.28% | – |
| FMBI | New | FIRST MIDWEST BANCORP INC. | $70,712,000 | – | 3,565,899 | – | 0.28% | – |
| ASB | New | ASSOCIATED BANC-CORP | $70,439,000 | – | 3,439,411 | – | 0.27% | – |
| MTZ | New | MASTEC INC. | $70,115,000 | – | 660,835 | – | 0.27% | – |
| CLS | New | CELESTICA INC. | $68,862,000 | – | 8,772,216 | – | 0.27% | – |
| AEL | New | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | $66,952,000 | – | 2,071,530 | – | 0.26% | – |
| MUR | New | MURPHY OIL CORPORATION | $66,077,000 | – | 2,838,342 | – | 0.26% | – |
| FITB | New | FIFTH THIRD BANCORP | $65,629,000 | – | 1,716,683 | – | 0.26% | – |
| REVG | New | REV GROUP INC. | $58,461,000 | – | 3,725,976 | – | 0.23% | – |
| RGA | New | REINSURANCE GROUP OF AMERICA INCORPORATED | $54,142,000 | – | 474,928 | – | 0.21% | – |
| UMPQ | New | UMPQUA HOLDINGS CORPORATION | $50,021,000 | – | 2,711,189 | – | 0.20% | – |
| HOPE | New | HOPE BANCORP INC. | $49,883,000 | – | 3,517,815 | – | 0.19% | – |
| SMCI | New | SUPER MICRO COMPUTER INC. | $49,612,000 | – | 1,410,241 | – | 0.19% | – |
| TBI | New | TRUEBLUE INC. | $49,155,000 | – | 1,748,669 | – | 0.19% | – |
| UVV | New | UNIVERSAL CORP | $48,452,000 | – | 850,482 | – | 0.19% | – |
| OEC | New | ORION ENGINEERED CARBONS SA | $47,970,000 | – | 2,526,068 | – | 0.19% | – |
| HBAN | New | HUNTINGTON BANCSHARES INCORPORATED | $48,063,000 | – | 3,368,123 | – | 0.19% | – |
| GPS | New | GAP INC. | $47,247,000 | – | 1,404,059 | – | 0.18% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL HOLDINGS LTD. | $47,041,000 | – | 907,601 | – | 0.18% | – |
| THNPY | New | TECHNIP ENERGIES NV ADR | $46,089,000 | – | 3,378,990 | – | 0.18% | – |
| NEX | New | NEXTIER OILFIELD SOLUTIONS INC. | $45,900,000 | – | 9,642,769 | – | 0.18% | – |
| HOFT | New | HOOKER FURNITURE CORPORATION | $45,306,000 | – | 1,307,923 | – | 0.18% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATION | $45,241,000 | – | 1,715,607 | – | 0.18% | – |
| SCSC | New | SCANSOURCE INC. | $44,984,000 | – | 1,599,151 | – | 0.18% | – |
| TRS | New | TRIMAS CORPORATION | $44,821,000 | – | 1,477,775 | – | 0.17% | – |
| MOGA | New | MOOG INC. CLASS A | $44,505,000 | – | 529,441 | – | 0.17% | – |
| GTS | New | TRIPLE-S MANAGEMENT CORPORATION CLASS B | $44,277,000 | – | 1,988,199 | – | 0.17% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADR | $41,051,000 | – | 341,635 | – | 0.16% | – |
| VREX | New | VAREX IMAGING CORPORATION | $39,886,000 | – | 1,487,184 | – | 0.16% | – |
| MPAA | New | MOTORCAR PARTS OF AMERICA INC. | $39,575,000 | – | 1,763,614 | – | 0.15% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORPORATION CLASS A | $36,372,000 | – | 1,259,412 | – | 0.14% | – |
| DRH | New | DIAMONDROCK HOSPITALITY COMPANY | $36,443,000 | – | 3,756,979 | – | 0.14% | – |
| IPG | New | INTERPUBLIC GROUP OF COMPANIES INC. | $36,205,000 | – | 1,114,351 | – | 0.14% | – |
| IBN | New | ICICI BANK LIMITED SPON ADR | $36,086,000 | – | 2,110,323 | – | 0.14% | – |
| K | New | KELLOGG COMPANY | $35,301,000 | – | 548,750 | – | 0.14% | – |
| DOV | New | DOVER CORPORATION | $33,699,000 | – | 223,767 | – | 0.13% | – |
| WSFS | New | WSFS FINANCIAL CORPORATION | $31,717,000 | – | 680,764 | – | 0.12% | – |
| HIG | New | HARTFORD FINANCIAL SERVICES GROUP INC. | $30,942,000 | – | 499,303 | – | 0.12% | – |
| CSCO | New | CISCO SYSTEMS INC. | $30,462,000 | – | 574,762 | – | 0.12% | – |
| ARW | New | ARROW ELECTRONICS INC. | $26,629,000 | – | 233,933 | – | 0.10% | – |
| MRC | New | MRC GLOBAL INC. | $25,780,000 | – | 2,742,581 | – | 0.10% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO. LTD. SPON ADR | $24,470,000 | – | 682,577 | – | 0.10% | – |
| MSM | New | MSC INDUSTRIAL DIRECT CO. INC. CLASS A | $23,475,000 | – | 261,615 | – | 0.09% | – |
| GL | New | GLOBE LIFE INC. | $23,028,000 | – | 241,764 | – | 0.09% | – |
| G | New | GENPACT LIMITED | $22,986,000 | – | 505,955 | – | 0.09% | – |
| ETR | New | ENTERGY CORPORATION | $19,001,000 | – | 190,579 | – | 0.07% | – |
| ABEV | New | AMBEV SA SPON ADR | $18,362,000 | – | 5,337,862 | – | 0.07% | – |
| KBR | New | KBR INC. | $16,390,000 | – | 429,608 | – | 0.06% | – |
| THG | New | HANOVER INSURANCE GROUP INC. | $13,266,000 | – | 97,804 | – | 0.05% | – |
| VZ | New | VERIZON COMMUNICATIONS INC. | $12,913,000 | – | 230,471 | – | 0.05% | – |
| SNA | New | SNAP-ON INCORPORATED | $12,595,000 | – | 56,373 | – | 0.05% | – |
| LUKOY | New | OIL COMPANY LUKOIL PJSC SPON ADR | $5,707,000 | – | 62,033 | – | 0.02% | – |
| New | SAMSUNG ELECTRONICS CO. LTD. SPON GDR | $4,751,000 | – | 2,652 | – | 0.02% | – | |
| New | HON HAI PRECISION INDUSTRY CO. LTD. SPON GDR 144A | $4,454,000 | – | 554,073 | – | 0.02% | – | |
| GXYYY | New | GALAXY ENTERTAINMENT GROUP LIMITED UNSPON ADR | $4,060,000 | – | 101,459 | – | 0.02% | – |
| CIG | New | COMPANHIA ENERGETICA DE MINAS GERAIS SA SPON ADR | $3,902,000 | – | 1,639,365 | – | 0.02% | – |
| PCFBY | New | PACIFIC BASIN SHIPPING LIMITED UNSPON ADR | $3,552,000 | – | 449,465 | – | 0.01% | – |
| SCBFY | New | STANDARD CHARTERED PLC UNSPON ADR | $2,756,000 | – | 216,586 | – | 0.01% | – |
| New | HYUNDAI MOTOR COMPANY SPON GDR 144A | $2,855,000 | – | 26,847 | – | 0.01% | – | |
| WLMIY | New | WILMAR INTERNATIONAL LIMITED UNSPON ADR | $2,581,000 | – | 76,944 | – | 0.01% | – |
| SMUUY | New | SIAM COMMERCIAL BANK PUBLIC COMPANY LTD UNSPON ADR | $2,629,000 | – | 209,352 | – | 0.01% | – |
| LNVGY | New | LENOVO GROUP LIMITED SPON ADR | $2,474,000 | – | 107,424 | – | 0.01% | – |
| CEZYY | New | CEZ AS UNSPON ADR | $2,583,000 | – | 174,145 | – | 0.01% | – |
| SSL | New | SASOL LIMITED SPON ADR | $2,346,000 | – | 153,043 | – | 0.01% | – |
| CICHY | New | CHINA CONSTRUCTION BANK CORPORATION UNSPON ADR | $1,928,000 | – | 123,360 | – | 0.01% | – |
| New | OTP BANK NYRT SPON ADR 144A | $1,571,000 | – | 58,286 | – | 0.01% | – | |
| KB | New | KB FINANCIAL GROUP INC. SPON ADR | $1,653,000 | – | 33,522 | – | 0.01% | – |
| VTKLY | New | VTECH HOLDINGS LIMITED UNSPON ADR | $1,457,000 | – | 139,730 | – | 0.01% | – |
| ITUB | New | ITAU UNIBANCO HOLDING S.A. SPON ADR PFD | $1,349,000 | – | 224,429 | – | 0.01% | – |
| CRPJY | New | CHINA RESOURCES POWER HOLDINGS CO. LTD. UNSPON ADR | $1,223,000 | – | 59,743 | – | 0.01% | – |
| DNFGY | New | DONGFENG MOTOR GROUP CO. LTD. UNSPON ADR CLASS H | $1,130,000 | – | 25,144 | – | 0.00% | – |
| RNRTY | New | REUNERT LIMITED UNSPON ADR | $909,000 | – | 127,975 | – | 0.00% | – |
| PRAH | New | PRA HEALTH SCIENCES INC. | $558,000 | – | 3,378 | – | 0.00% | – |
| JCOM | New | J2 GLOBAL INC. | $516,000 | – | 3,748 | – | 0.00% | – |
| SSNC | New | SS&C TECHNOLOGIES HOLDINGS INC. | $474,000 | – | 6,572 | – | 0.00% | – |
| QRVO | New | QORVO INC. | $444,000 | – | 2,268 | – | 0.00% | – |
| PSTG | New | PURE STORAGE INC. CLASS A | $449,000 | – | 23,003 | – | 0.00% | – |
| SWI | New | SOLARWINDS CORP. | $425,000 | – | 25,149 | – | 0.00% | – |
| INTC | New | INTEL CORPORATION | $489,000 | – | 8,707 | – | 0.00% | – |
| TMUS | New | T-MOBILE US INC. | $612,000 | – | 4,228 | – | 0.00% | – |
| PKI | New | PERKINELMER INC. | $500,000 | – | 3,235 | – | 0.00% | – |
| GBXXY | New | GRAND BAOXIN AUTO GROUP LIMITED UNSPON ADR | $421,000 | – | 251,250 | – | 0.00% | – |
| FB | New | FACEBOOK INC. CLASS A | $509,000 | – | 1,463 | – | 0.00% | – |
| UTHR | New | UNITED THERAPEUTICS CORPORATION | $412,000 | – | 2,296 | – | 0.00% | – |
| UNH | New | UNITEDHEALTH GROUP INCORPORATED | $601,000 | – | 1,500 | – | 0.00% | – |
| REGN | New | REGENERON PHARMACEUTICALS INC. | $622,000 | – | 1,114 | – | 0.00% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC. | $630,000 | – | 3,430 | – | 0.00% | – |
| MMS | New | MAXIMUS INC. | $446,000 | – | 5,066 | – | 0.00% | – |
| MRK | New | MERCK & CO. INC. | $593,000 | – | 7,619 | – | 0.00% | – |
| CHRW | New | C.H. ROBINSON WORLDWIDE INC. | $491,000 | – | 5,244 | – | 0.00% | – |
| ABC | New | AMERISOURCEBERGEN CORPORATION | $571,000 | – | 4,988 | – | 0.00% | – |
| CHKP | New | CHECK POINT SOFTWARE TECHNOLOGIES LTD. | $584,000 | – | 5,030 | – | 0.00% | – |
| ITRN | New | ITURAN LOCATION AND CONTROL LTD. | $585,000 | – | 21,474 | – | 0.00% | – |
| DLTR | New | DOLLAR TREE INC. | $316,000 | – | 3,176 | – | 0.00% | – |
| KR | New | KROGER CO. | $288,000 | – | 7,506 | – | 0.00% | – |
| INGR | New | INGREDION INCORPORATED | $245,000 | – | 2,707 | – | 0.00% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $275,000 | – | 1,546 | – | 0.00% | – |
| GILD | New | GILEAD SCIENCES INC. | $305,000 | – | 4,424 | – | 0.00% | – |
| New | HON HAI PRECISION INDUSTRY CO. LTD. SPON GDR REGS | $188,000 | – | 23,319 | – | 0.00% | – | |
| NOK | New | NOKIA OYJ SPON ADR | $86,000 | – | 16,255 | – | 0.00% | – |
Q4 2020
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A | $610,683,000 | +22.6% | 8,796,930 | +0.4% | 3.81% | +17.3% |
| GE | Buy | GENERAL ELECTRIC COMPANY | $555,880,000 | +8.6% | 89,226,293 | +19.0% | 3.47% | +3.8% |
| LEA | Sell | LEAR CORPORATION | $531,771,000 | -1.7% | 4,876,397 | -1.7% | 3.32% | -6.0% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP INC. | $497,002,000 | -11.9% | 18,053,090 | -0.2% | 3.10% | -15.7% |
| MCK | Buy | MCKESSON CORPORATION | $496,741,000 | +8.1% | 3,335,398 | +11.3% | 3.10% | +3.4% |
| HAL | Buy | HALLIBURTON COMPANY | $481,692,000 | -5.7% | 39,974,416 | +1.6% | 3.01% | -9.8% |
| PVH | Buy | PVH CORP. | $439,205,000 | +50.0% | 7,364,272 | +20.8% | 2.74% | +43.4% |
| COF | Buy | CAPITAL ONE FINANCIAL CORPORATION | $434,735,000 | +33.8% | 6,049,748 | +16.6% | 2.71% | +28.0% |
| WFC | Buy | WELLS FARGO & COMPANY | $433,519,000 | +23.8% | 18,439,768 | +34.8% | 2.70% | +18.4% |
| NWL | Buy | NEWELL BRANDS INC | $425,374,000 | +10.5% | 24,788,682 | +2.3% | 2.66% | +5.8% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE CO. | $418,153,000 | +9.5% | 44,626,794 | +13.7% | 2.61% | +4.7% |
| WAB | Buy | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | $399,124,000 | +11.3% | 6,449,971 | +3.5% | 2.49% | +6.5% |
| EQH | Buy | EQUITABLE HOLDINGS INC. | $376,390,000 | -2.1% | 20,635,413 | +3.6% | 2.35% | -6.3% |
| C | Buy | CITIGROUP INC. | $368,046,000 | -4.8% | 8,537,381 | +12.8% | 2.30% | -9.0% |
| NOV | Buy | NATIONAL OILWELL VARCO INC. | $343,797,000 | -11.1% | 37,946,645 | +20.2% | 2.14% | -15.0% |
| GIL | Sell | GILDAN ACTIVEWEAR INC. | $330,152,000 | +14.3% | 16,784,526 | -10.0% | 2.06% | +9.3% |
| F | Sell | FORD MOTOR COMPANY | $320,292,000 | +8.1% | 48,091,840 | -1.3% | 2.00% | +3.4% |
| AVT | Buy | AVNET INC. | $309,176,000 | +7.7% | 11,965,012 | +16.2% | 1.93% | +2.9% |
| MS | Sell | MORGAN STANLEY | $298,722,000 | -16.2% | 6,178,326 | -16.3% | 1.86% | -19.9% |
| EIX | Buy | EDISON INTERNATIONAL | $297,864,000 | +6.2% | 5,858,842 | +13.5% | 1.86% | +1.6% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LIMITED | $291,359,000 | +6.2% | 6,615,778 | -2.2% | 1.82% | +1.6% |
| BKR | Buy | BAKER HUGHES COMPANY CLASS A | $287,466,000 | +0.3% | 21,630,254 | +16.1% | 1.79% | -4.1% |
| DOW | Sell | DOW INC. | $270,997,000 | +3.4% | 5,759,760 | -10.4% | 1.69% | -1.1% |
| BAC | Sell | BANK OF AMERICA CORP | $260,616,000 | -9.3% | 10,818,423 | -10.6% | 1.63% | -13.3% |
| MYL | Buy | MYLAN N.V. | $254,665,000 | -5.5% | 17,172,288 | +2.5% | 1.59% | -9.6% |
| SWK | Sell | STANLEY BLACK & DECKER INC. | $246,123,000 | -30.8% | 1,517,404 | -40.5% | 1.54% | -33.8% |
| TXT | New | TEXTRON INC. | $244,040,000 | – | 6,761,973 | – | 1.52% | – |
| VOYA | Sell | VOYA FINANCIAL INC. | $225,903,000 | -5.0% | 4,713,176 | -7.6% | 1.41% | -9.1% |
| NRG | Buy | NRG ENERGY INC. | $218,934,000 | -1.9% | 7,122,136 | +3.9% | 1.37% | -6.2% |
| MHK | Buy | MOHAWK INDUSTRIES INC. | $213,014,000 | +5.9% | 2,182,745 | +10.4% | 1.33% | +1.3% |
| MET | Sell | METLIFE INC. | $202,584,000 | -6.7% | 5,450,213 | -8.3% | 1.26% | -10.7% |
| FLEX | Buy | FLEX LTD. | $196,557,000 | +9.1% | 17,644,298 | +0.4% | 1.23% | +4.4% |
| GS | Sell | GOLDMAN SACHS GROUP INC. | $183,099,000 | -8.5% | 911,076 | -10.0% | 1.14% | -12.5% |
| JPM | Sell | JPMORGAN CHASE & CO. | $176,704,000 | -8.5% | 1,835,506 | -10.6% | 1.10% | -12.5% |
| ORCL | Sell | ORACLE CORPORATION | $164,916,000 | -1.9% | 2,762,420 | -9.2% | 1.03% | -6.1% |
| TCOM | Buy | TRIP.COM GROUP LTD. SPON ADR | $157,738,000 | +408.5% | 5,065,455 | +323.2% | 0.98% | +387.1% |
| FTI | Buy | TECHNIPFMC PLC | $154,210,000 | +22.7% | 24,438,977 | +33.0% | 0.96% | +17.3% |
| CAH | Buy | CARDINAL HEALTH INC. | $145,821,000 | -7.0% | 3,105,881 | +3.4% | 0.91% | -11.0% |
| R | Sell | RYDER SYSTEM INC. | $134,479,000 | +4.6% | 3,183,692 | -7.1% | 0.84% | 0.0% |
| CNO | Sell | CNO FINANCIAL GROUP INC. | $131,582,000 | -0.8% | 8,203,397 | -3.7% | 0.82% | -5.1% |
| AMGN | Sell | AMGEN INC. | $127,557,000 | +1.0% | 501,877 | -6.3% | 0.80% | -3.4% |
| JELD | Sell | JELD-WEN HOLDING INC. | $121,979,000 | -8.1% | 5,397,291 | -34.5% | 0.76% | -12.1% |
| XOM | Buy | EXXON MOBIL CORPORATION | $117,859,000 | -3.2% | 3,433,114 | +26.1% | 0.74% | -7.4% |
| TEX | Buy | TEREX CORPORATION | $116,337,000 | +5.3% | 6,009,149 | +2.1% | 0.73% | +0.7% |
| BIDU | Sell | BAIDU INC. SPON ADR CLASS A | $107,574,000 | +3.4% | 849,784 | -2.1% | 0.67% | -1.2% |
| RDSA | Buy | ROYAL DUTCH SHELL PLC SPON ADR CLASS A | $104,226,000 | -13.1% | 4,140,863 | +12.9% | 0.65% | -16.9% |
| PFE | Buy | PFIZER INC. | $100,409,000 | +26.6% | 2,735,935 | +12.8% | 0.63% | +21.3% |
| BMY | Sell | BRISTOL-MYERS SQUIBB COMPANY | $87,786,000 | +2.1% | 1,456,064 | -0.5% | 0.55% | -2.3% |
| OLN | Buy | OLIN CORPORATION | $77,568,000 | +15.8% | 6,265,566 | +7.5% | 0.48% | +10.8% |
| BKNG | New | BOOKING HOLDINGS INC. | $76,538,000 | – | 44,741 | – | 0.48% | – |
| EPAC | Buy | ENERPAC TOOL GROUP CORP CLASS A | $76,342,000 | +9.1% | 4,058,570 | +2.1% | 0.48% | +4.4% |
| CI | Sell | CIGNA CORPORATION | $75,750,000 | -9.8% | 447,139 | -0.1% | 0.47% | -13.7% |
| WBS | Buy | WEBSTER FINANCIAL CORPORATION | $72,807,000 | +10.9% | 2,756,786 | +20.1% | 0.45% | +6.1% |
| CVE | Sell | CENOVUS ENERGY INC. | $71,749,000 | -21.9% | 18,444,378 | -6.2% | 0.45% | -25.2% |
| CVS | Buy | CVS HEALTH CORPORATION | $67,650,000 | -6.6% | 1,158,394 | +3.9% | 0.42% | -10.8% |
| UBS | Sell | UBS GROUP AG | $67,283,000 | -19.3% | 6,034,314 | -16.5% | 0.42% | -22.8% |
| PH | Sell | PARKER-HANNIFIN CORPORATION | $65,899,000 | +10.1% | 325,683 | -0.3% | 0.41% | +5.4% |
| RF | Sell | REGIONS FINANCIAL CORPORATION | $63,127,000 | -0.1% | 5,475,054 | -3.7% | 0.39% | -4.4% |
| JNPR | Buy | JUNIPER NETWORKS INC. | $62,424,000 | +0.1% | 2,903,439 | +6.4% | 0.39% | -4.2% |
| FITB | Sell | FIFTH THIRD BANCORP | $56,074,000 | -15.0% | 2,630,097 | -23.2% | 0.35% | -18.8% |
| CAR | Sell | AVIS BUDGET GROUP INC. | $55,505,000 | -14.6% | 2,108,864 | -25.8% | 0.35% | -18.4% |
| KEY | Sell | KEYCORP | $55,476,000 | -18.5% | 4,650,133 | -16.8% | 0.35% | -22.1% |
| IVZ | Buy | INVESCO LTD. | $51,574,000 | +14.7% | 4,520,066 | +8.2% | 0.32% | +9.9% |
| SPB | Sell | SPECTRUM BRANDS HOLDINGS INC. | $51,669,000 | -19.2% | 903,936 | -35.1% | 0.32% | -22.8% |
| CLS | Sell | CELESTICA INC. | $47,378,000 | -1.4% | 6,866,416 | -2.4% | 0.30% | -5.4% |
| RGA | New | REINSURANCE GROUP OF AMERICA INCORPORATED | $45,543,000 | – | 478,447 | – | 0.28% | – |
| ETR | Sell | ENTERGY CORPORATION | $44,133,000 | +4.9% | 447,918 | -0.1% | 0.28% | 0.0% |
| BDC | Buy | BELDEN INC. | $43,632,000 | +13.7% | 1,402,059 | +18.9% | 0.27% | +8.8% |
| PKX | Buy | POSCO SPON ADR | $43,611,000 | +279.8% | 1,041,825 | +236.1% | 0.27% | +262.7% |
| DAN | Buy | DANA INCORPORATED | $42,434,000 | +8.8% | 3,444,296 | +7.6% | 0.26% | +4.3% |
| HOFT | Sell | HOOKER FURNITURE CORPORATION | $41,660,000 | +31.3% | 1,612,868 | -1.1% | 0.26% | +25.6% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADR | $41,691,000 | +24.0% | 514,260 | -13.2% | 0.26% | +18.7% |
| GPS | New | GAP INC. | $41,356,000 | – | 2,428,428 | – | 0.26% | – |
| ASB | Buy | ASSOCIATED BANC-CORP | $40,996,000 | -1.4% | 3,248,510 | +6.9% | 0.26% | -5.5% |
| GTS | Buy | TRIPLE-S MANAGEMENT CORPORATION CLASS B | $38,780,000 | -4.6% | 2,170,135 | +1.5% | 0.24% | -8.7% |
| K | Sell | KELLOGG COMPANY | $37,789,000 | -36.7% | 585,058 | -35.3% | 0.24% | -39.5% |
| SCS | Buy | STEELCASE INC. CLASS A | $37,733,000 | +109.2% | 3,732,219 | +149.5% | 0.24% | +99.2% |
| SNA | Sell | SNAP-ON INCORPORATED | $37,472,000 | -3.2% | 254,684 | -8.9% | 0.23% | -7.5% |
| IBN | Sell | ICICI BANK LIMITED SPON ADR | $34,903,000 | +1.5% | 3,550,731 | -4.1% | 0.22% | -2.7% |
| REVG | Buy | REV GROUP INC. | $33,731,000 | +38.3% | 4,275,184 | +7.0% | 0.21% | +32.1% |
| MOGA | New | MOOG INC. CLASS A | $32,739,000 | – | 515,331 | – | 0.20% | – |
| SCSC | Buy | SCANSOURCE INC. | $32,187,000 | -12.4% | 1,623,160 | +6.4% | 0.20% | -16.2% |
| TRS | Buy | TRIMAS CORPORATION | $31,254,000 | +0.9% | 1,370,795 | +6.0% | 0.20% | -3.5% |
| DOV | Sell | DOVER CORPORATION | $31,318,000 | +11.2% | 289,071 | -0.9% | 0.20% | +6.0% |
| MPAA | Buy | MOTORCAR PARTS OF AMERICA INC. | $29,782,000 | -7.7% | 1,913,993 | +4.8% | 0.19% | -11.8% |
| IPG | Sell | INTERPUBLIC GROUP OF COMPANIES INC. | $29,378,000 | -73.5% | 1,762,336 | -72.7% | 0.18% | -74.7% |
| ARGO | Buy | ARGO GROUP INTERNATIONAL HOLDINGS LTD. | $28,882,000 | +3.8% | 838,858 | +5.0% | 0.18% | -1.1% |
| RLGY | Sell | REALOGY HOLDINGS CORP. | $28,570,000 | +17.2% | 3,026,465 | -8.0% | 0.18% | +11.9% |
| TCF | Buy | TCF FINANCIAL CORPORATION | $28,492,000 | -12.0% | 1,219,697 | +10.9% | 0.18% | -15.6% |
| UMPQ | Buy | UMPQUA HOLDINGS CORPORATION | $27,717,000 | +35.3% | 2,609,923 | +35.6% | 0.17% | +29.1% |
| UVV | Buy | UNIVERSAL CORP | $26,880,000 | +21.4% | 641,836 | +23.2% | 0.17% | +16.7% |
| HOPE | Buy | HOPE BANCORP INC. | $26,155,000 | -10.1% | 3,448,202 | +9.3% | 0.16% | -14.2% |
| UVSP | Buy | UNIVEST FINANCIAL CORPORATION | $25,811,000 | -2.3% | 1,796,158 | +9.7% | 0.16% | -6.4% |
| AEL | Sell | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | $25,501,000 | -36.3% | 1,159,649 | -28.4% | 0.16% | -39.1% |
| MUR | Buy | MURPHY OIL CORPORATION | $25,065,000 | -32.3% | 2,809,944 | +4.8% | 0.16% | -35.3% |
| WSFS | Buy | WSFS FINANCIAL CORPORATION | $24,415,000 | +5.0% | 905,269 | +11.8% | 0.15% | 0.0% |
| ARW | Sell | ARROW ELECTRONICS INC. | $22,889,000 | +7.4% | 290,988 | -6.2% | 0.14% | +2.9% |
| SMCI | Buy | SUPER MICRO COMPUTER INC. | $22,927,000 | -3.6% | 868,462 | +3.7% | 0.14% | -7.7% |
| FMBI | Buy | FIRST MIDWEST BANCORP INC. | $22,755,000 | -10.0% | 2,110,847 | +11.4% | 0.14% | -13.9% |
| CSCO | Sell | CISCO SYSTEMS INC. | $22,528,000 | -15.7% | 571,925 | -0.2% | 0.14% | -19.0% |
| ACM | Sell | AECOM | $22,151,000 | -4.6% | 529,413 | -14.3% | 0.14% | -9.2% |
| OEC | Buy | ORION ENGINEERED CARBONS SA | $21,419,000 | +52.6% | 1,712,137 | +29.2% | 0.13% | +45.7% |
| G | Sell | GENPACT LIMITED | $21,023,000 | -11.2% | 539,740 | -16.7% | 0.13% | -14.9% |
| VREX | Buy | VAREX IMAGING CORPORATION | $20,619,000 | -12.8% | 1,621,016 | +3.9% | 0.13% | -16.2% |
| NEX | Buy | NEXTIER OILFIELD SOLUTIONS INC. | $20,632,000 | -2.1% | 11,152,365 | +29.6% | 0.13% | -6.5% |
| COWN | Buy | COWEN INC CLASS A | $19,740,000 | +126.8% | 1,213,304 | +126.0% | 0.12% | +115.8% |
| DRH | Buy | DIAMONDROCK HOSPITALITY COMPANY | $18,966,000 | +0.8% | 3,740,846 | +9.9% | 0.12% | -4.1% |
| MSM | Sell | MSC INDUSTRIAL DIRECT CO. INC. CLASS A | $18,729,000 | -15.0% | 295,971 | -2.2% | 0.12% | -18.8% |
| KBR | Sell | KBR INC. | $18,643,000 | -7.6% | 833,767 | -6.8% | 0.12% | -12.1% |
| TBI | New | TRUEBLUE INC. | $15,634,000 | – | 1,009,312 | – | 0.10% | – |
| SHG | Buy | SHINHAN FINANCIAL GROUP CO. LTD. SPON ADR | $14,516,000 | +241.2% | 631,968 | +257.5% | 0.09% | +225.0% |
| VZ | Sell | VERIZON COMMUNICATIONS INC. | $14,260,000 | +7.4% | 239,708 | -0.5% | 0.09% | +2.3% |
| POLY | Buy | PLANTRONICS INC. | $11,889,000 | -6.1% | 1,004,148 | +16.4% | 0.07% | -10.8% |
| CCL | Sell | CARNIVAL CORPORATION | $10,446,000 | -7.8% | 688,142 | -0.3% | 0.06% | -12.2% |
| WLMIY | Sell | WILMAR INTERNATIONAL LIMITED UNSPON ADR | $3,127,000 | +8.5% | 96,046 | -1.4% | 0.02% | +5.3% |
| IWN | New | ISHARES TR RUS 2000 VAL ETF | $2,999,000 | – | 30,190 | – | 0.02% | – |
| LNVGY | Sell | LENOVO GROUP LIMITED SPON ADR | $2,616,000 | -21.3% | 198,150 | -34.2% | 0.02% | -27.3% |
| SCBFY | Buy | STANDARD CHARTERED PLC UNSPON ADR | $2,015,000 | +10.8% | 219,934 | +30.5% | 0.01% | +8.3% |
| KKR | Sell | KKR & CO. INC. CLASS A | $2,124,000 | -92.1% | 61,853 | -92.9% | 0.01% | -92.6% |
| SMUUY | Buy | SIAM COMMERCIAL BANK PUBLIC COMPANY LTD UNSPON ADR | $1,828,000 | -10.2% | 225,388 | +0.4% | 0.01% | -15.4% |
| ABEV | New | AMBEV SA SPON ADR | $1,711,000 | – | 757,165 | – | 0.01% | – |
| GXYYY | Buy | GALAXY ENTERTAINMENT GROUP LIMITED UNSPON ADR | $1,666,000 | +1.2% | 48,499 | +0.2% | 0.01% | -9.1% |
| CIG | Buy | COMPANHIA ENERGETICA DE MINAS GERAIS SA SPON ADR | $1,606,000 | -6.1% | 868,296 | +4.1% | 0.01% | -9.1% |
| NSIT | Sell | INSIGHT ENTERPRISES INC. | $923,000 | -83.2% | 16,315 | -85.4% | 0.01% | -83.3% |
| BIIB | Sell | BIOGEN INC. | $810,000 | -6.7% | 2,857 | -11.9% | 0.01% | -16.7% |
| Buy | OTP BANK NYRT SPON ADR 144A | $864,000 | -11.7% | 57,320 | +2.2% | 0.01% | -16.7% | |
| SEB | Sell | SEABOARD CORPORATION | $567,000 | -10.1% | 200 | -7.0% | 0.00% | 0.0% |
| DOX | Buy | AMDOCS LIMITED | $572,000 | +1.6% | 9,956 | +7.7% | 0.00% | 0.0% |
| ALXN | Sell | ALEXION PHARMACEUTICALS INC. | $563,000 | -16.2% | 4,923 | -17.7% | 0.00% | 0.0% |
| CHKP | Sell | CHECK POINT SOFTWARE TECHNOLOGIES LTD. | $574,000 | -17.1% | 4,772 | -25.9% | 0.00% | -20.0% |
| ED | Sell | CONSOLIDATED EDISON INC. | $532,000 | -6.7% | 6,841 | -13.7% | 0.00% | -25.0% |
| DLTR | Sell | DOLLAR TREE INC. | $557,000 | -3.5% | 6,096 | -2.1% | 0.00% | -25.0% |
| EXEL | Sell | EXELIXIS INC. | $509,000 | -22.6% | 20,820 | -24.9% | 0.00% | -25.0% |
| GILD | New | GILEAD SCIENCES INC. | $512,000 | – | 8,105 | – | 0.00% | – |
| ABC | Sell | AMERISOURCEBERGEN CORPORATION | $541,000 | -10.1% | 5,581 | -6.6% | 0.00% | -25.0% |
| NEU | New | NEWMARKET CORPORATION | $501,000 | – | 1,465 | – | 0.00% | – |
| INGR | Sell | INGREDION INCORPORATED | $529,000 | -22.7% | 6,995 | -15.2% | 0.00% | -25.0% |
| RNR | New | RENAISSANCERE HOLDINGS LTD. | $450,000 | – | 2,654 | – | 0.00% | – |
| MMS | New | MAXIMUS INC. | $422,000 | – | 6,169 | – | 0.00% | – |
| PRGO | Sell | PERRIGO CO. PLC | $473,000 | -20.0% | 10,304 | -3.7% | 0.00% | -25.0% |
| ABBV | Sell | ABBVIE INC. | $534,000 | -24.7% | 6,095 | -15.6% | 0.00% | -40.0% |
| CDGXY | Sell | CHINA DONGXIANG (GROUP) CO. LTD. UNSPON ADR | $444,000 | -56.3% | 71,680 | -68.6% | 0.00% | -57.1% |
| UTHR | Sell | UNITED THERAPEUTICS CORPORATION | $514,000 | -19.6% | 5,093 | -3.5% | 0.00% | -25.0% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC | $525,000 | -21.8% | 14,629 | -7.6% | 0.00% | -25.0% |
| OMC | Sell | OMNICOM GROUP INC | $353,000 | -86.9% | 7,139 | -85.6% | 0.00% | -88.9% |
| ITRN | Buy | ITURAN LOCATION AND CONTROL LTD. | $285,000 | +25.0% | 20,472 | +43.6% | 0.00% | +100.0% |
| AMKBY | Sell | A.P. MOLLER - MAERSK A/S UNSPON ADR | $118,000 | +15.7% | 15,009 | -14.8% | 0.00% | 0.0% |
| CHRW | Exit | C.H. ROBINSON WORLDWIDE INC. | $0 | – | -8,371 | – | -0.00% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -4,897 | – | -0.00% | – |
| TSN | Exit | TYSON FOODS INC. CLASS A | $0 | – | -9,384 | – | -0.00% | – |
| LM | Exit | LEGG MASON INC. | $0 | – | -12,862 | – | -0.00% | – |
| PINC | Exit | PREMIER INC. CLASS A | $0 | – | -20,545 | – | -0.01% | – |
| GM | Exit | GENERAL MOTORS COMPANY | $0 | – | -36,662 | – | -0.01% | – |
| SBKFF | Exit | STATE BANK OF INDIA SPON GDR REGS | $0 | – | -48,598 | – | -0.01% | – |
| VALPQ | Exit | VALARIS PLC CLASS A | $0 | – | -4,264,044 | – | -0.02% | – |
| SYKE | Exit | SYKES ENTERPRISES INCORPORATED | $0 | – | -171,455 | – | -0.03% | – |
| SVC | Exit | SERVICE PROPERTIES TRUST | $0 | – | -1,075,989 | – | -0.05% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP. | $0 | – | -584,769 | – | -0.08% | – |
| T | Exit | AT&T INC. | $0 | – | -741,746 | – | -0.15% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP. | $0 | – | -456,483 | – | -0.23% | – |
| AGR | Exit | AVANGRID INC. | $0 | – | -1,669,119 | – | -0.46% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | New | AMERICAN INTERNATIONAL GROUP INC. | $563,948,000 | – | 18,086,847 | – | 3.68% | – |
| LEA | New | LEAR CORPORATION | $541,002,000 | – | 4,962,407 | – | 3.53% | – |
| GE | New | GENERAL ELECTRIC COMPANY | $512,066,000 | – | 74,973,028 | – | 3.34% | – |
| HAL | New | HALLIBURTON COMPANY | $510,642,000 | – | 39,340,655 | – | 3.33% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A | $497,971,000 | – | 8,764,009 | – | 3.25% | – |
| MCK | New | MCKESSON CORPORATION | $459,721,000 | – | 2,996,486 | – | 3.00% | – |
| C | New | CITIGROUP INC. | $386,795,000 | – | 7,569,370 | – | 2.52% | – |
| NOV | New | NATIONAL OILWELL VARCO INC. | $386,753,000 | – | 31,571,668 | – | 2.52% | – |
| NWL | New | NEWELL BRANDS INC | $384,803,000 | – | 24,231,919 | – | 2.51% | – |
| EQH | New | EQUITABLE HOLDINGS INC. | $384,392,000 | – | 19,927,019 | – | 2.51% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE CO. | $381,966,000 | – | 39,256,484 | – | 2.49% | – |
| WAB | New | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | $358,760,000 | – | 6,231,715 | – | 2.34% | – |
| MS | New | MORGAN STANLEY | $356,681,000 | – | 7,384,690 | – | 2.33% | – |
| SWK | New | STANLEY BLACK & DECKER INC. | $355,555,000 | – | 2,550,978 | – | 2.32% | – |
| WFC | New | WELLS FARGO & COMPANY | $350,177,000 | – | 13,678,807 | – | 2.28% | – |
| COF | New | CAPITAL ONE FINANCIAL CORPORATION | $324,857,000 | – | 5,190,231 | – | 2.12% | – |
| F | New | FORD MOTOR COMPANY | $296,382,000 | – | 48,746,968 | – | 1.93% | – |
| PVH | New | PVH CORP. | $292,889,000 | – | 6,095,515 | – | 1.91% | – |
| GIL | New | GILDAN ACTIVEWEAR INC. | $288,849,000 | – | 18,647,470 | – | 1.88% | – |
| BAC | New | BANK OF AMERICA CORP | $287,340,000 | – | 12,098,525 | – | 1.88% | – |
| AVT | New | AVNET INC. | $287,192,000 | – | 10,299,151 | – | 1.87% | – |
| BKR | New | BAKER HUGHES COMPANY CLASS A | $286,696,000 | – | 18,628,737 | – | 1.87% | – |
| EIX | New | EDISON INTERNATIONAL | $280,417,000 | – | 5,163,274 | – | 1.83% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LIMITED | $274,377,000 | – | 6,764,715 | – | 1.79% | – |
| MYL | New | MYLAN N.V. | $269,526,000 | – | 16,761,549 | – | 1.76% | – |
| DOW | New | DOW INC. | $262,045,000 | – | 6,428,983 | – | 1.71% | – |
| VOYA | New | VOYA FINANCIAL INC. | $237,862,000 | – | 5,098,863 | – | 1.55% | – |
| NRG | New | NRG ENERGY INC. | $223,238,000 | – | 6,856,189 | – | 1.46% | – |
| MET | New | METLIFE INC. | $217,035,000 | – | 5,942,921 | – | 1.42% | – |
| MHK | New | MOHAWK INDUSTRIES INC. | $201,174,000 | – | 1,976,942 | – | 1.31% | – |
| GS | New | GOLDMAN SACHS GROUP INC. | $200,138,000 | – | 1,012,741 | – | 1.31% | – |
| JPM | New | JPMORGAN CHASE & CO. | $193,205,000 | – | 2,054,056 | – | 1.26% | – |
| FLEX | New | FLEX LTD. | $180,138,000 | – | 17,574,459 | – | 1.18% | – |
| ORCL | New | ORACLE CORPORATION | $168,069,000 | – | 3,040,881 | – | 1.10% | – |
| CAH | New | CARDINAL HEALTH INC. | $156,800,000 | – | 3,004,409 | – | 1.02% | – |
| JELD | New | JELD-WEN HOLDING INC. | $132,802,000 | – | 8,243,441 | – | 0.87% | – |
| CNO | New | CNO FINANCIAL GROUP INC. | $132,639,000 | – | 8,518,864 | – | 0.86% | – |
| R | New | RYDER SYSTEM INC. | $128,585,000 | – | 3,428,026 | – | 0.84% | – |
| AMGN | New | AMGEN INC. | $126,320,000 | – | 535,571 | – | 0.82% | – |
| FTI | New | TECHNIPFMC PLC | $125,662,000 | – | 18,371,705 | – | 0.82% | – |
| XOM | New | EXXON MOBIL CORPORATION | $121,766,000 | – | 2,722,864 | – | 0.79% | – |
| RDSA | New | ROYAL DUTCH SHELL PLC SPON ADR CLASS A | $119,894,000 | – | 3,667,604 | – | 0.78% | – |
| IPG | New | INTERPUBLIC GROUP OF COMPANIES INC. | $110,761,000 | – | 6,454,579 | – | 0.72% | – |
| TEX | New | TEREX CORPORATION | $110,484,000 | – | 5,886,211 | – | 0.72% | – |
| BIDU | New | BAIDU INC. SPON ADR CLASS A | $104,015,000 | – | 867,589 | – | 0.68% | – |
| CVE | New | CENOVUS ENERGY INC. | $91,864,000 | – | 19,671,196 | – | 0.60% | – |
| BMY | New | BRISTOL-MYERS SQUIBB COMPANY | $86,007,000 | – | 1,462,708 | – | 0.56% | – |
| CI | New | CIGNA CORPORATION | $83,949,000 | – | 447,372 | – | 0.55% | – |
| UBS | New | UBS GROUP AG | $83,419,000 | – | 7,228,718 | – | 0.54% | – |
| PFE | New | PFIZER INC. | $79,314,000 | – | 2,425,518 | – | 0.52% | – |
| CVS | New | CVS HEALTH CORPORATION | $72,440,000 | – | 1,114,976 | – | 0.47% | – |
| AGR | New | AVANGRID INC. | $70,070,000 | – | 1,669,119 | – | 0.46% | – |
| EPAC | New | ENERPAC TOOL GROUP CORP CLASS A | $69,965,000 | – | 3,975,261 | – | 0.46% | – |
| KEY | New | KEYCORP | $68,102,000 | – | 5,591,297 | – | 0.44% | – |
| OLN | New | OLIN CORPORATION | $66,956,000 | – | 5,827,302 | – | 0.44% | – |
| FITB | New | FIFTH THIRD BANCORP | $66,006,000 | – | 3,423,553 | – | 0.43% | – |
| WBS | New | WEBSTER FINANCIAL CORPORATION | $65,679,000 | – | 2,295,677 | – | 0.43% | – |
| CAR | New | AVIS BUDGET GROUP INC. | $65,016,000 | – | 2,840,361 | – | 0.42% | – |
| SPB | New | SPECTRUM BRANDS HOLDINGS INC. | $63,956,000 | – | 1,393,379 | – | 0.42% | – |
| RF | New | REGIONS FINANCIAL CORPORATION | $63,205,000 | – | 5,683,885 | – | 0.41% | – |
| JNPR | New | JUNIPER NETWORKS INC. | $62,369,000 | – | 2,728,314 | – | 0.41% | – |
| PH | New | PARKER-HANNIFIN CORPORATION | $59,845,000 | – | 326,539 | – | 0.39% | – |
| K | New | KELLOGG COMPANY | $59,714,000 | – | 903,933 | – | 0.39% | – |
| CLS | New | CELESTICA INC. | $48,038,000 | – | 7,033,313 | – | 0.31% | – |
| IVZ | New | INVESCO LTD. | $44,953,000 | – | 4,177,761 | – | 0.29% | – |
| ETR | New | ENTERGY CORPORATION | $42,079,000 | – | 448,555 | – | 0.28% | – |
| ASB | New | ASSOCIATED BANC-CORP | $41,572,000 | – | 3,038,915 | – | 0.27% | – |
| GTS | New | TRIPLE-S MANAGEMENT CORPORATION CLASS B | $40,651,000 | – | 2,137,274 | – | 0.26% | – |
| AEL | New | AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | $40,031,000 | – | 1,620,029 | – | 0.26% | – |
| DAN | New | DANA INCORPORATED | $39,006,000 | – | 3,199,864 | – | 0.25% | – |
| SNA | New | SNAP-ON INCORPORATED | $38,705,000 | – | 279,435 | – | 0.25% | – |
| BDC | New | BELDEN INC. | $38,373,000 | – | 1,178,905 | – | 0.25% | – |
| MUR | New | MURPHY OIL CORPORATION | $37,016,000 | – | 2,682,302 | – | 0.24% | – |
| SCSC | New | SCANSOURCE INC. | $36,764,000 | – | 1,526,109 | – | 0.24% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP. | $35,505,000 | – | 456,483 | – | 0.23% | – |
| IBN | New | ICICI BANK LIMITED SPON ADR | $34,387,000 | – | 3,701,508 | – | 0.22% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADR | $33,635,000 | – | 592,487 | – | 0.22% | – |
| MPAA | New | MOTORCAR PARTS OF AMERICA INC. | $32,268,000 | – | 1,826,118 | – | 0.21% | – |
| TCF | New | TCF FINANCIAL CORPORATION | $32,363,000 | – | 1,100,035 | – | 0.21% | – |
| HOFT | New | HOOKER FURNITURE CORPORATION | $31,732,000 | – | 1,631,489 | – | 0.21% | – |
| TRS | New | TRIMAS CORPORATION | $30,984,000 | – | 1,293,693 | – | 0.20% | – |
| TCOM | New | TRIP.COM GROUP LTD. SPON ADR | $31,023,000 | – | 1,196,857 | – | 0.20% | – |
| HOPE | New | HOPE BANCORP INC. | $29,091,000 | – | 3,155,172 | – | 0.19% | – |
| DOV | New | DOVER CORPORATION | $28,152,000 | – | 291,554 | – | 0.18% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL HOLDINGS LTD. | $27,836,000 | – | 799,210 | – | 0.18% | – |
| KKR | New | KKR & CO. INC. CLASS A | $26,821,000 | – | 868,564 | – | 0.18% | – |
| CSCO | New | CISCO SYSTEMS INC. | $26,733,000 | – | 573,181 | – | 0.17% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATION | $26,415,000 | – | 1,636,614 | – | 0.17% | – |
| FMBI | New | FIRST MIDWEST BANCORP INC. | $25,296,000 | – | 1,894,799 | – | 0.16% | – |
| RLGY | New | REALOGY HOLDINGS CORP. | $24,374,000 | – | 3,289,353 | – | 0.16% | – |
| REVG | New | REV GROUP INC. | $24,382,000 | – | 3,997,051 | – | 0.16% | – |
| SMCI | New | SUPER MICRO COMPUTER INC. | $23,771,000 | – | 837,298 | – | 0.16% | – |
| VREX | New | VAREX IMAGING CORPORATION | $23,634,000 | – | 1,560,012 | – | 0.15% | – |
| G | New | GENPACT LIMITED | $23,669,000 | – | 648,112 | – | 0.15% | – |
| WSFS | New | WSFS FINANCIAL CORPORATION | $23,248,000 | – | 810,036 | – | 0.15% | – |
| ACM | New | AECOM | $23,226,000 | – | 618,033 | – | 0.15% | – |
| T | New | AT&T INC. | $22,423,000 | – | 741,746 | – | 0.15% | – |
| MSM | New | MSC INDUSTRIAL DIRECT CO. INC. CLASS A | $22,039,000 | – | 302,690 | – | 0.14% | – |
| UVV | New | UNIVERSAL CORP | $22,140,000 | – | 520,821 | – | 0.14% | – |
| ARW | New | ARROW ELECTRONICS INC. | $21,318,000 | – | 310,345 | – | 0.14% | – |
| NEX | New | NEXTIER OILFIELD SOLUTIONS INC. | $21,079,000 | – | 8,603,798 | – | 0.14% | – |
| UMPQ | New | UMPQUA HOLDINGS CORPORATION | $20,486,000 | – | 1,925,383 | – | 0.13% | – |
| KBR | New | KBR INC. | $20,176,000 | – | 894,708 | – | 0.13% | – |
| HIG | New | HARTFORD FINANCIAL SERVICES GROUP INC. | $19,543,000 | – | 506,950 | – | 0.13% | – |
| DRH | New | DIAMONDROCK HOSPITALITY COMPANY | $18,823,000 | – | 3,403,757 | – | 0.12% | – |
| SCS | New | STEELCASE INC. CLASS A | $18,038,000 | – | 1,495,712 | – | 0.12% | – |
| GL | New | GLOBE LIFE INC. | $17,946,000 | – | 241,764 | – | 0.12% | – |
| OEC | New | ORION ENGINEERED CARBONS SA | $14,034,000 | – | 1,325,236 | – | 0.09% | – |
| VZ | New | VERIZON COMMUNICATIONS INC. | $13,279,000 | – | 240,862 | – | 0.09% | – |
| POLY | New | PLANTRONICS INC. | $12,665,000 | – | 862,721 | – | 0.08% | – |
| SNV | New | SYNOVUS FINANCIAL CORP. | $12,005,000 | – | 584,769 | – | 0.08% | – |
| PKX | New | POSCO SPON ADR | $11,482,000 | – | 309,995 | – | 0.08% | – |
| CCL | New | CARNIVAL CORPORATION | $11,330,000 | – | 689,983 | – | 0.07% | – |
| THG | New | HANOVER INSURANCE GROUP INC. | $9,917,000 | – | 97,870 | – | 0.06% | – |
| COWN | New | COWEN INC CLASS A | $8,702,000 | – | 536,815 | – | 0.06% | – |
| SVC | New | SERVICE PROPERTIES TRUST | $7,629,000 | – | 1,075,989 | – | 0.05% | – |
| NSIT | New | INSIGHT ENTERPRISES INC. | $5,507,000 | – | 111,934 | – | 0.04% | – |
| SYKE | New | SYKES ENTERPRISES INCORPORATED | $4,742,000 | – | 171,455 | – | 0.03% | – |
| CMA | New | COMERICA INCORPORATED | $4,612,000 | – | 121,055 | – | 0.03% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO. LTD. SPON ADR | $4,254,000 | – | 176,797 | – | 0.03% | – |
| LUKOY | New | OIL COMPANY LUKOIL PJSC SPON ADR | $4,118,000 | – | 55,485 | – | 0.03% | – |
| New | SAMSUNG ELECTRONICS CO. LTD. SPON GDR | $3,812,000 | – | 3,474 | – | 0.02% | – | |
| New | HON HAI PRECISION INDUSTRY CO. LTD. SPON GDR 144A | $3,554,000 | – | 607,573 | – | 0.02% | – | |
| LNVGY | New | LENOVO GROUP LIMITED SPON ADR | $3,323,000 | – | 301,350 | – | 0.02% | – |
| WLMIY | New | WILMAR INTERNATIONAL LIMITED UNSPON ADR | $2,882,000 | – | 97,376 | – | 0.02% | – |
| VALPQ | New | VALARIS PLC CLASS A | $2,780,000 | – | 4,264,044 | – | 0.02% | – |
| CRPJY | New | CHINA RESOURCES POWER HOLDINGS CO. LTD. UNSPON ADR | $2,792,000 | – | 158,337 | – | 0.02% | – |
| OMC | New | OMNICOM GROUP INC | $2,703,000 | – | 49,499 | – | 0.02% | – |
| CICHY | New | CHINA CONSTRUCTION BANK CORPORATION UNSPON ADR | $2,480,000 | – | 155,960 | – | 0.02% | – |
| CEZYY | New | CEZ AS UNSPON ADR | $2,257,000 | – | 211,609 | – | 0.02% | – |
| New | HYUNDAI MOTOR COMPANY SPON GDR 144A | $2,331,000 | – | 57,403 | – | 0.02% | – | |
| DNFGY | New | DONGFENG MOTOR GROUP CO. LTD. UNSPON ADR CLASS H | $2,213,000 | – | 74,104 | – | 0.01% | – |
| SMUUY | New | SIAM COMMERCIAL BANK PUBLIC COMPANY LTD UNSPON ADR | $2,035,000 | – | 224,410 | – | 0.01% | – |
| PCFBY | New | PACIFIC BASIN SHIPPING LIMITED UNSPON ADR | $1,957,000 | – | 671,215 | – | 0.01% | – |
| SCBFY | New | STANDARD CHARTERED PLC UNSPON ADR | $1,819,000 | – | 168,472 | – | 0.01% | – |
| CHL | New | CHINA MOBILE LIMITED SPON ADR | $1,697,000 | – | 50,442 | – | 0.01% | – |
| GXYYY | New | GALAXY ENTERTAINMENT GROUP LIMITED UNSPON ADR | $1,647,000 | – | 48,401 | – | 0.01% | – |
| CIG | New | COMPANHIA ENERGETICA DE MINAS GERAIS SA SPON ADR | $1,710,000 | – | 833,995 | – | 0.01% | – |
| KB | New | KB FINANCIAL GROUP INC. SPON ADR | $1,491,000 | – | 53,582 | – | 0.01% | – |
| SSL | New | SASOL LIMITED SPON ADR | $1,154,000 | – | 149,694 | – | 0.01% | – |
| SBKFF | New | STATE BANK OF INDIA SPON GDR REGS | $1,149,000 | – | 48,598 | – | 0.01% | – |
| CDGXY | New | CHINA DONGXIANG (GROUP) CO. LTD. UNSPON ADR | $1,017,000 | – | 228,423 | – | 0.01% | – |
| IWD | New | ISHARES TR RUS 1000 VAL ETF | $1,085,000 | – | 9,630 | – | 0.01% | – |
| BIIB | New | BIOGEN INC. | $868,000 | – | 3,243 | – | 0.01% | – |
| GBXXY | New | GRAND BAOXIN AUTO GROUP LIMITED UNSPON ADR | $988,000 | – | 654,468 | – | 0.01% | – |
| New | OTP BANK NYRT SPON ADR 144A | $979,000 | – | 56,060 | – | 0.01% | – | |
| GM | New | GENERAL MOTORS COMPANY | $928,000 | – | 36,662 | – | 0.01% | – |
| CHKP | New | CHECK POINT SOFTWARE TECHNOLOGIES LTD. | $692,000 | – | 6,441 | – | 0.01% | – |
| ABBV | New | ABBVIE INC. | $709,000 | – | 7,225 | – | 0.01% | – |
| PINC | New | PREMIER INC. CLASS A | $704,000 | – | 20,545 | – | 0.01% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $540,000 | – | 4,897 | – | 0.00% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC. | $672,000 | – | 5,985 | – | 0.00% | – |
| DLTR | New | DOLLAR TREE INC. | $577,000 | – | 6,227 | – | 0.00% | – |
| PRGO | New | PERRIGO CO. PLC | $591,000 | – | 10,702 | – | 0.00% | – |
| EXEL | New | EXELIXIS INC. | $658,000 | – | 27,728 | – | 0.00% | – |
| SEB | New | SEABOARD CORPORATION | $631,000 | – | 215 | – | 0.00% | – |
| TSN | New | TYSON FOODS INC. CLASS A | $560,000 | – | 9,384 | – | 0.00% | – |
| UTHR | New | UNITED THERAPEUTICS CORPORATION | $639,000 | – | 5,278 | – | 0.00% | – |
| CHRW | New | C.H. ROBINSON WORLDWIDE INC. | $662,000 | – | 8,371 | – | 0.00% | – |
| RNRTY | New | REUNERT LIMITED UNSPON ADR | $627,000 | – | 159,600 | – | 0.00% | – |
| LM | New | LEGG MASON INC. | $640,000 | – | 12,862 | – | 0.00% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $671,000 | – | 15,828 | – | 0.00% | – |
| ED | New | CONSOLIDATED EDISON INC. | $570,000 | – | 7,927 | – | 0.00% | – |
| ABC | New | AMERISOURCEBERGEN CORPORATION | $602,000 | – | 5,977 | – | 0.00% | – |
| DOX | New | AMDOCS LIMITED | $563,000 | – | 9,243 | – | 0.00% | – |
| INGR | New | INGREDION INCORPORATED | $684,000 | – | 8,245 | – | 0.00% | – |
| ITRN | New | ITURAN LOCATION AND CONTROL LTD. | $228,000 | – | 14,252 | – | 0.00% | – |
| New | HON HAI PRECISION INDUSTRY CO. LTD. SPON GDR REGS | $127,000 | – | 21,248 | – | 0.00% | – | |
| AMKBY | New | A.P. MOLLER - MAERSK A/S UNSPON ADR | $102,000 | – | 17,609 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMKBY | Exit | AP MOELLER-MAERSK B-UNSPON ADR | $0 | – | -14,009 | – | 0.00% | – |
| NLY | Exit | ANNALY CAPITAL MANAGMENT INC | $0 | – | -14,614 | – | -0.00% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -3,179 | – | -0.00% | – |
| Exit | HON HAI PRECISION - GDR REG S | $0 | – | -19,488 | – | -0.00% | – | |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -2,599 | – | -0.00% | – |
| UAL | Exit | UNITED AIRLINES HOLDINGS INC | $0 | – | -2,526 | – | -0.00% | – |
| HOFT | Exit | HOOKER FURNITURE CORP | $0 | – | -21,061 | – | -0.00% | – |
| INTC | Exit | INTEL CORPORATION | $0 | – | -6,439 | – | -0.00% | – |
| CBRE | Exit | CBRE GROUP INC A | $0 | – | -6,551 | – | -0.00% | – |
| STWD | Exit | STARWOOD PROPERTY TRUST INC | $0 | – | -13,824 | – | -0.00% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -7,581 | – | -0.00% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -5,861 | – | -0.00% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -2,438 | – | -0.00% | – |
| Exit | LG ELECTRONICS INC-GDR 144A | $0 | – | -16,600 | – | -0.00% | – | |
| CHRW | Exit | CH ROBINSON WORLDWIDE INC | $0 | – | -6,198 | – | -0.00% | – |
| HRB | Exit | H&R BLOCK INC | $0 | – | -27,654 | – | -0.00% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -3,193 | – | -0.00% | – |
| LAMR | Exit | LAMAR ADVERTISING CO -A | $0 | – | -9,452 | – | -0.00% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -364 | – | -0.00% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -3,033 | – | -0.00% | – |
| BRX | Exit | BRIXMOR PROPERTY GROUP INC | $0 | – | -31,905 | – | -0.00% | – |
| AES | Exit | AES CORP | $0 | – | -52,251 | – | -0.01% | – |
| CDGXY | Exit | CHINA DONGXIANG GRP-UNSP ADR | $0 | – | -159,562 | – | -0.01% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -14,462 | – | -0.01% | – |
| GBXXY | Exit | GRAND BAOXIN AUTO - UNSP ADR | $0 | – | -489,200 | – | -0.01% | – |
| WU | Exit | WESTERN UNION CO | $0 | – | -37,791 | – | -0.01% | – |
| CB | Exit | CHUBB LTD | $0 | – | -5,471 | – | -0.01% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -13,152 | – | -0.01% | – |
| RNR | Exit | RENAISSANCE RE HLDGS LTD | $0 | – | -4,357 | – | -0.01% | – |
| VER | Exit | VEREIT INC | $0 | – | -91,792 | – | -0.01% | – |
| VIV | Exit | TELEFONICA BRASIL - ADR | $0 | – | -80,651 | – | -0.01% | – |
| Exit | OTP BANK NYRT- 144A GDR | $0 | – | -55,460 | – | -0.01% | – | |
| RNRTY | Exit | REUNERT LTD-UNSPONSORED ADR | $0 | – | -159,600 | – | -0.01% | – |
| KB | Exit | KB FINANCIAL GROUP INC - ADR | $0 | – | -39,441 | – | -0.01% | – |
| CSUAY | Exit | CHINA SHENHUA UNSPON ADR | $0 | – | -218,727 | – | -0.01% | – |
| SBKFF | Exit | STATE BANK OF INDIA GDR REG S | $0 | – | -48,598 | – | -0.01% | – |
| WAIR | Exit | WESCO AIRCRAFT HOLDINGS INC | $0 | – | -164,155 | – | -0.01% | – |
| CIDHY | Exit | CHINA AGRI-INDUSTRIES-UN ADR | $0 | – | -327,200 | – | -0.01% | – |
| SSL | Exit | SASOL LTD-SPONS ADR | $0 | – | -128,636 | – | -0.01% | – |
| DNFGY | Exit | DONGFENG MOTOR GRP-H-UNS ADR | $0 | – | -46,264 | – | -0.01% | – |
| CEZYY | Exit | CEZ AS - ADR | $0 | – | -211,609 | – | -0.01% | – |
| CICHY | Exit | CHINA CONSTRUCTION UNSPON ADR | $0 | – | -155,960 | – | -0.01% | – |
| SMUUY | Exit | SIAM COMMERCIAL BANK - UNSP ADR | $0 | – | -169,185 | – | -0.01% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -1,848,713 | – | -0.01% | – |
| CHL | Exit | CHINA MOBILE LTD-SPON ADR | $0 | – | -63,242 | – | -0.01% | – |
| WLMIY | Exit | WILMAR INTERNATIONAL - UNS ADR | $0 | – | -98,597 | – | -0.01% | – |
| CRPJY | Exit | CHINA RESOURCES-UNSPON ADR | $0 | – | -158,337 | – | -0.02% | – |
| Exit | HON HAI PRECISION INDUSTRY 144A ADR | $0 | – | -607,573 | – | -0.02% | – | |
| LNVGY | Exit | LENOVO GROUP LTD ADR | $0 | – | -235,450 | – | -0.02% | – |
| LUKOY | Exit | LUKOIL PJSC - SPON ADR | $0 | – | -42,645 | – | -0.02% | – |
| Exit | SAMSUNG ELECTR-GDR | $0 | – | -3,474 | – | -0.02% | – | |
| PCFBY | Exit | PACIFIC BASIN SHIP-UNSP ADR | $0 | – | -851,215 | – | -0.02% | – |
| Exit | HYUNDAI MOTOR-GDR | $0 | – | -64,300 | – | -0.02% | – | |
| SHG | Exit | SHINHAN FINANCIAL GROUP - ADR | $0 | – | -174,604 | – | -0.03% | – |
| ACWI | Exit | ISHARES MSCI ACWI | $0 | – | -91,726 | – | -0.04% | – |
| CS | Exit | CREDIT SUISSE GROUP SPON ADR | $0 | – | -588,542 | – | -0.04% | – |
| CMA | Exit | COMERICA INC | $0 | – | -121,055 | – | -0.04% | – |
| APO | Exit | APOLLO GLOBAL MANAGEMENT INC | $0 | – | -233,580 | – | -0.05% | – |
| PKX | Exit | POSCO - ADR | $0 | – | -189,768 | – | -0.05% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -233,396 | – | -0.06% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -654,430 | – | -0.07% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO. | $0 | – | -1,323,830 | – | -0.07% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -272,942 | – | -0.08% | – |
| SCS | Exit | STEELCASE INC - CL A | $0 | – | -836,038 | – | -0.08% | – |
| SVC | Exit | SERVICE PROPERTIES TRUST | $0 | – | -596,856 | – | -0.08% | – |
| NWSA | Exit | NEWS CORP - CLASS A | $0 | – | -1,128,211 | – | -0.08% | – |
| ARGO | Exit | ARGO GROUP INTERNATIONAL | $0 | – | -279,431 | – | -0.11% | – |
| MPAA | Exit | MOTORCAR PARTS OF AMERICA INC | $0 | – | -1,173,735 | – | -0.11% | – |
| RLGY | Exit | REALOGY HOLDINGS CORP | $0 | – | -3,094,448 | – | -0.11% | – |
| GL | Exit | GLOBE LIFE INC | $0 | – | -236,070 | – | -0.12% | – |
| THG | Exit | HANOVER INSURANCE GROUP | $0 | – | -167,924 | – | -0.12% | – |
| ARW | Exit | ARROW ELECTRONICS INC | $0 | – | -304,776 | – | -0.12% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -211,623 | – | -0.12% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -768,430 | – | -0.13% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -91,175 | – | -0.13% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -640,046 | – | -0.13% | – |
| TCF | Exit | TCF FINANCIAL CORP | $0 | – | -667,871 | – | -0.14% | – |
| GTS | Exit | TRIPLE-S MANAGEMENT CORP-B | $0 | – | -1,924,220 | – | -0.14% | – |
| HIG | Exit | THE HARTFORD FINANCIAL SERVICES GROUP INC | $0 | – | -424,703 | – | -0.14% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR - SP ADR | $0 | – | -584,799 | – | -0.15% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -576,148 | – | -0.16% | – |
| DOV | Exit | DOVER CORP | $0 | – | -292,829 | – | -0.16% | – |
| G | Exit | GENPACT LTD | $0 | – | -752,050 | – | -0.16% | – |
| WSFS | Exit | WSFS FINANCIAL CORP | $0 | – | -667,350 | – | -0.16% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP INC | $0 | – | -1,548,703 | – | -0.16% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -850,374 | – | -0.17% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -901,989 | – | -0.17% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -896,602 | – | -0.17% | – |
| IBN | Exit | ICICI BANK LTD - SPON ADR | $0 | – | -2,736,684 | – | -0.18% | – |
| UVV | Exit | UNIVERSAL CORP | $0 | – | -611,923 | – | -0.18% | – |
| CLS | Exit | CELESTICA INC. | $0 | – | -4,702,254 | – | -0.18% | – |
| REVG | Exit | REV GROUP INC | $0 | – | -2,994,940 | – | -0.19% | – |
| AEL | Exit | AMERICAN EQUITY INVT LIFE | $0 | – | -1,414,035 | – | -0.19% | – |
| ROCK | Exit | GIBRALTAR INDUSTRIES INC | $0 | – | -805,043 | – | -0.20% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -1,255,617 | – | -0.21% | – |
| CJ | Exit | C&J ENERGY SERVICES INC | $0 | – | -3,585,863 | – | -0.21% | – |
| SNA | Exit | SNAP-ON INC | $0 | – | -248,800 | – | -0.21% | – |
| VREX | Exit | VAREX IMAGING CORP | $0 | – | -1,436,703 | – | -0.22% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -2,870,154 | – | -0.22% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -376,870 | – | -0.24% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -2,196,375 | – | -0.24% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -2,634,806 | – | -0.24% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -312,731 | – | -0.25% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -1,562,742 | – | -0.26% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -2,221,898 | – | -0.27% | – |
| K | Exit | KELLOGG COMPANY | $0 | – | -780,332 | – | -0.27% | – |
| SPB | Exit | SPECTRUM BRANDS HOLDINGS INC | $0 | – | -1,077,967 | – | -0.31% | – |
| WBS | Exit | WEBSTER FINANCIAL CORP. | $0 | – | -1,227,047 | – | -0.31% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -1,010,678 | – | -0.32% | – |
| PH | Exit | PARKER HANNIFIN CORPORATION | $0 | – | -328,358 | – | -0.32% | – |
| CVS | Exit | CVS HEALTH CORPORATION | $0 | – | -951,922 | – | -0.33% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -2,607,980 | – | -0.35% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -769,422 | – | -0.35% | – |
| T | Exit | AT&T INC | $0 | – | -1,724,651 | – | -0.36% | – |
| CI | Exit | CIGNA CORP | $0 | – | -460,741 | – | -0.38% | – |
| KBR | Exit | KBR INC | $0 | – | -2,986,264 | – | -0.40% | – |
| RF | Exit | REGIONS FINL CORP | $0 | – | -4,869,544 | – | -0.42% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -7,030,706 | – | -0.43% | – |
| CNO | Exit | CNO FINANCIAL GROUP INC | $0 | – | -5,045,896 | – | -0.44% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC | $0 | – | -415,611 | – | -0.44% | – |
| BIDU | Exit | BAIDU INC - SPON ADR | $0 | – | -819,847 | – | -0.46% | – |
| CAR | Exit | AVIS BUDGET GROUP INC | $0 | – | -3,284,768 | – | -0.50% | – |
| ACM | Exit | AECOM | $0 | – | -2,504,285 | – | -0.51% | – |
| TEX | Exit | TEREX CORP | $0 | – | -3,636,859 | – | -0.51% | – |
| EPAC | Exit | ACTUANT CORP- A | $0 | – | -4,345,098 | – | -0.52% | – |
| FLEX | Exit | FLEX LTD | $0 | – | -9,435,960 | – | -0.54% | – |
| PFE | Exit | PFIZER INC | $0 | – | -3,148,129 | – | -0.62% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -2,191,500 | – | -0.62% | – |
| KEY | Exit | KEY CORP | $0 | – | -6,939,123 | – | -0.67% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -4,609,562 | – | -0.69% | – |
| AXE | Exit | ANIXTER INTERNATIONAL INC | $0 | – | -1,830,776 | – | -0.69% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC | $0 | – | -3,647,615 | – | -0.70% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -2,577,726 | – | -0.71% | – |
| R | Exit | RYDER SYSTEM INC. | $0 | – | -2,657,245 | – | -0.75% | – |
| JELD | Exit | JELD-WEN HOLDING INC | $0 | – | -7,681,892 | – | -0.81% | – |
| WMT | Exit | WALMART INC | $0 | – | -1,378,481 | – | -0.89% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -3,667,684 | – | -0.94% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -2,493,110 | – | -0.96% | – |
| CVE | Exit | CENOVUS ENERGY INC. | $0 | – | -19,088,003 | – | -0.97% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLC ADR | $0 | – | -3,102,201 | – | -0.99% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -7,777,212 | – | -1.02% | – |
| OMC | Exit | OMNICOM GROUP | $0 | – | -2,607,725 | – | -1.11% | – |
| BKR | Exit | BAKER HUGHES A GE CO | $0 | – | -9,353,685 | – | -1.18% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,104,295 | – | -1.24% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -8,541,166 | – | -1.25% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -1,209,274 | – | -1.27% | – |
| MHK | Exit | MOHAWK INDUSTRIES INC | $0 | – | -1,903,027 | – | -1.28% | – |
| JPM | Exit | JP MORGAN CHASE & CO | $0 | – | -2,316,972 | – | -1.48% | – |
| F | Exit | FORD MOTOR COMPANY | $0 | – | -31,709,958 | – | -1.58% | – |
| MET | Exit | METLIFE INC | $0 | – | -6,185,943 | – | -1.59% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -4,404,323 | – | -1.60% | – |
| VOYA | Exit | VOYA FINANCIAL INC. | $0 | – | -5,588,970 | – | -1.66% | – |
| AVT | Exit | AVNET INC | $0 | – | -7,086,594 | – | -1.72% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -5,750,304 | – | -1.72% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -4,454,989 | – | -1.74% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -2,250,655 | – | -1.77% | – |
| IPG | Exit | INTERPUBLIC GROUP OF COS INC | $0 | – | -16,535,738 | – | -1.94% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -8,615,226 | – | -2.00% | – |
| MYL | Exit | MYLAN NV | $0 | – | -19,408,418 | – | -2.09% | – |
| EQH | Exit | AXA EQUITABLE HOLDINGS INC | $0 | – | -18,808,418 | – | -2.27% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -14,413,045 | – | -2.29% | – |
| EIX | Exit | EDISON INTERNATIONAL | $0 | – | -5,689,120 | – | -2.34% | – |
| PVH | Exit | PVH CORP | $0 | – | -5,148,565 | – | -2.47% | – |
| NWL | Exit | NEWELL BRANDS INC. | $0 | – | -25,170,831 | – | -2.56% | – |
| WFC | Exit | WELLS FARGO CO | $0 | – | -9,759,385 | – | -2.68% | – |
| LEA | Exit | LEAR CORP | $0 | – | -4,191,481 | – | -2.69% | – |
| MCK | Exit | MCKESSON CORPORATION | $0 | – | -3,646,334 | – | -2.71% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -5,512,472 | – | -2.73% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -26,696,811 | – | -2.74% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE COMPANY | $0 | – | -33,241,319 | – | -2.74% | – |
| CTSH | Exit | COGNIZANT TECH SOLUTIONS - A | $0 | – | -8,535,997 | – | -2.80% | – |
| C | Exit | CITIGROUP INC | $0 | – | -7,623,324 | – | -2.86% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -63,371,882 | – | -3.08% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -27,485,982 | – | -3.17% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -10,471,421 | – | -3.17% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $583,258,000 | +0.5% | 10,471,421 | -3.9% | 3.17% | +3.6% |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $582,703,000 | +8.2% | 27,485,982 | +13.5% | 3.17% | +11.6% |
| GE | Buy | GENERAL ELECTRIC CO | $566,545,000 | -9.4% | 63,371,882 | +6.4% | 3.08% | -6.5% |
| C | Sell | CITIGROUP INC | $526,619,000 | -3.6% | 7,623,324 | -2.2% | 2.86% | -0.6% |
| CTSH | Buy | COGNIZANT TECH SOLUTIONS - A | $514,422,000 | +6.1% | 8,535,997 | +11.6% | 2.80% | +9.4% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE COMPANY | $504,271,000 | +0.7% | 33,241,319 | -0.7% | 2.74% | +3.9% |
| HAL | Buy | HALLIBURTON CO | $503,235,000 | -6.2% | 26,696,811 | +13.2% | 2.74% | -3.3% |
| COF | Sell | CAPITAL ONE FINL CORP | $501,525,000 | -1.7% | 5,512,472 | -2.0% | 2.73% | +1.3% |
| MCK | Sell | MCKESSON CORPORATION | $498,308,000 | -4.0% | 3,646,334 | -5.6% | 2.71% | -1.0% |
| LEA | Buy | LEAR CORP | $494,176,000 | -7.5% | 4,191,481 | +9.3% | 2.69% | -4.6% |
| WFC | Sell | WELLS FARGO CO | $492,263,000 | +5.9% | 9,759,385 | -0.6% | 2.68% | +9.3% |
| NWL | Buy | NEWELL BRANDS INC. | $471,198,000 | +22.2% | 25,170,831 | +0.6% | 2.56% | +26.0% |
| PVH | Buy | PVH CORP | $454,258,000 | +59.9% | 5,148,565 | +71.5% | 2.47% | +64.9% |
| EIX | Sell | EDISON INTERNATIONAL | $429,073,000 | -14.1% | 5,689,120 | -23.2% | 2.34% | -11.4% |
| BAC | Sell | BANK OF AMERICA CORP | $420,429,000 | -1.4% | 14,413,045 | -2.0% | 2.29% | +1.7% |
| EQH | Buy | AXA EQUITABLE HOLDINGS INC | $416,795,000 | +15.4% | 18,808,418 | +8.8% | 2.27% | +19.0% |
| MYL | Sell | MYLAN NV | $383,899,000 | -4.5% | 19,408,418 | -8.0% | 2.09% | -1.5% |
| MS | Sell | MORGAN STANLEY | $367,612,000 | -5.7% | 8,615,226 | -3.1% | 2.00% | -2.7% |
| IPG | Buy | INTERPUBLIC GROUP OF COS INC | $356,511,000 | -4.4% | 16,535,738 | +0.1% | 1.94% | -1.4% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $325,017,000 | -6.6% | 2,250,655 | -6.4% | 1.77% | -3.7% |
| WAB | Buy | WABTEC CORP | $320,136,000 | +39.7% | 4,454,989 | +39.5% | 1.74% | +44.1% |
| ORCL | Sell | ORACLE CORP | $316,439,000 | -29.8% | 5,750,304 | -27.3% | 1.72% | -27.6% |
| AVT | Sell | AVNET INC | $315,247,000 | -5.1% | 7,086,594 | -3.4% | 1.72% | -2.2% |
| VOYA | Sell | VOYA FINANCIAL INC. | $304,264,000 | -20.5% | 5,588,970 | -19.3% | 1.66% | -18.0% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $293,856,000 | +5.6% | 4,404,323 | -5.6% | 1.60% | +8.9% |
| MET | Sell | METLIFE INC | $291,729,000 | -19.5% | 6,185,943 | -15.3% | 1.59% | -17.0% |
| F | Sell | FORD MOTOR COMPANY | $290,463,000 | -14.1% | 31,709,958 | -4.1% | 1.58% | -11.5% |
| JPM | Sell | JP MORGAN CHASE & CO | $272,684,000 | -0.9% | 2,316,972 | -5.8% | 1.48% | +2.3% |
| MHK | Sell | MOHAWK INDUSTRIES INC | $236,109,000 | -19.1% | 1,903,027 | -3.8% | 1.28% | -16.6% |
| AMGN | Sell | AMGEN INC | $234,007,000 | +4.0% | 1,209,274 | -1.0% | 1.27% | +7.2% |
| KKR | Sell | KKR & CO INC | $229,330,000 | +5.1% | 8,541,166 | -1.1% | 1.25% | +8.4% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $228,843,000 | -0.7% | 1,104,295 | -2.0% | 1.24% | +2.4% |
| BKR | Buy | BAKER HUGHES A GE CO | $217,005,000 | +39.4% | 9,353,685 | +48.0% | 1.18% | +43.8% |
| OMC | Sell | OMNICOM GROUP | $204,185,000 | -41.2% | 2,607,725 | -38.5% | 1.11% | -39.4% |
| FTI | Sell | TECHNIPFMC PLC | $187,742,000 | -18.0% | 7,777,212 | -11.9% | 1.02% | -15.4% |
| RDSA | Sell | ROYAL DUTCH SHELL PLC ADR | $182,565,000 | -9.9% | 3,102,201 | -0.4% | 0.99% | -7.1% |
| CVE | Sell | CENOVUS ENERGY INC. | $179,045,000 | +0.3% | 19,088,003 | -5.6% | 0.97% | +3.5% |
| XOM | Sell | EXXON MOBIL CORP | $176,038,000 | -12.4% | 2,493,110 | -4.9% | 0.96% | -9.6% |
| CAH | Buy | CARDINAL HEALTH INC | $173,078,000 | +0.8% | 3,667,684 | +0.6% | 0.94% | +4.0% |
| WMT | Sell | WALMART INC | $163,598,000 | -8.9% | 1,378,481 | -15.2% | 0.89% | -6.1% |
| JELD | Buy | JELD-WEN HOLDING INC | $148,184,000 | -8.8% | 7,681,892 | +0.3% | 0.81% | -6.1% |
| R | Buy | RYDER SYSTEM INC. | $137,566,000 | +0.8% | 2,657,245 | +13.5% | 0.75% | +4.0% |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $130,716,000 | – | 2,577,726 | – | 0.71% | – |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $129,490,000 | -8.9% | 3,647,615 | -0.7% | 0.70% | -6.0% |
| AXE | Sell | ANIXTER INTERNATIONAL INC | $126,543,000 | +14.3% | 1,830,776 | -1.2% | 0.69% | +18.0% |
| FITB | Buy | FIFTH THIRD BANCORP | $126,210,000 | +9.6% | 4,609,562 | +11.6% | 0.69% | +13.0% |
| KEY | Sell | KEY CORP | $123,794,000 | -0.7% | 6,939,123 | -1.2% | 0.67% | +2.4% |
| AGR | Buy | AVANGRID INC | $114,506,000 | +6.8% | 2,191,500 | +3.2% | 0.62% | +10.1% |
| PFE | Sell | PFIZER INC | $113,112,000 | -17.2% | 3,148,129 | -0.2% | 0.62% | -14.7% |
| FLEX | Sell | FLEX LTD | $98,747,000 | +7.0% | 9,435,960 | -2.2% | 0.54% | +10.3% |
| EPAC | Buy | ACTUANT CORP- A | $95,331,000 | -10.9% | 4,345,098 | +0.8% | 0.52% | -8.0% |
| TEX | Buy | TEREX CORP | $94,449,000 | -13.3% | 3,636,859 | +4.8% | 0.51% | -10.6% |
| ACM | Sell | AECOM | $94,061,000 | -9.7% | 2,504,285 | -9.0% | 0.51% | -6.9% |
| CAR | Buy | AVIS BUDGET GROUP INC | $92,828,000 | -9.0% | 3,284,768 | +13.2% | 0.50% | -6.1% |
| BIDU | Buy | BAIDU INC - SPON ADR | $84,248,000 | -10.2% | 819,847 | +2.6% | 0.46% | -7.5% |
| WLTW | Sell | WILLIS TOWERS WATSON PLC | $80,200,000 | -20.0% | 415,611 | -20.6% | 0.44% | -17.6% |
| CNO | Buy | CNO FINANCIAL GROUP INC | $79,877,000 | +24.2% | 5,045,896 | +30.9% | 0.44% | +28.3% |
| UBS | Sell | UBS GROUP AG | $79,517,000 | -12.7% | 7,030,706 | -8.5% | 0.43% | -9.8% |
| RF | Buy | REGIONS FINL CORP | $77,036,000 | +6.2% | 4,869,544 | +0.3% | 0.42% | +9.4% |
| KBR | Sell | KBR INC | $73,283,000 | -25.2% | 2,986,264 | -24.0% | 0.40% | -22.8% |
| CI | Buy | CIGNA CORP | $69,936,000 | -3.4% | 460,741 | +0.2% | 0.38% | -0.3% |
| MRK | Sell | MERCK & CO INC | $64,770,000 | -38.9% | 769,422 | -39.1% | 0.35% | -37.0% |
| JNPR | Buy | JUNIPER NETWORKS INC | $64,548,000 | -7.0% | 2,607,980 | +0.0% | 0.35% | -4.1% |
| CVS | Buy | CVS HEALTH CORPORATION | $60,038,000 | +53.9% | 951,922 | +33.0% | 0.33% | +58.7% |
| PH | Buy | PARKER HANNIFIN CORPORATION | $59,305,000 | +6.3% | 328,358 | +0.0% | 0.32% | +9.9% |
| DOOR | Sell | MASONITE INTERNATIONAL CORP | $58,619,000 | +8.8% | 1,010,678 | -1.1% | 0.32% | +12.3% |
| WBS | Buy | WEBSTER FINANCIAL CORP. | $57,512,000 | -1.8% | 1,227,047 | +0.0% | 0.31% | +1.3% |
| SPB | Buy | SPECTRUM BRANDS HOLDINGS INC | $56,830,000 | +8.7% | 1,077,967 | +10.9% | 0.31% | +12.0% |
| K | Sell | KELLOGG COMPANY | $50,214,000 | -5.7% | 780,332 | -21.5% | 0.27% | -2.8% |
| MUR | Buy | MURPHY OIL CORP | $49,126,000 | +27.1% | 2,221,898 | +41.7% | 0.27% | +30.9% |
| TRS | Buy | TRIMAS CORP | $47,898,000 | -0.3% | 1,562,742 | +0.7% | 0.26% | +2.8% |
| CSL | Sell | CARLISLE COS INC | $45,515,000 | -14.4% | 312,731 | -17.4% | 0.25% | -11.7% |
| IVZ | Sell | INVESCO LTD | $44,634,000 | -17.8% | 2,634,806 | -0.7% | 0.24% | -15.0% |
| ASB | Buy | ASSOCIATED BANC CORP | $44,477,000 | -1.4% | 2,196,375 | +3.0% | 0.24% | +1.7% |
| ETR | Sell | ENTERGY CORP | $44,229,000 | +13.2% | 376,870 | -0.7% | 0.24% | +17.0% |
| HOPE | Buy | HOPE BANCORP INC | $41,158,000 | +4.2% | 2,870,154 | +0.1% | 0.22% | +7.7% |
| VREX | Buy | VAREX IMAGING CORP | $41,004,000 | +12.5% | 1,436,703 | +20.8% | 0.22% | +16.1% |
| SNA | Sell | SNAP-ON INC | $38,947,000 | -11.4% | 248,800 | -6.2% | 0.21% | -8.6% |
| SCSC | Buy | SCANSOURCE INC | $38,359,000 | -5.4% | 1,255,617 | +0.8% | 0.21% | -2.3% |
| CJ | Buy | C&J ENERGY SERVICES INC | $38,476,000 | +8.8% | 3,585,863 | +19.5% | 0.21% | +11.8% |
| ROCK | Sell | GIBRALTAR INDUSTRIES INC | $36,984,000 | -11.2% | 805,043 | -22.0% | 0.20% | -8.6% |
| REVG | Sell | REV GROUP INC | $34,232,000 | -30.9% | 2,994,940 | -12.9% | 0.19% | -29.0% |
| AEL | Buy | AMERICAN EQUITY INVT LIFE | $34,220,000 | +8.2% | 1,414,035 | +21.4% | 0.19% | +11.4% |
| CLS | Buy | CELESTICA INC. | $33,715,000 | +5.5% | 4,702,254 | +0.5% | 0.18% | +8.3% |
| UVV | Buy | UNIVERSAL CORP | $33,539,000 | -8.4% | 611,923 | +1.6% | 0.18% | -5.7% |
| IBN | Sell | ICICI BANK LTD - SPON ADR | $33,333,000 | -3.3% | 2,736,684 | -0.0% | 0.18% | -0.5% |
| SNV | Sell | SYNOVUS FINANCIAL CORP | $32,062,000 | +0.9% | 896,602 | -1.3% | 0.17% | +3.6% |
| SLB | New | SCHLUMBERGER LTD | $30,821,000 | – | 901,989 | – | 0.17% | – |
| JBL | Sell | JABIL CIRCUIT INC | $30,418,000 | -33.9% | 850,374 | -41.6% | 0.17% | -31.7% |
| FMBI | Buy | FIRST MIDWEST BANCORP INC | $30,169,000 | -2.5% | 1,548,703 | +2.4% | 0.16% | +0.6% |
| WSFS | Buy | WSFS FINANCIAL CORP | $29,430,000 | +7.3% | 667,350 | +0.4% | 0.16% | +10.3% |
| DOV | Sell | DOVER CORP | $29,154,000 | -12.8% | 292,829 | -12.2% | 0.16% | -9.7% |
| G | Sell | GENPACT LTD | $29,142,000 | -12.2% | 752,050 | -13.7% | 0.16% | -9.1% |
| CSCO | Sell | CISCO SYSTEMS INC | $28,467,000 | -9.9% | 576,148 | -0.1% | 0.16% | -7.2% |
| TSM | Sell | TAIWAN SEMICONDUCTOR - SP ADR | $27,182,000 | +12.5% | 584,799 | -5.2% | 0.15% | +16.5% |
| HIG | Buy | THE HARTFORD FINANCIAL SERVICES GROUP INC | $25,741,000 | +8.9% | 424,703 | +0.1% | 0.14% | +12.0% |
| GTS | Buy | TRIPLE-S MANAGEMENT CORP-B | $25,785,000 | -20.8% | 1,924,220 | +40.9% | 0.14% | -18.6% |
| TCF | New | TCF FINANCIAL CORP | $25,426,000 | – | 667,871 | – | 0.14% | – |
| RE | Buy | EVEREST RE GROUP LTD | $24,261,000 | +7.7% | 91,175 | +0.1% | 0.13% | +10.9% |
| SYKE | New | SYKES ENTERPRISES INC | $23,545,000 | – | 768,430 | – | 0.13% | – |
| ALL | Sell | ALLSTATE CORP | $22,999,000 | -10.4% | 211,623 | -16.1% | 0.12% | -7.4% |
| THG | Sell | HANOVER INSURANCE GROUP | $22,760,000 | +5.6% | 167,924 | -0.0% | 0.12% | +8.8% |
| GL | New | GLOBE LIFE INC | $22,606,000 | – | 236,070 | – | 0.12% | – |
| RLGY | Buy | REALOGY HOLDINGS CORP | $20,671,000 | -6.6% | 3,094,448 | +1.2% | 0.11% | -4.3% |
| MPAA | Buy | MOTORCAR PARTS OF AMERICA INC | $19,836,000 | +2.6% | 1,173,735 | +29.9% | 0.11% | +5.9% |
| ARGO | Buy | ARGO GROUP INTERNATIONAL | $19,627,000 | -4.0% | 279,431 | +1.2% | 0.11% | -0.9% |
| NWSA | Sell | NEWS CORP - CLASS A | $15,705,000 | -77.2% | 1,128,211 | -77.9% | 0.08% | -76.6% |
| SCS | Sell | STEELCASE INC - CL A | $15,383,000 | +7.2% | 836,038 | -0.3% | 0.08% | +10.5% |
| SVC | New | SERVICE PROPERTIES TRUST | $15,393,000 | – | 596,856 | – | 0.08% | – |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $15,200,000 | -27.4% | 272,942 | -24.1% | 0.08% | -24.5% |
| DRH | Buy | DIAMONDROCK HOSPITALITY CO. | $13,569,000 | +3.9% | 1,323,830 | +4.8% | 0.07% | +7.2% |
| SMCI | Buy | SUPER MICRO COMPUTER INC | $12,565,000 | +1.0% | 654,430 | +1.8% | 0.07% | +3.0% |
| PKX | Buy | POSCO - ADR | $8,949,000 | +13.8% | 189,768 | +28.0% | 0.05% | +16.7% |
| APO | New | APOLLO GLOBAL MANAGEMENT INC | $8,834,000 | – | 233,580 | – | 0.05% | – |
| CS | New | CREDIT SUISSE GROUP SPON ADR | $7,186,000 | – | 588,542 | – | 0.04% | – |
| ACWI | New | ISHARES MSCI ACWI | $6,765,000 | – | 91,726 | – | 0.04% | – |
| SHG | Buy | SHINHAN FINANCIAL GROUP - ADR | $6,109,000 | +5.9% | 174,604 | +17.7% | 0.03% | +10.0% |
| LUKOY | Sell | LUKOIL PJSC - SPON ADR | $3,528,000 | -2.2% | 42,645 | -0.7% | 0.02% | 0.0% |
| CRPJY | Buy | CHINA RESOURCES-UNSPON ADR | $2,881,000 | -16.7% | 158,337 | +0.2% | 0.02% | -11.1% |
| WLMIY | Sell | WILMAR INTERNATIONAL - UNS ADR | $2,662,000 | -30.0% | 98,597 | -28.7% | 0.01% | -30.0% |
| ARC | Sell | ARC DOCUMENT SOLUTIONS INC | $2,514,000 | -34.1% | 1,848,713 | -1.1% | 0.01% | -30.0% |
| WAIR | Sell | WESCO AIRCRAFT HOLDINGS INC | $1,807,000 | -87.9% | 164,155 | -87.8% | 0.01% | -87.3% |
| VIV | Sell | TELEFONICA BRASIL - ADR | $1,062,000 | -63.2% | 80,651 | -63.6% | 0.01% | -60.0% |
| Sell | OTP BANK NYRT- 144A GDR | $1,154,000 | -15.7% | 55,460 | -19.3% | 0.01% | -14.3% | |
| RNR | Sell | RENAISSANCE RE HLDGS LTD | $843,000 | +8.2% | 4,357 | -0.4% | 0.01% | +25.0% |
| VER | New | VEREIT INC | $898,000 | – | 91,792 | – | 0.01% | – |
| AES | New | AES CORP | $854,000 | – | 52,251 | – | 0.01% | – |
| WU | New | WESTERN UNION CO | $876,000 | – | 37,791 | – | 0.01% | – |
| DOX | Sell | AMDOCS LTD | $869,000 | +4.6% | 13,152 | -1.7% | 0.01% | +25.0% |
| CB | Buy | CHUBB LTD | $883,000 | +29.9% | 5,471 | +18.5% | 0.01% | +25.0% |
| HRB | Buy | H&R BLOCK INC | $653,000 | +87.1% | 27,654 | +132.4% | 0.00% | +100.0% |
| UNH | New | UNITEDHEALTH GROUP INC | $659,000 | – | 3,033 | – | 0.00% | – |
| BIIB | Buy | BIOGEN INC | $743,000 | +37.1% | 3,193 | +37.7% | 0.00% | +33.3% |
| LAMR | Sell | LAMAR ADVERTISING CO -A | $774,000 | -10.8% | 9,452 | -12.1% | 0.00% | -20.0% |
| BRX | New | BRIXMOR PROPERTY GROUP INC | $647,000 | – | 31,905 | – | 0.00% | – |
| BKNG | Sell | BOOKING HOLDINGS INC | $714,000 | -0.8% | 364 | -5.2% | 0.00% | 0.0% |
| GILD | New | GILEAD SCIENCES INC | $480,000 | – | 7,581 | – | 0.00% | – |
| ANTM | Buy | ANTHEM INC | $585,000 | -13.8% | 2,438 | +1.3% | 0.00% | -25.0% |
| HOFT | New | HOOKER FURNITURE CORP | $452,000 | – | 21,061 | – | 0.00% | – |
| INTC | Sell | INTEL CORPORATION | $332,000 | -26.7% | 6,439 | -32.0% | 0.00% | 0.0% |
| STWD | New | STARWOOD PROPERTY TRUST INC | $335,000 | – | 13,824 | – | 0.00% | – |
| New | HON HAI PRECISION - GDR REG S | $93,000 | – | 19,488 | – | 0.00% | – | |
| NLY | Buy | ANNALY CAPITAL MANAGMENT INC | $129,000 | +7.5% | 14,614 | +11.7% | 0.00% | 0.0% |
| ABBV | New | ABBVIE INC | $241,000 | – | 3,179 | – | 0.00% | – |
| AMKBY | New | AP MOELLER-MAERSK B-UNSPON ADR | $79,000 | – | 14,009 | – | 0.00% | – |
| PK | Exit | PARK HOTELS & RESORTS INC | $0 | – | -9,553 | – | -0.00% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -3,020 | – | -0.00% | – |
| AAPL | Exit | APPLE INC | $0 | – | -2,170 | – | -0.00% | – |
| QRVO | Exit | QORVO INC | $0 | – | -4,890 | – | -0.00% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -14,803 | – | -0.00% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC. | $0 | – | -6,335 | – | -0.00% | – |
| EXPE | Exit | EXPEDIA INC. | $0 | – | -4,020 | – | -0.00% | – |
| OHI | Exit | OMEGA HEALTHCARE INVESTORS | $0 | – | -22,915 | – | -0.00% | – |
| Exit | ENSCO ROWAN PLC - CLASS A | $0 | – | -685,248 | – | -0.03% | – | |
| APO | Exit | APOLLO GLOBAL MANAGEMENT-A | $0 | – | -228,267 | – | -0.04% | – |
| NCI | Exit | NAVIGANT CONSULTING INC | $0 | – | -549,721 | – | -0.07% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUST | $0 | – | -596,856 | – | -0.08% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -236,070 | – | -0.11% | – |
| LLL | Exit | L3 TECHNOLOGIES, INC. | $0 | – | -88,164 | – | -0.11% | – |
| TCF | Exit | TCF FINANCIAL CORP | $0 | – | -1,288,869 | – | -0.14% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -318,833 | – | -0.22% | – |
| BEN | Exit | FRANKLIN RESOURCES INC. | $0 | – | -2,131,018 | – | -0.39% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GE | New | GENERAL ELECTRIC CO | $625,349,000 | – | 59,557,042 | – | 3.30% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $580,468,000 | – | 10,894,670 | – | 3.06% | – |
| C | New | CITIGROUP INC | $546,057,000 | – | 7,797,470 | – | 2.88% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $538,534,000 | – | 24,225,557 | – | 2.84% | – |
| HAL | New | HALLIBURTON CO | $536,472,000 | – | 23,591,540 | – | 2.83% | – |
| LEA | New | LEAR CORP | $534,003,000 | – | 3,834,303 | – | 2.82% | – |
| MCK | New | MCKESSON CORPORATION | $518,851,000 | – | 3,860,785 | – | 2.74% | – |
| COF | New | CAPITAL ONE FINL CORP | $510,399,000 | – | 5,624,853 | – | 2.69% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE COMPANY | $500,580,000 | – | 33,483,641 | – | 2.64% | – |
| EIX | New | EDISON INTERNATIONAL | $499,485,000 | – | 7,409,652 | – | 2.64% | – |
| CTSH | New | COGNIZANT TECH SOLUTIONS - A | $484,769,000 | – | 7,647,398 | – | 2.56% | – |
| WFC | New | WELLS FARGO CO | $464,629,000 | – | 9,818,873 | – | 2.45% | – |
| ORCL | New | ORACLE CORP | $450,699,000 | – | 7,911,165 | – | 2.38% | – |
| BAC | New | BANK OF AMERICA CORP | $426,431,000 | – | 14,704,525 | – | 2.25% | – |
| MYL | New | MYLAN NV | $401,820,000 | – | 21,103,981 | – | 2.12% | – |
| MS | New | MORGAN STANLEY | $389,706,000 | – | 8,895,359 | – | 2.06% | – |
| NWL | New | NEWELL BRANDS INC. | $385,699,000 | – | 25,012,915 | – | 2.04% | – |
| VOYA | New | VOYA FINANCIAL INC. | $382,921,000 | – | 6,924,422 | – | 2.02% | – |
| IPG | New | INTERPUBLIC GROUP OF COS INC | $373,025,000 | – | 16,512,831 | – | 1.97% | – |
| MET | New | METLIFE INC | $362,547,000 | – | 7,299,118 | – | 1.91% | – |
| EQH | New | AXA EQUITABLE HOLDINGS INC | $361,278,000 | – | 17,286,040 | – | 1.91% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $347,839,000 | – | 2,405,357 | – | 1.84% | – |
| OMC | New | OMNICOM GROUP | $347,488,000 | – | 4,240,249 | – | 1.83% | – |
| F | New | FORD MOTOR COMPANY | $338,267,000 | – | 33,066,188 | – | 1.78% | – |
| AVT | New | AVNET INC | $332,270,000 | – | 7,339,746 | – | 1.75% | – |
| MHK | New | MOHAWK INDUSTRIES INC | $291,845,000 | – | 1,979,015 | – | 1.54% | – |
| PVH | New | PVH CORP | $284,053,000 | – | 3,001,404 | – | 1.50% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $278,271,000 | – | 4,665,071 | – | 1.47% | – |
| JPM | New | JP MORGAN CHASE & CO | $275,099,000 | – | 2,460,634 | – | 1.45% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $230,506,000 | – | 1,126,616 | – | 1.22% | – |
| WAB | New | WABTEC CORP | $229,132,000 | – | 3,193,030 | – | 1.21% | – |
| FTI | New | TECHNIPFMC PLC | $228,999,000 | – | 8,828,033 | – | 1.21% | – |
| AMGN | New | AMGEN INC | $225,065,000 | – | 1,221,320 | – | 1.19% | – |
| KKR | New | KKR & CO INC | $218,215,000 | – | 8,635,325 | – | 1.15% | – |
| RDSA | New | ROYAL DUTCH SHELL PLC ADR | $202,634,000 | – | 3,114,092 | – | 1.07% | – |
| XOM | New | EXXON MOBIL CORP | $200,965,000 | – | 2,622,536 | – | 1.06% | – |
| WMT | New | WALMART INC | $179,584,000 | – | 1,625,340 | – | 0.95% | – |
| CVE | New | CENOVUS ENERGY INC. | $178,424,000 | – | 20,229,435 | – | 0.94% | – |
| CAH | New | CARDINAL HEALTH INC | $171,665,000 | – | 3,644,698 | – | 0.91% | – |
| JELD | New | JELD-WEN HOLDING INC | $162,543,000 | – | 7,656,275 | – | 0.86% | – |
| BKR | New | BAKER HUGHES A GE CO | $155,639,000 | – | 6,319,078 | – | 0.82% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $142,112,000 | – | 3,674,047 | – | 0.75% | – |
| PFE | New | PFIZER INC | $136,629,000 | – | 3,153,944 | – | 0.72% | – |
| R | New | RYDER SYSTEM INC. | $136,488,000 | – | 2,341,136 | – | 0.72% | – |
| KEY | New | KEY CORP | $124,645,000 | – | 7,022,232 | – | 0.66% | – |
| FITB | New | FIFTH THIRD BANCORP | $115,207,000 | – | 4,129,273 | – | 0.61% | – |
| AXE | New | ANIXTER INTERNATIONAL INC | $110,685,000 | – | 1,853,703 | – | 0.58% | – |
| TEX | New | TEREX CORP | $108,999,000 | – | 3,471,316 | – | 0.58% | – |
| AGR | New | AVANGRID INC | $107,249,000 | – | 2,123,751 | – | 0.57% | – |
| EPAC | New | ACTUANT CORP- A | $106,973,000 | – | 4,311,706 | – | 0.56% | – |
| MRK | New | MERCK & CO INC | $105,922,000 | – | 1,263,234 | – | 0.56% | – |
| ACM | New | AECOM | $104,193,000 | – | 2,752,783 | – | 0.55% | – |
| CAR | New | AVIS BUDGET GROUP INC | $102,013,000 | – | 2,901,389 | – | 0.54% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC | $100,228,000 | – | 523,274 | – | 0.53% | – |
| KBR | New | KBR INC | $97,994,000 | – | 3,929,175 | – | 0.52% | – |
| BIDU | New | BAIDU INC - SPON ADR | $93,783,000 | – | 799,111 | – | 0.50% | – |
| FLEX | New | FLEX LTD | $92,308,000 | – | 9,645,651 | – | 0.49% | – |
| UBS | New | UBS GROUP AG | $91,041,000 | – | 7,682,763 | – | 0.48% | – |
| BEN | New | FRANKLIN RESOURCES INC. | $74,159,000 | – | 2,131,018 | – | 0.39% | – |
| RF | New | REGIONS FINL CORP | $72,522,000 | – | 4,854,247 | – | 0.38% | – |
| CI | New | CIGNA CORP | $72,433,000 | – | 459,743 | – | 0.38% | – |
| JNPR | New | JUNIPER NETWORKS INC | $69,436,000 | – | 2,607,450 | – | 0.37% | – |
| NWSA | New | NEWS CORP - CLASS A | $68,917,000 | – | 5,108,747 | – | 0.36% | – |
| CNO | New | CNO FINANCIAL GROUP INC | $64,305,000 | – | 3,855,224 | – | 0.34% | – |
| WBS | New | WEBSTER FINANCIAL CORP. | $58,590,000 | – | 1,226,496 | – | 0.31% | – |
| T | New | AT&T INC | $57,793,000 | – | 1,724,651 | – | 0.30% | – |
| PH | New | PARKER HANNIFIN CORPORATION | $55,815,000 | – | 328,305 | – | 0.29% | – |
| IVZ | New | INVESCO LTD | $54,276,000 | – | 2,652,778 | – | 0.29% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP | $53,856,000 | – | 1,022,315 | – | 0.28% | – |
| CSL | New | CARLISLE COS INC | $53,189,000 | – | 378,810 | – | 0.28% | – |
| K | New | KELLOGG COMPANY | $53,239,000 | – | 993,826 | – | 0.28% | – |
| SPB | New | SPECTRUM BRANDS HOLDINGS INC | $52,263,000 | – | 971,972 | – | 0.28% | – |
| REVG | New | REV GROUP INC | $49,574,000 | – | 3,440,230 | – | 0.26% | – |
| TRS | New | TRIMAS CORP | $48,065,000 | – | 1,551,978 | – | 0.25% | – |
| JBL | New | JABIL CIRCUIT INC | $46,035,000 | – | 1,456,800 | – | 0.24% | – |
| ASB | New | ASSOCIATED BANC CORP | $45,094,000 | – | 2,133,134 | – | 0.24% | – |
| SNA | New | SNAP-ON INC | $43,942,000 | – | 265,289 | – | 0.23% | – |
| MSFT | New | MICROSOFT CORP | $42,711,000 | – | 318,833 | – | 0.22% | – |
| ROCK | New | GIBRALTAR INDUSTRIES INC | $41,634,000 | – | 1,031,560 | – | 0.22% | – |
| SCSC | New | SCANSOURCE INC | $40,552,000 | – | 1,245,448 | – | 0.21% | – |
| HOPE | New | HOPE BANCORP INC | $39,500,000 | – | 2,866,489 | – | 0.21% | – |
| ETR | New | ENTERGY CORP | $39,055,000 | – | 379,428 | – | 0.21% | – |
| CVS | New | CVS HEALTH CORPORATION | $39,000,000 | – | 715,733 | – | 0.21% | – |
| MUR | New | MURPHY OIL CORP | $38,648,000 | – | 1,567,851 | – | 0.20% | – |
| UVV | New | UNIVERSAL CORP | $36,614,000 | – | 602,495 | – | 0.19% | – |
| VREX | New | VAREX IMAGING CORP | $36,459,000 | – | 1,189,543 | – | 0.19% | – |
| CJ | New | C&J ENERGY SERVICES INC | $35,353,000 | – | 3,001,122 | – | 0.19% | – |
| IBN | New | ICICI BANK LTD - SPON ADR | $34,459,000 | – | 2,737,012 | – | 0.18% | – |
| DOV | New | DOVER CORP | $33,428,000 | – | 333,617 | – | 0.18% | – |
| G | New | GENPACT LTD | $33,210,000 | – | 871,875 | – | 0.18% | – |
| GTS | New | TRIPLE-S MANAGEMENT CORP-B | $32,570,000 | – | 1,365,603 | – | 0.17% | – |
| CLS | New | CELESTICA INC. | $31,963,000 | – | 4,679,789 | – | 0.17% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $31,779,000 | – | 907,959 | – | 0.17% | – |
| CSCO | New | CISCO SYSTEMS INC | $31,578,000 | – | 576,970 | – | 0.17% | – |
| AEL | New | AMERICAN EQUITY INVT LIFE | $31,628,000 | – | 1,164,523 | – | 0.17% | – |
| FMBI | New | FIRST MIDWEST BANCORP INC | $30,951,000 | – | 1,512,005 | – | 0.16% | – |
| WSFS | New | WSFS FINANCIAL CORP | $27,440,000 | – | 664,397 | – | 0.14% | – |
| TCF | New | TCF FINANCIAL CORP | $26,796,000 | – | 1,288,869 | – | 0.14% | – |
| ALL | New | ALLSTATE CORP | $25,655,000 | – | 252,290 | – | 0.14% | – |
| LM | New | LEGG MASON INC | $24,501,000 | – | 640,046 | – | 0.13% | – |
| TSM | New | TAIWAN SEMICONDUCTOR - SP ADR | $24,152,000 | – | 616,612 | – | 0.13% | – |
| HIG | New | THE HARTFORD FINANCIAL SERVICES GROUP INC | $23,646,000 | – | 424,371 | – | 0.12% | – |
| RE | New | EVEREST RE GROUP LTD | $22,518,000 | – | 91,098 | – | 0.12% | – |
| RLGY | New | REALOGY HOLDINGS CORP | $22,140,000 | – | 3,058,070 | – | 0.12% | – |
| ARW | New | ARROW ELECTRONICS INC | $21,721,000 | – | 304,776 | – | 0.12% | – |
| THG | New | HANOVER INSURANCE GROUP | $21,553,000 | – | 167,990 | – | 0.11% | – |
| LLL | New | L3 TECHNOLOGIES, INC. | $21,615,000 | – | 88,164 | – | 0.11% | – |
| TMK | New | TORCHMARK CORP | $21,119,000 | – | 236,070 | – | 0.11% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $20,935,000 | – | 359,705 | – | 0.11% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL | $20,438,000 | – | 276,006 | – | 0.11% | – |
| MPAA | New | MOTORCAR PARTS OF AMERICA INC | $19,339,000 | – | 903,259 | – | 0.10% | – |
| WAIR | New | WESCO AIRCRAFT HOLDINGS INC | $14,933,000 | – | 1,345,295 | – | 0.08% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUST | $14,921,000 | – | 596,856 | – | 0.08% | – |
| SCS | New | STEELCASE INC - CL A | $14,345,000 | – | 838,875 | – | 0.08% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO. | $13,060,000 | – | 1,263,084 | – | 0.07% | – |
| NCI | New | NAVIGANT CONSULTING INC | $12,748,000 | – | 549,721 | – | 0.07% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $12,439,000 | – | 642,854 | – | 0.07% | – |
| FL | New | FOOT LOCKER INC | $9,784,000 | – | 233,396 | – | 0.05% | – |
| CMA | New | COMERICA INC | $8,793,000 | – | 121,055 | – | 0.05% | – |
| PKX | New | POSCO - ADR | $7,867,000 | – | 148,272 | – | 0.04% | – |
| APO | New | APOLLO GLOBAL MANAGEMENT-A | $7,830,000 | – | 228,267 | – | 0.04% | – |
| New | ENSCO ROWAN PLC - CLASS A | $5,845,000 | – | 685,248 | – | 0.03% | – | |
| SHG | New | SHINHAN FINANCIAL GROUP - ADR | $5,767,000 | – | 148,331 | – | 0.03% | – |
| New | HYUNDAI MOTOR-GDR | $3,898,000 | – | 64,300 | – | 0.02% | – | |
| WLMIY | New | WILMAR INTERNATIONAL - UNS ADR | $3,804,000 | – | 138,338 | – | 0.02% | – |
| ARC | New | ARC DOCUMENT SOLUTIONS INC | $3,815,000 | – | 1,870,063 | – | 0.02% | – |
| LNVGY | New | LENOVO GROUP LTD ADR | $3,645,000 | – | 235,450 | – | 0.02% | – |
| New | SAMSUNG ELECTR-GDR | $3,535,000 | – | 3,474 | – | 0.02% | – | |
| LUKOY | New | LUKOIL PJSC - SPON ADR | $3,609,000 | – | 42,956 | – | 0.02% | – |
| CRPJY | New | CHINA RESOURCES-UNSPON ADR | $3,457,000 | – | 157,963 | – | 0.02% | – |
| SSL | New | SASOL LTD-SPONS ADR | $3,197,000 | – | 128,636 | – | 0.02% | – |
| SMUUY | New | SIAM COMMERCIAL BANK - UNSP ADR | $3,037,000 | – | 169,185 | – | 0.02% | – |
| New | HON HAI PRECISION INDUSTRY 144A ADR | $3,028,000 | – | 607,573 | – | 0.02% | – | |
| PCFBY | New | PACIFIC BASIN SHIP-UNSP ADR | $3,116,000 | – | 851,215 | – | 0.02% | – |
| CHL | New | CHINA MOBILE LTD-SPON ADR | $2,864,000 | – | 63,242 | – | 0.02% | – |
| VIV | New | TELEFONICA BRASIL - ADR | $2,883,000 | – | 221,405 | – | 0.02% | – |
| CICHY | New | CHINA CONSTRUCTION UNSPON ADR | $2,674,000 | – | 155,960 | – | 0.01% | – |
| CEZYY | New | CEZ AS - ADR | $2,557,000 | – | 211,609 | – | 0.01% | – |
| SBKFF | New | STATE BANK OF INDIA GDR REG S | $2,543,000 | – | 48,598 | – | 0.01% | – |
| GBXXY | New | GRAND BAOXIN AUTO - UNSP ADR | $2,016,000 | – | 489,200 | – | 0.01% | – |
| CIDHY | New | CHINA AGRI-INDUSTRIES-UN ADR | $2,102,000 | – | 327,200 | – | 0.01% | – |
| DNFGY | New | DONGFENG MOTOR GRP-H-UNS ADR | $1,875,000 | – | 46,264 | – | 0.01% | – |
| CSUAY | New | CHINA SHENHUA UNSPON ADR | $1,818,000 | – | 218,727 | – | 0.01% | – |
| RNRTY | New | REUNERT LTD-UNSPONSORED ADR | $1,529,000 | – | 159,600 | – | 0.01% | – |
| KB | New | KB FINANCIAL GROUP INC - ADR | $1,557,000 | – | 39,441 | – | 0.01% | – |
| New | OTP BANK NYRT- 144A GDR | $1,369,000 | – | 68,700 | – | 0.01% | – | |
| CDGXY | New | CHINA DONGXIANG GRP-UNSP ADR | $980,000 | – | 159,562 | – | 0.01% | – |
| LAMR | New | LAMAR ADVERTISING CO -A | $868,000 | – | 10,750 | – | 0.01% | – |
| CB | New | CHUBB LTD | $680,000 | – | 4,618 | – | 0.00% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $826,000 | – | 14,462 | – | 0.00% | – |
| BKNG | New | BOOKING HOLDINGS INC | $720,000 | – | 384 | – | 0.00% | – |
| ANTM | New | ANTHEM INC | $679,000 | – | 2,407 | – | 0.00% | – |
| DOX | New | AMDOCS LTD | $831,000 | – | 13,380 | – | 0.00% | – |
| RNR | New | RENAISSANCE RE HLDGS LTD | $779,000 | – | 4,376 | – | 0.00% | – |
| OHI | New | OMEGA HEALTHCARE INVESTORS | $842,000 | – | 22,915 | – | 0.00% | – |
| LDOS | New | LEIDOS HOLDINGS INC. | $506,000 | – | 6,335 | – | 0.00% | – |
| BIIB | New | BIOGEN INC | $542,000 | – | 2,318 | – | 0.00% | – |
| CHRW | New | CH ROBINSON WORLDWIDE INC | $523,000 | – | 6,198 | – | 0.00% | – |
| New | LG ELECTRONICS INC-GDR 144A | $570,000 | – | 16,600 | – | 0.00% | – | |
| JCOM | New | J2 GLOBAL INC | $521,000 | – | 5,861 | – | 0.00% | – |
| EXPE | New | EXPEDIA INC. | $535,000 | – | 4,020 | – | 0.00% | – |
| JLL | New | JONES LANG LASALLE INC | $425,000 | – | 3,020 | – | 0.00% | – |
| INTC | New | INTEL CORPORATION | $453,000 | – | 9,470 | – | 0.00% | – |
| QRVO | New | QORVO INC | $326,000 | – | 4,890 | – | 0.00% | – |
| CBRE | New | CBRE GROUP INC A | $336,000 | – | 6,551 | – | 0.00% | – |
| HRB | New | H&R BLOCK INC | $349,000 | – | 11,898 | – | 0.00% | – |
| EXEL | New | EXELIXIS INC | $316,000 | – | 14,803 | – | 0.00% | – |
| AAPL | New | APPLE INC | $429,000 | – | 2,170 | – | 0.00% | – |
| NLY | New | ANNALY CAPITAL MANAGMENT INC | $120,000 | – | 13,089 | – | 0.00% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $222,000 | – | 2,599 | – | 0.00% | – |
| UAL | New | UNITED CONTINENTAL HOLDINGS | $221,000 | – | 2,526 | – | 0.00% | – |
| PK | New | PARK HOTELS & RESORTS INC | $263,000 | – | 9,553 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SRC | Exit | SPIRIT REALTY CAPITAL INC | $0 | – | -12,328 | – | 0.00% | – |
| QRVO | Exit | QORVO INC | $0 | – | -3,865 | – | -0.00% | – |
| PK | Exit | PARK HOTELS & RESORTS INC | $0 | – | -8,664 | – | -0.00% | – |
| WELL | Exit | WELLTOWER INC. | $0 | – | -4,485 | – | -0.00% | – |
| CBRE | Exit | CBRE GROUP INC A | $0 | – | -5,123 | – | -0.00% | – |
| PBR | Exit | PETROLEO BRASILEIRO S.A. - ADR | $0 | – | -16,000 | – | -0.00% | – |
| NLY | Exit | ANNALY CAPITAL MANAGMENT INC | $0 | – | -11,354 | – | -0.00% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -4,307 | – | -0.00% | – |
| AZO | Exit | AUTOZONE INC. | $0 | – | -479 | – | -0.00% | – |
| CRI | Exit | CARTERS INC | $0 | – | -3,872 | – | -0.00% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -10,846 | – | -0.00% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -2,547 | – | -0.00% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -794 | – | -0.00% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -4,518 | – | -0.00% | – |
| INGR | Exit | INGREDION INC | $0 | – | -5,615 | – | -0.00% | – |
| CDGXY | Exit | CHINA DONGXIANG GRP-UNSP ADR | $0 | – | -64,100 | – | -0.00% | – |
| OHI | Exit | OMEGA HEALTHCARE INVESTORS | $0 | – | -16,471 | – | -0.00% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -4,567 | – | -0.00% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -339 | – | -0.00% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -1,864 | – | -0.00% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -8,557 | – | -0.00% | – |
| LAMR | Exit | LAMAR ADVERTISING CO -A | $0 | – | -8,650 | – | -0.00% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HOLDINGS | $0 | – | -12,108 | – | -0.00% | – |
| Exit | LG ELECTRONICS INC-GDR 144A | $0 | – | -16,600 | – | -0.00% | – | |
| HCP | Exit | HCP INC | $0 | – | -26,570 | – | -0.00% | – |
| PCG | Exit | PG&E CORP | $0 | – | -12,507 | – | -0.00% | – |
| CRL | Exit | CHARLES RIVER LABORATORIES | $0 | – | -5,615 | – | -0.00% | – |
| PBRA | Exit | PETROLEO BRASIL-SP PREF ADR | $0 | – | -68,900 | – | -0.00% | – |
| CFG | Exit | CITIZENS FINANCIAL GROUP | $0 | – | -25,992 | – | -0.01% | – |
| Exit | OTP BANK NYRT- 144A GDR | $0 | – | -68,700 | – | -0.01% | – | |
| CICHY | Exit | CHINA CONSTRUCTION UNSPON ADR | $0 | – | -66,500 | – | -0.01% | – |
| BRSWQ | Exit | BRISTOW GROUP INC | $0 | – | -99,108 | – | -0.01% | – |
| CSUAY | Exit | CHINA SHENHUA UNSPON ADR | $0 | – | -126,700 | – | -0.01% | – |
| Exit | BANK DANAMON INDON-UNSP ADR | $0 | – | -139,100 | – | -0.01% | – | |
| GBXXY | Exit | GRAND BAOXIN AUTO - UNSP ADR | $0 | – | -489,200 | – | -0.01% | – |
| SMUUY | Exit | SIAM COMMERCIAL BANK - UNSP ADR | $0 | – | -85,636 | – | -0.01% | – |
| SBKFF | Exit | STATE BANK OF INDIA GDR REG S | $0 | – | -48,000 | – | -0.01% | – |
| BKKLY | Exit | BANGKOK BANK PCL - UNSPON ADR | $0 | – | -51,748 | – | -0.01% | – |
| AKBTY | Exit | AKBANK TAS ADR | $0 | – | -727,200 | – | -0.01% | – |
| RNRTY | Exit | REUNERT LTD-UNSPONSORED ADR | $0 | – | -159,600 | – | -0.01% | – |
| HPIFY | Exit | HUADIAN POWER INTL - UNSP ADR | $0 | – | -156,000 | – | -0.01% | – |
| KB | Exit | KB FINANCIAL GROUP INC - ADR | $0 | – | -38,500 | – | -0.01% | – |
| NAO | Exit | NORDIC AMERICAN OFFSHORE LTD | $0 | – | -2,027,064 | – | -0.01% | – |
| DNFGY | Exit | DONGFENG MOTOR GRP-H-UNS ADR | $0 | – | -44,800 | – | -0.01% | – |
| NWS | Exit | NEWS CORP - CLASS B | $0 | – | -167,435 | – | -0.01% | – |
| CIDHY | Exit | CHINA AGRI-INDUSTRIES-UN ADR | $0 | – | -327,200 | – | -0.01% | – |
| SSL | Exit | SASOL LTD-SPONS ADR | $0 | – | -68,000 | – | -0.01% | – |
| PCFBY | Exit | PACIFIC BASIN SHIP-UNSP ADR | $0 | – | -553,400 | – | -0.01% | – |
| CEZYY | Exit | CEZ AS - ADR | $0 | – | -207,400 | – | -0.01% | – |
| CRPJY | Exit | CHINA RESOURCES-UNSPON ADR | $0 | – | -117,600 | – | -0.02% | – |
| WLMIY | Exit | WILMAR INTERNATIONAL - UNS ADR | $0 | – | -132,800 | – | -0.02% | – |
| Exit | SAMSUNG ELECTR-GDR | $0 | – | -3,400 | – | -0.02% | – | |
| Exit | HYUNDAI MOTOR-GDR | $0 | – | -64,300 | – | -0.02% | – | |
| Exit | HON HAI PRECISION INDUSTRY 144A ADR | $0 | – | -759,467 | – | -0.02% | – | |
| LUKOY | Exit | LUKOIL PJSC - SPON ADR | $0 | – | -52,919 | – | -0.02% | – |
| CHL | Exit | CHINA MOBILE LTD-SPON ADR | $0 | – | -93,300 | – | -0.02% | – |
| LNVGY | Exit | LENOVO GROUP LTD ADR | $0 | – | -345,000 | – | -0.02% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -61,957 | – | -0.02% | – |
| WSFS | Exit | WSFS FINANCIAL CORP | $0 | – | -120,314 | – | -0.03% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP - ADR | $0 | – | -145,724 | – | -0.03% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -2,026,325 | – | -0.03% | – |
| PKX | Exit | POSCO - ADR | $0 | – | -151,897 | – | -0.05% | – |
| APO | Exit | APOLLO GLOBAL MANAGEMENT-A | $0 | – | -302,057 | – | -0.05% | – |
| REVG | Exit | REV GROUP INC | $0 | – | -664,881 | – | -0.05% | – |
| CMA | Exit | COMERICA INC | $0 | – | -121,055 | – | -0.05% | – |
| CUB | Exit | CUBIC CORP | $0 | – | -169,939 | – | -0.06% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO. | $0 | – | -1,183,133 | – | -0.07% | – |
| BKR | Exit | BAKER HUGHES A GE CO | $0 | – | -438,440 | – | -0.07% | – |
| WAIR | Exit | WESCO AIRCRAFT HOLDINGS INC | $0 | – | -1,456,788 | – | -0.08% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -330,662 | – | -0.08% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUST | $0 | – | -590,723 | – | -0.08% | – |
| EVTC | Exit | EVERTEC INC | $0 | – | -745,993 | – | -0.09% | – |
| RDC | Exit | ROWAN COMPANIES PLC - A | $0 | – | -996,725 | – | -0.09% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR - SP ADR | $0 | – | -429,146 | – | -0.09% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -712,758 | – | -0.09% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -639,775 | – | -0.10% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -91,025 | – | -0.10% | – |
| HIG | Exit | THE HARTFORD FINANCIAL SERVICES GROUP INC | $0 | – | -424,371 | – | -0.10% | – |
| SPNV | Exit | SUPERIOR ENERGY SERVICES INC | $0 | – | -2,257,080 | – | -0.11% | – |
| ARW | Exit | ARROW ELECTRONICS INC | $0 | – | -304,547 | – | -0.11% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -279,538 | – | -0.12% | – |
| IBN | Exit | ICICI BANK LTD - SPON ADR | $0 | – | -2,919,124 | – | -0.12% | – |
| GM | Exit | GENERAL MOTORS CO | $0 | – | -739,178 | – | -0.12% | – |
| GTS | Exit | TRIPLE-S MANAGEMENT CORP-B | $0 | – | -1,350,013 | – | -0.12% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -602,769 | – | -0.13% | – |
| T | Exit | AT&T INC | $0 | – | -847,952 | – | -0.14% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -380,920 | – | -0.15% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -414,360 | – | -0.16% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP INC | $0 | – | -1,232,176 | – | -0.16% | – |
| TCF | Exit | TCF FINANCIAL CORP | $0 | – | -1,380,869 | – | -0.16% | – |
| LLL | Exit | L3 TECHNOLOGIES, INC. | $0 | – | -170,909 | – | -0.18% | – |
| ARGO | Exit | ARGO GROUP INTERNATIONAL | $0 | – | -585,301 | – | -0.18% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -325,238 | – | -0.18% | – |
| NCI | Exit | NAVIGANT CONSULTING INC | $0 | – | -1,695,061 | – | -0.19% | – |
| AEL | Exit | AMERICAN EQUITY INVT LIFE | $0 | – | -1,220,594 | – | -0.21% | – |
| CLS | Exit | CELESTICA INC. | $0 | – | -4,255,292 | – | -0.22% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -869,267 | – | -0.23% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -1,216,386 | – | -0.24% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -2,994,773 | – | -0.24% | – |
| UVV | Exit | UNIVERSAL CORP | $0 | – | -747,962 | – | -0.24% | – |
| HPQ | Exit | HP INC | $0 | – | -1,891,940 | – | -0.24% | – |
| ROCK | Exit | GIBRALTAR INDUSTRIES INC | $0 | – | -1,095,329 | – | -0.24% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -711,742 | – | -0.25% | – |
| SNA | Exit | SNAP-ON INC | $0 | – | -294,575 | – | -0.26% | – |
| SCS | Exit | STEELCASE INC - CL A | $0 | – | -2,928,942 | – | -0.26% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -383,172 | – | -0.27% | – |
| CVS | Exit | CVS HEALTH CORPORATION | $0 | – | -719,080 | – | -0.28% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -2,203,770 | – | -0.28% | – |
| ESND | Exit | ESSENDANT INC | $0 | – | -4,493,015 | – | -0.28% | – |
| VIV | Exit | TELEFONICA BRASIL - ADR | $0 | – | -5,947,709 | – | -0.28% | – |
| PH | Exit | PARKER HANNIFIN CORPORATION | $0 | – | -330,743 | – | -0.30% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -629,391 | – | -0.30% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -2,040,870 | – | -0.31% | – |
| RLGY | Exit | REALOGY HOLDINGS CORP | $0 | – | -3,116,972 | – | -0.31% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -1,021,286 | – | -0.32% | – |
| WBS | Exit | WEBSTER FINANCIAL CORP. | $0 | – | -1,164,962 | – | -0.33% | – |
| K | Exit | KELLOGG COMPANY | $0 | – | -993,767 | – | -0.34% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -2,287,066 | – | -0.34% | – |
| THG | Exit | HANOVER INSURANCE GROUP | $0 | – | -566,204 | – | -0.34% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -584,301 | – | -0.35% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -1,710,089 | – | -0.35% | – |
| CI | Exit | CIGNA CORP | $0 | – | -365,475 | – | -0.37% | – |
| ACM | Exit | AECOM | $0 | – | -2,424,679 | – | -0.38% | – |
| KBR | Exit | KBR INC | $0 | – | -3,756,610 | – | -0.39% | – |
| CAR | Exit | AVIS BUDGET GROUP INC | $0 | – | -2,578,026 | – | -0.40% | – |
| FLEX | Exit | FLEX LTD | $0 | – | -6,374,944 | – | -0.41% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -3,692,021 | – | -0.41% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -1,769,086 | – | -0.41% | – |
| G | Exit | GENPACT LTD | $0 | – | -2,816,963 | – | -0.42% | – |
| RF | Exit | REGIONS FINL CORP | $0 | – | -4,830,534 | – | -0.43% | – |
| BIDU | Exit | BAIDU INC - SPON ADR | $0 | – | -390,819 | – | -0.44% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -4,189,443 | – | -0.57% | – |
| EPAC | Exit | ACTUANT CORP- A | $0 | – | -4,334,688 | – | -0.59% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -7,922,450 | – | -0.61% | – |
| TEX | Exit | TEREX CORP | $0 | – | -3,251,948 | – | -0.63% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -2,752,085 | – | -0.65% | – |
| AXE | Exit | ANIXTER INTERNATIONAL INC | $0 | – | -1,960,806 | – | -0.67% | – |
| KEY | Exit | KEY CORP | $0 | – | -7,051,998 | – | -0.68% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -2,595,962 | – | -0.68% | – |
| MD | Exit | MEDNAX INC | $0 | – | -3,254,122 | – | -0.74% | – |
| R | Exit | RYDER SYSTEM INC. | $0 | – | -2,207,906 | – | -0.78% | – |
| JELD | Exit | JELD-WEN HOLDING INC | $0 | – | -6,868,438 | – | -0.82% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -4,207,380 | – | -0.83% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC | $0 | – | -1,362,396 | – | -0.93% | – |
| PFE | Exit | PFIZER INC | $0 | – | -4,438,430 | – | -0.95% | – |
| CVE | Exit | CENOVUS ENERGY INC. | $0 | – | -19,798,979 | – | -0.97% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -6,200,307 | – | -1.00% | – |
| BP | Exit | BP PLC - SPONS ADR | $0 | – | -5,211,715 | – | -1.17% | – |
| WMT | Exit | WALMART INC | $0 | – | -2,694,252 | – | -1.23% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -9,382,203 | – | -1.24% | – |
| BEN | Exit | FRANKLIN RESOURCES INC. | $0 | – | -8,962,292 | – | -1.33% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,227,484 | – | -1.34% | – |
| ESRX | Exit | EXPRESS SCRIPTS HOLDING CO | $0 | – | -3,054,162 | – | -1.41% | – |
| NWSA | Exit | NEWS CORP - CLASS A | $0 | – | -22,541,912 | – | -1.45% | – |
| EQH | Exit | AXA EQUITABLE HOLDINGS INC | $0 | – | -14,103,921 | – | -1.47% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -1,571,550 | – | -1.58% | – |
| NWL | Exit | NEWELL BRANDS INC. | $0 | – | -16,727,033 | – | -1.65% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -4,817,760 | – | -1.66% | – |
| AVT | Exit | AVNET INC | $0 | – | -8,116,307 | – | -1.77% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -33,345,586 | – | -1.83% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -8,099,085 | – | -1.83% | – |
| F | Exit | FORD MOTOR COMPANY | $0 | – | -40,804,784 | – | -1.84% | – |
| IPG | Exit | INTERPUBLIC GROUP OF COS INC | $0 | – | -16,696,074 | – | -1.86% | – |
| JPM | Exit | JP MORGAN CHASE & CO | $0 | – | -3,384,202 | – | -1.86% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLC ADR | $0 | – | -5,802,587 | – | -1.92% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -6,851,545 | – | -1.92% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -9,175,821 | – | -1.92% | – |
| MET | Exit | METLIFE INC | $0 | – | -8,470,138 | – | -1.92% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -4,657,853 | – | -1.93% | – |
| MCK | Exit | MCKESSON CORPORATION | $0 | – | -3,160,195 | – | -2.04% | – |
| WFC | Exit | WELLS FARGO CO | $0 | – | -8,030,033 | – | -2.05% | – |
| DOV | Exit | DOVER CORP | $0 | – | -5,273,351 | – | -2.27% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -8,888,538 | – | -2.30% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -16,165,550 | – | -2.32% | – |
| OMC | Exit | OMNICOM GROUP | $0 | – | -7,329,788 | – | -2.42% | – |
| VOYA | Exit | VOYA FINANCIAL INC. | $0 | – | -10,075,127 | – | -2.43% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -5,454,942 | – | -2.52% | – |
| CTSH | Exit | COGNIZANT TECH SOLUTIONS - A | $0 | – | -6,757,585 | – | -2.54% | – |
| C | Exit | CITIGROUP INC | $0 | – | -7,670,706 | – | -2.68% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE COMPANY | $0 | – | -34,394,158 | – | -2.73% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -11,363,826 | – | -2.85% | – |
| EIX | Exit | EDISON INTERNATIONAL | $0 | – | -8,949,790 | – | -2.95% | – |
| MYL | Exit | MYLAN NV | $0 | – | -21,657,877 | – | -3.86% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MYL | Buy | MYLAN NV | $792,678,000 | +3.9% | 21,657,877 | +2.6% | 3.86% | +0.5% |
| EIX | Buy | EDISON INTERNATIONAL | $605,722,000 | +22.2% | 8,949,790 | +14.2% | 2.95% | +18.2% |
| ORCL | Sell | ORACLE CORP | $585,919,000 | +16.4% | 11,363,826 | -0.5% | 2.85% | +12.6% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE COMPANY | $560,969,000 | +12.9% | 34,394,158 | +1.1% | 2.73% | +9.3% |
| C | Sell | CITIGROUP INC | $550,296,000 | +3.8% | 7,670,706 | -3.2% | 2.68% | +0.4% |
| CTSH | Buy | COGNIZANT TECH SOLUTIONS - A | $521,348,000 | +4.0% | 6,757,585 | +6.5% | 2.54% | +0.7% |
| COF | Buy | CAPITAL ONE FINL CORP | $517,838,000 | +3.6% | 5,454,942 | +0.3% | 2.52% | +0.3% |
| VOYA | Sell | VOYA FINANCIAL INC. | $500,432,000 | +5.0% | 10,075,127 | -0.7% | 2.43% | +1.5% |
| OMC | Buy | OMNICOM GROUP | $498,572,000 | -10.5% | 7,329,788 | +0.4% | 2.42% | -13.4% |
| BAC | Sell | BANK OF AMERICA CORP | $476,237,000 | +3.0% | 16,165,550 | -1.4% | 2.32% | -0.4% |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP | $473,226,000 | +1.7% | 8,888,538 | +1.3% | 2.30% | -1.6% |
| DOV | Sell | DOVER CORP | $466,850,000 | +11.1% | 5,273,351 | -8.2% | 2.27% | +7.5% |
| WFC | Buy | WELLS FARGO CO | $422,059,000 | -4.3% | 8,030,033 | +1.0% | 2.05% | -7.4% |
| MCK | Buy | MCKESSON CORPORATION | $419,200,000 | +10.8% | 3,160,195 | +11.4% | 2.04% | +7.2% |
| XOM | Buy | EXXON MOBIL CORP | $396,011,000 | +6.1% | 4,657,853 | +3.2% | 1.93% | +2.6% |
| MET | Buy | METLIFE INC | $395,725,000 | +9.2% | 8,470,138 | +1.9% | 1.92% | +5.7% |
| RDSA | Sell | ROYAL DUTCH SHELL PLC ADR | $395,388,000 | -4.9% | 5,802,587 | -3.4% | 1.92% | -8.0% |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $395,294,000 | +106.3% | 9,175,821 | +107.9% | 1.92% | +99.7% |
| AXS | Buy | AXIS CAPITAL HOLDINGS LTD | $395,403,000 | +8.2% | 6,851,545 | +4.3% | 1.92% | +4.7% |
| IPG | Buy | INTERPUBLIC GROUP OF COS INC | $381,839,000 | -2.0% | 16,696,074 | +0.4% | 1.86% | -5.3% |
| JPM | Buy | JP MORGAN CHASE & CO | $381,873,000 | +8.4% | 3,384,202 | +0.1% | 1.86% | +4.9% |
| F | Sell | FORD MOTOR COMPANY | $377,444,000 | -20.1% | 40,804,784 | -4.3% | 1.84% | -22.7% |
| MS | Sell | MORGAN STANLEY | $377,174,000 | -3.5% | 8,099,085 | -1.8% | 1.83% | -6.7% |
| GE | Buy | GENERAL ELECTRIC CO | $376,472,000 | +62.3% | 33,345,586 | +95.6% | 1.83% | +57.0% |
| AVT | Sell | AVNET INC | $363,367,000 | -6.2% | 8,116,307 | -10.2% | 1.77% | -9.3% |
| MRK | Sell | MERCK & CO INC | $341,772,000 | +14.8% | 4,817,760 | -1.8% | 1.66% | +11.0% |
| NWL | Buy | NEWELL BRANDS INC. | $339,559,000 | -20.6% | 16,727,033 | +0.9% | 1.65% | -23.2% |
| AMGN | Sell | AMGEN INC | $325,767,000 | +11.8% | 1,571,550 | -0.4% | 1.58% | +8.2% |
| EQH | Buy | AXA EQUITABLE HOLDINGS INC | $302,529,000 | +24.9% | 14,103,921 | +20.0% | 1.47% | +20.9% |
| NWSA | Buy | NEWS CORP - CLASS A | $297,328,000 | -13.9% | 22,541,912 | +1.2% | 1.45% | -16.7% |
| ESRX | Sell | EXPRESS SCRIPTS HOLDING CO | $290,176,000 | +21.1% | 3,054,162 | -1.6% | 1.41% | +17.1% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $275,251,000 | +4.1% | 1,227,484 | +2.4% | 1.34% | +0.8% |
| BEN | Sell | FRANKLIN RESOURCES INC. | $272,543,000 | -19.3% | 8,962,292 | -14.9% | 1.33% | -21.9% |
| KKR | New | KKR & CO INC | $255,853,000 | – | 9,382,203 | – | 1.24% | – |
| WMT | Sell | WALMART INC | $253,017,000 | -13.7% | 2,694,252 | -21.2% | 1.23% | -16.4% |
| BP | Sell | BP PLC - SPONS ADR | $240,260,000 | +0.6% | 5,211,715 | -0.4% | 1.17% | -2.7% |
| MUR | Sell | MURPHY OIL CORP | $206,718,000 | -21.9% | 6,200,307 | -20.9% | 1.00% | -24.5% |
| CVE | Sell | CENOVUS ENERGY INC. | $198,584,000 | -9.6% | 19,798,979 | -6.5% | 0.97% | -12.6% |
| PFE | Sell | PFIZER INC | $195,602,000 | +21.0% | 4,438,430 | -0.4% | 0.95% | +17.0% |
| WLTW | Buy | WILLIS TOWERS WATSON PLC | $192,016,000 | -1.2% | 1,362,396 | +6.2% | 0.93% | -4.4% |
| HAL | Buy | HALLIBURTON CO | $170,525,000 | -0.6% | 4,207,380 | +10.5% | 0.83% | -3.8% |
| JELD | Buy | JELD-WEN HOLDING INC | $169,376,000 | -12.8% | 6,868,438 | +1.1% | 0.82% | -15.6% |
| R | Buy | RYDER SYSTEM INC. | $161,332,000 | +7.6% | 2,207,906 | +5.8% | 0.78% | +4.1% |
| MD | Buy | MEDNAX INC | $151,837,000 | +52.5% | 3,254,122 | +41.5% | 0.74% | +47.6% |
| KEY | Sell | KEY CORP | $140,264,000 | +1.8% | 7,051,998 | -0.0% | 0.68% | -1.6% |
| CAH | Sell | CARDINAL HEALTH INC | $140,182,000 | -2.1% | 2,595,962 | -11.5% | 0.68% | -5.3% |
| AXE | Buy | ANIXTER INTERNATIONAL INC | $137,845,000 | +11.2% | 1,960,806 | +0.2% | 0.67% | +7.5% |
| CSCO | Sell | CISCO SYSTEMS INC | $133,889,000 | +12.7% | 2,752,085 | -0.3% | 0.65% | +9.0% |
| TEX | Sell | TEREX CORP | $129,785,000 | -5.9% | 3,251,948 | -0.6% | 0.63% | -9.1% |
| UBS | Sell | UBS GROUP AG | $124,620,000 | -24.6% | 7,922,450 | -26.5% | 0.61% | -27.1% |
| EPAC | Buy | ACTUANT CORP- A | $120,938,000 | -4.0% | 4,334,688 | +1.0% | 0.59% | -7.1% |
| FITB | Buy | FIFTH THIRD BANCORP | $116,969,000 | -0.0% | 4,189,443 | +2.8% | 0.57% | -3.2% |
| BIDU | Buy | BAIDU INC - SPON ADR | $89,373,000 | -4.2% | 390,819 | +1.8% | 0.44% | -7.2% |
| RF | Sell | REGIONS FINL CORP | $88,640,000 | +2.3% | 4,830,534 | -0.8% | 0.43% | -0.9% |
| G | Buy | GENPACT LTD | $86,227,000 | +8.1% | 2,816,963 | +2.2% | 0.42% | +4.5% |
| AGR | Buy | AVANGRID INC | $84,792,000 | -9.4% | 1,769,086 | +0.0% | 0.41% | -12.5% |
| IVZ | Buy | INVESCO LTD | $84,473,000 | +21.4% | 3,692,021 | +40.9% | 0.41% | +17.4% |
| FLEX | Buy | FLEX LTD | $83,640,000 | +27.4% | 6,374,944 | +37.0% | 0.41% | +23.3% |
| CAR | Buy | AVIS BUDGET GROUP INC | $82,858,000 | +29.6% | 2,578,026 | +31.1% | 0.40% | +25.5% |
| KBR | Buy | KBR INC | $79,377,000 | +19.5% | 3,756,610 | +1.4% | 0.39% | +15.6% |
| ACM | Buy | AECOM | $79,190,000 | +2.0% | 2,424,679 | +3.2% | 0.38% | -1.3% |
| CI | Sell | CIGNA CORP | $76,110,000 | +21.4% | 365,475 | -0.9% | 0.37% | +17.5% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $71,482,000 | +18.6% | 1,710,089 | +15.4% | 0.35% | +14.9% |
| CSL | Sell | CARLISLE COS INC | $71,168,000 | -9.1% | 584,301 | -19.2% | 0.35% | -12.2% |
| THG | Sell | HANOVER INSURANCE GROUP | $69,853,000 | -0.3% | 566,204 | -3.4% | 0.34% | -3.4% |
| TRS | Sell | TRIMAS CORP | $69,527,000 | +3.3% | 2,287,066 | -0.1% | 0.34% | 0.0% |
| K | Buy | KELLOGG COMPANY | $69,584,000 | +0.2% | 993,767 | +0.0% | 0.34% | -3.2% |
| WBS | Sell | WEBSTER FINANCIAL CORP. | $68,686,000 | -15.1% | 1,164,962 | -8.2% | 0.33% | -17.9% |
| DOOR | Buy | MASONITE INTERNATIONAL CORP | $65,464,000 | -9.1% | 1,021,286 | +1.9% | 0.32% | -12.2% |
| RLGY | Buy | REALOGY HOLDINGS CORP | $64,334,000 | -7.7% | 3,116,972 | +2.0% | 0.31% | -10.6% |
| FTI | Sell | TECHNIPFMC PLC | $63,777,000 | -1.7% | 2,040,870 | -0.1% | 0.31% | -4.9% |
| ALL | Sell | ALLSTATE CORP | $62,121,000 | +8.0% | 629,391 | -0.1% | 0.30% | +4.5% |
| PH | Sell | PARKER HANNIFIN CORPORATION | $60,834,000 | +18.0% | 330,743 | -0.0% | 0.30% | +14.3% |
| VIV | Buy | TELEFONICA BRASIL - ADR | $57,872,000 | -11.3% | 5,947,709 | +8.2% | 0.28% | -14.3% |
| ESND | Sell | ESSENDANT INC | $57,600,000 | -11.8% | 4,493,015 | -9.1% | 0.28% | -14.6% |
| ASB | Sell | ASSOCIATED BANC CORP | $57,298,000 | -6.3% | 2,203,770 | -1.6% | 0.28% | -9.1% |
| CVS | Sell | CVS HEALTH CORPORATION | $56,606,000 | +21.7% | 719,080 | -0.5% | 0.28% | +17.5% |
| SWK | Buy | STANLEY BLACK & DECKER INC | $56,112,000 | +10.3% | 383,172 | +0.0% | 0.27% | +6.6% |
| SCS | Sell | STEELCASE INC - CL A | $54,185,000 | +18.3% | 2,928,942 | -13.7% | 0.26% | +14.8% |
| SNA | Sell | SNAP-ON INC | $54,084,000 | +10.5% | 294,575 | -3.2% | 0.26% | +6.9% |
| ROCK | Sell | GIBRALTAR INDUSTRIES INC | $49,947,000 | -15.2% | 1,095,329 | -30.2% | 0.24% | -17.9% |
| HPQ | Sell | HP INC | $48,755,000 | +11.8% | 1,891,940 | -1.5% | 0.24% | +8.2% |
| UVV | Buy | UNIVERSAL CORP | $48,618,000 | +14.2% | 747,962 | +16.0% | 0.24% | +10.3% |
| SCSC | Sell | SCANSOURCE INC | $48,534,000 | -1.6% | 1,216,386 | -0.7% | 0.24% | -4.8% |
| HOPE | Sell | HOPE BANCORP INC | $48,425,000 | -10.0% | 2,994,773 | -0.8% | 0.24% | -12.9% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $47,019,000 | +9.2% | 869,267 | -1.2% | 0.23% | +6.0% |
| CLS | Buy | CELESTICA INC. | $46,085,000 | +38.3% | 4,255,292 | +51.6% | 0.22% | +33.3% |
| AEL | Sell | AMERICAN EQUITY INVT LIFE | $43,160,000 | -16.8% | 1,220,594 | -15.3% | 0.21% | -19.5% |
| NCI | Sell | NAVIGANT CONSULTING INC | $39,088,000 | +3.4% | 1,695,061 | -0.7% | 0.19% | 0.0% |
| MSFT | Sell | MICROSOFT CORP | $37,197,000 | +15.3% | 325,238 | -0.6% | 0.18% | +11.7% |
| ARGO | Sell | ARGO GROUP INTERNATIONAL | $36,903,000 | +7.8% | 585,301 | -0.6% | 0.18% | +4.1% |
| TCF | Sell | TCF FINANCIAL CORP | $32,878,000 | -4.5% | 1,380,869 | -1.2% | 0.16% | -7.5% |
| FMBI | Sell | FIRST MIDWEST BANCORP INC | $32,764,000 | +3.3% | 1,232,176 | -1.1% | 0.16% | -0.6% |
| COP | Sell | CONOCOPHILLIPS | $32,071,000 | +11.0% | 414,360 | -0.1% | 0.16% | +7.6% |
| T | Buy | AT&T INC | $28,474,000 | +4.6% | 847,952 | +0.0% | 0.14% | +0.7% |
| SNV | Sell | SYNOVUS FINANCIAL CORP | $27,601,000 | -14.8% | 602,769 | -1.7% | 0.13% | -17.8% |
| GTS | Buy | TRIPLE-S MANAGEMENT CORP-B | $25,502,000 | -51.5% | 1,350,013 | +0.3% | 0.12% | -53.0% |
| IBN | Buy | ICICI BANK LTD - SPON ADR | $24,783,000 | +24.0% | 2,919,124 | +17.3% | 0.12% | +21.0% |
| GM | New | GENERAL MOTORS CO | $24,888,000 | – | 739,178 | – | 0.12% | – |
| SPNV | Sell | SUPERIOR ENERGY SERVICES INC | $21,984,000 | -1.4% | 2,257,080 | -1.4% | 0.11% | -4.5% |
| HIG | Buy | THE HARTFORD FINANCIAL SERVICES GROUP INC | $21,202,000 | -2.2% | 424,371 | +0.0% | 0.10% | -5.5% |
| TSM | Sell | TAIWAN SEMICONDUCTOR - SP ADR | $18,951,000 | -16.9% | 429,146 | -31.2% | 0.09% | -20.0% |
| EVTC | Sell | EVERTEC INC | $17,978,000 | -30.5% | 745,993 | -37.0% | 0.09% | -33.1% |
| FL | Sell | FOOT LOCKER INC | $16,857,000 | -44.8% | 330,662 | -43.0% | 0.08% | -46.8% |
| WAIR | Sell | WESCO AIRCRAFT HOLDINGS INC | $16,389,000 | -3.2% | 1,456,788 | -3.2% | 0.08% | -5.9% |
| BKR | Buy | BAKER HUGHES A GE CO | $14,832,000 | +2.4% | 438,440 | +0.0% | 0.07% | -1.4% |
| DRH | Buy | DIAMONDROCK HOSPITALITY CO. | $13,807,000 | +4.8% | 1,183,133 | +10.3% | 0.07% | +1.5% |
| CUB | Sell | CUBIC CORP | $12,414,000 | -46.5% | 169,939 | -52.9% | 0.06% | -48.7% |
| CMA | Sell | COMERICA INC | $10,919,000 | -50.0% | 121,055 | -49.6% | 0.05% | -51.8% |
| APO | Sell | APOLLO GLOBAL MANAGEMENT-A | $10,436,000 | -5.4% | 302,057 | -12.7% | 0.05% | -7.3% |
| REVG | New | REV GROUP INC | $10,439,000 | – | 664,881 | – | 0.05% | – |
| PKX | Buy | POSCO - ADR | $10,025,000 | +26.8% | 151,897 | +42.4% | 0.05% | +22.5% |
| SHG | Buy | SHINHAN FINANCIAL GROUP - ADR | $5,848,000 | +82.8% | 145,724 | +75.3% | 0.03% | +75.0% |
| WSFS | Buy | WSFS FINANCIAL CORP | $5,673,000 | -10.9% | 120,314 | +0.7% | 0.03% | -12.5% |
| ARC | Sell | ARC DOCUMENT SOLUTIONS INC | $5,755,000 | +60.2% | 2,026,325 | -0.1% | 0.03% | +55.6% |
| STT | Sell | STATE STREET CORP | $5,191,000 | -94.6% | 61,957 | -94.0% | 0.02% | -94.8% |
| LNVGY | New | LENOVO GROUP LTD ADR | $5,020,000 | – | 345,000 | – | 0.02% | – |
| CHL | Buy | CHINA MOBILE LTD-SPON ADR | $4,565,000 | +401.6% | 93,300 | +355.1% | 0.02% | +340.0% |
| LUKOY | Buy | LUKOIL PJSC - SPON ADR | $4,045,000 | +589.1% | 52,919 | +521.2% | 0.02% | +566.7% |
| New | HON HAI PRECISION INDUSTRY 144A ADR | $3,940,000 | – | 759,467 | – | 0.02% | – | |
| New | HYUNDAI MOTOR-GDR | $3,753,000 | – | 64,300 | – | 0.02% | – | |
| New | SAMSUNG ELECTR-GDR | $3,559,000 | – | 3,400 | – | 0.02% | – | |
| WLMIY | New | WILMAR INTERNATIONAL - UNS ADR | $3,128,000 | – | 132,800 | – | 0.02% | – |
| CRPJY | New | CHINA RESOURCES-UNSPON ADR | $3,120,000 | – | 117,600 | – | 0.02% | – |
| CEZYY | New | CEZ AS - ADR | $2,651,000 | – | 207,400 | – | 0.01% | – |
| PCFBY | New | PACIFIC BASIN SHIP-UNSP ADR | $2,631,000 | – | 553,400 | – | 0.01% | – |
| SSL | New | SASOL LTD-SPONS ADR | $2,628,000 | – | 68,000 | – | 0.01% | – |
| CIDHY | New | CHINA AGRI-INDUSTRIES-UN ADR | $2,526,000 | – | 327,200 | – | 0.01% | – |
| DNFGY | New | DONGFENG MOTOR GRP-H-UNS ADR | $2,276,000 | – | 44,800 | – | 0.01% | – |
| NWS | Buy | NEWS CORP - CLASS B | $2,277,000 | -14.1% | 167,435 | +0.1% | 0.01% | -15.4% |
| NAO | New | NORDIC AMERICAN OFFSHORE LTD | $1,966,000 | – | 2,027,064 | – | 0.01% | – |
| KB | New | KB FINANCIAL GROUP INC - ADR | $1,859,000 | – | 38,500 | – | 0.01% | – |
| HPIFY | New | HUADIAN POWER INTL - UNSP ADR | $1,830,000 | – | 156,000 | – | 0.01% | – |
| SMUUY | New | SIAM COMMERCIAL BANK - UNSP ADR | $1,552,000 | – | 85,636 | – | 0.01% | – |
| RNRTY | New | REUNERT LTD-UNSPONSORED ADR | $1,714,000 | – | 159,600 | – | 0.01% | – |
| SBKFF | New | STATE BANK OF INDIA GDR REG S | $1,745,000 | – | 48,000 | – | 0.01% | – |
| BKKLY | New | BANGKOK BANK PCL - UNSPON ADR | $1,699,000 | – | 51,748 | – | 0.01% | – |
| AKBTY | New | AKBANK TAS ADR | $1,633,000 | – | 727,200 | – | 0.01% | – |
| New | BANK DANAMON INDON-UNSP ADR | $1,344,000 | – | 139,100 | – | 0.01% | – | |
| GBXXY | New | GRAND BAOXIN AUTO - UNSP ADR | $1,444,000 | – | 489,200 | – | 0.01% | – |
| CSUAY | New | CHINA SHENHUA UNSPON ADR | $1,156,000 | – | 126,700 | – | 0.01% | – |
| BRSWQ | New | BRISTOW GROUP INC | $1,202,000 | – | 99,108 | – | 0.01% | – |
| New | OTP BANK NYRT- 144A GDR | $1,273,000 | – | 68,700 | – | 0.01% | – | |
| CICHY | New | CHINA CONSTRUCTION UNSPON ADR | $1,160,000 | – | 66,500 | – | 0.01% | – |
| CRL | Buy | CHARLES RIVER LABORATORIES | $755,000 | +202.0% | 5,615 | +152.4% | 0.00% | +300.0% |
| PBRA | New | PETROLEO BRASIL-SP PREF ADR | $721,000 | – | 68,900 | – | 0.00% | – |
| BKNG | Buy | BOOKING HOLDINGS INC | $673,000 | 0.0% | 339 | +2.1% | 0.00% | 0.0% |
| CDGXY | New | CHINA DONGXIANG GRP-UNSP ADR | $537,000 | – | 64,100 | – | 0.00% | – |
| OHI | Sell | OMEGA HEALTHCARE INVESTORS | $540,000 | +3.1% | 16,471 | -2.6% | 0.00% | 0.0% |
| BIIB | Buy | BIOGEN INC | $659,000 | +26.7% | 1,864 | +4.1% | 0.00% | 0.0% |
| HCP | Sell | HCP INC | $699,000 | -8.5% | 26,570 | -10.2% | 0.00% | -25.0% |
| LAMR | Sell | LAMAR ADVERTISING CO -A | $673,000 | -2.0% | 8,650 | -14.0% | 0.00% | 0.0% |
| New | LG ELECTRONICS INC-GDR 144A | $531,000 | – | 16,600 | – | 0.00% | – | |
| SSNC | Buy | SS&C TECHNOLOGIES HOLDINGS | $688,000 | +15.4% | 12,108 | +5.4% | 0.00% | 0.0% |
| AZO | Buy | AUTOZONE INC. | $372,000 | +24.4% | 479 | +7.6% | 0.00% | 0.0% |
| JLL | Sell | JONES LANG LASALLE INC | $368,000 | -25.1% | 2,547 | -13.9% | 0.00% | 0.0% |
| PK | New | PARK HOTELS & RESORTS INC | $284,000 | – | 8,664 | – | 0.00% | – |
| QRVO | New | QORVO INC | $297,000 | – | 3,865 | – | 0.00% | – |
| NLY | New | ANNALY CAPITAL MANAGMENT INC | $116,000 | – | 11,354 | – | 0.00% | – |
| HFC | New | HOLLYFRONTIER CORP | $301,000 | – | 4,307 | – | 0.00% | – |
| PBR | New | PETROLEO BRASILEIRO S.A. - ADR | $193,000 | – | 16,000 | – | 0.00% | – |
| CBRE | New | CBRE GROUP INC A | $226,000 | – | 5,123 | – | 0.00% | – |
| WELL | New | WELLTOWER INC. | $288,000 | – | 4,485 | – | 0.00% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -2,979 | – | -0.00% | – |
| Y | Exit | ALLEGHANY CORP | $0 | – | -825 | – | -0.00% | – |
| WRB | Exit | WR BERKLEY CORP | $0 | – | -9,284 | – | -0.00% | – |
| FB | Exit | FACEBOOK INC - A | $0 | – | -3,201 | – | -0.00% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -5,583 | – | -0.00% | – |
| PINC | Exit | PREMIER INC CLASS A | $0 | – | -14,537 | – | -0.00% | – |
| EWT | Exit | ISHARES MSCI TAIWAN CAPPED ETF | $0 | – | -125,790 | – | -0.02% | – |
| EWY | Exit | ISHARES MSCI SOUTH KOREA ETF | $0 | – | -88,787 | – | -0.03% | – |
| BHF | Exit | BRIGHTHOUSE FINANCIAL INC | $0 | – | -187,061 | – | -0.04% | – |
| KKR | Exit | KKR & CO LP | $0 | – | -641,030 | – | -0.08% | – |
| GTLS | Exit | CHART INDUSTRIES INC | $0 | – | -371,555 | – | -0.12% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -419,343 | – | -0.12% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -346,078 | – | -0.13% | – |
| DBD | Exit | DIEBOLD NIXDORF INC | $0 | – | -3,420,967 | – | -0.21% | – |
| PAY | Exit | VERIFONE SYSTEMS INC | $0 | – | -2,115,261 | – | -0.24% | – |
| MFGP | Exit | MICRO FOCUS INTL-SPN ADR | $0 | – | -4,247,315 | – | -0.37% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MYL | New | MYLAN NV | $763,102,000 | – | 21,115,152 | – | 3.84% | – |
| OMC | New | OMNICOM GROUP | $556,853,000 | – | 7,301,076 | – | 2.80% | – |
| C | New | CITIGROUP INC | $530,071,000 | – | 7,920,962 | – | 2.66% | – |
| ORCL | New | ORACLE CORP | $503,296,000 | – | 11,422,967 | – | 2.53% | – |
| CTSH | New | COGNIZANT TECH SOLUTIONS - A | $501,124,000 | – | 6,344,149 | – | 2.52% | – |
| COF | New | CAPITAL ONE FINL CORP | $499,711,000 | – | 5,437,557 | – | 2.51% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE COMPANY | $496,796,000 | – | 34,003,860 | – | 2.50% | – |
| EIX | New | EDISON INTERNATIONAL | $495,809,000 | – | 7,836,404 | – | 2.49% | – |
| VOYA | New | VOYA FINANCIAL INC. | $476,732,000 | – | 10,143,242 | – | 2.40% | – |
| F | New | FORD MOTOR COMPANY | $472,208,000 | – | 42,656,575 | – | 2.37% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $465,419,000 | – | 8,778,185 | – | 2.34% | – |
| BAC | New | BANK OF AMERICA CORP | $462,411,000 | – | 16,403,367 | – | 2.32% | – |
| WFC | New | WELLS FARGO CO | $440,851,000 | – | 7,951,849 | – | 2.22% | – |
| NWL | New | NEWELL BRANDS INC. | $427,655,000 | – | 16,582,214 | – | 2.15% | – |
| DOV | New | DOVER CORP | $420,382,000 | – | 5,742,918 | – | 2.11% | – |
| RDSA | New | ROYAL DUTCH SHELL PLC ADR | $415,835,000 | – | 6,006,566 | – | 2.09% | – |
| MS | New | MORGAN STANLEY | $390,920,000 | – | 8,247,266 | – | 1.96% | – |
| IPG | New | INTERPUBLIC GROUP OF COS INC | $389,829,000 | – | 16,630,916 | – | 1.96% | – |
| AVT | New | AVNET INC | $387,516,000 | – | 9,035,108 | – | 1.95% | – |
| MCK | New | MCKESSON CORPORATION | $378,417,000 | – | 2,836,710 | – | 1.90% | – |
| XOM | New | EXXON MOBIL CORP | $373,328,000 | – | 4,512,607 | – | 1.88% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $365,420,000 | – | 6,569,931 | – | 1.84% | – |
| MET | New | METLIFE INC | $362,525,000 | – | 8,314,788 | – | 1.82% | – |
| JPM | New | JP MORGAN CHASE & CO | $352,267,000 | – | 3,380,686 | – | 1.77% | – |
| NWSA | New | NEWS CORP - CLASS A | $345,215,000 | – | 22,271,937 | – | 1.74% | – |
| BEN | New | FRANKLIN RESOURCES INC. | $337,545,000 | – | 10,531,839 | – | 1.70% | – |
| MRK | New | MERCK & CO INC | $297,693,000 | – | 4,904,336 | – | 1.50% | – |
| WMT | New | WALMART INC | $293,028,000 | – | 3,421,223 | – | 1.47% | – |
| AMGN | New | AMGEN INC | $291,301,000 | – | 1,578,099 | – | 1.46% | – |
| MUR | New | MURPHY OIL CORP | $264,769,000 | – | 7,840,371 | – | 1.33% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $264,375,000 | – | 1,198,597 | – | 1.33% | – |
| EQH | New | AXA EQUITABLE HOLDINGS INC | $242,178,000 | – | 11,750,490 | – | 1.22% | – |
| ESRX | New | EXPRESS SCRIPTS HOLDING CO | $239,625,000 | – | 3,103,548 | – | 1.20% | – |
| BP | New | BP PLC - SPONS ADR | $238,876,000 | – | 5,231,617 | – | 1.20% | – |
| GE | New | GENERAL ELECTRIC CO | $232,025,000 | – | 17,048,137 | – | 1.17% | – |
| CVE | New | CENOVUS ENERGY INC. | $219,792,000 | – | 21,174,613 | – | 1.10% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC | $194,399,000 | – | 1,282,314 | – | 0.98% | – |
| JELD | New | JELD-WEN HOLDING INC | $194,191,000 | – | 6,792,253 | – | 0.98% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $191,593,000 | – | 4,414,593 | – | 0.96% | – |
| HAL | New | HALLIBURTON CO | $171,550,000 | – | 3,807,157 | – | 0.86% | – |
| UBS | New | UBS GROUP AG | $165,328,000 | – | 10,777,590 | – | 0.83% | – |
| PFE | New | PFIZER INC | $161,688,000 | – | 4,456,667 | – | 0.81% | – |
| R | New | RYDER SYSTEM INC. | $149,916,000 | – | 2,086,223 | – | 0.75% | – |
| CAH | New | CARDINAL HEALTH INC | $143,176,000 | – | 2,932,134 | – | 0.72% | – |
| TEX | New | TEREX CORP | $137,971,000 | – | 3,270,221 | – | 0.69% | – |
| KEY | New | KEY CORP | $137,844,000 | – | 7,054,444 | – | 0.69% | – |
| EPAC | New | ACTUANT CORP- A | $125,913,000 | – | 4,290,049 | – | 0.63% | – |
| AXE | New | ANIXTER INTERNATIONAL INC | $123,918,000 | – | 1,957,635 | – | 0.62% | – |
| CSCO | New | CISCO SYSTEMS INC | $118,764,000 | – | 2,760,019 | – | 0.60% | – |
| FITB | New | FIFTH THIRD BANCORP | $116,973,000 | – | 4,075,715 | – | 0.59% | – |
| MD | New | MEDNAX INC | $99,535,000 | – | 2,299,800 | – | 0.50% | – |
| STT | New | STATE STREET CORP | $96,220,000 | – | 1,033,619 | – | 0.48% | – |
| AGR | New | AVANGRID INC | $93,620,000 | – | 1,768,747 | – | 0.47% | – |
| BIDU | New | BAIDU INC - SPON ADR | $93,307,000 | – | 383,981 | – | 0.47% | – |
| RF | New | REGIONS FINL CORP | $86,622,000 | – | 4,871,896 | – | 0.44% | – |
| WBS | New | WEBSTER FINANCIAL CORP. | $80,878,000 | – | 1,269,670 | – | 0.41% | – |
| G | New | GENPACT LTD | $79,752,000 | – | 2,756,705 | – | 0.40% | – |
| CSL | New | CARLISLE COS INC | $78,331,000 | – | 723,214 | – | 0.39% | – |
| ACM | New | AECOM | $77,629,000 | – | 2,350,270 | – | 0.39% | – |
| MFGP | New | MICRO FOCUS INTL-SPN ADR | $73,351,000 | – | 4,247,315 | – | 0.37% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP | $71,997,000 | – | 1,002,048 | – | 0.36% | – |
| THG | New | HANOVER INSURANCE GROUP | $70,067,000 | – | 586,038 | – | 0.35% | – |
| RLGY | New | REALOGY HOLDINGS CORP | $69,707,000 | – | 3,057,328 | – | 0.35% | – |
| IVZ | New | INVESCO LTD | $69,589,000 | – | 2,620,054 | – | 0.35% | – |
| K | New | KELLOGG COMPANY | $69,433,000 | – | 993,749 | – | 0.35% | – |
| TRS | New | TRIMAS CORP | $67,285,000 | – | 2,288,592 | – | 0.34% | – |
| KBR | New | KBR INC | $66,399,000 | – | 3,705,325 | – | 0.33% | – |
| FLEX | New | FLEX LTD | $65,638,000 | – | 4,651,885 | – | 0.33% | – |
| VIV | New | TELEFONICA BRASIL - ADR | $65,271,000 | – | 5,498,838 | – | 0.33% | – |
| ESND | New | ESSENDANT INC | $65,310,000 | – | 4,940,224 | – | 0.33% | – |
| FTI | New | TECHNIPFMC PLC | $64,870,000 | – | 2,043,789 | – | 0.33% | – |
| CAR | New | AVIS BUDGET GROUP INC | $63,930,000 | – | 1,967,077 | – | 0.32% | – |
| CI | New | CIGNA CORP | $62,687,000 | – | 368,856 | – | 0.32% | – |
| ASB | New | ASSOCIATED BANC CORP | $61,142,000 | – | 2,239,624 | – | 0.31% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $60,288,000 | – | 1,481,269 | – | 0.30% | – |
| ROCK | New | GIBRALTAR INDUSTRIES INC | $58,871,000 | – | 1,569,893 | – | 0.30% | – |
| ALL | New | ALLSTATE CORP | $57,502,000 | – | 630,026 | – | 0.29% | – |
| HOPE | New | HOPE BANCORP INC | $53,822,000 | – | 3,018,616 | – | 0.27% | – |
| GTS | New | TRIPLE-S MANAGEMENT CORP-B | $52,585,000 | – | 1,346,254 | – | 0.26% | – |
| AEL | New | AMERICAN EQUITY INVT LIFE | $51,873,000 | – | 1,440,920 | – | 0.26% | – |
| PH | New | PARKER HANNIFIN CORPORATION | $51,551,000 | – | 330,770 | – | 0.26% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $50,885,000 | – | 383,145 | – | 0.26% | – |
| SCSC | New | SCANSOURCE INC | $49,343,000 | – | 1,224,386 | – | 0.25% | – |
| SNA | New | SNAP-ON INC | $48,932,000 | – | 304,454 | – | 0.25% | – |
| PAY | New | VERIFONE SYSTEMS INC | $48,270,000 | – | 2,115,261 | – | 0.24% | – |
| CVS | New | CVS HEALTH CORPORATION | $46,511,000 | – | 722,786 | – | 0.23% | – |
| SCS | New | STEELCASE INC - CL A | $45,815,000 | – | 3,393,731 | – | 0.23% | – |
| HPQ | New | HP INC | $43,598,000 | – | 1,921,477 | – | 0.22% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $43,066,000 | – | 880,153 | – | 0.22% | – |
| UVV | New | UNIVERSAL CORP | $42,582,000 | – | 644,690 | – | 0.21% | – |
| DBD | New | DIEBOLD NIXDORF INC | $40,881,000 | – | 3,420,967 | – | 0.21% | – |
| QCOM | New | QUALCOMM INC | $39,943,000 | – | 711,742 | – | 0.20% | – |
| NCI | New | NAVIGANT CONSULTING INC | $37,791,000 | – | 1,706,924 | – | 0.19% | – |
| TCF | New | TCF FINANCIAL CORP | $34,423,000 | – | 1,398,166 | – | 0.17% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL | $34,230,000 | – | 588,657 | – | 0.17% | – |
| CLS | New | CELESTICA INC. | $33,321,000 | – | 2,807,149 | – | 0.17% | – |
| LLL | New | L3 TECHNOLOGIES, INC. | $32,869,000 | – | 170,909 | – | 0.16% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $32,392,000 | – | 613,128 | – | 0.16% | – |
| MSFT | New | MICROSOFT CORP | $32,272,000 | – | 327,267 | – | 0.16% | – |
| FMBI | New | FIRST MIDWEST BANCORP INC | $31,732,000 | – | 1,245,852 | – | 0.16% | – |
| ETR | New | ENTERGY CORP | $30,775,000 | – | 380,920 | – | 0.16% | – |
| FL | New | FOOT LOCKER INC | $30,558,000 | – | 580,404 | – | 0.15% | – |
| COP | New | CONOCOPHILLIPS | $28,884,000 | – | 414,882 | – | 0.14% | – |
| T | New | AT&T INC | $27,226,000 | – | 847,883 | – | 0.14% | – |
| EVTC | New | EVERTEC INC | $25,854,000 | – | 1,183,250 | – | 0.13% | – |
| KSS | New | KOHLS CORP | $25,229,000 | – | 346,078 | – | 0.13% | – |
| XL | New | XL GROUP LTD | $23,462,000 | – | 419,343 | – | 0.12% | – |
| CUB | New | CUBIC CORP | $23,187,000 | – | 361,173 | – | 0.12% | – |
| GTLS | New | CHART INDUSTRIES INC | $22,918,000 | – | 371,555 | – | 0.12% | – |
| ARW | New | ARROW ELECTRONICS INC | $22,926,000 | – | 304,547 | – | 0.12% | – |
| TSM | New | TAIWAN SEMICONDUCTOR - SP ADR | $22,795,000 | – | 623,501 | – | 0.12% | – |
| TMK | New | TORCHMARK CORP | $22,757,000 | – | 279,538 | – | 0.11% | – |
| LM | New | LEGG MASON INC | $22,219,000 | – | 639,775 | – | 0.11% | – |
| SPNV | New | SUPERIOR ENERGY SERVICES INC | $22,293,000 | – | 2,288,814 | – | 0.11% | – |
| CMA | New | COMERICA INC | $21,847,000 | – | 240,292 | – | 0.11% | – |
| HIG | New | THE HARTFORD FINANCIAL SERVICES GROUP INC | $21,690,000 | – | 424,208 | – | 0.11% | – |
| RE | New | EVEREST RE GROUP LTD | $20,979,000 | – | 91,025 | – | 0.10% | – |
| IBN | New | ICICI BANK LTD - SPON ADR | $19,987,000 | – | 2,488,980 | – | 0.10% | – |
| JBL | New | JABIL CIRCUIT INC | $19,715,000 | – | 712,758 | – | 0.10% | – |
| WAIR | New | WESCO AIRCRAFT HOLDINGS INC | $16,938,000 | – | 1,505,601 | – | 0.08% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUST | $16,901,000 | – | 590,723 | – | 0.08% | – |
| RDC | New | ROWAN COMPANIES PLC - A | $16,167,000 | – | 996,725 | – | 0.08% | – |
| KKR | New | KKR & CO LP | $15,930,000 | – | 641,030 | – | 0.08% | – |
| BKR | New | BAKER HUGHES A GE CO | $14,480,000 | – | 438,379 | – | 0.07% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO. | $13,169,000 | – | 1,072,425 | – | 0.07% | – |
| APO | New | APOLLO GLOBAL MANAGEMENT-A | $11,028,000 | – | 346,032 | – | 0.06% | – |
| PKX | New | POSCO - ADR | $7,905,000 | – | 106,653 | – | 0.04% | – |
| BHF | New | BRIGHTHOUSE FINANCIAL INC | $7,496,000 | – | 187,061 | – | 0.04% | – |
| WSFS | New | WSFS FINANCIAL CORP | $6,368,000 | – | 119,479 | – | 0.03% | – |
| EWY | New | ISHARES MSCI SOUTH KOREA ETF | $6,012,000 | – | 88,787 | – | 0.03% | – |
| EWT | New | ISHARES MSCI TAIWAN CAPPED ETF | $4,528,000 | – | 125,790 | – | 0.02% | – |
| ARC | New | ARC DOCUMENT SOLUTIONS INC | $3,592,000 | – | 2,029,126 | – | 0.02% | – |
| SHG | New | SHINHAN FINANCIAL GROUP - ADR | $3,199,000 | – | 83,124 | – | 0.02% | – |
| NWS | New | NEWS CORP - CLASS B | $2,652,000 | – | 167,328 | – | 0.01% | – |
| CHL | New | CHINA MOBILE LTD-SPON ADR | $910,000 | – | 20,500 | – | 0.01% | – |
| CFG | New | CITIZENS FINANCIAL GROUP | $1,011,000 | – | 25,992 | – | 0.01% | – |
| HCP | New | HCP INC | $764,000 | – | 29,591 | – | 0.00% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $509,000 | – | 4,567 | – | 0.00% | – |
| DOX | New | AMDOCS LTD | $566,000 | – | 8,557 | – | 0.00% | – |
| OHI | New | OMEGA HEALTHCARE INVESTORS | $524,000 | – | 16,911 | – | 0.00% | – |
| BKNG | New | BOOKING HOLDINGS INC | $673,000 | – | 332 | – | 0.00% | – |
| BIIB | New | BIOGEN INC | $520,000 | – | 1,790 | – | 0.00% | – |
| LAMR | New | LAMAR ADVERTISING CO -A | $687,000 | – | 10,061 | – | 0.00% | – |
| SO | New | SOUTHERN CO | $502,000 | – | 10,846 | – | 0.00% | – |
| FB | New | FACEBOOK INC - A | $622,000 | – | 3,201 | – | 0.00% | – |
| SSNC | New | SS&C TECHNOLOGIES HOLDINGS | $596,000 | – | 11,485 | – | 0.00% | – |
| PINC | New | PREMIER INC CLASS A | $529,000 | – | 14,537 | – | 0.00% | – |
| INGR | New | INGREDION INC | $622,000 | – | 5,615 | – | 0.00% | – |
| PRAH | New | PRA HEALTH SCIENCES INC | $521,000 | – | 5,583 | – | 0.00% | – |
| LUKOY | New | LUKOIL PJSC - SPON ADR | $587,000 | – | 8,519 | – | 0.00% | – |
| PCG | New | PG&E CORP | $532,000 | – | 12,507 | – | 0.00% | – |
| WRB | New | WR BERKLEY CORP | $672,000 | – | 9,284 | – | 0.00% | – |
| CRI | New | CARTERS INC | $420,000 | – | 3,872 | – | 0.00% | – |
| CELG | New | CELGENE CORP | $359,000 | – | 4,518 | – | 0.00% | – |
| NEU | New | NEWMARKET CORP | $321,000 | – | 794 | – | 0.00% | – |
| AZO | New | AUTOZONE INC. | $299,000 | – | 445 | – | 0.00% | – |
| JLL | New | JONES LANG LASALLE INC | $491,000 | – | 2,958 | – | 0.00% | – |
| Y | New | ALLEGHANY CORP | $474,000 | – | 825 | – | 0.00% | – |
| MOH | New | MOLINA HEALTHCARE INC | $292,000 | – | 2,979 | – | 0.00% | – |
| CRL | New | CHARLES RIVER LABORATORIES | $250,000 | – | 2,225 | – | 0.00% | – |
| SRC | New | SPIRIT REALTY CAPITAL INC | $99,000 | – | 12,328 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -2,023 | – | -0.00% | – |
| Y | Exit | ALLEGHANY CORP | $0 | – | -419 | – | -0.00% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -2,433 | – | -0.00% | – |
| NLY | Exit | ANNALY CAPITAL MANAGMENT INC | $0 | – | -11,795 | – | -0.00% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -2,869 | – | -0.00% | – |
| OHI | Exit | OMEGA HEALTHCARE INVESTORS | $0 | – | -6,989 | – | -0.00% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -1,255 | – | -0.00% | – |
| INTC | Exit | INTEL CORPORATION | $0 | – | -6,152 | – | -0.00% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -7,800 | – | -0.00% | – |
| CB | Exit | CHUBB LTD | $0 | – | -2,551 | – | -0.00% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -5,737 | – | -0.00% | – |
| PINC | Exit | PREMIER INC CLASS A | $0 | – | -10,508 | – | -0.00% | – |
| INGR | Exit | INGREDION INC | $0 | – | -3,033 | – | -0.00% | – |
| BRO | Exit | BROWN & BROWN INC | $0 | – | -7,295 | – | -0.00% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -19,628 | – | -0.00% | – |
| LUKOY | Exit | LUKOIL PJSC - SPON ADR | $0 | – | -16,350 | – | -0.01% | – |
| DIOD | Exit | DIODES INC. | $0 | – | -45,273 | – | -0.01% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP - ADR | $0 | – | -77,844 | – | -0.02% | – |
| PKX | Exit | POSCO - ADR | $0 | – | -93,495 | – | -0.03% | – |
| NWS | Exit | NEWS CORP - CLASS B | $0 | – | -547,085 | – | -0.04% | – |
| WSFS | Exit | WSFS FINANCIAL CORP | $0 | – | -161,373 | – | -0.04% | – |
| APO | Exit | APOLLO GLOBAL MANAGEMENT-A | $0 | – | -290,089 | – | -0.05% | – |
| VRTU | Exit | VIRTUSA CORP | $0 | – | -256,969 | – | -0.05% | – |
| KKR | Exit | KKR & CO LP | $0 | – | -568,442 | – | -0.06% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO. | $0 | – | -1,099,717 | – | -0.06% | – |
| DXC | Exit | DXC TECHNOLOGY COMPANY | $0 | – | -142,637 | – | -0.06% | – |
| RDC | Exit | ROWAN COMPANIES PLC - A | $0 | – | -996,725 | – | -0.07% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -3,373,756 | – | -0.07% | – |
| WAIR | Exit | WESCO AIRCRAFT HOLDINGS INC | $0 | – | -1,559,373 | – | -0.08% | – |
| GNW | Exit | GENWORTH FINANCIAL INC CL A | $0 | – | -3,966,700 | – | -0.08% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -347,073 | – | -0.08% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUST | $0 | – | -586,728 | – | -0.09% | – |
| SRI | Exit | STONERIDGE INC | $0 | – | -861,904 | – | -0.09% | – |
| HIG | Exit | THE HARTFORD FINANCIAL SERVICES GROUP INC | $0 | – | -314,390 | – | -0.09% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR - SP ADR | $0 | – | -535,958 | – | -0.11% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -712,955 | – | -0.11% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -91,099 | – | -0.11% | – |
| BKR | Exit | BAKER HUGHES A GE CO | $0 | – | -580,451 | – | -0.11% | – |
| PCG | Exit | PG&E CORP | $0 | – | -313,010 | – | -0.11% | – |
| GLW | Exit | CORNING INC | $0 | – | -713,246 | – | -0.11% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -495,450 | – | -0.13% | – |
| ARW | Exit | ARROW ELECTRONICS INC | $0 | – | -304,670 | – | -0.13% | – |
| UVV | Exit | UNIVERSAL CORP | $0 | – | -433,248 | – | -0.13% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -639,775 | – | -0.13% | – |
| TCF | Exit | TCF FINANCIAL CORP | $0 | – | -1,543,959 | – | -0.14% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -329,857 | – | -0.14% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -370,263 | – | -0.15% | – |
| BHF | Exit | BRIGHTHOUSE FINANCIAL INC | $0 | – | -498,285 | – | -0.16% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP INC | $0 | – | -1,325,864 | – | -0.16% | – |
| LLL | Exit | L3 TECHNOLOGIES, INC. | $0 | – | -168,036 | – | -0.17% | – |
| T | Exit | AT&T INC | $0 | – | -824,665 | – | -0.17% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NE | $0 | – | -1,751,815 | – | -0.18% | – |
| PGEM | Exit | PLY GEM HOLDINGS INC | $0 | – | -1,952,430 | – | -0.18% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -689,064 | – | -0.18% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -1,271,841 | – | -0.19% | – |
| ARGO | Exit | ARGO GROUP INTERNATIONAL | $0 | – | -594,713 | – | -0.19% | – |
| CAR | Exit | AVIS BUDGET GROUP INC | $0 | – | -990,635 | – | -0.20% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -743,776 | – | -0.20% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -857,501 | – | -0.21% | – |
| AXE | Exit | ANIXTER INTERNATIONAL INC | $0 | – | -484,032 | – | -0.22% | – |
| DBD | Exit | DIEBOLD NIXDORF INC | $0 | – | -1,849,198 | – | -0.22% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -2,429,412 | – | -0.23% | – |
| SPNV | Exit | SUPERIOR ENERGY SERVICES INC | $0 | – | -4,232,913 | – | -0.24% | – |
| GTS | Exit | TRIPLE-S MANAGEMENT CORP-B | $0 | – | -1,943,218 | – | -0.24% | – |
| OMI | Exit | OWENS & MINOR INC | $0 | – | -1,617,568 | – | -0.25% | – |
| R | Exit | RYDER SYSTEM INC. | $0 | – | -563,280 | – | -0.25% | – |
| CUB | Exit | CUBIC CORP | $0 | – | -946,046 | – | -0.26% | – |
| PAY | Exit | VERIFONE SYSTEMS INC | $0 | – | -2,469,466 | – | -0.26% | – |
| GTLS | Exit | CHART INDUSTRIES INC | $0 | – | -1,353,367 | – | -0.28% | – |
| AEL | Exit | AMERICAN EQUITY INVT LIFE | $0 | – | -1,848,605 | – | -0.28% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -1,168,695 | – | -0.28% | – |
| CMA | Exit | COMERICA INC | $0 | – | -745,540 | – | -0.30% | – |
| CVS | Exit | CVS HEALTH CORPORATION | $0 | – | -699,872 | – | -0.30% | – |
| ESND | Exit | ESSENDANT INC | $0 | – | -4,325,038 | – | -0.30% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -1,317,928 | – | -0.30% | – |
| ROCK | Exit | GIBRALTAR INDUSTRIES INC | $0 | – | -1,852,838 | – | -0.30% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -2,433,590 | – | -0.31% | – |
| CFG | Exit | CITIZENS FINANCIAL GROUP | $0 | – | -1,560,442 | – | -0.31% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -858,682 | – | -0.31% | – |
| K | Exit | KELLOGG COMPANY | $0 | – | -971,006 | – | -0.32% | – |
| TEL | Exit | TE CONNECTIVITY LTD. | $0 | – | -729,627 | – | -0.32% | – |
| VIV | Exit | TELEFONICA BRASIL - ADR | $0 | – | -3,837,652 | – | -0.32% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -2,469,675 | – | -0.35% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -1,687,551 | – | -0.36% | – |
| KBR | Exit | KBR INC | $0 | – | -3,988,595 | – | -0.38% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -1,442,900 | – | -0.38% | – |
| THG | Exit | HANOVER INSURANCE GROUP | $0 | – | -746,426 | – | -0.38% | – |
| FLEX | Exit | FLEX LTD | $0 | – | -4,427,995 | – | -0.39% | – |
| G | Exit | GENPACT LTD | $0 | – | -2,639,134 | – | -0.40% | – |
| WBS | Exit | WEBSTER FINANCIAL CORP. | $0 | – | -1,543,338 | – | -0.43% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -1,721,190 | – | -0.43% | – |
| ACM | Exit | AECOM | $0 | – | -2,227,773 | – | -0.43% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -2,517,046 | – | -0.45% | – |
| IVZ | Exit | NVESCO LTD | $0 | – | -2,511,163 | – | -0.46% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -3,165,147 | – | -0.47% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -1,274,898 | – | -0.50% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -1,519,959 | – | -0.51% | – |
| EPAC | Exit | ACTUANT CORP- A | $0 | – | -3,917,524 | – | -0.53% | – |
| BIDU | Exit | BAIDU INC - SPON ADR | $0 | – | -418,814 | – | -0.55% | – |
| STX | Exit | SEAGATE TECHNOLOGY | $0 | – | -3,138,486 | – | -0.55% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -5,786,917 | – | -0.56% | – |
| LAMR | Exit | LAMAR ADVERTISING CO -A | $0 | – | -1,590,436 | – | -0.58% | – |
| HPQ | Exit | HP INC | $0 | – | -5,503,587 | – | -0.58% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -1,283,852 | – | -0.62% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -1,806,522 | – | -0.64% | – |
| KEY | Exit | KEY CORP | $0 | – | -6,846,555 | – | -0.68% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -868,306 | – | -0.69% | – |
| EIX | Exit | EDISON INTERNATIONAL | $0 | – | -1,782,467 | – | -0.73% | – |
| JELD | Exit | JELD-WEN HOLDING INC | $0 | – | -3,926,448 | – | -0.74% | – |
| MFGP | Exit | MICRO FOCUS INTL-SPN ADR | $0 | – | -4,387,043 | – | -0.74% | – |
| PFE | Exit | PFIZER INC | $0 | – | -4,008,274 | – | -0.76% | – |
| PH | Exit | PARKER HANNIFIN CORPORATION | $0 | – | -890,562 | – | -0.82% | – |
| RF | Exit | REGIONS FINL CORP | $0 | – | -11,817,778 | – | -0.95% | – |
| IPG | Exit | INTERPUBLIC GROUP OF COS INC | $0 | – | -8,964,724 | – | -0.98% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -4,052,148 | – | -0.99% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -11,073,595 | – | -1.00% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC | $0 | – | -1,263,039 | – | -1.03% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -5,135,631 | – | -1.07% | – |
| TEX | Exit | TEREX CORP | $0 | – | -4,522,248 | – | -1.08% | – |
| ESRX | Exit | EXPRESS SCRIPTS HOLDING CO | $0 | – | -3,509,800 | – | -1.18% | – |
| CVE | Exit | CENOVUS ENERGY INC. | $0 | – | -23,437,925 | – | -1.24% | – |
| BP | Exit | BP PLC - SPONS ADR | $0 | – | -6,193,921 | – | -1.26% | – |
| CI | Exit | CIGNA CORP | $0 | – | -1,350,411 | – | -1.33% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -9,609,282 | – | -1.35% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -4,576,149 | – | -1.39% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -2,782,766 | – | -1.40% | – |
| HLT | Exit | HILTON WORLDWIDE HOLDINGS INC | $0 | – | -4,171,275 | – | -1.53% | – |
| MET | Exit | METLIFE INC | $0 | – | -5,596,775 | – | -1.54% | – |
| WFC | Exit | WELLS FARGO CO | $0 | – | -5,517,855 | – | -1.61% | – |
| F | Exit | FORD MOTOR COMPANY | $0 | – | -25,409,816 | – | -1.61% | – |
| NWSA | Exit | NEWS CORP - CLASS A | $0 | – | -23,381,277 | – | -1.64% | – |
| AVT | Exit | AVNET INC | $0 | – | -8,154,011 | – | -1.69% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,403,492 | – | -1.76% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -4,164,184 | – | -1.80% | – |
| MCK | Exit | MCKESSON CORPORATION | $0 | – | -2,458,531 | – | -2.00% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -4,588,908 | – | -2.05% | – |
| JPM | Exit | JP MORGAN CHASE & CO | $0 | – | -4,111,732 | – | -2.08% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -6,507,357 | – | -2.11% | – |
| WMT | Exit | WAL-MART STORES | $0 | – | -5,201,567 | – | -2.15% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -9,028,020 | – | -2.30% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLC ADR | $0 | – | -7,521,061 | – | -2.41% | – |
| BEN | Exit | FRANKLIN RESOURCES INC. | $0 | – | -10,343,161 | – | -2.43% | – |
| OMC | Exit | OMNICOM GROUP | $0 | – | -6,343,295 | – | -2.48% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -9,937,040 | – | -2.54% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -19,628,386 | – | -2.63% | – |
| CTSH | Exit | COGNIZANT TECH SOLUTIONS - A | $0 | – | -6,925,051 | – | -2.66% | – |
| VOYA | Exit | VOYA FINANCIAL INC. | $0 | – | -12,812,884 | – | -2.70% | – |
| DOV | Exit | DOVER CORP | $0 | – | -5,613,811 | – | -2.71% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE COMPANY | $0 | – | -37,560,840 | – | -2.92% | – |
| C | Exit | CITIGROUP INC | $0 | – | -8,321,384 | – | -3.20% | – |
| MYL | Exit | MYLAN NV | $0 | – | -22,721,384 | – | -3.77% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MYL | Buy | MYLAN NV | $712,770,000 | +48.8% | 22,721,384 | +84.1% | 3.77% | +43.6% |
| C | Sell | CITIGROUP INC | $605,297,000 | +8.2% | 8,321,384 | -0.5% | 3.20% | +4.4% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE COMPANY | $552,520,000 | +50.5% | 37,560,840 | +69.7% | 2.92% | +45.3% |
| DOV | Buy | DOVER CORP | $513,046,000 | +14.2% | 5,613,811 | +0.3% | 2.71% | +10.2% |
| VOYA | Sell | VOYA FINANCIAL INC. | $511,106,000 | +8.0% | 12,812,884 | -0.1% | 2.70% | +4.2% |
| CTSH | Sell | COGNIZANT TECH SOLUTIONS - A | $502,343,000 | +7.9% | 6,925,051 | -1.2% | 2.66% | +4.2% |
| BAC | Sell | BANK OF AMERICA CORP | $497,383,000 | +0.1% | 19,628,386 | -4.2% | 2.63% | -3.4% |
| ORCL | Sell | ORACLE CORP | $480,456,000 | -4.8% | 9,937,040 | -1.3% | 2.54% | -8.1% |
| OMC | Buy | OMNICOM GROUP | $469,848,000 | -5.2% | 6,343,295 | +6.1% | 2.48% | -8.5% |
| BEN | Sell | FRANKLIN RESOURCES INC. | $460,374,000 | -0.7% | 10,343,161 | -0.1% | 2.43% | -4.1% |
| RDSA | Sell | ROYAL DUTCH SHELL PLC ADR | $455,626,000 | +13.6% | 7,521,061 | -0.3% | 2.41% | +9.6% |
| MS | Sell | MORGAN STANLEY | $434,880,000 | +7.2% | 9,028,020 | -0.8% | 2.30% | +3.4% |
| WMT | Buy | WAL-MART STORES | $406,450,000 | +4.6% | 5,201,567 | +1.3% | 2.15% | +0.9% |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP | $399,487,000 | -1.1% | 6,507,357 | +0.7% | 2.11% | -4.6% |
| JPM | Sell | JP MORGAN CHASE & CO | $392,712,000 | +3.4% | 4,111,732 | -1.0% | 2.08% | -0.1% |
| COF | Buy | CAPITAL ONE FINL CORP | $388,497,000 | +16.3% | 4,588,908 | +13.5% | 2.05% | +12.2% |
| MCK | Buy | MCKESSON CORPORATION | $377,655,000 | +9.4% | 2,458,531 | +17.2% | 2.00% | +5.6% |
| XOM | Sell | EXXON MOBIL CORP | $341,380,000 | -18.9% | 4,164,184 | -20.2% | 1.80% | -21.8% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $332,894,000 | +6.1% | 1,403,492 | -0.8% | 1.76% | +2.3% |
| AVT | Buy | AVNET INC | $320,453,000 | +8.7% | 8,154,011 | +7.5% | 1.69% | +4.9% |
| NWSA | Buy | NEWS CORP - CLASS A | $310,036,000 | -2.4% | 23,381,277 | +0.8% | 1.64% | -5.8% |
| WFC | Buy | WELLS FARGO CO | $304,310,000 | +265.4% | 5,517,855 | +267.1% | 1.61% | +252.6% |
| F | Buy | FORD MOTOR COMPANY | $304,155,000 | +14.1% | 25,409,816 | +6.7% | 1.61% | +10.2% |
| MET | Buy | METLIFE INC | $290,752,000 | -3.5% | 5,596,775 | +2.1% | 1.54% | -6.8% |
| HLT | Buy | HILTON WORLDWIDE HOLDINGS INC | $289,695,000 | +12.8% | 4,171,275 | +0.4% | 1.53% | +8.8% |
| STT | Sell | STATE STREET CORP | $265,865,000 | +5.3% | 2,782,766 | -1.1% | 1.40% | +1.7% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $262,259,000 | -11.5% | 4,576,149 | -0.1% | 1.39% | -14.6% |
| MUR | Buy | MURPHY OIL CORP | $255,223,000 | +4.7% | 9,609,282 | +1.0% | 1.35% | +1.0% |
| CI | Sell | CIGNA CORP | $252,446,000 | -15.4% | 1,350,411 | -24.3% | 1.33% | -18.4% |
| BP | Buy | BP PLC - SPONS ADR | $238,032,000 | +11.0% | 6,193,921 | +0.1% | 1.26% | +7.1% |
| CVE | Buy | CENOVUS ENERGY INC. | $234,848,000 | +44.3% | 23,437,925 | +6.2% | 1.24% | +39.3% |
| ESRX | Buy | EXPRESS SCRIPTS HOLDING CO | $222,241,000 | +22.6% | 3,509,800 | +23.6% | 1.18% | +18.4% |
| TEX | Sell | TEREX CORP | $203,592,000 | +4.8% | 4,522,248 | -12.7% | 1.08% | +1.1% |
| XL | Sell | XL GROUP LTD | $202,601,000 | -11.0% | 5,135,631 | -1.2% | 1.07% | -14.1% |
| WLTW | Sell | WILLIS TOWERS WATSON PLC | $194,799,000 | +0.8% | 1,263,039 | -5.0% | 1.03% | -2.7% |
| UBS | Sell | UBS GROUP AG | $189,912,000 | +0.6% | 11,073,595 | -0.4% | 1.00% | -2.9% |
| HAL | Buy | HALLIBURTON CO | $186,520,000 | +480.0% | 4,052,148 | +438.2% | 0.99% | +460.2% |
| IPG | Buy | INTERPUBLIC GROUP OF COS INC | $186,377,000 | -15.3% | 8,964,724 | +0.3% | 0.98% | -18.2% |
| RF | Sell | REGIONS FINL CORP | $179,985,000 | -38.3% | 11,817,778 | -40.7% | 0.95% | -40.5% |
| PH | Sell | PARKER HANNIFIN CORPORATION | $155,866,000 | -24.0% | 890,562 | -30.6% | 0.82% | -26.6% |
| PFE | Buy | PFIZER INC | $143,095,000 | +82.7% | 4,008,274 | +71.9% | 0.76% | +76.2% |
| MFGP | New | MICRO FOCUS INTL-SPN ADR | $139,947,000 | – | 4,387,043 | – | 0.74% | – |
| JELD | Buy | JELD-WEN HOLDING INC | $139,467,000 | +35.8% | 3,926,448 | +24.1% | 0.74% | +31.1% |
| EIX | Sell | EDISON INTERNATIONAL | $137,553,000 | -1.4% | 1,782,467 | -0.1% | 0.73% | -4.8% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $131,088,000 | -24.6% | 868,306 | -29.7% | 0.69% | -27.2% |
| KEY | Sell | KEY CORP | $128,852,000 | +0.1% | 6,846,555 | -0.3% | 0.68% | -3.4% |
| CAH | Buy | CARDINAL HEALTH INC | $120,892,000 | +46.5% | 1,806,522 | +70.6% | 0.64% | +41.4% |
| ALL | Sell | ALLSTATE CORP | $117,999,000 | -8.0% | 1,283,852 | -11.5% | 0.62% | -11.2% |
| HPQ | Sell | HP INC | $109,852,000 | +2.8% | 5,503,587 | -10.0% | 0.58% | -0.7% |
| LAMR | Sell | LAMAR ADVERTISING CO -A | $108,993,000 | -7.0% | 1,590,436 | -0.1% | 0.58% | -10.3% |
| ON | Sell | ON SEMICONDUCTOR CORP | $106,884,000 | -14.7% | 5,786,917 | -35.1% | 0.56% | -17.6% |
| STX | Sell | SEAGATE TECHNOLOGY | $104,104,000 | -14.6% | 3,138,486 | -0.3% | 0.55% | -17.7% |
| BIDU | Sell | BAIDU INC - SPON ADR | $103,736,000 | +34.3% | 418,814 | -3.0% | 0.55% | +29.6% |
| EPAC | Buy | ACTUANT CORP- A | $100,289,000 | +23.1% | 3,917,524 | +18.3% | 0.53% | +18.8% |
| MRK | Buy | MERCK & CO INC | $97,323,000 | +84.1% | 1,519,959 | +84.3% | 0.51% | +77.2% |
| MSFT | Sell | MICROSOFT CORP | $94,967,000 | +2.3% | 1,274,898 | -5.3% | 0.50% | -1.2% |
| FITB | Sell | FIFTH THIRD BANCORP | $88,561,000 | +7.7% | 3,165,147 | -0.1% | 0.47% | +4.0% |
| IVZ | Sell | NVESCO LTD | $87,991,000 | -0.5% | 2,511,163 | -0.1% | 0.46% | -3.9% |
| CSCO | Buy | CISCO SYSTEMS INC | $84,648,000 | +7.9% | 2,517,046 | +0.4% | 0.45% | +4.0% |
| ACM | Buy | AECOM | $82,004,000 | +13.9% | 2,227,773 | +0.0% | 0.43% | +9.9% |
| AGR | Buy | AVANGRID INC | $81,619,000 | +7.5% | 1,721,190 | +0.0% | 0.43% | +3.6% |
| WBS | Buy | WEBSTER FINANCIAL CORP. | $81,102,000 | +2.6% | 1,543,338 | +2.0% | 0.43% | -0.9% |
| G | Sell | GENPACT LTD | $75,875,000 | +2.1% | 2,639,134 | -1.2% | 0.40% | -1.5% |
| FLEX | Sell | FLEX LTD | $73,372,000 | -1.2% | 4,427,995 | -2.7% | 0.39% | -4.7% |
| COP | Sell | CONOCOPHILLIPS | $72,217,000 | -34.3% | 1,442,900 | -42.3% | 0.38% | -36.5% |
| THG | New | HANOVER INSURANCE GROUP | $72,351,000 | – | 746,426 | – | 0.38% | – |
| KBR | Sell | KBR INC | $71,316,000 | -1.8% | 3,988,595 | -16.4% | 0.38% | -5.0% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $68,177,000 | +25.0% | 1,687,551 | +54.2% | 0.36% | +20.4% |
| TRS | Sell | TRIMAS CORP | $66,681,000 | +18.9% | 2,469,675 | -8.2% | 0.35% | +14.7% |
| VIV | Sell | TELEFONICA BRASIL - ADR | $60,788,000 | +17.2% | 3,837,652 | -0.2% | 0.32% | +13.0% |
| TEL | Buy | TE CONNECTIVITY LTD. | $60,603,000 | +5.6% | 729,627 | +0.0% | 0.32% | +1.9% |
| K | Buy | KELLOGG COMPANY | $60,562,000 | -10.2% | 971,006 | +0.0% | 0.32% | -13.3% |
| DOOR | Buy | MASONITE INTERNATIONAL CORP | $59,421,000 | +0.0% | 858,682 | +9.1% | 0.31% | -3.4% |
| ASB | Buy | ASSOCIATED BANC CORP | $59,015,000 | -1.0% | 2,433,590 | +2.9% | 0.31% | -4.3% |
| ROCK | Buy | GIBRALTAR INDUSTRIES INC | $57,716,000 | +104.0% | 1,852,838 | +133.5% | 0.30% | +96.8% |
| SCSC | Buy | SCANSOURCE INC | $57,528,000 | +11.9% | 1,317,928 | +3.3% | 0.30% | +7.8% |
| CVS | Sell | CVS HEALTH CORPORATION | $56,914,000 | +1.0% | 699,872 | -0.0% | 0.30% | -2.3% |
| ESND | Buy | ESSENDANT INC | $56,961,000 | +10.0% | 4,325,038 | +23.8% | 0.30% | +6.0% |
| CMA | Sell | COMERICA INC | $56,855,000 | +0.3% | 745,540 | -3.7% | 0.30% | -3.2% |
| SNV | Sell | SYNOVUS FINANCIAL CORP | $53,830,000 | +3.2% | 1,168,695 | -0.8% | 0.28% | -0.3% |
| AEL | Sell | AMERICAN EQUITY INVT LIFE | $53,757,000 | -16.1% | 1,848,605 | -24.1% | 0.28% | -19.1% |
| GTLS | Buy | CHART INDUSTRIES INC | $53,093,000 | +16.2% | 1,353,367 | +2.9% | 0.28% | +12.4% |
| PAY | Buy | VERIFONE SYSTEMS INC | $50,081,000 | +14.9% | 2,469,466 | +2.5% | 0.26% | +10.9% |
| CUB | Buy | CUBIC CORP | $48,248,000 | +14.0% | 946,046 | +3.5% | 0.26% | +9.9% |
| R | New | RYDER SYSTEM INC. | $47,625,000 | – | 563,280 | – | 0.25% | – |
| OMI | Buy | OWENS & MINOR INC | $47,233,000 | -6.4% | 1,617,568 | +3.2% | 0.25% | -9.4% |
| GTS | Sell | TRIPLE-S MANAGEMENT CORP-B | $46,015,000 | +31.5% | 1,943,218 | -6.1% | 0.24% | +26.6% |
| SPNV | Buy | SUPERIOR ENERGY SERVICES INC | $45,208,000 | +8.4% | 4,232,913 | +5.9% | 0.24% | +4.8% |
| HOPE | Buy | HOPE BANCORP INC | $43,025,000 | +0.9% | 2,429,412 | +6.3% | 0.23% | -2.6% |
| DBD | New | DIEBOLD NIXDORF INC | $42,254,000 | – | 1,849,198 | – | 0.22% | – |
| AXE | Buy | ANIXTER INTERNATIONAL INC | $41,143,000 | +12.3% | 484,032 | +3.3% | 0.22% | +8.0% |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $39,376,000 | +18.2% | 857,501 | +3.0% | 0.21% | +14.3% |
| CAR | New | AVIS BUDGET GROUP INC | $37,704,000 | – | 990,635 | – | 0.20% | – |
| ARGO | Buy | ARGO GROUP INTERNATIONAL | $36,575,000 | +5.4% | 594,713 | +3.9% | 0.19% | +1.6% |
| VR | Sell | VALIDUS HOLDINGS LTD | $33,909,000 | -5.3% | 689,064 | -0.0% | 0.18% | -8.7% |
| PGEM | Buy | PLY GEM HOLDINGS INC | $33,289,000 | +115.7% | 1,952,430 | +127.1% | 0.18% | +107.1% |
| BGC | Buy | GENERAL CABLE CORP DEL NE | $33,022,000 | +18.0% | 1,751,815 | +2.4% | 0.18% | +14.4% |
| T | Buy | AT&T INC | $32,302,000 | +3.9% | 824,665 | +0.1% | 0.17% | +0.6% |
| FMBI | Buy | FIRST MIDWEST BANCORP INC | $31,052,000 | +4.2% | 1,325,864 | +3.7% | 0.16% | +0.6% |
| BHF | New | BRIGHTHOUSE FINANCIAL INC | $30,296,000 | – | 498,285 | – | 0.16% | – |
| ETR | Buy | ENTERGY CORP | $28,273,000 | -0.5% | 370,263 | +0.0% | 0.15% | -4.5% |
| TMK | Sell | TORCHMARK CORP | $26,418,000 | -27.7% | 329,857 | -30.9% | 0.14% | -30.0% |
| TCF | Sell | TCF FINANCIAL CORP | $26,309,000 | -1.2% | 1,543,959 | -7.6% | 0.14% | -4.8% |
| UVV | Buy | UNIVERSAL CORP | $24,825,000 | +4.4% | 433,248 | +17.8% | 0.13% | +0.8% |
| PGR | Sell | PROGRESSIVE CORP | $23,990,000 | +9.7% | 495,450 | -0.1% | 0.13% | +5.8% |
| GLW | Sell | CORNING INC | $21,340,000 | -51.2% | 713,246 | -51.0% | 0.11% | -52.9% |
| BKR | New | BAKER HUGHES A GE CO | $21,256,000 | – | 580,451 | – | 0.11% | – |
| RE | Sell | EVEREST RE GROUP LTD | $20,806,000 | -10.4% | 91,099 | -0.1% | 0.11% | -13.4% |
| TSM | Sell | TAIWAN SEMICONDUCTOR - SP ADR | $20,126,000 | +4.9% | 535,958 | -2.4% | 0.11% | +1.0% |
| SRI | Sell | STONERIDGE INC | $17,074,000 | -11.2% | 861,904 | -30.9% | 0.09% | -14.3% |
| KSS | Sell | KOHLS CORP | $15,844,000 | +16.7% | 347,073 | -1.2% | 0.08% | +13.5% |
| GNW | Sell | GENWORTH FINANCIAL INC CL A | $15,272,000 | +1.2% | 3,966,700 | -0.9% | 0.08% | -2.4% |
| WAIR | Buy | WESCO AIRCRAFT HOLDINGS INC | $14,658,000 | -13.0% | 1,559,373 | +0.5% | 0.08% | -16.3% |
| ARC | Sell | ARC DOCUMENT SOLUTIONS INC | $13,799,000 | -13.3% | 3,373,756 | -11.8% | 0.07% | -16.1% |
| DXC | Sell | DXC TECHNOLOGY COMPANY | $12,250,000 | -5.8% | 142,637 | -15.9% | 0.06% | -8.5% |
| DRH | Buy | DIAMONDROCK HOSPITALITY CO. | $12,042,000 | +5.1% | 1,099,717 | +5.1% | 0.06% | +1.6% |
| KKR | Sell | KKR & CO LP | $11,556,000 | +7.9% | 568,442 | -1.3% | 0.06% | +3.4% |
| VRTU | Sell | VIRTUSA CORP | $9,708,000 | -38.5% | 256,969 | -52.1% | 0.05% | -40.7% |
| APO | Sell | APOLLO GLOBAL MANAGEMENT-A | $8,732,000 | +10.7% | 290,089 | -2.7% | 0.05% | +7.0% |
| WSFS | Sell | WSFS FINANCIAL CORP | $7,867,000 | -48.7% | 161,373 | -52.3% | 0.04% | -50.0% |
| NWS | Sell | NEWS CORP - CLASS B | $7,468,000 | -5.8% | 547,085 | -2.4% | 0.04% | -9.3% |
| DIOD | Sell | DIODES INC. | $1,355,000 | -94.0% | 45,273 | -95.2% | 0.01% | -94.4% |
| INGR | New | INGREDION INC | $366,000 | – | 3,033 | – | 0.00% | – |
| VST | New | VISTRA ENERGY CORP | $367,000 | – | 19,628 | – | 0.00% | – |
| DOX | Sell | AMDOCS LTD | $369,000 | -0.8% | 5,737 | -0.7% | 0.00% | 0.0% |
| PINC | Buy | PREMIER INC CLASS A | $342,000 | -5.3% | 10,508 | +4.8% | 0.00% | 0.0% |
| BRO | Buy | BROWN & BROWN INC | $352,000 | +60.7% | 7,295 | +43.4% | 0.00% | +100.0% |
| SO | Buy | SOUTHERN CO | $383,000 | +7.3% | 7,800 | +4.6% | 0.00% | 0.0% |
| CB | Sell | CHUBB LTD | $364,000 | -95.1% | 2,551 | -95.1% | 0.00% | -95.1% |
| AMGN | Sell | AMGEN INC | $234,000 | +1.3% | 1,255 | -6.3% | 0.00% | 0.0% |
| GILD | New | GILEAD SCIENCES INC | $232,000 | – | 2,869 | – | 0.00% | – |
| INTC | Sell | INTEL CORPORATION | $234,000 | -99.9% | 6,152 | -99.9% | 0.00% | -99.9% |
| OHI | Sell | OMEGA HEALTHCARE INVESTORS | $223,000 | -34.4% | 6,989 | -32.1% | 0.00% | -50.0% |
| NLY | Sell | ANNALY CAPITAL MANAGMENT INC | $144,000 | -7.7% | 11,795 | -8.6% | 0.00% | 0.0% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $201,000 | -18.3% | 2,433 | -6.5% | 0.00% | 0.0% |
| Y | Sell | ALLEGHANY CORP | $232,000 | -35.2% | 419 | -30.4% | 0.00% | -50.0% |
| DVA | Exit | DAVITA HEALTHCARE PARTNERS INC | $0 | – | -3,398 | – | -0.00% | – |
| TDG | Exit | TRANSDIGM GROUP INC. | $0 | – | -758 | – | -0.00% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -5,137 | – | -0.00% | – |
| CMCO | Exit | COLUMBUS MCKINNON CORP | $0 | – | -293,625 | – | -0.04% | – |
| OC | Exit | OWENS CORNING | $0 | – | -203,330 | – | -0.08% | – |
| AET | Exit | AETNA INC | $0 | – | -154,946 | – | -0.13% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -580,451 | – | -0.17% | – |
| DAN | Exit | DANA INC | $0 | – | -3,017,256 | – | -0.37% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -737,844 | – | -0.54% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -2,298,718 | – | -0.61% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -29,636,356 | – | -1.63% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| C | New | CITIGROUP INC | $559,545,000 | – | 8,366,402 | – | 3.06% | – |
| ORCL | New | ORACLE CORP | $504,673,000 | – | 10,065,272 | – | 2.76% | – |
| BAC | New | BANK OF AMERICA CORP | $497,101,000 | – | 20,490,554 | – | 2.72% | – |
| OMC | New | OMNICOM GROUP | $495,658,000 | – | 5,978,986 | – | 2.71% | – |
| MYL | New | MYLAN NV | $479,027,000 | – | 12,339,687 | – | 2.62% | – |
| VOYA | New | VOYA FINANCIAL INC. | $473,117,000 | – | 12,825,081 | – | 2.59% | – |
| CTSH | New | COGNIZANT TECH SOLUTIONS - A | $465,522,000 | – | 7,010,880 | – | 2.55% | – |
| BEN | New | FRANKLIN RESOURCES INC. | $463,506,000 | – | 10,348,419 | – | 2.54% | – |
| DOV | New | DOVER CORP | $449,176,000 | – | 5,599,307 | – | 2.46% | – |
| XOM | New | EXXON MOBIL CORP | $421,159,000 | – | 5,216,886 | – | 2.31% | – |
| MS | New | MORGAN STANLEY | $405,708,000 | – | 9,104,754 | – | 2.22% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $403,918,000 | – | 6,460,619 | – | 2.21% | – |
| RDSA | New | ROYAL DUTCH SHELL PLC ADR | $401,254,000 | – | 7,543,786 | – | 2.20% | – |
| WMT | New | WAL-MART STORES | $388,567,000 | – | 5,134,336 | – | 2.13% | – |
| JPM | New | JP MORGAN CHASE & CO | $379,710,000 | – | 4,154,377 | – | 2.08% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE COMPANY | $367,124,000 | – | 22,129,234 | – | 2.01% | – |
| MCK | New | MCKESSON CORPORATION | $345,181,000 | – | 2,097,855 | – | 1.89% | – |
| COF | New | CAPITAL ONE FINL CORP | $333,921,000 | – | 4,041,646 | – | 1.83% | – |
| NWSA | New | NEWS CORP - CLASS A | $317,710,000 | – | 23,190,514 | – | 1.74% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $313,833,000 | – | 1,414,300 | – | 1.72% | – |
| MET | New | METLIFE INC | $301,214,000 | – | 5,482,597 | – | 1.65% | – |
| CI | New | CIGNA CORP | $298,486,000 | – | 1,783,177 | – | 1.64% | – |
| SPLS | New | STAPLES INC | $298,438,000 | – | 29,636,356 | – | 1.63% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $296,318,000 | – | 4,582,706 | – | 1.62% | – |
| AVT | New | AVNET INC | $294,844,000 | – | 7,583,434 | – | 1.62% | – |
| RF | New | REGIONS FINL CORP | $291,608,000 | – | 19,918,612 | – | 1.60% | – |
| INTC | New | INTEL CORPORATION | $286,461,000 | – | 8,490,243 | – | 1.57% | – |
| F | New | FORD MOTOR COMPANY | $266,464,000 | – | 23,812,718 | – | 1.46% | – |
| HLT | New | HILTON WORLDWIDE HOLDINGS INC | $256,856,000 | – | 4,152,880 | – | 1.41% | – |
| STT | New | STATE STREET CORP | $252,452,000 | – | 2,813,464 | – | 1.38% | – |
| MUR | New | MURPHY OIL CORP | $243,761,000 | – | 9,510,782 | – | 1.34% | – |
| XL | New | XL GROUP LTD | $227,666,000 | – | 5,197,849 | – | 1.25% | – |
| IPG | New | INTERPUBLIC GROUP OF COS INC | $219,947,000 | – | 8,940,925 | – | 1.20% | – |
| BP | New | BP PLC - SPONS ADR | $214,500,000 | – | 6,190,476 | – | 1.18% | – |
| PH | New | PARKER HANNIFIN CORPORATION | $205,092,000 | – | 1,283,268 | – | 1.12% | – |
| TEX | New | TEREX CORP | $194,323,000 | – | 5,181,944 | – | 1.06% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC | $193,322,000 | – | 1,329,037 | – | 1.06% | – |
| UBS | New | UBS GROUP AG | $188,833,000 | – | 11,120,923 | – | 1.03% | – |
| ESRX | New | EXPRESS SCRIPTS HOLDING CO | $181,234,000 | – | 2,838,878 | – | 0.99% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $173,884,000 | – | 1,235,586 | – | 0.95% | – |
| CVE | New | CENOVUS ENERGY INC. | $162,722,000 | – | 22,078,963 | – | 0.89% | – |
| EIX | New | EDISON INTERNATIONAL | $139,521,000 | – | 1,784,386 | – | 0.76% | – |
| KEY | New | KEY CORP | $128,735,000 | – | 6,869,516 | – | 0.70% | – |
| ALL | New | ALLSTATE CORP | $128,289,000 | – | 1,450,578 | – | 0.70% | – |
| ON | New | ON SEMICONDUCTOR CORP | $125,247,000 | – | 8,920,698 | – | 0.69% | – |
| STX | New | SEAGATE TECHNOLOGY | $121,928,000 | – | 3,146,522 | – | 0.67% | – |
| LAMR | New | LAMAR ADVERTISING CO -A | $117,155,000 | – | 1,592,425 | – | 0.64% | – |
| ABT | New | ABBOTT LABORATORIES | $111,741,000 | – | 2,298,718 | – | 0.61% | – |
| COP | New | CONOCOPHILLIPS | $109,952,000 | – | 2,501,175 | – | 0.60% | – |
| HPQ | New | HP INC | $106,839,000 | – | 6,112,050 | – | 0.58% | – |
| JELD | New | JELD-WEN HOLDING INC | $102,680,000 | – | 3,163,282 | – | 0.56% | – |
| JNJ | New | JOHNSON & JOHNSON | $97,609,000 | – | 737,844 | – | 0.54% | – |
| MSFT | New | MICROSOFT CORP | $92,844,000 | – | 1,346,933 | – | 0.51% | – |
| IVZ | New | INVESCO LTD | $88,423,000 | – | 2,512,726 | – | 0.48% | – |
| WFC | New | WELLS FARGO CO | $83,290,000 | – | 1,503,167 | – | 0.46% | – |
| CAH | New | CARDINAL HEALTH INC | $82,502,000 | – | 1,058,804 | – | 0.45% | – |
| FITB | New | FIFTH THIRD BANCORP | $82,250,000 | – | 3,168,331 | – | 0.45% | – |
| EPAC | New | ACTUANT CORP- A | $81,464,000 | – | 3,311,551 | – | 0.45% | – |
| WBS | New | WEBSTER FINANCIAL CORP. | $79,015,000 | – | 1,513,122 | – | 0.43% | – |
| CSCO | New | CISCO SYSTEMS INC | $78,462,000 | – | 2,506,781 | – | 0.43% | – |
| PFE | New | PFIZER INC | $78,341,000 | – | 2,332,274 | – | 0.43% | – |
| BIDU | New | BAIDU INC - SPON ADR | $77,242,000 | – | 431,862 | – | 0.42% | – |
| AGR | New | AVANGRID INC | $75,958,000 | – | 1,720,464 | – | 0.42% | – |
| G | New | GENPACT LTD | $74,308,000 | – | 2,670,064 | – | 0.41% | – |
| FLEX | New | FLEX LTD | $74,247,000 | – | 4,552,258 | – | 0.41% | – |
| KBR | New | KBR INC | $72,588,000 | – | 4,769,262 | – | 0.40% | – |
| ACM | New | AECOM | $72,018,000 | – | 2,227,578 | – | 0.39% | – |
| K | New | KELLOGG COMPANY | $67,435,000 | – | 970,849 | – | 0.37% | – |
| DAN | New | DANA INC | $67,375,000 | – | 3,017,256 | – | 0.37% | – |
| AEL | New | AMERICAN EQUITY INVT LIFE | $64,049,000 | – | 2,437,159 | – | 0.35% | – |
| ASB | New | ASSOCIATED BANC CORP | $59,603,000 | – | 2,365,210 | – | 0.33% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP | $59,405,000 | – | 786,818 | – | 0.32% | – |
| TEL | New | TE CONNECTIVITY LTD. | $57,397,000 | – | 729,498 | – | 0.31% | – |
| CMA | New | COMERICA INC | $56,695,000 | – | 774,101 | – | 0.31% | – |
| CVS | New | CVS HEALTH CORPORATION | $56,328,000 | – | 700,074 | – | 0.31% | – |
| TRS | New | TRIMAS CORP | $56,066,000 | – | 2,689,007 | – | 0.31% | – |
| CFG | New | CITIZENS FINANCIAL GROUP | $55,677,000 | – | 1,560,442 | – | 0.30% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $54,550,000 | – | 1,094,283 | – | 0.30% | – |
| MRK | New | MERCK & CO INC | $52,870,000 | – | 824,940 | – | 0.29% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $52,137,000 | – | 1,178,496 | – | 0.29% | – |
| ESND | New | ESSENDANT INC | $51,790,000 | – | 3,492,271 | – | 0.28% | – |
| VIV | New | TELEFONICA BRASIL - ADR | $51,863,000 | – | 3,844,520 | – | 0.28% | – |
| SCSC | New | SCANSOURCE INC | $51,419,000 | – | 1,275,903 | – | 0.28% | – |
| OMI | New | OWENS & MINOR INC | $50,455,000 | – | 1,567,412 | – | 0.28% | – |
| GTLS | New | CHART INDUSTRIES INC | $45,684,000 | – | 1,315,403 | – | 0.25% | – |
| GLW | New | CORNING INC | $43,757,000 | – | 1,456,133 | – | 0.24% | – |
| PAY | New | VERIFONE SYSTEMS INC | $43,589,000 | – | 2,408,238 | – | 0.24% | – |
| HOPE | New | HOPE BANCORP INC | $42,625,000 | – | 2,285,505 | – | 0.23% | – |
| CUB | New | CUBIC CORP | $42,324,000 | – | 914,129 | – | 0.23% | – |
| SPNV | New | SUPERIOR ENERGY SERVICES INC | $41,703,000 | – | 3,998,348 | – | 0.23% | – |
| QCOM | New | QUALCOMM INC | $41,071,000 | – | 743,776 | – | 0.22% | – |
| AXE | New | ANIXTER INTERNATIONAL INC | $36,634,000 | – | 468,465 | – | 0.20% | – |
| TMK | New | TORCHMARK CORP | $36,541,000 | – | 477,661 | – | 0.20% | – |
| VR | New | VALIDUS HOLDINGS LTD | $35,814,000 | – | 689,124 | – | 0.20% | – |
| GTS | New | TRIPLE-S MANAGEMENT CORP-B | $34,999,000 | – | 2,069,718 | – | 0.19% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL | $34,702,000 | – | 572,635 | – | 0.19% | – |
| FTI | New | TECHNIPFMC PLC | $34,594,000 | – | 1,271,841 | – | 0.19% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $33,309,000 | – | 832,926 | – | 0.18% | – |
| HAL | New | HALLIBURTON CO | $32,156,000 | – | 752,886 | – | 0.18% | – |
| BHI | New | BAKER HUGHES INC | $31,640,000 | – | 580,451 | – | 0.17% | – |
| T | New | AT&T INC | $31,093,000 | – | 824,085 | – | 0.17% | – |
| FMBI | New | FIRST MIDWEST BANCORP INC | $29,793,000 | – | 1,278,104 | – | 0.16% | – |
| ETR | New | ENTERGY CORP | $28,415,000 | – | 370,134 | – | 0.16% | – |
| ROCK | New | GIBRALTAR INDUSTRIES INC | $28,294,000 | – | 793,663 | – | 0.16% | – |
| LLL | New | L3 TECHNOLOGIES, INC. | $28,075,000 | – | 168,036 | – | 0.15% | – |
| BGC | New | GENERAL CABLE CORP DEL NE | $27,974,000 | – | 1,710,959 | – | 0.15% | – |
| TCF | New | TCF FINANCIAL CORP | $26,626,000 | – | 1,670,379 | – | 0.15% | – |
| LM | New | LEGG MASON INC | $24,414,000 | – | 639,775 | – | 0.13% | – |
| ARW | New | ARROW ELECTRONICS INC | $23,892,000 | – | 304,670 | – | 0.13% | – |
| UVV | New | UNIVERSAL CORP | $23,790,000 | – | 367,692 | – | 0.13% | – |
| AET | New | AETNA INC | $23,525,000 | – | 154,946 | – | 0.13% | – |
| RE | New | EVEREST RE GROUP LTD | $23,217,000 | – | 91,194 | – | 0.13% | – |
| DIOD | New | DIODES INC. | $22,568,000 | – | 939,163 | – | 0.12% | – |
| PGR | New | PROGRESSIVE CORP | $21,870,000 | – | 496,033 | – | 0.12% | – |
| JBL | New | JABIL CIRCUIT INC | $20,811,000 | – | 712,955 | – | 0.11% | – |
| PCG | New | PG&E CORP | $20,774,000 | – | 313,010 | – | 0.11% | – |
| TSM | New | TAIWAN SEMICONDUCTOR - SP ADR | $19,188,000 | – | 548,866 | – | 0.10% | – |
| SRI | New | STONERIDGE INC | $19,233,000 | – | 1,248,090 | – | 0.10% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUST | $17,103,000 | – | 586,728 | – | 0.09% | – |
| WAIR | New | WESCO AIRCRAFT HOLDINGS INC | $16,839,000 | – | 1,552,004 | – | 0.09% | – |
| HIG | New | THE HARTFORD FINANCIAL SERVICES GROUP INC | $16,527,000 | – | 314,390 | – | 0.09% | – |
| ARC | New | ARC DOCUMENT SOLUTIONS INC | $15,918,000 | – | 3,826,438 | – | 0.09% | – |
| VRTU | New | VIRTUSA CORP | $15,776,000 | – | 536,604 | – | 0.09% | – |
| PGEM | New | PLY GEM HOLDINGS INC | $15,432,000 | – | 859,716 | – | 0.08% | – |
| WSFS | New | WSFS FINANCIAL CORP | $15,335,000 | – | 338,149 | – | 0.08% | – |
| GNW | New | GENWORTH FINANCIAL INC CL A | $15,094,000 | – | 4,003,626 | – | 0.08% | – |
| OC | New | OWENS CORNING | $13,607,000 | – | 203,330 | – | 0.08% | – |
| KSS | New | KOHLS CORP | $13,580,000 | – | 351,174 | – | 0.07% | – |
| DXC | New | DXC TECHNOLOGY COMPANY | $13,005,000 | – | 169,514 | – | 0.07% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO. | $11,453,000 | – | 1,045,949 | – | 0.06% | – |
| KKR | New | KKR & CO LP | $10,713,000 | – | 575,974 | – | 0.06% | – |
| RDC | New | ROWAN COMPANIES PLC - A | $10,206,000 | – | 996,725 | – | 0.06% | – |
| NWS | New | NEWS CORP - CLASS B | $7,932,000 | – | 560,534 | – | 0.04% | – |
| APO | New | APOLLO GLOBAL MANAGEMENT-A | $7,887,000 | – | 298,175 | – | 0.04% | – |
| CB | New | CHUBB LTD | $7,505,000 | – | 51,626 | – | 0.04% | – |
| CMCO | New | COLUMBUS MCKINNON CORP | $7,464,000 | – | 293,625 | – | 0.04% | – |
| PKX | New | POSCO - ADR | $5,852,000 | – | 93,495 | – | 0.03% | – |
| SHG | New | SHINHAN FINANCIAL GROUP - ADR | $3,385,000 | – | 77,844 | – | 0.02% | – |
| LUKOY | New | LUKOIL PJSC - SPON ADR | $798,000 | – | 16,350 | – | 0.00% | – |
| ABBV | New | ABBVIE INC | $372,000 | – | 5,137 | – | 0.00% | – |
| DOX | New | AMDOCS LTD | $372,000 | – | 5,778 | – | 0.00% | – |
| OHI | New | OMEGA HEALTHCARE INVESTORS | $340,000 | – | 10,286 | – | 0.00% | – |
| SO | New | SOUTHERN CO | $357,000 | – | 7,454 | – | 0.00% | – |
| Y | New | ALLEGHANY CORP | $358,000 | – | 602 | – | 0.00% | – |
| PINC | New | PREMIER INC CLASS A | $361,000 | – | 10,029 | – | 0.00% | – |
| NLY | New | ANNALY CAPITAL MANAGMENT INC | $156,000 | – | 12,906 | – | 0.00% | – |
| AMGN | New | AMGEN INC | $231,000 | – | 1,339 | – | 0.00% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $260,000 | – | 2,023 | – | 0.00% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $246,000 | – | 2,602 | – | 0.00% | – |
| TDG | New | TRANSDIGM GROUP INC. | $204,000 | – | 758 | – | 0.00% | – |
| BRO | New | BROWN & BROWN INC | $219,000 | – | 5,087 | – | 0.00% | – |
| DVA | New | DAVITA HEALTHCARE PARTNERS INC | $220,000 | – | 3,398 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSM | Exit | MSC INDUSTRIAL DIRECT CO-A | $0 | – | -2,730 | – | -0.00% | – |
| CFFN | Exit | CAPITOL FEDERAL FINANCIAL INC | $0 | – | -11,400 | – | -0.00% | – |
| NLY | Exit | ANNALY CAPITAL MANAGMENT INC | $0 | – | -20,355 | – | -0.00% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -642 | – | -0.00% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -1,196 | – | -0.00% | – |
| VAR | Exit | VARIAN MEDICAL SYSTEMS INC | $0 | – | -2,998 | – | -0.00% | – |
| ESRX | Exit | EXPRESS SCRIPTS HOLDING CO | $0 | – | -3,507 | – | -0.00% | – |
| RNR | Exit | RENAISSANCE RE HLDGS LTD | $0 | – | -2,530 | – | -0.00% | – |
| LH | Exit | LABORATORY CORP OF AMERICA HOLDINGS | $0 | – | -2,185 | – | -0.00% | – |
| DG | Exit | DOLLAR GENERAL CORP | $0 | – | -4,077 | – | -0.00% | – |
| PBR | Exit | PETROLEO BRASILEIRO S.A. - ADR | $0 | – | -76,100 | – | -0.00% | – |
| PKX | Exit | POSCO - ADR | $0 | – | -18,900 | – | -0.01% | – |
| APA | Exit | APACHE CORP | $0 | – | -17,450 | – | -0.01% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP - ADR | $0 | – | -33,600 | – | -0.01% | – |
| INFY | Exit | INFOSYS LTD - SP ADR | $0 | – | -114,700 | – | -0.01% | – |
| BPOP | Exit | POPULAR INC. | $0 | – | -114,425 | – | -0.03% | – |
| WAIR | Exit | WESCO AIRCRAFT HOLDINGS INC | $0 | – | -379,177 | – | -0.03% | – |
| APO | Exit | APOLLO GLOBAL MANAGEMENT-A | $0 | – | -348,100 | – | -0.04% | – |
| CDW | Exit | CDW CORP | $0 | – | -146,082 | – | -0.04% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -80,124 | – | -0.04% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO. | $0 | – | -846,653 | – | -0.05% | – |
| KKR | Exit | KKR & CO LP | $0 | – | -612,618 | – | -0.05% | – |
| CB | Exit | CHUBB LTD | $0 | – | -83,429 | – | -0.06% | – |
| OC | Exit | OWENS CORNING | $0 | – | -203,330 | – | -0.07% | – |
| NWS | Exit | NEWS CORP - CLASS B | $0 | – | -888,815 | – | -0.08% | – |
| HIG | Exit | THE HARTFORD FINANCIAL SERVICES GROUP INC | $0 | – | -314,390 | – | -0.08% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -3,983,936 | – | -0.09% | – |
| RDC | Exit | ROWAN COMPANIES PLC - A | $0 | – | -996,725 | – | -0.09% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -351,299 | – | -0.09% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -712,955 | – | -0.10% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -496,260 | – | -0.10% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR - SP ADR | $0 | – | -513,528 | – | -0.10% | – |
| PG | Exit | PROCTER & GAMBLE COMPANY | $0 | – | -179,170 | – | -0.10% | – |
| EXC | Exit | EXELON CORP | $0 | – | -487,151 | – | -0.10% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -91,703 | – | -0.11% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUST | $0 | – | -587,608 | – | -0.11% | – |
| BBT | Exit | BB&T CORP | $0 | – | -477,752 | – | -0.11% | – |
| AET | Exit | AETNA INC | $0 | – | -155,248 | – | -0.11% | – |
| PCG | Exit | PG&E CORP | $0 | – | -312,782 | – | -0.12% | – |
| ARW | Exit | ARROW ELECTRONICS INC | $0 | – | -304,670 | – | -0.12% | – |
| TTEK | Exit | TETRA TECH INC | $0 | – | -593,806 | – | -0.13% | – |
| ROCK | Exit | GIBRALTAR INDUSTRIES INC | $0 | – | -567,077 | – | -0.13% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -639,775 | – | -0.13% | – |
| WSFS | Exit | WSFS FINANCIAL CORP | $0 | – | -590,212 | – | -0.13% | – |
| SCHN | Exit | SCHNITZER STEEL INDS INC - A | $0 | – | -1,037,754 | – | -0.13% | – |
| TCF | Exit | TCF FINANCIAL CORP | $0 | – | -1,578,394 | – | -0.14% | – |
| RCII | Exit | RENT A CENTER INC | $0 | – | -1,825,479 | – | -0.14% | – |
| ESND | Exit | ESSENDANT INC | $0 | – | -1,203,461 | – | -0.15% | – |
| LLL | Exit | L-3 COMMUNICATIONS | $0 | – | -168,400 | – | -0.16% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NE | $0 | – | -1,708,742 | – | -0.16% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -1,376,062 | – | -0.16% | – |
| SRI | Exit | STONERIDGE INC | $0 | – | -1,460,399 | – | -0.16% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -910,350 | – | -0.16% | – |
| CMCO | Exit | COLUMBUS MCKINNON CORP | $0 | – | -1,543,733 | – | -0.17% | – |
| UVV | Exit | UNIVERSAL CORP | $0 | – | -485,490 | – | -0.17% | – |
| ARGO | Exit | ARGO GROUP INTERNATIONAL | $0 | – | -525,702 | – | -0.18% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -688,448 | – | -0.20% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP INC | $0 | – | -1,673,166 | – | -0.20% | – |
| OMI | Exit | OWENS & MINOR INC | $0 | – | -942,143 | – | -0.20% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -518,808 | – | -0.20% | – |
| T | Exit | AT&T INC | $0 | – | -823,993 | – | -0.20% | – |
| DIOD | Exit | DIODES INC. | $0 | – | -1,583,658 | – | -0.21% | – |
| GNW | Exit | GENWORTH FINANCIAL INC CL A | $0 | – | -6,919,984 | – | -0.21% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -701,669 | – | -0.21% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -1,076,702 | – | -0.24% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -1,222,338 | – | -0.24% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -2,310,964 | – | -0.24% | – |
| CUB | Exit | CUBIC CORP | $0 | – | -869,384 | – | -0.25% | – |
| GLW | Exit | CORNING INC | $0 | – | -1,756,052 | – | -0.25% | – |
| AXE | Exit | ANIXTER INTERNATIONAL INC | $0 | – | -653,454 | – | -0.26% | – |
| GTS | Exit | TRIPLE-S MANAGEMENT CORP-B | $0 | – | -1,971,750 | – | -0.26% | – |
| PNC | Exit | PNC FINANCIAL SERVICES | $0 | – | -489,885 | – | -0.27% | – |
| CTSH | Exit | COGNIZANT TECH SOLUTIONS - A | $0 | – | -940,451 | – | -0.27% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -721,605 | – | -0.27% | – |
| AEL | Exit | AMERICAN EQUITY INVT LIFE | $0 | – | -2,538,067 | – | -0.28% | – |
| WFC | Exit | WELLS FARGO CO | $0 | – | -1,017,204 | – | -0.28% | – |
| CVS | Exit | CVS HEALTH CORPORATION | $0 | – | -529,858 | – | -0.29% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -2,428,717 | – | -0.29% | – |
| BAX | Exit | BAXTER INTERNATIONAL INC | $0 | – | -1,061,577 | – | -0.31% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -1,556,737 | – | -0.31% | – |
| GTLS | Exit | CHART INDUSTRIES INC | $0 | – | -1,545,118 | – | -0.31% | – |
| CFG | Exit | CITIZENS FINANCIAL GROUP | $0 | – | -2,092,046 | – | -0.32% | – |
| ENH | Exit | ENDURANCE SPECIALTY HOLDINGS | $0 | – | -816,510 | – | -0.33% | – |
| TEL | Exit | TE CONNECTIVITY LTD. | $0 | – | -876,215 | – | -0.34% | – |
| G | Exit | GENPACT LTD | $0 | – | -2,433,316 | – | -0.36% | – |
| VIV | Exit | TELEFONICA BRASIL - ADR | $0 | – | -4,105,806 | – | -0.36% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -883,045 | – | -0.37% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -797,778 | – | -0.37% | – |
| EPAC | Exit | ACTUANT CORP- A | $0 | – | -2,947,227 | – | -0.42% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -1,384,985 | – | -0.43% | – |
| DAN | Exit | DANA INC | $0 | – | -4,572,452 | – | -0.44% | – |
| SPNV | Exit | SUPERIOR ENERGY SERVICES INC | $0 | – | -4,016,036 | – | -0.44% | – |
| KBR | Exit | KBR INC | $0 | – | -4,774,681 | – | -0.44% | – |
| WBS | Exit | WEBSTER FINANCIAL CORP. | $0 | – | -1,933,810 | – | -0.45% | – |
| K | Exit | KELLOGG COMPANY | $0 | – | -970,849 | – | -0.46% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -2,523,211 | – | -0.48% | – |
| PFE | Exit | PFIZER INC | $0 | – | -2,329,636 | – | -0.48% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -3,877,875 | – | -0.48% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -1,176,727 | – | -0.50% | – |
| ACM | Exit | AECOM | $0 | – | -2,793,775 | – | -0.51% | – |
| FLEX | Exit | FLEX LTD | $0 | – | -6,400,643 | – | -0.53% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -1,408,678 | – | -0.54% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -2,832,899 | – | -0.55% | – |
| KEY | Exit | KEY CORP | $0 | – | -7,486,993 | – | -0.56% | – |
| EIX | Exit | EDISON INTERNATIONAL | $0 | – | -1,578,886 | – | -0.70% | – |
| CMA | Exit | COMERICA INC | $0 | – | -2,449,727 | – | -0.71% | – |
| LAMR | Exit | LAMAR ADVERTISING CO -A | $0 | – | -1,777,927 | – | -0.71% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -2,679,121 | – | -0.71% | – |
| CI | Exit | CIGNA CORP | $0 | – | -906,125 | – | -0.72% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -1,002,314 | – | -0.72% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -3,125,142 | – | -0.86% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PLC | $0 | – | -1,056,829 | – | -0.86% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -12,481,544 | – | -0.94% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -11,569,209 | – | -0.96% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -2,811,349 | – | -0.99% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -5,072,010 | – | -1.04% | – |
| TEX | Exit | TEREX CORP | $0 | – | -7,293,443 | – | -1.13% | – |
| AVT | Exit | AVNET INC | $0 | – | -4,586,045 | – | -1.15% | – |
| CVE | Exit | CENOVUS ENERGY INC. | $0 | – | -13,375,530 | – | -1.18% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -2,963,003 | – | -1.26% | – |
| F | Exit | FORD MOTOR COMPANY | $0 | – | -17,419,992 | – | -1.28% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -5,017,660 | – | -1.30% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -1,811,837 | – | -1.36% | – |
| A104PS | Exit | HILTON WORLDWIDE HOLDINGS IN | $0 | – | -9,804,419 | – | -1.37% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -3,190,520 | – | -1.40% | – |
| IPG | Exit | INTERPUBLIC GROUP OF COS INC | $0 | – | -11,088,543 | – | -1.51% | – |
| BP | Exit | BP PLC - SPONS ADR | $0 | – | -7,446,839 | – | -1.60% | – |
| MET | Exit | METLIFE INC | $0 | – | -5,935,485 | – | -1.61% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -4,876,934 | – | -1.62% | – |
| HPQ | Exit | HP INC | $0 | – | -17,311,624 | – | -1.64% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,674,601 | – | -1.65% | – |
| RF | Exit | REGIONS FINL CORP | $0 | – | -27,450,466 | – | -1.66% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -9,557,669 | – | -1.78% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -34,174,464 | – | -1.78% | – |
| INTC | Exit | INTEL CORPORATION | $0 | – | -8,562,439 | – | -1.98% | – |
| JPM | Exit | JP MORGAN CHASE & CO | $0 | – | -4,948,740 | – | -2.01% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -3,851,170 | – | -2.05% | – |
| NWSA | Exit | NEWS CORP - CLASS A | $0 | – | -25,123,524 | – | -2.15% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -9,218,507 | – | -2.21% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -6,117,797 | – | -2.22% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -11,342,485 | – | -2.22% | – |
| BEN | Exit | FRANKLIN RESOURCES INC. | $0 | – | -10,535,639 | – | -2.29% | – |
| WMT | Exit | WAL-MART STORES | $0 | – | -5,216,832 | – | -2.30% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLC ADR | $0 | – | -7,537,249 | – | -2.31% | – |
| OMC | Exit | OMNICOM GROUP | $0 | – | -4,503,223 | – | -2.34% | – |
| STX | Exit | SEAGATE TECHNOLOGY | $0 | – | -11,068,116 | – | -2.61% | – |
| DOV | Exit | DOVER CORP | $0 | – | -5,794,644 | – | -2.61% | – |
| C | Exit | CITIGROUP INC | $0 | – | -9,074,918 | – | -2.62% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE COMPANY | $0 | – | -18,885,018 | – | -2.62% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -28,110,981 | – | -2.69% | – |
| PH | Exit | PARKER HANNIFIN CORPORATION | $0 | – | -3,508,922 | – | -2.69% | – |
| VOYA | Exit | VOYA FINANCIAL INC. | $0 | – | -17,077,755 | – | -3.01% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VOYA | Buy | VOYA FINANCIAL INC. | $492,181,000 | +31.0% | 17,077,755 | +12.5% | 3.01% | +27.9% |
| PH | Sell | PARKER HANNIFIN CORPORATION | $440,475,000 | +6.3% | 3,508,922 | -8.5% | 2.69% | +3.9% |
| BAC | Sell | BANK OF AMERICA CORP | $439,937,000 | +10.7% | 28,110,981 | -6.1% | 2.69% | +8.1% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE COMPANY | $429,634,000 | +13.2% | 18,885,018 | -9.1% | 2.62% | +10.6% |
| C | Sell | CITIGROUP INC | $428,608,000 | +4.8% | 9,074,918 | -5.9% | 2.62% | +2.4% |
| DOV | Sell | DOVER CORP | $426,718,000 | -0.6% | 5,794,644 | -6.5% | 2.61% | -2.9% |
| STX | Sell | SEAGATE TECHNOLOGY | $426,676,000 | +13.0% | 11,068,116 | -28.6% | 2.61% | +10.4% |
| OMC | Sell | OMNICOM GROUP | $382,774,000 | +1.6% | 4,503,223 | -2.6% | 2.34% | -0.8% |
| RDSA | Sell | ROYAL DUTCH SHELL PLC ADR | $377,390,000 | -23.6% | 7,537,249 | -15.7% | 2.31% | -25.3% |
| WMT | Sell | WAL-MART STORES | $376,238,000 | -4.0% | 5,216,832 | -2.8% | 2.30% | -6.3% |
| BEN | Sell | FRANKLIN RESOURCES INC. | $374,753,000 | +5.2% | 10,535,639 | -1.3% | 2.29% | +2.8% |
| MS | Sell | MORGAN STANLEY | $363,640,000 | +8.6% | 11,342,485 | -12.0% | 2.22% | +6.1% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $363,030,000 | +5.7% | 6,117,797 | -5.8% | 2.22% | +3.2% |
| ORCL | Sell | ORACLE CORP | $362,103,000 | -7.7% | 9,218,507 | -3.9% | 2.21% | -9.9% |
| NWSA | Sell | NEWS CORP - CLASS A | $351,227,000 | +15.0% | 25,123,524 | -6.6% | 2.15% | +12.3% |
| XOM | Sell | EXXON MOBIL CORP | $336,130,000 | -24.9% | 3,851,170 | -19.3% | 2.05% | -26.6% |
| JPM | Sell | JP MORGAN CHASE & CO | $329,537,000 | -1.1% | 4,948,740 | -7.7% | 2.01% | -3.4% |
| INTC | Sell | INTEL CORPORATION | $323,232,000 | +5.7% | 8,562,439 | -8.2% | 1.98% | +3.2% |
| SPLS | Buy | STAPLES INC | $292,192,000 | -0.0% | 34,174,464 | +0.8% | 1.78% | -2.4% |
| MUR | Buy | MURPHY OIL CORP | $290,553,000 | -0.4% | 9,557,669 | +4.0% | 1.78% | -2.7% |
| RF | Sell | REGIONS FINL CORP | $270,936,000 | +4.7% | 27,450,466 | -9.7% | 1.66% | +2.3% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $270,063,000 | -2.0% | 1,674,601 | -9.7% | 1.65% | -4.2% |
| HPQ | Sell | HP INC | $268,850,000 | +2.4% | 17,311,624 | -17.2% | 1.64% | +0.1% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $264,964,000 | -9.4% | 4,876,934 | -8.2% | 1.62% | -11.5% |
| MET | Sell | METLIFE INC | $263,714,000 | +7.8% | 5,935,485 | -3.3% | 1.61% | +5.3% |
| BP | Sell | BP PLC - SPONS ADR | $261,831,000 | -16.9% | 7,446,839 | -16.1% | 1.60% | -18.9% |
| IPG | Sell | INTERPUBLIC GROUP OF COS INC | $247,829,000 | -5.7% | 11,088,543 | -2.5% | 1.51% | -7.9% |
| COF | New | CAPITAL ONE FINL CORP | $229,175,000 | – | 3,190,520 | – | 1.40% | – |
| A104PS | New | HILTON WORLDWIDE HOLDINGS IN | $224,815,000 | – | 9,804,419 | – | 1.37% | – |
| SWK | Sell | STANLEY BLACK & DECKER INC | $222,820,000 | -13.6% | 1,811,837 | -21.9% | 1.36% | -15.6% |
| ABT | Sell | ABBOTT LABORATORIES | $212,197,000 | +1.3% | 5,017,660 | -5.8% | 1.30% | -1.0% |
| F | Sell | FORD MOTOR COMPANY | $210,259,000 | -9.4% | 17,419,992 | -5.6% | 1.28% | -11.4% |
| STT | Sell | STATE STREET CORP | $206,314,000 | +14.9% | 2,963,003 | -11.0% | 1.26% | +12.3% |
| CVE | Sell | CENOVUS ENERGY INC. | $192,206,000 | -4.3% | 13,375,530 | -8.0% | 1.18% | -6.4% |
| AVT | Buy | AVNET INC | $188,303,000 | +7.2% | 4,586,045 | +5.8% | 1.15% | +4.7% |
| TEX | Buy | TEREX CORP | $185,326,000 | +27.4% | 7,293,443 | +1.8% | 1.13% | +24.4% |
| XL | New | XL GROUP LTD | $170,572,000 | – | 5,072,010 | – | 1.04% | – |
| MSFT | Sell | MICROSOFT CORP | $161,934,000 | -7.5% | 2,811,349 | -17.9% | 0.99% | -9.7% |
| UBS | Sell | UBS GROUP AG | $157,573,000 | -1.8% | 11,569,209 | -6.6% | 0.96% | -4.1% |
| ON | Sell | ON SEMICONDUCTOR CORP | $153,773,000 | +32.3% | 12,481,544 | -5.3% | 0.94% | +29.3% |
| WLTW | Sell | WILLIS TOWERS WATSON PLC | $140,315,000 | -6.8% | 1,056,829 | -12.7% | 0.86% | -9.0% |
| HAL | Sell | HALLIBURTON CO | $140,256,000 | -14.8% | 3,125,142 | -14.1% | 0.86% | -16.8% |
| JNJ | Sell | JOHNSON & JOHNSON | $118,403,000 | -11.5% | 1,002,314 | -9.1% | 0.72% | -13.5% |
| CI | Buy | CIGNA CORP | $118,086,000 | +19.6% | 906,125 | +17.5% | 0.72% | +16.8% |
| COP | Buy | CONOCOPHILLIPS | $116,461,000 | +32.6% | 2,679,121 | +33.0% | 0.71% | +29.5% |
| LAMR | Sell | LAMAR ADVERTISING CO -A | $116,116,000 | -7.1% | 1,777,927 | -5.7% | 0.71% | -9.2% |
| CMA | Sell | COMERICA INC | $115,921,000 | +14.8% | 2,449,727 | -0.2% | 0.71% | +12.0% |
| EIX | Sell | EDISON INTERNATIONAL | $114,075,000 | -9.1% | 1,578,886 | -2.3% | 0.70% | -11.2% |
| KEY | Buy | KEY CORP | $91,117,000 | +14.8% | 7,486,993 | +4.3% | 0.56% | +12.3% |
| CSCO | Buy | CISCO SYSTEMS INC | $89,860,000 | +20.3% | 2,832,899 | +8.8% | 0.55% | +17.6% |
| MRK | Sell | MERCK & CO INC | $87,916,000 | +7.8% | 1,408,678 | -0.5% | 0.54% | +5.3% |
| FLEX | Buy | FLEX LTD | $87,177,000 | +15.9% | 6,400,643 | +0.4% | 0.53% | +13.4% |
| ACM | Sell | AECOM | $83,059,000 | -25.2% | 2,793,775 | -20.1% | 0.51% | -26.9% |
| ALL | Sell | ALLSTATE CORP | $81,406,000 | -9.7% | 1,176,727 | -8.7% | 0.50% | -11.9% |
| FITB | Buy | FIFTH THIRD BANCORP | $79,341,000 | +21.2% | 3,877,875 | +4.2% | 0.48% | +18.3% |
| PFE | Buy | PFIZER INC | $78,905,000 | +2.5% | 2,329,636 | +6.6% | 0.48% | 0.0% |
| IVZ | Sell | INVESCO LTD | $78,901,000 | +6.8% | 2,523,211 | -12.7% | 0.48% | +4.3% |
| K | Sell | KELLOGG COMPANY | $75,212,000 | -5.3% | 970,849 | -0.2% | 0.46% | -7.4% |
| WBS | Sell | WEBSTER FINANCIAL CORP. | $73,504,000 | +11.9% | 1,933,810 | -0.1% | 0.45% | +9.2% |
| KBR | Sell | KBR INC | $72,241,000 | +11.6% | 4,774,681 | -2.3% | 0.44% | +8.9% |
| SPNV | Sell | SUPERIOR ENERGY SERVICES INC | $71,887,000 | -8.4% | 4,016,036 | -5.8% | 0.44% | -10.6% |
| DAN | Sell | DANA INC | $71,285,000 | +27.4% | 4,572,452 | -13.7% | 0.44% | +24.6% |
| EPAC | Buy | ACTUANT CORP- A | $68,494,000 | +9.4% | 2,947,227 | +6.4% | 0.42% | +6.9% |
| ETR | Sell | ENTERGY CORP | $61,214,000 | -5.9% | 797,778 | -0.3% | 0.37% | -8.1% |
| QCOM | Sell | QUALCOMM INC | $60,489,000 | +27.1% | 883,045 | -0.6% | 0.37% | +24.2% |
| VIV | Sell | TELEFONICA BRASIL - ADR | $59,411,000 | -9.5% | 4,105,806 | -14.9% | 0.36% | -11.7% |
| G | Buy | GENPACT LTD | $58,278,000 | -2.3% | 2,433,316 | +9.5% | 0.36% | -4.6% |
| TEL | Sell | TE CONNECTIVITY LTD. | $56,411,000 | +12.4% | 876,215 | -0.3% | 0.34% | +9.9% |
| ENH | Buy | ENDURANCE SPECIALTY HOLDINGS | $53,441,000 | -1.0% | 816,510 | +1.6% | 0.33% | -3.3% |
| CFG | Sell | CITIZENS FINANCIAL GROUP | $51,694,000 | +23.5% | 2,092,046 | -0.2% | 0.32% | +20.6% |
| GTLS | Sell | CHART INDUSTRIES INC | $50,726,000 | +25.5% | 1,545,118 | -7.8% | 0.31% | +22.5% |
| SNV | Buy | SYNOVUS FINANCIAL CORP | $50,641,000 | +14.1% | 1,556,737 | +1.7% | 0.31% | +11.2% |
| BAX | Sell | BAXTER INTERNATIONAL INC | $50,531,000 | -64.1% | 1,061,577 | -65.9% | 0.31% | -64.9% |
| ASB | Buy | ASSOCIATED BANC CORP | $47,579,000 | +19.9% | 2,428,717 | +4.9% | 0.29% | +17.3% |
| CVS | Sell | CVS HEALTH CORPORATION | $47,152,000 | -7.1% | 529,858 | -0.0% | 0.29% | -9.1% |
| WFC | Sell | WELLS FARGO CO | $45,042,000 | -6.6% | 1,017,204 | -0.2% | 0.28% | -8.9% |
| AEL | Sell | AMERICAN EQUITY INVT LIFE | $45,000,000 | +18.0% | 2,538,067 | -5.1% | 0.28% | +15.1% |
| CTSH | Buy | COGNIZANT TECH SOLUTIONS - A | $44,869,000 | +41.9% | 940,451 | +70.2% | 0.27% | +38.4% |
| DOOR | Buy | MASONITE INTERNATIONAL CORP | $44,862,000 | +7.7% | 721,605 | +14.6% | 0.27% | +5.0% |
| PNC | Sell | PNC FINANCIAL SERVICES | $44,134,000 | -74.7% | 489,885 | -77.1% | 0.27% | -75.2% |
| GTS | Buy | TRIPLE-S MANAGEMENT CORP-B | $43,240,000 | +13.5% | 1,971,750 | +26.4% | 0.26% | +10.9% |
| AXE | Buy | ANIXTER INTERNATIONAL INC | $42,148,000 | +27.8% | 653,454 | +5.6% | 0.26% | +25.2% |
| GLW | Sell | CORNING INC | $41,531,000 | -43.2% | 1,756,052 | -50.8% | 0.25% | -44.4% |
| CUB | Buy | CUBIC CORP | $40,696,000 | +19.1% | 869,384 | +2.2% | 0.25% | +16.4% |
| HOPE | New | HOPE BANCORP INC | $40,141,000 | – | 2,310,964 | – | 0.24% | – |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $39,787,000 | +16.1% | 1,222,338 | -7.2% | 0.24% | +13.6% |
| SCSC | Buy | SCANSOURCE INC | $39,300,000 | +14.4% | 1,076,702 | +16.3% | 0.24% | +11.6% |
| VR | Sell | VALIDUS HOLDINGS LTD | $34,957,000 | -1.5% | 701,669 | -3.9% | 0.21% | -3.6% |
| GNW | Buy | GENWORTH FINANCIAL INC CL A | $34,323,000 | +94.2% | 6,919,984 | +1.0% | 0.21% | +89.2% |
| DIOD | Sell | DIODES INC. | $33,795,000 | +10.1% | 1,583,658 | -3.1% | 0.21% | +7.8% |
| T | Sell | AT&T INC | $33,462,000 | -6.3% | 823,993 | -0.3% | 0.20% | -8.5% |
| TMK | Sell | TORCHMARK CORP | $33,147,000 | -36.9% | 518,808 | -38.9% | 0.20% | -38.3% |
| OMI | Buy | OWENS & MINOR INC | $32,721,000 | +94.8% | 942,143 | +109.6% | 0.20% | +90.5% |
| FMBI | Buy | FIRST MIDWEST BANCORP INC | $32,392,000 | +12.8% | 1,673,166 | +2.3% | 0.20% | +10.0% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $32,075,000 | +13.9% | 688,448 | +13.4% | 0.20% | +11.4% |
| ARGO | Buy | ARGO GROUP INTERNATIONAL | $29,660,000 | +11.5% | 525,702 | +2.5% | 0.18% | +9.0% |
| UVV | Sell | UNIVERSAL CORP | $28,265,000 | -2.2% | 485,490 | -3.0% | 0.17% | -4.4% |
| CMCO | Buy | COLUMBUS MCKINNON CORP | $27,540,000 | +27.8% | 1,543,733 | +1.4% | 0.17% | +24.4% |
| FTI | Sell | FMC TECHNOLOGIES INC | $27,010,000 | +6.2% | 910,350 | -4.6% | 0.16% | +3.8% |
| SRI | Sell | STONERIDGE INC | $26,871,000 | -4.0% | 1,460,399 | -22.0% | 0.16% | -6.3% |
| TRS | Buy | TRIMAS CORP | $25,609,000 | +42.7% | 1,376,062 | +38.0% | 0.16% | +39.3% |
| BGC | Buy | GENERAL CABLE CORP DEL NE | $25,597,000 | +20.3% | 1,708,742 | +2.1% | 0.16% | +17.3% |
| LLL | Sell | L-3 COMMUNICATIONS | $25,383,000 | -19.2% | 168,400 | -21.4% | 0.16% | -21.3% |
| ESND | Buy | ESSENDANT INC | $24,695,000 | -31.1% | 1,203,461 | +2.6% | 0.15% | -32.6% |
| RCII | Buy | RENT A CENTER INC | $23,074,000 | +5.7% | 1,825,479 | +2.7% | 0.14% | +2.9% |
| TCF | Buy | TCF FINANCIAL CORP | $22,902,000 | +17.4% | 1,578,394 | +2.3% | 0.14% | +14.8% |
| SCHN | Buy | SCHNITZER STEEL INDS INC - A | $21,689,000 | +21.3% | 1,037,754 | +2.1% | 0.13% | +18.8% |
| WSFS | Buy | WSFS FINANCIAL CORP | $21,537,000 | +15.6% | 590,212 | +2.0% | 0.13% | +12.8% |
| ROCK | Sell | GIBRALTAR INDUSTRIES INC | $21,067,000 | -40.7% | 567,077 | -49.6% | 0.13% | -41.9% |
| TTEK | Sell | TETRA TECH INC | $21,062,000 | -29.5% | 593,806 | -38.9% | 0.13% | -31.0% |
| PCG | Buy | PG&E CORP | $19,133,000 | -4.2% | 312,782 | +0.1% | 0.12% | -6.4% |
| AET | Buy | AETNA INC | $17,923,000 | -5.4% | 155,248 | +0.1% | 0.11% | -7.6% |
| BBT | Sell | BB&T CORP | $18,021,000 | +5.2% | 477,752 | -0.7% | 0.11% | +2.8% |
| HPT | Sell | HOSPITALITY PROPERTIES TRUST | $17,464,000 | +3.1% | 587,608 | -0.1% | 0.11% | +0.9% |
| RE | Buy | EVEREST RE GROUP LTD | $17,421,000 | +4.0% | 91,703 | +0.0% | 0.11% | +1.0% |
| EXC | Sell | EXELON CORP | $16,217,000 | -27.0% | 487,151 | -20.3% | 0.10% | -28.8% |
| PG | Buy | PROCTER & GAMBLE COMPANY | $16,081,000 | +40.5% | 179,170 | +32.6% | 0.10% | +36.1% |
| TSM | Sell | TAIWAN SEMICONDUCTOR - SP ADR | $15,709,000 | +8.9% | 513,528 | -6.6% | 0.10% | +6.7% |
| JBL | Sell | JABIL CIRCUIT INC | $15,557,000 | +18.0% | 712,955 | -0.1% | 0.10% | +15.9% |
| KSS | Sell | KOHLS CORP | $15,369,000 | +14.8% | 351,299 | -0.5% | 0.09% | +11.9% |
| ARC | Buy | ARC DOCUMENT SOLUTIONS INC | $14,900,000 | -2.2% | 3,983,936 | +1.7% | 0.09% | -4.2% |
| NWS | Sell | NEWS CORP - CLASS B | $12,639,000 | -52.0% | 888,815 | -60.6% | 0.08% | -53.3% |
| CB | Sell | CHUBB LTD | $10,483,000 | -41.0% | 83,429 | -38.6% | 0.06% | -42.3% |
| KKR | Sell | KKR & CO LP | $8,736,000 | +1.8% | 612,618 | -11.9% | 0.05% | -1.9% |
| DRH | Buy | DIAMONDROCK HOSPITALITY CO. | $7,705,000 | +4.5% | 846,653 | +3.7% | 0.05% | +2.2% |
| AIZ | Sell | ASSURANT INC | $7,391,000 | +6.7% | 80,124 | -0.2% | 0.04% | +4.7% |
| APO | Sell | APOLLO GLOBAL MANAGEMENT-A | $6,252,000 | +8.1% | 348,100 | -8.8% | 0.04% | +5.6% |
| WAIR | New | WESCO AIRCRAFT HOLDINGS INC | $5,092,000 | – | 379,177 | – | 0.03% | – |
| BPOP | Sell | POPULAR INC. | $4,373,000 | -21.0% | 114,425 | -39.4% | 0.03% | -22.9% |
| APA | Sell | APACHE CORP | $1,115,000 | -97.9% | 17,450 | -98.1% | 0.01% | -97.8% |
| RNR | New | RENAISSANCE RE HLDGS LTD | $304,000 | – | 2,530 | – | 0.00% | – |
| LH | New | LABORATORY CORP OF AMERICA HOLDINGS | $300,000 | – | 2,185 | – | 0.00% | – |
| ESRX | New | EXPRESS SCRIPTS HOLDING CO | $247,000 | – | 3,507 | – | 0.00% | – |
| DG | New | DOLLAR GENERAL CORP | $285,000 | – | 4,077 | – | 0.00% | – |
| VAR | New | VARIAN MEDICAL SYSTEMS INC | $298,000 | – | 2,998 | – | 0.00% | – |
| MSM | New | MSC INDUSTRIAL DIRECT CO-A | $200,000 | – | 2,730 | – | 0.00% | – |
| BIIB | New | BIOGEN INC | $201,000 | – | 642 | – | 0.00% | – |
| NLY | Buy | ANNALY CAPITAL MANAGMENT INC | $214,000 | +56.2% | 20,355 | +64.1% | 0.00% | 0.0% |
| AMGN | New | AMGEN INC | $200,000 | – | 1,196 | – | 0.00% | – |
| CFFN | New | CAPITOL FEDERAL FINANCIAL INC | $160,000 | – | 11,400 | – | 0.00% | – |
| KEGXQ | Exit | KEY ENERGY SERVICES INC | $0 | – | -5,842,346 | – | -0.01% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -125,265 | – | -0.04% | – |
| EPR | Exit | EPR PROPERTIES | $0 | – | -288,275 | – | -0.15% | – |
| MAS | Exit | MASCO CORP | $0 | – | -846,154 | – | -0.16% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -2,260,405 | – | -0.21% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -5,161,867 | – | -1.08% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RDSA | New | ROYAL DUTCH SHELL PLC ADR | $493,760,000 | – | 8,941,688 | – | 3.09% | – |
| XOM | New | EXXON MOBIL CORP | $447,366,000 | – | 4,772,418 | – | 2.80% | – |
| DOV | New | DOVER CORP | $429,382,000 | – | 6,194,201 | – | 2.69% | – |
| PH | New | PARKER HANNIFIN CORPORATION | $414,375,000 | – | 3,835,028 | – | 2.59% | – |
| C | New | CITIGROUP INC | $408,939,000 | – | 9,647,065 | – | 2.56% | – |
| BAC | New | BANK OF AMERICA CORP | $397,393,000 | – | 29,946,738 | – | 2.49% | – |
| ORCL | New | ORACLE CORP | $392,436,000 | – | 9,587,982 | – | 2.46% | – |
| WMT | New | WAL-MART STORES | $392,038,000 | – | 5,368,914 | – | 2.45% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE COMPANY | $379,368,000 | – | 20,764,556 | – | 2.37% | – |
| STX | New | SEAGATE TECHNOLOGY | $377,587,000 | – | 15,500,305 | – | 2.36% | – |
| OMC | New | OMNICOM GROUP | $376,872,000 | – | 4,624,761 | – | 2.36% | – |
| VOYA | New | VOYA FINANCIAL INC. | $375,744,000 | – | 15,175,429 | – | 2.35% | – |
| BEN | New | FRANKLIN RESOURCES INC. | $356,069,000 | – | 10,670,335 | – | 2.23% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $343,567,000 | – | 6,495,886 | – | 2.15% | – |
| MS | New | MORGAN STANLEY | $334,951,000 | – | 12,892,657 | – | 2.10% | – |
| JPM | New | JP MORGAN CHASE & CO | $333,277,000 | – | 5,363,320 | – | 2.08% | – |
| BP | New | BP PLC - SPONS ADR | $315,266,000 | – | 8,878,224 | – | 1.97% | – |
| INTC | New | INTEL CORPORATION | $305,837,000 | – | 9,324,290 | – | 1.91% | – |
| NWSA | New | NEWS CORP - CLASS A | $305,407,000 | – | 26,908,102 | – | 1.91% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $292,325,000 | – | 5,315,007 | – | 1.83% | – |
| SPLS | New | STAPLES INC | $292,255,000 | – | 33,904,301 | – | 1.83% | – |
| MUR | New | MURPHY OIL CORP | $291,677,000 | – | 9,186,692 | – | 1.82% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $275,474,000 | – | 1,854,044 | – | 1.72% | – |
| IPG | New | INTERPUBLIC GROUP OF COS INC | $262,707,000 | – | 11,372,595 | – | 1.64% | – |
| HPQ | New | HP INC | $262,471,000 | – | 20,913,999 | – | 1.64% | – |
| RF | New | REGIONS FINL CORP | $258,734,000 | – | 30,403,525 | – | 1.62% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $257,924,000 | – | 2,319,041 | – | 1.61% | – |
| MET | New | METLIFE INC | $244,564,000 | – | 6,140,192 | – | 1.53% | – |
| F | New | FORD MOTOR COMPANY | $231,964,000 | – | 18,453,743 | – | 1.45% | – |
| ABT | New | ABBOTT LABORATORIES | $209,422,000 | – | 5,327,448 | – | 1.31% | – |
| CVE | New | CENOVUS ENERGY INC. | $200,818,000 | – | 14,530,992 | – | 1.26% | – |
| STT | New | STATE STREET CORP | $179,568,000 | – | 3,330,276 | – | 1.12% | – |
| AVT | New | AVNET INC | $175,648,000 | – | 4,335,912 | – | 1.10% | – |
| MSFT | New | MICROSOFT CORP | $175,155,000 | – | 3,423,007 | – | 1.10% | – |
| PNC | New | PNC FINANCIAL SERVICES | $174,256,000 | – | 2,141,005 | – | 1.09% | – |
| XL | New | XL GROUP PLC | $171,942,000 | – | 5,161,867 | – | 1.08% | – |
| HAL | New | HALLIBURTON CO | $164,687,000 | – | 3,636,273 | – | 1.03% | – |
| UBS | New | UBS GROUP AG | $160,540,000 | – | 12,387,311 | – | 1.00% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC | $150,552,000 | – | 1,211,101 | – | 0.94% | – |
| TEX | New | TEREX CORP | $145,511,000 | – | 7,164,504 | – | 0.91% | – |
| BAX | New | BAXTER INTERNATIONAL INC | $140,899,000 | – | 3,115,865 | – | 0.88% | – |
| JNJ | New | JOHNSON & JOHNSON | $133,798,000 | – | 1,103,032 | – | 0.84% | – |
| EIX | New | EDISON INTERNATIONAL | $125,541,000 | – | 1,616,335 | – | 0.78% | – |
| LAMR | New | LAMAR ADVERTISING CO -A | $125,030,000 | – | 1,885,825 | – | 0.78% | – |
| ON | New | ON SEMICONDUCTOR CORP | $116,229,000 | – | 13,177,864 | – | 0.73% | – |
| ACM | New | AECOM | $111,106,000 | – | 3,497,198 | – | 0.70% | – |
| CMA | New | COMERICA INC | $100,989,000 | – | 2,455,354 | – | 0.63% | – |
| CI | New | CIGNA CORP | $98,732,000 | – | 771,405 | – | 0.62% | – |
| ALL | New | ALLSTATE CORP | $90,125,000 | – | 1,288,423 | – | 0.56% | – |
| COP | New | CONOCOPHILLIPS | $87,857,000 | – | 2,015,064 | – | 0.55% | – |
| MRK | New | MERCK & CO INC | $81,541,000 | – | 1,415,390 | – | 0.51% | – |
| K | New | KELLOGG COMPANY | $79,460,000 | – | 973,180 | – | 0.50% | – |
| KEY | New | KEY CORP | $79,356,000 | – | 7,181,553 | – | 0.50% | – |
| SPNV | New | SUPERIOR ENERGY SERVICES INC | $78,508,000 | – | 4,264,415 | – | 0.49% | – |
| PFE | New | PFIZER INC | $76,983,000 | – | 2,186,404 | – | 0.48% | – |
| FLEX | New | FLEXTRONICS INTERNATIONAL LTD | $75,194,000 | – | 6,372,403 | – | 0.47% | – |
| CSCO | New | CISCO SYSTEMS INC | $74,674,000 | – | 2,602,784 | – | 0.47% | – |
| IVZ | New | INVESCO LTD | $73,848,000 | – | 2,891,452 | – | 0.46% | – |
| GLW | New | CORNING INC | $73,084,000 | – | 3,568,545 | – | 0.46% | – |
| WBS | New | WEBSTER FINANCIAL CORP. | $65,691,000 | – | 1,934,946 | – | 0.41% | – |
| VIV | New | ***TELEFONICA BRASIL - ADR | $65,618,000 | – | 4,824,877 | – | 0.41% | – |
| FITB | New | FIFTH THIRD BANCORP | $65,476,000 | – | 3,722,350 | – | 0.41% | – |
| ETR | New | ENTERGY CORP | $65,067,000 | – | 799,844 | – | 0.41% | – |
| KBR | New | KBR INC | $64,719,000 | – | 4,888,123 | – | 0.40% | – |
| EPAC | New | ACTUANT CORP- A | $62,619,000 | – | 2,769,506 | – | 0.39% | – |
| BHI | New | BAKER HUGHES INC | $62,504,000 | – | 1,384,985 | – | 0.39% | – |
| G | New | GENPACT LTD | $59,666,000 | – | 2,223,016 | – | 0.37% | – |
| DAN | New | DANA HOLDING CORP | $55,960,000 | – | 5,299,270 | – | 0.35% | – |
| ENH | New | ENDURANCE SPECIALTY HOLDINGS | $53,971,000 | – | 803,625 | – | 0.34% | – |
| TMK | New | TORCHMARK CORP | $52,516,000 | – | 849,491 | – | 0.33% | – |
| APA | New | APACHE CORP | $51,892,000 | – | 932,140 | – | 0.32% | – |
| CVS | New | CVS HEALTH CORPORATION | $50,731,000 | – | 529,884 | – | 0.32% | – |
| TEL | New | TE CONNECTIVITY LTD. | $50,183,000 | – | 878,715 | – | 0.31% | – |
| WFC | New | WELLS FARGO CO | $48,245,000 | – | 1,019,329 | – | 0.30% | – |
| QCOM | New | QUALCOMM INC | $47,599,000 | – | 888,541 | – | 0.30% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $44,393,000 | – | 1,531,317 | – | 0.28% | – |
| CFG | New | CITIZENS FINANCIAL GROUP | $41,872,000 | – | 2,095,671 | – | 0.26% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP | $41,644,000 | – | 629,640 | – | 0.26% | – |
| GTLS | New | CHART INDUSTRIES INC | $40,427,000 | – | 1,675,388 | – | 0.25% | – |
| ASB | New | ASSOCIATED BANC CORP | $39,694,000 | – | 2,314,511 | – | 0.25% | – |
| AEL | New | AMERICAN EQUITY INVT LIFE | $38,129,000 | – | 2,675,697 | – | 0.24% | – |
| GTS | New | TRIPLE-S MANAGEMENT CORP-B | $38,102,000 | – | 1,559,649 | – | 0.24% | – |
| ESND | New | ESSENDANT INC | $35,857,000 | – | 1,173,329 | – | 0.22% | – |
| T | New | AT&T INC | $35,698,000 | – | 826,158 | – | 0.22% | – |
| ROCK | New | GIBRALTAR INDUSTRIES INC | $35,541,000 | – | 1,125,789 | – | 0.22% | – |
| VR | New | VALIDUS HOLDINGS LTD | $35,494,000 | – | 730,472 | – | 0.22% | – |
| SCSC | New | SCANSOURCE INC | $34,347,000 | – | 925,541 | – | 0.22% | – |
| CUB | New | CUBIC CORP | $34,163,000 | – | 850,674 | – | 0.21% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $34,263,000 | – | 1,317,814 | – | 0.21% | – |
| BBCN | New | BBCN BANCORP INC | $33,725,000 | – | 2,260,405 | – | 0.21% | – |
| AXE | New | ANIXTER INTERNATIONAL INC | $32,976,000 | – | 618,924 | – | 0.21% | – |
| CTSH | New | COGNIZANT TECH SOLUTIONS - A | $31,625,000 | – | 552,498 | – | 0.20% | – |
| LLL | New | L-3 COMMUNICATIONS | $31,417,000 | – | 214,175 | – | 0.20% | – |
| DIOD | New | DIODES INC. | $30,699,000 | – | 1,633,795 | – | 0.19% | – |
| TTEK | New | TETRA TECH INC | $29,887,000 | – | 972,107 | – | 0.19% | – |
| UVV | New | UNIVERSAL CORP | $28,905,000 | – | 500,604 | – | 0.18% | – |
| FMBI | New | FIRST MIDWEST BANCORP INC | $28,729,000 | – | 1,636,052 | – | 0.18% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $28,152,000 | – | 606,995 | – | 0.18% | – |
| SRI | New | STONERIDGE INC | $27,983,000 | – | 1,872,997 | – | 0.18% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL | $26,606,000 | – | 512,641 | – | 0.17% | – |
| NWS | New | NEWS CORP - CLASS B | $26,304,000 | – | 2,253,975 | – | 0.16% | – |
| MAS | New | MASCO CORP | $26,180,000 | – | 846,154 | – | 0.16% | – |
| FTI | New | FMC TECHNOLOGIES INC | $25,440,000 | – | 953,866 | – | 0.16% | – |
| EPR | New | EPR PROPERTIES | $23,258,000 | – | 288,275 | – | 0.15% | – |
| EXC | New | EXELON CORP | $22,215,000 | – | 610,976 | – | 0.14% | – |
| RCII | New | RENT A CENTER INC | $21,827,000 | – | 1,777,408 | – | 0.14% | – |
| CMCO | New | COLUMBUS MCKINNON CORP | $21,551,000 | – | 1,523,044 | – | 0.14% | – |
| BGC | New | GENERAL CABLE CORP DEL NE | $21,280,000 | – | 1,674,245 | – | 0.13% | – |
| PCG | New | PG&E CORP | $19,979,000 | – | 312,569 | – | 0.12% | – |
| TCF | New | TCF FINANCIAL CORP | $19,513,000 | – | 1,542,538 | – | 0.12% | – |
| AET | New | AETNA INC | $18,943,000 | – | 155,102 | – | 0.12% | – |
| LM | New | LEGG MASON INC | $18,867,000 | – | 639,775 | – | 0.12% | – |
| ARW | New | ARROW ELECTRONICS INC | $18,859,000 | – | 304,670 | – | 0.12% | – |
| WSFS | New | WSFS FINANCIAL CORP | $18,627,000 | – | 578,654 | – | 0.12% | – |
| TRS | New | TRIMAS CORP | $17,944,000 | – | 996,886 | – | 0.11% | – |
| SCHN | New | SCHNITZER STEEL INDS INC - A | $17,885,000 | – | 1,016,166 | – | 0.11% | – |
| CB | New | CHUBB LTD | $17,774,000 | – | 135,979 | – | 0.11% | – |
| GNW | New | GENWORTH FINANCIAL INC CL A | $17,676,000 | – | 6,851,300 | – | 0.11% | – |
| RDC | New | ROWAN COMPANIES PLC - A | $17,602,000 | – | 996,725 | – | 0.11% | – |
| BBT | New | BB&T CORP | $17,129,000 | – | 481,014 | – | 0.11% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUST | $16,933,000 | – | 587,962 | – | 0.11% | – |
| OMI | New | OWENS & MINOR INC | $16,800,000 | – | 449,443 | – | 0.10% | – |
| RE | New | EVEREST RE GROUP LTD | $16,749,000 | – | 91,689 | – | 0.10% | – |
| PGR | New | PROGRESSIVE CORP | $16,625,000 | – | 496,260 | – | 0.10% | – |
| ARC | New | ARC DOCUMENT SOLUTIONS INC | $15,234,000 | – | 3,916,110 | – | 0.10% | – |
| TSM | New | TAIWAN SEMICONDUCTOR - SP ADR | $14,424,000 | – | 549,878 | – | 0.09% | – |
| HIG | New | THE HARTFORD FINANCIAL SERVICES GROUP INC | $13,953,000 | – | 314,390 | – | 0.09% | – |
| KSS | New | KOHLS CORP | $13,383,000 | – | 352,924 | – | 0.08% | – |
| JBL | New | JABIL CIRCUIT INC | $13,187,000 | – | 713,963 | – | 0.08% | – |
| PG | New | PROCTER & GAMBLE COMPANY | $11,445,000 | – | 135,169 | – | 0.07% | – |
| OC | New | OWENS CORNING | $10,476,000 | – | 203,330 | – | 0.07% | – |
| KKR | New | KKR & CO LP | $8,580,000 | – | 695,268 | – | 0.05% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO. | $7,374,000 | – | 816,616 | – | 0.05% | – |
| PRI | New | PRIMERICA INC | $7,170,000 | – | 125,265 | – | 0.04% | – |
| AIZ | New | ASSURANT INC | $6,927,000 | – | 80,260 | – | 0.04% | – |
| CDW | New | CDW CORP | $5,855,000 | – | 146,082 | – | 0.04% | – |
| APO | New | APOLLO GLOBAL MANAGEMENT-A | $5,782,000 | – | 381,650 | – | 0.04% | – |
| BPOP | New | POPULAR INC. | $5,533,000 | – | 188,830 | – | 0.04% | – |
| INFY | New | INFOSYS LTD - SP ADR | $2,047,000 | – | 114,700 | – | 0.01% | – |
| KEGXQ | New | KEY ENERGY SERVICES INC | $1,355,000 | – | 5,842,346 | – | 0.01% | – |
| SHG | New | SHINHAN FINANCIAL GROUP - ADR | $1,100,000 | – | 33,600 | – | 0.01% | – |
| PKX | New | POSCO - ADR | $841,000 | – | 18,900 | – | 0.01% | – |
| PBR | New | PETROLEO BRASILEIRO S.A. - ADR | $545,000 | – | 76,100 | – | 0.00% | – |
| NLY | New | ANNALY CAPITAL MANAGMENT INC | $137,000 | – | 12,402 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PBR | Exit | PETROLEO BRASILEIRO S.A. - ADR | $0 | – | -76,100 | – | -0.00% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP - ADR | $0 | – | -17,025 | – | -0.00% | – |
| KEGXQ | Exit | KEY ENERGY SERVICES INC | $0 | – | -1,382,154 | – | -0.00% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -14,300 | – | -0.01% | – |
| SXCL | Exit | STEEL EXCEL INC | $0 | – | -63,567 | – | -0.01% | – |
| INFY | Exit | INFOSYS LTD - SP ADR | $0 | – | -114,700 | – | -0.01% | – |
| IBN | Exit | ICICI BANK LTD - SPON ADR | $0 | – | -277,050 | – | -0.02% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -719,410 | – | -0.03% | – |
| BPOP | Exit | POPULAR INC. | $0 | – | -246,480 | – | -0.05% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -520,885 | – | -0.05% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO. | $0 | – | -805,935 | – | -0.06% | – |
| EXC | Exit | EXELON CORP | $0 | – | -333,668 | – | -0.06% | – |
| GTLS | Exit | CHART INDUSTRIES INC | $0 | – | -537,545 | – | -0.07% | – |
| RDC | Exit | ROWAN COMPANIES PLC - A | $0 | – | -730,525 | – | -0.08% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR - SP ADR | $0 | – | -578,550 | – | -0.08% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -739,929 | – | -0.08% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -71,600 | – | -0.08% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -557,173 | – | -0.08% | – |
| EPR | Exit | EPR PROPERTIES | $0 | – | -239,975 | – | -0.08% | – |
| MWW | Exit | MONSTER WORLDWIDE INC | $0 | – | -1,961,943 | – | -0.08% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -265,937 | – | -0.08% | – |
| PHH | Exit | PHH CORP | $0 | – | -910,998 | – | -0.08% | – |
| CDW | Exit | CDW CORP | $0 | – | -319,785 | – | -0.08% | – |
| PG | Exit | PROCTER & GAMBLE COMPANY | $0 | – | -184,904 | – | -0.08% | – |
| SCHN | Exit | SCHNITZER STEEL INDS INC - A | $0 | – | -1,014,551 | – | -0.09% | – |
| PCG | Exit | PG&E CORP | $0 | – | -262,800 | – | -0.09% | – |
| HIG | Exit | THE HARTFORD FINANCIAL SERVICES GROUP INC | $0 | – | -313,800 | – | -0.09% | – |
| ARW | Exit | ARROW ELECTRONICS INC | $0 | – | -261,889 | – | -0.09% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUST | $0 | – | -587,696 | – | -0.10% | – |
| ACE | Exit | ACE LTD | $0 | – | -147,188 | – | -0.10% | – |
| IM | Exit | INGRAM MICRO INC CL-A | $0 | – | -558,725 | – | -0.10% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -346,875 | – | -0.10% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -364,514 | – | -0.10% | – |
| SYA | Exit | SYMETRA FINANCIAL CORP | $0 | – | -528,372 | – | -0.11% | – |
| WSFS | Exit | WSFS FINANCIAL CORP | $0 | – | -594,208 | – | -0.11% | – |
| CMCO | Exit | COLUMBUS MCKINNON CORP | $0 | – | -1,110,370 | – | -0.13% | – |
| SFG | Exit | STANCORP FINANCIAL GROUP | $0 | – | -176,601 | – | -0.13% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NE | $0 | – | -1,709,779 | – | -0.13% | – |
| CTSH | Exit | COGNIZANT TECH SOLUTIONS - A | $0 | – | -333,132 | – | -0.13% | – |
| CUB | Exit | CUBIC CORP | $0 | – | -500,868 | – | -0.13% | – |
| RCII | Exit | RENT A CENTER INC | $0 | – | -871,989 | – | -0.14% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -522,029 | – | -0.14% | – |
| LLL | Exit | L-3 COMMUNICATIONS | $0 | – | -213,223 | – | -0.14% | – |
| TCF | Exit | TCF FINANCIAL CORP | $0 | – | -1,513,318 | – | -0.15% | – |
| ESND | Exit | ESSENDANT INC | $0 | – | -707,229 | – | -0.15% | – |
| MATW | Exit | MATTHEWS INTL CORP - CL A | $0 | – | -474,974 | – | -0.15% | – |
| UVV | Exit | UNIVERSAL CORP | $0 | – | -499,385 | – | -0.16% | – |
| ARGO | Exit | ARGO GROUP INTERNATIONAL | $0 | – | -458,984 | – | -0.16% | – |
| T | Exit | AT&T INC | $0 | – | -823,058 | – | -0.17% | – |
| SRI | Exit | STONERIDGE INC | $0 | – | -2,183,711 | – | -0.17% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -346,520 | – | -0.17% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -594,183 | – | -0.18% | – |
| BRC | Exit | BRADY CORP CL A | $0 | – | -1,428,017 | – | -0.18% | – |
| GTS | Exit | TRIPLE-S MANAGEMENT CORP-B | $0 | – | -1,609,269 | – | -0.18% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP INC | $0 | – | -1,649,923 | – | -0.18% | – |
| LH | Exit | LABORATORY CORP OF AMERICA HOLDINGS | $0 | – | -273,766 | – | -0.19% | – |
| OC | Exit | OWENS CORNING | $0 | – | -717,291 | – | -0.19% | – |
| NPBC | Exit | NATIONAL PENN BANCSHARES INC | $0 | – | -2,584,286 | – | -0.19% | – |
| TTEK | Exit | TETRA TECH INC | $0 | – | -1,268,429 | – | -0.20% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -1,240,457 | – | -0.20% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,830,525 | – | -0.21% | – |
| OMI | Exit | OWENS & MINOR INC | $0 | – | -1,037,426 | – | -0.21% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -742,948 | – | -0.21% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -556,206 | – | -0.22% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -502,223 | – | -0.22% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -2,296,659 | – | -0.22% | – |
| DIOD | Exit | DIODES INC. | $0 | – | -1,645,938 | – | -0.22% | – |
| GNW | Exit | GENWORTH FINANCIAL INC CL A | $0 | – | -7,641,693 | – | -0.22% | – |
| VIV | Exit | TELEFONICA BRASIL - ADR | $0 | – | -3,918,272 | – | -0.23% | – |
| ROCK | Exit | GIBRALTAR INDUSTRIES INC | $0 | – | -2,105,009 | – | -0.25% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -1,269,047 | – | -0.25% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -835,417 | – | -0.25% | – |
| KBR | Exit | KBR INC | $0 | – | -2,394,550 | – | -0.25% | – |
| G | Exit | GENPACT LTD | $0 | – | -1,817,984 | – | -0.27% | – |
| ENH | Exit | ENDURANCE SPECIALTY HOLDINGS | $0 | – | -733,721 | – | -0.28% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -879,185 | – | -0.30% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -373,824 | – | -0.32% | – |
| EPAC | Exit | ACTUANT CORP- A | $0 | – | -2,734,071 | – | -0.32% | – |
| CVS | Exit | CVS HEALTH CORPORATION | $0 | – | -527,265 | – | -0.32% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -908,218 | – | -0.33% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -796,411 | – | -0.33% | – |
| TEL | Exit | TE CONNECTIVITY LTD. | $0 | – | -872,578 | – | -0.33% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -1,805,094 | – | -0.34% | – |
| CFG | Exit | CITIZENS FINANCIAL GROUP | $0 | – | -2,501,841 | – | -0.38% | – |
| CVE | Exit | CENOVUS ENERGY INC. | $0 | – | -3,937,345 | – | -0.38% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -1,027,087 | – | -0.38% | – |
| WBS | Exit | WEBSTER FINANCIAL CORP. | $0 | – | -1,707,613 | – | -0.39% | – |
| FLEX | Exit | FLEXTRONICS INTERNATIONAL LTD | $0 | – | -5,843,782 | – | -0.39% | – |
| SPNV | Exit | SUPERIOR ENERGY SERVICES INC | $0 | – | -4,975,635 | – | -0.40% | – |
| NWS | Exit | NEWS CORP - CLASS B | $0 | – | -4,960,905 | – | -0.40% | – |
| AET | Exit | AETNA INC | $0 | – | -588,309 | – | -0.41% | – |
| DAN | Exit | DANA HOLDING CORP | $0 | – | -4,122,754 | – | -0.42% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -3,493,200 | – | -0.42% | – |
| PFE | Exit | PFIZER INC | $0 | – | -2,159,818 | – | -0.43% | – |
| KEY | Exit | KEY CORP | $0 | – | -5,237,925 | – | -0.43% | – |
| APA | Exit | APACHE CORP | $0 | – | -1,878,425 | – | -0.47% | – |
| CMA | Exit | COMERICA INC | $0 | – | -1,818,056 | – | -0.48% | – |
| ACM | Exit | AECOM | $0 | – | -2,793,606 | – | -0.49% | – |
| TEX | Exit | TEREX CORP | $0 | – | -4,336,634 | – | -0.50% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -3,031,377 | – | -0.51% | – |
| GLW | Exit | CORNING INC | $0 | – | -4,794,326 | – | -0.52% | – |
| K | Exit | KELLOGG COMPANY | $0 | – | -1,296,130 | – | -0.55% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -2,821,040 | – | -0.55% | – |
| MAS | Exit | MASCO CORP | $0 | – | -3,485,282 | – | -0.56% | – |
| EIX | Exit | EDISON INTERNATIONAL | $0 | – | -1,594,925 | – | -0.64% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -10,988,475 | – | -0.66% | – |
| WFC | Exit | WELLS FARGO CO | $0 | – | -2,047,963 | – | -0.67% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -1,174,169 | – | -0.70% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -4,738,285 | – | -0.73% | – |
| BXLT | Exit | BAXALTA INC | $0 | – | -4,094,765 | – | -0.82% | – |
| DOV | Exit | DOVER CORP | $0 | – | -2,258,272 | – | -0.82% | – |
| LAMR | Exit | LAMAR ADVERTISING CO -A | $0 | – | -2,545,715 | – | -0.85% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -2,707,702 | – | -0.90% | – |
| BAX | Exit | BAXTER INTERNATIONAL INC | $0 | – | -4,863,446 | – | -1.02% | – |
| RF | Exit | REGIONS FINL CORP | $0 | – | -22,772,622 | – | -1.31% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -5,188,346 | – | -1.33% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -3,254,783 | – | -1.39% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -6,055,984 | – | -1.40% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS LTD | $0 | – | -5,578,508 | – | -1.46% | – |
| UBS | Exit | UBS GROUP AG | $0 | – | -12,635,636 | – | -1.49% | – |
| AVT | Exit | AVNET INC | $0 | – | -5,662,927 | – | -1.54% | – |
| F | Exit | FORD MOTOR COMPANY | $0 | – | -18,338,281 | – | -1.58% | – |
| PNC | Exit | PNC FINANCIAL SERVICES | $0 | – | -2,843,098 | – | -1.62% | – |
| CI | Exit | CIGNA CORP | $0 | – | -1,882,912 | – | -1.62% | – |
| IPG | Exit | INTERPUBLIC GROUP OF COS INC | $0 | – | -13,685,979 | – | -1.67% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,536,725 | – | -1.70% | – |
| MET | Exit | METLIFE INC | $0 | – | -5,974,707 | – | -1.79% | – |
| VOYA | Exit | VOYA FINANCIAL INC. | $0 | – | -7,391,943 | – | -1.82% | – |
| BEN | Exit | FRANKLIN RESOURCES INC. | $0 | – | -7,728,411 | – | -1.83% | – |
| BP | Exit | BP PLC - SPONS ADR | $0 | – | -9,735,771 | – | -1.89% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -25,499,485 | – | -1.90% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -3,113,709 | – | -1.92% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -9,678,165 | – | -1.94% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -5,872,056 | – | -2.01% | – |
| JPM | Exit | JP MORGAN CHASE & CO | $0 | – | -5,442,892 | – | -2.11% | – |
| INTC | Exit | INTEL CORPORATION | $0 | – | -11,264,851 | – | -2.16% | – |
| PH | Exit | PARKER HANNIFIN CORPORATION | $0 | – | -3,515,269 | – | -2.18% | – |
| NWSA | Exit | NEWS CORP - CLASS A | $0 | – | -29,988,382 | – | -2.41% | – |
| OMC | Exit | OMNICOM GROUP | $0 | – | -5,933,010 | – | -2.49% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -11,089,893 | – | -2.55% | – |
| WMT | Exit | WAL-MART STORES | $0 | – | -6,323,926 | – | -2.61% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLC ADR | $0 | – | -9,267,589 | – | -2.80% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -10,161,006 | – | -2.86% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -6,109,850 | – | -2.89% | – |
| C | Exit | CITIGROUP INC | $0 | – | -9,310,992 | – | -2.94% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -8,187,787 | – | -2.96% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -29,871,875 | – | -2.96% | – |
| HPQ | Exit | HEWLETT-PACKARD CO | $0 | – | -19,143,841 | – | -3.12% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | Buy | HEWLETT-PACKARD CO | $490,274,000 | -9.2% | 19,143,841 | +6.4% | 3.12% | +2.5% |
| BAC | Sell | BANK OF AMERICA CORP | $465,404,000 | -10.1% | 29,871,875 | -1.8% | 2.96% | +1.4% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $465,230,000 | -11.6% | 8,187,787 | -3.8% | 2.96% | -0.2% |
| C | Sell | CITIGROUP INC | $461,918,000 | -12.6% | 9,310,992 | -2.6% | 2.94% | -1.3% |
| XOM | Buy | EXXON MOBIL CORP | $454,267,000 | +30.1% | 6,109,850 | +45.6% | 2.89% | +46.8% |
| MSFT | Sell | MICROSOFT CORP | $449,726,000 | -4.1% | 10,161,006 | -4.4% | 2.86% | +8.2% |
| RDSA | Buy | ROYAL DUTCH SHELL PLC ADR | $439,191,000 | +2.9% | 9,267,589 | +23.8% | 2.80% | +16.1% |
| WMT | Buy | WAL-MART STORES | $410,043,000 | +11.6% | 6,323,926 | +22.1% | 2.61% | +25.9% |
| ORCL | Sell | ORACLE CORP | $400,567,000 | -12.8% | 11,089,893 | -2.7% | 2.55% | -1.6% |
| OMC | Buy | OMNICOM GROUP | $390,985,000 | -4.6% | 5,933,010 | +0.6% | 2.49% | +7.7% |
| NWSA | Sell | NEWS CORP - CLASS A | $378,453,000 | -14.8% | 29,988,382 | -1.5% | 2.41% | -3.8% |
| PH | Sell | PARKER HANNIFIN CORPORATION | $342,036,000 | -17.2% | 3,515,269 | -1.0% | 2.18% | -6.5% |
| INTC | Buy | INTEL CORPORATION | $339,523,000 | -0.7% | 11,264,851 | +0.2% | 2.16% | +12.0% |
| JPM | Sell | JP MORGAN CHASE & CO | $331,853,000 | -10.6% | 5,442,892 | -0.7% | 2.11% | +0.9% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $315,447,000 | -10.2% | 5,872,056 | -10.8% | 2.01% | +1.3% |
| MS | Sell | MORGAN STANLEY | $304,862,000 | -20.3% | 9,678,165 | -1.9% | 1.94% | -10.1% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $301,967,000 | -11.0% | 3,113,709 | -3.4% | 1.92% | +0.4% |
| SPLS | Buy | STAPLES INC | $299,109,000 | -11.9% | 25,499,485 | +14.9% | 1.90% | -0.7% |
| BP | Sell | BP PLC - SPONS ADR | $297,525,000 | -34.5% | 9,735,771 | -14.4% | 1.89% | -26.1% |
| BEN | Buy | FRANKLIN RESOURCES INC. | $287,961,000 | +10.7% | 7,728,411 | +45.7% | 1.83% | +24.9% |
| VOYA | Sell | VOYA FINANCIAL INC. | $286,586,000 | -19.6% | 7,391,943 | -3.7% | 1.82% | -9.3% |
| MET | Sell | METLIFE INC | $281,707,000 | -16.1% | 5,974,707 | -0.3% | 1.79% | -5.3% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $267,021,000 | -17.2% | 1,536,725 | -0.5% | 1.70% | -6.6% |
| IPG | Sell | INTERPUBLIC GROUP OF COS INC | $261,813,000 | -2.3% | 13,685,979 | -1.5% | 1.67% | +10.3% |
| CI | Sell | CIGNA CORP | $254,231,000 | -42.0% | 1,882,912 | -30.4% | 1.62% | -34.5% |
| PNC | Sell | PNC FINANCIAL SERVICES | $253,604,000 | -11.2% | 2,843,098 | -4.7% | 1.62% | +0.2% |
| F | Buy | FORD MOTOR COMPANY | $248,850,000 | -6.4% | 18,338,281 | +3.5% | 1.58% | +5.5% |
| AVT | Sell | AVNET INC | $241,694,000 | -2.6% | 5,662,927 | -6.2% | 1.54% | +9.9% |
| UBS | Sell | UBS GROUP AG | $234,012,000 | -13.5% | 12,635,636 | -1.0% | 1.49% | -2.4% |
| WSH | Buy | WILLIS GROUP HOLDINGS LTD | $228,551,000 | +18.8% | 5,578,508 | +36.0% | 1.46% | +34.1% |
| XL | Sell | XL GROUP PLC | $219,953,000 | -3.1% | 6,055,984 | -0.8% | 1.40% | +9.3% |
| STT | Sell | STATE STREET CORP | $218,754,000 | -13.1% | 3,254,783 | -0.5% | 1.39% | -2.0% |
| ABT | Sell | ABBOTT LABORATORIES | $208,675,000 | -32.9% | 5,188,346 | -18.2% | 1.33% | -24.3% |
| RF | Buy | REGIONS FINL CORP | $205,181,000 | +16.1% | 22,772,622 | +33.5% | 1.31% | +30.9% |
| BAX | Sell | BAXTER INTERNATIONAL INC | $159,764,000 | -54.6% | 4,863,446 | -3.3% | 1.02% | -48.8% |
| BHI | Sell | BAKER HUGHES INC | $140,909,000 | -46.0% | 2,707,702 | -36.0% | 0.90% | -39.1% |
| LAMR | Sell | LAMAR ADVERTISING CO -A | $132,835,000 | -12.9% | 2,545,715 | -4.0% | 0.85% | -1.6% |
| DOV | Buy | DOVER CORP | $129,128,000 | +120.5% | 2,258,272 | +170.7% | 0.82% | +149.1% |
| BXLT | New | BAXALTA INC | $129,026,000 | – | 4,094,765 | – | 0.82% | – |
| MUR | Buy | MURPHY OIL CORP | $114,666,000 | -41.0% | 4,738,285 | +1.4% | 0.73% | -33.5% |
| WFC | Sell | WELLS FARGO CO | $105,163,000 | -15.9% | 2,047,963 | -7.8% | 0.67% | -5.0% |
| ON | Buy | ON SEMICONDUCTOR CORP | $103,292,000 | -13.7% | 10,988,475 | +7.3% | 0.66% | -2.5% |
| EIX | Sell | EDISON INTERNATIONAL | $100,592,000 | +13.3% | 1,594,925 | -0.2% | 0.64% | +27.7% |
| MAS | Sell | MASCO CORP | $87,759,000 | -30.3% | 3,485,282 | -26.2% | 0.56% | -21.4% |
| PGR | Sell | PROGRESSIVE CORP | $86,437,000 | -31.5% | 2,821,040 | -37.8% | 0.55% | -22.8% |
| GLW | Sell | CORNING INC | $82,079,000 | -45.9% | 4,794,326 | -37.6% | 0.52% | -38.8% |
| TEX | Buy | TEREX CORP | $77,799,000 | -16.3% | 4,336,634 | +8.5% | 0.50% | -5.5% |
| ACM | Sell | AECOM | $76,852,000 | -16.9% | 2,793,606 | -0.1% | 0.49% | -6.3% |
| CMA | Sell | COMERICA INC | $74,722,000 | -50.8% | 1,818,056 | -38.5% | 0.48% | -44.5% |
| APA | Buy | APACHE CORP | $73,559,000 | +133.3% | 1,878,425 | +243.3% | 0.47% | +162.9% |
| KEY | Sell | KEY CORP | $68,145,000 | -14.9% | 5,237,925 | -1.7% | 0.43% | -4.0% |
| DAN | Buy | DANA HOLDING CORP | $65,469,000 | -9.9% | 4,122,754 | +16.8% | 0.42% | +1.7% |
| AET | Sell | AETNA INC | $64,367,000 | -38.8% | 588,309 | -28.7% | 0.41% | -30.9% |
| NWS | Sell | NEWS CORP - CLASS B | $63,599,000 | -18.6% | 4,960,905 | -9.5% | 0.40% | -8.2% |
| SPNV | Buy | SUPERIOR ENERGY SERVICES INC | $62,842,000 | -36.9% | 4,975,635 | +5.1% | 0.40% | -28.8% |
| FLEX | Buy | FLEXTRONICS INTERNATIONAL LTD | $61,593,000 | -4.8% | 5,843,782 | +2.1% | 0.39% | +7.4% |
| WBS | Sell | WEBSTER FINANCIAL CORP. | $60,842,000 | -12.3% | 1,707,613 | -2.7% | 0.39% | -1.3% |
| ALL | Buy | ALLSTATE CORP | $59,818,000 | +803.9% | 1,027,087 | +906.8% | 0.38% | +929.7% |
| CVE | New | CENOVUS ENERGY INC. | $59,690,000 | – | 3,937,345 | – | 0.38% | – |
| SNV | Sell | SYNOVUS FINANCIAL CORP | $53,431,000 | -21.2% | 1,805,094 | -18.0% | 0.34% | -11.2% |
| TMK | Sell | TORCHMARK CORP | $51,223,000 | -3.6% | 908,218 | -0.4% | 0.33% | +8.7% |
| EPAC | Buy | ACTUANT CORP- A | $50,280,000 | -8.4% | 2,734,071 | +15.0% | 0.32% | +3.2% |
| QCOM | New | QUALCOMM INC | $47,239,000 | – | 879,185 | – | 0.30% | – |
| ENH | Buy | ENDURANCE SPECIALTY HOLDINGS | $44,779,000 | +0.8% | 733,721 | +8.5% | 0.28% | +13.5% |
| G | Buy | GENPACT LTD | $42,923,000 | +618.1% | 1,817,984 | +548.8% | 0.27% | +702.9% |
| IVZ | Sell | INVESCO LTD | $39,632,000 | -35.2% | 1,269,047 | -22.2% | 0.25% | -27.0% |
| CNW | Buy | CON-WAY INC | $39,641,000 | +52.1% | 835,417 | +23.0% | 0.25% | +71.4% |
| ROCK | Sell | GIBRALTAR INDUSTRIES INC | $38,627,000 | -13.4% | 2,105,009 | -3.9% | 0.25% | -2.4% |
| VIV | Buy | TELEFONICA BRASIL - ADR | $35,774,000 | -10.0% | 3,918,272 | +37.3% | 0.23% | +1.8% |
| GNW | Sell | GENWORTH FINANCIAL INC CL A | $35,305,000 | -39.6% | 7,641,693 | -1.0% | 0.22% | -31.8% |
| DIOD | Buy | DIODES INC. | $35,174,000 | +28.0% | 1,645,938 | +44.4% | 0.22% | +44.5% |
| BBCN | Buy | BBCN BANCORP INC | $34,496,000 | +6.6% | 2,296,659 | +4.9% | 0.22% | +20.2% |
| TECD | Sell | TECH DATA CORP | $34,402,000 | -31.7% | 502,223 | -42.6% | 0.22% | -22.9% |
| DOOR | Sell | MASONITE INTERNATIONAL CORP | $33,695,000 | -19.1% | 556,206 | -6.4% | 0.22% | -8.5% |
| VR | Sell | VALIDUS HOLDINGS LTD | $33,485,000 | +0.5% | 742,948 | -1.9% | 0.21% | +13.3% |
| OMI | Sell | OWENS & MINOR INC | $33,135,000 | -10.4% | 1,037,426 | -4.6% | 0.21% | +1.0% |
| ASB | Sell | ASSOCIATED BANC CORP | $32,895,000 | -15.1% | 1,830,525 | -4.3% | 0.21% | -4.6% |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $32,066,000 | -13.3% | 1,240,457 | +0.3% | 0.20% | -2.4% |
| TTEK | Sell | TETRA TECH INC | $30,836,000 | -10.5% | 1,268,429 | -5.6% | 0.20% | +1.0% |
| NPBC | Sell | NATIONAL PENN BANCSHARES INC | $30,365,000 | -1.5% | 2,584,286 | -5.5% | 0.19% | +10.9% |
| OC | Sell | OWENS CORNING | $30,062,000 | -37.7% | 717,291 | -38.7% | 0.19% | -29.8% |
| LH | Sell | LABORATORY CORP OF AMERICA HOLDINGS | $29,695,000 | -65.9% | 273,766 | -61.9% | 0.19% | -61.6% |
| FMBI | Sell | FIRST MIDWEST BANCORP INC | $28,940,000 | -12.0% | 1,649,923 | -4.8% | 0.18% | -1.1% |
| GTS | Buy | TRIPLE-S MANAGEMENT CORP-B | $28,661,000 | -3.5% | 1,609,269 | +39.1% | 0.18% | +8.3% |
| BRC | Sell | BRADY CORP CL A | $28,075,000 | -23.9% | 1,428,017 | -4.3% | 0.18% | -13.9% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $27,612,000 | +8.2% | 594,183 | +11.5% | 0.18% | +22.2% |
| AIZ | Sell | ASSURANT INC | $27,379,000 | -26.0% | 346,520 | -37.2% | 0.17% | -16.7% |
| SRI | Sell | STONERIDGE INC | $26,947,000 | +2.0% | 2,183,711 | -3.2% | 0.17% | +15.4% |
| ARGO | Sell | ARGO GROUP INTERNATIONAL | $25,974,000 | -1.7% | 458,984 | -3.3% | 0.16% | +10.7% |
| UVV | Buy | UNIVERSAL CORP | $24,755,000 | +1387.7% | 499,385 | +1619.9% | 0.16% | +1655.6% |
| MATW | Sell | MATTHEWS INTL CORP - CL A | $23,259,000 | -13.1% | 474,974 | -5.7% | 0.15% | -2.0% |
| TCF | Sell | TCF FINANCIAL CORP | $22,942,000 | -13.2% | 1,513,318 | -4.9% | 0.15% | -2.0% |
| ESND | Sell | ESSENDANT INC | $22,935,000 | -21.6% | 707,229 | -5.1% | 0.15% | -11.5% |
| LM | Buy | LEGG MASON INC | $21,722,000 | -8.2% | 522,029 | +13.7% | 0.14% | +3.8% |
| RCII | Sell | RENT A CENTER INC | $21,146,000 | -16.1% | 871,989 | -2.0% | 0.14% | -4.9% |
| CUB | Sell | CUBIC CORP | $21,006,000 | -14.5% | 500,868 | -3.0% | 0.13% | -3.6% |
| CTSH | Buy | COGNIZANT TECH SOLUTIONS - A | $20,857,000 | +206.6% | 333,132 | +199.2% | 0.13% | +250.0% |
| BGC | Sell | GENERAL CABLE CORP DEL NE | $20,346,000 | -41.7% | 1,709,779 | -3.3% | 0.13% | -34.0% |
| CMCO | Buy | COLUMBUS MCKINNON CORP | $20,164,000 | -24.8% | 1,110,370 | +3.5% | 0.13% | -15.2% |
| SFG | Sell | STANCORP FINANCIAL GROUP | $20,168,000 | -41.0% | 176,601 | -60.9% | 0.13% | -33.7% |
| WSFS | Buy | WSFS FINANCIAL CORP | $17,119,000 | +27.5% | 594,208 | +21.1% | 0.11% | +43.4% |
| SYA | Sell | SYMETRA FINANCIAL CORP | $16,718,000 | -8.4% | 528,372 | -30.0% | 0.11% | +2.9% |
| PRI | Sell | PRIMERICA INC | $16,429,000 | -50.0% | 364,514 | -49.3% | 0.10% | -43.2% |
| IM | Sell | INGRAM MICRO INC CL-A | $15,220,000 | -6.1% | 558,725 | -13.7% | 0.10% | +6.6% |
| ACE | Buy | ACE LTD | $15,219,000 | +96.5% | 147,188 | +93.2% | 0.10% | +120.5% |
| HPT | Buy | HOSPITALITY PROPERTIES TRUST | $15,033,000 | -11.2% | 587,696 | +0.1% | 0.10% | 0.0% |
| ARW | Sell | ARROW ELECTRONICS INC | $14,477,000 | -62.8% | 261,889 | -62.5% | 0.09% | -58.2% |
| HIG | Sell | THE HARTFORD FINANCIAL SERVICES GROUP INC | $14,366,000 | -64.7% | 313,800 | -67.9% | 0.09% | -60.3% |
| PCG | Sell | PG&E CORP | $13,876,000 | +6.3% | 262,800 | -1.1% | 0.09% | +18.9% |
| SCHN | Sell | SCHNITZER STEEL INDS INC - A | $13,737,000 | -24.7% | 1,014,551 | -2.8% | 0.09% | -15.5% |
| CDW | Sell | CDW CORP | $13,066,000 | +18.2% | 319,785 | -0.8% | 0.08% | +33.9% |
| PHH | Sell | PHH CORP | $12,863,000 | -46.8% | 910,998 | -2.0% | 0.08% | -40.1% |
| MWW | Sell | MONSTER WORLDWIDE INC | $12,596,000 | -6.7% | 1,961,943 | -4.9% | 0.08% | +5.3% |
| JBL | Sell | JABIL CIRCUIT INC | $12,464,000 | -36.2% | 557,173 | -39.3% | 0.08% | -28.2% |
| TPC | Sell | TUTOR PERINI CORP | $12,179,000 | -25.3% | 739,929 | -2.0% | 0.08% | -15.2% |
| TSM | Buy | TAIWAN SEMICONDUCTOR - SP ADR | $12,005,000 | +36.8% | 578,550 | +49.7% | 0.08% | +52.0% |
| GTLS | Buy | CHART INDUSTRIES INC | $10,326,000 | -37.5% | 537,545 | +16.4% | 0.07% | -29.0% |
| DRH | Sell | DIAMONDROCK HOSPITALITY CO. | $8,906,000 | -17.2% | 805,935 | -4.0% | 0.06% | -6.6% |
| TRS | Sell | TRIMAS CORP | $8,516,000 | -70.0% | 520,885 | -45.7% | 0.05% | -66.2% |
| ARC | Sell | ARC DOCUMENT SOLUTIONS INC | $4,280,000 | -26.2% | 719,410 | -5.6% | 0.03% | -18.2% |
| IBN | Sell | ICICI BANK LTD - SPON ADR | $2,321,000 | -62.4% | 277,050 | -53.3% | 0.02% | -57.1% |
| INFY | Sell | INFOSYS LTD - SP ADR | $2,190,000 | -43.3% | 114,700 | -52.9% | 0.01% | -36.4% |
| WCG | Sell | WELLCARE HEALTH PLANS INC | $1,232,000 | -85.4% | 14,300 | -85.7% | 0.01% | -83.3% |
| SXCL | Sell | STEEL EXCEL INC | $1,268,000 | -9.3% | 63,567 | -5.4% | 0.01% | 0.0% |
| KEGXQ | Sell | KEY ENERGY SERVICES INC | $650,000 | -74.5% | 1,382,154 | -2.3% | 0.00% | -71.4% |
| SHG | Sell | SHINHAN FINANCIAL GROUP - ADR | $592,000 | -65.5% | 17,025 | -63.2% | 0.00% | -60.0% |
| USNZY | Exit | USINAS SIDERURG MINAS SP ADR | $0 | – | -37,407 | – | 0.00% | – |
| MWA | Exit | MUELLER WATER PRODUCTS INC | $0 | – | -41,158 | – | -0.00% | – |
| IWN | Exit | ISHARES RUSSELL 2000 VALUE | $0 | – | -13,210 | – | -0.01% | – |
| WIT | Exit | WIPRO LTD - ADR | $0 | – | -254,675 | – | -0.02% | – |
| GFF | Exit | GRIFFON CORPORATION | $0 | – | -692,110 | – | -0.06% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -185,400 | – | -0.08% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | New | HEWLETT-PACKARD CO | $539,730,000 | – | 17,984,993 | – | 3.05% | – |
| C | New | CITIGROUP INC | $528,217,000 | – | 9,562,226 | – | 2.98% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $526,083,000 | – | 8,509,917 | – | 2.97% | – |
| BAC | New | BANK OF AMERICA CORP | $517,734,000 | – | 30,419,181 | – | 2.92% | – |
| MSFT | New | MICROSOFT CORP | $469,013,000 | – | 10,623,172 | – | 2.65% | – |
| ORCL | New | ORACLE CORP | $459,355,000 | – | 11,398,384 | – | 2.59% | – |
| BP | New | BP PLC - SPONS ADR | $454,326,000 | – | 11,369,511 | – | 2.56% | – |
| NWSA | New | NEWS CORP - CLASS A | $444,156,000 | – | 30,442,522 | – | 2.51% | – |
| CI | New | CIGNA CORP | $438,256,000 | – | 2,705,286 | – | 2.47% | – |
| RDSA | New | ROYAL DUTCH SHELL PLC ADR | $426,834,000 | – | 7,487,007 | – | 2.41% | – |
| PH | New | PARKER HANNIFIN CORPORATION | $413,005,000 | – | 3,550,288 | – | 2.33% | – |
| OMC | New | OMNICOM GROUP | $409,634,000 | – | 5,894,861 | – | 2.31% | – |
| MS | New | MORGAN STANLEY | $382,678,000 | – | 9,865,367 | – | 2.16% | – |
| JPM | New | JP MORGAN CHASE & CO | $371,324,000 | – | 5,479,983 | – | 2.10% | – |
| WMT | New | WAL-MART STORES | $367,474,000 | – | 5,180,794 | – | 2.07% | – |
| VOYA | New | VOYA FINANCIAL INC. | $356,603,000 | – | 7,673,842 | – | 2.01% | – |
| BAX | New | BAXTER INTERNATIONAL INC | $351,792,000 | – | 5,030,632 | – | 1.98% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $351,461,000 | – | 6,585,359 | – | 1.98% | – |
| XOM | New | EXXON MOBIL CORP | $349,037,000 | – | 4,195,152 | – | 1.97% | – |
| INTC | New | INTEL CORPORATION | $342,008,000 | – | 11,244,703 | – | 1.93% | – |
| SPLS | New | STAPLES INC | $339,703,000 | – | 22,188,292 | – | 1.92% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $339,367,000 | – | 3,224,699 | – | 1.92% | – |
| MET | New | METLIFE INC | $335,691,000 | – | 5,995,550 | – | 1.89% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $322,584,000 | – | 1,545,017 | – | 1.82% | – |
| ABT | New | ABBOTT LABORATORIES | $311,173,000 | – | 6,340,115 | – | 1.76% | – |
| PNC | New | PNC FINANCIAL SERVICES | $285,501,000 | – | 2,984,856 | – | 1.61% | – |
| UBS | New | UBS GROUP AG | $270,532,000 | – | 12,760,935 | – | 1.53% | – |
| IPG | New | INTERPUBLIC GROUP OF COS INC | $267,877,000 | – | 13,901,251 | – | 1.51% | – |
| F | New | FORD MOTOR COMPANY | $265,975,000 | – | 17,719,859 | – | 1.50% | – |
| BHI | New | BAKER HUGHES INC | $261,156,000 | – | 4,232,667 | – | 1.47% | – |
| BEN | New | FRANKLIN RESOURCES INC. | $260,156,000 | – | 5,306,059 | – | 1.47% | – |
| STT | New | STATE STREET CORP | $251,836,000 | – | 3,270,591 | – | 1.42% | – |
| AVT | New | AVNET INC | $248,117,000 | – | 6,035,442 | – | 1.40% | – |
| XL | New | XL GROUP PLC | $227,016,000 | – | 6,102,592 | – | 1.28% | – |
| MUR | New | MURPHY OIL CORP | $194,336,000 | – | 4,674,915 | – | 1.10% | – |
| WSH | New | WILLIS GROUP HOLDINGS LTD | $192,353,000 | – | 4,101,348 | – | 1.08% | – |
| RF | New | REGIONS FINL CORP | $176,782,000 | – | 17,063,917 | – | 1.00% | – |
| LAMR | New | LAMAR ADVERTISING CO -A | $152,445,000 | – | 2,652,136 | – | 0.86% | – |
| CMA | New | COMERICA INC | $151,802,000 | – | 2,957,942 | – | 0.86% | – |
| GLW | New | CORNING INC | $151,593,000 | – | 7,683,393 | – | 0.86% | – |
| PGR | New | PROGRESSIVE CORP | $126,172,000 | – | 4,533,665 | – | 0.71% | – |
| MAS | New | MASCO CORP | $125,926,000 | – | 4,721,623 | – | 0.71% | – |
| WFC | New | WELLS FARGO CO | $124,983,000 | – | 2,222,313 | – | 0.70% | – |
| ON | New | ON SEMICONDUCTOR CORP | $119,679,000 | – | 10,237,702 | – | 0.68% | – |
| JNJ | New | JOHNSON & JOHNSON | $114,435,000 | – | 1,174,169 | – | 0.65% | – |
| AET | New | AETNA INC | $105,121,000 | – | 824,734 | – | 0.59% | – |
| SPNV | New | SUPERIOR ENERGY SERVICES INC | $99,583,000 | – | 4,733,009 | – | 0.56% | – |
| TEX | New | TEREX CORP | $92,928,000 | – | 3,996,888 | – | 0.52% | – |
| ACM | New | AECOM | $92,534,000 | – | 2,797,271 | – | 0.52% | – |
| EIX | New | EDISON INTERNATIONAL | $88,790,000 | – | 1,597,509 | – | 0.50% | – |
| LH | New | LABORATORY CORP OF AMERICA HOLDINGS | $87,203,000 | – | 719,376 | – | 0.49% | – |
| CSCO | New | CISCO SYSTEMS INC | $83,242,000 | – | 3,031,377 | – | 0.47% | – |
| K | New | KELLOGG COMPANY | $81,267,000 | – | 1,296,130 | – | 0.46% | – |
| KEY | New | KEY CORP | $80,052,000 | – | 5,329,700 | – | 0.45% | – |
| NWS | New | NEWS CORP - CLASS B | $78,088,000 | – | 5,483,700 | – | 0.44% | – |
| FITB | New | FIFTH THIRD BANCORP | $72,728,000 | – | 3,493,200 | – | 0.41% | – |
| DAN | New | DANA HOLDING CORP | $72,642,000 | – | 3,529,729 | – | 0.41% | – |
| PFE | New | PFIZER INC | $72,419,000 | – | 2,159,818 | – | 0.41% | – |
| WBS | New | WEBSTER FINANCIAL CORP. | $69,404,000 | – | 1,754,838 | – | 0.39% | – |
| CFG | New | CITIZENS FINANCIAL GROUP | $68,325,000 | – | 2,501,841 | – | 0.39% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $67,808,000 | – | 2,200,121 | – | 0.38% | – |
| FLEX | New | FLEXTRONICS INTERNATIONAL LTD | $64,720,000 | – | 5,722,407 | – | 0.36% | – |
| IVZ | New | INVESCO LTD | $61,165,000 | – | 1,631,500 | – | 0.34% | – |
| DOV | New | DOVER CORP | $58,549,000 | – | 834,269 | – | 0.33% | – |
| GNW | New | GENWORTH FINANCIAL INC CL A | $58,419,000 | – | 7,717,118 | – | 0.33% | – |
| ETR | New | ENTERGY CORP | $56,147,000 | – | 796,411 | – | 0.32% | – |
| TEL | New | TE CONNECTIVITY LTD. | $56,107,000 | – | 872,578 | – | 0.32% | – |
| CVS | New | CVS HEALTH CORPORATION | $55,300,000 | – | 527,265 | – | 0.31% | – |
| EPAC | New | ACTUANT CORP- A | $54,888,000 | – | 2,377,118 | – | 0.31% | – |
| TMK | New | TORCHMARK CORP | $53,111,000 | – | 912,243 | – | 0.30% | – |
| BDX | New | BECTON DICKINSON & CO | $52,952,000 | – | 373,824 | – | 0.30% | – |
| TECD | New | TECH DATA CORP | $50,333,000 | – | 874,442 | – | 0.28% | – |
| OC | New | OWENS CORNING | $48,255,000 | – | 1,169,813 | – | 0.27% | – |
| KBR | New | KBR INC | $46,646,000 | – | 2,394,550 | – | 0.26% | – |
| ROCK | New | GIBRALTAR INDUSTRIES INC | $44,603,000 | – | 2,189,654 | – | 0.25% | – |
| ENH | New | ENDURANCE SPECIALTY HOLDINGS | $44,428,000 | – | 676,228 | – | 0.25% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP | $41,659,000 | – | 594,193 | – | 0.24% | – |
| HIG | New | THE HARTFORD FINANCIAL SERVICES GROUP INC | $40,647,000 | – | 977,801 | – | 0.23% | – |
| VIV | New | TELEFONICA BRASIL - ADR | $39,749,000 | – | 2,853,465 | – | 0.22% | – |
| ARW | New | ARROW ELECTRONICS INC | $38,954,000 | – | 698,095 | – | 0.22% | – |
| ASB | New | ASSOCIATED BANC CORP | $38,766,000 | – | 1,912,475 | – | 0.22% | – |
| AIZ | New | ASSURANT INC | $36,984,000 | – | 552,001 | – | 0.21% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $36,999,000 | – | 1,237,026 | – | 0.21% | – |
| OMI | New | OWENS & MINOR INC | $36,977,000 | – | 1,087,551 | – | 0.21% | – |
| BRC | New | BRADY CORP CL A | $36,900,000 | – | 1,491,492 | – | 0.21% | – |
| BGC | New | GENERAL CABLE CORP DEL NE | $34,902,000 | – | 1,768,979 | – | 0.20% | – |
| TTEK | New | TETRA TECH INC | $34,467,000 | – | 1,344,254 | – | 0.19% | – |
| SFG | New | STANCORP FINANCIAL GROUP | $34,191,000 | – | 452,205 | – | 0.19% | – |
| VR | New | VALIDUS HOLDINGS LTD | $33,318,000 | – | 757,398 | – | 0.19% | – |
| FMBI | New | FIRST MIDWEST BANCORP INC | $32,879,000 | – | 1,733,198 | – | 0.19% | – |
| PRI | New | PRIMERICA INC | $32,849,000 | – | 718,963 | – | 0.18% | – |
| BBCN | New | BBCN BANCORP INC | $32,367,000 | – | 2,188,443 | – | 0.18% | – |
| APA | New | APACHE CORP | $31,532,000 | – | 547,150 | – | 0.18% | – |
| NPBC | New | NATIONAL PENN BANCSHARES INC | $30,833,000 | – | 2,733,386 | – | 0.17% | – |
| GTS | New | TRIPLE-S MANAGEMENT CORP-B | $29,688,000 | – | 1,156,963 | – | 0.17% | – |
| T | New | AT&T INC | $29,235,000 | – | 823,058 | – | 0.16% | – |
| ESND | New | ESSENDANT INC | $29,245,000 | – | 745,104 | – | 0.16% | – |
| TRS | New | TRIMAS CORP | $28,370,000 | – | 958,435 | – | 0.16% | – |
| DIOD | New | DIODES INC. | $27,486,000 | – | 1,140,007 | – | 0.16% | – |
| CMCO | New | COLUMBUS MCKINNON CORP | $26,814,000 | – | 1,072,577 | – | 0.15% | – |
| MATW | New | MATTHEWS INTL CORP - CL A | $26,780,000 | – | 503,945 | – | 0.15% | – |
| TCF | New | TCF FINANCIAL CORP | $26,435,000 | – | 1,591,518 | – | 0.15% | – |
| SRI | New | STONERIDGE INC | $26,420,000 | – | 2,256,190 | – | 0.15% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL | $26,434,000 | – | 474,584 | – | 0.15% | – |
| CNW | New | CON-WAY INC | $26,067,000 | – | 679,364 | – | 0.15% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $25,518,000 | – | 532,742 | – | 0.14% | – |
| RCII | New | RENT A CENTER INC | $25,216,000 | – | 889,444 | – | 0.14% | – |
| CUB | New | CUBIC CORP | $24,559,000 | – | 516,167 | – | 0.14% | – |
| PHH | New | PHH CORP | $24,194,000 | – | 929,448 | – | 0.14% | – |
| LLL | New | L-3 COMMUNICATIONS | $24,175,000 | – | 213,223 | – | 0.14% | – |
| LM | New | LEGG MASON INC | $23,655,000 | – | 459,054 | – | 0.13% | – |
| KSS | New | KOHLS CORP | $21,718,000 | – | 346,875 | – | 0.12% | – |
| JBL | New | JABIL CIRCUIT INC | $19,549,000 | – | 918,233 | – | 0.11% | – |
| SYA | New | SYMETRA FINANCIAL CORP | $18,256,000 | – | 755,300 | – | 0.10% | – |
| SCHN | New | SCHNITZER STEEL INDS INC - A | $18,243,000 | – | 1,044,251 | – | 0.10% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUST | $16,929,000 | – | 587,397 | – | 0.10% | – |
| GTLS | New | CHART INDUSTRIES INC | $16,515,000 | – | 461,954 | – | 0.09% | – |
| TPC | New | TUTOR PERINI CORP | $16,301,000 | – | 755,354 | – | 0.09% | – |
| COP | New | CONOCOPHILLIPS | $16,331,000 | – | 265,937 | – | 0.09% | – |
| IM | New | INGRAM MICRO INC CL-A | $16,202,000 | – | 647,315 | – | 0.09% | – |
| RDC | New | ROWAN COMPANIES PLC - A | $15,421,000 | – | 730,525 | – | 0.09% | – |
| PG | New | PROCTER & GAMBLE COMPANY | $14,467,000 | – | 184,904 | – | 0.08% | – |
| WSFS | New | WSFS FINANCIAL CORP | $13,424,000 | – | 490,826 | – | 0.08% | – |
| RBC | New | REGAL BELOIT CORP | $13,458,000 | – | 185,400 | – | 0.08% | – |
| MWW | New | MONSTER WORLDWIDE INC | $13,497,000 | – | 2,063,818 | – | 0.08% | – |
| RE | New | EVEREST RE GROUP LTD | $13,032,000 | – | 71,600 | – | 0.07% | – |
| PCG | New | PG&E CORP | $13,050,000 | – | 265,783 | – | 0.07% | – |
| EPR | New | EPR PROPERTIES | $13,146,000 | – | 239,975 | – | 0.07% | – |
| CDW | New | CDW CORP | $11,052,000 | – | 322,409 | – | 0.06% | – |
| GFF | New | GRIFFON CORPORATION | $11,018,000 | – | 692,110 | – | 0.06% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO. | $10,751,000 | – | 839,292 | – | 0.06% | – |
| EXC | New | EXELON CORP | $10,484,000 | – | 333,668 | – | 0.06% | – |
| TSM | New | TAIWAN SEMICONDUCTOR - SP ADR | $8,775,000 | – | 386,375 | – | 0.05% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $8,458,000 | – | 99,706 | – | 0.05% | – |
| ACE | New | ACE LTD | $7,745,000 | – | 76,171 | – | 0.04% | – |
| BPOP | New | POPULAR INC. | $7,113,000 | – | 246,480 | – | 0.04% | – |
| CTSH | New | COGNIZANT TECH SOLUTIONS - A | $6,802,000 | – | 111,341 | – | 0.04% | – |
| ALL | New | ALLSTATE CORP | $6,618,000 | – | 102,015 | – | 0.04% | – |
| IBN | New | ICICI BANK LTD - SPON ADR | $6,176,000 | – | 592,750 | – | 0.04% | – |
| G | New | GENPACT LTD | $5,977,000 | – | 280,200 | – | 0.03% | – |
| ARC | New | ARC DOCUMENT SOLUTIONS INC | $5,802,000 | – | 762,459 | – | 0.03% | – |
| INFY | New | NFOSYS LTD - SP ADR | $3,864,000 | – | 243,756 | – | 0.02% | – |
| WIT | New | WIPRO LTD - ADR | $3,048,000 | – | 254,675 | – | 0.02% | – |
| KEGXQ | New | KEY ENERGY SERVICES INC | $2,547,000 | – | 1,414,936 | – | 0.01% | – |
| SHG | New | SHINHAN FINANCIAL GROUP - ADR | $1,717,000 | – | 46,325 | – | 0.01% | – |
| UVV | New | UNIVERSAL CORP | $1,664,000 | – | 29,036 | – | 0.01% | – |
| SXCL | New | STEEL EXCEL INC | $1,398,000 | – | 67,212 | – | 0.01% | – |
| IWN | New | ISHARES RUSSELL 2000 VALUE | $1,347,000 | – | 13,210 | – | 0.01% | – |
| PBR | New | PETROLEO BRASILEIRO S.A. - ADR | $689,000 | – | 76,100 | – | 0.00% | – |
| MWA | New | MUELLER WATER PRODUCTS INC | $375,000 | – | 41,158 | – | 0.00% | – |
| USNZY | New | USINAS SIDERURG MINAS SP ADR | $51,000 | – | 37,407 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| USNZY | Exit | USINAS SIDERURG MINAS - SP ADR | $0 | – | -13,782 | – | 0.00% | – |
| PBR | Exit | PETROLEO BRASILEIRO S.A. - ADR | $0 | – | -77,100 | – | -0.01% | – |
| SXCL | Exit | STEEL EXCEL INC | $0 | – | -68,662 | – | -0.01% | – |
| SHG | Exit | SHINHAN FINANCIAL GROUP - ADR | $0 | – | -67,600 | – | -0.02% | – |
| BPOP | Exit | POPULAR INC. | $0 | – | -110,730 | – | -0.02% | – |
| ASX | Exit | ADVANCED SEMICONDUCTOR E-ADR | $0 | – | -553,800 | – | -0.02% | – |
| ACE | Exit | ACE LTD | $0 | – | -45,684 | – | -0.03% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR - SP ADR | $0 | – | -386,375 | – | -0.04% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOGY | $0 | – | -506,350 | – | -0.05% | – |
| IM | Exit | INGRAM MICRO INC CL-A | $0 | – | -331,700 | – | -0.05% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -410,202 | – | -0.06% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -190,597 | – | -0.06% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -105,750 | – | -0.06% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -167,700 | – | -0.06% | – |
| EPR | Exit | EPR PROPERTIES | $0 | – | -213,400 | – | -0.06% | – |
| BGC | Exit | GENERAL CABLE CORP DEL NE | $0 | – | -741,319 | – | -0.06% | – |
| ASH | Exit | ASHLAND INC | $0 | – | -108,375 | – | -0.06% | – |
| RE | Exit | EVEREST RE GROUP LTD | $0 | – | -71,600 | – | -0.06% | – |
| EXC | Exit | EXELON CORP | $0 | – | -336,366 | – | -0.06% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -189,640 | – | -0.06% | – |
| WSFS | Exit | WSFS FINANCIAL CORP | $0 | – | -184,593 | – | -0.07% | – |
| RNR | Exit | RENAISSANCE RE HLDGS LTD | $0 | – | -139,894 | – | -0.08% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -270,654 | – | -0.08% | – |
| PG | Exit | PROCTER & GAMBLE COMPANY | $0 | – | -174,779 | – | -0.08% | – |
| RDC | Exit | ROWAN COMPANIES PLC - A | $0 | – | -628,825 | – | -0.09% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -301,887 | – | -0.09% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -814,863 | – | -0.09% | – |
| MWA | Exit | MUELLER WATER PRODUCTS INC | $0 | – | -2,080,258 | – | -0.09% | – |
| OMI | Exit | OWENS & MINOR INC | $0 | – | -525,138 | – | -0.09% | – |
| MWW | Exit | MONSTER WORLDWIDE INC | $0 | – | -3,194,903 | – | -0.10% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -522,529 | – | -0.10% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -419,861 | – | -0.10% | – |
| SCHN | Exit | SCHNITZER STEEL INDS INC - A | $0 | – | -803,642 | – | -0.11% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -810,599 | – | -0.12% | – |
| PHH | Exit | PHH CORP | $0 | – | -1,004,898 | – | -0.12% | – |
| GFF | Exit | GRIFFON CORPORATION | $0 | – | -1,998,583 | – | -0.12% | – |
| ROCK | Exit | GIBRALTAR INDUSTRIES INC | $0 | – | -1,675,631 | – | -0.12% | – |
| MATW | Exit | MATTHEWS INTL CORP - CL A | $0 | – | -560,613 | – | -0.14% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -3,061,348 | – | -0.14% | – |
| ARGO | Exit | ARGO GROUP INTERNATIONAL | $0 | – | -499,361 | – | -0.14% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO. | $0 | – | -1,996,101 | – | -0.14% | – |
| LLL | Exit | L-3 COMMUNICATIONS | $0 | – | -217,663 | – | -0.14% | – |
| ACM | Exit | AECOM TECHNOLOGY CORP | $0 | – | -765,025 | – | -0.14% | – |
| DGX | Exit | QUEST DIAGNOSTICS | $0 | – | -429,700 | – | -0.14% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -1,156,327 | – | -0.14% | – |
| SRI | Exit | STONERIDGE INC | $0 | – | -2,414,484 | – | -0.15% | – |
| AEL | Exit | AMERICAN EQUITY INVT LIFE | $0 | – | -1,203,123 | – | -0.15% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -1,889,366 | – | -0.15% | – |
| LLY | Exit | LILLY ELI | $0 | – | -430,175 | – | -0.15% | – |
| CMCO | Exit | COLUMBUS MCKINNON CORP | $0 | – | -1,277,536 | – | -0.15% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -222,875 | – | -0.16% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -728,176 | – | -0.16% | – |
| TCF | Exit | TCF FINANCIAL CORP | $0 | – | -1,850,357 | – | -0.16% | – |
| NPBC | Exit | NATIONAL PENN BANCSHARES INC | $0 | – | -2,970,779 | – | -0.16% | – |
| ENH | Exit | ENDURANCE SPECIALTY HOLDINGS | $0 | – | -536,224 | – | -0.16% | – |
| DIOD | Exit | DIODES INC. | $0 | – | -1,277,711 | – | -0.17% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP INC | $0 | – | -1,920,691 | – | -0.17% | – |
| SYA | Exit | SYMETRA FINANCIAL CORP | $0 | – | -1,349,225 | – | -0.17% | – |
| MLHR | Exit | HERMAN MILLER INC | $0 | – | -1,066,328 | – | -0.17% | – |
| KBR | Exit | KBR INC | $0 | – | -1,736,600 | – | -0.18% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -723,757 | – | -0.19% | – |
| USTR | Exit | UNITED STATIONERS INC | $0 | – | -944,022 | – | -0.19% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -2,109,923 | – | -0.20% | – |
| ARW | Exit | ARROW ELECTRONICS INC | $0 | – | -681,555 | – | -0.21% | – |
| BRC | Exit | BRADY CORP CL A | $0 | – | -1,770,349 | – | -0.22% | – |
| TTEK | Exit | TETRA TECH INC | $0 | – | -1,585,540 | – | -0.22% | – |
| RCII | Exit | RENT A CENTER INC | $0 | – | -1,331,683 | – | -0.22% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -1,802,069 | – | -0.23% | – |
| WBS | Exit | WEBSTER FINANCIAL CORP. | $0 | – | -1,475,682 | – | -0.24% | – |
| GNW | Exit | GENWORTH FINANCIAL INC CL A | $0 | – | -3,376,250 | – | -0.24% | – |
| EPAC | Exit | ACTUANT CORP- A | $0 | – | -1,484,612 | – | -0.25% | – |
| DAN | Exit | DANA HOLDING CORP | $0 | – | -2,404,591 | – | -0.25% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -793,983 | – | -0.26% | – |
| FLEX | Exit | FLEXTRONICS INTERNATIONAL LTD | $0 | – | -4,566,125 | – | -0.26% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -1,020,292 | – | -0.27% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -815,719 | – | -0.29% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUST | $0 | – | -1,989,531 | – | -0.29% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -1,026,983 | – | -0.31% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -955,450 | – | -0.32% | – |
| OC | Exit | OWENS CORNING | $0 | – | -1,834,986 | – | -0.32% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -2,924,275 | – | -0.32% | – |
| CFG | Exit | CITIZENS FINANCIAL GROUP | $0 | – | -2,500,000 | – | -0.32% | – |
| APA | Exit | APACHE CORP | $0 | – | -631,633 | – | -0.32% | – |
| 6107SC | Exit | URS CORP | $0 | – | -1,058,876 | – | -0.33% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -1,614,821 | – | -0.35% | – |
| HIG | Exit | THE HARTFORD FINANCIAL SERVICES GROUP INC | $0 | – | -1,739,776 | – | -0.35% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -1,294,100 | – | -0.36% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -2,669,084 | – | -0.37% | – |
| AET | Exit | AETNA INC | $0 | – | -864,356 | – | -0.38% | – |
| RF | Exit | REGIONS FINL CORP | $0 | – | -7,006,620 | – | -0.38% | – |
| KEY | Exit | KEY CORP | $0 | – | -5,373,500 | – | -0.39% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -2,781,550 | – | -0.50% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -1,537,750 | – | -0.51% | – |
| TEL | Exit | TE CONNECTIVITY LTD. | $0 | – | -1,738,229 | – | -0.52% | – |
| K | Exit | KELLOGG COMPANY | $0 | – | -1,576,503 | – | -0.53% | – |
| NWS | Exit | NEWS CORP - CLASS B | $0 | – | -6,098,582 | – | -0.54% | – |
| WMT | Exit | WAL-MART STORES | $0 | – | -1,362,638 | – | -0.57% | – |
| SPNV | Exit | SUPERIOR ENERGY SERVICES INC | $0 | – | -3,214,210 | – | -0.58% | – |
| TEX | Exit | TEREX CORP | $0 | – | -3,384,526 | – | -0.59% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -1,400,601 | – | -0.59% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -12,410,896 | – | -0.61% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -4,498,243 | – | -0.62% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -1,184,416 | – | -0.69% | – |
| BEN | Exit | FRANKLIN RESOURCES INC. | $0 | – | -2,657,604 | – | -0.79% | – |
| LH | Exit | LABORATORY CORP OF AMERICA HOLDINGS | $0 | – | -1,558,296 | – | -0.87% | – |
| WFC | Exit | WELLS FARGO CO | $0 | – | -3,128,858 | – | -0.89% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -1,522,062 | – | -0.91% | – |
| LAMR | Exit | LAMAR ADVERTISING CO -A | $0 | – | -3,513,960 | – | -0.95% | – |
| CMA | Exit | COMERICA INC | $0 | – | -3,630,268 | – | -0.99% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS LTD | $0 | – | -4,745,620 | – | -1.07% | – |
| GLW | Exit | CORNING INC | $0 | – | -10,440,873 | – | -1.10% | – |
| AVT | Exit | AVNET INC | $0 | – | -5,299,000 | – | -1.20% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -4,084,131 | – | -1.27% | – |
| GM | Exit | GENERAL MOTORS CO | $0 | – | -7,502,229 | – | -1.31% | – |
| 1338PS | Exit | UBS AG | $0 | – | -15,133,540 | – | -1.44% | – |
| MAS | Exit | MASCO CORP | $0 | – | -11,025,399 | – | -1.44% | – |
| PNC | Exit | PNC FINANCIAL SERVICES | $0 | – | -3,106,074 | – | -1.45% | – |
| IPG | Exit | INTERPUBLIC GROUP OF COS INC | $0 | – | -14,846,993 | – | -1.49% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -6,345,849 | – | -1.64% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -7,287,523 | – | -1.66% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -2,731,408 | – | -1.70% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -4,942,070 | – | -1.76% | – |
| MET | Exit | METLIFE INC | $0 | – | -6,177,965 | – | -1.81% | – |
| TRW | Exit | TRW AUTOMOTIVE HOLDINGS CORP | $0 | – | -3,361,631 | – | -1.86% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,903,198 | – | -1.91% | – |
| VOYA | Exit | VOYA FINANCIAL INC. | $0 | – | -8,959,814 | – | -1.92% | – |
| JPM | Exit | JP MORGAN CHASE & CO | $0 | – | -6,346,529 | – | -2.09% | – |
| NWSA | Exit | NEWS CORP - CLASS A | $0 | – | -24,399,642 | – | -2.18% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -33,308,825 | – | -2.20% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -4,306,551 | – | -2.21% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -5,798,406 | – | -2.33% | – |
| PH | Exit | PARKER HANNIFIN CORPORATION | $0 | – | -3,790,663 | – | -2.36% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -12,550,716 | – | -2.37% | – |
| OMC | Exit | OMNICOM GROUP | $0 | – | -6,334,510 | – | -2.38% | – |
| INTC | Exit | INTEL CORPORATION | $0 | – | -13,014,868 | – | -2.48% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -12,199,933 | – | -2.55% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -10,131,902 | – | -2.57% | – |
| BP | Exit | BP PLC - SPONS ADR | $0 | – | -11,343,006 | – | -2.72% | – |
| CI | Exit | CIGNA CORP | $0 | – | -5,584,763 | – | -2.77% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -9,737,296 | – | -2.88% | – |
| C | Exit | CITIGROUP INC | $0 | – | -10,152,529 | – | -2.88% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLC ADR | $0 | – | -6,964,781 | – | -2.90% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -31,650,403 | – | -2.95% | – |
| HPQ | Exit | HEWLETT-PACKARD CO | $0 | – | -20,836,112 | – | -4.04% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | Sell | HEWLETT-PACKARD CO | $739,057,000 | -9.8% | 20,836,112 | -14.3% | 4.04% | -11.2% |
| BAC | Buy | BANK OF AMERICA CORP | $539,639,000 | +11.7% | 31,650,403 | +0.7% | 2.95% | +10.0% |
| RDSA | Buy | ROYAL DUTCH SHELL PLC ADR | $530,229,000 | -7.3% | 6,964,781 | +0.3% | 2.90% | -8.8% |
| C | Buy | CITIGROUP INC | $526,104,000 | +10.9% | 10,152,529 | +0.8% | 2.88% | +9.3% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $526,009,000 | -1.9% | 9,737,296 | -0.9% | 2.88% | -3.4% |
| CI | Buy | CIGNA CORP | $506,482,000 | +4.3% | 5,584,763 | +5.7% | 2.77% | +2.7% |
| BP | Buy | BP PLC - SPONS ADR | $498,525,000 | -11.5% | 11,343,006 | +6.2% | 2.72% | -12.9% |
| MSFT | Sell | MICROSOFT CORP | $469,715,000 | +10.0% | 10,131,902 | -1.1% | 2.57% | +8.3% |
| ORCL | Sell | ORACLE CORP | $467,013,000 | -6.1% | 12,199,933 | -0.6% | 2.55% | -7.6% |
| INTC | Sell | INTEL CORPORATION | $453,178,000 | -10.2% | 13,014,868 | -20.3% | 2.48% | -11.6% |
| OMC | Sell | OMNICOM GROUP | $436,194,000 | -6.6% | 6,334,510 | -3.4% | 2.38% | -8.1% |
| MS | Sell | MORGAN STANLEY | $433,878,000 | +3.6% | 12,550,716 | -3.1% | 2.37% | +2.0% |
| PH | Buy | PARKER HANNIFIN CORPORATION | $432,704,000 | +19.9% | 3,790,663 | +32.1% | 2.36% | +18.1% |
| STT | Sell | STATE STREET CORP | $426,821,000 | +9.1% | 5,798,406 | -0.3% | 2.33% | +7.5% |
| XOM | Buy | EXXON MOBIL CORP | $405,031,000 | -4.5% | 4,306,551 | +2.3% | 2.21% | -5.9% |
| SPLS | Buy | STAPLES INC | $403,037,000 | +13.5% | 33,308,825 | +1.7% | 2.20% | +11.8% |
| NWSA | Buy | NEWS CORP - CLASS A | $398,934,000 | -5.8% | 24,399,642 | +3.3% | 2.18% | -7.3% |
| JPM | Buy | JP MORGAN CHASE & CO | $382,315,000 | +5.8% | 6,346,529 | +1.2% | 2.09% | +4.2% |
| VOYA | Buy | VOYA FINANCIAL INC. | $350,329,000 | +10.2% | 8,959,814 | +2.4% | 1.92% | +8.5% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $349,370,000 | +9.9% | 1,903,198 | +0.2% | 1.91% | +8.2% |
| TRW | Sell | TRW AUTOMOTIVE HOLDINGS CORP | $340,365,000 | -3.6% | 3,361,631 | -14.8% | 1.86% | -5.1% |
| MET | Buy | METLIFE INC | $331,880,000 | -2.2% | 6,177,965 | +1.1% | 1.81% | -3.7% |
| BHI | Sell | BAKER HUGHES INC | $321,531,000 | -15.9% | 4,942,070 | -3.7% | 1.76% | -17.2% |
| BDX | Buy | BECTON DICKINSON & CO | $310,862,000 | +1.0% | 2,731,408 | +5.0% | 1.70% | -0.5% |
| ABT | Buy | ABBOTT LABORATORIES | $303,088,000 | +3.0% | 7,287,523 | +1.2% | 1.66% | +1.4% |
| AXS | Buy | AXIS CAPITAL HOLDINGS LTD | $300,349,000 | +10.9% | 6,345,849 | +3.8% | 1.64% | +9.2% |
| IPG | Sell | INTERPUBLIC GROUP OF COS INC | $271,997,000 | -11.4% | 14,846,993 | -5.6% | 1.49% | -12.7% |
| PNC | Buy | PNC FINANCIAL SERVICES | $265,818,000 | -2.7% | 3,106,074 | +1.2% | 1.45% | -4.2% |
| MAS | Buy | MASCO CORP | $263,728,000 | +9.9% | 11,025,399 | +2.0% | 1.44% | +8.2% |
| 1338PS | Buy | UBS AG | $262,870,000 | +3.4% | 15,133,540 | +9.0% | 1.44% | +1.8% |
| GM | Buy | GENERAL MOTORS CO | $239,621,000 | -11.7% | 7,502,229 | +0.4% | 1.31% | -13.0% |
| MUR | Buy | MURPHY OIL CORP | $232,428,000 | +122.4% | 4,084,131 | +159.8% | 1.27% | +119.1% |
| AVT | Buy | AVNET INC | $219,909,000 | +2.3% | 5,299,000 | +9.3% | 1.20% | +0.8% |
| GLW | Buy | CORNING INC | $201,926,000 | -9.4% | 10,440,873 | +2.9% | 1.10% | -10.8% |
| WSH | Sell | WILLIS GROUP HOLDINGS LTD | $196,469,000 | -18.6% | 4,745,620 | -14.9% | 1.07% | -19.9% |
| CMA | Buy | COMERICA INC | $181,005,000 | +2.6% | 3,630,268 | +3.2% | 0.99% | +0.9% |
| LAMR | Buy | LAMAR ADVERTISING CO -A | $173,063,000 | +153.1% | 3,513,960 | +172.4% | 0.95% | +148.9% |
| PRE | Sell | PARTNERRE LTD | $167,259,000 | -0.1% | 1,522,062 | -0.7% | 0.91% | -1.7% |
| WFC | Sell | WELLS FARGO CO | $162,294,000 | -5.5% | 3,128,858 | -4.2% | 0.89% | -6.9% |
| LH | Sell | LABORATORY CORP OF AMERICA HOLDINGS | $158,557,000 | -6.4% | 1,558,296 | -5.8% | 0.87% | -7.9% |
| BEN | Sell | FRANKLIN RESOURCES INC. | $145,132,000 | -20.4% | 2,657,604 | -15.6% | 0.79% | -21.6% |
| JNJ | Buy | JOHNSON & JOHNSON | $126,247,000 | +4.4% | 1,184,416 | +2.5% | 0.69% | +2.8% |
| PGR | Buy | PROGRESSIVE CORP | $113,716,000 | +53.1% | 4,498,243 | +53.6% | 0.62% | +51.0% |
| ON | Buy | ON SEMICONDUCTOR CORP | $110,953,000 | +4.2% | 12,410,896 | +6.5% | 0.61% | +2.7% |
| ETR | Sell | ENTERGY CORP | $108,308,000 | -19.8% | 1,400,601 | -14.8% | 0.59% | -21.0% |
| TEX | Buy | TEREX CORP | $107,526,000 | +84.9% | 3,384,526 | +139.2% | 0.59% | +82.0% |
| SPNV | Buy | SUPERIOR ENERGY SERVICES INC | $105,651,000 | -1.6% | 3,214,210 | +8.2% | 0.58% | -3.0% |
| WMT | Sell | WAL-MART STORES | $104,201,000 | +1.6% | 1,362,638 | -0.2% | 0.57% | +0.2% |
| NWS | Buy | NEWS CORP - CLASS B | $98,370,000 | -4.0% | 6,098,582 | +3.9% | 0.54% | -5.4% |
| K | Buy | KELLOGG COMPANY | $97,113,000 | +6.8% | 1,576,503 | +13.9% | 0.53% | +5.1% |
| TEL | Sell | TE CONNECTIVITY LTD. | $96,107,000 | -28.2% | 1,738,229 | -19.7% | 0.52% | -29.3% |
| KSS | Buy | KOHLS CORP | $93,849,000 | +19.2% | 1,537,750 | +2.9% | 0.51% | +17.4% |
| XL | Buy | XL GROUP PLC | $92,264,000 | +9.1% | 2,781,550 | +7.6% | 0.50% | +7.2% |
| KEY | Buy | KEY CORP | $71,629,000 | +1.2% | 5,373,500 | +8.8% | 0.39% | -0.3% |
| RF | Buy | REGIONS FINL CORP | $70,346,000 | +5.7% | 7,006,620 | +11.8% | 0.38% | +4.3% |
| AET | Buy | AETNA INC | $70,013,000 | +4.7% | 864,356 | +4.8% | 0.38% | +3.2% |
| CSCO | Buy | CISCO SYSTEMS INC | $67,181,000 | +6.3% | 2,669,084 | +4.9% | 0.37% | +4.6% |
| LM | Sell | LEGG MASON INC | $66,206,000 | -1.1% | 1,294,100 | -0.8% | 0.36% | -2.7% |
| HIG | Buy | THE HARTFORD FINANCIAL SERVICES GROUP INC | $64,807,000 | +10.3% | 1,739,776 | +6.1% | 0.35% | +8.6% |
| IVZ | Buy | INVESCO LTD | $63,753,000 | +19.0% | 1,614,821 | +13.8% | 0.35% | +17.5% |
| 6107SC | Sell | URS CORP | $61,002,000 | -4.5% | 1,058,876 | -24.0% | 0.33% | -6.2% |
| APA | Sell | APACHE CORP | $59,291,000 | -41.1% | 631,633 | -36.9% | 0.32% | -42.0% |
| CFG | New | CITIZENS FINANCIAL GROUP | $58,550,000 | – | 2,500,000 | – | 0.32% | – |
| FITB | Buy | FIFTH THIRD BANCORP | $58,544,000 | +1.0% | 2,924,275 | +7.8% | 0.32% | -0.6% |
| OC | Buy | OWENS CORNING | $58,261,000 | +11.4% | 1,834,986 | +35.7% | 0.32% | +9.7% |
| WCG | Buy | WELLCARE HEALTH PLANS INC | $57,652,000 | +90.4% | 955,450 | +135.6% | 0.32% | +87.5% |
| DOOR | Buy | MASONITE INTERNATIONAL CORP | $56,874,000 | +6.8% | 1,026,983 | +8.5% | 0.31% | +5.1% |
| HPT | Buy | HOSPITALITY PROPERTIES TRUST | $53,419,000 | -5.3% | 1,989,531 | +7.2% | 0.29% | -6.7% |
| AIZ | Buy | ASSURANT INC | $52,451,000 | +7.9% | 815,719 | +10.0% | 0.29% | +6.3% |
| PRI | Buy | PRIMERICA INC | $49,198,000 | +11.0% | 1,020,292 | +10.2% | 0.27% | +9.3% |
| FLEX | Sell | FLEXTRONICS INTERNATIONAL LTD | $47,122,000 | -13.0% | 4,566,125 | -6.7% | 0.26% | -14.3% |
| TECD | Buy | TECH DATA CORP | $46,734,000 | -0.7% | 793,983 | +5.5% | 0.26% | -2.3% |
| DAN | Buy | DANA HOLDING CORP | $46,096,000 | -10.2% | 2,404,591 | +14.3% | 0.25% | -11.6% |
| EPAC | Buy | ACTUANT CORP- A | $45,310,000 | +17.7% | 1,484,612 | +33.3% | 0.25% | +15.9% |
| GNW | Buy | GENWORTH FINANCIAL INC CL A | $44,229,000 | -13.3% | 3,376,250 | +15.1% | 0.24% | -14.5% |
| WBS | Buy | WEBSTER FINANCIAL CORP. | $43,001,000 | +13.6% | 1,475,682 | +23.0% | 0.24% | +11.9% |
| SNV | Buy | SYNOVUS FINANCIAL CORP | $42,601,000 | +13.4% | 1,802,069 | +16.9% | 0.23% | +11.5% |
| RCII | Buy | RENT A CENTER INC | $40,417,000 | +6.8% | 1,331,683 | +0.9% | 0.22% | +5.2% |
| TTEK | Buy | TETRA TECH INC | $39,607,000 | -0.1% | 1,585,540 | +9.9% | 0.22% | -1.4% |
| BRC | New | BRADY CORP CL A | $39,727,000 | – | 1,770,349 | – | 0.22% | – |
| ARW | Buy | ARROW ELECTRONICS INC | $37,724,000 | +16.9% | 681,555 | +27.5% | 0.21% | +15.1% |
| ASB | Sell | ASSOCIATED BANC CORP | $36,755,000 | -4.0% | 2,109,923 | -0.4% | 0.20% | -5.6% |
| USTR | Sell | UNITED STATIONERS INC | $35,467,000 | -10.8% | 944,022 | -1.6% | 0.19% | -12.2% |
| CNW | Sell | CON-WAY INC | $34,378,000 | -42.8% | 723,757 | -39.3% | 0.19% | -43.7% |
| KBR | Buy | KBR INC | $32,700,000 | +78.0% | 1,736,600 | +125.5% | 0.18% | +75.5% |
| MLHR | Buy | HERMAN MILLER INC | $31,830,000 | +75.0% | 1,066,328 | +77.2% | 0.17% | +72.3% |
| SYA | Buy | SYMETRA FINANCIAL CORP | $31,477,000 | +16.6% | 1,349,225 | +13.7% | 0.17% | +14.7% |
| FMBI | Sell | FIRST MIDWEST BANCORP INC | $30,904,000 | -6.1% | 1,920,691 | -0.6% | 0.17% | -7.7% |
| DIOD | Buy | DIODES INC. | $30,563,000 | +1.4% | 1,277,711 | +22.8% | 0.17% | 0.0% |
| ENH | Buy | ENDURANCE SPECIALTY HOLDINGS | $29,589,000 | +35.7% | 536,224 | +26.9% | 0.16% | +33.9% |
| NPBC | Sell | NATIONAL PENN BANCSHARES INC | $28,846,000 | -8.3% | 2,970,779 | -0.1% | 0.16% | -9.7% |
| TCF | Sell | TCF FINANCIAL CORP | $28,736,000 | -5.8% | 1,850,357 | -0.7% | 0.16% | -7.1% |
| VR | Buy | VALIDUS HOLDINGS LTD | $28,501,000 | +53.3% | 728,176 | +49.7% | 0.16% | +51.5% |
| GD | Sell | GENERAL DYNAMICS CORP | $28,325,000 | +8.7% | 222,875 | -0.3% | 0.16% | +6.9% |
| CMCO | Buy | COLUMBUS MCKINNON CORP | $28,093,000 | -7.1% | 1,277,536 | +14.3% | 0.15% | -8.3% |
| LLY | Sell | LILLY ELI | $27,897,000 | +4.0% | 430,175 | -0.3% | 0.15% | +2.0% |
| BBCN | Sell | BBCN BANCORP INC | $27,566,000 | -8.9% | 1,889,366 | -0.4% | 0.15% | -10.1% |
| AEL | Sell | AMERICAN EQUITY INVT LIFE | $27,527,000 | -7.6% | 1,203,123 | -0.7% | 0.15% | -9.1% |
| SRI | Buy | STONERIDGE INC | $27,211,000 | +14.4% | 2,414,484 | +8.8% | 0.15% | +12.9% |
| DGX | Sell | QUEST DIAGNOSTICS | $26,074,000 | +3.1% | 429,700 | -0.3% | 0.14% | +2.1% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $26,168,000 | -26.8% | 1,156,327 | -0.6% | 0.14% | -27.8% |
| LLL | Sell | L-3 COMMUNICATIONS | $25,884,000 | -1.7% | 217,663 | -0.2% | 0.14% | -3.4% |
| ACM | Buy | AECOM TECHNOLOGY CORP | $25,820,000 | +5.6% | 765,025 | +0.8% | 0.14% | +3.7% |
| DRH | Sell | DIAMONDROCK HOSPITALITY CO. | $25,311,000 | -2.1% | 1,996,101 | -1.0% | 0.14% | -3.5% |
| ARGO | Sell | ARGO GROUP INTERNATIONAL | $25,123,000 | -2.2% | 499,361 | -0.7% | 0.14% | -4.2% |
| ARC | Sell | ARC DOCUMENT SOLUTIONS INC | $24,797,000 | +37.4% | 3,061,348 | -0.6% | 0.14% | +36.0% |
| MATW | Sell | MATTHEWS INTL CORP - CL A | $24,605,000 | -3.7% | 560,613 | -8.8% | 0.14% | -4.9% |
| ROCK | Buy | GIBRALTAR INDUSTRIES INC | $22,939,000 | +65.6% | 1,675,631 | +87.6% | 0.12% | +62.3% |
| GFF | Buy | GRIFFON CORPORATION | $22,764,000 | -1.9% | 1,998,583 | +6.8% | 0.12% | -3.9% |
| PHH | Sell | PHH CORP | $22,470,000 | -3.2% | 1,004,898 | -0.5% | 0.12% | -4.7% |
| TPC | Sell | TUTOR PERINI CORP | $21,400,000 | -17.2% | 810,599 | -0.5% | 0.12% | -18.2% |
| SCHN | Sell | SCHNITZER STEEL INDS INC - A | $19,328,000 | -7.9% | 803,642 | -0.2% | 0.11% | -9.4% |
| AHL | Sell | ASPEN INSURANCE HOLDINGS LTD | $17,957,000 | -6.4% | 419,861 | -0.6% | 0.10% | -8.4% |
| MWW | Sell | MONSTER WORLDWIDE INC | $17,572,000 | -16.6% | 3,194,903 | -0.9% | 0.10% | -17.9% |
| FE | Buy | FIRSTENERGY CORP | $17,541,000 | +19.9% | 522,529 | +24.0% | 0.10% | +18.5% |
| OMI | New | OWENS & MINOR INC | $17,193,000 | – | 525,138 | – | 0.09% | – |
| MWA | Sell | MUELLER WATER PRODUCTS INC | $17,225,000 | -4.6% | 2,080,258 | -0.4% | 0.09% | -6.0% |
| JBL | Buy | JABIL CIRCUIT INC | $16,436,000 | +37.5% | 814,863 | +42.4% | 0.09% | +36.4% |
| MUSA | Sell | MURPHY USA INC | $16,018,000 | -56.6% | 301,887 | -60.0% | 0.09% | -57.1% |
| RDC | Buy | ROWAN COMPANIES PLC - A | $15,916,000 | +40.2% | 628,825 | +76.8% | 0.09% | +38.1% |
| PG | Buy | PROCTER & GAMBLE COMPANY | $14,636,000 | +38.6% | 174,779 | +30.1% | 0.08% | +35.6% |
| PIPR | Sell | PIPER JAFFRAY COS | $14,139,000 | -66.1% | 270,654 | -66.4% | 0.08% | -66.7% |
| RNR | Sell | RENAISSANCE RE HLDGS LTD | $13,988,000 | -12.2% | 139,894 | -6.1% | 0.08% | -13.6% |
| WSFS | Sell | WSFS FINANCIAL CORP | $13,219,000 | -3.3% | 184,593 | -0.6% | 0.07% | -5.3% |
| ALL | Sell | ALLSTATE CORP | $11,638,000 | -37.1% | 189,640 | -39.8% | 0.06% | -37.9% |
| RE | Buy | EVEREST RE GROUP LTD | $11,600,000 | +54.0% | 71,600 | +52.6% | 0.06% | +50.0% |
| EXC | Buy | EXELON CORP | $11,467,000 | +47.1% | 336,366 | +57.4% | 0.06% | +46.5% |
| ASH | Buy | ASHLAND INC | $11,282,000 | +44.8% | 108,375 | +51.2% | 0.06% | +44.2% |
| BGC | New | GENERAL CABLE CORP DEL NE | $11,179,000 | – | 741,319 | – | 0.06% | – |
| RBC | Buy | REGAL BELOIT CORP | $10,775,000 | +42.7% | 167,700 | +74.5% | 0.06% | +40.5% |
| EPR | Buy | EPR PROPERTIES | $10,815,000 | +39.9% | 213,400 | +54.3% | 0.06% | +37.2% |
| WDC | Buy | WESTERN DIGITAL CORP | $10,292,000 | +34.2% | 105,750 | +27.2% | 0.06% | +30.2% |
| TMK | Buy | TORCHMARK CORP | $9,982,000 | +8.7% | 190,597 | +69.9% | 0.06% | +7.8% |
| TRS | New | TRIMAS CORP | $9,980,000 | – | 410,202 | – | 0.06% | – |
| IM | Sell | INGRAM MICRO INC CL-A | $8,561,000 | -14.2% | 331,700 | -2.9% | 0.05% | -14.5% |
| ACE | Sell | ACE LTD | $4,791,000 | -17.7% | 45,684 | -18.6% | 0.03% | -18.8% |
| ASX | Sell | ADVANCED SEMICONDUCTOR E-ADR | $3,273,000 | -28.7% | 553,800 | -21.6% | 0.02% | -28.0% |
| SHG | Sell | SHINHAN FINANCIAL GROUP - ADR | $3,073,000 | -35.0% | 67,600 | -34.4% | 0.02% | -34.6% |
| SXCL | Sell | STEEL EXCEL INC | $2,232,000 | -8.2% | 68,662 | -0.1% | 0.01% | -7.7% |
| USNZY | New | USINAS SIDERURG MINAS - SP ADR | $36,000 | – | 13,782 | – | 0.00% | – |
| WOOF | Exit | VCA INC | $0 | – | -312,197 | – | -0.06% | – |
| CHE | Exit | CHEMED CORP | $0 | – | -281,109 | – | -0.15% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | New | HEWLETT-PACKARD CO | $819,011,000 | – | 24,317,414 | – | 4.55% | – |
| RDSA | New | ROYAL DUTCH SHELL PLC ADR | $572,117,000 | – | 6,945,699 | – | 3.18% | – |
| BP | New | BP PLC - SPONS ADR | $563,368,000 | – | 10,679,954 | – | 3.13% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $536,272,000 | – | 9,825,424 | – | 2.98% | – |
| INTC | New | INTEL CORPORATION | $504,700,000 | – | 16,333,339 | – | 2.80% | – |
| ORCL | New | ORACLE CORP | $497,464,000 | – | 12,273,978 | – | 2.76% | – |
| CI | New | CIGNA CORP | $485,759,000 | – | 5,281,715 | – | 2.70% | – |
| BAC | New | BANK OF AMERICA CORP | $483,176,000 | – | 31,436,311 | – | 2.68% | – |
| C | New | CITIGROUP INC | $474,215,000 | – | 10,068,251 | – | 2.63% | – |
| OMC | New | OMNICOM GROUP | $467,067,000 | – | 6,558,083 | – | 2.59% | – |
| MSFT | New | MICROSOFT CORP | $427,069,000 | – | 10,241,463 | – | 2.37% | – |
| XOM | New | EXXON MOBIL CORP | $424,019,000 | – | 4,211,548 | – | 2.35% | – |
| NWSA | New | NEWS CORP - CLASS A | $423,702,000 | – | 23,617,742 | – | 2.35% | – |
| MS | New | MORGAN STANLEY | $418,900,000 | – | 12,957,017 | – | 2.32% | – |
| STT | New | STATE STREET CORP | $391,066,000 | – | 5,814,240 | – | 2.17% | – |
| BHI | New | BAKER HUGHES INC | $382,194,000 | – | 5,133,571 | – | 2.12% | – |
| JPM | New | JP MORGAN CHASE & CO | $361,416,000 | – | 6,272,406 | – | 2.01% | – |
| PH | New | PARKER HANNIFIN CORPORATION | $360,904,000 | – | 2,870,465 | – | 2.00% | – |
| SPLS | New | STAPLES INC | $355,110,000 | – | 32,759,270 | – | 1.97% | – |
| TRW | New | TRW AUTOMOTIVE HOLDINGS CORP | $353,108,000 | – | 3,944,455 | – | 1.96% | – |
| MET | New | METLIFE INC | $339,434,000 | – | 6,109,317 | – | 1.88% | – |
| VOYA | New | VOYA FINANCIAL INC. | $317,858,000 | – | 8,746,768 | – | 1.76% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $317,965,000 | – | 1,898,978 | – | 1.76% | – |
| BDX | New | BECTON DICKINSON & CO | $307,635,000 | – | 2,600,468 | – | 1.71% | – |
| IPG | New | INTERPUBLIC GROUP OF COS INC | $306,998,000 | – | 15,735,405 | – | 1.70% | – |
| ABT | New | ABBOTT LABORATORIES | $294,386,000 | – | 7,197,691 | – | 1.63% | – |
| PNC | New | PNC FINANCIAL SERVICES | $273,266,000 | – | 3,068,684 | – | 1.52% | – |
| GM | New | GENERAL MOTORS CO | $271,377,000 | – | 7,475,961 | – | 1.51% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $270,837,000 | – | 6,116,467 | – | 1.50% | – |
| 1338PS | New | UBS AG | $254,273,000 | – | 13,879,543 | – | 1.41% | – |
| WSH | New | WILLIS GROUP HOLDINGS LTD | $241,488,000 | – | 5,577,087 | – | 1.34% | – |
| MAS | New | MASCO CORP | $240,075,000 | – | 10,814,171 | – | 1.33% | – |
| GLW | New | CORNING INC | $222,777,000 | – | 10,149,295 | – | 1.24% | – |
| AVT | New | AVNET INC | $214,875,000 | – | 4,849,354 | – | 1.19% | – |
| BEN | New | FRANKLIN RESOURCES INC. | $182,223,000 | – | 3,150,471 | – | 1.01% | – |
| CMA | New | COMERICA INC | $176,478,000 | – | 3,518,311 | – | 0.98% | – |
| WFC | New | WELLS FARGO CO | $171,737,000 | – | 3,267,447 | – | 0.95% | – |
| LH | New | LABORATORY CORP OF AMERICA HOLDINGS | $169,424,000 | – | 1,654,529 | – | 0.94% | – |
| PRE | New | PARTNERRE LTD | $167,480,000 | – | 1,533,562 | – | 0.93% | – |
| ETR | New | ENTERGY CORP | $135,005,000 | – | 1,644,594 | – | 0.75% | – |
| TEL | New | TE CONNECTIVITY LTD. | $133,868,000 | – | 2,164,740 | – | 0.74% | – |
| JNJ | New | JOHNSON & JOHNSON | $120,906,000 | – | 1,155,666 | – | 0.67% | – |
| SPNV | New | SUPERIOR ENERGY SERVICES INC | $107,327,000 | – | 2,969,760 | – | 0.60% | – |
| ON | New | ON SEMICONDUCTOR CORP | $106,509,000 | – | 11,653,082 | – | 0.59% | – |
| MUR | New | MURPHY OIL CORP | $104,495,000 | – | 1,571,830 | – | 0.58% | – |
| NWS | New | NEWS CORP - CLASS B | $102,446,000 | – | 5,870,845 | – | 0.57% | – |
| WMT | New | WAL-MART STORES | $102,528,000 | – | 1,365,763 | – | 0.57% | – |
| APA | New | APACHE CORP | $100,683,000 | – | 1,000,631 | – | 0.56% | – |
| K | New | KELLOGG COMPANY | $90,917,000 | – | 1,383,828 | – | 0.50% | – |
| XL | New | XL GROUP PLC | $84,605,000 | – | 2,584,925 | – | 0.47% | – |
| KSS | New | KOHLS CORP | $78,730,000 | – | 1,494,500 | – | 0.44% | – |
| PGR | New | PROGRESSIVE CORP | $74,267,000 | – | 2,928,498 | – | 0.41% | – |
| KEY | New | KEY CORP | $70,765,000 | – | 4,938,275 | – | 0.39% | – |
| LAMR | New | LAMAR ADVERTISING CO -A | $68,379,000 | – | 1,290,161 | – | 0.38% | – |
| LM | New | LEGG MASON INC | $66,933,000 | – | 1,304,475 | – | 0.37% | – |
| AET | New | AETNA INC | $66,885,000 | – | 824,931 | – | 0.37% | – |
| RF | New | REGIONS FINL CORP | $66,554,000 | – | 6,266,836 | – | 0.37% | – |
| 6107SC | New | URS CORP | $63,868,000 | – | 1,392,973 | – | 0.36% | – |
| CSCO | New | CISCO SYSTEMS INC | $63,209,000 | – | 2,543,609 | – | 0.35% | – |
| CNW | New | CON-WAY INC | $60,085,000 | – | 1,191,924 | – | 0.33% | – |
| HIG | New | THE HARTFORD FINANCIAL SERVICES GROUP INC | $58,729,000 | – | 1,640,026 | – | 0.33% | – |
| TEX | New | TEREX CORP | $58,158,000 | – | 1,415,040 | – | 0.32% | – |
| FITB | New | FIFTH THIRD BANCORP | $57,942,000 | – | 2,713,900 | – | 0.32% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUST | $56,399,000 | – | 1,855,220 | – | 0.31% | – |
| FLEX | New | FLEXTRONICS INTERNATIONAL LTD | $54,163,000 | – | 4,892,800 | – | 0.30% | – |
| IVZ | New | NVESCO LTD | $53,580,000 | – | 1,419,341 | – | 0.30% | – |
| DOOR | New | MASONITE INTERNATIONAL CORP | $53,266,000 | – | 946,782 | – | 0.30% | – |
| OC | New | OWENS CORNING | $52,290,000 | – | 1,351,852 | – | 0.29% | – |
| DAN | New | DANA HOLDING CORP | $51,358,000 | – | 2,103,116 | – | 0.28% | – |
| GNW | New | GENWORTH FINANCIAL INC CL A | $51,037,000 | – | 2,933,175 | – | 0.28% | – |
| AIZ | New | ASSURANT INC | $48,589,000 | – | 741,256 | – | 0.27% | – |
| TECD | New | TECH DATA CORP | $47,053,000 | – | 752,605 | – | 0.26% | – |
| PRI | New | PRIMERICA INC | $44,318,000 | – | 926,192 | – | 0.25% | – |
| PIPR | New | PIPER JAFFRAY COS | $41,700,000 | – | 805,479 | – | 0.23% | – |
| USTR | New | UNITED STATIONERS INC | $39,774,000 | – | 959,091 | – | 0.22% | – |
| TTEK | New | TETRA TECH INC | $39,664,000 | – | 1,442,326 | – | 0.22% | – |
| EPAC | New | ACTUANT CORP- A | $38,501,000 | – | 1,113,707 | – | 0.21% | – |
| ASB | New | ASSOCIATED BANC CORP | $38,289,000 | – | 2,117,748 | – | 0.21% | – |
| RCII | New | RENT A CENTER INC | $37,849,000 | – | 1,319,702 | – | 0.21% | – |
| WBS | New | WEBSTER FINANCIAL CORP. | $37,848,000 | – | 1,199,998 | – | 0.21% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $37,568,000 | – | 1,540,945 | – | 0.21% | – |
| MUSA | New | MURPHY USA INC | $36,920,000 | – | 755,157 | – | 0.20% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $35,751,000 | – | 1,163,002 | – | 0.20% | – |
| FMBI | New | FIRST MIDWEST BANCORP INC | $32,913,000 | – | 1,932,666 | – | 0.18% | – |
| ARW | New | ARROW ELECTRONICS INC | $32,282,000 | – | 534,375 | – | 0.18% | – |
| NPBC | New | NATIONAL PENN BANCSHARES INC | $31,454,000 | – | 2,972,929 | – | 0.18% | – |
| TCF | New | TCF FINANCIAL CORP | $30,490,000 | – | 1,862,582 | – | 0.17% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $30,272,000 | – | 405,464 | – | 0.17% | – |
| BBCN | New | BBCN BANCORP INC | $30,253,000 | – | 1,896,716 | – | 0.17% | – |
| CMCO | New | COLUMBUS MCKINNON CORP | $30,240,000 | – | 1,117,917 | – | 0.17% | – |
| DIOD | New | DIODES INC. | $30,141,000 | – | 1,040,773 | – | 0.17% | – |
| AEL | New | AMERICAN EQUITY INVT LIFE | $29,805,000 | – | 1,211,573 | – | 0.16% | – |
| SYA | New | SYMETRA FINANCIAL CORP | $26,985,000 | – | 1,186,675 | – | 0.15% | – |
| LLY | New | LILLY ELI | $26,817,000 | – | 431,350 | – | 0.15% | – |
| CHE | New | CHEMED CORP | $26,346,000 | – | 281,109 | – | 0.15% | – |
| LLL | New | L-3 COMMUNICATIONS | $26,328,000 | – | 218,038 | – | 0.15% | – |
| GD | New | GENERAL DYNAMICS CORP | $26,049,000 | – | 223,500 | – | 0.14% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL | $25,694,000 | – | 502,711 | – | 0.14% | – |
| TPC | New | TUTOR PERINI CORP | $25,849,000 | – | 814,399 | – | 0.14% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO. | $25,846,000 | – | 2,016,076 | – | 0.14% | – |
| MATW | New | MATTHEWS INTL CORP - CL A | $25,552,000 | – | 614,676 | – | 0.14% | – |
| DGX | New | QUEST DIAGNOSTICS | $25,301,000 | – | 431,100 | – | 0.14% | – |
| ACM | New | AECOM TECHNOLOGY CORP | $24,445,000 | – | 759,150 | – | 0.14% | – |
| SRI | New | STONERIDGE INC | $23,781,000 | – | 2,218,384 | – | 0.13% | – |
| GFF | New | GRIFFON CORPORATION | $23,202,000 | – | 1,871,089 | – | 0.13% | – |
| PHH | New | PHH CORP | $23,220,000 | – | 1,010,448 | – | 0.13% | – |
| ENH | New | ENDURANCE SPECIALTY HOLDINGS | $21,799,000 | – | 422,544 | – | 0.12% | – |
| SCHN | New | SCHNITZER STEEL INDS INC - A | $20,993,000 | – | 805,242 | – | 0.12% | – |
| MWW | New | MONSTER WORLDWIDE INC | $21,077,000 | – | 3,222,853 | – | 0.12% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $19,192,000 | – | 422,536 | – | 0.11% | – |
| ALL | New | ALLSTATE CORP | $18,506,000 | – | 315,151 | – | 0.10% | – |
| VR | New | VALIDUS HOLDINGS LTD | $18,596,000 | – | 486,308 | – | 0.10% | – |
| KBR | New | KBR INC | $18,369,000 | – | 770,200 | – | 0.10% | – |
| MLHR | New | HERMAN MILLER INC | $18,193,000 | – | 601,632 | – | 0.10% | – |
| MWA | New | MUELLER WATER PRODUCTS INC | $18,047,000 | – | 2,088,783 | – | 0.10% | – |
| ARC | New | ARC DOCUMENT SOLUTIONS INC | $18,047,000 | – | 3,079,648 | – | 0.10% | – |
| RNR | New | RENAISSANCE RE HLDGS LTD | $15,935,000 | – | 148,928 | – | 0.09% | – |
| FE | New | FIRSTENERGY CORP | $14,626,000 | – | 421,249 | – | 0.08% | – |
| ROCK | New | GIBRALTAR INDUSTRIES INC | $13,850,000 | – | 892,994 | – | 0.08% | – |
| WSFS | New | WSFS FINANCIAL CORP | $13,674,000 | – | 185,618 | – | 0.08% | – |
| JBL | New | JABIL CIRCUIT INC | $11,956,000 | – | 572,050 | – | 0.07% | – |
| RDC | New | ROWAN COMPANIES PLC - A | $11,356,000 | – | 355,650 | – | 0.06% | – |
| WOOF | New | VCA INC | $10,955,000 | – | 312,197 | – | 0.06% | – |
| PG | New | PROCTER & GAMBLE COMPANY | $10,559,000 | – | 134,354 | – | 0.06% | – |
| IM | New | INGRAM MICRO INC CL-A | $9,979,000 | – | 341,625 | – | 0.06% | – |
| TMK | New | TORCHMARK CORP | $9,187,000 | – | 112,149 | – | 0.05% | – |
| TSM | New | TAIWAN SEMICONDUCTOR - SP ADR | $8,265,000 | – | 386,375 | – | 0.05% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOGY | $8,056,000 | – | 506,350 | – | 0.04% | – |
| ASH | New | ASHLAND INC | $7,794,000 | – | 71,675 | – | 0.04% | – |
| EPR | New | EPR PROPERTIES | $7,728,000 | – | 138,325 | – | 0.04% | – |
| EXC | New | EXELON CORP | $7,794,000 | – | 213,642 | – | 0.04% | – |
| WDC | New | WESTERN DIGITAL CORP | $7,672,000 | – | 83,125 | – | 0.04% | – |
| RE | New | EVEREST RE GROUP LTD | $7,531,000 | – | 46,925 | – | 0.04% | – |
| RBC | New | REGAL BELOIT CORP | $7,552,000 | – | 96,125 | – | 0.04% | – |
| ACE | New | ACE LTD | $5,819,000 | – | 56,109 | – | 0.03% | – |
| SHG | New | SHINHAN FINANCIAL GROUP - ADR | $4,727,000 | – | 103,075 | – | 0.03% | – |
| ASX | New | ADVANCED SEMICONDUCTOR E-ADR | $4,589,000 | – | 706,068 | – | 0.02% | – |
| BPOP | New | POPULAR INC. | $3,785,000 | – | 110,730 | – | 0.02% | – |
| SXCL | New | STEEL EXCEL INC | $2,431,000 | – | 68,762 | – | 0.01% | – |
| PBR | New | PETROLEO BRASILEIRO S.A. - ADR | $1,128,000 | – | 77,100 | – | 0.01% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HAL | Exit | HALLIBURTON CO | $0 | – | -5,050 | – | -0.00% | – |
| FRX | Exit | FOREST LABORATORIES INC | $0 | – | -13,075 | – | -0.00% | – |
| E | Exit | ENI SPA -SPONSORED ADR | $0 | – | -24,675 | – | -0.01% | – |
| ASX | Exit | ADVANCED SEMICONDUCTOR E-ADR | $0 | – | -318,586 | – | -0.01% | – |
| BPOP | Exit | POPULAR INC. | $0 | – | -83,778 | – | -0.01% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR - SP ADR | $0 | – | -131,379 | – | -0.01% | – |
| SXCL | Exit | STEEL EXCEL INC | $0 | – | -81,567 | – | -0.02% | – |
| SKX | Exit | SKECHERS USA INC.- CL A | $0 | – | -86,081 | – | -0.02% | – |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -144,491 | – | -0.04% | – |
| FLEX | Exit | FLEXTRONICS INTERNATIONAL LTD | $0 | – | -640,441 | – | -0.04% | – |
| PG | Exit | PROCTER & GAMBLE COMPANY | $0 | – | -83,361 | – | -0.04% | – |
| HII | Exit | HUNTINGTON INGALLS INDUSTRIES | $0 | – | -95,855 | – | -0.04% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -105,824 | – | -0.05% | – |
| CW | Exit | CURTISS-WRIGHT CORP | $0 | – | -223,731 | – | -0.07% | – |
| SCHN | Exit | SCHNITZER STEEL INDS INC - A | $0 | – | -393,751 | – | -0.07% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -2,459,388 | – | -0.07% | – |
| ACM | Exit | AECOM TECHNOLOGY CORP | $0 | – | -365,075 | – | -0.07% | – |
| WSFS | Exit | WSFS FINANCIAL CORP | $0 | – | -201,595 | – | -0.08% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP INC | $0 | – | -904,521 | – | -0.09% | – |
| RNR | Exit | RENAISSANCE RE HLDGS LTD | $0 | – | -159,911 | – | -0.09% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -434,400 | – | -0.10% | – |
| MWW | Exit | MONSTER WORLDWIDE INC | $0 | – | -3,433,146 | – | -0.10% | – |
| TTEK | Exit | TETRA TECH INC | $0 | – | -590,664 | – | -0.10% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -5,172,816 | – | -0.11% | – |
| PL | Exit | PROTECTIVE LIFE CORP | $0 | – | -431,414 | – | -0.12% | – |
| MWA | Exit | MUELLER WATER PRODUCTS INC | $0 | – | -2,307,442 | – | -0.12% | – |
| AROPQ | Exit | AEROPOSTALE INC. | $0 | – | -2,125,083 | – | -0.13% | – |
| HSC | Exit | HARSCO CORP | $0 | – | -826,799 | – | -0.13% | – |
| USTR | Exit | UNITED STATIONERS INC | $0 | – | -487,107 | – | -0.14% | – |
| MLHR | Exit | HERMAN MILLER INC | $0 | – | -729,595 | – | -0.14% | – |
| LLY | Exit | LILLY ELI | $0 | – | -433,250 | – | -0.14% | – |
| MATW | Exit | MATTHEWS INTL CORP - CL A | $0 | – | -586,065 | – | -0.14% | – |
| APOL | Exit | APOLLO GROUP INC - CL A | $0 | – | -1,089,335 | – | -0.15% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO. | $0 | – | -2,129,994 | – | -0.15% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -1,286,037 | – | -0.16% | – |
| EGL | Exit | ENGILITY HOLDINGS INC | $0 | – | -767,056 | – | -0.16% | – |
| GFF | Exit | GRIFFON CORPORATION | $0 | – | -1,947,137 | – | -0.16% | – |
| NPBC | Exit | NATIONAL PENN BANCSHARES INC | $0 | – | -2,445,173 | – | -0.16% | – |
| PHH | Exit | PHH CORP | $0 | – | -1,085,413 | – | -0.17% | – |
| WBS | Exit | WEBSTER FINANCIAL CORP. | $0 | – | -1,006,739 | – | -0.17% | – |
| CHE | Exit | CHEMED CORP | $0 | – | -360,943 | – | -0.17% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -1,249,744 | – | -0.17% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -1,058,200 | – | -0.18% | – |
| JNY | Exit | JONES GROUP INC | $0 | – | -1,840,933 | – | -0.18% | – |
| TCF | Exit | TCF FINANCIAL CORP | $0 | – | -1,984,540 | – | -0.18% | – |
| HHS | Exit | HARTE-HANKS INC. | $0 | – | -3,233,748 | – | -0.18% | – |
| BBCN | Exit | BBCN BANCORP INC | $0 | – | -2,077,851 | – | -0.18% | – |
| WOOF | Exit | VCA ANTECH INC | $0 | – | -1,061,169 | – | -0.19% | – |
| DIOD | Exit | DIODES INC. | $0 | – | -1,239,191 | – | -0.20% | – |
| BXS | Exit | BANCORPSOUTH INC | $0 | – | -1,629,393 | – | -0.21% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -808,044 | – | -0.21% | – |
| EPAC | Exit | ACTUANT CORP- A | $0 | – | -859,336 | – | -0.22% | – |
| AEL | Exit | AMERICAN EQUITY INVT LIFE | $0 | – | -1,573,857 | – | -0.22% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -966,874 | – | -0.23% | – |
| RCII | Exit | RENT A CENTER INC | $0 | – | -947,078 | – | -0.23% | – |
| ARGO | Exit | ARGO GROUP INTERNATIONAL | $0 | – | -845,573 | – | -0.23% | – |
| DOOR | Exit | MASONITE INTERNATIONAL CORP | $0 | – | -759,360 | – | -0.24% | – |
| TAP | Exit | MOLSON COORS BREWING CO. -B | $0 | – | -795,525 | – | -0.26% | – |
| DAN | Exit | DANA HOLDING CORP | $0 | – | -1,747,557 | – | -0.26% | – |
| AXE | Exit | ANIXTER INTERNATIONAL INC | $0 | – | -468,994 | – | -0.27% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -590,445 | – | -0.27% | – |
| DGX | Exit | QUEST DIAGNOSTICS | $0 | – | -670,650 | – | -0.27% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -820,888 | – | -0.27% | – |
| BRC | Exit | BRADY CORP CL A | $0 | – | -1,401,050 | – | -0.28% | – |
| VCI | Exit | VALASSIS COMMUNICATIONS INC | $0 | – | -1,480,861 | – | -0.28% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -2,377,550 | – | -0.28% | – |
| HIG | Exit | THE HARTFORD FINANCIAL SERVICES GROUP INC | $0 | – | -1,437,110 | – | -0.29% | – |
| INTC | Exit | INTEL CORPORATION | $0 | – | -2,004,454 | – | -0.30% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -1,098,526 | – | -0.31% | – |
| AET | Exit | AETNA INC | $0 | – | -754,946 | – | -0.31% | – |
| OC | Exit | OWENS CORNING | $0 | – | -1,278,421 | – | -0.31% | – |
| HPT | Exit | HOSPITALITY PROPERTIES TRUST | $0 | – | -1,736,364 | – | -0.32% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -570,125 | – | -0.32% | – |
| WMT | Exit | WAL-MART STORES | $0 | – | -685,318 | – | -0.33% | – |
| RF | Exit | REGIONS FINL CORP | $0 | – | -5,590,618 | – | -0.33% | – |
| IM | Exit | INGRAM MICRO INC CL-A | $0 | – | -2,267,219 | – | -0.34% | – |
| 6107SC | Exit | URS CORP | $0 | – | -1,061,289 | – | -0.37% | – |
| SPNV | Exit | SUPERIOR ENERGY SERVICES INC | $0 | – | -2,310,224 | – | -0.37% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -1,801,370 | – | -0.39% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -1,236,297 | – | -0.43% | – |
| GM | Exit | GENERAL MOTORS CO | $0 | – | -1,960,975 | – | -0.46% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -847,758 | – | -0.48% | – |
| NWS | Exit | NEWS CORP - CLASS B | $0 | – | -4,568,753 | – | -0.48% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -3,221,900 | – | -0.49% | – |
| CMA | Exit | COMERICA INC | $0 | – | -1,947,376 | – | -0.50% | – |
| KEY | Exit | KEY CORP | $0 | – | -6,832,375 | – | -0.50% | – |
| APA | Exit | APACHE CORP | $0 | – | -920,495 | – | -0.51% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -1,607,196 | – | -0.52% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -890,221 | – | -0.55% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -1,554,912 | – | -0.92% | – |
| WFC | Exit | WELLS FARGO CO | $0 | – | -3,907,126 | – | -1.04% | – |
| BEN | Exit | FRANKLIN RESOURCES INC. | $0 | – | -3,372,322 | – | -1.10% | – |
| DELL | Exit | DELL INC | $0 | – | -12,458,816 | – | -1.11% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -2,971,364 | – | -1.12% | – |
| IPG | Exit | INTERPUBLIC GROUP OF COS INC | $0 | – | -11,355,616 | – | -1.26% | – |
| VOYA | Exit | ING US INC | $0 | – | -6,735,793 | – | -1.27% | – |
| AVT | Exit | AVNET INC | $0 | – | -4,786,186 | – | -1.29% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS LTD | $0 | – | -4,758,913 | – | -1.33% | – |
| TRW | Exit | TRW AUTOMOTIVE HOLDINGS CORP | $0 | – | -2,985,869 | – | -1.38% | – |
| ABT | Exit | ABBOTT LABORATORIES | $0 | – | -6,449,283 | – | -1.38% | – |
| MAS | Exit | MASCO CORP | $0 | – | -10,118,379 | – | -1.39% | – |
| STT | Exit | STATE STREET CORP | $0 | – | -3,318,282 | – | -1.41% | – |
| LH | Exit | LABORATORY CORPORATION OF AMERICA HOLDINGS | $0 | – | -2,309,603 | – | -1.48% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -3,698,145 | – | -1.51% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -7,517,159 | – | -1.55% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -5,668,100 | – | -1.59% | – |
| CI | Exit | CIGNA CORP | $0 | – | -3,278,145 | – | -1.63% | – |
| LLL | Exit | L-3 COMMUNICATIONS | $0 | – | -2,677,339 | – | -1.64% | – |
| PNC | Exit | PNC FINANCIAL SERVICES | $0 | – | -3,565,214 | – | -1.67% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -2,693,392 | – | -1.74% | – |
| 1338PS | Exit | UBS AG | $0 | – | -13,474,131 | – | -1.79% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,809,681 | – | -1.85% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -3,419,336 | – | -1.90% | – |
| TEL | Exit | TE CONNECTIVITY LTD. | $0 | – | -5,961,910 | – | -2.00% | – |
| JPM | Exit | JP MORGAN CHASE & CO | $0 | – | -6,071,408 | – | -2.03% | – |
| GOOGL | Exit | GOOGLE INC. | $0 | – | -361,283 | – | -2.04% | – |
| MET | Exit | METLIFE INC | $0 | – | -6,832,193 | – | -2.07% | – |
| PH | Exit | PARKER HANNIFIN CORPORATION | $0 | – | -3,131,648 | – | -2.20% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -12,730,045 | – | -2.22% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -25,204,706 | – | -2.25% | – |
| C | Exit | CITIGROUP INC | $0 | – | -8,073,711 | – | -2.53% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLC ADR | $0 | – | -6,965,119 | – | -2.96% | – |
| BP | Exit | BP PLC - SPONS ADR | $0 | – | -11,078,125 | – | -3.01% | – |
| OMC | Exit | OMNICOM GROUP | $0 | – | -7,355,064 | – | -3.02% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -32,431,464 | – | -3.07% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -14,552,334 | – | -3.13% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -10,491,924 | – | -3.30% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -10,606,614 | – | -3.36% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -17,238,143 | – | -3.69% | – |
| HPQ | Exit | HEWLETT-PACKARD CO | $0 | – | -30,983,162 | – | -4.20% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | Sell | HEWLETT-PACKARD CO | $650,027,000 | -20.4% | 30,983,162 | -5.9% | 4.20% | -22.7% |
| ORCL | Buy | ORACLE CORP | $571,789,000 | +31.9% | 17,238,143 | +22.2% | 3.69% | +28.1% |
| BHI | Buy | BAKER HUGHES INC | $520,785,000 | +19.8% | 10,606,614 | +12.5% | 3.36% | +16.3% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP | $510,222,000 | +8.1% | 10,491,924 | -0.7% | 3.30% | +4.9% |
| MSFT | Buy | MICROSOFT CORP | $484,738,000 | +13.0% | 14,552,334 | +17.1% | 3.13% | +9.7% |
| SPLS | Sell | STAPLES INC | $475,121,000 | -14.3% | 32,431,464 | -7.3% | 3.07% | -16.8% |
| OMC | Sell | OMNICOM GROUP | $466,605,000 | -3.1% | 7,355,064 | -4.0% | 3.02% | -6.0% |
| BP | Buy | BP PLC - SPONS ADR | $465,614,000 | +10.6% | 11,078,125 | +9.8% | 3.01% | +7.4% |
| RDSA | Buy | ROYAL DUTCH SHELL PLC ADR | $457,469,000 | +17.3% | 6,965,119 | +13.9% | 2.96% | +13.9% |
| C | Sell | CITIGROUP INC | $391,656,000 | -3.1% | 8,073,711 | -4.1% | 2.53% | -5.9% |
| BAC | Buy | BANK OF AMERICA CORP | $347,825,000 | +8.6% | 25,204,706 | +1.2% | 2.25% | +5.4% |
| MS | Sell | MORGAN STANLEY | $343,075,000 | +5.8% | 12,730,045 | -4.1% | 2.22% | +2.7% |
| PH | Buy | PARKER HANNIFIN CORPORATION | $340,473,000 | +49.0% | 3,131,648 | +30.7% | 2.20% | +44.6% |
| MET | Sell | METLIFE INC | $320,771,000 | -5.9% | 6,832,193 | -8.3% | 2.07% | -8.7% |
| GOOGL | Buy | GOOGLE INC. | $316,451,000 | +0.7% | 361,283 | +1.2% | 2.04% | -2.2% |
| JPM | Buy | JP MORGAN CHASE & CO | $313,831,000 | +0.5% | 6,071,408 | +2.6% | 2.03% | -2.5% |
| TEL | Sell | TE CONNECTIVITY LTD. | $308,708,000 | -24.6% | 5,961,910 | -33.7% | 2.00% | -26.8% |
| XOM | Buy | EXXON MOBIL CORP | $294,200,000 | +11.6% | 3,419,336 | +17.2% | 1.90% | +8.4% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $286,310,000 | +4.9% | 1,809,681 | +0.3% | 1.85% | +1.9% |
| 1338PS | Sell | UBS AG | $276,489,000 | +9.4% | 13,474,131 | -9.7% | 1.79% | +6.1% |
| BDX | Sell | BECTON DICKINSON & CO | $269,393,000 | -1.7% | 2,693,392 | -2.9% | 1.74% | -4.6% |
| PNC | Sell | PNC FINANCIAL SERVICES | $258,300,000 | -0.7% | 3,565,214 | -0.1% | 1.67% | -3.6% |
| LLL | Sell | L-3 COMMUNICATIONS | $253,009,000 | -5.6% | 2,677,339 | -14.3% | 1.64% | -8.3% |
| CI | Buy | CIGNA CORP | $251,958,000 | +367.6% | 3,278,145 | +341.0% | 1.63% | +353.5% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $245,485,000 | -6.4% | 5,668,100 | -1.1% | 1.59% | -9.2% |
| IVZ | Sell | INVESCO LTD | $239,797,000 | -0.9% | 7,517,159 | -1.2% | 1.55% | -3.8% |
| ETR | Sell | ENTERGY CORP | $233,686,000 | -16.7% | 3,698,145 | -8.2% | 1.51% | -19.1% |
| LH | Buy | LABORATORY CORPORATION OF AMERICA HOLDINGS | $228,974,000 | +0.8% | 2,309,603 | +1.8% | 1.48% | -2.1% |
| STT | Sell | STATE STREET CORP | $218,177,000 | -21.6% | 3,318,282 | -22.2% | 1.41% | -23.9% |
| MAS | Sell | MASCO CORP | $215,319,000 | +6.7% | 10,118,379 | -2.2% | 1.39% | +3.6% |
| ABT | Buy | ABBOTT LABORATORIES | $214,052,000 | +42.0% | 6,449,283 | +49.2% | 1.38% | +37.9% |
| TRW | New | TRW AUTOMOTIVE HOLDINGS CORP | $212,922,000 | – | 2,985,869 | – | 1.38% | – |
| WSH | Sell | WILLIS GROUP HOLDINGS LTD | $206,204,000 | +3.6% | 4,758,913 | -2.5% | 1.33% | +0.5% |
| AVT | Buy | AVNET INC | $199,632,000 | +49.8% | 4,786,186 | +20.6% | 1.29% | +45.4% |
| VOYA | Sell | ING US INC | $196,753,000 | +5.6% | 6,735,793 | -2.2% | 1.27% | +2.5% |
| IPG | Buy | INTERPUBLIC GROUP OF COS INC | $195,089,000 | +22.8% | 11,355,616 | +4.0% | 1.26% | +19.2% |
| 3106PS | Sell | DELPHI AUTOMOTIVE PLC | $173,587,000 | -52.8% | 2,971,364 | -59.1% | 1.12% | -54.2% |
| DELL | Sell | DELL INC | $171,558,000 | -6.7% | 12,458,816 | -9.5% | 1.11% | -9.4% |
| BEN | Buy | FRANKLIN RESOURCES INC. | $170,471,000 | +12.1% | 3,372,322 | +201.7% | 1.10% | +8.8% |
| WFC | Buy | WELLS FARGO CO | $161,442,000 | +27.6% | 3,907,126 | +27.5% | 1.04% | +23.9% |
| PRE | Buy | PARTNERRE LTD | $142,337,000 | +15.7% | 1,554,912 | +14.4% | 0.92% | +12.3% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $84,802,000 | -73.5% | 890,221 | -77.0% | 0.55% | -74.3% |
| ALL | Sell | ALLSTATE CORP | $81,244,000 | -37.8% | 1,607,196 | -40.8% | 0.52% | -39.7% |
| APA | Buy | APACHE CORP | $78,371,000 | +13.2% | 920,495 | +11.5% | 0.51% | +9.8% |
| KEY | Sell | KEY CORP | $77,889,000 | +2.6% | 6,832,375 | -0.6% | 0.50% | -0.4% |
| CMA | Buy | COMERICA INC | $76,551,000 | -1.0% | 1,947,376 | +0.3% | 0.50% | -3.9% |
| CSCO | Buy | CISCO SYSTEMS INC | $75,457,000 | +4.1% | 3,221,900 | +8.0% | 0.49% | +1.2% |
| NWS | New | NEWS CORP - CLASS B | $75,065,000 | – | 4,568,753 | – | 0.48% | – |
| JNJ | Buy | JOHNSON & JOHNSON | $73,492,000 | +8129.8% | 847,758 | +8050.7% | 0.48% | +7816.7% |
| GM | Sell | GENERAL MOTORS CO | $70,536,000 | -6.6% | 1,960,975 | -13.5% | 0.46% | -9.2% |
| AIZ | Sell | ASSURANT INC | $66,884,000 | +2.7% | 1,236,297 | -3.4% | 0.43% | -0.2% |
| LM | Buy | LEGG MASON INC | $60,238,000 | +193.2% | 1,801,370 | +171.9% | 0.39% | +183.9% |
| SPNV | New | SUPERIOR ENERGY SERVICES INC | $57,848,000 | – | 2,310,224 | – | 0.37% | – |
| 6107SC | Buy | URS CORP | $57,044,000 | +16.9% | 1,061,289 | +2.7% | 0.37% | +13.5% |
| IM | Sell | INGRAM MICRO INC CL-A | $52,259,000 | -10.2% | 2,267,219 | -26.0% | 0.34% | -12.7% |
| RF | Sell | REGIONS FINL CORP | $51,769,000 | -3.1% | 5,590,618 | -0.2% | 0.33% | -5.9% |
| WMT | Buy | WAL-MART STORES | $50,686,000 | +8209.2% | 685,318 | +8264.7% | 0.33% | +8075.0% |
| GD | Buy | GENERAL DYNAMICS CORP | $49,897,000 | +12.3% | 570,125 | +0.5% | 0.32% | +8.8% |
| HPT | Sell | HOSPITALITY PROPERTIES TRUST | $49,139,000 | +7.0% | 1,736,364 | -0.7% | 0.32% | +3.6% |
| OC | Buy | OWENS CORNING | $48,554,000 | +2.0% | 1,278,421 | +5.0% | 0.31% | -0.9% |
| AET | Sell | AETNA INC | $48,332,000 | -62.7% | 754,946 | -62.9% | 0.31% | -63.8% |
| CNW | Sell | CON-WAY INC | $47,335,000 | -3.4% | 1,098,526 | -12.7% | 0.31% | -6.1% |
| INTC | New | INTEL CORPORATION | $45,942,000 | – | 2,004,454 | – | 0.30% | – |
| HIG | Buy | THE HARTFORD FINANCIAL SERVICES GROUP INC | $44,723,000 | +68.9% | 1,437,110 | +67.9% | 0.29% | +64.2% |
| FITB | Buy | FIFTH THIRD BANCORP | $42,891,000 | +0.6% | 2,377,550 | +0.7% | 0.28% | -2.5% |
| VCI | Sell | VALASSIS COMMUNICATIONS INC | $42,767,000 | +4.1% | 1,480,861 | -11.4% | 0.28% | +1.1% |
| BRC | Sell | BRADY CORP CL A | $42,732,000 | -3.9% | 1,401,050 | -3.2% | 0.28% | -6.8% |
| KSS | Buy | KOHLS CORP | $42,481,000 | +3.3% | 820,888 | +0.8% | 0.27% | 0.0% |
| DGX | Buy | QUEST DIAGNOSTICS | $41,439,000 | +2.7% | 670,650 | +0.8% | 0.27% | 0.0% |
| AXE | Sell | ANIXTER INTERNATIONAL INC | $41,112,000 | -12.2% | 468,994 | -24.1% | 0.27% | -14.7% |
| WCG | Sell | WELLCARE HEALTH PLANS INC | $41,178,000 | -5.6% | 590,445 | -24.8% | 0.27% | -8.3% |
| DAN | Sell | DANA HOLDING CORP | $39,914,000 | -17.0% | 1,747,557 | -30.0% | 0.26% | -19.4% |
| TAP | Sell | MOLSON COORS BREWING CO. -B | $39,880,000 | -57.0% | 795,525 | -59.0% | 0.26% | -58.2% |
| DOOR | New | MASONITE INTERNATIONAL CORP | $37,155,000 | – | 759,360 | – | 0.24% | – |
| ARGO | Sell | ARGO GROUP INTERNATIONAL | $36,258,000 | -8.3% | 845,573 | -9.4% | 0.23% | -11.0% |
| RCII | Buy | RENT A CENTER INC | $36,084,000 | +12.4% | 947,078 | +10.8% | 0.23% | +8.9% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $35,088,000 | +11.7% | 966,874 | +14.2% | 0.23% | +8.6% |
| EPAC | Sell | ACTUANT CORP- A | $33,377,000 | -11.3% | 859,336 | -24.7% | 0.22% | -13.6% |
| AEL | Sell | AMERICAN EQUITY INVT LIFE | $33,397,000 | +8.5% | 1,573,857 | -19.7% | 0.22% | +5.4% |
| PRI | Sell | PRIMERICA INC | $32,596,000 | -6.1% | 808,044 | -12.9% | 0.21% | -8.7% |
| BXS | Sell | BANCORPSOUTH INC | $32,490,000 | +0.8% | 1,629,393 | -10.5% | 0.21% | -1.9% |
| DIOD | Sell | DIODES INC. | $30,360,000 | -22.4% | 1,239,191 | -17.7% | 0.20% | -24.6% |
| WOOF | Sell | VCA ANTECH INC | $29,140,000 | -6.1% | 1,061,169 | -10.8% | 0.19% | -9.2% |
| BBCN | Sell | BBCN BANCORP INC | $28,591,000 | -16.1% | 2,077,851 | -13.3% | 0.18% | -18.5% |
| HHS | Sell | HARTE-HANKS INC. | $28,554,000 | -15.6% | 3,233,748 | -17.8% | 0.18% | -18.2% |
| TCF | Sell | TCF FINANCIAL CORP | $28,339,000 | -9.0% | 1,984,540 | -9.7% | 0.18% | -11.6% |
| JNY | Sell | JONES GROUP INC | $27,632,000 | -20.6% | 1,840,933 | -27.3% | 0.18% | -22.8% |
| TMUS | Buy | T MOBILE US INC | $27,481,000 | +7.2% | 1,058,200 | +2.4% | 0.18% | +4.1% |
| TPC | Sell | TUTOR PERINI CORP | $26,645,000 | +7.6% | 1,249,744 | -8.7% | 0.17% | +4.2% |
| CHE | New | CHEMED CORP | $25,807,000 | – | 360,943 | – | 0.17% | – |
| PHH | Sell | PHH CORP | $25,768,000 | +3.6% | 1,085,413 | -11.1% | 0.17% | 0.0% |
| WBS | Sell | WEBSTER FINANCIAL CORP. | $25,702,000 | -13.5% | 1,006,739 | -13.0% | 0.17% | -16.2% |
| NPBC | Sell | NATIONAL PENN BANCSHARES INC | $24,574,000 | -10.6% | 2,445,173 | -9.6% | 0.16% | -13.1% |
| GFF | Sell | GRIFFON CORPORATION | $24,417,000 | +1.1% | 1,947,137 | -9.3% | 0.16% | -1.9% |
| EGL | Sell | ENGILITY HOLDINGS INC | $24,339,000 | -12.8% | 767,056 | -21.9% | 0.16% | -15.6% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $24,332,000 | -12.7% | 1,286,037 | -18.1% | 0.16% | -15.1% |
| DRH | Sell | DIAMONDROCK HOSPITALITY CO. | $22,727,000 | +4.5% | 2,129,994 | -8.8% | 0.15% | +1.4% |
| APOL | Buy | APOLLO GROUP INC - CL A | $22,669,000 | +18.2% | 1,089,335 | +0.7% | 0.15% | +14.1% |
| MATW | Sell | MATTHEWS INTL CORP - CL A | $22,317,000 | -8.3% | 586,065 | -9.2% | 0.14% | -11.1% |
| LLY | New | LILLY ELI | $21,805,000 | – | 433,250 | – | 0.14% | – |
| MLHR | Sell | HERMAN MILLER INC | $21,290,000 | -9.7% | 729,595 | -16.2% | 0.14% | -12.1% |
| USTR | Sell | UNITED STATIONERS INC | $21,189,000 | +7.4% | 487,107 | -17.2% | 0.14% | +4.6% |
| HSC | Sell | HARSCO CORP | $20,587,000 | -1.0% | 826,799 | -7.8% | 0.13% | -3.6% |
| AROPQ | Sell | AEROPOSTALE INC. | $19,976,000 | -33.7% | 2,125,083 | -2.7% | 0.13% | -35.5% |
| PL | Sell | PROTECTIVE LIFE CORP | $18,357,000 | -1.1% | 431,414 | -10.7% | 0.12% | -4.0% |
| MWA | Sell | MUELLER WATER PRODUCTS INC | $18,436,000 | -18.9% | 2,307,442 | -29.8% | 0.12% | -21.2% |
| SNV | Sell | SYNOVUS FINANCIAL CORP | $17,070,000 | -17.0% | 5,172,816 | -26.6% | 0.11% | -19.7% |
| TTEK | New | TETRA TECH INC | $15,292,000 | – | 590,664 | – | 0.10% | – |
| MWW | Sell | MONSTER WORLDWIDE INC | $15,175,000 | -17.8% | 3,433,146 | -8.7% | 0.10% | -20.3% |
| PIPR | New | PIPER JAFFRAY COS | $14,896,000 | – | 434,400 | – | 0.10% | – |
| RNR | Buy | RENAISSANCE RE HLDGS LTD | $14,477,000 | +36.7% | 159,911 | +31.1% | 0.09% | +34.3% |
| FMBI | Buy | FIRST MIDWEST BANCORP INC | $13,667,000 | +675.2% | 904,521 | +603.9% | 0.09% | +633.3% |
| WSFS | Sell | WSFS FINANCIAL CORP | $12,146,000 | -33.8% | 201,595 | -42.5% | 0.08% | -36.1% |
| ACM | Buy | AECOM TECHNOLOGY CORP | $11,416,000 | +45.1% | 365,075 | +47.5% | 0.07% | +42.3% |
| ARC | Sell | ARC DOCUMENT SOLUTIONS INC | $11,289,000 | +8.4% | 2,459,388 | -5.5% | 0.07% | +5.8% |
| SCHN | New | SCHNITZER STEEL INDS INC - A | $10,844,000 | – | 393,751 | – | 0.07% | – |
| CW | Sell | CURTISS-WRIGHT CORP | $10,506,000 | -72.1% | 223,731 | -78.0% | 0.07% | -72.8% |
| TMK | Sell | TORCHMARK CORP | $7,656,000 | -74.5% | 105,824 | -77.0% | 0.05% | -75.5% |
| HII | Sell | HUNTINGTON INGALLS INDUSTRIES | $6,461,000 | -49.6% | 95,855 | -57.8% | 0.04% | -50.6% |
| PG | Buy | PROCTER & GAMBLE COMPANY | $6,301,000 | +675.0% | 83,361 | +689.3% | 0.04% | +720.0% |
| FLEX | New | FLEXTRONICS INTERNATIONAL LTD | $5,822,000 | – | 640,441 | – | 0.04% | – |
| VR | Sell | VALIDUS HOLDINGS LTD | $5,343,000 | -4.0% | 144,491 | -6.2% | 0.04% | -5.4% |
| SKX | Sell | SKECHERS USA INC.- CL A | $2,678,000 | -87.2% | 86,081 | -90.1% | 0.02% | -87.8% |
| SXCL | Sell | STEEL EXCEL INC | $2,395,000 | -3.3% | 81,567 | -4.5% | 0.02% | -6.2% |
| TSM | New | TAIWAN SEMICONDUCTOR - SP ADR | $2,228,000 | – | 131,379 | – | 0.01% | – |
| ASX | Buy | ADVANCED SEMICONDUCTOR E-ADR | $1,523,000 | +330.2% | 318,586 | +265.4% | 0.01% | +400.0% |
| E | Buy | ENI SPA -SPONSORED ADR | $1,136,000 | +62.8% | 24,675 | +45.1% | 0.01% | +40.0% |
| FRX | Sell | FOREST LABORATORIES INC | $559,000 | -98.5% | 13,075 | -98.6% | 0.00% | -98.4% |
| HAL | New | HALLIBURTON CO | $243,000 | – | 5,050 | – | 0.00% | – |
| DV | Exit | DEVRY INC. | $0 | – | -71,375 | – | -0.02% | – |
| FBHS | Exit | FORTUNE BRANDS HOME & SECURITY INC | $0 | – | -66,875 | – | -0.02% | – |
| CIR | Exit | CIRCOR INTERNATIONAL INC | $0 | – | -226,862 | – | -0.08% | – |
| JAKK | Exit | JAKKS PACIFIC INC | $0 | – | -1,371,624 | – | -0.10% | – |
| HSP | Exit | HOSPIRA INC | $0 | – | -1,059,750 | – | -0.27% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPQ | New | HEWLETT-PACKARD CO | $816,470,000 | – | 32,922,187 | – | 5.43% | – |
| SPLS | New | STAPLES INC | $554,613,000 | – | 34,969,289 | – | 3.69% | – |
| OMC | New | OMNICOM GROUP | $481,717,000 | – | 7,662,119 | – | 3.21% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $472,165,000 | – | 10,562,975 | – | 3.14% | – |
| BHI | New | BAKER HUGHES INC | $434,807,000 | – | 9,425,678 | – | 2.89% | – |
| ORCL | New | ORACLE CORP | $433,429,000 | – | 14,109,021 | – | 2.88% | – |
| MSFT | New | MICROSOFT CORP | $429,046,000 | – | 12,425,297 | – | 2.86% | – |
| BP | New | BP PLC - SPONS ADR | $421,050,000 | – | 10,087,451 | – | 2.80% | – |
| TEL | New | TE CONNECTIVITY LTD. | $409,479,000 | – | 8,991,623 | – | 2.72% | – |
| C | New | CITIGROUP INC | $404,048,000 | – | 8,422,933 | – | 2.69% | – |
| RDSA | New | ROYAL DUTCH SHELL PLC ADR | $390,059,000 | – | 6,113,781 | – | 2.60% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $368,078,000 | – | 7,261,352 | – | 2.45% | – |
| MET | New | METLIFE INC | $340,932,000 | – | 7,450,433 | – | 2.27% | – |
| MS | New | MORGAN STANLEY | $324,219,000 | – | 13,271,340 | – | 2.16% | – |
| BAC | New | BANK OF AMERICA CORP | $320,303,000 | – | 24,906,945 | – | 2.13% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $319,906,000 | – | 3,863,605 | – | 2.13% | – |
| GOOGL | New | GOOGLE INC. | $314,161,000 | – | 356,851 | – | 2.09% | – |
| JPM | New | JP MORGAN CHASE & CO | $312,397,000 | – | 5,917,734 | – | 2.08% | – |
| ETR | New | ENTERGY CORP | $280,605,000 | – | 4,027,053 | – | 1.87% | – |
| STT | New | STATE STREET CORP | $278,230,000 | – | 4,266,679 | – | 1.85% | – |
| BDX | New | BECTON DICKINSON & CO | $274,066,000 | – | 2,773,109 | – | 1.82% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $272,836,000 | – | 1,803,875 | – | 1.82% | – |
| LLL | New | L-3 COMMUNICATIONS | $267,979,000 | – | 3,125,479 | – | 1.78% | – |
| XOM | New | EXXON MOBIL CORP | $263,551,000 | – | 2,916,996 | – | 1.75% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $262,310,000 | – | 5,729,802 | – | 1.75% | – |
| PNC | New | PNC FINANCIAL SERVICES | $260,181,000 | – | 3,568,028 | – | 1.73% | – |
| 1338PS | New | UBS AG | $252,846,000 | – | 14,917,171 | – | 1.68% | – |
| IVZ | New | INVESCO LTD | $242,065,000 | – | 7,612,102 | – | 1.61% | – |
| PH | New | PARKER HANNIFIN CORPORATION | $228,543,000 | – | 2,395,634 | – | 1.52% | – |
| LH | New | LABORATORY CORPORATION OF AMERICA HOLDINGS | $227,080,000 | – | 2,268,529 | – | 1.51% | – |
| MAS | New | MASCO CORP | $201,739,000 | – | 10,350,879 | – | 1.34% | – |
| WSH | New | WILLIS GROUP HOLDINGS LTD | $199,062,000 | – | 4,881,373 | – | 1.32% | – |
| VOYA | New | ING US INC | $186,341,000 | – | 6,886,227 | – | 1.24% | – |
| DELL | New | DELL INC | $183,791,000 | – | 13,767,123 | – | 1.22% | – |
| IPG | New | INTERPUBLIC GROUP OF COS INC | $158,883,000 | – | 10,919,784 | – | 1.06% | – |
| BEN | New | FRANKLIN RESOURCES INC. | $152,046,000 | – | 1,117,818 | – | 1.01% | – |
| ABT | New | ABBOTT LABORATORIES | $150,753,000 | – | 4,322,041 | – | 1.00% | – |
| AVT | New | AVNET INC | $133,293,000 | – | 3,967,050 | – | 0.89% | – |
| ALL | New | ALLSTATE CORP | $130,662,000 | – | 2,715,340 | – | 0.87% | – |
| AET | New | AETNA INC | $129,448,000 | – | 2,037,266 | – | 0.86% | – |
| WFC | New | WELLS FARGO CO | $126,496,000 | – | 3,065,076 | – | 0.84% | – |
| PRE | New | PARTNERRE LTD | $123,061,000 | – | 1,358,885 | – | 0.82% | – |
| TAP | New | MOLSON COORS BREWING CO. -B | $92,780,000 | – | 1,938,575 | – | 0.62% | – |
| CMA | New | COMERICA INC | $77,339,000 | – | 1,941,726 | – | 0.52% | – |
| KEY | New | KEY CORP | $75,893,000 | – | 6,874,350 | – | 0.50% | – |
| GM | New | GENERAL MOTORS CO | $75,485,000 | – | 2,266,125 | – | 0.50% | – |
| CSCO | New | CISCO SYSTEMS INC | $72,491,000 | – | 2,981,950 | – | 0.48% | – |
| APA | New | APACHE CORP | $69,224,000 | – | 825,770 | – | 0.46% | – |
| AIZ | New | ASSURANT INC | $65,128,000 | – | 1,279,272 | – | 0.43% | – |
| IM | New | INGRAM MICRO INC CL-A | $58,184,000 | – | 3,063,929 | – | 0.39% | – |
| CI | New | CIGNA CORP | $53,888,000 | – | 743,388 | – | 0.36% | – |
| RF | New | REGIONS FINL CORP | $53,399,000 | – | 5,603,243 | – | 0.36% | – |
| CNW | New | CON-WAY INC | $49,013,000 | – | 1,258,028 | – | 0.33% | – |
| 6107SC | New | URS CORP | $48,805,000 | – | 1,033,565 | – | 0.32% | – |
| DAN | New | DANA HOLDING CORP | $48,083,000 | – | 2,496,509 | – | 0.32% | – |
| OC | New | OWENS CORNING | $47,597,000 | – | 1,217,935 | – | 0.32% | – |
| AXE | New | ANIXTER INTERNATIONAL INC | $46,842,000 | – | 617,891 | – | 0.31% | – |
| HPT | New | HOSPITALITY PROPERTIES TRUST | $45,930,000 | – | 1,747,731 | – | 0.31% | – |
| GD | New | GENERAL DYNAMICS CORP | $44,429,000 | – | 567,200 | – | 0.30% | – |
| BRC | New | BRADY CORP CL A | $44,469,000 | – | 1,447,090 | – | 0.30% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $43,612,000 | – | 785,100 | – | 0.29% | – |
| FITB | New | FIFTH THIRD BANCORP | $42,622,000 | – | 2,361,350 | – | 0.28% | – |
| KSS | New | KOHLS CORP | $41,127,000 | – | 814,225 | – | 0.27% | – |
| VCI | New | VALASSIS COMMUNICATIONS INC | $41,092,000 | – | 1,671,086 | – | 0.27% | – |
| HSP | New | HOSPIRA INC | $40,599,000 | – | 1,059,750 | – | 0.27% | – |
| DGX | New | QUEST DIAGNOSTICS | $40,342,000 | – | 665,375 | – | 0.27% | – |
| ARGO | New | ARGO GROUP INTERNATIONAL | $39,550,000 | – | 932,998 | – | 0.26% | – |
| DIOD | New | DIODES INC. | $39,124,000 | – | 1,506,495 | – | 0.26% | – |
| FRX | New | FOREST LABORATORIES INC | $37,929,000 | – | 925,100 | – | 0.25% | – |
| EPAC | New | ACTUANT CORP- A | $37,618,000 | – | 1,140,989 | – | 0.25% | – |
| CW | New | CURTISS-WRIGHT CORP | $37,640,000 | – | 1,015,649 | – | 0.25% | – |
| JNY | New | JONES GROUP INC | $34,797,000 | – | 2,530,682 | – | 0.23% | – |
| PRI | New | PRIMERICA INC | $34,718,000 | – | 927,301 | – | 0.23% | – |
| BBCN | New | BBCN BANCORP INC | $34,097,000 | – | 2,397,838 | – | 0.23% | – |
| HHS | New | HARTE-HANKS INC. | $33,850,000 | – | 3,936,002 | – | 0.22% | – |
| RCII | New | RENT A CENTER INC | $32,096,000 | – | 854,754 | – | 0.21% | – |
| BXS | New | BANCORPSOUTH INC | $32,231,000 | – | 1,820,955 | – | 0.21% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $31,409,000 | – | 846,833 | – | 0.21% | – |
| WOOF | New | VCA ANTECH INC | $31,048,000 | – | 1,190,040 | – | 0.21% | – |
| TCF | New | TCF FINANCIAL CORP | $31,157,000 | – | 2,197,265 | – | 0.21% | – |
| AEL | New | AMERICAN EQUITY INVT LIFE | $30,776,000 | – | 1,960,247 | – | 0.20% | – |
| TMK | New | TORCHMARK CORP | $30,034,000 | – | 461,074 | – | 0.20% | – |
| AROPQ | New | AEROPOSTALE INC. | $30,125,000 | – | 2,182,958 | – | 0.20% | – |
| WBS | New | WEBSTER FINANCIAL CORP. | $29,702,000 | – | 1,156,614 | – | 0.20% | – |
| EGL | New | ENGILITY HOLDINGS INC | $27,916,000 | – | 982,260 | – | 0.19% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $27,856,000 | – | 1,570,248 | – | 0.18% | – |
| NPBC | New | NATIONAL PENN BANCSHARES INC | $27,476,000 | – | 2,704,323 | – | 0.18% | – |
| HIG | New | THE HARTFORD FINANCIAL SERVICES GROUP INC | $26,472,000 | – | 856,142 | – | 0.18% | – |
| TMUS | New | T MOBILE US INC | $25,635,000 | – | 1,033,250 | – | 0.17% | – |
| PHH | New | PHH CORP | $24,880,000 | – | 1,220,813 | – | 0.17% | – |
| TPC | New | TUTOR PERINI CORP | $24,755,000 | – | 1,368,450 | – | 0.16% | – |
| MATW | New | MATTHEWS INTL CORP - CL A | $24,342,000 | – | 645,666 | – | 0.16% | – |
| GFF | New | GRIFFON CORPORATION | $24,155,000 | – | 2,147,087 | – | 0.16% | – |
| MLHR | New | HERMAN MILLER INC | $23,572,000 | – | 870,797 | – | 0.16% | – |
| MWA | New | MUELLER WATER PRODUCTS INC | $22,723,000 | – | 3,288,446 | – | 0.15% | – |
| DRH | New | DIAMONDROCK HOSPITALITY CO. | $21,757,000 | – | 2,334,442 | – | 0.14% | – |
| SKX | New | SKECHERS USA INC.- CL A | $20,846,000 | – | 868,209 | – | 0.14% | – |
| HSC | New | HARSCO CORP | $20,794,000 | – | 896,674 | – | 0.14% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $20,573,000 | – | 7,045,491 | – | 0.14% | – |
| LM | New | LEGG MASON INC | $20,544,000 | – | 662,510 | – | 0.14% | – |
| USTR | New | UNITED STATIONERS INC | $19,735,000 | – | 588,238 | – | 0.13% | – |
| APOL | New | APOLLO GROUP INC - CL A | $19,176,000 | – | 1,082,185 | – | 0.13% | – |
| PL | New | PROTECTIVE LIFE CORP | $18,562,000 | – | 483,264 | – | 0.12% | – |
| MWW | New | MONSTER WORLDWIDE INC | $18,463,000 | – | 3,760,288 | – | 0.12% | – |
| WSFS | New | WSFS FINANCIAL CORP | $18,353,000 | – | 350,311 | – | 0.12% | – |
| JAKK | New | JAKKS PACIFIC INC | $15,431,000 | – | 1,371,624 | – | 0.10% | – |
| HII | New | HUNTINGTON INGALLS INDUSTRIES | $12,830,000 | – | 227,160 | – | 0.08% | – |
| CIR | New | CIRCOR INTERNATIONAL INC | $11,538,000 | – | 226,862 | – | 0.08% | – |
| RNR | New | RENAISSANCE RE HLDGS LTD | $10,589,000 | – | 122,011 | – | 0.07% | – |
| ARC | New | ARC DOCUMENT SOLUTIONS INC | $10,411,000 | – | 2,602,865 | – | 0.07% | – |
| ACM | New | AECOM TECHNOLOGY CORP | $7,869,000 | – | 247,525 | – | 0.05% | – |
| VR | New | VALIDUS HOLDINGS LTD | $5,564,000 | – | 154,037 | – | 0.04% | – |
| BPOP | New | POPULAR INC. | $2,541,000 | – | 83,778 | – | 0.02% | – |
| FBHS | New | FORTUNE BRANDS HOME & SECURITY INC | $2,591,000 | – | 66,875 | – | 0.02% | – |
| SXCL | New | STEEL EXCEL INC | $2,478,000 | – | 85,439 | – | 0.02% | – |
| DV | New | DEVRY INC. | $2,214,000 | – | 71,375 | – | 0.02% | – |
| FMBI | New | FIRST MIDWEST BANCORP INC | $1,763,000 | – | 128,500 | – | 0.01% | – |
| JNJ | New | JOHNSON & JOHNSON | $893,000 | – | 10,401 | – | 0.01% | – |
| PG | New | PROCTER & GAMBLE COMPANY | $813,000 | – | 10,561 | – | 0.01% | – |
| E | New | ENI SPA -SPONSORED ADR | $698,000 | – | 17,000 | – | 0.01% | – |
| WMT | New | WAL-MART STORES | $610,000 | – | 8,193 | – | 0.00% | – |
| ASX | New | ADVANCED SEMICONDUCTOR E-ADR | $354,000 | – | 87,200 | – | 0.00% | – |