Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SMCI | Buy | SUPER MICRO COMPUTER INC | $76,863,866 | +40.9% | 280,300 | +28.1% | 5.39% | +37.0% |
| PBF | Buy | PBF ENERGY INCcl a | $29,732,382 | +69.0% | 555,434 | +29.3% | 2.08% | +64.4% |
| PAA | Buy | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTNunit ltd partn | $28,613,716 | +35.2% | 1,867,736 | +24.4% | 2.00% | +31.5% |
| CLH | Buy | CLEAN HARBORS INC COM | $27,413,568 | +31.1% | 163,800 | +28.8% | 1.92% | +27.4% |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $27,130,544 | +29.2% | 162,400 | +28.9% | 1.90% | +25.6% |
| OKE | Sell | ONEOK INC NEW | $25,990,170 | -7.2% | 409,746 | -9.7% | 1.82% | -9.8% |
| LNG | Sell | CHENIERE ENERGY INC | $25,145,761 | -5.9% | 151,517 | -13.6% | 1.76% | -8.5% |
| KMI | Sell | KINDER MORGAN INC DEL | $25,043,941 | -9.2% | 1,510,491 | -5.7% | 1.76% | -11.7% |
| EQT | Sell | EQT CORP | $24,595,538 | -2.3% | 606,100 | -0.9% | 1.72% | -5.0% |
| TRP | Buy | TC ENERGY CORP | $23,371,272 | -1.6% | 679,200 | +15.6% | 1.64% | -4.3% |
| BRKA | Sell | BERKSHIRE HATHAWAY INC - CL Acl a | $22,322,034 | -10.2% | 42 | -12.5% | 1.56% | -12.7% |
| ENB | Buy | ENBRIDGE INC | $22,222,862 | -7.5% | 669,565 | +3.6% | 1.56% | -10.1% |
| PAGP | Buy | PLAINS GP HLDGS L Pltd partnr int a | $22,127,924 | +46.7% | 1,372,700 | +35.0% | 1.55% | +42.7% |
| ATO | Buy | ATMOS ENERGY CORP | $21,703,574 | -8.9% | 204,886 | +0.0% | 1.52% | -11.4% |
| SRE | Buy | SEMPRA | $21,700,209 | -9.5% | 318,980 | +93.7% | 1.52% | -12.0% |
| SO | Sell | SOUTHERN CO | $21,247,576 | -8.4% | 328,300 | -0.6% | 1.49% | -10.9% |
| CASY | Buy | CASEYS GEN STORES INC | $21,015,648 | +50.4% | 77,400 | +35.1% | 1.47% | +46.3% |
| WCC | Buy | WESCO INTL INC | $20,911,428 | +3.7% | 145,400 | +29.1% | 1.46% | +0.8% |
| ASO | Buy | ACADEMY SPORTS & OUTDOORS INC COM | $20,718,441 | +13.4% | 438,300 | +29.7% | 1.45% | +10.3% |
| CVI | Buy | CVR ENERGY INC | $20,315,910 | +44.9% | 597,000 | +27.6% | 1.42% | +40.9% |
| CMC | Buy | COMMERCIAL METALS CO | $20,258,100 | +26.6% | 410,000 | +35.0% | 1.42% | +23.2% |
| AN | Buy | AUTONATION INC | $20,211,900 | +24.2% | 133,500 | +35.0% | 1.42% | +20.7% |
| MUSA | Buy | MURPHY USA INC | $19,922,859 | +48.2% | 58,300 | +35.0% | 1.40% | +44.1% |
| DKS | Buy | DICKS SPORTING GOODS INC | $17,112,208 | +10.8% | 157,600 | +34.9% | 1.20% | +7.7% |
| BJ | Buy | BJS WHSL CLUB HLDGS INC | $16,179,579 | +52.8% | 226,700 | +34.9% | 1.13% | +48.6% |
| WEC | Sell | WEC ENERGY GROUP INC | $15,927,957 | -9.2% | 197,740 | -0.5% | 1.12% | -11.7% |
| PCG | Buy | PG&E CORP | $14,750,062 | -2.5% | 914,449 | +4.4% | 1.03% | -5.2% |
| D | Sell | DOMINION ENERGY INC | $14,498,855 | -14.1% | 324,577 | -0.4% | 1.02% | -16.5% |
| SON | Buy | SONOCO PRODS CO | $14,272,310 | +24.3% | 262,600 | +34.9% | 1.00% | +20.8% |
| GPRE | Buy | GREEN PLAINS INC | $13,891,150 | +26.0% | 461,500 | +35.0% | 0.97% | +22.4% |
| CNP | Sell | CENTERPOINT ENERGY INC | $13,114,292 | -8.3% | 488,428 | -0.4% | 0.92% | -10.8% |
| CSCO | Sell | CISCO SYS INC | $12,624,891 | -2.5% | 234,838 | -6.2% | 0.88% | -5.2% |
| ED | Sell | CONSOLIDATED EDISON INC | $11,763,454 | -6.3% | 137,536 | -1.0% | 0.82% | -9.0% |
| JPM | Sell | JPMORGAN CHASE & CO. | $11,028,771 | -9.1% | 76,050 | -8.9% | 0.77% | -11.7% |
| CVX | Buy | CHEVRON CORP NEW | $10,948,834 | +11.8% | 64,932 | +4.4% | 0.77% | +8.6% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GRP INC COM | $10,880,623 | -10.0% | 191,190 | -0.9% | 0.76% | -12.4% |
| NI | Sell | NISOURCE INC | $10,737,799 | -10.2% | 435,081 | -0.5% | 0.75% | -12.8% |
| NGG | Buy | NATIONAL GRID PLCsponsored adr | $10,449,217 | -8.2% | 172,344 | +1.9% | 0.73% | -10.8% |
| DUK | Sell | DUKE ENERGY CORP NEW | $10,395,881 | -3.0% | 117,787 | -1.4% | 0.73% | -5.7% |
| XOM | Sell | EXXON MOBIL CORP | $10,171,846 | +8.4% | 86,510 | -1.1% | 0.71% | +5.3% |
| CMS | Buy | CMS ENERGY CORP | $9,926,153 | -8.5% | 186,898 | +1.2% | 0.70% | -11.0% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS COM | $9,884,135 | +0.7% | 70,450 | -4.0% | 0.69% | -2.0% |
| DTM | Buy | DT MIDSTREAM INC | $9,726,696 | +12.1% | 183,800 | +5.0% | 0.68% | +9.1% |
| JBL | Sell | JABIL INC | $9,097,379 | +16.3% | 71,695 | -1.1% | 0.64% | +13.1% |
| DOW | Sell | DOW INC | $8,896,678 | -6.3% | 172,550 | -3.2% | 0.62% | -8.9% |
| ET | Buy | ENERGY TRANSFER L P | $8,214,565 | +17.9% | 585,500 | +6.7% | 0.58% | +14.7% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $7,979,342 | -14.6% | 246,200 | -2.0% | 0.56% | -17.1% |
| PBR | Sell | PETROLEO BRASILEIRO SA PETROBR SPONSORED ADRsponsored adr | $7,868,251 | +6.1% | 524,900 | -2.1% | 0.55% | +3.2% |
| CNQ | Sell | CANADIAN NAT RES LTD | $7,501,720 | +13.0% | 116,000 | -1.7% | 0.53% | +9.8% |
| WFC | Sell | WELLS FARGO CO NEW | $7,277,166 | -5.3% | 178,100 | -1.1% | 0.51% | -7.9% |
| DVN | Sell | DEVON ENERGY CORP NEW | $7,202,700 | -3.5% | 151,000 | -2.2% | 0.50% | -6.1% |
| HPQ | Sell | HP INC | $6,985,260 | -18.2% | 271,800 | -2.2% | 0.49% | -20.3% |
| SU | Sell | SUNCOR ENERGY INC NEW | $6,891,815 | +15.2% | 200,460 | -1.8% | 0.48% | +12.1% |
| KO | Buy | COCA COLA CO | $6,835,158 | -3.6% | 122,100 | +3.7% | 0.48% | -6.3% |
| XEL | Buy | XCEL ENERGY INC | $6,803,401 | -7.9% | 118,899 | +0.1% | 0.48% | -10.3% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $6,499,779 | -15.1% | 41,700 | -2.3% | 0.46% | -17.6% |
| RS | Sell | RELIANCE STEEL & ALUMINUM CO COM | $6,319,743 | -4.6% | 24,100 | -1.2% | 0.44% | -7.3% |
| OGS | Sell | ONE GAS INC | $6,273,225 | -11.5% | 91,875 | -0.4% | 0.44% | -13.9% |
| WTRG | Sell | ESSENTIAL UTILS INC | $6,258,359 | -14.3% | 182,300 | -0.3% | 0.44% | -16.5% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE CO COM | $6,257,768 | +1.3% | 360,263 | -2.0% | 0.44% | -1.3% |
| PFE | Sell | PFIZER INC | $6,149,718 | -11.6% | 185,400 | -2.2% | 0.43% | -14.0% |
| EPD | Buy | ENTERPRISE PRODS PARTNERS L P COM | $6,059,718 | +9.5% | 221,400 | +5.4% | 0.42% | +6.5% |
| EQNR | Sell | EQUINOR ASAsponsored adr | $6,036,639 | +9.9% | 184,100 | -2.1% | 0.42% | +6.8% |
| HSBC | Sell | HSBC HLDGS PLCspon adr | $5,958,460 | -2.5% | 151,000 | -2.1% | 0.42% | -5.0% |
| EXC | Sell | EXELON CORP | $5,953,096 | -7.4% | 157,531 | -0.1% | 0.42% | -9.9% |
| MS | Sell | MORGAN STANLEY | $5,872,073 | -12.5% | 71,900 | -8.5% | 0.41% | -14.9% |
| MET | Sell | METLIFE INC | $5,856,921 | +8.9% | 93,100 | -2.1% | 0.41% | +5.7% |
| TTE | Sell | TOTALENERGIES SEsponsored adr | $5,826,336 | +11.7% | 88,600 | -2.1% | 0.41% | +8.5% |
| C | Sell | CITIGROUP INC | $5,688,279 | -13.5% | 138,300 | -3.2% | 0.40% | -15.8% |
| DTE | Sell | DTE ENERGY CO | $5,579,933 | -11.5% | 56,204 | -1.9% | 0.39% | -13.9% |
| UNP | Sell | UNION PAC CORP | $5,518,373 | -2.6% | 27,100 | -2.2% | 0.39% | -5.4% |
| F | Sell | FORD MTR CO DEL | $5,497,092 | -19.6% | 442,600 | -2.1% | 0.38% | -21.9% |
| TD | Sell | TORONTO DOMINION BK ONT | $5,405,322 | -4.8% | 89,700 | -2.1% | 0.38% | -7.3% |
| HD | Sell | HOME DEPOT INC | $5,378,448 | -4.9% | 17,800 | -2.2% | 0.38% | -7.6% |
| BP | Sell | BP PLCsponsored adr | $5,366,592 | +7.5% | 138,600 | -2.0% | 0.38% | +4.4% |
| JNJ | Buy | JOHNSON & JOHNSON | $5,342,225 | -5.6% | 34,300 | +0.3% | 0.37% | -8.3% |
| NJR | Buy | NEW JERSEY RES CORP | $5,279,218 | -13.9% | 129,934 | +0.1% | 0.37% | -16.3% |
| MFC | Sell | MANULIFE FINL CORP | $5,206,144 | -5.3% | 284,800 | -2.1% | 0.36% | -7.8% |
| PM | Sell | PHILIP MORRIS INTL INC | $5,184,480 | -7.2% | 56,000 | -2.1% | 0.36% | -9.7% |
| ES | Sell | EVERSOURCE ENERGY | $5,109,931 | -18.2% | 87,875 | -0.2% | 0.36% | -20.4% |
| MPLX | Buy | MPLX LP | $5,084,696 | +16.2% | 142,949 | +10.9% | 0.36% | +13.0% |
| CL | Sell | COLGATE PALMOLIVE CO | $5,006,144 | -9.6% | 70,400 | -2.1% | 0.35% | -12.0% |
| MRK | Sell | MERCK & CO INC | $4,993,075 | -12.6% | 48,500 | -2.0% | 0.35% | -15.0% |
| STLD | Sell | STEEL DYNAMICS INC | $4,910,676 | -2.8% | 45,800 | -1.3% | 0.34% | -5.5% |
| UL | Sell | UNILEVER PLCspon adr | $4,900,480 | -7.1% | 99,200 | -2.0% | 0.34% | -9.7% |
| MO | Sell | ALTRIA GROUP INC | $4,890,415 | -9.1% | 116,300 | -2.1% | 0.34% | -11.6% |
| CVS | Sell | CVS HEALTH CORP | $4,873,436 | -1.1% | 69,800 | -2.1% | 0.34% | -3.7% |
| FTS | Sell | FORTIS INC | $4,831,416 | -12.0% | 127,176 | -0.2% | 0.34% | -14.4% |
| ABBV | Sell | ABBVIE INC | $4,844,450 | +8.3% | 32,500 | -2.1% | 0.34% | +5.3% |
| GILD | Sell | GILEAD SCIENCES INC | $4,811,148 | -4.7% | 64,200 | -2.0% | 0.34% | -7.4% |
| RY | Sell | ROYAL BK CDA | $4,774,224 | -10.3% | 54,600 | -2.0% | 0.34% | -12.5% |
| SWX | Buy | SOUTHWEST GAS HLDGS INC | $4,767,376 | -2.6% | 78,917 | +2.6% | 0.33% | -5.4% |
| NFG | Sell | NATIONAL FUEL GAS CO | $4,590,090 | +0.2% | 88,424 | -0.9% | 0.32% | -2.4% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $4,589,001 | -7.4% | 146,100 | -2.1% | 0.32% | -9.8% |
| TXN | Sell | TEXAS INSTRS INC | $4,545,937 | -13.5% | 28,589 | -2.1% | 0.32% | -15.8% |
| KHC | Sell | KRAFT HEINZ CO | $4,544,764 | -7.2% | 135,100 | -2.0% | 0.32% | -9.9% |
| DELL | Sell | DELL TECHNOLOGIES INCcl c | $4,409,600 | +24.2% | 64,000 | -2.4% | 0.31% | +20.7% |
| BCE | Sell | BCE INC | $4,393,367 | -18.0% | 115,100 | -2.0% | 0.31% | -20.2% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $4,382,020 | -11.1% | 75,500 | -2.1% | 0.31% | -13.5% |
| T | Sell | AT&T INC | $4,113,377 | -7.8% | 273,860 | -2.0% | 0.29% | -10.3% |
| BLDR | Sell | BUILDERS FIRSTSOURCE INC | $4,095,721 | -10.9% | 32,900 | -2.7% | 0.29% | -13.3% |
| INTC | Sell | INTEL CORP | $3,924,720 | -13.5% | 110,400 | -18.6% | 0.28% | -15.9% |
| FANG | Sell | DIAMONDBACK ENERGY INC | $3,797,658 | +16.0% | 24,520 | -1.6% | 0.27% | +12.7% |
| MDU | Sell | MDU RES GROUP INC | $3,734,043 | -6.6% | 190,707 | -0.2% | 0.26% | -9.0% |
| PXD | Sell | PIONEER NAT RES CO | $3,730,188 | +8.8% | 16,250 | -1.8% | 0.26% | +5.7% |
| COP | Sell | CONOCOPHILLIPS | $3,683,251 | +13.4% | 30,745 | -1.9% | 0.26% | +10.3% |
| EOG | Sell | EOG RES INC | $3,654,491 | +8.9% | 28,830 | -1.7% | 0.26% | +5.8% |
| SR | Buy | SPIRE INC | $3,496,135 | -9.5% | 61,791 | +1.5% | 0.24% | -11.9% |
| MMM | Sell | 3M CO | $3,487,345 | -11.0% | 37,250 | -4.9% | 0.24% | -13.5% |
| PHM | Sell | PULTE GROUP INC | $3,413,705 | -6.9% | 46,100 | -2.3% | 0.24% | -9.5% |
| LRCX | Sell | LAM RESEARCH CORP | $3,296,810 | -4.3% | 5,260 | -1.9% | 0.23% | -6.9% |
| BKH | Sell | BLACK HILLS CORP | $3,265,433 | -16.2% | 64,547 | -0.2% | 0.23% | -18.5% |
| ON | Sell | ON SEMICONDUCTOR CORP | $3,253,250 | -4.2% | 35,000 | -2.5% | 0.23% | -6.9% |
| AMAT | Sell | APPLIED MATLS INC | $3,256,067 | -6.6% | 23,518 | -2.5% | 0.23% | -9.2% |
| KLAC | Sell | KLA CORP | $3,127,144 | -8.1% | 6,818 | -2.8% | 0.22% | -10.6% |
| NTAP | Sell | NETAPP INC | $3,116,771 | -2.8% | 41,075 | -2.1% | 0.22% | -5.6% |
| WMB | Sell | WILLIAMS COS INC | $3,097,863 | -10.8% | 91,952 | -13.6% | 0.22% | -13.2% |
| FFIC | Sell | FLUSHING FINL CORP | $2,954,250 | +0.2% | 225,000 | -6.2% | 0.21% | -2.8% |
| CNOB | Sell | CONNECTONE BANCORP INC | $2,959,780 | -3.6% | 166,000 | -10.3% | 0.21% | -6.3% |
| PPL | Buy | PPL CORP | $2,936,024 | -10.7% | 124,619 | +0.2% | 0.21% | -13.1% |
| ASB | Buy | ASSOCIATED BANC CORP | $2,908,700 | +28.0% | 170,000 | +21.4% | 0.20% | +24.4% |
| COG | Sell | COTERRA ENERGY INC | $2,915,990 | +4.4% | 107,800 | -2.4% | 0.20% | +1.5% |
| CAT | Sell | CATERPILLAR INC | $2,893,800 | +8.9% | 10,600 | -1.9% | 0.20% | +5.7% |
| DHI | Sell | D R HORTON INC | $2,880,196 | -13.9% | 26,800 | -2.5% | 0.20% | -16.2% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC COM | $2,763,320 | -20.6% | 124,250 | +1.7% | 0.19% | -22.7% |
| AGR | Sell | AVANGRID INC | $2,712,283 | -20.4% | 89,900 | -0.6% | 0.19% | -22.8% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $2,693,805 | -7.3% | 23,500 | -2.1% | 0.19% | -10.0% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $2,698,999 | +0.5% | 31,300 | -2.5% | 0.19% | -2.6% |
| LOW | Sell | LOWES COS INC | $2,639,568 | -10.0% | 12,700 | -2.3% | 0.18% | -12.3% |
| CF | Sell | CF INDS HLDGS INC | $2,623,644 | +20.4% | 30,600 | -2.5% | 0.18% | +17.2% |
| BKU | Sell | BANKUNITED INC | $2,610,500 | -19.2% | 115,000 | -23.3% | 0.18% | -21.5% |
| MAS | Sell | MASCO CORP | $2,597,670 | -9.1% | 48,600 | -2.4% | 0.18% | -11.7% |
| DRI | Sell | DARDEN RESTAURANTS INC | $2,592,282 | -16.1% | 18,100 | -2.2% | 0.18% | -18.4% |
| WTFC | Sell | WINTRUST FINL CORP | $2,567,000 | +1.0% | 34,000 | -2.9% | 0.18% | -1.6% |
| APA | Sell | APA CORPORATION | $2,560,530 | +17.3% | 62,300 | -2.5% | 0.18% | +14.0% |
| WNEB | Buy | WESTERN NEW ENG BANCORP INC | $2,515,122 | +21.3% | 387,538 | +9.2% | 0.18% | +18.1% |
| AMGN | Sell | AMGEN INC | $2,499,468 | +18.5% | 9,300 | -2.1% | 0.18% | +15.1% |
| AMP | Sell | AMERIPRISE FINL INC | $2,472,600 | -3.3% | 7,500 | -2.6% | 0.17% | -6.0% |
| NUE | Sell | NUCOR CORP | $2,392,155 | -7.1% | 15,300 | -2.5% | 0.17% | -9.7% |
| EBC | Sell | EASTERN BANKSHARES INC | $2,382,600 | -7.5% | 190,000 | -9.5% | 0.17% | -10.2% |
| TROW | Sell | PRICE T ROWE GROUP INC | $2,349,088 | -8.8% | 22,400 | -2.6% | 0.16% | -11.3% |
| EQH | Sell | EQUITABLE HLDGS INC COM | $2,339,336 | +2.1% | 82,400 | -2.4% | 0.16% | -0.6% |
| DE | Sell | DEERE & CO | $2,339,756 | -9.8% | 6,200 | -3.1% | 0.16% | -12.3% |
| HWC | Sell | HANCOCK WHITNEY CORPORATION | $2,330,370 | -24.1% | 63,000 | -21.2% | 0.16% | -26.2% |
| LBAI | Sell | LAKELAND BANCORP INC | $2,271,600 | -10.7% | 180,000 | -5.3% | 0.16% | -13.1% |
| QCOM | Sell | QUALCOMM INC | $2,252,519 | -8.9% | 20,282 | -2.4% | 0.16% | -11.2% |
| UGI | Sell | UGI CORP NEW | $2,248,296 | -15.1% | 97,752 | -0.4% | 0.16% | -17.3% |
| CHRW | Sell | C H ROBINSON WORLDWIDE INC | $2,239,380 | -10.8% | 26,000 | -2.3% | 0.16% | -13.3% |
| CPK | Buy | CHESAPEAKE UTILS CORP | $2,185,495 | -13.6% | 22,358 | +5.2% | 0.15% | -15.9% |
| OCFC | Sell | OCEANFIRST FINL CORP | $2,170,500 | -26.9% | 150,000 | -21.1% | 0.15% | -29.0% |
| BRKL | Buy | BROOKLINE BANCORP INC DEL | $2,095,300 | +26.2% | 230,000 | +21.1% | 0.15% | +22.5% |
| BBY | Sell | BEST BUY INC | $2,077,153 | -17.2% | 29,900 | -2.3% | 0.15% | -19.3% |
| NWN | Sell | NORTHWEST NAT HLDG CO | $2,079,834 | -12.0% | 54,503 | -0.7% | 0.15% | -14.1% |
| SIRI | Sell | SIRIUS XM HOLDINGS INC | $2,034,904 | -2.6% | 450,200 | -2.4% | 0.14% | -5.3% |
| TRGP | Sell | TARGA RES CORP | $1,945,844 | -45.7% | 22,700 | -51.8% | 0.14% | -47.3% |
| CLF | Sell | CLEVELAND-CLIFFS INC NEW | $1,919,364 | -9.0% | 122,800 | -2.5% | 0.14% | -11.2% |
| Sell | BATH & BODY WORKS INC | $1,899,560 | -12.1% | 56,200 | -2.4% | 0.13% | -14.7% | |
| ONB | Sell | OLD NATL BANCORP IND | $1,890,200 | +0.4% | 130,000 | -3.7% | 0.13% | -2.9% |
| FBP | Sell | FIRST BANCORP P R | $1,749,800 | -10.5% | 130,000 | -18.8% | 0.12% | -12.8% |
| NECB | Sell | NORTHEAST CMNTY BANCORP INC | $1,715,599 | -11.3% | 116,233 | -10.6% | 0.12% | -13.7% |
| TPR | Sell | TAPESTRY INC | $1,647,375 | -34.4% | 57,300 | -2.4% | 0.12% | -36.5% |
| PYPL | Buy | PAYPAL HLDGS INC | $1,636,880 | -3.8% | 28,000 | +9.8% | 0.12% | -6.5% |
| V | Sell | VISA INC | $1,610,070 | -4.5% | 7,000 | -1.4% | 0.11% | -7.4% |
| CFG | Sell | CITIZENS FINL GROUP INC | $1,581,200 | +1.0% | 59,000 | -1.7% | 0.11% | -1.8% |
| PACW | Sell | PACWEST BANCORP DEL | $1,582,000 | -35.3% | 200,000 | -33.3% | 0.11% | -36.9% |
| MRNA | Sell | MODERNA INC | $1,590,666 | -17.1% | 15,400 | -2.5% | 0.11% | -19.6% |
| KEY | Buy | KEYCORP | $1,560,200 | +29.9% | 145,000 | +11.5% | 0.11% | +25.3% |
| FITB | Buy | FIFTH THIRD BANCORP | $1,494,470 | -1.7% | 59,000 | +1.7% | 0.10% | -4.5% |
| NYCB | Sell | NEW YORK CMNTY BANCORP INC | $1,474,200 | -54.0% | 130,000 | -54.4% | 0.10% | -55.4% |
| INDB | Sell | INDEPENDENT BK CORP MASS | $1,423,610 | -41.8% | 29,000 | -47.3% | 0.10% | -43.2% |
| HTBI | Buy | HOMETRUST BANCSHARES INC | $1,365,210 | +161.4% | 63,000 | +152.0% | 0.10% | +152.6% |
| MTB | Sell | M & T BK CORP | $1,201,275 | -2.9% | 9,500 | -5.0% | 0.08% | -5.6% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $1,132,495 | +40.4% | 3,500 | +40.0% | 0.08% | +36.2% |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC N C CL Acl a | $1,104,080 | +1.2% | 800 | -5.9% | 0.08% | -2.5% |
| FIS | Sell | FIDELITY NATL INFORMATION SVCS COM | $1,050,130 | -33.8% | 19,000 | -34.5% | 0.07% | -35.1% |
| FISV | Sell | FISERV INC | $1,016,640 | -40.3% | 9,000 | -33.3% | 0.07% | -42.3% |
| SLB | Sell | SCHLUMBERGER LTD | $980,023 | -1.8% | 16,810 | -17.2% | 0.07% | -4.2% |
| HIFS | Sell | HINGHAM INSTN SVGS MASS | $933,750 | -20.4% | 5,000 | -9.1% | 0.06% | -23.5% |
| HAL | Sell | HALLIBURTON CO | $876,825 | -2.1% | 21,650 | -20.3% | 0.06% | -6.2% |
| BANR | Buy | BANNER CORP | $847,600 | +29.4% | 20,000 | +33.3% | 0.06% | +25.5% |
| CRK | Buy | COMSTOCK RES INC | $739,010 | +59.3% | 67,000 | +67.5% | 0.05% | +57.6% |
| NEE | Buy | NEXTERA ENERGY INC | $720,135 | +103.5% | 12,570 | +163.5% | 0.05% | +92.3% |
| FCX | Sell | FREEPORT-MCMORAN INCcl b | $686,882 | -26.4% | 18,420 | -21.0% | 0.05% | -28.4% |
| CMA | Sell | COMERICA INC | $664,800 | -47.7% | 16,000 | -46.7% | 0.05% | -48.9% |
| AQN | Buy | ALGONQUIN PWR UTILS CORP | $662,827 | -27.7% | 111,964 | +0.8% | 0.05% | -30.3% |
| ZION | New | ZIONS BANCORPORATION N A | $628,020 | – | 18,000 | – | 0.04% | – |
| TELL | Sell | TELLURIAN INC NEW | $583,700 | -27.1% | 503,190 | -11.4% | 0.04% | -29.3% |
| TFC | New | TRUIST FINANCIAL CORP | $572,200 | – | 20,000 | – | 0.04% | – |
| SOFI | New | SOFI TECHNOLOGIES INC | $559,300 | – | 70,000 | – | 0.04% | – |
| COF | Sell | CAPITAL ONE FINL CORP | $533,775 | -30.3% | 5,500 | -21.4% | 0.04% | -32.7% |
| USB | New | US BANCORP DEL | $495,900 | – | 15,000 | – | 0.04% | – |
| SCHW | Sell | SCHWAB CHARLES CORP | $494,100 | -41.9% | 9,000 | -40.0% | 0.04% | -42.6% |
| WAL | Sell | WESTERN ALLIANCE BANCORP | $321,790 | -74.8% | 7,000 | -80.0% | 0.02% | -75.0% |
| STT | Buy | STATE STR CORP | $267,840 | +22.0% | 4,000 | +33.3% | 0.02% | +18.8% |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -35,000 | – | -0.05% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -12,090 | – | -0.06% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -16,500 | – | -0.23% | – |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP | $0 | – | -59,100 | – | -0.26% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SMCI | New | SUPER MICRO COMPUTER INC | $54,535,900 | – | 218,800 | – | 3.93% | – |
| OKE | New | ONEOK INC NEW | $28,010,141 | – | 453,826 | – | 2.02% | – |
| KMI | New | KINDER MORGAN INC DEL | $27,577,675 | – | 1,601,491 | – | 1.99% | – |
| LNG | New | CHENIERE ENERGY INC | $26,726,534 | – | 175,417 | – | 1.93% | – |
| EQT | New | EQT CORP | $25,163,334 | – | 611,800 | – | 1.81% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC - CL Acl a | $24,854,880 | – | 48 | – | 1.79% | – |
| ENB | New | ENBRIDGE INC | $24,019,890 | – | 646,565 | – | 1.73% | – |
| SRE | New | SEMPRA | $23,969,938 | – | 164,640 | – | 1.73% | – |
| ATO | New | ATMOS ENERGY CORP | $23,824,803 | – | 204,786 | – | 1.72% | – |
| TRP | New | TC ENERGY CORP | $23,744,916 | – | 587,600 | – | 1.71% | – |
| SO | New | SOUTHERN CO | $23,196,550 | – | 330,200 | – | 1.67% | – |
| PAA | New | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTNunit ltd partn | $21,161,788 | – | 1,500,836 | – | 1.52% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $20,995,380 | – | 126,000 | – | 1.51% | – |
| CLH | New | CLEAN HARBORS INC COM | $20,915,496 | – | 127,200 | – | 1.51% | – |
| WCC | New | WESCO INTL INC | $20,162,156 | – | 112,600 | – | 1.45% | – |
| ASO | New | ACADEMY SPORTS & OUTDOORS INC COM | $18,268,900 | – | 338,000 | – | 1.32% | – |
| PBF | New | PBF ENERGY INCcl a | $17,589,216 | – | 429,634 | – | 1.27% | – |
| WEC | New | WEC ENERGY GROUP INC | $17,536,818 | – | 198,740 | – | 1.26% | – |
| D | New | DOMINION ENERGY INC | $16,882,349 | – | 325,977 | – | 1.22% | – |
| AN | New | AUTONATION INC | $16,279,929 | – | 98,900 | – | 1.17% | – |
| CMC | New | COMMERCIAL METALS CO | $15,998,108 | – | 303,800 | – | 1.15% | – |
| DKS | New | DICKS SPORTING GOODS INC | $15,439,792 | – | 116,800 | – | 1.11% | – |
| PCG | New | PG&E CORP | $15,131,215 | – | 875,649 | – | 1.09% | – |
| PAGP | New | PLAINS GP HLDGS L Pltd partnr int a | $15,083,593 | – | 1,017,100 | – | 1.09% | – |
| CNP | New | CENTERPOINT ENERGY INC | $14,295,976 | – | 490,428 | – | 1.03% | – |
| CVI | New | CVR ENERGY INC | $14,021,280 | – | 468,000 | – | 1.01% | – |
| CASY | New | CASEYS GEN STORES INC | $13,974,324 | – | 57,300 | – | 1.01% | – |
| MUSA | New | MURPHY USA INC | $13,439,952 | – | 43,200 | – | 0.97% | – |
| CSCO | New | CISCO SYS INC | $12,955,075 | – | 250,388 | – | 0.93% | – |
| ED | New | CONSOLIDATED EDISON INC | $12,559,814 | – | 138,936 | – | 0.90% | – |
| JPM | New | JPMORGAN CHASE & CO. | $12,136,968 | – | 83,450 | – | 0.88% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP INC COM | $12,083,104 | – | 192,990 | – | 0.87% | – |
| NI | New | NISOURCE INC | $11,956,900 | – | 437,181 | – | 0.86% | – |
| SON | New | SONOCO PRODS CO | $11,485,292 | – | 194,600 | – | 0.83% | – |
| NGG | New | NATIONAL GRID PLCsponsored adr ne | $11,388,466 | – | 169,144 | – | 0.82% | – |
| GPRE | New | GREEN PLAINS INC | $11,022,856 | – | 341,900 | – | 0.80% | – |
| CMS | New | CMS ENERGY CORP | $10,845,133 | – | 184,598 | – | 0.78% | – |
| DUK | New | DUKE ENERGY CORP NEW | $10,722,763 | – | 119,487 | – | 0.77% | – |
| BJ | New | BJS WHSL CLUB HLDGS INC | $10,585,680 | – | 168,000 | – | 0.76% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS COM | $9,814,964 | – | 73,350 | – | 0.71% | – |
| CVX | New | CHEVRON CORP NEW | $9,791,104 | – | 62,225 | – | 0.71% | – |
| DOW | New | DOW INC | $9,490,932 | – | 178,200 | – | 0.68% | – |
| XOM | New | EXXON MOBIL CORP | $9,385,448 | – | 87,510 | – | 0.68% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $9,345,847 | – | 251,300 | – | 0.67% | – |
| DTM | New | DT MIDSTREAM INC | $8,674,750 | – | 175,000 | – | 0.62% | – |
| HPQ | New | HP INC | $8,534,309 | – | 277,900 | – | 0.62% | – |
| JBL | New | JABIL INC | $7,824,385 | – | 72,495 | – | 0.56% | – |
| WFC | New | WELLS FARGO CO NEW | $7,682,400 | – | 180,000 | – | 0.55% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $7,653,975 | – | 42,700 | – | 0.55% | – |
| DVN | New | DEVON ENERGY CORP NEW | $7,463,696 | – | 154,400 | – | 0.54% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROBR SPONSORED ADRsponsored adr | $7,412,880 | – | 536,000 | – | 0.53% | – |
| XEL | New | XCEL ENERGY INC | $7,385,734 | – | 118,799 | – | 0.53% | – |
| WTRG | New | ESSENTIAL UTILS INC | $7,299,539 | – | 182,900 | – | 0.53% | – |
| OGS | New | ONE GAS INC | $7,087,643 | – | 92,275 | – | 0.51% | – |
| KO | New | COCA COLA CO | $7,087,894 | – | 117,700 | – | 0.51% | – |
| ET | New | ENERGY TRANSFER L P | $6,965,950 | – | 548,500 | – | 0.50% | – |
| PFE | New | PFIZER INC | $6,954,528 | – | 189,600 | – | 0.50% | – |
| F | New | FORD MTR CO DEL | $6,838,760 | – | 452,000 | – | 0.49% | – |
| MS | New | MORGAN STANLEY | $6,712,440 | – | 78,600 | – | 0.48% | – |
| CNQ | New | CANADIAN NAT RES LTD | $6,638,680 | – | 118,000 | – | 0.48% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO COM | $6,626,796 | – | 24,400 | – | 0.48% | – |
| C | New | CITIGROUP INC | $6,574,512 | – | 142,800 | – | 0.47% | – |
| EXC | New | EXELON CORP | $6,425,961 | – | 157,731 | – | 0.46% | – |
| DTE | New | DTE ENERGY CO | $6,304,586 | – | 57,304 | – | 0.45% | – |
| ES | New | EVERSOURCE ENERGY | $6,246,279 | – | 88,075 | – | 0.45% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE CO COM | $6,178,418 | – | 367,763 | – | 0.44% | – |
| NJR | New | NEW JERSEY RES CORP | $6,128,165 | – | 129,834 | – | 0.44% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $6,109,404 | – | 154,200 | – | 0.44% | – |
| SU | New | SUNCOR ENERGY INC NEW | $5,983,039 | – | 204,060 | – | 0.43% | – |
| MRK | New | MERCK & CO INC | $5,711,805 | – | 49,500 | – | 0.41% | – |
| UNP | New | UNION PAC CORP | $5,667,974 | – | 27,700 | – | 0.41% | – |
| TD | New | TORONTO DOMINION BK ONT | $5,680,116 | – | 91,600 | – | 0.41% | – |
| HD | New | HOME DEPOT INC | $5,653,648 | – | 18,200 | – | 0.41% | – |
| JNJ | New | JOHNSON & JOHNSON | $5,660,784 | – | 34,200 | – | 0.41% | – |
| PM | New | PHILIP MORRIS INTL INC | $5,583,864 | – | 57,200 | – | 0.40% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L P COM | $5,533,500 | – | 210,000 | – | 0.40% | – |
| CL | New | COLGATE PALMOLIVE CO | $5,539,176 | – | 71,900 | – | 0.40% | – |
| MFC | New | MANULIFE FINL CORP | $5,499,028 | – | 290,800 | – | 0.40% | – |
| FTS | New | FORTIS INC | $5,488,632 | – | 127,376 | – | 0.40% | – |
| EQNR | New | EQUINOR ASAsponsored adr | $5,491,480 | – | 188,000 | – | 0.40% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $5,469,840 | – | 96,300 | – | 0.39% | – |
| MO | New | ALTRIA GROUP INC | $5,381,640 | – | 118,800 | – | 0.39% | – |
| MET | New | METLIFE INC | $5,376,003 | – | 95,100 | – | 0.39% | – |
| BCE | New | BCE INC | $5,356,825 | – | 117,500 | – | 0.39% | – |
| RY | New | ROYAL BK CDA | $5,319,907 | – | 55,700 | – | 0.38% | – |
| UL | New | UNILEVER PLCspon adr new | $5,275,556 | – | 101,200 | – | 0.38% | – |
| TXN | New | TEXAS INSTRS INC | $5,254,604 | – | 29,189 | – | 0.38% | – |
| TTE | New | TOTALENERGIES SEsponsored adr | $5,216,420 | – | 90,500 | – | 0.38% | – |
| GILD | New | GILEAD SCIENCES INC | $5,048,085 | – | 65,500 | – | 0.36% | – |
| STLD | New | STEEL DYNAMICS INC | $5,054,352 | – | 46,400 | – | 0.36% | – |
| BP | New | BP PLCsponsored adr | $4,993,535 | – | 141,500 | – | 0.36% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $4,953,440 | – | 149,200 | – | 0.36% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $4,930,545 | – | 77,100 | – | 0.36% | – |
| CVS | New | CVS HEALTH CORP | $4,928,969 | – | 71,300 | – | 0.36% | – |
| KHC | New | KRAFT HEINZ CO | $4,895,450 | – | 137,900 | – | 0.35% | – |
| SWX | New | SOUTHWEST GAS HLDGS INC | $4,895,767 | – | 76,917 | – | 0.35% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $4,596,800 | – | 33,800 | – | 0.33% | – |
| NFG | New | NATIONAL FUEL GAS CO | $4,582,545 | – | 89,224 | – | 0.33% | – |
| INTC | New | INTEL CORP | $4,537,808 | – | 135,700 | – | 0.33% | – |
| ABBV | New | ABBVIE INC | $4,473,036 | – | 33,200 | – | 0.32% | – |
| T | New | AT&T INC | $4,458,982 | – | 279,560 | – | 0.32% | – |
| MPLX | New | MPLX LP | $4,376,529 | – | 128,949 | – | 0.32% | – |
| AM | New | ANTERO MIDSTREAM CORP | $4,020,560 | – | 346,600 | – | 0.29% | – |
| MDU | New | MDU RES GROUP INC | $3,999,687 | – | 191,007 | – | 0.29% | – |
| MMM | New | 3M CO | $3,918,524 | – | 39,150 | – | 0.28% | – |
| BKH | New | BLACK HILLS CORP | $3,895,628 | – | 64,647 | – | 0.28% | – |
| SR | New | SPIRE INC | $3,862,925 | – | 60,891 | – | 0.28% | – |
| AEE | New | AMEREN CORP | $3,743,753 | – | 45,840 | – | 0.27% | – |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP | $3,683,112 | – | 59,100 | – | 0.26% | – |
| PHM | New | PULTE GROUP INC | $3,666,496 | – | 47,200 | – | 0.26% | – |
| TRGP | New | TARGA RES CORP | $3,584,310 | – | 47,100 | – | 0.26% | – |
| DELL | New | DELL TECHNOLOGIES INCcl c | $3,549,616 | – | 65,600 | – | 0.26% | – |
| AMAT | New | APPLIED MATLS INC | $3,486,016 | – | 24,118 | – | 0.25% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC COM | $3,481,478 | – | 122,200 | – | 0.25% | – |
| WMB | New | WILLIAMS COS INC | $3,473,529 | – | 106,452 | – | 0.25% | – |
| LRCX | New | LAM RESEARCH CORP | $3,445,730 | – | 5,360 | – | 0.25% | – |
| PXD | New | PIONEER NAT RES CO | $3,428,829 | – | 16,550 | – | 0.25% | – |
| AGR | New | AVANGRID INC | $3,406,272 | – | 90,400 | – | 0.25% | – |
| ON | New | ON SEMICONDUCTOR CORP | $3,395,422 | – | 35,900 | – | 0.24% | – |
| KLAC | New | KLA CORP | $3,403,870 | – | 7,018 | – | 0.24% | – |
| EOG | New | EOG RES INC | $3,356,525 | – | 29,330 | – | 0.24% | – |
| DHI | New | D R HORTON INC | $3,346,475 | – | 27,500 | – | 0.24% | – |
| TKR | New | TIMKEN CO | $3,304,233 | – | 36,100 | – | 0.24% | – |
| PPL | New | PPL CORP | $3,289,481 | – | 124,319 | – | 0.24% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $3,273,491 | – | 24,920 | – | 0.24% | – |
| COP | New | CONOCOPHILLIPS | $3,247,655 | – | 31,345 | – | 0.23% | – |
| UAL | New | UNITED AIRLS HLDGS INC | $3,231,843 | – | 58,900 | – | 0.23% | – |
| BKU | New | BANKUNITED INC | $3,232,500 | – | 150,000 | – | 0.23% | – |
| WES | New | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | $3,200,964 | – | 120,700 | – | 0.23% | – |
| NTAP | New | NETAPP INC | $3,206,890 | – | 41,975 | – | 0.23% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $3,203,400 | – | 285,000 | – | 0.23% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $3,175,095 | – | 16,500 | – | 0.23% | – |
| NVR | New | NVR INC | $3,175,310 | – | 500 | – | 0.23% | – |
| DRI | New | DARDEN RESTAURANTS INC | $3,090,980 | – | 18,500 | – | 0.22% | – |
| NSP | New | INSPERITY INC | $3,092,960 | – | 26,000 | – | 0.22% | – |
| CNOB | New | CONNECTONE BANCORP INC | $3,069,150 | – | 185,000 | – | 0.22% | – |
| HWC | New | HANCOCK WHITNEY CORPORATION | $3,070,400 | – | 80,000 | – | 0.22% | – |
| DDS | New | DILLARDS INCcl a | $3,001,776 | – | 9,200 | – | 0.22% | – |
| OCFC | New | OCEANFIRST FINL CORP | $2,967,800 | – | 190,000 | – | 0.21% | – |
| FFIC | New | FLUSHING FINL CORP | $2,949,600 | – | 240,000 | – | 0.21% | – |
| AMR | New | ALPHA METALLURGICAL RESOUR INC COM | $2,958,480 | – | 18,000 | – | 0.21% | – |
| LOW | New | LOWES COS INC | $2,934,100 | – | 13,000 | – | 0.21% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $2,907,120 | – | 24,000 | – | 0.21% | – |
| MAS | New | MASCO CORP | $2,857,524 | – | 49,800 | – | 0.21% | – |
| OII | New | OCEANEERING INTL INC | $2,864,840 | – | 153,200 | – | 0.21% | – |
| MPC | New | MARATHON PETE CORP | $2,821,720 | – | 24,200 | – | 0.20% | – |
| COG | New | COTERRA ENERGY INC | $2,793,120 | – | 110,400 | – | 0.20% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $2,686,128 | – | 32,100 | – | 0.19% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $2,688,400 | – | 130,000 | – | 0.19% | – |
| CAT | New | CATERPILLAR INC | $2,657,340 | – | 10,800 | – | 0.19% | – |
| UGI | New | UGI CORP NEW | $2,647,159 | – | 98,152 | – | 0.19% | – |
| DE | New | DEERE & CO | $2,593,216 | – | 6,400 | – | 0.19% | – |
| TROW | New | PRICE T ROWE GROUP INC | $2,576,460 | – | 23,000 | – | 0.19% | – |
| EBC | New | EASTERN BANKSHARES INC | $2,576,700 | – | 210,000 | – | 0.19% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $2,575,000 | – | 50,000 | – | 0.19% | – |
| NUE | New | NUCOR CORP | $2,574,486 | – | 15,700 | – | 0.19% | – |
| AMP | New | AMERIPRISE FINL INC | $2,557,632 | – | 7,700 | – | 0.18% | – |
| LBAI | New | LAKELAND BANCORP INC | $2,544,100 | – | 190,000 | – | 0.18% | – |
| WTFC | New | WINTRUST FINL CORP | $2,541,700 | – | 35,000 | – | 0.18% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $2,529,702 | – | 21,258 | – | 0.18% | – |
| TPR | New | TAPESTRY INC | $2,512,360 | – | 58,700 | – | 0.18% | – |
| BBY | New | BEST BUY INC | $2,507,670 | – | 30,600 | – | 0.18% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $2,509,710 | – | 26,600 | – | 0.18% | – |
| QCOM | New | QUALCOMM INC | $2,473,889 | – | 20,782 | – | 0.18% | – |
| PACW | New | PACWEST BANCORP DEL | $2,445,000 | – | 300,000 | – | 0.18% | – |
| INDB | New | INDEPENDENT BK CORP MASS | $2,448,050 | – | 55,000 | – | 0.18% | – |
| NWN | New | NORTHWEST NAT HLDG CO | $2,363,574 | – | 54,903 | – | 0.17% | – |
| EQH | New | EQUITABLE HLDGS INC COM | $2,292,304 | – | 84,400 | – | 0.16% | – |
| ASB | New | ASSOCIATED BANC CORP | $2,272,200 | – | 140,000 | – | 0.16% | – |
| TITN | New | TITAN MACHY INC | $2,215,450 | – | 75,100 | – | 0.16% | – |
| APA | New | APA CORPORATION | $2,183,463 | – | 63,900 | – | 0.16% | – |
| CF | New | CF INDS HLDGS INC | $2,179,788 | – | 31,400 | – | 0.16% | – |
| New | BATH & BODY WORKS INC | $2,160,000 | – | 57,600 | – | 0.16% | – | |
| CLF | New | CLEVELAND-CLIFFS INC NEW | $2,110,084 | – | 125,900 | – | 0.15% | – |
| AMGN | New | AMGEN INC | $2,109,190 | – | 9,500 | – | 0.15% | – |
| SIRI | New | SIRIUS XM HOLDINGS INC | $2,089,689 | – | 461,300 | – | 0.15% | – |
| WNEB | New | WESTERN NEW ENG BANCORP INC | $2,073,200 | – | 355,000 | – | 0.15% | – |
| FBP | New | FIRST BANCORP P R | $1,955,200 | – | 160,000 | – | 0.14% | – |
| NECB | New | NORTHEAST CMNTY BANCORP INC | $1,934,400 | – | 130,000 | – | 0.14% | – |
| MRNA | New | MODERNA INC | $1,919,700 | – | 15,800 | – | 0.14% | – |
| ONB | New | OLD NATL BANCORP IND | $1,881,900 | – | 135,000 | – | 0.14% | – |
| LNT | New | ALLIANT ENERGY CORP | $1,779,072 | – | 33,900 | – | 0.13% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,705,000 | – | 5,000 | – | 0.12% | – |
| FISV | New | FISERV INC | $1,703,025 | – | 13,500 | – | 0.12% | – |
| PYPL | New | PAYPAL HLDGS INC | $1,701,615 | – | 25,500 | – | 0.12% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $1,691,190 | – | 4,300 | – | 0.12% | – |
| V | New | VISA INC | $1,686,108 | – | 7,100 | – | 0.12% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $1,660,600 | – | 190,000 | – | 0.12% | – |
| FIS | New | FIDELITY NATL INFORMATION SVCS COM | $1,586,300 | – | 29,000 | – | 0.11% | – |
| CFG | New | CITIZENS FINL GROUP INC | $1,564,800 | – | 60,000 | – | 0.11% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,520,180 | – | 58,000 | – | 0.11% | – |
| CMA | New | COMERICA INC | $1,270,800 | – | 30,000 | – | 0.09% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $1,276,450 | – | 35,000 | – | 0.09% | – |
| MTB | New | M & T BK CORP | $1,237,600 | – | 10,000 | – | 0.09% | – |
| KEY | New | KEYCORP | $1,201,200 | – | 130,000 | – | 0.09% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $1,172,490 | – | 5,500 | – | 0.08% | – |
| ENLC | New | ENLINK MIDSTREAM LLC | $1,155,400 | – | 109,000 | – | 0.08% | – |
| NWE | New | NORTHWESTERN CORP | $1,095,354 | – | 19,298 | – | 0.08% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC N C CL Acl a | $1,090,933 | – | 850 | – | 0.08% | – |
| AVA | New | AVISTA CORP | $1,023,847 | – | 26,072 | – | 0.07% | – |
| SLB | New | SCHLUMBERGER LTD | $997,627 | – | 20,310 | – | 0.07% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $932,800 | – | 23,320 | – | 0.07% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $917,389 | – | 111,064 | – | 0.07% | – |
| HAL | New | HALLIBURTON CO | $895,679 | – | 27,150 | – | 0.06% | – |
| PDCE | New | PDC ENERGY INC | $860,083 | – | 12,090 | – | 0.06% | – |
| UTL | New | UNITIL CORP | $856,898 | – | 16,898 | – | 0.06% | – |
| SCHW | New | SCHWAB CHARLES CORP | $850,200 | – | 15,000 | – | 0.06% | – |
| MGEE | New | MGE ENERGY INC | $852,727 | – | 10,779 | – | 0.06% | – |
| TELL | New | TELLURIAN INC NEW | $801,148 | – | 568,190 | – | 0.06% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $806,350 | – | 2,500 | – | 0.06% | – |
| AR | New | ANTERO RESOURCES CORP | $780,717 | – | 33,900 | – | 0.06% | – |
| FTI | New | TECHNIPFMC PLC | $778,481 | – | 46,840 | – | 0.06% | – |
| COF | New | CAPITAL ONE FINL CORP | $765,590 | – | 7,000 | – | 0.06% | – |
| TS | New | TENARIS S Asponsored ads | $748,750 | – | 25,000 | – | 0.05% | – |
| SOI | New | SOLARIS OILFIELD INFRASTRUCTUR COM CL A | $732,374 | – | 87,920 | – | 0.05% | – |
| EGBN | New | EAGLE BANCORP INC MD | $740,600 | – | 35,000 | – | 0.05% | – |
| BANR | New | BANNER CORP | $655,050 | – | 15,000 | – | 0.05% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $522,250 | – | 25,000 | – | 0.04% | – |
| CRK | New | COMSTOCK RES INC | $464,000 | – | 40,000 | – | 0.03% | – |
| PSX | New | PHILLIPS 66 | $381,520 | – | 4,000 | – | 0.03% | – |
| ETR | New | ENTERGY CORP NEW | $366,111 | – | 3,760 | – | 0.03% | – |
| NEE | New | NEXTERA ENERGY INC | $353,934 | – | 4,770 | – | 0.03% | – |
| RGCO | New | RGC RES INC | $343,595 | – | 17,154 | – | 0.02% | – |
| STT | New | STATE STR CORP | $219,540 | – | 3,000 | – | 0.02% | – |
| ASX | New | ASE TECHNOLOGY HLDG CO LTDsponsored adr | $97,375 | – | 12,500 | – | 0.01% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -11,569 | – | -0.01% | – |
| ASX | Exit | ASE TECHNOLOGY HLDG CO LTDsponsored ads | $0 | – | -16,838 | – | -0.01% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -10,000 | – | -0.02% | – |
| NR | Exit | NEWPARK RES INC | $0 | – | -120,950 | – | -0.02% | – |
| WTTR | Exit | SELECT ENERGY SVCS INC | $0 | – | -49,660 | – | -0.02% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -3,760 | – | -0.03% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -4,770 | – | -0.03% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -800 | – | -0.03% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -20,254 | – | -0.03% | – |
| GEL | Exit | GENESIS ENERGY L Punit ltd partn | $0 | – | -53,700 | – | -0.03% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -13,000 | – | -0.03% | – |
| MGY | Exit | MAGNOLIA OIL & GAS CORPcl a | $0 | – | -25,800 | – | -0.04% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -65,240 | – | -0.04% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -3,900 | – | -0.04% | – |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -55,000 | – | -0.04% | – |
| TS | Exit | TENARIS S Asponsored ads | $0 | – | -25,000 | – | -0.04% | – |
| COG | Exit | COTERRA ENERGY INC | $0 | – | -25,510 | – | -0.05% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -27,150 | – | -0.05% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -12,090 | – | -0.05% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -6,120 | – | -0.05% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -12,029 | – | -0.06% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -3,650 | – | -0.06% | – |
| SOI | Exit | SOLARIS OILFIELD INFRASTRUCTUR COM CL A | $0 | – | -87,920 | – | -0.06% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -10,500 | – | -0.06% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -18,998 | – | -0.06% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -26,310 | – | -0.06% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -20,698 | – | -0.07% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -28,372 | – | -0.07% | – |
| ZIM | Exit | ZIM INTEGRATED SHIPPING SERV SHS | $0 | – | -45,500 | – | -0.07% | – |
| COIN | Exit | COINBASE GLOBAL INC | $0 | – | -16,800 | – | -0.08% | – |
| AAPL | Exit | APPLE INC | $0 | – | -8,018 | – | -0.08% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -133,400 | – | -0.08% | – |
| SHBI | Exit | SHORE BANCSHARES INC | $0 | – | -73,000 | – | -0.09% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -15,000 | – | -0.09% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -122,664 | – | -0.09% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -4,766 | – | -0.09% | – |
| CLF | Exit | CLEVELAND-CLIFFS INC NEW | $0 | – | -108,700 | – | -0.10% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -10,000 | – | -0.10% | – |
| ZION | Exit | ZIONS BANCORPORATION N A | $0 | – | -30,000 | – | -0.10% | – |
| DSKE | Exit | DASEKE INC | $0 | – | -279,600 | – | -0.10% | – |
| TFC | Exit | TRUIST FINANCIAL CORP | $0 | – | -35,000 | – | -0.10% | – |
| V | Exit | VISA INC | $0 | – | -8,625 | – | -0.11% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -52,000 | – | -0.11% | – |
| CG | Exit | CARLYLE GROUP INC | $0 | – | -63,300 | – | -0.11% | – |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -218,800 | – | -0.12% | – |
| TELL | Exit | TELLURIAN INC NEW | $0 | – | -746,690 | – | -0.12% | – |
| WES | Exit | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | $0 | – | -71,800 | – | -0.12% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -58,000 | – | -0.13% | – |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP | $0 | – | -39,100 | – | -0.13% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -20,900 | – | -0.13% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -30,100 | – | -0.13% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -6,500 | – | -0.13% | – |
| CMA | Exit | COMERICA INC | $0 | – | -27,000 | – | -0.13% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -43,700 | – | -0.13% | – |
| FB | Exit | META PLATFORMS INCcl a | $0 | – | -14,400 | – | -0.14% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -150,000 | – | -0.14% | – |
| TGT | Exit | TARGET CORP | $0 | – | -13,500 | – | -0.14% | – |
| Exit | BATH & BODY WORKS INC | $0 | – | -61,200 | – | -0.14% | – | |
| STT | Exit | STATE STR CORP | $0 | – | -33,000 | – | -0.14% | – |
| BBW | Exit | BUILD-A-BEAR WORKSHOP INC | $0 | – | -151,900 | – | -0.14% | – |
| CINF | Exit | CINCINNATI FINL CORP | $0 | – | -22,600 | – | -0.14% | – |
| ECPG | Exit | ENCORE CAP GROUP INC | $0 | – | -44,400 | – | -0.14% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -22,000 | – | -0.14% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -39,500 | – | -0.14% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -11,200 | – | -0.14% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -39,300 | – | -0.14% | – |
| MRNA | Exit | MODERNA INC | $0 | – | -17,700 | – | -0.14% | – |
| KEY | Exit | KEYCORP | $0 | – | -132,000 | – | -0.15% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -20,300 | – | -0.15% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -8,000 | – | -0.15% | – |
| Exit | CADENCE BANK | $0 | – | -85,000 | – | -0.15% | – | |
| DCP | Exit | DCP MIDSTREAM LP | $0 | – | -57,800 | – | -0.15% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -5,920 | – | -0.15% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -18,600 | – | -0.15% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM | $0 | – | -60,700 | – | -0.15% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -80,620 | – | -0.15% | – |
| CAT | Exit | CATERPILLAR INC | $0 | – | -13,500 | – | -0.15% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -56,000 | – | -0.16% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -66,000 | – | -0.16% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -34,500 | – | -0.16% | – |
| COKE | Exit | COCA COLA CONS INC | $0 | – | -5,500 | – | -0.16% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -73,900 | – | -0.16% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -75,000 | – | -0.16% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -79,700 | – | -0.16% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -38,500 | – | -0.16% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -20,188 | – | -0.16% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -81,300 | – | -0.16% | – |
| SSL | Exit | SASOL LTDsponsored adr | $0 | – | -146,200 | – | -0.16% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -37,100 | – | -0.16% | – |
| NLOK | Exit | NORTONLIFELOCK INC. | $0 | – | -115,100 | – | -0.16% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -29,000 | – | -0.16% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -22,100 | – | -0.16% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -63,000 | – | -0.16% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -27,900 | – | -0.16% | – |
| NVR | Exit | NVR INC | $0 | – | -600 | – | -0.16% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -35,900 | – | -0.17% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -107,000 | – | -0.17% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -51,500 | – | -0.17% | – |
| UNVR | Exit | UNIVAR SOLUTIONS INC | $0 | – | -108,500 | – | -0.17% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -28,200 | – | -0.17% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -10,000 | – | -0.17% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -81,300 | – | -0.17% | – |
| COOP | Exit | MR COOPER GROUP INC | $0 | – | -62,000 | – | -0.17% | – |
| EGLE | Exit | EAGLE BULK SHIPPING INC | $0 | – | -58,800 | – | -0.18% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -120,800 | – | -0.18% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -25,200 | – | -0.18% | – |
| APA | Exit | APA CORPORATION | $0 | – | -75,700 | – | -0.18% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -36,800 | – | -0.18% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -40,400 | – | -0.18% | – |
| AA | Exit | ALCOA CORP | $0 | – | -77,700 | – | -0.18% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -19,600 | – | -0.18% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO COM | $0 | – | -15,600 | – | -0.19% | – |
| SIRI | Exit | SIRIUS XM HOLDINGS INC | $0 | – | -477,500 | – | -0.19% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -23,558 | – | -0.19% | – |
| CBT | Exit | CABOT CORP | $0 | – | -42,900 | – | -0.19% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -28,700 | – | -0.19% | – |
| NWN | Exit | NORTHWEST NAT HLDG CO | $0 | – | -63,903 | – | -0.19% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -330,000 | – | -0.20% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -14,200 | – | -0.20% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -22,900 | – | -0.20% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -46,200 | – | -0.20% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -275,000 | – | -0.20% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -31,100 | – | -0.20% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -37,600 | – | -0.21% | – |
| PPL | Exit | PPL CORP | $0 | – | -118,119 | – | -0.21% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -4,400 | – | -0.21% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -106,452 | – | -0.21% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -141,000 | – | -0.22% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -32,400 | – | -0.22% | – |
| VIAC | Exit | PARAMOUNT GLOBAL | $0 | – | -164,900 | – | -0.22% | – |
| EPD | Exit | ENTERPRISE PRODS PARTNERS L P COM | $0 | – | -132,400 | – | -0.22% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -73,200 | – | -0.22% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -206,800 | – | -0.22% | – |
| NECB | Exit | NORTHEAST CMNTY BANCORP INC | $0 | – | -260,000 | – | -0.22% | – |
| EBC | Exit | EASTERN BANKSHARES INC | $0 | – | -166,000 | – | -0.22% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -7,000 | – | -0.23% | – |
| ARCH | Exit | ARCH RESOURCES INCcl a | $0 | – | -28,100 | – | -0.23% | – |
| AM | Exit | ANTERO MIDSTREAM CORP | $0 | – | -366,400 | – | -0.23% | – |
| WNEB | Exit | WESTERN NEW ENG BANCORP INC | $0 | – | -415,000 | – | -0.23% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -175,000 | – | -0.23% | – |
| GRIN | Exit | GRINDROD SHIPPING HOLDINGS LTD SHS | $0 | – | -141,300 | – | -0.23% | – |
| PVAC | Exit | RANGER OIL CORPORATION | $0 | – | -109,100 | – | -0.24% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -185,000 | – | -0.24% | – |
| TWI | Exit | TITAN INTL INC ILL | $0 | – | -284,100 | – | -0.24% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -52,200 | – | -0.24% | – |
| EQNR | Exit | EQUINOR ASAsponsored adr | $0 | – | -105,900 | – | -0.24% | – |
| CNOB | Exit | CONNECTONE BANCORP INC | $0 | – | -164,000 | – | -0.26% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -117,652 | – | -0.26% | – |
| T | Exit | AT&T INC | $0 | – | -259,260 | – | -0.28% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -11,700 | – | -0.28% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -49,840 | – | -0.28% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -200,000 | – | -0.28% | – |
| MPLX | Exit | MPLX LP | $0 | – | -138,353 | – | -0.29% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE CO COM | $0 | – | -358,955 | – | -0.30% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -103,100 | – | -0.30% | – |
| ENLC | Exit | ENLINK MIDSTREAM LLC | $0 | – | -485,200 | – | -0.30% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -115,100 | – | -0.31% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -96,000 | – | -0.31% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -73,500 | – | -0.31% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -48,300 | – | -0.31% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -292,000 | – | -0.32% | – |
| GLW | Exit | CORNING INC | $0 | – | -158,800 | – | -0.32% | – |
| SR | Exit | SPIRE INC | $0 | – | -74,091 | – | -0.32% | – |
| EXC | Exit | EXELON CORP | $0 | – | -123,531 | – | -0.32% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -169,407 | – | -0.32% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -114,900 | – | -0.32% | – |
| BCE | Exit | BCE INC | $0 | – | -111,100 | – | -0.32% | – |
| RY | Exit | ROYAL BK CDA | $0 | – | -52,900 | – | -0.33% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -19,000 | – | -0.33% | – |
| BANR | Exit | BANNER CORP | $0 | – | -81,000 | – | -0.33% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -300,000 | – | -0.33% | – |
| PFE | Exit | PFIZER INC | $0 | – | -110,800 | – | -0.34% | – |
| AMR | Exit | ALPHA METALLURGICAL RESOUR INC COM | $0 | – | -35,600 | – | -0.34% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -83,100 | – | -0.34% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -73,247 | – | -0.34% | – |
| INTC | Exit | INTEL CORP | $0 | – | -193,679 | – | -0.34% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -125,600 | – | -0.35% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -108,000 | – | -0.35% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -143,500 | – | -0.35% | – |
| INDB | Exit | INDEPENDENT BK CORP MASS | $0 | – | -69,000 | – | -0.36% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -380,000 | – | -0.36% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -33,875 | – | -0.36% | – |
| MET | Exit | METLIFE INC | $0 | – | -87,300 | – | -0.37% | – |
| AFL | Exit | AFLAC INC | $0 | – | -94,700 | – | -0.37% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -159,600 | – | -0.37% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -68,875 | – | -0.37% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -177,600 | – | -0.38% | – |
| ONB | Exit | OLD NATL BANCORP IND | $0 | – | -330,000 | – | -0.38% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -120,000 | – | -0.38% | – |
| TTE | Exit | TOTALENERGIES SEsponsored ads | $0 | – | -119,300 | – | -0.38% | – |
| FTS | Exit | FORTIS INC | $0 | – | -147,976 | – | -0.39% | – |
| SWX | Exit | SOUTHWEST GAS HLDGS INC | $0 | – | -80,917 | – | -0.39% | – |
| ARLP | Exit | ALLIANCE RESOURCE PARTNERS L P UT LTD PARTut ltd part | $0 | – | -246,400 | – | -0.39% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -81,000 | – | -0.39% | – |
| NJR | Exit | NEW JERSEY RES CORP | $0 | – | -147,134 | – | -0.39% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -201,500 | – | -0.40% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -98,000 | – | -0.40% | – |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC N C CL Acl a | $0 | – | -7,300 | – | -0.40% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -133,200 | – | -0.40% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -97,700 | – | -0.41% | – |
| SU | Exit | SUNCOR ENERGY INC NEWadr | $0 | – | -208,860 | – | -0.41% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -98,300 | – | -0.41% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -84,500 | – | -0.42% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -36,900 | – | -0.42% | – |
| C | Exit | CITIGROUP INC | $0 | – | -146,400 | – | -0.42% | – |
| HPQ | Exit | HP INC | $0 | – | -246,400 | – | -0.42% | – |
| NFG | Exit | NATIONAL FUEL GAS CO | $0 | – | -104,524 | – | -0.44% | – |
| EOG | Exit | EOG RES INC | $0 | – | -57,830 | – | -0.45% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -40,900 | – | -0.46% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -206,471 | – | -0.48% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC COM | $0 | – | -220,400 | – | -0.48% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -67,545 | – | -0.48% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -60,904 | – | -0.48% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -88,800 | – | -0.48% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -82,010 | – | -0.50% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -95,600 | – | -0.51% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -105,375 | – | -0.51% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -56,300 | – | -0.52% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -206,750 | – | -0.54% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -95,800 | – | -0.55% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -132,299 | – | -0.58% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -81,250 | – | -0.59% | – |
| WTRG | Exit | ESSENTIAL UTILS INC | $0 | – | -205,400 | – | -0.59% | – |
| ET | Exit | ENERGY TRANSFER L P | $0 | – | -801,200 | – | -0.61% | – |
| KO | Exit | COCA COLA CO | $0 | – | -162,200 | – | -0.63% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -151,000 | – | -0.64% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS COM | $0 | – | -80,800 | – | -0.66% | – |
| DOW | Exit | DOW INC | $0 | – | -220,200 | – | -0.67% | – |
| MMM | Exit | 3M CO | $0 | – | -87,900 | – | -0.67% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -337,600 | – | -0.68% | – |
| DTM | Exit | DT MIDSTREAM INC | $0 | – | -191,300 | – | -0.69% | – |
| AN | Exit | AUTONATION INC | $0 | – | -97,700 | – | -0.69% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -44,750 | – | -0.70% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -183,400 | – | -0.70% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -102,900 | – | -0.70% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -357,300 | – | -0.72% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -123,100 | – | -0.73% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -74,475 | – | -0.74% | – |
| SON | Exit | SONOCO PRODS CO | $0 | – | -188,600 | – | -0.74% | – |
| PAGP | Exit | PLAINS GP HLDGS L P | $0 | – | -985,700 | – | -0.74% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -92,800 | – | -0.77% | – |
| CLH | Exit | CLEAN HARBORS INC COM | $0 | – | -101,300 | – | -0.77% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -55,600 | – | -0.78% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -199,898 | – | -0.80% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -42,500 | – | -0.81% | – |
| DKS | Exit | DICKS SPORTING GOODS INCcl a | $0 | – | -113,100 | – | -0.82% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP INC COM | $0 | – | -211,190 | – | -0.82% | – |
| ASO | Exit | ACADEMY SPORTS & OUTDOORS INC COM | $0 | – | -283,100 | – | -0.82% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -123,300 | – | -0.85% | – |
| NI | Exit | NISOURCE INC | $0 | – | -487,381 | – | -0.85% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -131,887 | – | -0.85% | – |
| PCG | Exit | PG&E CORP | $0 | – | -998,649 | – | -0.86% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -380,900 | – | -0.93% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -262,744 | – | -0.94% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -160,436 | – | -0.95% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -515,728 | – | -1.00% | – |
| PAA | Exit | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTNunit ltd partn | $0 | – | -1,430,236 | – | -1.04% | – |
| BJ | Exit | BJS WHSL CLUB HLDGS INC | $0 | – | -214,200 | – | -1.08% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -529,134 | – | -1.29% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -220,540 | – | -1.36% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -406,926 | – | -1.44% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -367,200 | – | -1.73% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -365,577 | – | -1.75% | – |
| TRP | Exit | TC ENERGY CORP | $0 | – | -628,200 | – | -1.75% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -255,886 | – | -1.80% | – |
| SRE | Exit | SEMPRA | $0 | – | -176,540 | – | -1.83% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC - CL Acl a | $0 | – | -66 | – | -1.85% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -724,265 | – | -1.86% | – |
| EQT | Exit | EQT CORP | $0 | – | -669,200 | – | -1.88% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -1,771,091 | – | -2.04% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -178,417 | – | -2.05% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LNG | Sell | CHENIERE ENERGY INC | $29,601,000 | -2.3% | 178,417 | -21.6% | 2.05% | +12.9% |
| KMI | Buy | KINDER MORGAN INC DEL | $29,471,000 | +2.4% | 1,771,091 | +3.2% | 2.04% | +18.3% |
| EQT | Sell | EQT CORP | $27,270,000 | +17.9% | 669,200 | -0.4% | 1.88% | +36.2% |
| ENB | Buy | ENBRIDGE INC | $26,870,000 | -8.3% | 724,265 | +4.5% | 1.86% | +5.9% |
| SRE | Sell | SEMPRA | $26,470,000 | -9.1% | 176,540 | -8.9% | 1.83% | +4.9% |
| ATO | Sell | ATMOS ENERGY CORP | $26,062,000 | -13.1% | 255,886 | -4.3% | 1.80% | +0.3% |
| TRP | Buy | TC ENERGY CORP | $25,310,000 | -7.7% | 628,200 | +18.7% | 1.75% | +6.6% |
| D | Buy | DOMINION ENERGY INC | $25,265,000 | -13.1% | 365,577 | +0.3% | 1.75% | +0.3% |
| SO | Sell | SOUTHERN CO | $24,970,000 | -7.8% | 367,200 | -3.3% | 1.73% | +6.5% |
| OKE | Sell | ONEOK INC NEW | $20,851,000 | -12.2% | 406,926 | -4.9% | 1.44% | +1.3% |
| WEC | Sell | WEC ENERGY GROUP INC | $19,723,000 | -14.1% | 220,540 | -3.3% | 1.36% | -0.8% |
| PBF | Buy | PBF ENERGY INCcl a | $18,604,000 | +268.6% | 529,134 | +204.3% | 1.29% | +325.8% |
| BJ | Sell | BJS WHSL CLUB HLDGS INC | $15,596,000 | -4.4% | 214,200 | -18.2% | 1.08% | +10.5% |
| PAA | Sell | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTNunit ltd partn | $15,046,000 | -11.5% | 1,430,236 | -17.4% | 1.04% | +2.2% |
| CNP | Sell | CENTERPOINT ENERGY INC | $14,533,000 | -6.5% | 515,728 | -1.9% | 1.00% | +7.8% |
| ED | Sell | CONSOLIDATED EDISON INC | $13,759,000 | -11.5% | 160,436 | -1.8% | 0.95% | +2.3% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $13,539,000 | -21.4% | 262,744 | -1.3% | 0.94% | -9.1% |
| CMC | Sell | COMMERCIAL METALS CO | $13,514,000 | -13.6% | 380,900 | -19.4% | 0.93% | -0.2% |
| PCG | Sell | PG&E CORP | $12,483,000 | +23.2% | 998,649 | -1.7% | 0.86% | +42.2% |
| NI | Sell | NISOURCE INC | $12,277,000 | -16.0% | 487,381 | -1.7% | 0.85% | -3.1% |
| DUK | Sell | DUKE ENERGY CORP NEW | $12,268,000 | -14.8% | 131,887 | -1.8% | 0.85% | -1.6% |
| MPC | Buy | MARATHON PETE CORP | $12,247,000 | +22.2% | 123,300 | +1.1% | 0.85% | +41.0% |
| ASO | Sell | ACADEMY SPORTS & OUTDOORS INC COM | $11,941,000 | +15.6% | 283,100 | -2.6% | 0.82% | +33.5% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GRP INC COM | $11,875,000 | -13.2% | 211,190 | -2.3% | 0.82% | +0.2% |
| DKS | New | DICKS SPORTING GOODS INCcl a | $11,835,000 | – | 113,100 | – | 0.82% | – |
| MUSA | New | MURPHY USA INC | $11,684,000 | – | 42,500 | – | 0.81% | – |
| CMS | Sell | CMS ENERGY CORP | $11,642,000 | -16.0% | 199,898 | -2.7% | 0.80% | -3.0% |
| CASY | New | CASEYS GEN STORES INC | $11,260,000 | – | 55,600 | – | 0.78% | – |
| CLH | New | CLEAN HARBORS INC COM | $11,141,000 | – | 101,300 | – | 0.77% | – |
| WCC | Sell | WESCO INTL INC | $11,078,000 | +8.1% | 92,800 | -3.0% | 0.77% | +25.0% |
| PAGP | New | PLAINS GP HLDGS L P | $10,754,000 | – | 985,700 | – | 0.74% | – |
| SON | New | SONOCO PRODS CO | $10,699,000 | – | 188,600 | – | 0.74% | – |
| CVX | Sell | CHEVRON CORP NEW | $10,700,000 | -4.7% | 74,475 | -4.0% | 0.74% | +10.0% |
| MRK | Sell | MERCK & CO INC | $10,601,000 | -8.7% | 123,100 | -3.3% | 0.73% | +5.5% |
| CVI | New | CVR ENERGY INC | $10,355,000 | – | 357,300 | – | 0.72% | – |
| PAG | Sell | PENSKE AUTOMOTIVE GRP INC | $10,128,000 | -17.7% | 102,900 | -12.4% | 0.70% | -4.9% |
| SMCI | New | SUPER MICRO COMPUTER INC | $10,100,000 | – | 183,400 | – | 0.70% | – |
| AMGN | Buy | AMGEN INC | $10,087,000 | -7.1% | 44,750 | +0.2% | 0.70% | +7.2% |
| AN | Sell | AUTONATION INC | $9,953,000 | -13.9% | 97,700 | -5.5% | 0.69% | -0.6% |
| DTM | Buy | DT MIDSTREAM INC | $9,927,000 | +994.5% | 191,300 | +934.1% | 0.69% | +1170.4% |
| GPRE | Buy | GREEN PLAINS INC | $9,814,000 | +8.2% | 337,600 | +1.2% | 0.68% | +24.9% |
| MMM | Buy | 3M CO | $9,713,000 | -13.3% | 87,900 | +1.5% | 0.67% | 0.0% |
| DOW | Buy | DOW INC | $9,673,000 | -13.0% | 220,200 | +2.2% | 0.67% | +0.5% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS COM | $9,600,000 | -15.4% | 80,800 | +0.5% | 0.66% | -2.4% |
| GILD | Sell | GILEAD SCIENCES INC | $9,315,000 | -0.3% | 151,000 | -0.1% | 0.64% | +15.2% |
| KO | Sell | COCA COLA CO | $9,086,000 | -13.6% | 162,200 | -3.0% | 0.63% | -0.2% |
| ET | Sell | ENERGY TRANSFER L P | $8,837,000 | -2.7% | 801,200 | -12.0% | 0.61% | +12.3% |
| JPM | Buy | JPMORGAN CHASE & CO. | $8,491,000 | -5.3% | 81,250 | +2.0% | 0.59% | +9.3% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $7,850,000 | -23.5% | 206,750 | +2.2% | 0.54% | -11.7% |
| GIS | Buy | GENERAL MLS INC | $7,324,000 | +2.6% | 95,600 | +1.1% | 0.51% | +18.5% |
| XOM | Sell | EXXON MOBIL CORP | $7,160,000 | 0.0% | 82,010 | -1.9% | 0.50% | +15.4% |
| MS | Sell | MORGAN STANLEY | $7,016,000 | -2.5% | 88,800 | -6.1% | 0.48% | +12.5% |
| COP | Buy | CONOCOPHILLIPS | $6,913,000 | +15.0% | 67,545 | +0.9% | 0.48% | +32.8% |
| WBA | Buy | WALGREENS BOOTS ALLIANCE INC COM | $6,921,000 | -15.2% | 220,400 | +2.4% | 0.48% | -2.0% |
| EOG | Buy | EOG RES INC | $6,461,000 | +2.0% | 57,830 | +0.9% | 0.45% | +17.7% |
| HPQ | Sell | HP INC | $6,140,000 | -24.0% | 246,400 | -0.1% | 0.42% | -12.4% |
| C | Sell | CITIGROUP INC | $6,100,000 | -10.6% | 146,400 | -1.3% | 0.42% | +3.4% |
| PEP | Buy | PEPSICO INC | $6,024,000 | -1.0% | 36,900 | +1.1% | 0.42% | +14.3% |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $6,007,000 | -6.7% | 84,500 | +1.1% | 0.42% | +7.8% |
| TRGP | Sell | TARGA RES CORP | $5,931,000 | -7.5% | 98,300 | -8.6% | 0.41% | +6.8% |
| DVN | Buy | DEVON ENERGY CORP NEW | $5,875,000 | +10.2% | 97,700 | +1.0% | 0.41% | +27.3% |
| SU | Buy | SUNCOR ENERGY INC NEWadr | $5,879,000 | -19.0% | 208,860 | +1.0% | 0.41% | -6.5% |
| UL | Buy | UNILEVER PLCspon adr new | $5,839,000 | -3.3% | 133,200 | +1.1% | 0.40% | +11.6% |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC N C CL Acl a | $5,821,000 | +11.3% | 7,300 | -8.8% | 0.40% | +28.4% |
| TCBI | Sell | TEXAS CAP BANCSHARES INC | $5,785,000 | +4.7% | 98,000 | -6.7% | 0.40% | +20.8% |
| BP | Buy | BP PLCsponsored adr | $5,753,000 | +1.8% | 201,500 | +1.1% | 0.40% | +17.8% |
| CL | Buy | COLGATE PALMOLIVE CO | $5,690,000 | -11.4% | 81,000 | +1.1% | 0.39% | +2.3% |
| NJR | Sell | NEW JERSEY RES CORP | $5,694,000 | -16.3% | 147,134 | -3.7% | 0.39% | -3.4% |
| ARLP | Buy | ALLIANCE RESOURCE PARTNERS L P UT LTD PARTut ltd part | $5,643,000 | +27.5% | 246,400 | +1.5% | 0.39% | +47.2% |
| TTE | Buy | TOTALENERGIES SEsponsored ads | $5,550,000 | -10.7% | 119,300 | +1.0% | 0.38% | +3.2% |
| HWC | Sell | HANCOCK WHITNEY CORPORATION | $5,497,000 | -4.6% | 120,000 | -7.7% | 0.38% | +10.1% |
| ONB | Sell | OLD NATL BANCORP IND | $5,435,000 | -4.5% | 330,000 | -14.3% | 0.38% | +10.3% |
| AR | Sell | ANTERO RESOURCES CORP | $5,422,000 | -78.1% | 177,600 | -78.0% | 0.38% | -74.7% |
| AFL | Buy | AFLAC INC | $5,322,000 | +2.7% | 94,700 | +1.1% | 0.37% | +18.7% |
| KHC | Buy | KRAFT HEINZ CO | $5,323,000 | -11.6% | 159,600 | +1.1% | 0.37% | +2.2% |
| MET | Buy | METLIFE INC | $5,306,000 | -2.2% | 87,300 | +1.0% | 0.37% | +12.9% |
| TXN | Buy | TEXAS INSTRS INC | $5,243,000 | +1.8% | 33,875 | +1.1% | 0.36% | +17.5% |
| FBP | Sell | FIRST BANCORP P R | $5,198,000 | -8.5% | 380,000 | -13.6% | 0.36% | +5.6% |
| INDB | Sell | INDEPENDENT BK CORP MASS | $5,143,000 | -13.7% | 69,000 | -8.0% | 0.36% | -0.6% |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $5,094,000 | -16.3% | 143,500 | +1.1% | 0.35% | -3.3% |
| WSFS | Sell | WSFS FINL CORP | $5,018,000 | +0.1% | 108,000 | -13.6% | 0.35% | +15.7% |
| CSCO | Buy | CISCO SYS INC | $5,024,000 | -4.3% | 125,600 | +2.0% | 0.35% | +10.5% |
| INTC | Buy | INTEL CORP | $4,991,000 | -25.0% | 193,679 | +8.9% | 0.34% | -13.3% |
| BLDR | Sell | BUILDERS FIRSTSOURCE INC | $4,896,000 | +9.5% | 83,100 | -0.2% | 0.34% | +26.1% |
| AMR | Buy | ALPHA METALLURGICAL RESOUR INC COM | $4,872,000 | +7.5% | 35,600 | +1.4% | 0.34% | +24.4% |
| PFE | Buy | PFIZER INC | $4,849,000 | -15.6% | 110,800 | +1.1% | 0.34% | -2.6% |
| LBAI | Sell | LAKELAND BANCORP INC | $4,803,000 | -8.2% | 300,000 | -16.2% | 0.33% | +6.1% |
| BANR | Sell | BANNER CORP | $4,785,000 | -8.5% | 81,000 | -12.9% | 0.33% | +5.8% |
| RY | Buy | ROYAL BK CDA | $4,763,000 | -6.1% | 52,900 | +1.0% | 0.33% | +8.2% |
| BCE | Buy | BCE INC | $4,660,000 | -13.8% | 111,100 | +1.1% | 0.32% | -0.3% |
| MO | Buy | ALTRIA GROUP INC | $4,640,000 | -2.3% | 114,900 | +1.1% | 0.32% | +13.0% |
| GLW | Buy | CORNING INC | $4,608,000 | -7.0% | 158,800 | +1.0% | 0.32% | +7.4% |
| MFC | Buy | MANULIFE FINL CORP | $4,576,000 | -8.6% | 292,000 | +1.1% | 0.32% | +5.3% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $4,550,000 | +17.9% | 48,300 | +1.5% | 0.31% | +35.9% |
| TD | Buy | TORONTO DOMINION BK ONT | $4,508,000 | -5.5% | 73,500 | +1.1% | 0.31% | +9.5% |
| CNQ | Buy | CANADIAN NAT RES LTD | $4,471,000 | -12.2% | 96,000 | +1.2% | 0.31% | +1.3% |
| BK | Buy | BANK NEW YORK MELLON CORP | $4,434,000 | -6.6% | 115,100 | +1.1% | 0.31% | +7.7% |
| ENLC | Sell | ENLINK MIDSTREAM LLC | $4,313,000 | +0.9% | 485,200 | -3.5% | 0.30% | +16.4% |
| AGR | Sell | AVANGRID INC | $4,299,000 | -15.3% | 103,100 | -6.4% | 0.30% | -2.3% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE CO COM | $4,300,000 | -8.7% | 358,955 | +1.0% | 0.30% | +5.3% |
| MPLX | Sell | MPLX LP | $4,152,000 | -13.3% | 138,353 | -15.8% | 0.29% | 0.0% |
| ASB | Buy | ASSOCIATED BANC CORP | $4,016,000 | +29.4% | 200,000 | +17.6% | 0.28% | +49.5% |
| AEE | Sell | AMEREN CORP | $4,015,000 | -14.6% | 49,840 | -4.2% | 0.28% | -1.4% |
| T | Buy | AT&T INC | $3,977,000 | -26.0% | 259,260 | +1.1% | 0.28% | -14.6% |
| MCK | Buy | MCKESSON CORP | $3,976,000 | +5.1% | 11,700 | +0.9% | 0.28% | +21.7% |
| CNOB | Sell | CONNECTONE BANCORP INC | $3,782,000 | -16.4% | 164,000 | -11.4% | 0.26% | -3.7% |
| EQNR | Buy | EQUINOR ASAsponsored adr | $3,506,000 | -3.4% | 105,900 | +1.4% | 0.24% | +11.5% |
| CAH | Sell | CARDINAL HEALTH INC | $3,481,000 | +24.9% | 52,200 | -2.1% | 0.24% | +44.3% |
| OCFC | New | OCEANFIRST FINL CORP | $3,448,000 | – | 185,000 | – | 0.24% | – |
| TWI | Buy | TITAN INTL INC ILL | $3,449,000 | -18.4% | 284,100 | +1.5% | 0.24% | -5.9% |
| PVAC | Buy | RANGER OIL CORPORATION | $3,431,000 | -2.9% | 109,100 | +1.5% | 0.24% | +11.8% |
| GRIN | Buy | GRINDROD SHIPPING HOLDINGS LTD SHS | $3,381,000 | +41.6% | 141,300 | +1.5% | 0.23% | +63.6% |
| FFIC | Sell | FLUSHING FINL CORP | $3,390,000 | -23.7% | 175,000 | -16.3% | 0.23% | -12.0% |
| WNEB | Buy | WESTERN NEW ENG BANCORP INC | $3,374,000 | +31.1% | 415,000 | +20.3% | 0.23% | +51.3% |
| AM | Buy | ANTERO MIDSTREAM CORP | $3,364,000 | +103.9% | 366,400 | +101.0% | 0.23% | +134.3% |
| ARCH | Buy | ARCH RESOURCES INCcl a | $3,333,000 | -15.9% | 28,100 | +1.4% | 0.23% | -3.0% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $3,292,000 | -3.1% | 7,000 | -1.4% | 0.23% | +11.8% |
| EBC | Sell | EASTERN BANKSHARES INC | $3,260,000 | -1.9% | 166,000 | -7.8% | 0.22% | +13.1% |
| NECB | Buy | NORTHEAST CMNTY BANCORP INC | $3,224,000 | +17.9% | 260,000 | +11.9% | 0.22% | +36.0% |
| CVE | Buy | CENOVUS ENERGY INC | $3,179,000 | -17.9% | 206,800 | +1.5% | 0.22% | -5.2% |
| IMO | Buy | IMPERIAL OIL LTD | $3,167,000 | -6.8% | 73,200 | +1.5% | 0.22% | +7.9% |
| EPD | Sell | ENTERPRISE PRODS PARTNERS L P COM | $3,148,000 | -34.6% | 132,400 | -33.0% | 0.22% | -24.3% |
| VIAC | Buy | PARAMOUNT GLOBAL | $3,140,000 | -22.0% | 164,900 | +1.0% | 0.22% | -10.0% |
| CF | Sell | CF INDS HLDGS INC | $3,119,000 | +9.9% | 32,400 | -2.1% | 0.22% | +27.1% |
| HTBI | Sell | HOMETRUST BANCSHARES INC | $3,116,000 | -28.8% | 141,000 | -19.4% | 0.22% | -17.9% |
| WMB | Sell | WILLIAMS COS INC | $3,048,000 | -11.7% | 106,452 | -3.8% | 0.21% | +1.9% |
| IMKTA | Buy | INGLES MKTS INCcl a | $2,978,000 | -7.5% | 37,600 | +1.3% | 0.21% | +6.7% |
| CVS | Buy | CVS HEALTH CORP | $2,966,000 | +4.3% | 31,100 | +1.3% | 0.20% | +20.6% |
| KRNY | Sell | KEARNY FINL CORP MD | $2,921,000 | -13.8% | 275,000 | -9.8% | 0.20% | -0.5% |
| LPI | Buy | LAREDO PETROLEUM INC | $2,904,000 | -7.4% | 46,200 | +1.5% | 0.20% | +6.9% |
| DRI | Sell | DARDEN RESTAURANTS INC | $2,893,000 | +9.3% | 22,900 | -2.1% | 0.20% | +26.6% |
| SNA | Sell | SNAP ON INC | $2,859,000 | +0.1% | 14,200 | -2.1% | 0.20% | +15.8% |
| NYCB | Sell | NEW YORK CMNTY BANCORP INC | $2,815,000 | -19.9% | 330,000 | -14.3% | 0.20% | -7.1% |
| CHRW | Sell | C H ROBINSON WORLDWIDE INC | $2,764,000 | -6.9% | 28,700 | -2.0% | 0.19% | +7.3% |
| CBT | Buy | CABOT CORP | $2,741,000 | +1.6% | 42,900 | +1.4% | 0.19% | +17.4% |
| SIRI | Sell | SIRIUS XM HOLDINGS INC | $2,727,000 | -8.8% | 477,500 | -2.1% | 0.19% | +5.0% |
| CPK | Sell | CHESAPEAKE UTILS CORP | $2,718,000 | -18.5% | 23,558 | -8.5% | 0.19% | -6.0% |
| RS | Sell | RELIANCE STEEL & ALUMINUM CO COM | $2,721,000 | +0.1% | 15,600 | -2.5% | 0.19% | +15.3% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $2,652,000 | -6.3% | 19,600 | -2.0% | 0.18% | +8.3% |
| AA | Sell | ALCOA CORP | $2,615,000 | -83.7% | 77,700 | -77.9% | 0.18% | -81.2% |
| STLD | Sell | STEEL DYNAMICS INC | $2,611,000 | +5.0% | 36,800 | -2.1% | 0.18% | +20.8% |
| HOLX | Sell | HOLOGIC INC | $2,607,000 | -8.7% | 40,400 | -1.9% | 0.18% | +5.3% |
| APA | Sell | APA CORPORATION | $2,588,000 | -4.1% | 75,700 | -2.1% | 0.18% | +11.2% |
| NBR | Buy | NABORS INDUSTRIES LTD | $2,557,000 | -23.0% | 25,200 | +1.6% | 0.18% | -11.1% |
| EGLE | Buy | EAGLE BULK SHIPPING INC | $2,539,000 | -15.6% | 58,800 | +1.4% | 0.18% | -2.8% |
| ORI | Sell | OLD REP INTL CORP | $2,528,000 | -81.1% | 120,800 | -79.8% | 0.18% | -78.1% |
| COOP | Sell | MR COOPER GROUP INC | $2,511,000 | -80.3% | 62,000 | -82.1% | 0.17% | -77.2% |
| ANDE | Buy | ANDERSONS INC | $2,523,000 | -4.5% | 81,300 | +1.5% | 0.17% | +10.1% |
| AMP | Sell | AMERIPRISE FINL INC | $2,520,000 | +4.0% | 10,000 | -2.0% | 0.17% | +20.0% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $2,490,000 | -11.3% | 28,200 | -2.1% | 0.17% | +2.4% |
| UNVR | Buy | UNIVAR SOLUTIONS INC | $2,467,000 | -7.2% | 108,500 | +1.5% | 0.17% | +6.9% |
| AIG | Buy | AMERICAN INTL GROUP INC | $2,445,000 | -5.7% | 51,500 | +1.6% | 0.17% | +9.0% |
| PACW | Buy | PACWEST BANCORP DEL | $2,418,000 | -9.3% | 107,000 | +7.0% | 0.17% | +4.4% |
| DHI | Sell | D R HORTON INC | $2,418,000 | -0.2% | 35,900 | -1.9% | 0.17% | +15.2% |
| PRU | Buy | PRUDENTIAL FINL INC | $2,393,000 | -9.0% | 27,900 | +1.5% | 0.16% | +5.1% |
| NUE | Sell | NUCOR CORP | $2,364,000 | +0.2% | 22,100 | -2.2% | 0.16% | +15.6% |
| PHM | Sell | PULTE GROUP INC | $2,363,000 | -7.4% | 63,000 | -2.2% | 0.16% | +6.5% |
| WTFC | Sell | WINTRUST FINL CORP | $2,365,000 | -7.8% | 29,000 | -9.4% | 0.16% | +5.8% |
| NLOK | Sell | NORTONLIFELOCK INC. | $2,318,000 | -10.2% | 115,100 | -2.0% | 0.16% | +3.9% |
| SSL | Buy | SASOL LTDsponsored adr | $2,303,000 | -30.7% | 146,200 | +1.5% | 0.16% | -20.1% |
| BXC | Buy | BLUELINX HLDGS INC | $2,304,000 | -5.5% | 37,100 | +1.6% | 0.16% | +8.9% |
| BCC | Buy | BOISE CASCADE CO DEL | $2,289,000 | +1.5% | 38,500 | +1.6% | 0.16% | +17.0% |
| QCOM | Sell | QUALCOMM INC | $2,281,000 | -13.4% | 20,188 | -2.1% | 0.16% | 0.0% |
| MOV | Buy | MOVADO GROUP INC | $2,291,000 | -7.5% | 81,300 | +1.5% | 0.16% | +6.8% |
| SCHL | Buy | SCHOLASTIC CORP | $2,273,000 | -13.2% | 73,900 | +1.5% | 0.16% | 0.0% |
| COKE | Buy | COCA COLA CONS INC | $2,265,000 | -25.6% | 5,500 | +1.9% | 0.16% | -13.7% |
| TSN | Buy | TYSON FOODS INCcl a | $2,275,000 | -22.2% | 34,500 | +1.5% | 0.16% | -10.3% |
| TPR | Sell | TAPESTRY INC | $2,266,000 | -8.8% | 79,700 | -2.1% | 0.16% | +5.4% |
| BAC | Sell | BK OF AMERICA CORP | $2,265,000 | -5.5% | 75,000 | -2.6% | 0.16% | +9.8% |
| WFC | Sell | WELLS FARGO CO NEW | $2,252,000 | +0.9% | 56,000 | -1.8% | 0.16% | +16.4% |
| CAT | Sell | CATERPILLAR INC | $2,215,000 | -9.6% | 13,500 | -1.5% | 0.15% | +4.1% |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM | $2,197,000 | -4.0% | 60,700 | -1.9% | 0.15% | +10.9% |
| FCX | Sell | FREEPORT-MCMORAN INCcl b | $2,203,000 | -8.1% | 80,620 | -1.6% | 0.15% | +6.3% |
| WSM | Sell | WILLIAMS SONOMA INC | $2,192,000 | +4.0% | 18,600 | -2.1% | 0.15% | +19.8% |
| DCP | Sell | DCP MIDSTREAM LP | $2,172,000 | +4.9% | 57,800 | -17.4% | 0.15% | +21.0% |
| LRCX | Sell | LAM RESEARCH CORP | $2,167,000 | -15.3% | 5,920 | -1.4% | 0.15% | -2.0% |
| Sell | CADENCE BANK | $2,160,000 | +2.2% | 85,000 | -5.6% | 0.15% | +18.3% | |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $2,136,000 | -11.1% | 8,000 | -9.1% | 0.15% | +2.8% |
| TROW | Sell | PRICE T ROWE GROUP INC | $2,132,000 | -9.4% | 20,300 | -1.9% | 0.15% | +4.3% |
| KEY | Buy | KEYCORP | $2,115,000 | -6.3% | 132,000 | +0.8% | 0.15% | +8.1% |
| MRNA | Sell | MODERNA INC | $2,093,000 | -19.1% | 17,700 | -2.2% | 0.14% | -6.5% |
| HCA | Sell | HCA HEALTHCARE INC | $2,058,000 | +7.4% | 11,200 | -1.8% | 0.14% | +23.5% |
| THC | Buy | TENET HEALTHCARE CORP | $2,037,000 | -0.4% | 39,500 | +1.5% | 0.14% | +15.6% |
| CINF | Sell | CINCINNATI FINL CORP | $2,024,000 | -26.1% | 22,600 | -1.7% | 0.14% | -14.6% |
| BBW | Buy | BUILD-A-BEAR WORKSHOP INC | $2,025,000 | -17.6% | 151,900 | +1.5% | 0.14% | -4.8% |
| COF | Buy | CAPITAL ONE FINL CORP | $2,028,000 | +2.4% | 22,000 | +15.8% | 0.14% | +17.6% |
| ECPG | Buy | ENCORE CAP GROUP INC | $2,019,000 | -20.0% | 44,400 | +1.6% | 0.14% | -7.3% |
| STT | Sell | STATE STR CORP | $2,007,000 | -12.0% | 33,000 | -10.8% | 0.14% | +1.5% |
| Sell | BATH & BODY WORKS INC | $1,995,000 | +18.5% | 61,200 | -2.1% | 0.14% | +36.6% | |
| TGT | Sell | TARGET CORP | $2,003,000 | +2.8% | 13,500 | -2.2% | 0.14% | +17.9% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $1,977,000 | -12.1% | 150,000 | -19.8% | 0.14% | +1.5% |
| FB | Sell | META PLATFORMS INCcl a | $1,954,000 | -17.6% | 14,400 | -2.0% | 0.14% | -4.9% |
| SEE | Sell | SEALED AIR CORP NEW | $1,945,000 | -24.4% | 43,700 | -2.0% | 0.13% | -13.0% |
| CMA | Sell | COMERICA INC | $1,920,000 | -12.8% | 27,000 | -10.0% | 0.13% | +0.8% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $1,905,000 | -10.9% | 6,500 | -9.7% | 0.13% | +3.1% |
| BBY | Sell | BEST BUY INC | $1,907,000 | -4.7% | 30,100 | -2.0% | 0.13% | +10.0% |
| CE | Sell | CELANESE CORP DEL | $1,888,000 | -25.0% | 20,900 | -2.3% | 0.13% | -13.9% |
| MMP | Buy | MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP | $1,858,000 | +62.8% | 39,100 | +63.6% | 0.13% | +88.2% |
| FITB | Sell | FIFTH THIRD BANCORP | $1,854,000 | -17.6% | 58,000 | -13.4% | 0.13% | -5.2% |
| WES | Sell | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | $1,806,000 | -14.6% | 71,800 | -17.5% | 0.12% | -1.6% |
| OII | Buy | OCEANEERING INTL INC | $1,742,000 | -24.4% | 218,800 | +1.5% | 0.12% | -13.0% |
| CG | Sell | CARLYLE GROUP INC | $1,636,000 | -20.0% | 63,300 | -2.0% | 0.11% | -7.4% |
| CUBI | New | CUSTOMERS BANCORP INC | $1,533,000 | – | 52,000 | – | 0.11% | – |
| V | Buy | VISA INC | $1,532,000 | -9.5% | 8,625 | +0.3% | 0.11% | +5.0% |
| DSKE | Buy | DASEKE INC | $1,513,000 | -14.0% | 279,600 | +1.5% | 0.10% | 0.0% |
| ZION | Sell | ZIONS BANCORPORATION N A | $1,526,000 | -28.6% | 30,000 | -28.6% | 0.10% | -18.0% |
| TFC | Sell | TRUIST FINANCIAL CORP | $1,524,000 | -23.5% | 35,000 | -16.7% | 0.10% | -11.8% |
| CAR | Sell | AVIS BUDGET GROUP | $1,485,000 | -1.0% | 10,000 | -2.0% | 0.10% | +14.4% |
| CLF | Sell | CLEVELAND-CLIFFS INC NEW | $1,464,000 | -14.2% | 108,700 | -2.1% | 0.10% | -1.0% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $1,355,000 | -14.1% | 4,766 | -4.6% | 0.09% | 0.0% |
| PYPL | Buy | PAYPAL HLDGS INC | $1,291,000 | +269.9% | 15,000 | +200.0% | 0.09% | +323.8% |
| TGI | Buy | TRIUMPH GROUP INC NEW | $1,146,000 | -34.4% | 133,400 | +1.5% | 0.08% | -24.8% |
| AAPL | Sell | APPLE INC | $1,108,000 | -30.2% | 8,018 | -31.0% | 0.08% | -18.9% |
| COIN | Sell | COINBASE GLOBAL INC | $1,083,000 | +33.9% | 16,800 | -2.3% | 0.08% | +56.2% |
| ZIM | Buy | ZIM INTEGRATED SHIPPING SERV SHS | $1,069,000 | -49.5% | 45,500 | +1.6% | 0.07% | -41.7% |
| AVA | Sell | AVISTA CORP | $1,051,000 | -22.0% | 28,372 | -8.4% | 0.07% | -9.9% |
| MGEE | Sell | MGE ENERGY INC | $789,000 | -22.8% | 12,029 | -8.4% | 0.06% | -9.8% |
| PXD | Sell | PIONEER NAT RES CO | $790,000 | -14.7% | 3,650 | -12.0% | 0.06% | 0.0% |
| COG | Sell | COTERRA ENERGY INC | $666,000 | -2.6% | 25,510 | -3.8% | 0.05% | +12.2% |
| LBC | Buy | LUTHER BURBANK CORP | $639,000 | +63.0% | 55,000 | +83.3% | 0.04% | +91.3% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $583,000 | -66.4% | 3,900 | -64.5% | 0.04% | -61.5% |
| GEL | Sell | GENESIS ENERGY L Punit ltd partn | $494,000 | -5.2% | 53,700 | -17.4% | 0.03% | +9.7% |
| SNV | Sell | SYNOVUS FINL CORP | $488,000 | -45.8% | 13,000 | -48.0% | 0.03% | -37.0% |
| BLK | Sell | BLACKROCK INC | $440,000 | -19.7% | 800 | -11.1% | 0.03% | -9.1% |
| ETR | Sell | ENTERGY CORP NEW | $378,000 | -21.2% | 3,760 | -11.7% | 0.03% | -10.3% |
| WTTR | Sell | SELECT ENERGY SVCS INC | $346,000 | -3.6% | 49,660 | -5.7% | 0.02% | +14.3% |
| NR | Sell | NEWPARK RES INC | $305,000 | -21.6% | 120,950 | -4.0% | 0.02% | -8.7% |
| ALLY | Sell | ALLY FINL INC | $278,000 | -58.5% | 10,000 | -50.0% | 0.02% | -52.5% |
| ASX | Buy | ASE TECHNOLOGY HLDG CO LTDsponsored ads | $84,000 | +6.3% | 16,838 | +10.4% | 0.01% | +20.0% |
| LPL | Exit | LG DISPLAY CO LTDspons adr rep | $0 | – | -13,412 | – | -0.00% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -15,383 | – | -0.01% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -800 | – | -0.01% | – |
| HONE | Exit | HARBORONE BANCORP INC NEW | $0 | – | -28,000 | – | -0.02% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -12,100 | – | -0.03% | – |
| USAK | Exit | USA TRUCK INC | $0 | – | -118,100 | – | -0.22% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -320,300 | – | -0.32% | – |
| PVH | Exit | PVH CORPORATION | $0 | – | -115,000 | – | -0.39% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -655,100 | – | -0.42% | – |
| M | Exit | MACYS INC | $0 | – | -480,800 | – | -0.53% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -171,423 | – | -0.54% | – |
| ARCB | Exit | ARCBEST CORP | $0 | – | -140,400 | – | -0.59% | – |
| OLN | Exit | OLIN CORP | $0 | – | -222,100 | – | -0.62% | – |
| R | Exit | RYDER SYS INC | $0 | – | -147,000 | – | -0.62% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -269,800 | – | -0.64% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -48,400 | – | -0.64% | – |
| JBL | Exit | JABIL INC | $0 | – | -210,771 | – | -0.65% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -64,000 | – | -0.65% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC NEW COM | $0 | – | -133,900 | – | -0.66% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -69,500 | – | -0.71% | – |
| NOV | Exit | NOV INC | $0 | – | -885,800 | – | -0.90% | – |
| BTU | Exit | PEABODY ENGR CORP | $0 | – | -1,247,600 | – | -1.59% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LNG | New | CHENIERE ENERGY INC | $30,293,000 | – | 227,717 | – | 1.81% | – |
| ATO | New | ATMOS ENERGY CORP | $29,985,000 | – | 267,486 | – | 1.80% | – |
| ENB | New | ENBRIDGE INC | $29,297,000 | – | 693,265 | – | 1.75% | – |
| SRE | New | SEMPRA | $29,128,000 | – | 193,840 | – | 1.74% | – |
| D | New | DOMINION ENERGY INC | $29,081,000 | – | 364,377 | – | 1.74% | – |
| KMI | New | KINDER MORGAN INC DEL | $28,767,000 | – | 1,716,391 | – | 1.72% | – |
| TRP | New | TC ENERGY CORP | $27,418,000 | – | 529,200 | – | 1.64% | – |
| SO | New | SOUTHERN CO | $27,076,000 | – | 379,700 | – | 1.62% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC - CL Acl a | $26,991,000 | – | 66 | – | 1.62% | – |
| BTU | New | PEABODY ENGR CORP | $26,611,000 | – | 1,247,600 | – | 1.59% | – |
| AR | New | ANTERO RESOURCES CORP | $24,750,000 | – | 807,500 | – | 1.48% | – |
| OKE | New | ONEOK INC NEW | $23,755,000 | – | 428,026 | – | 1.42% | – |
| EQT | New | EQT CORP | $23,120,000 | – | 672,100 | – | 1.38% | – |
| WEC | New | WEC ENERGY GROUP INC | $22,950,000 | – | 228,040 | – | 1.37% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $17,217,000 | – | 266,144 | – | 1.03% | – |
| PAA | New | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTNunit ltd partn | $17,008,000 | – | 1,731,936 | – | 1.02% | – |
| BJ | New | BJS WHSL CLUB HLDGS INC | $16,309,000 | – | 261,700 | – | 0.98% | – |
| AA | New | ALCOA CORP | $16,053,000 | – | 352,200 | – | 0.96% | – |
| CMC | New | COMMERCIAL METALS CO | $15,633,000 | – | 472,300 | – | 0.94% | – |
| CNP | New | CENTERPOINT ENERGY INC | $15,551,000 | – | 525,728 | – | 0.93% | – |
| ED | New | CONSOLIDATED EDISON INC | $15,543,000 | – | 163,436 | – | 0.93% | – |
| NOV | New | NOV INC | $14,979,000 | – | 885,800 | – | 0.90% | – |
| NI | New | NISOURCE INC | $14,615,000 | – | 495,581 | – | 0.88% | – |
| DUK | New | DUKE ENERGY CORP NEW | $14,397,000 | – | 134,287 | – | 0.86% | – |
| CMS | New | CMS ENERGY CORP | $13,864,000 | – | 205,398 | – | 0.83% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP INC COM | $13,681,000 | – | 216,190 | – | 0.82% | – |
| ORI | New | OLD REP INTL CORP | $13,365,000 | – | 597,700 | – | 0.80% | – |
| COOP | New | MR COOPER GROUP INC | $12,730,000 | – | 346,500 | – | 0.76% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $12,301,000 | – | 117,500 | – | 0.74% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $11,801,000 | – | 69,500 | – | 0.71% | – |
| MRK | New | MERCK & CO INC | $11,606,000 | – | 127,300 | – | 0.70% | – |
| AN | New | AUTONATION INC | $11,556,000 | – | 103,400 | – | 0.69% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS COM | $11,352,000 | – | 80,400 | – | 0.68% | – |
| CVX | New | CHEVRON CORP NEW | $11,231,000 | – | 77,575 | – | 0.67% | – |
| MMM | New | 3M CO | $11,207,000 | – | 86,600 | – | 0.67% | – |
| DOW | New | DOW INC | $11,119,000 | – | 215,450 | – | 0.66% | – |
| SPB | New | SPECTRUM BRANDS HLDGS INC NEW COM | $10,982,000 | – | 133,900 | – | 0.66% | – |
| AMGN | New | AMGEN INC | $10,863,000 | – | 44,650 | – | 0.65% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $10,838,000 | – | 64,000 | – | 0.65% | – |
| JBL | New | JABIL INC | $10,794,000 | – | 210,771 | – | 0.65% | – |
| DDS | New | DILLARDS INCcl a | $10,676,000 | – | 48,400 | – | 0.64% | – |
| UNFI | New | UNITED NAT FOODS INC | $10,630,000 | – | 269,800 | – | 0.64% | – |
| KO | New | COCA COLA CO | $10,515,000 | – | 167,150 | – | 0.63% | – |
| R | New | RYDER SYS INC | $10,446,000 | – | 147,000 | – | 0.62% | – |
| ASO | New | ACADEMY SPORTS & OUTDOORS INC COM | $10,328,000 | – | 290,600 | – | 0.62% | – |
| OLN | New | OLIN CORP | $10,279,000 | – | 222,100 | – | 0.62% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $10,267,000 | – | 202,300 | – | 0.61% | – |
| WCC | New | WESCO INTL INC | $10,249,000 | – | 95,700 | – | 0.61% | – |
| PCG | New | PG&E CORP | $10,136,000 | – | 1,015,649 | – | 0.61% | – |
| MPC | New | MARATHON PETE CORP | $10,021,000 | – | 121,900 | – | 0.60% | – |
| ARCB | New | ARCBEST CORP | $9,880,000 | – | 140,400 | – | 0.59% | – |
| PM | New | PHILIP MORRIS INTL INC | $9,459,000 | – | 95,800 | – | 0.57% | – |
| WTRG | New | ESSENTIAL UTILS INC | $9,418,000 | – | 205,400 | – | 0.56% | – |
| XEL | New | XCEL ENERGY INC | $9,361,000 | – | 132,299 | – | 0.56% | – |
| GILD | New | GILEAD SCIENCES INC | $9,339,000 | – | 151,100 | – | 0.56% | – |
| ET | New | ENERGY TRANSFER L P | $9,086,000 | – | 910,400 | – | 0.54% | – |
| FAF | New | FIRST AMERN FINL CORP | $9,072,000 | – | 171,423 | – | 0.54% | – |
| GPRE | New | GREEN PLAINS INC | $9,067,000 | – | 333,700 | – | 0.54% | – |
| JPM | New | JPMORGAN CHASE & CO. | $8,969,000 | – | 79,650 | – | 0.54% | – |
| M | New | MACYS INC | $8,808,000 | – | 480,800 | – | 0.53% | – |
| ABBV | New | ABBVIE INC | $8,623,000 | – | 56,300 | – | 0.52% | – |
| OGS | New | ONE GAS INC | $8,555,000 | – | 105,375 | – | 0.51% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC COM | $8,158,000 | – | 215,250 | – | 0.49% | – |
| HPQ | New | HP INC | $8,084,000 | – | 246,600 | – | 0.48% | – |
| DTE | New | DTE ENERGY CO | $7,720,000 | – | 60,904 | – | 0.46% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $7,466,000 | – | 40,900 | – | 0.45% | – |
| SU | New | SUNCOR ENERGY INC NEW | $7,255,000 | – | 206,860 | – | 0.43% | – |
| MS | New | MORGAN STANLEY | $7,195,000 | – | 94,600 | – | 0.43% | – |
| XOM | New | EXXON MOBIL CORP | $7,160,000 | – | 83,610 | – | 0.43% | – |
| GIS | New | GENERAL MLS INC | $7,138,000 | – | 94,600 | – | 0.43% | – |
| SJI | New | SOUTH JERSEY INDS INC | $7,049,000 | – | 206,471 | – | 0.42% | – |
| SWX | New | SOUTHWEST GAS HLDGS INC | $7,046,000 | – | 80,917 | – | 0.42% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $7,016,000 | – | 655,100 | – | 0.42% | – |
| FTS | New | FORTIS INC | $6,995,000 | – | 147,976 | – | 0.42% | – |
| NFG | New | NATIONAL FUEL GAS CO | $6,904,000 | – | 104,524 | – | 0.41% | – |
| C | New | CITIGROUP INC | $6,820,000 | – | 148,300 | – | 0.41% | – |
| NJR | New | NEW JERSEY RES CORP | $6,806,000 | – | 152,834 | – | 0.41% | – |
| INTC | New | INTEL CORP | $6,651,000 | – | 177,779 | – | 0.40% | – |
| PVH | New | PVH CORPORATION | $6,544,000 | – | 115,000 | – | 0.39% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $6,437,000 | – | 83,600 | – | 0.38% | – |
| CL | New | COLGATE PALMOLIVE CO | $6,419,000 | – | 80,100 | – | 0.38% | – |
| TRGP | New | TARGA RES CORP | $6,415,000 | – | 107,500 | – | 0.38% | – |
| EOG | New | EOG RES INC | $6,332,000 | – | 57,330 | – | 0.38% | – |
| TTE | New | TOTALENERGIES SEsponsored ads | $6,217,000 | – | 118,100 | – | 0.37% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $6,089,000 | – | 141,900 | – | 0.36% | – |
| PEP | New | PEPSICO INC | $6,083,000 | – | 36,500 | – | 0.36% | – |
| UL | New | UNILEVER PLCspon adr new | $6,040,000 | – | 131,800 | – | 0.36% | – |
| KHC | New | KRAFT HEINZ CO | $6,022,000 | – | 157,900 | – | 0.36% | – |
| COP | New | CONOCOPHILLIPS | $6,012,000 | – | 66,945 | – | 0.36% | – |
| INDB | New | INDEPENDENT BK CORP MASS | $5,957,000 | – | 75,000 | – | 0.36% | – |
| ES | New | EVERSOURCE ENERGY | $5,818,000 | – | 68,875 | – | 0.35% | – |
| HWC | New | HANCOCK WHITNEY CORPORATION | $5,763,000 | – | 130,000 | – | 0.34% | – |
| PFE | New | PFIZER INC | $5,746,000 | – | 109,600 | – | 0.34% | – |
| ONB | New | OLD NATL BANCORP IND | $5,694,000 | – | 385,000 | – | 0.34% | – |
| FBP | New | FIRST BANCORP P R | $5,680,000 | – | 440,000 | – | 0.34% | – |
| BP | New | BP PLCsponsored adr | $5,650,000 | – | 199,300 | – | 0.34% | – |
| EXC | New | EXELON CORP | $5,598,000 | – | 123,531 | – | 0.34% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $5,527,000 | – | 105,000 | – | 0.33% | – |
| SR | New | SPIRE INC | $5,510,000 | – | 74,091 | – | 0.33% | – |
| MET | New | METLIFE INC | $5,425,000 | – | 86,400 | – | 0.32% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $5,419,000 | – | 320,300 | – | 0.32% | – |
| BCE | New | BCE INC | $5,405,000 | – | 109,900 | – | 0.32% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $5,392,000 | – | 19,000 | – | 0.32% | – |
| T | New | AT&T INC | $5,375,000 | – | 256,460 | – | 0.32% | – |
| DVN | New | DEVON ENERGY CORP NEW | $5,329,000 | – | 96,700 | – | 0.32% | – |
| BKH | New | BLACK HILLS CORP | $5,330,000 | – | 73,247 | – | 0.32% | – |
| CSCO | New | CISCO SYS INC | $5,249,000 | – | 123,100 | – | 0.31% | – |
| LBAI | New | LAKELAND BANCORP INC | $5,234,000 | – | 358,000 | – | 0.31% | – |
| BANR | New | BANNER CORP | $5,228,000 | – | 93,000 | – | 0.31% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC N C CL Acl a | $5,230,000 | – | 8,000 | – | 0.31% | – |
| AFL | New | AFLAC INC | $5,184,000 | – | 93,700 | – | 0.31% | – |
| TXN | New | TEXAS INSTRS INC | $5,148,000 | – | 33,504 | – | 0.31% | – |
| CNQ | New | CANADIAN NAT RES LTD | $5,094,000 | – | 94,900 | – | 0.30% | – |
| RY | New | ROYAL BK CDA | $5,073,000 | – | 52,400 | – | 0.30% | – |
| AGR | New | AVANGRID INC | $5,078,000 | – | 110,100 | – | 0.30% | – |
| PBF | New | PBF ENERGY INCcl a | $5,047,000 | – | 173,900 | – | 0.30% | – |
| MFC | New | MANULIFE FINL CORP | $5,007,000 | – | 288,900 | – | 0.30% | – |
| WSFS | New | WSFS FINL CORP | $5,011,000 | – | 125,000 | – | 0.30% | – |
| GLW | New | CORNING INC | $4,953,000 | – | 157,200 | – | 0.30% | – |
| EPD | New | ENTERPRISE PRODS PARTNERS L P COM | $4,816,000 | – | 197,600 | – | 0.29% | – |
| MPLX | New | MPLX LP | $4,791,000 | – | 164,353 | – | 0.29% | – |
| TD | New | TORONTO DOMINION BK ONT | $4,768,000 | – | 72,700 | – | 0.28% | – |
| BK | New | BANK NEW YORK MELLON CORP | $4,747,000 | – | 113,800 | – | 0.28% | – |
| MO | New | ALTRIA GROUP INC | $4,749,000 | – | 113,700 | – | 0.28% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE CO COM | $4,711,000 | – | 355,255 | – | 0.28% | – |
| AEE | New | AMEREN CORP | $4,702,000 | – | 52,040 | – | 0.28% | – |
| MDU | New | MDU RES GROUP INC | $4,572,000 | – | 169,407 | – | 0.27% | – |
| UGI | New | UGI CORP NEW | $4,543,000 | – | 117,652 | – | 0.27% | – |
| CNOB | New | CONNECTONE BANCORP INC | $4,523,000 | – | 185,000 | – | 0.27% | – |
| AMR | New | ALPHA METALLURGICAL RESOUR INC COM | $4,532,000 | – | 35,100 | – | 0.27% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $4,473,000 | – | 83,300 | – | 0.27% | – |
| FFIC | New | FLUSHING FINL CORP | $4,443,000 | – | 209,000 | – | 0.27% | – |
| ARLP | New | ALLIANCE RESOURCE PARTNERS L P UT LTD PARTut ltd part | $4,426,000 | – | 242,800 | – | 0.26% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $4,375,000 | – | 175,000 | – | 0.26% | – |
| ENLC | New | ENLINK MIDSTREAM LLC | $4,273,000 | – | 502,700 | – | 0.26% | – |
| TWI | New | TITAN INTL INC ILL | $4,226,000 | – | 279,900 | – | 0.25% | – |
| VIAC | New | PARAMOUNT GLOBAL | $4,028,000 | – | 163,200 | – | 0.24% | – |
| ARCH | New | ARCH RESOURCES INCcl a | $3,964,000 | – | 27,700 | – | 0.24% | – |
| CVE | New | CENOVUS ENERGY INC | $3,874,000 | – | 203,800 | – | 0.23% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $3,860,000 | – | 47,600 | – | 0.23% | – |
| MCK | New | MCKESSON CORP | $3,784,000 | – | 11,600 | – | 0.23% | – |
| USAK | New | USA TRUCK INC | $3,711,000 | – | 118,100 | – | 0.22% | – |
| EQNR | New | EQUINOR ASAsponsored adr | $3,629,000 | – | 104,400 | – | 0.22% | – |
| PVAC | New | RANGER OIL CORPORATION | $3,534,000 | – | 107,500 | – | 0.21% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $3,515,000 | – | 385,000 | – | 0.21% | – |
| WMB | New | WILLIAMS COS INC | $3,453,000 | – | 110,652 | – | 0.21% | – |
| KRNY | New | KEARNY FINL CORP MD | $3,389,000 | – | 305,000 | – | 0.20% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $3,398,000 | – | 7,100 | – | 0.20% | – |
| IMO | New | IMPERIAL OIL LTD | $3,397,000 | – | 72,100 | – | 0.20% | – |
| NWN | New | NORTHWEST NAT HLDG CO | $3,393,000 | – | 63,903 | – | 0.20% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $3,337,000 | – | 25,758 | – | 0.20% | – |
| EBC | New | EASTERN BANKSHARES INC | $3,323,000 | – | 180,000 | – | 0.20% | – |
| NBR | New | NABORS INDUSTRIES LTD | $3,321,000 | – | 24,800 | – | 0.20% | – |
| SSL | New | SASOL LTDsponsored adr | $3,321,000 | – | 144,000 | – | 0.20% | – |
| IMKTA | New | INGLES MKTS INCcl a | $3,218,000 | – | 37,100 | – | 0.19% | – |
| PPL | New | PPL CORP | $3,205,000 | – | 118,119 | – | 0.19% | – |
| LPI | New | LAREDO PETROLEUM INC | $3,137,000 | – | 45,500 | – | 0.19% | – |
| ASB | New | ASSOCIATED BANC CORP | $3,104,000 | – | 170,000 | – | 0.19% | – |
| COKE | New | COCA COLA CONS INC | $3,045,000 | – | 5,400 | – | 0.18% | – |
| EGLE | New | EAGLE BULK SHIPPING INC | $3,009,000 | – | 58,000 | – | 0.18% | – |
| SIRI | New | SIRIUS XM HOLDINGS INC | $2,990,000 | – | 487,700 | – | 0.18% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $2,970,000 | – | 29,300 | – | 0.18% | – |
| TSN | New | TYSON FOODS INCcl a | $2,926,000 | – | 34,000 | – | 0.18% | – |
| HOLX | New | HOLOGIC INC | $2,855,000 | – | 41,200 | – | 0.17% | – |
| SNA | New | SNAP ON INC | $2,857,000 | – | 14,500 | – | 0.17% | – |
| CF | New | CF INDS HLDGS INC | $2,838,000 | – | 33,100 | – | 0.17% | – |
| CVS | New | CVS HEALTH CORP | $2,845,000 | – | 30,700 | – | 0.17% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $2,830,000 | – | 20,000 | – | 0.17% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $2,807,000 | – | 28,800 | – | 0.17% | – |
| CAH | New | CARDINAL HEALTH INC | $2,786,000 | – | 53,300 | – | 0.17% | – |
| CINF | New | CINCINNATI FINL CORP | $2,737,000 | – | 23,000 | – | 0.16% | – |
| NECB | New | NORTHEAST CMNTY BANCORP INC | $2,735,000 | – | 232,331 | – | 0.16% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO COM | $2,718,000 | – | 16,000 | – | 0.16% | – |
| APA | New | APA CORPORATION | $2,698,000 | – | 77,300 | – | 0.16% | – |
| CBT | New | CABOT CORP | $2,698,000 | – | 42,300 | – | 0.16% | – |
| PACW | New | PACWEST BANCORP DEL | $2,666,000 | – | 100,000 | – | 0.16% | – |
| UNVR | New | UNIVAR SOLUTIONS INC | $2,659,000 | – | 106,900 | – | 0.16% | – |
| ANDE | New | ANDERSONS INC | $2,642,000 | – | 80,100 | – | 0.16% | – |
| QCOM | New | QUALCOMM INC | $2,635,000 | – | 20,624 | – | 0.16% | – |
| DRI | New | DARDEN RESTAURANTS INC | $2,647,000 | – | 23,400 | – | 0.16% | – |
| PRU | New | PRUDENTIAL FINL INC | $2,631,000 | – | 27,500 | – | 0.16% | – |
| SCHL | New | SCHOLASTIC CORP | $2,619,000 | – | 72,800 | – | 0.16% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $2,601,000 | – | 4,400 | – | 0.16% | – |
| MRNA | New | MODERNA INC | $2,586,000 | – | 18,100 | – | 0.16% | – |
| AIG | New | AMERICAN INTL GROUP INC | $2,592,000 | – | 50,700 | – | 0.16% | – |
| WTFC | New | WINTRUST FINL CORP | $2,565,000 | – | 32,000 | – | 0.15% | – |
| WNEB | New | WESTERN NEW ENG BANCORP INC | $2,574,000 | – | 345,000 | – | 0.15% | – |
| NLOK | New | NORTONLIFELOCK INC. | $2,580,000 | – | 117,500 | – | 0.15% | – |
| SEE | New | SEALED AIR CORP NEW | $2,574,000 | – | 44,600 | – | 0.15% | – |
| PHM | New | PULTE GROUP INC | $2,552,000 | – | 64,400 | – | 0.15% | – |
| LRCX | New | LAM RESEARCH CORP | $2,559,000 | – | 6,006 | – | 0.15% | – |
| CE | New | CELANESE CORP DEL | $2,517,000 | – | 21,400 | – | 0.15% | – |
| ECPG | New | ENCORE CAP GROUP INC | $2,525,000 | – | 43,700 | – | 0.15% | – |
| TPR | New | TAPESTRY INC | $2,484,000 | – | 81,400 | – | 0.15% | – |
| STLD | New | STEEL DYNAMICS INC | $2,487,000 | – | 37,600 | – | 0.15% | – |
| MOV | New | MOVADO GROUP INC | $2,477,000 | – | 80,100 | – | 0.15% | – |
| CAT | New | CATERPILLAR INC | $2,449,000 | – | 13,700 | – | 0.15% | – |
| BBW | New | BUILD-A-BEAR WORKSHOP INC | $2,458,000 | – | 149,700 | – | 0.15% | – |
| BXC | New | BLUELINX HLDGS INC | $2,439,000 | – | 36,500 | – | 0.15% | – |
| AMP | New | AMERIPRISE FINL INC | $2,424,000 | – | 10,200 | – | 0.14% | – |
| DHI | New | D R HORTON INC | $2,423,000 | – | 36,600 | – | 0.14% | – |
| NVR | New | NVR INC | $2,402,000 | – | 600 | – | 0.14% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $2,403,000 | – | 8,800 | – | 0.14% | – |
| GRIN | New | GRINDROD SHIPPING HOLDINGS LTD SHS | $2,387,000 | – | 139,200 | – | 0.14% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $2,397,000 | – | 81,920 | – | 0.14% | – |
| BAC | New | BK OF AMERICA CORP | $2,397,000 | – | 77,000 | – | 0.14% | – |
| FB | New | META PLATFORMS INCcl a | $2,370,000 | – | 14,700 | – | 0.14% | – |
| CFG | New | CITIZENS FINL GROUP INC | $2,356,000 | – | 66,000 | – | 0.14% | – |
| NUE | New | NUCOR CORP | $2,360,000 | – | 22,600 | – | 0.14% | – |
| TROW | New | PRICE T ROWE GROUP INC | $2,352,000 | – | 20,700 | – | 0.14% | – |
| LNT | New | ALLIANT ENERGY CORP | $2,303,000 | – | 39,300 | – | 0.14% | – |
| OII | New | OCEANEERING INTL INC | $2,303,000 | – | 215,600 | – | 0.14% | – |
| STT | New | STATE STR CORP | $2,281,000 | – | 37,000 | – | 0.14% | – |
| FNF | New | FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM | $2,288,000 | – | 61,900 | – | 0.14% | – |
| KEY | New | KEYCORP | $2,257,000 | – | 131,000 | – | 0.14% | – |
| FITB | New | FIFTH THIRD BANCORP | $2,251,000 | – | 67,000 | – | 0.14% | – |
| BCC | New | BOISE CASCADE CO DEL | $2,255,000 | – | 37,900 | – | 0.14% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $2,250,000 | – | 187,000 | – | 0.14% | – |
| WFC | New | WELLS FARGO CO NEW | $2,233,000 | – | 57,000 | – | 0.13% | – |
| TELL | New | TELLURIAN INC NEW | $2,225,000 | – | 746,690 | – | 0.13% | – |
| CMA | New | COMERICA INC | $2,201,000 | – | 30,000 | – | 0.13% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $2,139,000 | – | 7,200 | – | 0.13% | – |
| ZION | New | ZIONS BANCORPORATION N A | $2,138,000 | – | 42,000 | – | 0.13% | – |
| ZIM | New | ZIM INTEGRATED SHIPPING SERV SHS | $2,116,000 | – | 44,800 | – | 0.13% | – |
| WES | New | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | $2,115,000 | – | 87,000 | – | 0.13% | – |
| WSM | New | WILLIAMS SONOMA INC | $2,108,000 | – | 19,000 | – | 0.13% | – |
| New | CADENCE BANK | $2,113,000 | – | 90,000 | – | 0.13% | – | |
| DCP | New | DCP MIDSTREAM LP | $2,071,000 | – | 70,000 | – | 0.12% | – |
| CG | New | CARLYLE GROUP INC | $2,045,000 | – | 64,600 | – | 0.12% | – |
| THC | New | TENET HEALTHCARE CORP | $2,045,000 | – | 38,900 | – | 0.12% | – |
| BBY | New | BEST BUY INC | $2,001,000 | – | 30,700 | – | 0.12% | – |
| TFC | New | TRUIST FINANCIAL CORP | $1,992,000 | – | 42,000 | – | 0.12% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,980,000 | – | 19,000 | – | 0.12% | – |
| TGT | New | TARGET CORP | $1,949,000 | – | 13,800 | – | 0.12% | – |
| HCA | New | HCA HEALTHCARE INC | $1,916,000 | – | 11,400 | – | 0.12% | – |
| DSKE | New | DASEKE INC | $1,760,000 | – | 275,500 | – | 0.10% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $1,746,000 | – | 131,400 | – | 0.10% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $1,735,000 | – | 11,000 | – | 0.10% | – |
| CLF | New | CLEVELAND-CLIFFS INC NEW | $1,706,000 | – | 111,000 | – | 0.10% | – |
| New | BATH & BODY WORKS INC | $1,683,000 | – | 62,500 | – | 0.10% | – | |
| V | New | VISA INC | $1,693,000 | – | 8,600 | – | 0.10% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $1,647,000 | – | 122,664 | – | 0.10% | – |
| AM | New | ANTERO MIDSTREAM CORP | $1,650,000 | – | 182,300 | – | 0.10% | – |
| AAPL | New | APPLE INC | $1,588,000 | – | 11,618 | – | 0.10% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $1,577,000 | – | 4,998 | – | 0.09% | – |
| CAR | New | AVIS BUDGET GROUP | $1,500,000 | – | 10,200 | – | 0.09% | – |
| SHBI | New | SHORE BANCSHARES INC | $1,351,000 | – | 73,000 | – | 0.08% | – |
| AVA | New | AVISTA CORP | $1,348,000 | – | 30,972 | – | 0.08% | – |
| NWE | New | NORTHWESTERN CORP | $1,220,000 | – | 20,698 | – | 0.07% | – |
| MMP | New | MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP | $1,141,000 | – | 23,900 | – | 0.07% | – |
| UTL | New | UNITIL CORP | $1,116,000 | – | 18,998 | – | 0.07% | – |
| MGEE | New | MGE ENERGY INC | $1,022,000 | – | 13,129 | – | 0.06% | – |
| SOI | New | SOLARIS OILFIELD INFRASTRUCTUR COM CL A | $957,000 | – | 87,920 | – | 0.06% | – |
| SLB | New | SCHLUMBERGER LTD | $941,000 | – | 26,310 | – | 0.06% | – |
| PXD | New | PIONEER NAT RES CO | $926,000 | – | 4,150 | – | 0.06% | – |
| SNV | New | SYNOVUS FINL CORP | $901,000 | – | 25,000 | – | 0.05% | – |
| DTM | New | DT MIDSTREAM INC | $907,000 | – | 18,500 | – | 0.05% | – |
| PSX | New | PHILLIPS 66 | $861,000 | – | 10,500 | – | 0.05% | – |
| HAL | New | HALLIBURTON CO | $851,000 | – | 27,150 | – | 0.05% | – |
| COIN | New | COINBASE GLOBAL INC | $809,000 | – | 17,200 | – | 0.05% | – |
| PDCE | New | PDC ENERGY INC | $745,000 | – | 12,090 | – | 0.04% | – |
| FANG | New | DIAMONDBACK ENERGY INC | $741,000 | – | 6,120 | – | 0.04% | – |
| COG | New | COTERRA ENERGY INC | $684,000 | – | 26,510 | – | 0.04% | – |
| ALLY | New | ALLY FINL INC | $670,000 | – | 20,000 | – | 0.04% | – |
| TS | New | TENARIS S Asponsored ads | $642,000 | – | 25,000 | – | 0.04% | – |
| BLK | New | BLACKROCK INC | $548,000 | – | 900 | – | 0.03% | – |
| MGY | New | MAGNOLIA OIL & GAS CORPcl a | $542,000 | – | 25,800 | – | 0.03% | – |
| GEL | New | GENESIS ENERGY L Punit ltd partn | $521,000 | – | 65,000 | – | 0.03% | – |
| ETR | New | ENTERGY CORP NEW | $480,000 | – | 4,260 | – | 0.03% | – |
| OGE | New | OGE ENERGY CORP | $467,000 | – | 12,100 | – | 0.03% | – |
| FTI | New | TECHNIPFMC PLC | $439,000 | – | 65,240 | – | 0.03% | – |
| HONE | New | HARBORONE BANCORP INC NEW | $386,000 | – | 28,000 | – | 0.02% | – |
| RGCO | New | RGC RES INC | $386,000 | – | 20,254 | – | 0.02% | – |
| NR | New | NEWPARK RES INC | $389,000 | – | 125,950 | – | 0.02% | – |
| LBC | New | LUTHER BURBANK CORP | $392,000 | – | 30,000 | – | 0.02% | – |
| NEE | New | NEXTERA ENERGY INC | $369,000 | – | 4,770 | – | 0.02% | – |
| WTTR | New | SELECT ENERGY SVCS INC | $359,000 | – | 52,660 | – | 0.02% | – |
| PYPL | New | PAYPAL HLDGS INC | $349,000 | – | 5,000 | – | 0.02% | – |
| MCO | New | MOODYS CORP | $218,000 | – | 800 | – | 0.01% | – |
| QIWI | New | QIWI PLCspon adr rep b | $87,000 | – | 15,383 | – | 0.01% | – |
| ASX | New | ASE TECHNOLOGY HLDG CO LTDsponsored ads | $79,000 | – | 15,257 | – | 0.01% | – |
| ERIC | New | ERICSSONadr b sek 10 | $86,000 | – | 11,569 | – | 0.01% | – |
| LPL | New | LG DISPLAY CO LTDspons adr rep | $75,000 | – | 13,412 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | HELLO GROUP INCads | $0 | – | -10,202 | – | -0.01% | – | |
| LPL | Exit | LG DISPLAY CO LTDspons adr rep | $0 | – | -15,739 | – | -0.01% | – |
| CNDT | Exit | CONDUENT INC | $0 | – | -18,839 | – | -0.01% | – |
| ASX | Exit | ASE TECHNOLOGY HLDG CO LTDsponsored ads | $0 | – | -14,922 | – | -0.01% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -14,850 | – | -0.01% | – |
| NOK | Exit | NOKIA CORPsponsored adr | $0 | – | -22,230 | – | -0.01% | – |
| DAKT | Exit | DAKTRONICS INC | $0 | – | -23,922 | – | -0.01% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -11,427 | – | -0.01% | – |
| OGN | Exit | ORGANON & CO | $0 | – | -10,450 | – | -0.02% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -4,960 | – | -0.03% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -22,254 | – | -0.03% | – |
| WNEB | Exit | WESTERN NEW ENG BANCORP INC | $0 | – | -106,000 | – | -0.05% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -23,598 | – | -0.06% | – |
| FLNT | Exit | FLUENT INC | $0 | – | -473,400 | – | -0.06% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -15,129 | – | -0.07% | – |
| SHBI | Exit | SHORE BANCSHARES INC | $0 | – | -70,000 | – | -0.07% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -34,972 | – | -0.08% | – |
| CVET | Exit | COVETRUS INC | $0 | – | -82,500 | – | -0.09% | – |
| IEA | Exit | INFRA AND ENERGY ALTRNTIVE INC COM | $0 | – | -138,500 | – | -0.09% | – |
| STKL | Exit | SUNOPTA INC | $0 | – | -182,200 | – | -0.10% | – |
| VOXX | Exit | VOXX INTL CORPcl a | $0 | – | -144,200 | – | -0.10% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -31,000 | – | -0.10% | – |
| PPL | Exit | PPL CORP | $0 | – | -61,719 | – | -0.10% | – |
| VHC | Exit | VIRNETX HLDG CORP | $0 | – | -451,300 | – | -0.11% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC COM | $0 | – | -97,145 | – | -0.11% | – |
| SOFI | Exit | SOFI TECHNOLOGIES INC | $0 | – | -120,000 | – | -0.11% | – |
| EBC | Exit | EASTERN BANKSHARES INC | $0 | – | -95,000 | – | -0.12% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -48,000 | – | -0.12% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -34,698 | – | -0.12% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -8,500 | – | -0.12% | – |
| KIRK | Exit | KIRKLANDS INC | $0 | – | -109,100 | – | -0.12% | – |
| KEY | Exit | KEYCORP | $0 | – | -100,000 | – | -0.13% | – |
| HONE | Exit | HARBORONE BANCORP INC NEW | $0 | – | -160,000 | – | -0.13% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -155,000 | – | -0.14% | – |
| LE | Exit | LANDS END INC NEW | $0 | – | -101,100 | – | -0.14% | – |
| FMC | Exit | FMC CORP | $0 | – | -26,600 | – | -0.14% | – |
| VIRT | Exit | VIRTU FINL INCcl a | $0 | – | -99,900 | – | -0.15% | – |
| CLX | Exit | CLOROX CO DEL | $0 | – | -14,900 | – | -0.15% | – |
| QRTEA | Exit | QURATE RETAIL INC | $0 | – | -243,412 | – | -0.15% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -170,764 | – | -0.15% | – |
| PPBI | Exit | PACIFIC PREMIER BANCORP | $0 | – | -61,000 | – | -0.15% | – |
| GPRO | Exit | GOPRO INCcl a | $0 | – | -273,800 | – | -0.15% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -13,100 | – | -0.15% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -9,500 | – | -0.15% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -52,400 | – | -0.16% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -27,500 | – | -0.16% | – |
| RYAM | Exit | RAYONIER ADVANCED MATLS INC | $0 | – | -356,259 | – | -0.16% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -173,000 | – | -0.16% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -110,000 | – | -0.16% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -59,900 | – | -0.16% | – |
| AOSL | Exit | ALPHA & OMEGA SEMICONDUCTOR LT SHS | $0 | – | -87,400 | – | -0.16% | – |
| HUM | Exit | HUMANA INC | $0 | – | -7,100 | – | -0.16% | – |
| HOLX | Exit | HOLOGIC INC | $0 | – | -37,500 | – | -0.16% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INC NEW | $0 | – | -45,300 | – | -0.16% | – |
| GRBK | Exit | GREEN BRICK PARTNERS INC | $0 | – | -135,200 | – | -0.17% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -13,300 | – | -0.17% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORP CL Acl a | $0 | – | -35,000 | – | -0.17% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -9,900 | – | -0.17% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -21,100 | – | -0.17% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -8,200 | – | -0.17% | – |
| MGI | Exit | MONEYGRAM INTL INC | $0 | – | -353,600 | – | -0.17% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -31,400 | – | -0.17% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -8,000 | – | -0.17% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -39,300 | – | -0.17% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -26,900 | – | -0.17% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -162,500 | – | -0.17% | – |
| HEAR | Exit | TURTLE BEACH CORP | $0 | – | -103,860 | – | -0.17% | – |
| WMT | Exit | WALMART INC | $0 | – | -20,800 | – | -0.17% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -14,200 | – | -0.17% | – |
| TW | Exit | TRADEWEB MKTS INCcl a | $0 | – | -36,000 | – | -0.17% | – |
| FLWS | Exit | 1 800 FLOWERS COM INCcl a | $0 | – | -95,600 | – | -0.17% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -3,500 | – | -0.18% | – |
| UCTT | Exit | ULTRA CLEAN HLDGS INC | $0 | – | -69,000 | – | -0.18% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -35,100 | – | -0.18% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -31,500 | – | -0.18% | – |
| K | Exit | KELLOGG CO | $0 | – | -46,800 | – | -0.18% | – |
| V | Exit | VISA INC | $0 | – | -13,500 | – | -0.18% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -8,701 | – | -0.18% | – |
| YELL | Exit | YELLOW CORP | $0 | – | -537,400 | – | -0.18% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -14,300 | – | -0.18% | – |
| SGRY | Exit | SURGERY PARTNERS INC | $0 | – | -72,400 | – | -0.18% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -61,000 | – | -0.19% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -12,000 | – | -0.19% | – |
| BX | Exit | BLACKSTONE INC | $0 | – | -27,000 | – | -0.19% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -75,000 | – | -0.19% | – |
| PAGP | Exit | PLAINS GP HLDGS L Pltp partnr int a | $0 | – | -291,255 | – | -0.19% | – |
| AAPL | Exit | APPLE INC | $0 | – | -22,397 | – | -0.19% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -8,100 | – | -0.19% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -25,300 | – | -0.19% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -69,500 | – | -0.19% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -12,200 | – | -0.19% | – |
| HZO | Exit | MARINEMAX INC | $0 | – | -67,100 | – | -0.19% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -16,700 | – | -0.20% | – |
| TITN | Exit | TITAN MACHY INC | $0 | – | -127,400 | – | -0.20% | – |
| EBAY | Exit | EBAY INC. | $0 | – | -47,900 | – | -0.20% | – |
| NWN | Exit | NORTHWEST NAT HLDG CO | $0 | – | -72,703 | – | -0.20% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -34,500 | – | -0.20% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -8,900 | – | -0.20% | – |
| TGT | Exit | TARGET CORP | $0 | – | -14,700 | – | -0.20% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -126,000 | – | -0.20% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -21,000 | – | -0.20% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -23,400 | – | -0.20% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -16,900 | – | -0.20% | – |
| CTRN | Exit | CITI TRENDS INC | $0 | – | -47,800 | – | -0.21% | – |
| NLOK | Exit | NORTONLIFELOCK INC. | $0 | – | -138,500 | – | -0.21% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -83,000 | – | -0.21% | – |
| TELL | Exit | TELLURIAN INC NEW | $0 | – | -908,690 | – | -0.21% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW COM | $0 | – | -305,200 | – | -0.21% | – |
| HIBB | Exit | HIBBETT INC | $0 | – | -50,700 | – | -0.21% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -13,300 | – | -0.22% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -59,300 | – | -0.22% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -73,900 | – | -0.22% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS | $0 | – | -6,000 | – | -0.22% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -176,000 | – | -0.22% | – |
| CENX | Exit | CENTURY ALUM CO | $0 | – | -273,100 | – | -0.22% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -6,000 | – | -0.22% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -30,958 | – | -0.22% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -43,439 | – | -0.23% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -103,400 | – | -0.23% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -15,700 | – | -0.23% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -180,000 | – | -0.23% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -2,300 | – | -0.23% | – |
| GOGO | Exit | GOGO INC | $0 | – | -226,500 | – | -0.23% | – |
| TROX | Exit | TRONOX HOLDINGS PLC | $0 | – | -165,900 | – | -0.24% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -93,000 | – | -0.24% | – |
| GLW | Exit | CORNING INC | $0 | – | -116,100 | – | -0.25% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -222,700 | – | -0.26% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC COM | $0 | – | -91,450 | – | -0.26% | – |
| INDB | Exit | INDEPENDENT BK CORP MASS | $0 | – | -57,500 | – | -0.26% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -74,300 | – | -0.26% | – |
| T | Exit | AT&T INC | $0 | – | -163,060 | – | -0.26% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -127,900 | – | -0.27% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -123,500 | – | -0.27% | – |
| NEM | Exit | NEWMONT CORP | $0 | – | -83,800 | – | -0.27% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -60,600 | – | -0.27% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -201,300 | – | -0.28% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -28,800 | – | -0.28% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -375,000 | – | -0.28% | – |
| AN | Exit | AUTONATION INC | $0 | – | -38,400 | – | -0.28% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -102,900 | – | -0.28% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -226,400 | – | -0.28% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -22,150 | – | -0.28% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -87,000 | – | -0.28% | – |
| MET | Exit | METLIFE INC | $0 | – | -77,100 | – | -0.28% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -47,900 | – | -0.28% | – |
| TTE | Exit | TOTALENERGIES SEsponsored ads | $0 | – | -99,500 | – | -0.28% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -81,210 | – | -0.28% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -220,000 | – | -0.29% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -74,600 | – | -0.30% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -111,700 | – | -0.30% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -85,400 | – | -0.30% | – |
| GO | Exit | GROCERY OUTLET HLDG CORP | $0 | – | -231,200 | – | -0.30% | – |
| LEU | Exit | CENTRUS ENERGY CORPcl a | $0 | – | -129,700 | – | -0.30% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -390,000 | – | -0.30% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -186,400 | – | -0.30% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -62,840 | – | -0.30% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -26,533 | – | -0.30% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -73,400 | – | -0.31% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -113,000 | – | -0.31% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -36,900 | – | -0.31% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -28,400 | – | -0.31% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -135,800 | – | -0.31% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -66,100 | – | -0.31% | – |
| RY | Exit | ROYAL BK CDA | $0 | – | -52,800 | – | -0.31% | – |
| BCE | Exit | BCE INC | $0 | – | -105,400 | – | -0.32% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -35,100 | – | -0.32% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -61,600 | – | -0.32% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -22,000 | – | -0.32% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -251,771 | – | -0.32% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -85,247 | – | -0.32% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -110,800 | – | -0.32% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -104,900 | – | -0.32% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -66,100 | – | -0.34% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -70,000 | – | -0.34% | – |
| SR | Exit | SPIRE INC | $0 | – | -91,991 | – | -0.34% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -191,207 | – | -0.34% | – |
| HOV | Exit | HOVNANIAN ENTERPRISES INCcl a new | $0 | – | -59,900 | – | -0.34% | – |
| PFE | Exit | PFIZER INC | $0 | – | -136,000 | – | -0.35% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -160,600 | – | -0.35% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -138,152 | – | -0.35% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -87,100 | – | -0.35% | – |
| PBR | Exit | PETROLEO BRASILEIRO SA PETROBR SPONSORED ADRsponsored adr | $0 | – | -586,600 | – | -0.36% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -101,000 | – | -0.36% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -130,000 | – | -0.37% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -325,000 | – | -0.37% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -223,000 | – | -0.37% | – |
| NJR | Exit | NEW JERSEY RES CORP | $0 | – | -180,934 | – | -0.38% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -131,000 | – | -0.38% | – |
| INTC | Exit | INTEL CORP | $0 | – | -119,903 | – | -0.38% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -126,000 | – | -0.39% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -375,000 | – | -0.40% | – |
| BANR | Exit | BANNER CORP | $0 | – | -120,000 | – | -0.40% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -63,969 | – | -0.40% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -67,000 | – | -0.40% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -82,675 | – | -0.40% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -132,000 | – | -0.40% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -515,000 | – | -0.40% | – |
| HPQ | Exit | HP INC | $0 | – | -248,200 | – | -0.40% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -305,000 | – | -0.41% | – |
| NFG | Exit | NATIONAL FUEL GAS CO | $0 | – | -131,924 | – | -0.41% | – |
| MMM | Exit | 3M CO | $0 | – | -39,550 | – | -0.41% | – |
| CNOB | Exit | CONNECTONE BANCORP INC | $0 | – | -236,000 | – | -0.42% | – |
| EXC | Exit | EXELON CORP | $0 | – | -149,031 | – | -0.43% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -67,400 | – | -0.43% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -432,600 | – | -0.45% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -22,500 | – | -0.45% | – |
| C | Exit | CITIGROUP INC | $0 | – | -109,400 | – | -0.46% | – |
| SWX | Exit | SOUTHWEST GAS HLDGS INC | $0 | – | -121,217 | – | -0.48% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -86,100 | – | -0.49% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -85,100 | – | -0.49% | – |
| FTS | Exit | FORTIS INC | $0 | – | -186,876 | – | -0.49% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -133,375 | – | -0.50% | – |
| DOW | Exit | DOW INC | $0 | – | -148,150 | – | -0.51% | – |
| MAXR | Exit | MAXAR TECHNOLOGIES INC | $0 | – | -301,300 | – | -0.51% | – |
| DAC | Exit | DANAOS CORPORATION | $0 | – | -105,303 | – | -0.52% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -77,504 | – | -0.52% | – |
| KO | Exit | COCA COLA CO | $0 | – | -171,150 | – | -0.54% | – |
| KBH | Exit | KB HOME | $0 | – | -231,700 | – | -0.54% | – |
| KR | Exit | KROGER CO | $0 | – | -223,200 | – | -0.54% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -28,000 | – | -0.55% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -91,875 | – | -0.56% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS COM | $0 | – | -69,950 | – | -0.58% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -51,600 | – | -0.58% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -199,000 | – | -0.60% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -160,399 | – | -0.60% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -232,300 | – | -0.60% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -157,700 | – | -0.62% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -65,200 | – | -0.64% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -202,400 | – | -0.65% | – |
| WTRG | Exit | ESSENTIAL UTILS INC | $0 | – | -238,300 | – | -0.66% | – |
| CNXC | Exit | CONCENTRIX CORP | $0 | – | -62,700 | – | -0.66% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -151,350 | – | -0.68% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -189,000 | – | -0.69% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTNS COM | $0 | – | -890,600 | – | -0.71% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -226,400 | – | -0.74% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -113,061 | – | -0.76% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -443,800 | – | -0.81% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -228,098 | – | -0.81% | – |
| AVNT | Exit | AVIENT CORPORATION | $0 | – | -295,200 | – | -0.82% | – |
| SNBR | Exit | SLEEP NUMBER CORP | $0 | – | -146,800 | – | -0.82% | – |
| CFX | Exit | COLFAX CORP | $0 | – | -299,400 | – | -0.82% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -253,100 | – | -0.82% | – |
| LAD | Exit | LITHIA MTRS INCcl a | $0 | – | -43,600 | – | -0.82% | – |
| MAT | Exit | MATTEL INC | $0 | – | -748,000 | – | -0.83% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -192,536 | – | -0.83% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP INC COM | $0 | – | -234,190 | – | -0.85% | – |
| NI | Exit | NISOURCE INC | $0 | – | -592,581 | – | -0.86% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -469,100 | – | -0.88% | – |
| LKQ | Exit | LKQ CORP | $0 | – | -297,700 | – | -0.89% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,564,649 | – | -0.90% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -643,628 | – | -0.94% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -162,487 | – | -0.95% | – |
| VMI | Exit | VALMONT INDS INC | $0 | – | -69,003 | – | -0.97% | – |
| BJ | Exit | BJS WHSL CLUB HLDGS INC | $0 | – | -296,200 | – | -0.97% | – |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -472,700 | – | -1.05% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -113,000 | – | -1.06% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -109,900 | – | -1.16% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -188,600 | – | -1.28% | – |
| VSTO | Exit | VISTA OUTDOOR INC | $0 | – | -548,300 | – | -1.32% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -408,444 | – | -1.45% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -339,477 | – | -1.48% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -282,040 | – | -1.48% | – |
| SRE | Exit | SEMPRA | $0 | – | -196,940 | – | -1.49% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -402,200 | – | -1.49% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC - CL Acl a | $0 | – | -61 | – | -1.50% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -631,765 | – | -1.50% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -285,286 | – | -1.50% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -1,507,101 | – | -1.50% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -262,217 | – | -1.53% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LNG | Sell | CHENIERE ENERGY INC | $25,611,000 | -6.4% | 262,217 | -16.8% | 1.53% | +0.7% |
| KMI | Buy | KINDER MORGAN INC DEL | $25,214,000 | -5.3% | 1,507,101 | +3.1% | 1.50% | +1.8% |
| ATO | Buy | ATMOS ENERGY CORP | $25,162,000 | -3.8% | 285,286 | +4.9% | 1.50% | +3.4% |
| ENB | Sell | ENBRIDGE INC | $25,144,000 | -9.9% | 631,765 | -9.4% | 1.50% | -3.2% |
| BRKA | Sell | BERKSHIRE HATHAWAY INC - CL Acl a | $25,094,000 | -3.3% | 61 | -1.6% | 1.50% | +4.0% |
| SO | Sell | SOUTHERN CO | $24,924,000 | -2.5% | 402,200 | -4.8% | 1.49% | +4.8% |
| SRE | Sell | SEMPRA | $24,913,000 | -5.4% | 196,940 | -0.9% | 1.49% | +1.7% |
| WEC | Sell | WEC ENERGY GROUP INC | $24,876,000 | -3.2% | 282,040 | -2.4% | 1.48% | +4.1% |
| D | Sell | DOMINION ENERGY INC | $24,789,000 | -5.5% | 339,477 | -4.8% | 1.48% | +1.5% |
| NGG | Buy | NATIONAL GRID PLCspon adr new | $24,356,000 | -4.5% | 408,444 | +2.4% | 1.45% | +2.6% |
| VSTO | Sell | VISTA OUTDOOR INC | $22,102,000 | -17.7% | 548,300 | -5.5% | 1.32% | -11.5% |
| PWR | Sell | QUANTA SVCS INC | $21,466,000 | +18.9% | 188,600 | -5.4% | 1.28% | +27.8% |
| WSM | Sell | WILLIAMS SONOMA INC | $19,489,000 | +5.3% | 109,900 | -5.2% | 1.16% | +13.2% |
| LPLA | Sell | LPL FINL HLDGS INC | $17,714,000 | +9.3% | 113,000 | -5.9% | 1.06% | +17.4% |
| JEF | Sell | JEFFERIES FINL GROUP INC | $17,551,000 | +2.1% | 472,700 | -5.9% | 1.05% | +9.7% |
| BJ | Sell | BJS WHSL CLUB HLDGS INC | $16,267,000 | +9.3% | 296,200 | -5.3% | 0.97% | +17.6% |
| VMI | Sell | VALMONT INDS INC | $16,224,000 | -6.2% | 69,003 | -5.9% | 0.97% | +0.7% |
| DUK | Sell | DUKE ENERGY CORP NEW | $15,857,000 | -3.9% | 162,487 | -2.8% | 0.95% | +3.3% |
| CNP | Sell | CENTERPOINT ENERGY INC | $15,833,000 | -1.3% | 643,628 | -1.6% | 0.94% | +6.2% |
| PCG | Buy | PG&E CORP | $15,021,000 | +14.5% | 1,564,649 | +21.3% | 0.90% | +23.1% |
| LKQ | Sell | LKQ CORP | $14,980,000 | -3.8% | 297,700 | -5.9% | 0.89% | +3.4% |
| OMI | Sell | OWENS & MINOR INC NEW | $14,678,000 | -30.1% | 469,100 | -5.4% | 0.88% | -24.8% |
| NI | Sell | NISOURCE INC | $14,358,000 | -3.8% | 592,581 | -2.7% | 0.86% | +3.4% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GRP INC COM | $14,262,000 | -0.5% | 234,190 | -2.4% | 0.85% | +6.9% |
| ED | Buy | CONSOLIDATED EDISON INC | $13,976,000 | +1.6% | 192,536 | +0.4% | 0.83% | +9.3% |
| MAT | Sell | MATTEL INC | $13,883,000 | -13.1% | 748,000 | -5.9% | 0.83% | -6.5% |
| LAD | Sell | LITHIA MTRS INCcl a | $13,823,000 | -12.7% | 43,600 | -5.4% | 0.82% | -6.2% |
| CSCO | Sell | CISCO SYS INC | $13,776,000 | +0.1% | 253,100 | -2.5% | 0.82% | +7.6% |
| CFX | Sell | COLFAX CORP | $13,742,000 | -5.8% | 299,400 | -5.9% | 0.82% | +1.2% |
| SNBR | Sell | SLEEP NUMBER CORP | $13,723,000 | -20.0% | 146,800 | -6.0% | 0.82% | -14.1% |
| AVNT | Sell | AVIENT CORPORATION | $13,683,000 | -11.3% | 295,200 | -5.9% | 0.82% | -4.6% |
| CMS | Sell | CMS ENERGY CORP | $13,624,000 | -1.6% | 228,098 | -2.7% | 0.81% | +5.7% |
| CMC | Sell | COMMERCIAL METALS CO | $13,518,000 | -6.7% | 443,800 | -5.9% | 0.81% | +0.2% |
| ARW | Sell | ARROW ELECTRS INC | $12,696,000 | -7.1% | 113,061 | -5.9% | 0.76% | -0.1% |
| SEE | Sell | SEALED AIR CORP NEW | $12,404,000 | -13.0% | 226,400 | -5.9% | 0.74% | -6.6% |
| MDRX | Sell | ALLSCRIPTS HEALTHCARE SOLUTNS COM | $11,907,000 | -32.1% | 890,600 | -5.9% | 0.71% | -26.9% |
| BERY | Sell | BERRY GLOBAL GROUP INC | $11,506,000 | -12.2% | 189,000 | -6.0% | 0.69% | -5.6% |
| MRK | Buy | MERCK & CO INC | $11,368,000 | -0.2% | 151,350 | +3.3% | 0.68% | +7.3% |
| CNXC | Sell | CONCENTRIX CORP | $11,098,000 | +3.6% | 62,700 | -5.9% | 0.66% | +11.3% |
| WTRG | Sell | ESSENTIAL UTILS INC | $10,981,000 | -0.8% | 238,300 | -1.6% | 0.66% | +6.7% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $10,932,000 | -5.1% | 202,400 | -1.6% | 0.65% | +1.9% |
| JPM | Sell | JPMORGAN CHASE & CO. | $10,673,000 | -2.8% | 65,200 | -7.6% | 0.64% | +4.4% |
| TKR | Sell | TIMKEN CO | $10,317,000 | -23.6% | 157,700 | -5.9% | 0.62% | -17.9% |
| BIG | Sell | BIG LOTS INC | $10,073,000 | -37.8% | 232,300 | -5.3% | 0.60% | -33.1% |
| XEL | Sell | XCEL ENERGY INC | $10,025,000 | -6.9% | 160,399 | -1.9% | 0.60% | 0.0% |
| REGI | Sell | RENEWABLE ENERGY GROUP INC | $9,990,000 | -23.9% | 199,000 | -5.5% | 0.60% | -18.2% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS COM | $9,718,000 | -7.0% | 69,950 | -1.8% | 0.58% | 0.0% |
| CASY | Sell | CASEYS GEN STORES INC | $9,724,000 | -8.8% | 51,600 | -5.8% | 0.58% | -2.0% |
| CVX | Sell | CHEVRON CORP NEW | $9,321,000 | -5.1% | 91,875 | -2.0% | 0.56% | +2.0% |
| HD | Sell | HOME DEPOT INC | $9,191,000 | +1.1% | 28,000 | -1.8% | 0.55% | +8.7% |
| KR | Sell | KROGER CO | $9,024,000 | +3.8% | 223,200 | -1.7% | 0.54% | +11.6% |
| KBH | Sell | KB HOME | $9,018,000 | -10.1% | 231,700 | -6.0% | 0.54% | -3.4% |
| KO | Buy | COCA COLA CO | $8,980,000 | -2.3% | 171,150 | +0.8% | 0.54% | +5.1% |
| DTE | Sell | DTE ENERGY CO | $8,658,000 | -43.1% | 77,504 | -33.9% | 0.52% | -38.7% |
| DAC | Sell | DANAOS CORPORATION | $8,624,000 | +3.3% | 105,303 | -3.1% | 0.52% | +11.2% |
| MAXR | Sell | MAXAR TECHNOLOGIES INC | $8,533,000 | -33.3% | 301,300 | -6.0% | 0.51% | -28.3% |
| DOW | Sell | DOW INC | $8,528,000 | -10.4% | 148,150 | -1.5% | 0.51% | -3.6% |
| OGS | Sell | ONE GAS INC | $8,452,000 | -17.3% | 133,375 | -3.3% | 0.50% | -11.1% |
| FTS | Sell | FORTIS INC | $8,284,000 | -1.7% | 186,876 | -1.9% | 0.49% | +5.6% |
| MTH | Sell | MERITAGE HOMES CORP | $8,255,000 | -3.0% | 85,100 | -6.0% | 0.49% | +4.2% |
| PM | Sell | PHILIP MORRIS INTL INC | $8,161,000 | -6.0% | 86,100 | -1.7% | 0.49% | +1.0% |
| C | Sell | CITIGROUP INC | $7,678,000 | -1.7% | 109,400 | -0.9% | 0.46% | +5.5% |
| HIFS | Sell | HINGHAM INSTN SVGS MASS | $7,576,000 | +13.4% | 22,500 | -2.2% | 0.45% | +21.8% |
| BBBY | Sell | BED BATH & BEYOND INC | $7,473,000 | -50.8% | 432,600 | -5.2% | 0.45% | -47.2% |
| ABBV | Sell | ABBVIE INC | $7,270,000 | -5.8% | 67,400 | -1.6% | 0.43% | +1.4% |
| EXC | Sell | EXELON CORP | $7,204,000 | +6.2% | 149,031 | -2.7% | 0.43% | +14.1% |
| CNOB | Sell | CONNECTONE BANCORP INC | $7,082,000 | +10.4% | 236,000 | -3.7% | 0.42% | +18.8% |
| MMM | Sell | 3M CO | $6,938,000 | -13.1% | 39,550 | -1.6% | 0.41% | -6.5% |
| NFG | Sell | NATIONAL FUEL GAS CO | $6,929,000 | -2.3% | 131,924 | -2.8% | 0.41% | +5.1% |
| FFIC | Buy | FLUSHING FINL CORP | $6,893,000 | +9.0% | 305,000 | +3.4% | 0.41% | +17.1% |
| HPQ | Sell | HP INC | $6,791,000 | -10.9% | 248,200 | -1.7% | 0.40% | -4.3% |
| WSFS | Buy | WSFS FINL CORP | $6,773,000 | +16.3% | 132,000 | +5.6% | 0.40% | +25.1% |
| FBP | Sell | FIRST BANCORP P R | $6,772,000 | +6.2% | 515,000 | -3.7% | 0.40% | +14.1% |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $6,760,000 | +6.4% | 67,000 | +9.8% | 0.40% | +14.2% |
| SNX | Sell | SYNNEX CORP | $6,659,000 | -19.5% | 63,969 | -5.9% | 0.40% | -13.7% |
| LBAI | Buy | LAKELAND BANCORP INC | $6,611,000 | +3.6% | 375,000 | +2.7% | 0.40% | +11.6% |
| INTC | Sell | INTEL CORP | $6,388,000 | -6.5% | 119,903 | -1.5% | 0.38% | +0.5% |
| NJR | Sell | NEW JERSEY RES CORP | $6,298,000 | -14.3% | 180,934 | -2.6% | 0.38% | -7.8% |
| HTBI | Sell | HOMETRUST BANCSHARES INC | $6,240,000 | -10.5% | 223,000 | -10.8% | 0.37% | -3.9% |
| FMBI | Buy | FIRST MIDWEST BANCORP DEL | $6,178,000 | -1.1% | 325,000 | +3.2% | 0.37% | +6.3% |
| HWC | Buy | HANCOCK WHITNEY CORPORATION | $6,126,000 | +9.4% | 130,000 | +3.2% | 0.37% | +17.7% |
| TCBI | Buy | TEXAS CAP BANCSHARES INC | $6,062,000 | +3.8% | 101,000 | +9.8% | 0.36% | +11.7% |
| PBR | Sell | PETROLEO BRASILEIRO SA PETROBR SPONSORED ADRsponsored adr | $6,065,000 | -16.8% | 586,600 | -1.5% | 0.36% | -10.6% |
| COP | Sell | CONOCOPHILLIPS | $5,903,000 | +9.6% | 87,100 | -1.5% | 0.35% | +17.7% |
| UGI | Sell | UGI CORP NEW | $5,888,000 | -10.4% | 138,152 | -2.7% | 0.35% | -3.8% |
| CNQ | Sell | CANADIAN NAT RES LTD | $5,868,000 | -0.8% | 160,600 | -1.5% | 0.35% | +6.4% |
| PFE | Sell | PFIZER INC | $5,849,000 | +8.2% | 136,000 | -1.5% | 0.35% | +16.3% |
| HOV | Sell | HOVNANIAN ENTERPRISES INCcl a new | $5,774,000 | -12.2% | 59,900 | -3.2% | 0.34% | -5.5% |
| SR | Sell | SPIRE INC | $5,628,000 | -17.5% | 91,991 | -2.5% | 0.34% | -11.3% |
| CVS | Sell | CVS HEALTH CORP | $5,609,000 | +0.0% | 66,100 | -1.6% | 0.34% | +7.7% |
| BK | Sell | BANK NEW YORK MELLON CORP | $5,438,000 | -0.3% | 104,900 | -1.5% | 0.32% | +7.3% |
| UNFI | Sell | UNITED NAT FOODS INC | $5,365,000 | +26.8% | 110,800 | -3.1% | 0.32% | +36.2% |
| BKH | Sell | BLACK HILLS CORP | $5,350,000 | -8.2% | 85,247 | -4.1% | 0.32% | -1.5% |
| MCD | Sell | MCDONALDS CORP | $5,304,000 | +3.0% | 22,000 | -1.3% | 0.32% | +10.8% |
| RTX | Sell | RAYTHEON TECHNOLOGIES CORP | $5,295,000 | -0.8% | 61,600 | -1.6% | 0.32% | +6.8% |
| BCE | Sell | BCE INC | $5,276,000 | -0.1% | 105,400 | -1.6% | 0.32% | +7.5% |
| PEP | Sell | PEPSICO INC | $5,279,000 | +0.1% | 35,100 | -1.4% | 0.32% | +7.5% |
| RY | Sell | ROYAL BK CDA | $5,253,000 | -3.3% | 52,800 | -1.5% | 0.31% | +4.3% |
| SIG | Sell | SIGNET JEWELERS LIMITED | $5,219,000 | -5.4% | 66,100 | -3.2% | 0.31% | +1.6% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $5,189,000 | -5.6% | 135,800 | -1.6% | 0.31% | +1.6% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $5,172,000 | -13.7% | 28,400 | -1.4% | 0.31% | -7.2% |
| PG | Sell | PROCTER AND GAMBLE CO | $5,159,000 | +2.2% | 36,900 | -1.3% | 0.31% | +10.0% |
| PACW | Buy | PACWEST BANCORP DEL | $5,121,000 | +10.6% | 113,000 | +0.4% | 0.31% | +19.1% |
| GILD | Sell | GILEAD SCIENCES INC | $5,127,000 | -0.1% | 73,400 | -1.5% | 0.31% | +7.4% |
| BP | Sell | BP PLCsponsored adr | $5,094,000 | +1.9% | 186,400 | -1.5% | 0.30% | +9.4% |
| TXN | Sell | TEXAS INSTRS INC | $5,100,000 | -1.4% | 26,533 | -1.4% | 0.30% | +5.9% |
| NYCB | Buy | NEW YORK CMNTY BANCORP INC | $5,019,000 | +21.4% | 390,000 | +4.0% | 0.30% | +31.0% |
| LEU | Sell | CENTRUS ENERGY CORPcl a | $5,014,000 | +47.6% | 129,700 | -3.1% | 0.30% | +58.2% |
| GO | Sell | GROCERY OUTLET HLDG CORP | $4,987,000 | -41.4% | 231,200 | -5.9% | 0.30% | -37.0% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspon adr b | $4,978,000 | +8.6% | 111,700 | -1.6% | 0.30% | +16.5% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $4,969,000 | -8.2% | 85,400 | -1.5% | 0.30% | -1.3% |
| TD | Sell | TORONTO DOMINION BK ONT | $4,935,000 | -6.9% | 74,600 | -1.5% | 0.30% | +0.3% |
| CADE | Sell | CADENCE BANCORPORATIONcl a | $4,831,000 | -1.5% | 220,000 | -6.4% | 0.29% | +5.9% |
| XOM | Sell | EXXON MOBIL CORP | $4,777,000 | -8.2% | 81,210 | -1.6% | 0.28% | -1.4% |
| MYRG | Sell | MYR GROUP INC DEL | $4,766,000 | +5.9% | 47,900 | -3.2% | 0.28% | +13.6% |
| MET | Sell | METLIFE INC | $4,759,000 | +1.6% | 77,100 | -1.5% | 0.28% | +9.2% |
| UL | Sell | UNILEVER PLCspon adr new | $4,717,000 | -8.8% | 87,000 | -1.6% | 0.28% | -1.7% |
| AMGN | Buy | AMGEN INC | $4,710,000 | -4.3% | 22,150 | +9.7% | 0.28% | +2.9% |
| MO | Sell | ALTRIA GROUP INC | $4,684,000 | -6.0% | 102,900 | -1.5% | 0.28% | +1.1% |
| SU | Sell | SUNCOR ENERGY INC NEW | $4,696,000 | -14.8% | 226,400 | -1.5% | 0.28% | -8.5% |
| AN | Sell | AUTONATION INC | $4,676,000 | +24.2% | 38,400 | -3.3% | 0.28% | +33.5% |
| JNJ | Sell | JOHNSON & JOHNSON | $4,651,000 | -3.3% | 28,800 | -1.4% | 0.28% | +4.1% |
| KRNY | Buy | KEARNY FINL CORP MD | $4,661,000 | +6.9% | 375,000 | +2.7% | 0.28% | +14.9% |
| BGFV | Sell | BIG 5 SPORTING GOODS CORP | $4,638,000 | -13.2% | 201,300 | -3.2% | 0.28% | -6.7% |
| CL | Sell | COLGATE PALMOLIVE CO | $4,580,000 | -8.5% | 60,600 | -1.5% | 0.27% | -1.8% |
| NEM | Sell | NEWMONT CORP | $4,550,000 | -15.6% | 83,800 | -1.5% | 0.27% | -9.0% |
| KHC | Sell | KRAFT HEINZ CO | $4,547,000 | -11.2% | 123,500 | -1.6% | 0.27% | -4.6% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $4,512,000 | -11.6% | 127,900 | -1.5% | 0.27% | -4.9% |
| T | Sell | AT&T INC | $4,404,000 | -7.6% | 163,060 | -1.6% | 0.26% | -0.8% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $4,396,000 | -12.9% | 74,300 | -1.6% | 0.26% | -6.4% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC COM | $4,303,000 | -13.4% | 91,450 | -3.2% | 0.26% | -6.9% |
| MFC | Sell | MANULIFE FINL CORP | $4,285,000 | -3.8% | 222,700 | -1.5% | 0.26% | +3.6% |
| GLW | Sell | CORNING INC | $4,236,000 | -12.2% | 116,100 | -1.5% | 0.25% | -5.6% |
| SNV | Sell | SYNOVUS FINL CORP | $4,082,000 | -19.1% | 93,000 | -19.1% | 0.24% | -12.9% |
| TROX | Sell | TRONOX HOLDINGS PLC | $4,089,000 | +6.6% | 165,900 | -3.2% | 0.24% | +14.6% |
| GOGO | Sell | GOGO INC | $3,918,000 | +47.1% | 226,500 | -3.2% | 0.23% | +58.1% |
| AZO | Sell | AUTOZONE INC | $3,905,000 | +9.0% | 2,300 | -4.2% | 0.23% | +17.1% |
| ASB | Buy | ASSOCIATED BANC CORP | $3,856,000 | +17.7% | 180,000 | +12.5% | 0.23% | +26.4% |
| HCA | Sell | HCA HEALTHCARE INC | $3,811,000 | +15.2% | 15,700 | -1.9% | 0.23% | +23.4% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $3,792,000 | +10.6% | 103,400 | -2.0% | 0.23% | +18.9% |
| ORCL | Sell | ORACLE CORP | $3,785,000 | +9.6% | 43,439 | -2.1% | 0.23% | +17.7% |
| CPK | Sell | CHESAPEAKE UTILS CORP | $3,717,000 | -3.7% | 30,958 | -3.4% | 0.22% | +3.7% |
| ORLY | Sell | OREILLY AUTOMOTIVE INC | $3,666,000 | +4.4% | 6,000 | -3.2% | 0.22% | +12.3% |
| CENX | Sell | CENTURY ALUM CO | $3,673,000 | +1.0% | 273,100 | -3.2% | 0.22% | +8.4% |
| EBSB | Sell | MERIDIAN BANCORP INC MD | $3,654,000 | -25.6% | 176,000 | -26.7% | 0.22% | -20.1% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $3,631,000 | +6.6% | 6,000 | -1.6% | 0.22% | +14.8% |
| BXC | Sell | BLUELINX HLDGS INC | $3,612,000 | -6.0% | 73,900 | -3.3% | 0.22% | +1.4% |
| KKR | Sell | KKR & CO INC | $3,610,000 | +0.7% | 59,300 | -2.0% | 0.22% | +8.0% |
| MOH | Sell | MOLINA HEALTHCARE INC | $3,608,000 | +3.3% | 13,300 | -3.6% | 0.22% | +10.8% |
| HIBB | Sell | HIBBETT INC | $3,587,000 | -23.5% | 50,700 | -3.1% | 0.21% | -17.7% |
| CYH | Sell | COMMUNITY HEALTH SYS INC NEW COM | $3,571,000 | -26.6% | 305,200 | -3.2% | 0.21% | -21.1% |
| TELL | Buy | TELLURIAN INC NEW | $3,553,000 | -5.8% | 908,690 | +12.1% | 0.21% | +1.4% |
| BAC | Sell | BK OF AMERICA CORP | $3,523,000 | -4.0% | 83,000 | -6.7% | 0.21% | +2.9% |
| NLOK | Sell | NORTONLIFELOCK INC. | $3,504,000 | -8.8% | 138,500 | -1.9% | 0.21% | -1.9% |
| CTRN | Sell | CITI TRENDS INC | $3,487,000 | -18.9% | 47,800 | -3.2% | 0.21% | -13.0% |
| LOW | Sell | LOWES COS INC | $3,428,000 | +2.8% | 16,900 | -1.7% | 0.20% | +10.8% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $3,400,000 | +8.2% | 23,400 | -1.7% | 0.20% | +16.7% |
| COF | Sell | CAPITAL ONE FINL CORP | $3,401,000 | -6.4% | 21,000 | -10.6% | 0.20% | +0.5% |
| BHLB | Sell | BERKSHIRE HILLS BANCORP INC | $3,399,000 | -47.2% | 126,000 | -46.4% | 0.20% | -43.3% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $3,364,000 | -1.5% | 8,900 | -1.1% | 0.20% | +5.8% |
| TGT | Sell | TARGET CORP | $3,363,000 | -7.3% | 14,700 | -2.0% | 0.20% | 0.0% |
| MS | Sell | MORGAN STANLEY | $3,357,000 | +1.7% | 34,500 | -4.2% | 0.20% | +9.3% |
| NWN | Sell | NORTHWEST NAT HLDG CO | $3,344,000 | -14.9% | 72,703 | -2.8% | 0.20% | -8.3% |
| EBAY | Sell | EBAY INC. | $3,337,000 | -6.8% | 47,900 | -6.1% | 0.20% | 0.0% |
| TITN | Sell | TITAN MACHY INC | $3,301,000 | -18.9% | 127,400 | -3.2% | 0.20% | -12.8% |
| TROW | Sell | PRICE T ROWE GROUP INC | $3,285,000 | -2.4% | 16,700 | -1.8% | 0.20% | +4.8% |
| HZO | Sell | MARINEMAX INC | $3,256,000 | -3.6% | 67,100 | -3.2% | 0.19% | +3.2% |
| WFC | Sell | WELLS FARGO CO NEW | $3,225,000 | -12.1% | 69,500 | -14.2% | 0.19% | -5.9% |
| ALL | Sell | ALLSTATE CORP | $3,221,000 | -4.3% | 25,300 | -1.9% | 0.19% | +2.7% |
| AMP | Sell | AMERIPRISE FINL INC | $3,222,000 | +3.6% | 12,200 | -2.4% | 0.19% | +11.0% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $3,165,000 | -4.8% | 8,100 | -2.4% | 0.19% | +2.2% |
| AAPL | Sell | APPLE INC | $3,169,000 | +0.3% | 22,397 | -2.9% | 0.19% | +8.0% |
| BX | Sell | BLACKSTONE INC | $3,141,000 | +7.8% | 27,000 | -10.0% | 0.19% | +15.4% |
| PAGP | Sell | PLAINS GP HLDGS L Pltp partnr int a | $3,138,000 | -12.2% | 291,255 | -2.7% | 0.19% | -5.6% |
| BKU | Sell | BANKUNITED INC | $3,137,000 | -18.3% | 75,000 | -16.7% | 0.19% | -12.2% |
| ALLY | Buy | ALLY FINL INC | $3,114,000 | +7.7% | 61,000 | +5.2% | 0.19% | +15.5% |
| SGRY | Sell | SURGERY PARTNERS INC | $3,065,000 | -38.5% | 72,400 | -3.2% | 0.18% | -33.9% |
| DG | Sell | DOLLAR GEN CORP NEW | $3,034,000 | -4.0% | 14,300 | -2.1% | 0.18% | +3.4% |
| YELL | Sell | YELLOW CORP | $3,036,000 | -16.0% | 537,400 | -3.2% | 0.18% | -10.0% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $3,025,000 | -9.6% | 8,701 | -5.0% | 0.18% | -2.7% |
| K | Sell | KELLOGG CO | $2,991,000 | -2.5% | 46,800 | -1.9% | 0.18% | +5.3% |
| V | Sell | VISA INC | $3,007,000 | -10.7% | 13,500 | -6.2% | 0.18% | -4.3% |
| EMR | Sell | EMERSON ELEC CO | $2,967,000 | -3.9% | 31,500 | -1.9% | 0.18% | +3.5% |
| DHI | Sell | D R HORTON INC | $2,947,000 | -8.9% | 35,100 | -2.0% | 0.18% | -2.2% |
| BLK | New | BLACKROCK INC | $2,935,000 | – | 3,500 | – | 0.18% | – |
| UCTT | Sell | ULTRA CLEAN HLDGS INC | $2,939,000 | -23.2% | 69,000 | -3.1% | 0.18% | -17.5% |
| TW | Sell | TRADEWEB MKTS INCcl a | $2,908,000 | -8.3% | 36,000 | -4.0% | 0.17% | -1.1% |
| FLWS | Sell | 1 800 FLOWERS COM INCcl a | $2,917,000 | -7.3% | 95,600 | -3.1% | 0.17% | -0.6% |
| WMT | Sell | WALMART INC | $2,899,000 | -3.0% | 20,800 | -1.9% | 0.17% | +4.2% |
| WHR | Sell | WHIRLPOOL CORP | $2,895,000 | -8.4% | 14,200 | -2.1% | 0.17% | -1.1% |
| HEAR | Buy | TURTLE BEACH CORP | $2,889,000 | -11.5% | 103,860 | +1.5% | 0.17% | -5.0% |
| SPWH | Sell | SPORTSMANS WHSE HLDGS INC | $2,860,000 | -4.1% | 162,500 | -3.2% | 0.17% | +3.0% |
| BBY | Sell | BEST BUY INC | $2,844,000 | -10.1% | 26,900 | -2.2% | 0.17% | -3.4% |
| OMC | Sell | OMNICOM GROUP INC | $2,848,000 | -11.2% | 39,300 | -2.0% | 0.17% | -4.5% |
| LMT | Sell | LOCKHEED MARTIN CORP | $2,830,000 | -9.9% | 8,200 | -1.2% | 0.17% | -2.9% |
| MGI | Sell | MONEYGRAM INTL INC | $2,836,000 | -23.0% | 353,600 | -3.2% | 0.17% | -17.2% |
| PGR | Sell | PROGRESSIVE CORP | $2,838,000 | -10.0% | 31,400 | -2.2% | 0.17% | -3.4% |
| BIIB | Sell | BIOGEN INC | $2,802,000 | -19.9% | 9,900 | -2.0% | 0.17% | -13.9% |
| KMB | Sell | KIMBERLY-CLARK CORP | $2,794,000 | -2.9% | 21,100 | -1.9% | 0.17% | +4.4% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORP CL Acl a | $2,777,000 | -8.7% | 35,000 | -2.0% | 0.17% | -1.8% |
| SNA | Sell | SNAP ON INC | $2,779,000 | -8.6% | 13,300 | -2.2% | 0.17% | -1.8% |
| GRBK | Sell | GREEN BRICK PARTNERS INC | $2,774,000 | -12.6% | 135,200 | -3.2% | 0.17% | -5.7% |
| PFSI | Sell | PENNYMAC FINL SVCS INC NEW | $2,769,000 | -4.1% | 45,300 | -3.2% | 0.16% | +3.1% |
| HOLX | Sell | HOLOGIC INC | $2,768,000 | +8.6% | 37,500 | -1.8% | 0.16% | +16.2% |
| HUM | Sell | HUMANA INC | $2,763,000 | -14.5% | 7,100 | -2.7% | 0.16% | -7.8% |
| PHM | Sell | PULTE GROUP INC | $2,751,000 | -17.5% | 59,900 | -2.0% | 0.16% | -11.4% |
| AOSL | Sell | ALPHA & OMEGA SEMICONDUCTOR LT SHS | $2,742,000 | +0.0% | 87,400 | -3.1% | 0.16% | +7.9% |
| STL | Sell | STERLING BANCORP DEL | $2,746,000 | -11.4% | 110,000 | -12.0% | 0.16% | -4.7% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $2,675,000 | -8.5% | 173,000 | -15.6% | 0.16% | -1.2% |
| RYAM | Sell | RAYONIER ADVANCED MATLS INC | $2,672,000 | +8.5% | 356,259 | -3.2% | 0.16% | +16.1% |
| DLTR | Sell | DOLLAR TREE INC | $2,632,000 | -5.9% | 27,500 | -2.1% | 0.16% | +1.3% |
| CAH | Sell | CARDINAL HEALTH INC | $2,592,000 | -15.1% | 52,400 | -2.1% | 0.16% | -8.8% |
| SBNY | Sell | SIGNATURE BK NEW YORK N Y | $2,587,000 | -8.4% | 9,500 | -17.4% | 0.15% | -1.9% |
| UNP | Sell | UNION PAC CORP | $2,568,000 | -12.9% | 13,100 | -2.2% | 0.15% | -6.7% |
| GPRO | Sell | GOPRO INCcl a | $2,563,000 | -22.2% | 273,800 | -3.1% | 0.15% | -16.4% |
| PPBI | Sell | PACIFIC PREMIER BANCORP | $2,528,000 | -25.3% | 61,000 | -23.8% | 0.15% | -19.7% |
| AQN | Buy | ALGONQUIN PWR UTILS CORP | $2,503,000 | -0.4% | 170,764 | +1.1% | 0.15% | +6.4% |
| QRTEA | Sell | QURATE RETAIL INC | $2,480,000 | -23.6% | 243,412 | -1.9% | 0.15% | -17.8% |
| CLX | Sell | CLOROX CO DEL | $2,468,000 | -9.8% | 14,900 | -2.0% | 0.15% | -3.3% |
| VIRT | Sell | VIRTU FINL INCcl a | $2,441,000 | -14.4% | 99,900 | -3.2% | 0.15% | -7.6% |
| FMC | Sell | FMC CORP | $2,435,000 | -17.0% | 26,600 | -1.8% | 0.14% | -11.0% |
| LE | Sell | LANDS END INC NEW | $2,380,000 | -44.5% | 101,100 | -3.2% | 0.14% | -40.3% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $2,342,000 | -60.4% | 155,000 | -62.7% | 0.14% | -57.4% |
| HONE | Sell | HARBORONE BANCORP INC NEW | $2,246,000 | -10.5% | 160,000 | -8.6% | 0.13% | -3.6% |
| KEY | New | KEYCORP | $2,162,000 | – | 100,000 | – | 0.13% | – |
| KIRK | Sell | KIRKLANDS INC | $2,096,000 | -18.7% | 109,100 | -3.2% | 0.12% | -12.6% |
| SQ | Sell | SQUARE INCcl a | $2,039,000 | -7.1% | 8,500 | -5.6% | 0.12% | 0.0% |
| NUS | Sell | NU SKIN ENTERPRISES INCcl a | $1,943,000 | -30.9% | 48,000 | -3.2% | 0.12% | -25.6% |
| EBC | New | EASTERN BANKSHARES INC | $1,929,000 | – | 95,000 | – | 0.12% | – |
| SOFI | Buy | SOFI TECHNOLOGIES INC | $1,906,000 | +116.1% | 120,000 | +160.9% | 0.11% | +132.7% |
| LL | Sell | LUMBER LIQUIDATORS HLDGS INC COM | $1,815,000 | -14.3% | 97,145 | -3.2% | 0.11% | -8.5% |
| VHC | Sell | VIRNETX HLDG CORP | $1,769,000 | -11.1% | 451,300 | -3.2% | 0.11% | -3.6% |
| WBS | Sell | WEBSTER FINL CORP CONN | $1,688,000 | -20.9% | 31,000 | -22.5% | 0.10% | -14.4% |
| VOXX | Sell | VOXX INTL CORPcl a | $1,651,000 | -20.9% | 144,200 | -3.2% | 0.10% | -14.7% |
| STKL | Sell | SUNOPTA INC | $1,627,000 | -29.4% | 182,200 | -3.2% | 0.10% | -24.2% |
| IEA | Sell | INFRA AND ENERGY ALTRNTIVE INC COM | $1,583,000 | -13.9% | 138,500 | -3.1% | 0.09% | -7.8% |
| CVET | Sell | COVETRUS INC | $1,497,000 | -34.9% | 82,500 | -3.2% | 0.09% | -30.5% |
| AVA | Sell | AVISTA CORP | $1,368,000 | -10.9% | 34,972 | -2.8% | 0.08% | -3.5% |
| SHBI | Sell | SHORE BANCSHARES INC | $1,241,000 | -25.9% | 70,000 | -30.0% | 0.07% | -20.4% |
| FLNT | Sell | FLUENT INC | $1,075,000 | -25.0% | 473,400 | -3.2% | 0.06% | -20.0% |
| UTL | Buy | UNITIL CORP | $1,010,000 | -18.9% | 23,598 | +0.4% | 0.06% | -13.0% |
| WNEB | Buy | WESTERN NEW ENG BANCORP INC | $904,000 | +84.9% | 106,000 | +76.7% | 0.05% | +100.0% |
| ERIC | New | ERICSSONadr b sek 10 | $128,000 | – | 11,427 | – | 0.01% | – |
| DAKT | Buy | DAKTRONICS INC | $130,000 | +0.8% | 23,922 | +22.2% | 0.01% | +14.3% |
| CNDT | Buy | CONDUENT INC | $124,000 | -5.3% | 18,839 | +8.1% | 0.01% | 0.0% |
| QIWI | Buy | QIWI PLCspon adr rep b | $124,000 | -5.3% | 14,850 | +21.0% | 0.01% | 0.0% |
| LPL | Buy | LG DISPLAY CO LTDspons adr rep | $125,000 | -6.7% | 15,739 | +25.8% | 0.01% | 0.0% |
| NOK | New | NOKIA CORPsponsored adr | $121,000 | – | 22,230 | – | 0.01% | – |
| ASX | New | ASE TECHNOLOGY HLDG CO LTDsponsored ads | $117,000 | – | 14,922 | – | 0.01% | – |
| New | HELLO GROUP INCads | $108,000 | – | 10,202 | – | 0.01% | – | |
| CLS | Exit | CELESTICA INC | $0 | – | -15,702 | – | -0.01% | – |
| WISH | Exit | CONTEXTLOGIC INC | $0 | – | -16,843 | – | -0.01% | – |
| SLQT | Exit | SELECTQUOTE INC | $0 | – | -22,000 | – | -0.02% | – |
| SCHW | Exit | SCHWAB CHARLES CORP | $0 | – | -6,000 | – | -0.02% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -4,150 | – | -0.03% | – |
| PSFE | Exit | PAYSAFE LIMITEDord | $0 | – | -52,000 | – | -0.04% | – |
| PCSB | Exit | PCSB FINL CORP | $0 | – | -45,000 | – | -0.04% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -65,000 | – | -0.05% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -13,500 | – | -0.14% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ENB | New | ENBRIDGE INC | $27,910,000 | – | 697,065 | – | 1.55% | – |
| LNG | New | CHENIERE ENERGY INC | $27,351,000 | – | 315,317 | – | 1.52% | – |
| VSTO | New | VISTA OUTDOOR INC | $26,847,000 | – | 580,100 | – | 1.49% | – |
| KMI | New | KINDER MORGAN INC DEL | $26,636,000 | – | 1,461,101 | – | 1.48% | – |
| SRE | New | SEMPRA ENERGY | $26,329,000 | – | 198,740 | – | 1.46% | – |
| D | New | DOMINION ENERGY INC | $26,241,000 | – | 356,677 | – | 1.46% | – |
| ATO | New | ATMOS ENERGY CORP | $26,150,000 | – | 272,086 | – | 1.45% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC - CL Acl a | $25,953,000 | – | 62 | – | 1.44% | – |
| WEC | New | WEC ENERGY GROUP INC | $25,692,000 | – | 288,840 | – | 1.43% | – |
| SO | New | SOUTHERN CO | $25,559,000 | – | 422,400 | – | 1.42% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $25,515,000 | – | 399,044 | – | 1.42% | – |
| OMI | New | OWENS & MINOR INC NEW | $20,987,000 | – | 495,800 | – | 1.16% | – |
| WSM | New | WILLIAMS SONOMA INC | $18,503,000 | – | 115,900 | – | 1.03% | – |
| PWR | New | QUANTA SVCS INC | $18,051,000 | – | 199,300 | – | 1.00% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTNS COM | $17,525,000 | – | 946,800 | – | 0.97% | – |
| VMI | New | VALMONT INDS INC | $17,303,000 | – | 73,303 | – | 0.96% | – |
| JEF | New | JEFFERIES FINL GROUP INC | $17,186,000 | – | 502,500 | – | 0.95% | – |
| SNBR | New | SLEEP NUMBER CORP | $17,163,000 | – | 156,100 | – | 0.95% | – |
| DUK | New | DUKE ENERGY CORP NEW | $16,495,000 | – | 167,087 | – | 0.92% | – |
| LPLA | New | LPL FINL HLDGS INC | $16,211,000 | – | 120,100 | – | 0.90% | – |
| BIG | New | BIG LOTS INC | $16,199,000 | – | 245,400 | – | 0.90% | – |
| CNP | New | CENTERPOINT ENERGY INC | $16,037,000 | – | 654,028 | – | 0.89% | – |
| MAT | New | MATTEL INC | $15,984,000 | – | 795,200 | – | 0.89% | – |
| LAD | New | LITHIA MTRS INCcl a | $15,842,000 | – | 46,100 | – | 0.88% | – |
| LKQ | New | LKQ CORP | $15,578,000 | – | 316,500 | – | 0.86% | – |
| AVNT | New | AVIENT CORPORATION | $15,426,000 | – | 313,800 | – | 0.86% | – |
| BBBY | New | BED BATH & BEYOND INC | $15,197,000 | – | 456,500 | – | 0.84% | – |
| DTE | New | DTE ENERGY CO | $15,203,000 | – | 117,304 | – | 0.84% | – |
| NI | New | NISOURCE INC | $14,925,000 | – | 609,181 | – | 0.83% | – |
| BJ | New | BJS WHSL CLUB HLDGS INC | $14,883,000 | – | 312,800 | – | 0.83% | – |
| CFX | New | COLFAX CORP | $14,581,000 | – | 318,300 | – | 0.81% | – |
| CMC | New | COMMERCIAL METALS CO | $14,494,000 | – | 471,800 | – | 0.80% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP INC COM | $14,337,000 | – | 239,990 | – | 0.80% | – |
| SEE | New | SEALED AIR CORP NEW | $14,261,000 | – | 240,700 | – | 0.79% | – |
| CMS | New | CMS ENERGY CORP | $13,848,000 | – | 234,398 | – | 0.77% | – |
| CSCO | New | CISCO SYS INC | $13,759,000 | – | 259,600 | – | 0.76% | – |
| ED | New | CONSOLIDATED EDISON INC | $13,751,000 | – | 191,736 | – | 0.76% | – |
| ARW | New | ARROW ELECTRS INC | $13,672,000 | – | 120,110 | – | 0.76% | – |
| TKR | New | TIMKEN CO | $13,507,000 | – | 167,600 | – | 0.75% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $13,129,000 | – | 210,600 | – | 0.73% | – |
| BERY | New | BERRY GLOBAL GROUP INC | $13,109,000 | – | 201,000 | – | 0.73% | – |
| PCG | New | PG&E CORP | $13,116,000 | – | 1,289,649 | – | 0.73% | – |
| MAXR | New | MAXAR TECHNOLOGIES INC | $12,790,000 | – | 320,400 | – | 0.71% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $11,520,000 | – | 205,600 | – | 0.64% | – |
| MRK | New | MERCK & CO INC | $11,389,000 | – | 146,450 | – | 0.63% | – |
| WTRG | New | ESSENTIAL UTILS INC | $11,064,000 | – | 242,100 | – | 0.61% | – |
| JPM | New | JPMORGAN CHASE & CO. | $10,981,000 | – | 70,600 | – | 0.61% | – |
| XEL | New | XCEL ENERGY INC | $10,771,000 | – | 163,499 | – | 0.60% | – |
| CNXC | New | CONCENTRIX CORP | $10,709,000 | – | 66,600 | – | 0.60% | – |
| CASY | New | CASEYS GEN STORES INC | $10,666,000 | – | 54,800 | – | 0.59% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS COM | $10,445,000 | – | 71,250 | – | 0.58% | – |
| OGS | New | ONE GAS INC | $10,219,000 | – | 137,875 | – | 0.57% | – |
| KBH | New | KB HOME | $10,033,000 | – | 246,400 | – | 0.56% | – |
| CVX | New | CHEVRON CORP NEW | $9,817,000 | – | 93,725 | – | 0.54% | – |
| DOW | New | DOW INC | $9,514,000 | – | 150,350 | – | 0.53% | – |
| KO | New | COCA COLA CO | $9,191,000 | – | 169,850 | – | 0.51% | – |
| HD | New | HOME DEPOT INC | $9,088,000 | – | 28,500 | – | 0.50% | – |
| KR | New | KROGER CO | $8,696,000 | – | 227,000 | – | 0.48% | – |
| PM | New | PHILIP MORRIS INTL INC | $8,682,000 | – | 87,600 | – | 0.48% | – |
| GO | New | GROCERY OUTLET HLDG CORP | $8,516,000 | – | 245,700 | – | 0.47% | – |
| MTH | New | MERITAGE HOMES CORP | $8,514,000 | – | 90,500 | – | 0.47% | – |
| FTS | New | FORTIS INC | $8,425,000 | – | 190,476 | – | 0.47% | – |
| DAC | New | DANAOS CORPORATION | $8,347,000 | – | 108,703 | – | 0.46% | – |
| SNX | New | SYNNEX CORP | $8,277,000 | – | 67,981 | – | 0.46% | – |
| SWX | New | SOUTHWEST GAS HLDGS INC | $8,023,000 | – | 121,217 | – | 0.44% | – |
| MMM | New | 3M CO | $7,985,000 | – | 40,200 | – | 0.44% | – |
| C | New | CITIGROUP INC | $7,811,000 | – | 110,400 | – | 0.43% | – |
| ABBV | New | ABBVIE INC | $7,716,000 | – | 68,500 | – | 0.43% | – |
| HPQ | New | HP INC | $7,620,000 | – | 252,400 | – | 0.42% | – |
| NJR | New | NEW JERSEY RES CORP | $7,353,000 | – | 185,834 | – | 0.41% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROBR SPONSORED ADRsponsored adr | $7,287,000 | – | 595,800 | – | 0.40% | – |
| NFG | New | NATIONAL FUEL GAS CO | $7,092,000 | – | 135,724 | – | 0.39% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $6,975,000 | – | 250,000 | – | 0.39% | – |
| INTC | New | INTEL CORP | $6,831,000 | – | 121,673 | – | 0.38% | – |
| SR | New | SPIRE INC | $6,822,000 | – | 94,391 | – | 0.38% | – |
| EXC | New | EXELON CORP | $6,785,000 | – | 153,131 | – | 0.38% | – |
| AGR | New | AVANGRID INC | $6,737,000 | – | 131,000 | – | 0.37% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $6,682,000 | – | 23,000 | – | 0.37% | – |
| ES | New | EVERSOURCE ENERGY | $6,634,000 | – | 82,675 | – | 0.37% | – |
| UGI | New | UGI CORP NEW | $6,574,000 | – | 141,952 | – | 0.36% | – |
| HOV | New | HOVNANIAN ENTERPRISES INCcl a new | $6,579,000 | – | 61,900 | – | 0.36% | – |
| SJI | New | SOUTH JERSEY INDS INC | $6,528,000 | – | 251,771 | – | 0.36% | – |
| BANR | New | BANNER CORP | $6,505,000 | – | 120,000 | – | 0.36% | – |
| CIT | New | CIT GROUP INC | $6,500,000 | – | 126,000 | – | 0.36% | – |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $6,441,000 | – | 235,000 | – | 0.36% | – |
| CNOB | New | CONNECTONE BANCORP INC | $6,412,000 | – | 245,000 | – | 0.36% | – |
| LBAI | New | LAKELAND BANCORP INC | $6,380,000 | – | 365,000 | – | 0.35% | – |
| FBP | New | FIRST BANCORP P R | $6,377,000 | – | 535,000 | – | 0.35% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $6,356,000 | – | 61,000 | – | 0.35% | – |
| FFIC | New | FLUSHING FINL CORP | $6,322,000 | – | 295,000 | – | 0.35% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $6,246,000 | – | 315,000 | – | 0.35% | – |
| MDU | New | MDU RES GROUP INC | $5,992,000 | – | 191,207 | – | 0.33% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $5,990,000 | – | 28,800 | – | 0.33% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $5,918,000 | – | 415,000 | – | 0.33% | – |
| CNQ | New | CANADIAN NAT RES LTD | $5,917,000 | – | 163,100 | – | 0.33% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $5,841,000 | – | 92,000 | – | 0.32% | – |
| BKH | New | BLACK HILLS CORP | $5,831,000 | – | 88,847 | – | 0.32% | – |
| WSFS | New | WSFS FINL CORP | $5,824,000 | – | 125,000 | – | 0.32% | – |
| CVS | New | CVS HEALTH CORP | $5,607,000 | – | 67,200 | – | 0.31% | – |
| HWC | New | HANCOCK WHITNEY CORPORATION | $5,599,000 | – | 126,000 | – | 0.31% | – |
| SU | New | SUNCOR ENERGY INC NEW | $5,511,000 | – | 229,900 | – | 0.31% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $5,518,000 | – | 68,300 | – | 0.31% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $5,495,000 | – | 138,000 | – | 0.30% | – |
| BK | New | BANK NEW YORK MELLON CORP | $5,456,000 | – | 106,500 | – | 0.30% | – |
| RY | New | ROYAL BK CDA | $5,430,000 | – | 53,600 | – | 0.30% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $5,414,000 | – | 86,700 | – | 0.30% | – |
| PFE | New | PFIZER INC | $5,408,000 | – | 138,100 | – | 0.30% | – |
| NEM | New | NEWMONT CORP | $5,394,000 | – | 85,100 | – | 0.30% | – |
| COP | New | CONOCOPHILLIPS | $5,384,000 | – | 88,400 | – | 0.30% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $5,341,000 | – | 208,000 | – | 0.30% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $5,340,000 | – | 62,600 | – | 0.30% | – |
| WTFC | New | WINTRUST FINL CORP | $5,294,000 | – | 70,000 | – | 0.29% | – |
| TD | New | TORONTO DOMINION BK ONT | $5,303,000 | – | 75,700 | – | 0.29% | – |
| BCE | New | BCE INC | $5,282,000 | – | 107,100 | – | 0.29% | – |
| PEP | New | PEPSICO INC | $5,275,000 | – | 35,600 | – | 0.29% | – |
| XOM | New | EXXON MOBIL CORP | $5,205,000 | – | 82,510 | – | 0.29% | – |
| UL | New | UNILEVER PLCspon adr new | $5,171,000 | – | 88,400 | – | 0.29% | – |
| TXN | New | TEXAS INSTRS INC | $5,174,000 | – | 26,907 | – | 0.29% | – |
| MCD | New | MCDONALDS CORP | $5,151,000 | – | 22,300 | – | 0.29% | – |
| GILD | New | GILEAD SCIENCES INC | $5,130,000 | – | 74,500 | – | 0.28% | – |
| KHC | New | KRAFT HEINZ CO | $5,118,000 | – | 125,500 | – | 0.28% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $5,106,000 | – | 129,900 | – | 0.28% | – |
| SNV | New | SYNOVUS FINL CORP | $5,046,000 | – | 115,000 | – | 0.28% | – |
| PG | New | PROCTER AND GAMBLE CO | $5,046,000 | – | 37,400 | – | 0.28% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $5,045,000 | – | 75,500 | – | 0.28% | – |
| AEE | New | AMEREN CORP | $5,030,000 | – | 62,840 | – | 0.28% | – |
| BP | New | BP PLCsponsored adr | $5,001,000 | – | 189,300 | – | 0.28% | – |
| CL | New | COLGATE PALMOLIVE CO | $5,003,000 | – | 61,500 | – | 0.28% | – |
| MO | New | ALTRIA GROUP INC | $4,983,000 | – | 104,500 | – | 0.28% | – |
| SGRY | New | SURGERY PARTNERS INC | $4,983,000 | – | 74,800 | – | 0.28% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC COM | $4,969,000 | – | 94,450 | – | 0.28% | – |
| AMGN | New | AMGEN INC | $4,924,000 | – | 20,200 | – | 0.27% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $4,910,000 | – | 240,000 | – | 0.27% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $4,907,000 | – | 235,000 | – | 0.27% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW COM | $4,867,000 | – | 315,200 | – | 0.27% | – |
| GLW | New | CORNING INC | $4,822,000 | – | 117,900 | – | 0.27% | – |
| JNJ | New | JOHNSON & JOHNSON | $4,810,000 | – | 29,200 | – | 0.27% | – |
| T | New | AT&T INC | $4,768,000 | – | 165,660 | – | 0.26% | – |
| MET | New | METLIFE INC | $4,686,000 | – | 78,300 | – | 0.26% | – |
| HIBB | New | HIBBETT INC | $4,688,000 | – | 52,300 | – | 0.26% | – |
| PACW | New | PACWEST BANCORP DEL | $4,631,000 | – | 112,500 | – | 0.26% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspon adr b | $4,585,000 | – | 113,500 | – | 0.26% | – |
| TTE | New | TOTALENERGIES SEsponsored ads | $4,503,000 | – | 99,500 | – | 0.25% | – |
| MYRG | New | MYR GROUP INC DEL | $4,501,000 | – | 49,500 | – | 0.25% | – |
| MFC | New | MANULIFE FINL CORP | $4,456,000 | – | 226,200 | – | 0.25% | – |
| KRNY | New | KEARNY FINL CORP MD | $4,362,000 | – | 365,000 | – | 0.24% | – |
| INDB | New | INDEPENDENT BK CORP MASS | $4,341,000 | – | 57,500 | – | 0.24% | – |
| CTRN | New | CITI TRENDS INC | $4,298,000 | – | 49,400 | – | 0.24% | – |
| LE | New | LANDS END INC NEW | $4,286,000 | – | 104,400 | – | 0.24% | – |
| UNFI | New | UNITED NAT FOODS INC | $4,231,000 | – | 114,400 | – | 0.24% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $4,133,000 | – | 375,000 | – | 0.23% | – |
| TITN | New | TITAN MACHY INC | $4,072,000 | – | 131,600 | – | 0.23% | – |
| NWN | New | NORTHWEST NAT HLDG CO | $3,929,000 | – | 74,803 | – | 0.22% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $3,858,000 | – | 32,058 | – | 0.21% | – |
| BKU | New | BANKUNITED INC | $3,842,000 | – | 90,000 | – | 0.21% | – |
| NLOK | New | NORTONLIFELOCK INC. | $3,843,000 | – | 141,200 | – | 0.21% | – |
| BXC | New | BLUELINX HLDGS INC | $3,841,000 | – | 76,400 | – | 0.21% | – |
| TROX | New | TRONOX HOLDINGS PLC | $3,837,000 | – | 171,300 | – | 0.21% | – |
| UCTT | New | ULTRA CLEAN HLDGS INC | $3,825,000 | – | 71,200 | – | 0.21% | – |
| AN | New | AUTONATION INC | $3,764,000 | – | 39,700 | – | 0.21% | – |
| TELL | New | TELLURIAN INC NEW | $3,770,000 | – | 810,690 | – | 0.21% | – |
| MGI | New | MONEYGRAM INTL INC | $3,681,000 | – | 365,200 | – | 0.20% | – |
| WFC | New | WELLS FARGO CO NEW | $3,668,000 | – | 81,000 | – | 0.20% | – |
| BAC | New | BK OF AMERICA CORP | $3,669,000 | – | 89,000 | – | 0.20% | – |
| CENX | New | CENTURY ALUM CO | $3,636,000 | – | 282,100 | – | 0.20% | – |
| COF | New | CAPITAL ONE FINL CORP | $3,635,000 | – | 23,500 | – | 0.20% | – |
| YELL | New | YELLOW CORP | $3,614,000 | – | 555,100 | – | 0.20% | – |
| TGT | New | TARGET CORP | $3,626,000 | – | 15,000 | – | 0.20% | – |
| KKR | New | KKR & CO INC | $3,584,000 | – | 60,500 | – | 0.20% | – |
| AZO | New | AUTOZONE INC | $3,581,000 | – | 2,400 | – | 0.20% | – |
| EBAY | New | EBAY INC. | $3,580,000 | – | 50,992 | – | 0.20% | – |
| PAGP | New | PLAINS GP HLDGS L Pltp partnr int a | $3,573,000 | – | 299,255 | – | 0.20% | – |
| ORLY | New | OREILLY AUTOMOTIVE INC | $3,511,000 | – | 6,200 | – | 0.20% | – |
| MOH | New | MOLINA HEALTHCARE INC | $3,492,000 | – | 13,800 | – | 0.19% | – |
| BIIB | New | BIOGEN INC | $3,497,000 | – | 10,100 | – | 0.19% | – |
| PYPL | New | PAYPAL HLDGS INC | $3,498,000 | – | 12,000 | – | 0.19% | – |
| ORCL | New | ORACLE CORP | $3,454,000 | – | 44,370 | – | 0.19% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $3,428,000 | – | 105,500 | – | 0.19% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $3,416,000 | – | 9,000 | – | 0.19% | – |
| LEU | New | CENTRUS ENERGY CORPcl a | $3,398,000 | – | 133,900 | – | 0.19% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $3,407,000 | – | 6,100 | – | 0.19% | – |
| HZO | New | MARINEMAX INC | $3,378,000 | – | 69,300 | – | 0.19% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $3,383,000 | – | 80,000 | – | 0.19% | – |
| V | New | VISA INC | $3,367,000 | – | 14,400 | – | 0.19% | – |
| ALL | New | ALLSTATE CORP | $3,365,000 | – | 25,800 | – | 0.19% | – |
| TROW | New | PRICE T ROWE GROUP INC | $3,365,000 | – | 17,000 | – | 0.19% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $3,345,000 | – | 9,163 | – | 0.19% | – |
| PHM | New | PULTE GROUP INC | $3,334,000 | – | 61,100 | – | 0.18% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $3,324,000 | – | 8,300 | – | 0.18% | – |
| LOW | New | LOWES COS INC | $3,336,000 | – | 17,200 | – | 0.18% | – |
| HCA | New | HCA HEALTHCARE INC | $3,308,000 | – | 16,000 | – | 0.18% | – |
| GPRO | New | GOPRO INCcl a | $3,293,000 | – | 282,700 | – | 0.18% | – |
| MS | New | MORGAN STANLEY | $3,301,000 | – | 36,000 | – | 0.18% | – |
| ASB | New | ASSOCIATED BANC CORP | $3,277,000 | – | 160,000 | – | 0.18% | – |
| HEAR | New | TURTLE BEACH CORP | $3,265,000 | – | 102,300 | – | 0.18% | – |
| DHI | New | D R HORTON INC | $3,235,000 | – | 35,800 | – | 0.18% | – |
| QRTEA | New | QURATE RETAIL INC | $3,248,000 | – | 248,118 | – | 0.18% | – |
| HUM | New | HUMANA INC | $3,232,000 | – | 7,300 | – | 0.18% | – |
| OMC | New | OMNICOM GROUP INC | $3,208,000 | – | 40,100 | – | 0.18% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $3,175,000 | – | 139,600 | – | 0.18% | – |
| BBY | New | BEST BUY INC | $3,162,000 | – | 27,500 | – | 0.18% | – |
| TW | New | TRADEWEB MKTS INCcl a | $3,171,000 | – | 37,500 | – | 0.18% | – |
| WHR | New | WHIRLPOOL CORP | $3,161,000 | – | 14,500 | – | 0.18% | – |
| DG | New | DOLLAR GEN CORP NEW | $3,159,000 | – | 14,600 | – | 0.18% | – |
| FLWS | New | 1 800 FLOWERS COM INCcl a | $3,146,000 | – | 98,700 | – | 0.18% | – |
| PGR | New | PROGRESSIVE CORP | $3,153,000 | – | 32,100 | – | 0.18% | – |
| AAPL | New | APPLE INC | $3,160,000 | – | 23,075 | – | 0.18% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $3,141,000 | – | 23,800 | – | 0.17% | – |
| LMT | New | LOCKHEED MARTIN CORP | $3,140,000 | – | 8,300 | – | 0.17% | – |
| AMP | New | AMERIPRISE FINL INC | $3,111,000 | – | 12,500 | – | 0.17% | – |
| STL | New | STERLING BANCORP DEL | $3,099,000 | – | 125,000 | – | 0.17% | – |
| EMR | New | EMERSON ELEC CO | $3,089,000 | – | 32,100 | – | 0.17% | – |
| K | New | KELLOGG CO | $3,069,000 | – | 47,700 | – | 0.17% | – |
| CAH | New | CARDINAL HEALTH INC | $3,054,000 | – | 53,500 | – | 0.17% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORP CL Acl a | $3,041,000 | – | 35,700 | – | 0.17% | – |
| SNA | New | SNAP ON INC | $3,039,000 | – | 13,600 | – | 0.17% | – |
| WMT | New | WALMART INC | $2,990,000 | – | 21,200 | – | 0.17% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $2,982,000 | – | 167,800 | – | 0.17% | – |
| UNP | New | UNION PAC CORP | $2,947,000 | – | 13,400 | – | 0.16% | – |
| FMC | New | FMC CORP | $2,932,000 | – | 27,100 | – | 0.16% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $2,925,000 | – | 205,000 | – | 0.16% | – |
| BX | New | BLACKSTONE GROUP INC | $2,914,000 | – | 30,000 | – | 0.16% | – |
| ALLY | New | ALLY FINL INC | $2,891,000 | – | 58,000 | – | 0.16% | – |
| MCO | New | MOODYS CORP | $2,899,000 | – | 8,000 | – | 0.16% | – |
| PFSI | New | PENNYMAC FINL SVCS INC NEW | $2,888,000 | – | 46,800 | – | 0.16% | – |
| KMB | New | KIMBERLY-CLARK CORP | $2,876,000 | – | 21,500 | – | 0.16% | – |
| VIRT | New | VIRTU FINL INCcl a | $2,851,000 | – | 103,200 | – | 0.16% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $2,825,000 | – | 11,500 | – | 0.16% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $2,810,000 | – | 49,600 | – | 0.16% | – |
| DLTR | New | DOLLAR TREE INC | $2,796,000 | – | 28,100 | – | 0.16% | – |
| CLX | New | CLOROX CO DEL | $2,735,000 | – | 15,200 | – | 0.15% | – |
| AOSL | New | ALPHA & OMEGA SEMICONDUCTOR LT SHS | $2,741,000 | – | 90,200 | – | 0.15% | – |
| GOGO | New | GOGO INC | $2,663,000 | – | 234,000 | – | 0.15% | – |
| KIRK | New | KIRKLANDS INC | $2,579,000 | – | 112,700 | – | 0.14% | – |
| HOLX | New | HOLOGIC INC | $2,549,000 | – | 38,200 | – | 0.14% | – |
| GPN | New | GLOBAL PMTS INC | $2,532,000 | – | 13,500 | – | 0.14% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $2,514,000 | – | 168,964 | – | 0.14% | – |
| HONE | New | HARBORONE BANCORP INC NEW | $2,510,000 | – | 175,000 | – | 0.14% | – |
| RYAM | New | RAYONIER ADVANCED MATLS INC | $2,462,000 | – | 367,959 | – | 0.14% | – |
| CVET | New | COVETRUS INC | $2,300,000 | – | 85,200 | – | 0.13% | – |
| STKL | New | SUNOPTA INC | $2,304,000 | – | 188,200 | – | 0.13% | – |
| SQ | New | SQUARE INCcl a | $2,194,000 | – | 9,000 | – | 0.12% | – |
| LL | New | LUMBER LIQUIDATORS HLDGS INC COM | $2,117,000 | – | 100,345 | – | 0.12% | – |
| WBS | New | WEBSTER FINL CORP CONN | $2,134,000 | – | 40,000 | – | 0.12% | – |
| VOXX | New | VOXX INTL CORPcl a | $2,087,000 | – | 149,000 | – | 0.12% | – |
| NWE | New | NORTHWESTERN CORP | $2,090,000 | – | 34,698 | – | 0.12% | – |
| VHC | New | VIRNETX HLDG CORP | $1,990,000 | – | 466,100 | – | 0.11% | – |
| IEA | New | INFRA AND ENERGY ALTRNTIVE INC COM | $1,839,000 | – | 143,000 | – | 0.10% | – |
| PPL | New | PPL CORP | $1,726,000 | – | 61,719 | – | 0.10% | – |
| SHBI | New | SHORE BANCSHARES INC | $1,675,000 | – | 100,000 | – | 0.09% | – |
| AVA | New | AVISTA CORP | $1,535,000 | – | 35,972 | – | 0.08% | – |
| FLNT | New | FLUENT INC | $1,433,000 | – | 489,000 | – | 0.08% | – |
| UTL | New | UNITIL CORP | $1,245,000 | – | 23,498 | – | 0.07% | – |
| MGEE | New | MGE ENERGY INC | $1,126,000 | – | 15,129 | – | 0.06% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $972,000 | – | 65,000 | – | 0.05% | – |
| SOFI | New | SOFI TECHNOLOGIES INC | $882,000 | – | 46,000 | – | 0.05% | – |
| PCSB | New | PCSB FINL CORP | $818,000 | – | 45,000 | – | 0.04% | – |
| PSFE | New | PAYSAFE LIMITEDord | $630,000 | – | 52,000 | – | 0.04% | – |
| TRV | New | TRAVELERS COMPANIES INC | $621,000 | – | 4,150 | – | 0.03% | – |
| RGCO | New | RGC RES INC | $561,000 | – | 22,254 | – | 0.03% | – |
| ETR | New | ENTERGY CORP NEW | $495,000 | – | 4,960 | – | 0.03% | – |
| WNEB | New | WESTERN NEW ENG BANCORP INC | $489,000 | – | 60,000 | – | 0.03% | – |
| SLQT | New | SELECTQUOTE INC | $424,000 | – | 22,000 | – | 0.02% | – |
| SCHW | New | SCHWAB CHARLES CORP | $437,000 | – | 6,000 | – | 0.02% | – |
| OGN | New | ORGANON & CO | $316,000 | – | 10,450 | – | 0.02% | – |
| WISH | New | CONTEXTLOGIC INC | $222,000 | – | 16,843 | – | 0.01% | – |
| LPL | New | LG DISPLAY CO LTDspons adr rep | $134,000 | – | 12,507 | – | 0.01% | – |
| DAKT | New | DAKTRONICS INC | $129,000 | – | 19,579 | – | 0.01% | – |
| CLS | New | CELESTICA INC | $123,000 | – | 15,702 | – | 0.01% | – |
| QIWI | New | QIWI PLCspon adr rep b | $131,000 | – | 12,275 | – | 0.01% | – |
| CNDT | New | CONDUENT INC | $131,000 | – | 17,433 | – | 0.01% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TNAV | Exit | TELENAV INC | $0 | – | -20,624 | – | -0.01% | – |
| NPTN | Exit | NEOPHOTONICS CORP | $0 | – | -14,341 | – | -0.01% | – |
| CLS | Exit | CELESTICA INC | $0 | – | -11,844 | – | -0.01% | – |
| PBCT | Exit | PEOPLES UNITED FINANCIAL INC COM | $0 | – | -10,000 | – | -0.01% | – |
| ARNC | Exit | ARCONIC CORPORATION | $0 | – | -21,500 | – | -0.03% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -80,000 | – | -0.04% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -5,960 | – | -0.04% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -26,254 | – | -0.04% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -6,050 | – | -0.05% | – |
| SCHW | Exit | SCHWAB CHARLES CORP | $0 | – | -20,000 | – | -0.05% | – |
| TELL | Exit | TELLURIAN INC NEW | $0 | – | -904,690 | – | -0.05% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -112,400 | – | -0.05% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -30,000 | – | -0.05% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -80,000 | – | -0.06% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -85,000 | – | -0.06% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INC NEW | $0 | – | -15,000 | – | -0.06% | – |
| AUB | Exit | ATLANTIC UN BANKSHARES CORP | $0 | – | -42,500 | – | -0.06% | – |
| HONE | Exit | HARBORONE BANCORP INC NEW | $0 | – | -125,000 | – | -0.07% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -10,000 | – | -0.08% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -28,598 | – | -0.08% | – |
| UAL | Exit | UNITED AIRLS HLDGS INC | $0 | – | -32,900 | – | -0.08% | – |
| OXY | Exit | OCCIDENTAL PETE CORP | $0 | – | -115,460 | – | -0.08% | – |
| TNK | Exit | TEEKAY TANKERS LTDcl a | $0 | – | -110,200 | – | -0.08% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -100,500 | – | -0.09% | – |
| EOG | Exit | EOG RES INC | $0 | – | -34,700 | – | -0.09% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -145,000 | – | -0.09% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -6,000 | – | -0.09% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -61,000 | – | -0.09% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -130,000 | – | -0.10% | – |
| XRX | Exit | XEROX HOLDINGS CORP | $0 | – | -75,193 | – | -0.10% | – |
| ATKR | Exit | ATKORE INTL GROUP INC | $0 | – | -62,200 | – | -0.10% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -65,000 | – | -0.10% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -115,000 | – | -0.10% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -72,900 | – | -0.10% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -23,729 | – | -0.10% | – |
| HWM | Exit | HOWMET AEROSPACE INC | $0 | – | -88,500 | – | -0.10% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -44,372 | – | -0.10% | – |
| PXD | Exit | PIONEER NAT RES CO | $0 | – | -17,900 | – | -0.11% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -31,400 | – | -0.11% | – |
| CNOB | Exit | CONNECTONE BANCORP INC | $0 | – | -110,000 | – | -0.11% | – |
| KOP | Exit | KOPPERS HOLDINGS INC | $0 | – | -76,700 | – | -0.11% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -33,198 | – | -0.11% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -113,600 | – | -0.12% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -46,800 | – | -0.12% | – |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -116,700 | – | -0.12% | – |
| NCBS | Exit | NICOLET BANKSHARES INC | $0 | – | -33,000 | – | -0.12% | – |
| MAXN | Exit | MAXEON SOLAR TECHNOLOGIES LTD SHS | $0 | – | -107,125 | – | -0.13% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -210,000 | – | -0.13% | – |
| EQH | Exit | EQUITABLE HLDGS INC COM | $0 | – | -99,500 | – | -0.13% | – |
| SLQT | Exit | SELECTQUOTE INC | $0 | – | -90,000 | – | -0.13% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -13,400 | – | -0.13% | – |
| AMWD | Exit | AMERICAN WOODMARK CORPORATION COM | $0 | – | -23,900 | – | -0.13% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -66,500 | – | -0.13% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -190,000 | – | -0.13% | – |
| BX | Exit | BLACKSTONE GROUP INC | $0 | – | -37,000 | – | -0.13% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -31,400 | – | -0.14% | – |
| RDNT | Exit | RADNET INC | $0 | – | -127,400 | – | -0.14% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -160,100 | – | -0.14% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -41,700 | – | -0.14% | – |
| SKY | Exit | SKYLINE CHAMPION CORPORATION COM | $0 | – | -74,800 | – | -0.14% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -83,000 | – | -0.14% | – |
| CRMT | Exit | AMERICAS CAR-MART INC | $0 | – | -23,696 | – | -0.14% | – |
| CBRE | Exit | CBRE GROUP INCcl a | $0 | – | -42,800 | – | -0.14% | – |
| CG | Exit | CARLYLE GROUP INC | $0 | – | -82,100 | – | -0.14% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -77,500 | – | -0.14% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -7,200 | – | -0.14% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -150,000 | – | -0.14% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -100,000 | – | -0.14% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -36,300 | – | -0.14% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -96,600 | – | -0.14% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -29,000 | – | -0.14% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -20,800 | – | -0.15% | – |
| INTC | Exit | INTEL CORP | $0 | – | -40,678 | – | -0.15% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -10,500 | – | -0.15% | – |
| PPL | Exit | PPL CORP | $0 | – | -77,519 | – | -0.15% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SVCS COM | $0 | – | -14,500 | – | -0.15% | – |
| CFX | Exit | COLFAX CORP | $0 | – | -68,900 | – | -0.15% | – |
| HSIC | Exit | HENRY SCHEIN INC | $0 | – | -36,800 | – | -0.15% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -65,300 | – | -0.15% | – |
| PAGP | Exit | PLAINS GP HLDGS L Pltp partnr int a | $0 | – | -355,455 | – | -0.15% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -49,596 | – | -0.15% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -78,700 | – | -0.15% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -17,500 | – | -0.15% | – |
| V | Exit | VISA INC | $0 | – | -10,948 | – | -0.15% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -425,000 | – | -0.15% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -12,500 | – | -0.15% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -42,500 | – | -0.16% | – |
| ALG | Exit | ALAMO GROUP INC | $0 | – | -20,800 | – | -0.16% | – |
| CDW | Exit | CDW CORP | $0 | – | -18,893 | – | -0.16% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -220,000 | – | -0.16% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -210,000 | – | -0.16% | – |
| FISV | Exit | FISERV INC | $0 | – | -22,000 | – | -0.16% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC | $0 | – | -25,700 | – | -0.16% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -12,500 | – | -0.16% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -8,000 | – | -0.16% | – |
| JELD | Exit | JELD-WEN HLDG INC | $0 | – | -104,500 | – | -0.16% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -18,400 | – | -0.16% | – |
| CSX | Exit | CSX CORP | $0 | – | -30,700 | – | -0.17% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -137,600 | – | -0.17% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -82,300 | – | -0.17% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -7,270 | – | -0.17% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -53,600 | – | -0.17% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -98,900 | – | -0.17% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIONS CL Acl a | $0 | – | -36,000 | – | -0.17% | – |
| ACA | Exit | ARCOSA INC | $0 | – | -56,700 | – | -0.17% | – |
| PPBI | Exit | PACIFIC PREMIER BANCORP | $0 | – | -125,000 | – | -0.18% | – |
| NSC | Exit | NORFOLK SOUTHN CORP | $0 | – | -11,900 | – | -0.18% | – |
| VIAC | Exit | VIACOMCBS INCcl b | $0 | – | -91,588 | – | -0.18% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -161,700 | – | -0.18% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -2,200 | – | -0.18% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -16,900 | – | -0.18% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -65,000 | – | -0.18% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -87,300 | – | -0.18% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -260,000 | – | -0.18% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -140,000 | – | -0.18% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -85,000 | – | -0.18% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -13,500 | – | -0.18% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -150,000 | – | -0.18% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -13,600 | – | -0.19% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -65,000 | – | -0.19% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -29,000 | – | -0.19% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -59,700 | – | -0.19% | – |
| AAPL | Exit | APPLE INC | $0 | – | -23,753 | – | -0.19% | – |
| SONY | Exit | SONY CORPsponsored adr | $0 | – | -36,300 | – | -0.19% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -47,280 | – | -0.20% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -33,200 | – | -0.20% | – |
| WMT | Exit | WALMART INC | $0 | – | -20,300 | – | -0.20% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -135,000 | – | -0.20% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -22,000 | – | -0.20% | – |
| MAS | Exit | MASCO CORP | $0 | – | -52,400 | – | -0.20% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -18,000 | – | -0.20% | – |
| UFPI | Exit | UFP INDUSTRIES INC | $0 | – | -52,700 | – | -0.21% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -17,300 | – | -0.21% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -40,000 | – | -0.21% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -14,400 | – | -0.21% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -52,800 | – | -0.21% | – |
| DE | Exit | DEERE & CO | $0 | – | -13,900 | – | -0.21% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -97,000 | – | -0.22% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -37,958 | – | -0.22% | – |
| RCM | Exit | R1 RCM INC | $0 | – | -187,800 | – | -0.22% | – |
| EBAY | Exit | EBAY INC. | $0 | – | -63,700 | – | -0.23% | – |
| TTE | Exit | TOTAL SEsponsored ads | $0 | – | -101,400 | – | -0.24% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -241,664 | – | -0.24% | – |
| MET | Exit | METLIFE INC | $0 | – | -95,000 | – | -0.25% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -24,900 | – | -0.25% | – |
| T | Exit | AT&T INC | $0 | – | -126,160 | – | -0.25% | – |
| BMCH | Exit | BMC STK HLDGS INC | $0 | – | -86,400 | – | -0.26% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -108,000 | – | -0.26% | – |
| IBP | Exit | INSTALLED BLDG PRODS INC | $0 | – | -36,500 | – | -0.26% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -84,900 | – | -0.27% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -68,000 | – | -0.28% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -129,800 | – | -0.28% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -54,300 | – | -0.28% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -106,000 | – | -0.28% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -616,645 | – | -0.29% | – |
| RY | Exit | ROYAL BK CDA | $0 | – | -58,900 | – | -0.29% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -126,500 | – | -0.29% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -140,400 | – | -0.29% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -112,900 | – | -0.30% | – |
| NWN | Exit | NORTHWEST NAT HLDG CO | $0 | – | -94,503 | – | -0.30% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -184,000 | – | -0.30% | – |
| C | Exit | CITIGROUP INC | $0 | – | -101,600 | – | -0.30% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -69,800 | – | -0.31% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -112,600 | – | -0.31% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -74,100 | – | -0.31% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -51,200 | – | -0.31% | – |
| NTR | Exit | NUTRIEN LTD | $0 | – | -114,300 | – | -0.31% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -33,400 | – | -0.32% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -81,500 | – | -0.35% | – |
| DOW | Exit | DOW INC | $0 | – | -107,250 | – | -0.35% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -110,800 | – | -0.36% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -112,800 | – | -0.37% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -178,500 | – | -0.37% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -158,610 | – | -0.38% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -285,271 | – | -0.38% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -38,556 | – | -0.38% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -380,500 | – | -0.39% | – |
| AFG | Exit | AMERICAN FINL GROUP INC OHIO COM | $0 | – | -84,200 | – | -0.39% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -172,352 | – | -0.40% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -106,547 | – | -0.40% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -409,300 | – | -0.41% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -139,400 | – | -0.41% | – |
| SR | Exit | SPIRE INC | $0 | – | -110,991 | – | -0.41% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -76,040 | – | -0.42% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -270,107 | – | -0.42% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -66,300 | – | -0.43% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -230,834 | – | -0.43% | – |
| CVNA | Exit | CARVANA COcl a | $0 | – | -28,000 | – | -0.44% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -234,000 | – | -0.44% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -56,900 | – | -0.44% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -66,300 | – | -0.44% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -78,175 | – | -0.45% | – |
| EXC | Exit | EXELON CORP | $0 | – | -182,931 | – | -0.46% | – |
| TGT | Exit | TARGET CORP | $0 | – | -41,800 | – | -0.46% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -56,692 | – | -0.46% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -301,162 | – | -0.46% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -102,400 | – | -0.47% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -134,300 | – | -0.47% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -96,425 | – | -0.48% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -172,224 | – | -0.49% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC COM | $0 | – | -196,000 | – | -0.49% | – |
| MRK | Exit | MERCK & CO. INC | $0 | – | -88,000 | – | -0.51% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -150,900 | – | -0.53% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -53,500 | – | -0.56% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -134,400 | – | -0.58% | – |
| KO | Exit | COCA COLA CO | $0 | – | -168,750 | – | -0.58% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -32,800 | – | -0.58% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -345,700 | – | -0.59% | – |
| PFE | Exit | PFIZER INC | $0 | – | -243,200 | – | -0.62% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -638,700 | – | -0.62% | – |
| SYNH | Exit | SYNEOS HEALTH INCcl a | $0 | – | -173,500 | – | -0.64% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -307,000 | – | -0.64% | – |
| ITRI | Exit | ITRON INC | $0 | – | -153,900 | – | -0.65% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -85,900 | – | -0.65% | – |
| SWX | Exit | SOUTHWEST GAS HOLDINGS INC | $0 | – | -149,317 | – | -0.66% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -163,900 | – | -0.68% | – |
| OC | Exit | OWENS CORNING NEW | $0 | – | -145,400 | – | -0.70% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -79,900 | – | -0.70% | – |
| FTS | Exit | FORTIS INC | $0 | – | -246,476 | – | -0.70% | – |
| ACM | Exit | AECOM | $0 | – | -241,900 | – | -0.70% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -259,200 | – | -0.71% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS COM | $0 | – | -85,582 | – | -0.72% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -57,600 | – | -0.74% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -219,800 | – | -0.74% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -857,000 | – | -0.75% | – |
| JBL | Exit | JABIL INC | $0 | – | -315,970 | – | -0.75% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -143,800 | – | -0.77% | – |
| MMM | Exit | 3M CO | $0 | – | -74,050 | – | -0.82% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -172,575 | – | -0.83% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -72,000 | – | -0.84% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -647,628 | – | -0.87% | – |
| KBH | Exit | KB HOME | $0 | – | -336,400 | – | -0.90% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -196,499 | – | -0.94% | – |
| CCK | Exit | CROWN HLDGS INC | $0 | – | -176,400 | – | -0.94% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -98,235 | – | -0.96% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -125,300 | – | -0.96% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,591,449 | – | -1.04% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -166,000 | – | -1.04% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC - CL Acl a | $0 | – | -48 | – | -1.07% | – |
| LAD | Exit | LITHIA MTRS INCcl a | $0 | – | -69,000 | – | -1.09% | – |
| SGMS | Exit | SCIENTIFIC GAMES CORP | $0 | – | -457,200 | – | -1.11% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -141,104 | – | -1.13% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP INC COM | $0 | – | -295,490 | – | -1.13% | – |
| NI | Exit | NISOURCE INC | $0 | – | -746,181 | – | -1.14% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -212,536 | – | -1.15% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -283,298 | – | -1.21% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -198,487 | – | -1.22% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -227,100 | – | -1.27% | – |
| RH | Exit | RH | $0 | – | -52,500 | – | -1.40% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -546,917 | – | -1.76% | – |
| TRP | Exit | TC ENERGY CORPadr | $0 | – | -618,153 | – | -1.81% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -914,565 | – | -1.86% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -283,886 | – | -1.89% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -2,206,101 | – | -1.89% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -512,200 | – | -1.93% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -353,477 | – | -1.94% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -236,140 | – | -1.94% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -289,340 | – | -1.95% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -499,444 | – | -2.01% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NGG | Sell | NATIONAL GRID PLCspon adr new | $28,863,000 | -12.1% | 499,444 | -7.6% | 2.01% | -12.2% |
| WEC | Sell | WEC ENERGY GROUP INC | $28,037,000 | -6.4% | 289,340 | -15.3% | 1.95% | -6.5% |
| SRE | Sell | SEMPRA ENERGY | $27,950,000 | -3.6% | 236,140 | -4.6% | 1.94% | -3.7% |
| D | Sell | DOMINION ENERGY INC | $27,900,000 | -6.6% | 353,477 | -4.0% | 1.94% | -6.7% |
| SO | Sell | SOUTHERN CO | $27,771,000 | -2.1% | 512,200 | -6.4% | 1.93% | -2.2% |
| KMI | Buy | KINDER MORGAN INC DEL | $27,201,000 | -8.5% | 2,206,101 | +12.6% | 1.89% | -8.6% |
| ATO | Sell | ATMOS ENERGY CORP | $27,137,000 | -10.1% | 283,886 | -6.3% | 1.89% | -10.2% |
| ENB | Sell | ENBRIDGE INC | $26,705,000 | -10.9% | 914,565 | -7.1% | 1.86% | -10.9% |
| TRP | Sell | TC ENERGY CORPadr | $25,975,000 | -12.8% | 618,153 | -11.0% | 1.81% | -12.9% |
| LNG | Sell | CHENIERE ENERGY INC | $25,306,000 | -19.4% | 546,917 | -15.8% | 1.76% | -19.5% |
| RH | Sell | RH | $20,088,000 | +44.4% | 52,500 | -6.1% | 1.40% | +44.3% |
| SYNA | Sell | SYNAPTICS INC | $18,263,000 | +25.5% | 227,100 | -6.2% | 1.27% | +25.3% |
| DUK | Sell | DUKE ENERGY CORP NEW | $17,578,000 | -4.9% | 198,487 | -14.2% | 1.22% | -5.0% |
| CMS | Sell | CMS ENERGY CORP | $17,397,000 | -10.6% | 283,298 | -14.9% | 1.21% | -10.7% |
| ED | Sell | CONSOLIDATED EDISON INC | $16,535,000 | -6.9% | 212,536 | -13.9% | 1.15% | -7.0% |
| NI | Sell | NISOURCE INC | $16,416,000 | -17.3% | 746,181 | -14.5% | 1.14% | -17.4% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GRP INC COM | $16,225,000 | -0.8% | 295,490 | -11.2% | 1.13% | -0.9% |
| DTE | Sell | DTE ENERGY CO | $16,233,000 | -8.2% | 141,104 | -14.2% | 1.13% | -8.4% |
| SGMS | Sell | SCIENTIFIC GAMES CORP | $15,961,000 | +111.8% | 457,200 | -6.2% | 1.11% | +111.4% |
| LAD | Sell | LITHIA MTRS INCcl a | $15,728,000 | +41.4% | 69,000 | -6.1% | 1.09% | +41.2% |
| BRKA | Sell | BERKSHIRE HATHAWAY INC - CL Acl a | $15,360,000 | -5.8% | 48 | -21.3% | 1.07% | -5.9% |
| WSM | Sell | WILLIAMS SONOMA INC | $15,013,000 | +4.0% | 166,000 | -5.7% | 1.04% | +3.9% |
| PCG | Buy | PG&E CORP | $14,944,000 | +228.8% | 1,591,449 | +210.6% | 1.04% | +228.1% |
| MTH | Sell | MERITAGE HOMES CORP | $13,832,000 | +36.0% | 125,300 | -6.2% | 0.96% | +35.9% |
| SNX | Sell | SYNNEX CORP | $13,759,000 | +10.0% | 98,235 | -5.9% | 0.96% | +9.9% |
| XEL | Sell | XCEL ENERGY INC | $13,560,000 | -3.9% | 196,499 | -12.9% | 0.94% | -4.0% |
| CCK | Sell | CROWN HLDGS INC | $13,558,000 | +11.2% | 176,400 | -5.8% | 0.94% | +11.1% |
| KBH | Sell | KB HOME | $12,914,000 | +18.0% | 336,400 | -5.7% | 0.90% | +17.8% |
| CNP | Sell | CENTERPOINT ENERGY INC | $12,532,000 | -0.5% | 647,628 | -4.0% | 0.87% | -0.6% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $11,997,000 | +47.0% | 72,000 | -1.9% | 0.84% | +47.0% |
| OGS | Sell | ONE GAS INC | $11,909,000 | -19.4% | 172,575 | -10.1% | 0.83% | -19.5% |
| MMM | Sell | 3M CO | $11,861,000 | -0.9% | 74,050 | -3.5% | 0.82% | -1.0% |
| LPLA | Sell | LPL FINL HLDGS INC | $11,025,000 | -7.8% | 143,800 | -5.8% | 0.77% | -7.9% |
| JBL | Sell | JABIL INC | $10,825,000 | +1.5% | 315,970 | -4.9% | 0.75% | +1.3% |
| SPWR | Sell | SUNPOWER CORP | $10,721,000 | +53.2% | 857,000 | -6.2% | 0.75% | +53.2% |
| TOL | Sell | TOLL BROTHERS INC | $10,695,000 | +40.1% | 219,800 | -6.2% | 0.74% | +39.8% |
| WHR | Sell | WHIRLPOOL CORP | $10,592,000 | +33.2% | 57,600 | -6.2% | 0.74% | +33.0% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS COM | $10,413,000 | -1.1% | 85,582 | -1.8% | 0.72% | -1.2% |
| CSCO | Buy | CISCO SYS INC | $10,210,000 | -10.7% | 259,200 | +5.8% | 0.71% | -10.8% |
| ACM | Sell | AECOM | $10,121,000 | +4.5% | 241,900 | -6.2% | 0.70% | +4.3% |
| FTS | Sell | FORTIS INC | $10,071,000 | -2.5% | 246,476 | -9.1% | 0.70% | -2.5% |
| LSTR | Sell | LANDSTAR SYS INC | $10,027,000 | +4.8% | 79,900 | -6.2% | 0.70% | +4.8% |
| OC | Sell | OWENS CORNING NEW | $10,005,000 | +15.8% | 145,400 | -6.1% | 0.70% | +15.6% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $9,750,000 | +3.6% | 163,900 | -4.0% | 0.68% | +3.4% |
| SWX | Sell | SOUTHWEST GAS HOLDINGS INC | $9,422,000 | -15.1% | 149,317 | -7.2% | 0.66% | -15.3% |
| PKG | Sell | PACKAGING CORP AMER | $9,367,000 | +2.6% | 85,900 | -6.1% | 0.65% | +2.5% |
| ITRI | Sell | ITRON INC | $9,348,000 | -13.6% | 153,900 | -5.8% | 0.65% | -13.7% |
| SKX | Sell | SKECHERS U S A INCcl a | $9,278,000 | -9.2% | 307,000 | -5.7% | 0.64% | -9.4% |
| SYNH | Sell | SYNEOS HEALTH INCcl a | $9,223,000 | -14.4% | 173,500 | -6.2% | 0.64% | -14.4% |
| NWSA | Sell | NEWS CORP NEWcl a | $8,955,000 | +10.9% | 638,700 | -6.2% | 0.62% | +10.9% |
| PFE | Sell | PFIZER INC | $8,925,000 | +0.3% | 243,200 | -10.6% | 0.62% | +0.2% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $8,501,000 | +19.6% | 345,700 | -6.2% | 0.59% | +19.4% |
| KO | Sell | COCA COLA CO | $8,331,000 | +8.9% | 168,750 | -1.5% | 0.58% | +8.8% |
| AMGN | Sell | AMGEN INC | $8,336,000 | +5.5% | 32,800 | -2.1% | 0.58% | +5.5% |
| GIS | Sell | GENERAL MLS INC | $8,290,000 | -2.0% | 134,400 | -2.0% | 0.58% | -2.0% |
| CAT | Sell | CATERPILLAR INC DEL | $7,980,000 | +2.1% | 53,500 | -13.4% | 0.56% | +2.0% |
| FAF | Sell | FIRST AMERN FINL CORP | $7,682,000 | -0.5% | 150,900 | -6.2% | 0.53% | -0.7% |
| MRK | Sell | MERCK & CO. INC | $7,300,000 | +5.1% | 88,000 | -2.0% | 0.51% | +5.0% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC COM | $7,040,000 | -15.4% | 196,000 | -0.2% | 0.49% | -15.5% |
| NFG | Sell | NATIONAL FUEL GAS CO N J | $6,991,000 | -9.7% | 172,224 | -6.8% | 0.49% | -9.8% |
| CVX | Sell | CHEVRON CORP NEW | $6,943,000 | -19.7% | 96,425 | -0.5% | 0.48% | -19.8% |
| AGR | Sell | AVANGRID INC | $6,777,000 | +6.7% | 134,300 | -11.2% | 0.47% | +6.6% |
| EMR | Sell | EMERSON ELEC CO | $6,714,000 | +3.7% | 102,400 | -1.9% | 0.47% | +3.5% |
| QCOM | Sell | QUALCOMM INC | $6,672,000 | +25.6% | 56,692 | -2.6% | 0.46% | +25.4% |
| NCR | Sell | NCR CORP NEW | $6,668,000 | +20.0% | 301,162 | -6.1% | 0.46% | +19.9% |
| TGT | Sell | TARGET CORP | $6,580,000 | +27.6% | 41,800 | -2.8% | 0.46% | +27.6% |
| EXC | Sell | EXELON CORP | $6,542,000 | -14.5% | 182,931 | -13.2% | 0.46% | -14.6% |
| ES | Sell | EVERSOURCE ENERGY | $6,532,000 | -10.0% | 78,175 | -10.3% | 0.45% | -10.3% |
| JPM | Buy | JPMORGAN CHASE & CO. | $6,383,000 | +16.6% | 66,300 | +13.9% | 0.44% | +16.5% |
| BBY | Sell | BEST BUY INC | $6,332,000 | +24.0% | 56,900 | -2.7% | 0.44% | +23.9% |
| BHF | Sell | BRIGHTHOUSE FINL INC | $6,297,000 | -9.2% | 234,000 | -6.2% | 0.44% | -9.3% |
| CVNA | Sell | CARVANA COcl a | $6,246,000 | +77.9% | 28,000 | -4.1% | 0.44% | +78.3% |
| NJR | Sell | NEW JERSEY RES | $6,237,000 | -26.4% | 230,834 | -11.1% | 0.43% | -26.4% |
| THG | Sell | HANOVER INS GROUP INC | $6,178,000 | -13.8% | 66,300 | -6.2% | 0.43% | -13.8% |
| MDU | Sell | MDU RES GROUP INC | $6,077,000 | -10.1% | 270,107 | -11.4% | 0.42% | -10.2% |
| AEE | Sell | AMEREN CORP | $6,013,000 | -0.2% | 76,040 | -11.2% | 0.42% | -0.5% |
| SR | Sell | SPIRE INC | $5,905,000 | -29.6% | 110,991 | -13.1% | 0.41% | -29.6% |
| MTZ | Sell | MASTEC INC | $5,883,000 | -11.8% | 139,400 | -6.2% | 0.41% | -11.9% |
| SPWH | Sell | SPORTSMANS WHSE HLDGS INC | $5,857,000 | -3.6% | 409,300 | -4.0% | 0.41% | -3.8% |
| BKH | Sell | BLACK HILLS CORP | $5,699,000 | -18.3% | 106,547 | -13.5% | 0.40% | -18.5% |
| UGI | Sell | UGI CORP NEW | $5,684,000 | -7.9% | 172,352 | -11.2% | 0.40% | -8.1% |
| AFG | Sell | AMERICAN FINL GROUP INC OHIO COM | $5,640,000 | -1.0% | 84,200 | -6.2% | 0.39% | -1.3% |
| ORI | Sell | OLD REP INTL CORP | $5,609,000 | -15.2% | 380,500 | -6.2% | 0.39% | -15.4% |
| TXN | Sell | TEXAS INSTRS INC | $5,505,000 | +10.0% | 38,556 | -2.2% | 0.38% | +10.1% |
| SJI | Sell | SOUTH JERSEY INDS INC | $5,497,000 | -25.9% | 285,271 | -3.8% | 0.38% | -26.0% |
| XOM | Sell | EXXON MOBIL CORP | $5,445,000 | -30.5% | 158,610 | -9.4% | 0.38% | -30.5% |
| KHC | Sell | KRAFT HEINZ CO | $5,346,000 | -8.2% | 178,500 | -2.2% | 0.37% | -8.4% |
| LVS | Sell | LAS VEGAS SANDS CORP | $5,263,000 | +0.4% | 112,800 | -2.0% | 0.37% | +0.3% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $5,151,000 | +13.8% | 110,800 | -2.3% | 0.36% | +13.7% |
| DOW | Sell | DOW INC | $5,046,000 | +9.6% | 107,250 | -5.0% | 0.35% | +9.7% |
| UL | Sell | UNILEVER PLCspon adr new | $5,027,000 | +9.8% | 81,500 | -2.3% | 0.35% | +9.7% |
| PEP | Sell | PEPSICO INC | $4,629,000 | +2.6% | 33,400 | -2.1% | 0.32% | +2.5% |
| ABBV | Sell | ABBVIE INC | $4,485,000 | -12.8% | 51,200 | -2.3% | 0.31% | -12.8% |
| NTR | Sell | NUTRIEN LTD | $4,484,000 | +19.5% | 114,300 | -2.2% | 0.31% | +19.5% |
| JKS | Sell | JINKOSOLAR HLDG CO LTDsponsored adr | $4,477,000 | +115.7% | 112,600 | -3.9% | 0.31% | +114.5% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $4,467,000 | +0.2% | 74,100 | -2.2% | 0.31% | +0.3% |
| GILD | Sell | GILEAD SCIENCES INC | $4,411,000 | -19.7% | 69,800 | -2.2% | 0.31% | -19.8% |
| C | Sell | CITIGROUP INC | $4,380,000 | -16.0% | 101,600 | -0.5% | 0.30% | -16.0% |
| WFC | Buy | WELLS FARGO CO NEW | $4,326,000 | -0.2% | 184,000 | +8.7% | 0.30% | -0.3% |
| NWN | Sell | NORTHWEST NAT HLDG CO | $4,289,000 | -27.8% | 94,503 | -11.3% | 0.30% | -28.0% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $4,250,000 | -9.8% | 112,900 | -2.3% | 0.30% | -9.8% |
| GM | Sell | GENERAL MTRS CO | $4,154,000 | +14.3% | 140,400 | -2.2% | 0.29% | +14.2% |
| COP | Sell | CONOCOPHILLIPS | $4,154,000 | -23.4% | 126,500 | -1.9% | 0.29% | -23.5% |
| RY | Sell | ROYAL BK CDA | $4,131,000 | +1.2% | 58,900 | -2.2% | 0.29% | +1.1% |
| F | Sell | FORD MTR CO DEL | $4,107,000 | +7.1% | 616,645 | -2.2% | 0.29% | +7.1% |
| MO | Sell | ALTRIA GROUP INC | $4,096,000 | -3.7% | 106,000 | -2.2% | 0.28% | -3.7% |
| PM | Sell | PHILIP MORRIS INTL INC | $4,072,000 | +4.7% | 54,300 | -2.2% | 0.28% | +4.4% |
| DAL | Sell | DELTA AIR LINES INC DEL | $3,969,000 | +7.0% | 129,800 | -1.9% | 0.28% | +7.0% |
| CVS | Sell | CVS HEALTH CORP | $3,971,000 | -12.2% | 68,000 | -2.3% | 0.28% | -12.4% |
| TD | Sell | TORONTO DOMINION BK ONT | $3,926,000 | +1.4% | 84,900 | -2.2% | 0.27% | +1.1% |
| IBP | Sell | INSTALLED BLDG PRODS INC | $3,714,000 | +42.1% | 36,500 | -3.9% | 0.26% | +41.8% |
| BK | Sell | BANK NEW YORK MELLON CORP | $3,709,000 | -13.2% | 108,000 | -2.3% | 0.26% | -13.1% |
| BMCH | Sell | BMC STK HLDGS INC | $3,701,000 | +63.8% | 86,400 | -3.9% | 0.26% | +63.7% |
| T | Sell | AT&T INC | $3,597,000 | -7.8% | 126,160 | -2.2% | 0.25% | -8.1% |
| TSCO | Sell | TRACTOR SUPPLY CO | $3,569,000 | +7.0% | 24,900 | -1.6% | 0.25% | +6.9% |
| MET | Sell | METLIFE INC | $3,531,000 | -0.4% | 95,000 | -2.2% | 0.25% | -0.4% |
| AQN | Buy | ALGONQUIN PWR UTILS CORP | $3,514,000 | +12.8% | 241,664 | +0.4% | 0.24% | +12.4% |
| TTE | Sell | TOTAL SEsponsored ads | $3,478,000 | -12.8% | 101,400 | -2.2% | 0.24% | -12.9% |
| EBAY | Sell | EBAY INC. | $3,319,000 | -5.0% | 63,700 | -4.3% | 0.23% | -4.9% |
| RCM | Sell | R1 RCM INC | $3,221,000 | +47.7% | 187,800 | -4.0% | 0.22% | +47.4% |
| CPK | Sell | CHESAPEAKE UTILS CORP | $3,200,000 | -9.0% | 37,958 | -9.3% | 0.22% | -9.0% |
| BLDR | Sell | BUILDERS FIRSTSOURCE INC | $3,164,000 | +51.3% | 97,000 | -4.0% | 0.22% | +50.7% |
| DE | Sell | DEERE & CO | $3,081,000 | +39.0% | 13,900 | -1.4% | 0.21% | +39.0% |
| DKS | Sell | DICKS SPORTING GOODS INC | $3,056,000 | +34.7% | 52,800 | -4.0% | 0.21% | +34.8% |
| CMI | Sell | CUMMINS INC | $3,041,000 | +20.2% | 14,400 | -1.4% | 0.21% | +20.5% |
| DHI | Sell | D R HORTON INC | $3,025,000 | +34.4% | 40,000 | -1.5% | 0.21% | +33.8% |
| URI | Sell | UNITED RENTALS INC | $3,019,000 | +15.8% | 17,300 | -1.1% | 0.21% | +15.4% |
| UFPI | Sell | UFP INDUSTRIES INC | $2,978,000 | +9.6% | 52,700 | -4.0% | 0.21% | +9.5% |
| SQ | Sell | SQUARE INCcl a | $2,926,000 | -0.4% | 18,000 | -35.7% | 0.20% | -0.5% |
| MAS | Sell | MASCO CORP | $2,889,000 | +8.2% | 52,400 | -1.5% | 0.20% | +8.1% |
| EA | Sell | ELECTRONIC ARTS INC | $2,869,000 | -3.0% | 22,000 | -1.8% | 0.20% | -2.9% |
| SNV | Sell | SYNOVUS FINL CORP | $2,858,000 | -0.6% | 135,000 | -3.6% | 0.20% | -0.5% |
| WMT | Sell | WALMART INC | $2,840,000 | +15.1% | 20,300 | -1.5% | 0.20% | +15.1% |
| PCAR | Sell | PACCAR INC | $2,831,000 | +12.3% | 33,200 | -1.5% | 0.20% | +11.9% |
| ORCL | Buy | ORACLE CORP | $2,823,000 | +10.6% | 47,280 | +2.3% | 0.20% | +10.1% |
| SONY | Sell | SONY CORPsponsored adr | $2,786,000 | +6.6% | 36,300 | -4.0% | 0.19% | +6.6% |
| AAPL | Buy | APPLE INC | $2,751,000 | +11.4% | 23,753 | +251.0% | 0.19% | +11.0% |
| PGR | Sell | PROGRESSIVE CORP | $2,745,000 | +16.2% | 29,000 | -1.7% | 0.19% | +15.8% |
| MHO | Sell | M/I HOMES INC | $2,749,000 | +28.5% | 59,700 | -3.9% | 0.19% | +28.2% |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $2,729,000 | +10.0% | 65,000 | +18.2% | 0.19% | +9.8% |
| UNP | Sell | UNION PAC CORP | $2,677,000 | +14.7% | 13,600 | -1.4% | 0.19% | +14.8% |
| CIT | Buy | CIT GROUP INC | $2,657,000 | +6.8% | 150,000 | +25.0% | 0.18% | +6.9% |
| PYPL | Sell | PAYPAL HLDGS INC | $2,660,000 | -4.6% | 13,500 | -15.6% | 0.18% | -4.6% |
| HWC | New | HANCOCK WHITNEY CORPORATION | $2,633,000 | – | 140,000 | – | 0.18% | – |
| BHLB | Buy | BERKSHIRE HILLS BANCORP INC | $2,629,000 | +3.7% | 260,000 | +13.0% | 0.18% | +3.4% |
| RCII | Sell | RENT A CTR INC NEW | $2,609,000 | +3.0% | 87,300 | -4.1% | 0.18% | +3.4% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $2,594,000 | +6.5% | 16,900 | -1.2% | 0.18% | +5.9% |
| AZO | Sell | AUTOZONE INC | $2,591,000 | -0.2% | 2,200 | -4.3% | 0.18% | -0.6% |
| CNQ | Sell | CANADIAN NAT RES LTD | $2,589,000 | -10.2% | 161,700 | -2.2% | 0.18% | -10.4% |
| VIAC | Sell | VIACOMCBS INCcl b | $2,565,000 | +18.4% | 91,588 | -1.4% | 0.18% | +17.9% |
| NSC | Sell | NORFOLK SOUTHN CORP | $2,546,000 | +19.9% | 11,900 | -1.7% | 0.18% | +19.6% |
| PPBI | Buy | PACIFIC PREMIER BANCORP | $2,518,000 | +1.9% | 125,000 | +9.6% | 0.18% | +1.7% |
| ACA | Sell | ARCOSA INC | $2,500,000 | +0.4% | 56,700 | -3.9% | 0.17% | +0.6% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIONS CL Acl a | $2,499,000 | +20.5% | 36,000 | -1.4% | 0.17% | +20.8% |
| PHM | Sell | PULTE GROUP INC | $2,481,000 | +34.3% | 53,600 | -1.3% | 0.17% | +34.1% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspon adr b | $2,489,000 | -24.8% | 98,900 | -2.3% | 0.17% | -24.8% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $2,458,000 | +13.9% | 7,270 | -0.4% | 0.17% | +14.0% |
| MPC | Sell | MARATHON PETE CORP | $2,415,000 | -23.3% | 82,300 | -2.3% | 0.17% | -23.3% |
| BP | Sell | BP PLCsponsored adr | $2,402,000 | -26.8% | 137,600 | -2.2% | 0.17% | -26.8% |
| CSX | Sell | CSX CORP | $2,384,000 | +9.6% | 30,700 | -1.6% | 0.17% | +9.2% |
| TROW | Sell | PRICE T ROWE GROUP INC | $2,359,000 | +2.7% | 18,400 | -1.1% | 0.16% | +2.5% |
| JELD | Sell | JELD-WEN HLDG INC | $2,362,000 | +34.7% | 104,500 | -4.0% | 0.16% | +34.4% |
| HIFS | Sell | HINGHAM INSTN SVGS MASS | $2,300,000 | -23.8% | 12,500 | -30.6% | 0.16% | -23.8% |
| LDOS | Sell | LEIDOS HOLDINGS INC | $2,291,000 | -8.7% | 25,700 | -4.1% | 0.16% | -9.1% |
| FISV | Buy | FISERV INC | $2,267,000 | +28.7% | 22,000 | +21.9% | 0.16% | +28.5% |
| EBSB | Sell | MERIDIAN BANCORP INC MD | $2,277,000 | -23.0% | 220,000 | -13.7% | 0.16% | -23.3% |
| CDW | Sell | CDW CORP | $2,258,000 | -1.3% | 18,893 | -4.0% | 0.16% | -1.3% |
| ALG | Sell | ALAMO GROUP INC | $2,247,000 | +0.9% | 20,800 | -4.1% | 0.16% | +0.6% |
| INDB | Buy | INDEPENDENT BANK CORP MASS | $2,226,000 | -17.1% | 42,500 | +6.2% | 0.16% | -17.1% |
| GPN | Buy | GLOBAL PMTS INC | $2,220,000 | +904.5% | 12,500 | +861.5% | 0.15% | +926.7% |
| FBP | Sell | FIRST BANCORP P R | $2,219,000 | -10.8% | 425,000 | -4.5% | 0.15% | -11.0% |
| HCA | Sell | HCA HEALTHCARE INC | $2,182,000 | +27.0% | 17,500 | -1.1% | 0.15% | +26.7% |
| V | Sell | VISA INC | $2,189,000 | +3.4% | 10,948 | -0.1% | 0.15% | +3.4% |
| ZUMZ | Sell | ZUMIEZ INC | $2,189,000 | -2.4% | 78,700 | -3.9% | 0.15% | -2.6% |
| PAGP | Sell | PLAINS GP HLDGS L Pltp partnr int a | $2,165,000 | -38.3% | 355,455 | -9.8% | 0.15% | -38.1% |
| NTAP | Sell | NETAPP INC | $2,174,000 | -2.5% | 49,596 | -1.3% | 0.15% | -2.6% |
| HSIC | Sell | HENRY SCHEIN INC | $2,163,000 | -0.7% | 36,800 | -1.3% | 0.15% | -1.3% |
| CFX | Sell | COLFAX CORP | $2,161,000 | +7.9% | 68,900 | -4.0% | 0.15% | +7.9% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $2,159,000 | -3.5% | 65,300 | -4.0% | 0.15% | -3.8% |
| FIS | Buy | FIDELITY NATL INFORMATION SVCS COM | $2,135,000 | +13.7% | 14,500 | +3.6% | 0.15% | +13.7% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $2,110,000 | +12.4% | 10,500 | +10.5% | 0.15% | +12.2% |
| INTC | Sell | INTEL CORP | $2,106,000 | -13.9% | 40,678 | -0.5% | 0.15% | -13.5% |
| PPL | Sell | PPL CORP | $2,109,000 | -5.4% | 77,519 | -10.2% | 0.15% | -5.2% |
| DRI | Sell | DARDEN RESTAURANTS INC | $2,095,000 | +31.0% | 20,800 | -1.4% | 0.15% | +31.5% |
| COF | Buy | CAPITAL ONE FINL CORP | $2,084,000 | +23.3% | 29,000 | +7.4% | 0.14% | +22.9% |
| WU | Sell | WESTERN UN CO | $2,070,000 | -2.2% | 96,600 | -1.3% | 0.14% | -2.0% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $2,054,000 | +10.4% | 36,300 | -4.0% | 0.14% | +10.0% |
| HTBI | Buy | HOMETRUST BANCSHARES INC | $2,037,000 | -5.7% | 150,000 | +11.1% | 0.14% | -5.3% |
| WBS | Sell | WEBSTER FINL CORP CONN | $2,047,000 | -10.6% | 77,500 | -3.1% | 0.14% | -10.7% |
| BIIB | Sell | BIOGEN INC | $2,042,000 | +4.6% | 7,200 | -1.4% | 0.14% | +4.4% |
| BKE | Sell | BUCKLE INC | $2,039,000 | +24.8% | 100,000 | -4.0% | 0.14% | +24.6% |
| CG | Sell | CARLYLE GROUP INC | $2,025,000 | -15.2% | 82,100 | -4.1% | 0.14% | -15.1% |
| CRMT | Sell | AMERICAS CAR-MART INC | $2,011,000 | -7.3% | 23,696 | -4.0% | 0.14% | -7.3% |
| CBRE | Sell | CBRE GROUP INCcl a | $2,010,000 | -0.3% | 42,800 | -4.0% | 0.14% | 0.0% |
| BAC | Buy | BK OF AMERICA CORP | $1,999,000 | +6.6% | 83,000 | +5.1% | 0.14% | +6.1% |
| VOYA | Sell | VOYA FINANCIAL INC | $1,999,000 | -1.3% | 41,700 | -3.9% | 0.14% | -1.4% |
| SKY | Sell | SKYLINE CHAMPION CORPORATION COM | $2,002,000 | +5.6% | 74,800 | -4.0% | 0.14% | +5.3% |
| SYY | Sell | SYSCO CORP | $1,954,000 | +12.4% | 31,400 | -1.3% | 0.14% | +12.4% |
| SU | Sell | SUNCOR ENERGY INC NEW | $1,958,000 | -29.1% | 160,100 | -2.2% | 0.14% | -29.2% |
| RDNT | Sell | RADNET INC | $1,956,000 | -7.1% | 127,400 | -4.0% | 0.14% | -7.5% |
| MEI | Sell | METHODE ELECTRS INC | $1,895,000 | -15.7% | 66,500 | -7.6% | 0.13% | -15.9% |
| LBAI | Sell | LAKELAND BANCORP INC | $1,891,000 | -24.8% | 190,000 | -13.6% | 0.13% | -24.6% |
| AMWD | Sell | AMERICAN WOODMARK CORPORATION COM | $1,877,000 | -0.4% | 23,900 | -4.0% | 0.13% | 0.0% |
| GD | Sell | GENERAL DYNAMICS CORP | $1,855,000 | -8.1% | 13,400 | -0.7% | 0.13% | -8.5% |
| SLQT | Buy | SELECTQUOTE INC | $1,823,000 | -0.1% | 90,000 | +25.0% | 0.13% | 0.0% |
| MAXN | New | MAXEON SOLAR TECHNOLOGIES LTD SHS | $1,817,000 | – | 107,125 | – | 0.13% | – |
| EQH | Sell | EQUITABLE HLDGS INC COM | $1,815,000 | -9.2% | 99,500 | -4.0% | 0.13% | -9.4% |
| CADE | Sell | CADENCE BANCORPORATIONcl a | $1,804,000 | -26.0% | 210,000 | -23.6% | 0.13% | -25.9% |
| NCBS | Sell | NICOLET BANKSHARES INC | $1,802,000 | -6.0% | 33,000 | -5.7% | 0.12% | -6.7% |
| CCL | Sell | CARNIVAL CORPunit 99/99/9999 | $1,772,000 | -9.6% | 116,700 | -2.3% | 0.12% | -10.2% |
| LUV | Sell | SOUTHWEST AIRLS CO | $1,755,000 | +8.3% | 46,800 | -1.3% | 0.12% | +8.0% |
| CZZ | Sell | COSAN LTD | $1,687,000 | -5.3% | 113,600 | -4.0% | 0.12% | -5.6% |
| NWE | Sell | NORTHWESTERN CORP | $1,615,000 | -21.0% | 33,198 | -11.5% | 0.11% | -21.1% |
| KOP | Sell | KOPPERS HOLDINGS INC | $1,604,000 | +6.7% | 76,700 | -3.9% | 0.11% | +6.7% |
| CNOB | Sell | CONNECTONE BANCORP INC | $1,548,000 | -31.4% | 110,000 | -21.4% | 0.11% | -31.2% |
| OMC | Sell | OMNICOM GROUP INC | $1,554,000 | -10.5% | 31,400 | -1.3% | 0.11% | -10.7% |
| PXD | Sell | PIONEER NAT RES CO | $1,539,000 | -13.0% | 17,900 | -1.1% | 0.11% | -13.0% |
| AVA | Sell | AVISTA CORP | $1,514,000 | -16.4% | 44,372 | -10.8% | 0.10% | -16.7% |
| MGEE | Sell | MGE ENERGY INC | $1,487,000 | -13.7% | 23,729 | -11.2% | 0.10% | -14.2% |
| HWM | Sell | HOWMET AEROSPACE INC | $1,480,000 | +1.3% | 88,500 | -4.0% | 0.10% | +1.0% |
| BHE | Sell | BENCHMARK ELECTRS INC | $1,469,000 | -10.4% | 72,900 | -4.0% | 0.10% | -10.5% |
| ASB | Sell | ASSOCIATED BANC CORP | $1,451,000 | -26.9% | 115,000 | -20.7% | 0.10% | -26.8% |
| BKU | New | BANKUNITED INC | $1,424,000 | – | 65,000 | – | 0.10% | – |
| XRX | Buy | XEROX HOLDINGS CORP | $1,411,000 | +26.2% | 75,193 | +2.9% | 0.10% | +25.6% |
| ATKR | Sell | ATKORE INTL GROUP INC | $1,414,000 | -20.2% | 62,200 | -4.0% | 0.10% | -20.3% |
| STL | Buy | STERLING BANCORP DEL | $1,368,000 | -5.5% | 130,000 | +5.3% | 0.10% | -5.9% |
| INT | Sell | WORLD FUEL SVCS CORP | $1,293,000 | -21.0% | 61,000 | -3.9% | 0.09% | -21.1% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $1,278,000 | +2.2% | 6,000 | -14.3% | 0.09% | +2.3% |
| EOG | Sell | EOG RES INC | $1,247,000 | -30.1% | 34,700 | -1.4% | 0.09% | -29.8% |
| BRKL | Sell | BROOKLINE BANCORP INC DEL | $1,254,000 | -17.1% | 145,000 | -3.3% | 0.09% | -17.1% |
| AAL | Sell | AMERICAN AIRLS GROUP INC | $1,235,000 | -7.3% | 100,500 | -1.4% | 0.09% | -7.5% |
| TNK | Sell | TEEKAY TANKERS LTDcl a | $1,195,000 | -18.8% | 110,200 | -4.0% | 0.08% | -19.4% |
| UAL | Sell | UNITED AIRLS HLDGS INC | $1,143,000 | -1.1% | 32,900 | -1.5% | 0.08% | -1.2% |
| OXY | Sell | OCCIDENTAL PETE CORP | $1,156,000 | -46.5% | 115,460 | -2.3% | 0.08% | -47.0% |
| UTL | Sell | UNITIL CORP | $1,105,000 | -25.5% | 28,598 | -13.6% | 0.08% | -25.2% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $1,099,000 | -22.6% | 10,000 | -25.9% | 0.08% | -23.2% |
| HONE | Buy | HARBORONE BANCORP INC NEW | $1,009,000 | +7.5% | 125,000 | +13.6% | 0.07% | +7.7% |
| AUB | Sell | ATLANTIC UN BANKSHARES CORP | $908,000 | -12.9% | 42,500 | -5.6% | 0.06% | -13.7% |
| PFSI | Sell | PENNYMAC FINL SVCS INC NEW | $872,000 | -67.9% | 15,000 | -76.9% | 0.06% | -67.7% |
| BANC | Sell | BANC OF CALIFORNIA INC | $860,000 | -45.2% | 85,000 | -41.4% | 0.06% | -45.0% |
| UMPQ | Sell | UMPQUA HLDGS CORP | $850,000 | -46.7% | 80,000 | -46.7% | 0.06% | -46.8% |
| CFG | Sell | CITIZENS FINL GROUP INC | $758,000 | -42.2% | 30,000 | -42.3% | 0.05% | -41.8% |
| TGI | Sell | TRIUMPH GROUP INC NEW | $732,000 | -30.6% | 112,400 | -3.9% | 0.05% | -30.1% |
| SCHW | Sell | SCHWAB CHARLES CORP | $725,000 | -25.9% | 20,000 | -31.0% | 0.05% | -26.5% |
| TELL | Buy | TELLURIAN INC NEW | $721,000 | -25.2% | 904,690 | +7.9% | 0.05% | -25.4% |
| TRV | New | TRAVELERS COMPANIES INC | $655,000 | – | 6,050 | – | 0.05% | – |
| RGCO | Sell | RGC RES INC | $616,000 | -25.6% | 26,254 | -23.4% | 0.04% | -25.9% |
| ETR | Sell | ENTERGY CORP NEW | $587,000 | -1.7% | 5,960 | -6.3% | 0.04% | -2.4% |
| KRNY | Buy | KEARNY FINL CORP MD | $577,000 | +41.1% | 80,000 | +60.0% | 0.04% | +42.9% |
| ARNC | Sell | ARCONIC CORPORATION | $410,000 | +31.4% | 21,500 | -4.0% | 0.03% | +31.8% |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC COM | $103,000 | -85.2% | 10,000 | -83.3% | 0.01% | -85.4% |
| CLS | Sell | CELESTICA INC | $82,000 | -5.7% | 11,844 | -7.1% | 0.01% | 0.0% |
| NPTN | New | NEOPHOTONICS CORP | $87,000 | – | 14,341 | – | 0.01% | – |
| TNAV | New | TELENAV INC | $74,000 | – | 20,624 | – | 0.01% | – |
| APPS | Exit | DIGITAL TURBINE INC | $0 | – | -10,511 | – | -0.01% | – |
| CLBK | Exit | COLUMBIA FINL INC | $0 | – | -10,000 | – | -0.01% | – |
| CNIG | Exit | CORNING NAT GAS HLDG CORP | $0 | – | -11,099 | – | -0.01% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -12,000 | – | -0.02% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -4,300 | – | -0.04% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NGG | New | NATIONAL GRID PLCspon adr new | $32,839,000 | – | 540,644 | – | 2.29% | – |
| LNG | New | CHENIERE ENERGY INC | $31,404,000 | – | 649,917 | – | 2.19% | – |
| ATO | New | ATMOS ENERGY CORP | $30,181,000 | – | 303,086 | – | 2.10% | – |
| WEC | New | WEC ENERGY GROUP INC | $29,954,000 | – | 341,740 | – | 2.09% | – |
| ENB | New | ENBRIDGE INC | $29,957,000 | – | 984,765 | – | 2.09% | – |
| D | New | DOMINION ENERGY INC | $29,880,000 | – | 368,077 | – | 2.08% | – |
| TRP | New | TC ENERGY CORPadr | $29,777,000 | – | 694,753 | – | 2.07% | – |
| KMI | New | KINDER MORGAN INC DEL | $29,720,000 | – | 1,959,101 | – | 2.07% | – |
| SRE | New | SEMPRA ENERGY | $29,007,000 | – | 247,440 | – | 2.02% | – |
| SO | New | SOUTHERN CO | $28,372,000 | – | 547,200 | – | 1.98% | – |
| NI | New | NISOURCE INC | $19,856,000 | – | 873,181 | – | 1.38% | – |
| CMS | New | CMS ENERGY CORP | $19,454,000 | – | 332,998 | – | 1.36% | – |
| DUK | New | DUKE ENERGY CORP NEW | $18,478,000 | – | 231,287 | – | 1.29% | – |
| ED | New | CONSOLIDATED EDISON INC | $17,755,000 | – | 246,836 | – | 1.24% | – |
| DTE | New | DTE ENERGY CO | $17,684,000 | – | 164,504 | – | 1.23% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP INC COM | $16,355,000 | – | 332,690 | – | 1.14% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC - CL Acl a | $16,305,000 | – | 61 | – | 1.14% | – |
| OGS | New | ONE GAS INC | $14,784,000 | – | 191,875 | – | 1.03% | – |
| SYNA | New | SYNAPTICS INC | $14,555,000 | – | 242,100 | – | 1.01% | – |
| WSM | New | WILLIAMS SONOMA INC | $14,434,000 | – | 176,000 | – | 1.00% | – |
| XEL | New | XCEL ENERGY INC | $14,106,000 | – | 225,699 | – | 0.98% | – |
| RH | New | RH | $13,914,000 | – | 55,900 | – | 0.97% | – |
| CNP | New | CENTERPOINT ENERGY INC | $12,599,000 | – | 674,828 | – | 0.88% | – |
| SNX | New | SYNNEX CORP | $12,506,000 | – | 104,418 | – | 0.87% | – |
| CCK | New | CROWN HLDGS INC | $12,192,000 | – | 187,200 | – | 0.85% | – |
| LPLA | New | LPL FINL HLDGS INC | $11,964,000 | – | 152,600 | – | 0.83% | – |
| MMM | New | 3M CO | $11,964,000 | – | 76,700 | – | 0.83% | – |
| CSCO | New | CISCO SYS INC | $11,429,000 | – | 245,050 | – | 0.80% | – |
| LAD | New | LITHIA MTRS INCcl a | $11,123,000 | – | 73,500 | – | 0.78% | – |
| SWX | New | SOUTHWEST GAS HOLDINGS INC | $11,104,000 | – | 160,817 | – | 0.77% | – |
| KBH | New | KB HOME | $10,947,000 | – | 356,800 | – | 0.76% | – |
| ITRI | New | ITRON INC | $10,819,000 | – | 163,300 | – | 0.75% | – |
| SYNH | New | SYNEOS HEALTH INCcl a | $10,770,000 | – | 184,900 | – | 0.75% | – |
| JBL | New | JABIL INC | $10,663,000 | – | 332,400 | – | 0.74% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS COM | $10,526,000 | – | 87,155 | – | 0.73% | – |
| FTS | New | FORTIS INC | $10,330,000 | – | 271,276 | – | 0.72% | – |
| SKX | New | SKECHERS U S A INCcl a | $10,220,000 | – | 325,700 | – | 0.71% | – |
| MTH | New | MERITAGE HOMES CORP | $10,170,000 | – | 133,600 | – | 0.71% | – |
| ACM | New | AECOM | $9,688,000 | – | 257,800 | – | 0.68% | – |
| LSTR | New | LANDSTAR SYS INC | $9,569,000 | – | 85,200 | – | 0.67% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $9,413,000 | – | 170,750 | – | 0.66% | – |
| PKG | New | PACKAGING CORP AMER | $9,132,000 | – | 91,500 | – | 0.64% | – |
| PFE | New | PFIZER INC | $8,896,000 | – | 272,050 | – | 0.62% | – |
| OC | New | OWENS CORNING NEW | $8,637,000 | – | 154,900 | – | 0.60% | – |
| CVX | New | CHEVRON CORP NEW | $8,649,000 | – | 96,925 | – | 0.60% | – |
| NJR | New | NEW JERSEY RES | $8,474,000 | – | 259,534 | – | 0.59% | – |
| GIS | New | GENERAL MLS INC | $8,458,000 | – | 137,200 | – | 0.59% | – |
| SR | New | SPIRE INC | $8,391,000 | – | 127,691 | – | 0.58% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC COM | $8,325,000 | – | 196,400 | – | 0.58% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $8,161,000 | – | 73,400 | – | 0.57% | – |
| NWSA | New | NEWS CORP NEWcl a | $8,075,000 | – | 680,900 | – | 0.56% | – |
| WHR | New | WHIRLPOOL CORP | $7,953,000 | – | 61,400 | – | 0.55% | – |
| AMGN | New | AMGEN INC | $7,901,000 | – | 33,500 | – | 0.55% | – |
| XOM | New | EXXON MOBIL CORP | $7,829,000 | – | 175,060 | – | 0.54% | – |
| CAT | New | CATERPILLAR INC DEL | $7,818,000 | – | 61,800 | – | 0.54% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $7,745,000 | – | 184,724 | – | 0.54% | – |
| FAF | New | FIRST AMERN FINL CORP | $7,722,000 | – | 160,800 | – | 0.54% | – |
| EXC | New | EXELON CORP | $7,651,000 | – | 210,831 | – | 0.53% | – |
| KO | New | COCA COLA CO | $7,651,000 | – | 171,250 | – | 0.53% | – |
| TOL | New | TOLL BROTHERS INC | $7,636,000 | – | 234,300 | – | 0.53% | – |
| SGMS | New | SCIENTIFIC GAMES CORP | $7,535,000 | – | 487,400 | – | 0.52% | – |
| SJI | New | SOUTH JERSEY INDS INC | $7,414,000 | – | 296,671 | – | 0.52% | – |
| ES | New | EVERSOURCE ENERGY | $7,259,000 | – | 87,175 | – | 0.51% | – |
| THG | New | HANOVER INS GROUP INC | $7,164,000 | – | 70,700 | – | 0.50% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $7,108,000 | – | 368,500 | – | 0.50% | – |
| SPWR | New | SUNPOWER CORP | $6,997,000 | – | 913,500 | – | 0.49% | – |
| BKH | New | BLACK HILLS CORP | $6,978,000 | – | 123,147 | – | 0.49% | – |
| MRK | New | MERCK & CO. INC | $6,944,000 | – | 89,800 | – | 0.48% | – |
| BHF | New | BRIGHTHOUSE FINL INC | $6,938,000 | – | 249,400 | – | 0.48% | – |
| MDU | New | MDU RES GROUP INC | $6,761,000 | – | 304,807 | – | 0.47% | – |
| MTZ | New | MASTEC INC | $6,668,000 | – | 148,600 | – | 0.46% | – |
| ORI | New | OLD REP INTL CORP | $6,615,000 | – | 405,600 | – | 0.46% | – |
| EMR | New | EMERSON ELEC CO | $6,476,000 | – | 104,400 | – | 0.45% | – |
| AGR | New | AVANGRID INC | $6,352,000 | – | 151,300 | – | 0.44% | – |
| UGI | New | UGI CORP NEW | $6,174,000 | – | 194,152 | – | 0.43% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $6,075,000 | – | 426,300 | – | 0.42% | – |
| AEE | New | AMEREN CORP | $6,026,000 | – | 85,640 | – | 0.42% | – |
| NWN | New | NORTHWEST NAT HLDG CO | $5,942,000 | – | 106,503 | – | 0.41% | – |
| KHC | New | KRAFT HEINZ CO | $5,823,000 | – | 182,600 | – | 0.41% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO COM | $5,699,000 | – | 89,800 | – | 0.40% | – |
| NCR | New | NCR CORP NEW | $5,555,000 | – | 320,726 | – | 0.39% | – |
| GILD | New | GILEAD SCIENCES INC | $5,494,000 | – | 71,400 | – | 0.38% | – |
| JPM | New | JPMORGAN CHASE & CO. | $5,474,000 | – | 58,200 | – | 0.38% | – |
| COP | New | CONOCOPHILLIPS | $5,421,000 | – | 129,000 | – | 0.38% | – |
| QCOM | New | QUALCOMM INC | $5,311,000 | – | 58,229 | – | 0.37% | – |
| LVS | New | LAS VEGAS SANDS CORP | $5,242,000 | – | 115,100 | – | 0.36% | – |
| C | New | CITIGROUP INC | $5,217,000 | – | 102,100 | – | 0.36% | – |
| TGT | New | TARGET CORP | $5,157,000 | – | 43,000 | – | 0.36% | – |
| ABBV | New | ABBVIE INC | $5,145,000 | – | 52,400 | – | 0.36% | – |
| BBY | New | BEST BUY INC | $5,105,000 | – | 58,500 | – | 0.36% | – |
| TXN | New | TEXAS INSTRS INC | $5,004,000 | – | 39,410 | – | 0.35% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $4,711,000 | – | 115,500 | – | 0.33% | – |
| DOW | New | DOW INC | $4,602,000 | – | 112,900 | – | 0.32% | – |
| UL | New | UNILEVER PLCspon adr new | $4,577,000 | – | 83,400 | – | 0.32% | – |
| PCG | New | PG&E CORP | $4,545,000 | – | 512,449 | – | 0.32% | – |
| CVS | New | CVS HEALTH CORP | $4,522,000 | – | 69,600 | – | 0.32% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $4,525,000 | – | 113,400 | – | 0.32% | – |
| PEP | New | PEPSICO INC | $4,510,000 | – | 34,100 | – | 0.31% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $4,457,000 | – | 75,800 | – | 0.31% | – |
| WFC | New | WELLS FARGO CO NEW | $4,334,000 | – | 169,300 | – | 0.30% | – |
| BK | New | BANK NEW YORK MELLON CORP | $4,271,000 | – | 110,500 | – | 0.30% | – |
| MO | New | ALTRIA GROUP INC | $4,255,000 | – | 108,400 | – | 0.30% | – |
| RY | New | ROYAL BK CDA | $4,082,000 | – | 60,200 | – | 0.28% | – |
| TTE | New | TOTAL S.A.sponsored ads | $3,988,000 | – | 103,700 | – | 0.28% | – |
| T | New | AT&T INC | $3,901,000 | – | 129,060 | – | 0.27% | – |
| PM | New | PHILIP MORRIS INTL INC | $3,888,000 | – | 55,500 | – | 0.27% | – |
| TD | New | TORONTO DOMINION BK ONT | $3,872,000 | – | 86,800 | – | 0.27% | – |
| F | New | FORD MTR CO DEL | $3,835,000 | – | 630,745 | – | 0.27% | – |
| NTR | New | NUTRIEN LTD | $3,752,000 | – | 116,900 | – | 0.26% | – |
| DAL | New | DELTA AIR LINES INC DEL | $3,711,000 | – | 132,300 | – | 0.26% | – |
| GM | New | GENERAL MTRS CO | $3,633,000 | – | 143,600 | – | 0.25% | – |
| MET | New | METLIFE INC | $3,546,000 | – | 97,100 | – | 0.25% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $3,516,000 | – | 41,858 | – | 0.24% | – |
| PAGP | New | PLAINS GP HLDGS L Pltp partnr int a | $3,507,000 | – | 394,055 | – | 0.24% | – |
| CVNA | New | CARVANA COcl a | $3,510,000 | – | 29,200 | – | 0.24% | – |
| EBAY | New | EBAY INC. | $3,492,000 | – | 66,587 | – | 0.24% | – |
| TSCO | New | TRACTOR SUPPLY CO | $3,334,000 | – | 25,300 | – | 0.23% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspon adr b | $3,308,000 | – | 101,200 | – | 0.23% | – |
| BP | New | BP PLCsponsored adr | $3,281,000 | – | 140,700 | – | 0.23% | – |
| MPC | New | MARATHON PETE CORP | $3,147,000 | – | 84,200 | – | 0.22% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $3,114,000 | – | 240,664 | – | 0.22% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $3,020,000 | – | 18,000 | – | 0.21% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $2,958,000 | – | 255,000 | – | 0.21% | – |
| EA | New | ELECTRONIC ARTS INC | $2,958,000 | – | 22,400 | – | 0.21% | – |
| SQ | New | SQUARE INCcl a | $2,938,000 | – | 28,000 | – | 0.20% | – |
| CNQ | New | CANADIAN NAT RES LTD | $2,883,000 | – | 165,400 | – | 0.20% | – |
| SNV | New | SYNOVUS FINL CORP | $2,874,000 | – | 140,000 | – | 0.20% | – |
| WTFC | New | WINTRUST FINL CORP | $2,835,000 | – | 65,000 | – | 0.20% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $2,804,000 | – | 210,000 | – | 0.20% | – |
| PYPL | New | PAYPAL HLDGS INC | $2,788,000 | – | 16,000 | – | 0.19% | – |
| SU | New | SUNCOR ENERGY INC NEW | $2,760,000 | – | 163,700 | – | 0.19% | – |
| PFSI | New | PENNYMAC FINL SVCS INC NEW | $2,716,000 | – | 65,000 | – | 0.19% | – |
| UFPI | New | UFP INDUSTRIES INC | $2,718,000 | – | 54,900 | – | 0.19% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $2,684,000 | – | 40,000 | – | 0.19% | – |
| MAS | New | MASCO CORP | $2,671,000 | – | 53,200 | – | 0.19% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $2,624,000 | – | 85,000 | – | 0.18% | – |
| URI | New | UNITED RENTALS INC | $2,608,000 | – | 17,500 | – | 0.18% | – |
| SONY | New | SONY CORPsponsored adr | $2,613,000 | – | 37,800 | – | 0.18% | – |
| IBP | New | INSTALLED BLDG PRODS INC | $2,614,000 | – | 38,000 | – | 0.18% | – |
| AZO | New | AUTOZONE INC | $2,595,000 | – | 2,300 | – | 0.18% | – |
| ORCL | New | ORACLE CORP | $2,553,000 | – | 46,200 | – | 0.18% | – |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $2,535,000 | – | 230,000 | – | 0.18% | – |
| CMI | New | CUMMINS INC | $2,530,000 | – | 14,600 | – | 0.18% | – |
| PCAR | New | PACCAR INC | $2,522,000 | – | 33,700 | – | 0.18% | – |
| RCII | New | RENT A CTR INC NEW | $2,532,000 | – | 91,000 | – | 0.18% | – |
| LDOS | New | LEIDOS HOLDINGS INC | $2,510,000 | – | 26,800 | – | 0.18% | – |
| LBAI | New | LAKELAND BANCORP INC | $2,515,000 | – | 220,000 | – | 0.18% | – |
| CIT | New | CIT GROUP INC | $2,488,000 | – | 120,000 | – | 0.17% | – |
| ACA | New | ARCOSA INC | $2,490,000 | – | 59,000 | – | 0.17% | – |
| FBP | New | FIRST BANCORP P R | $2,488,000 | – | 445,000 | – | 0.17% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $2,482,000 | – | 55,000 | – | 0.17% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $2,472,000 | – | 114,000 | – | 0.17% | – |
| WMT | New | WALMART INC | $2,467,000 | – | 20,600 | – | 0.17% | – |
| AAPL | New | APPLE INC | $2,469,000 | – | 6,768 | – | 0.17% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $2,437,000 | – | 275,000 | – | 0.17% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $2,436,000 | – | 17,100 | – | 0.17% | – |
| INTC | New | INTEL CORP | $2,447,000 | – | 40,902 | – | 0.17% | – |
| CG | New | CARLYLE GROUP INC | $2,388,000 | – | 85,600 | – | 0.17% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $2,363,000 | – | 29,500 | – | 0.16% | – |
| UNP | New | UNION PAC CORP | $2,333,000 | – | 13,800 | – | 0.16% | – |
| TROW | New | PRICE T ROWE GROUP INC | $2,297,000 | – | 18,600 | – | 0.16% | – |
| WBS | New | WEBSTER FINL CORP CONN | $2,289,000 | – | 80,000 | – | 0.16% | – |
| CDW | New | CDW CORP | $2,288,000 | – | 19,690 | – | 0.16% | – |
| DKS | New | DICKS SPORTING GOODS INC | $2,269,000 | – | 55,000 | – | 0.16% | – |
| DHI | New | D R HORTON INC | $2,251,000 | – | 40,600 | – | 0.16% | – |
| BMCH | New | BMC STK HLDGS INC | $2,260,000 | – | 89,900 | – | 0.16% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $2,257,000 | – | 140,000 | – | 0.16% | – |
| MEI | New | METHODE ELECTRS INC | $2,249,000 | – | 71,947 | – | 0.16% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $2,237,000 | – | 68,000 | – | 0.16% | – |
| ZUMZ | New | ZUMIEZ INC | $2,242,000 | – | 81,900 | – | 0.16% | – |
| ALG | New | ALAMO GROUP INC | $2,227,000 | – | 21,700 | – | 0.16% | – |
| PPL | New | PPL CORP | $2,230,000 | – | 86,319 | – | 0.16% | – |
| NTAP | New | NETAPP INC | $2,229,000 | – | 50,235 | – | 0.16% | – |
| DE | New | DEERE & CO | $2,216,000 | – | 14,100 | – | 0.15% | – |
| MCO | New | MOODYS CORP | $2,198,000 | – | 8,000 | – | 0.15% | – |
| HSIC | New | HENRY SCHEIN INC | $2,178,000 | – | 37,300 | – | 0.15% | – |
| CSX | New | CSX CORP | $2,176,000 | – | 31,200 | – | 0.15% | – |
| RCM | New | R1 RCM INC | $2,181,000 | – | 195,600 | – | 0.15% | – |
| OXY | New | OCCIDENTAL PETE CORP | $2,162,000 | – | 118,160 | – | 0.15% | – |
| CRMT | New | AMERICAS CAR MART INC | $2,170,000 | – | 24,696 | – | 0.15% | – |
| VIAC | New | VIACOMCBS INCcl b | $2,166,000 | – | 92,888 | – | 0.15% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $2,158,000 | – | 7,297 | – | 0.15% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $2,160,000 | – | 135,000 | – | 0.15% | – |
| MHO | New | M/I HOMES INC | $2,139,000 | – | 62,100 | – | 0.15% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $2,124,000 | – | 12,100 | – | 0.15% | – |
| WU | New | WESTERN UN CO | $2,117,000 | – | 97,900 | – | 0.15% | – |
| RDNT | New | RADNET INC | $2,106,000 | – | 132,700 | – | 0.15% | – |
| V | New | VISA INC | $2,117,000 | – | 10,960 | – | 0.15% | – |
| BX | New | BLACKSTONE GROUP INC | $2,096,000 | – | 37,000 | – | 0.15% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $2,091,000 | – | 101,000 | – | 0.15% | – |
| JKS | New | JINKOSOLAR HLDG CO LTDsponsored adr | $2,076,000 | – | 117,200 | – | 0.14% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIONS CL Acl a | $2,074,000 | – | 36,500 | – | 0.14% | – |
| NWE | New | NORTHWESTERN CORP | $2,044,000 | – | 37,498 | – | 0.14% | – |
| GD | New | GENERAL DYNAMICS CORP | $2,018,000 | – | 13,500 | – | 0.14% | – |
| VOYA | New | VOYA FINANCIAL INC | $2,025,000 | – | 43,400 | – | 0.14% | – |
| CBRE | New | CBRE GROUP INCcl a | $2,017,000 | – | 44,600 | – | 0.14% | – |
| EQH | New | EQUITABLE HLDGS INC COM | $1,998,000 | – | 103,600 | – | 0.14% | – |
| CFX | New | COLFAX CORP | $2,003,000 | – | 71,800 | – | 0.14% | – |
| ASB | New | ASSOCIATED BANC CORP | $1,984,000 | – | 145,000 | – | 0.14% | – |
| CCL | New | CARNIVAL CORPunit 99/99/9999 | $1,961,000 | – | 119,400 | – | 0.14% | – |
| BIIB | New | BIOGEN INC | $1,953,000 | – | 7,300 | – | 0.14% | – |
| NCBS | New | NICOLET BANKSHARES INC | $1,918,000 | – | 35,000 | – | 0.13% | – |
| SKY | New | SKYLINE CHAMPION CORPORATION COM | $1,896,000 | – | 77,900 | – | 0.13% | – |
| AMWD | New | AMERICAN WOODMARK CORPORATION COM | $1,884,000 | – | 24,900 | – | 0.13% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $1,877,000 | – | 9,500 | – | 0.13% | – |
| FIS | New | FIDELITY NATL INFORMATION SVCS COM | $1,877,000 | – | 14,000 | – | 0.13% | – |
| BAC | New | BK OF AMERICA CORP | $1,876,000 | – | 79,000 | – | 0.13% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $1,860,000 | – | 37,800 | – | 0.13% | – |
| PHM | New | PULTE GROUP INC | $1,848,000 | – | 54,300 | – | 0.13% | – |
| SLQT | New | SELECTQUOTE INC | $1,824,000 | – | 72,000 | – | 0.13% | – |
| AVA | New | AVISTA CORP | $1,811,000 | – | 49,772 | – | 0.13% | – |
| EOG | New | EOG RES INC | $1,783,000 | – | 35,200 | – | 0.12% | – |
| CZZ | New | COSAN LTD | $1,782,000 | – | 118,300 | – | 0.12% | – |
| ATKR | New | ATKORE INTL GROUP INC | $1,772,000 | – | 64,800 | – | 0.12% | – |
| PXD | New | PIONEER NAT RES CO | $1,768,000 | – | 18,100 | – | 0.12% | – |
| FISV | New | FISERV INC | $1,762,000 | – | 18,050 | – | 0.12% | – |
| JELD | New | JELD-WEN HLDG INC | $1,753,000 | – | 108,800 | – | 0.12% | – |
| SYY | New | SYSCO CORP | $1,738,000 | – | 31,800 | – | 0.12% | – |
| OMC | New | OMNICOM GROUP INC | $1,736,000 | – | 31,800 | – | 0.12% | – |
| HCA | New | HCA HEALTHCARE INC | $1,718,000 | – | 17,700 | – | 0.12% | – |
| MGEE | New | MGE ENERGY INC | $1,724,000 | – | 26,729 | – | 0.12% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,690,000 | – | 27,000 | – | 0.12% | – |
| INT | New | WORLD FUEL SVCS CORP | $1,636,000 | – | 63,500 | – | 0.11% | – |
| BKE | New | BUCKLE INC | $1,634,000 | – | 104,200 | – | 0.11% | – |
| BHE | New | BENCHMARK ELECTRS INC | $1,639,000 | – | 75,900 | – | 0.11% | – |
| LUV | New | SOUTHWEST AIRLS CO | $1,620,000 | – | 47,400 | – | 0.11% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $1,596,000 | – | 150,000 | – | 0.11% | – |
| DRI | New | DARDEN RESTAURANTS INC | $1,599,000 | – | 21,100 | – | 0.11% | – |
| BANC | New | BANC OF CALIFORNIA INC | $1,570,000 | – | 145,000 | – | 0.11% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $1,512,000 | – | 150,000 | – | 0.10% | – |
| KOP | New | KOPPERS HOLDINGS INC | $1,503,000 | – | 79,800 | – | 0.10% | – |
| UTL | New | UNITIL CORP | $1,483,000 | – | 33,098 | – | 0.10% | – |
| TNK | New | TEEKAY TANKERS LTDcl a | $1,472,000 | – | 114,800 | – | 0.10% | – |
| HWM | New | HOWMET AEROSPACE INC | $1,461,000 | – | 92,200 | – | 0.10% | – |
| STL | New | STERLING BANCORP DEL | $1,447,000 | – | 123,500 | – | 0.10% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $1,420,000 | – | 13,500 | – | 0.10% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $1,332,000 | – | 101,900 | – | 0.09% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC COM | $1,312,000 | – | 52,000 | – | 0.09% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,250,000 | – | 7,000 | – | 0.09% | – |
| UAL | New | UNITED AIRLS HLDGS INC | $1,156,000 | – | 33,400 | – | 0.08% | – |
| XRX | New | XEROX HOLDINGS CORP | $1,118,000 | – | 73,100 | – | 0.08% | – |
| AUB | New | ATLANTIC UN BANKSHARES CORP | $1,042,000 | – | 45,000 | – | 0.07% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $1,054,000 | – | 117,000 | – | 0.07% | – |
| SCHW | New | SCHWAB CHARLES CORP | $978,000 | – | 29,000 | – | 0.07% | – |
| TELL | New | TELLURIAN INC NEW | $964,000 | – | 838,690 | – | 0.07% | – |
| HONE | New | HARBORONE BANCORP INC NEW | $939,000 | – | 110,000 | – | 0.06% | – |
| RGCO | New | RGC RES INC | $828,000 | – | 34,254 | – | 0.06% | – |
| PBCT | New | PEOPLES UNITED FINANCIAL INC COM | $694,000 | – | 60,000 | – | 0.05% | – |
| JNJ | New | JOHNSON & JOHNSON | $605,000 | – | 4,300 | – | 0.04% | – |
| ETR | New | ENTERGY CORP NEW | $597,000 | – | 6,360 | – | 0.04% | – |
| KRNY | New | KEARNY FINL CORP MD | $409,000 | – | 50,000 | – | 0.03% | – |
| ARNC | New | ARCONIC CORPORATION | $312,000 | – | 22,400 | – | 0.02% | – |
| FITB | New | FIFTH THIRD BANCORP | $231,000 | – | 12,000 | – | 0.02% | – |
| GPN | New | GLOBAL PMTS INC | $221,000 | – | 1,300 | – | 0.02% | – |
| CNIG | New | CORNING NAT GAS HLDG CORP | $188,000 | – | 11,099 | – | 0.01% | – |
| CLBK | New | COLUMBIA FINL INC | $140,000 | – | 10,000 | – | 0.01% | – |
| APPS | New | DIGITAL TURBINE INC | $132,000 | – | 10,511 | – | 0.01% | – |
| CLS | New | CELESTICA INC | $87,000 | – | 12,751 | – | 0.01% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CLS | Exit | CELESTICA INC | $0 | – | -12,326 | – | -0.00% | – |
| GSKY | Exit | GREENSKY INCcl a | $0 | – | -11,717 | – | -0.00% | – |
| EGAN | Exit | EGAIN CORP | $0 | – | -10,204 | – | -0.00% | – |
| CNIG | Exit | CORNING NAT GAS HLDG CORP | $0 | – | -11,099 | – | -0.01% | – |
| ZG | Exit | ZILLOW GROUP INCcl a | $0 | – | -10,000 | – | -0.02% | – |
| MGI | Exit | MONEYGRAM INTL INC | $0 | – | -100,000 | – | -0.02% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -7,500 | – | -0.02% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -8,500 | – | -0.02% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -3,500 | – | -0.03% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -5,800 | – | -0.04% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -22,500 | – | -0.04% | – |
| HONE | Exit | HARBORONE BANCORP INC NEW | $0 | – | -85,000 | – | -0.04% | – |
| CTVA | Exit | CORTEVA INC | $0 | – | -30,866 | – | -0.04% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -7,360 | – | -0.04% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -35,000 | – | -0.05% | – |
| PAYS | Exit | PAYSIGN INC | $0 | – | -95,000 | – | -0.05% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -34,254 | – | -0.05% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -38,900 | – | -0.06% | – |
| PUMP | Exit | PROPETRO HLDG CORP | $0 | – | -128,100 | – | -0.06% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC COM | $0 | – | -22,200 | – | -0.06% | – |
| EXPI | Exit | EXP WORLD HOLDINGS INC | $0 | – | -150,000 | – | -0.06% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -35,000 | – | -0.06% | – |
| IMXI | Exit | INTERNATIONAL MNY EXPRESS INC COM | $0 | – | -100,000 | – | -0.07% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -7,500 | – | -0.08% | – |
| TCBK | Exit | TRICO BANCSHARES | $0 | – | -45,000 | – | -0.08% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -18,000 | – | -0.08% | – |
| LXFR | Exit | LUXFER HOLDINGS PLC | $0 | – | -109,241 | – | -0.09% | – |
| SSP | Exit | SCRIPPS E W CO OHIOcl a new | $0 | – | -131,200 | – | -0.09% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -91,100 | – | -0.09% | – |
| GPS | Exit | GAP INC | $0 | – | -102,800 | – | -0.09% | – |
| FICO | Exit | FAIR ISAAC CORP | $0 | – | -6,225 | – | -0.10% | – |
| CME | Exit | CME GROUP INC | $0 | – | -9,000 | – | -0.10% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -73,900 | – | -0.10% | – |
| LEA | Exit | LEAR CORP | $0 | – | -16,400 | – | -0.10% | – |
| AUB | Exit | ATLANTIC UN BANKSHARES CORP | $0 | – | -52,500 | – | -0.10% | – |
| CBOE | Exit | CBOE GLOBAL MARKETS INC | $0 | – | -17,000 | – | -0.10% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -39,500 | – | -0.10% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -17,000 | – | -0.10% | – |
| AVID | Exit | AVID TECHNOLOGY INC | $0 | – | -329,600 | – | -0.10% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -50,500 | – | -0.10% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -93,300 | – | -0.10% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -36,600 | – | -0.10% | – |
| HPQ | Exit | HP INC | $0 | – | -110,600 | – | -0.10% | – |
| WLK | Exit | WESTLAKE CHEM CORP | $0 | – | -32,300 | – | -0.11% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -88,200 | – | -0.11% | – |
| LRN | Exit | K12 INC | $0 | – | -79,800 | – | -0.11% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -34,000 | – | -0.11% | – |
| CLBK | Exit | COLUMBIA FINL INC | $0 | – | -135,000 | – | -0.11% | – |
| INTU | Exit | INTUIT | $0 | – | -8,000 | – | -0.11% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -42,100 | – | -0.11% | – |
| SFBS | Exit | SERVISFIRST BANCSHARES INC | $0 | – | -65,000 | – | -0.11% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC COM CL A | $0 | – | -26,400 | – | -0.11% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC COM | $0 | – | -40,000 | – | -0.11% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -18,200 | – | -0.11% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -110,000 | – | -0.11% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -50,000 | – | -0.11% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -31,516 | – | -0.11% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING INC COM | $0 | – | -14,487 | – | -0.12% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -80,000 | – | -0.12% | – |
| C | Exit | CITIGROUP INC | $0 | – | -34,000 | – | -0.12% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -180,000 | – | -0.12% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -37,198 | – | -0.12% | – |
| CATM | Exit | CARDTRONICS PLC | $0 | – | -79,000 | – | -0.12% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -75,100 | – | -0.12% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -30,229 | – | -0.12% | – |
| HVT | Exit | HAVERTY FURNITURE INC | $0 | – | -119,106 | – | -0.12% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -12,000 | – | -0.12% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -23,735 | – | -0.12% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -30,000 | – | -0.12% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -46,100 | – | -0.12% | – |
| SNBR | Exit | SLEEP NUMBER CORP | $0 | – | -59,800 | – | -0.12% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -31,400 | – | -0.12% | – |
| RCM | Exit | R1 RCM INC | $0 | – | -278,800 | – | -0.12% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -12,000 | – | -0.12% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -24,900 | – | -0.12% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -45,500 | – | -0.13% | – |
| DOW | Exit | DOW INC | $0 | – | -53,166 | – | -0.13% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -47,500 | – | -0.13% | – |
| INTC | Exit | INTEL CORP | $0 | – | -50,250 | – | -0.13% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -37,500 | – | -0.13% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -66,200 | – | -0.13% | – |
| ENSG | Exit | ENSIGN GROUP INC | $0 | – | -55,400 | – | -0.13% | – |
| SON | Exit | SONOCO PRODS CO | $0 | – | -45,300 | – | -0.13% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -61,300 | – | -0.13% | – |
| FNKO | Exit | FUNKO INC | $0 | – | -128,200 | – | -0.13% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -54,572 | – | -0.13% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -14,700 | – | -0.13% | – |
| FN | Exit | FABRINET | $0 | – | -51,300 | – | -0.14% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -14,800 | – | -0.14% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -16,600 | – | -0.14% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -34,500 | – | -0.14% | – |
| FISV | Exit | FISERV INC | $0 | – | -26,754 | – | -0.14% | – |
| CSIQ | Exit | CANADIAN SOLAR INC | $0 | – | -146,400 | – | -0.14% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -50,300 | – | -0.14% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -27,159 | – | -0.14% | – |
| ARGO | Exit | ARGO GROUP INTL HLDGS LTDadr | $0 | – | -40,500 | – | -0.14% | – |
| K | Exit | KELLOGG CO | $0 | – | -44,200 | – | -0.14% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT INC COM | $0 | – | -43,200 | – | -0.14% | – |
| MAS | Exit | MASCO CORP | $0 | – | -68,800 | – | -0.14% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -102,600 | – | -0.14% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -19,500 | – | -0.14% | – |
| CRMT | Exit | AMERICAS CAR MART INC | $0 | – | -31,500 | – | -0.14% | – |
| SYNH | Exit | SYNEOS HEALTH INCcl a | $0 | – | -54,100 | – | -0.14% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -50,400 | – | -0.15% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -66,626 | – | -0.15% | – |
| V | Exit | VISA INC | $0 | – | -16,951 | – | -0.15% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -38,400 | – | -0.15% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -42,900 | – | -0.15% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -22,700 | – | -0.15% | – |
| CVNA | Exit | CARVANA COcl a | $0 | – | -45,200 | – | -0.15% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -26,000 | – | -0.15% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -26,300 | – | -0.15% | – |
| GDOT | Exit | GREEN DOT CORPcl a | $0 | – | -120,000 | – | -0.15% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -11,292 | – | -0.15% | – |
| CE | Exit | CELANESE CORP DEL | $0 | – | -25,100 | – | -0.15% | – |
| SCL | Exit | STEPAN CO | $0 | – | -31,800 | – | -0.16% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -113,700 | – | -0.16% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -59,100 | – | -0.16% | – |
| OSIS | Exit | OSI SYSTEMS INC | $0 | – | -31,200 | – | -0.16% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -38,700 | – | -0.16% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -42,398 | – | -0.16% | – |
| GLDD | Exit | GREAT LAKES DREDGE & DOCK CORP COM | $0 | – | -304,600 | – | -0.16% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -165,000 | – | -0.16% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -235,664 | – | -0.16% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -185,000 | – | -0.16% | – |
| PFGC | Exit | PERFORMANCE FOOD GROUP CO | $0 | – | -71,700 | – | -0.17% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -66,300 | – | -0.17% | – |
| BOOT | Exit | BOOT BARN HLDGS INC | $0 | – | -95,300 | – | -0.17% | – |
| OXY | Exit | OCCIDENTAL PETE CORP | $0 | – | -75,060 | – | -0.17% | – |
| COST | Exit | COSTCO WHSL CORP NEW | $0 | – | -11,600 | – | -0.17% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -14,564 | – | -0.17% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -9,000 | – | -0.17% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -132,900 | – | -0.17% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -64,900 | – | -0.17% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -27,100 | – | -0.17% | – |
| AAPL | Exit | APPLE INC | $0 | – | -15,428 | – | -0.17% | – |
| CDW | Exit | CDW CORP | $0 | – | -28,603 | – | -0.18% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -270,000 | – | -0.18% | – |
| NVR | Exit | NVR INC | $0 | – | -1,000 | – | -0.19% | – |
| KLAC | Exit | KLA CORP | $0 | – | -23,435 | – | -0.19% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -23,700 | – | -0.19% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -35,700 | – | -0.19% | – |
| CNDT | Exit | CONDUENT INC | $0 | – | -606,500 | – | -0.19% | – |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -87,300 | – | -0.19% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -112,100 | – | -0.19% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -96,000 | – | -0.19% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -165,000 | – | -0.20% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -80,400 | – | -0.20% | – |
| AJRD | Exit | AEROJET ROCKETDYNE HLDGS INC COM | $0 | – | -82,800 | – | -0.21% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -280,000 | – | -0.22% | – |
| ACA | Exit | ARCOSA INC | $0 | – | -128,166 | – | -0.22% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -116,400 | – | -0.22% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -300,000 | – | -0.22% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -117,310 | – | -0.23% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -75,800 | – | -0.23% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -88,800 | – | -0.23% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -73,700 | – | -0.23% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -61,300 | – | -0.23% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -61,800 | – | -0.24% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -126,500 | – | -0.24% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -75,500 | – | -0.24% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -151,800 | – | -0.24% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -116,600 | – | -0.24% | – |
| FSB | Exit | FRANKLIN FINL NETWORK INC | $0 | – | -160,000 | – | -0.24% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -72,500 | – | -0.24% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -79,800 | – | -0.24% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -183,400 | – | -0.24% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -345,000 | – | -0.24% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -99,300 | – | -0.25% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -53,158 | – | -0.26% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -87,600 | – | -0.26% | – |
| MMM | Exit | 3M CO | $0 | – | -31,050 | – | -0.26% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -138,900 | – | -0.26% | – |
| OPB | Exit | OPUS BK IRVINE CALIF | $0 | – | -235,000 | – | -0.26% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -121,800 | – | -0.26% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -27,500 | – | -0.26% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -62,250 | – | -0.26% | – |
| MET | Exit | METLIFE INC | $0 | – | -111,400 | – | -0.26% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -64,900 | – | -0.26% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -583,545 | – | -0.27% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -52,500 | – | -0.27% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -90,000 | – | -0.27% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -185,000 | – | -0.27% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -128,500 | – | -0.28% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -75,000 | – | -0.28% | – |
| DE | Exit | DEERE & CO | $0 | – | -33,500 | – | -0.28% | – |
| CNOB | Exit | CONNECTONE BANCORP INC NEW | $0 | – | -255,000 | – | -0.28% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -112,700 | – | -0.29% | – |
| PCG | Exit | PG&E CORP | $0 | – | -587,449 | – | -0.30% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -590,000 | – | -0.30% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -47,046 | – | -0.30% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -110,100 | – | -0.30% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -150,600 | – | -0.31% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -142,600 | – | -0.31% | – |
| T | Exit | AT&T INC | $0 | – | -165,660 | – | -0.32% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -335,000 | – | -0.32% | – |
| TELL | Exit | TELLURIAN INC NEW | $0 | – | -795,690 | – | -0.33% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS INC COM | $0 | – | -809,400 | – | -0.33% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -262,200 | – | -0.36% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -124,300 | – | -0.36% | – |
| BJRI | Exit | BJS RESTAURANTS INC | $0 | – | -185,700 | – | -0.36% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -96,651 | – | -0.37% | – |
| ENLC | Exit | ENLINK MIDSTREAM LLC | $0 | – | -878,785 | – | -0.38% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -390,000 | – | -0.39% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -40,000 | – | -0.39% | – |
| PENN | Exit | PENN NATL GAMING INC | $0 | – | -415,358 | – | -0.39% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -101,240 | – | -0.41% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -67,900 | – | -0.41% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -97,075 | – | -0.42% | – |
| PAGP | Exit | PLAINS GP HLDGS L Pltp partnr int a | $0 | – | -396,255 | – | -0.42% | – |
| PPL | Exit | PPL CORP | $0 | – | -270,419 | – | -0.43% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS INC COM | $0 | – | -528,061 | – | -0.43% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -65,700 | – | -0.45% | – |
| PFE | Exit | PFIZER INC | $0 | – | -251,300 | – | -0.45% | – |
| NWN | Exit | NORTHWEST NAT HLDG CO | $0 | – | -128,803 | – | -0.46% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -177,700 | – | -0.47% | – |
| DNOW | Exit | NOW INC/DE | $0 | – | -831,000 | – | -0.48% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -136,510 | – | -0.48% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -510,000 | – | -0.50% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -85,625 | – | -0.51% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -134,547 | – | -0.52% | – |
| CLF | Exit | CLEVELAND CLIFFS INC | $0 | – | -1,434,000 | – | -0.52% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -370,407 | – | -0.52% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTNS COM | $0 | – | -962,900 | – | -0.53% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -292,800 | – | -0.53% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -87,100 | – | -0.54% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -234,924 | – | -0.55% | – |
| KO | Exit | COCA COLA CO | $0 | – | -203,000 | – | -0.56% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -336,171 | – | -0.56% | – |
| EXC | Exit | EXELON CORP | $0 | – | -229,631 | – | -0.56% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -101,700 | – | -0.56% | – |
| TGT | Exit | TARGET CORP | $0 | – | -105,700 | – | -0.57% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -251,634 | – | -0.57% | – |
| FTS | Exit | FORTIS INC | $0 | – | -296,276 | – | -0.63% | – |
| ASH | Exit | ASHLAND GLOBAL HLDGS INC | $0 | – | -167,100 | – | -0.65% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -118,600 | – | -0.67% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -137,600 | – | -0.68% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -230,600 | – | -0.70% | – |
| ETRN | Exit | EQUITRANS MIDSTREAM CORPORATIO COM | $0 | – | -958,345 | – | -0.70% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS COM | $0 | – | -96,095 | – | -0.70% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -165,800 | – | -0.71% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -123,050 | – | -0.73% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -630,800 | – | -0.75% | – |
| SR | Exit | SPIRE INC | $0 | – | -179,491 | – | -0.79% | – |
| CLH | Exit | CLEAN HARBORS INC COM | $0 | – | -202,800 | – | -0.79% | – |
| RH | Exit | RH | $0 | – | -92,600 | – | -0.80% | – |
| CACI | Exit | CACI INTL INCcl a | $0 | – | -71,200 | – | -0.83% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -258,899 | – | -0.84% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -561,828 | – | -0.85% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -137,100 | – | -0.87% | – |
| SWX | Exit | SOUTHWEST GAS HOLDINGS INC | $0 | – | -192,317 | – | -0.88% | – |
| AAN | Exit | AARONS INC | $0 | – | -275,800 | – | -0.89% | – |
| POST | Exit | POST HLDGS INC | $0 | – | -170,342 | – | -0.91% | – |
| CROX | Exit | CROCS INC | $0 | – | -674,600 | – | -0.94% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -121,600 | – | -0.98% | – |
| AES | Exit | AES CORP | $0 | – | -1,220,500 | – | -1.00% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -227,675 | – | -1.10% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC - CL Acl a | $0 | – | -72 | – | -1.13% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORP CL Acl a | $0 | – | -321,454 | – | -1.15% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -182,304 | – | -1.22% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -381,998 | – | -1.23% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -498,452 | – | -1.26% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -264,787 | – | -1.28% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -274,936 | – | -1.30% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP INC COM | $0 | – | -441,490 | – | -1.38% | – |
| NI | Exit | NISOURCE INC | $0 | – | -979,781 | – | -1.47% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -688,844 | – | -1.87% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -430,740 | – | -2.06% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -681,917 | – | -2.16% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -1,246,765 | – | -2.20% | – |
| TRP | Exit | TC ENERGY CORPadr | $0 | – | -847,353 | – | -2.20% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -2,170,101 | – | -2.25% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -305,340 | – | -2.26% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -397,086 | – | -2.27% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -560,877 | – | -2.28% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -739,200 | – | -2.29% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SO | Sell | SOUTHERN CO | $45,660,000 | +0.3% | 739,200 | -10.2% | 2.29% | +5.2% |
| D | Sell | DOMINION ENERGY INC | $45,453,000 | +0.5% | 560,877 | -4.1% | 2.28% | +5.4% |
| ATO | Sell | ATMOS ENERGY CORP | $45,224,000 | -2.4% | 397,086 | -9.6% | 2.27% | +2.3% |
| SRE | Sell | SEMPRA ENERGY | $45,071,000 | -2.8% | 305,340 | -9.5% | 2.26% | +1.9% |
| KMI | Sell | KINDER MORGAN INC DEL | $44,726,000 | -2.5% | 2,170,101 | -1.2% | 2.25% | +2.2% |
| TRP | Sell | TC ENERGY CORPadr | $43,884,000 | -1.8% | 847,353 | -6.1% | 2.20% | +2.9% |
| ENB | Sell | ENBRIDGE INC | $43,737,000 | -5.4% | 1,246,765 | -2.7% | 2.20% | -0.8% |
| LNG | Buy | CHENIERE ENERGY INC | $43,002,000 | -6.8% | 681,917 | +1.2% | 2.16% | -2.3% |
| WEC | Sell | WEC ENERGY GROUP INC | $40,963,000 | +8.8% | 430,740 | -4.6% | 2.06% | +14.0% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $37,287,000 | -0.4% | 688,844 | -2.1% | 1.87% | +4.4% |
| NI | Sell | NISOURCE INC | $29,315,000 | -0.3% | 979,781 | -4.0% | 1.47% | +4.5% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GRP INC COM | $27,408,000 | +1.6% | 441,490 | -3.7% | 1.38% | +6.5% |
| ED | Sell | CONSOLIDATED EDISON INC | $25,973,000 | +2.9% | 274,936 | -4.5% | 1.30% | +7.9% |
| DUK | Sell | DUKE ENERGY CORP NEW | $25,382,000 | +6.2% | 264,787 | -2.2% | 1.28% | +11.4% |
| UGI | Buy | UGI CORP NEW | $25,057,000 | -5.7% | 498,452 | +0.2% | 1.26% | -1.2% |
| CMS | Sell | CMS ENERGY CORP | $24,429,000 | +7.1% | 381,998 | -3.0% | 1.23% | +12.2% |
| DTE | Sell | DTE ENERGY CO | $24,239,000 | +0.9% | 182,304 | -2.9% | 1.22% | +5.8% |
| BAH | Sell | BOOZ ALLEN HAMILTON HLDG CORP CL Acl a | $22,830,000 | -2.1% | 321,454 | -8.8% | 1.15% | +2.6% |
| BRKA | Sell | BERKSHIRE HATHAWAY INC - CL Acl a | $22,452,000 | -6.0% | 72 | -4.0% | 1.13% | -1.4% |
| OGS | Sell | ONE GAS INC | $21,882,000 | +4.1% | 227,675 | -2.1% | 1.10% | +9.1% |
| AES | Sell | AES CORP | $19,943,000 | -11.2% | 1,220,500 | -8.9% | 1.00% | -7.0% |
| CASY | Sell | CASEYS GEN STORES INC | $19,597,000 | -6.8% | 121,600 | -9.8% | 0.98% | -2.3% |
| CROX | Sell | CROCS INC | $18,727,000 | +26.8% | 674,600 | -9.8% | 0.94% | +32.9% |
| POST | Sell | POST HLDGS INC | $18,029,000 | -7.0% | 170,342 | -8.7% | 0.91% | -2.6% |
| AAN | Sell | AARONS INC | $17,723,000 | -5.6% | 275,800 | -9.8% | 0.89% | -1.1% |
| SWX | Sell | SOUTHWEST GAS HOLDINGS INC | $17,509,000 | -2.0% | 192,317 | -3.5% | 0.88% | +2.8% |
| AIZ | Sell | ASSURANT INC | $17,250,000 | +6.6% | 137,100 | -9.9% | 0.87% | +11.9% |
| CNP | Sell | CENTERPOINT ENERGY INC | $16,956,000 | +2.1% | 561,828 | -3.1% | 0.85% | +7.0% |
| XEL | Sell | XCEL ENERGY INC | $16,800,000 | +5.4% | 258,899 | -3.4% | 0.84% | +10.5% |
| CACI | Sell | CACI INTL INCcl a | $16,466,000 | +1.9% | 71,200 | -9.9% | 0.83% | +6.7% |
| RH | Sell | RH | $15,819,000 | +33.2% | 92,600 | -9.8% | 0.80% | +39.7% |
| CLH | Sell | CLEAN HARBORS INC COM | $15,656,000 | -2.1% | 202,800 | -9.8% | 0.79% | +2.7% |
| ORI | Sell | OLD REP INTL CORP | $14,868,000 | -5.0% | 630,800 | -9.8% | 0.75% | -0.4% |
| JPM | Sell | JPMORGAN CHASE & CO. | $14,482,000 | +2.9% | 123,050 | -2.2% | 0.73% | +8.0% |
| MUSA | Sell | MURPHY USA INC | $14,143,000 | -8.5% | 165,800 | -9.8% | 0.71% | -4.0% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS COM | $13,974,000 | +2.9% | 96,095 | -2.4% | 0.70% | +7.8% |
| ETRN | Sell | EQUITRANS MIDSTREAM CORPORATIO COM | $13,944,000 | -28.0% | 958,345 | -2.4% | 0.70% | -24.5% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $13,919,000 | +3.2% | 230,600 | -2.4% | 0.70% | +8.0% |
| NSP | Sell | INSPERITY INC | $13,570,000 | -26.3% | 137,600 | -8.7% | 0.68% | -22.7% |
| LSTR | Sell | LANDSTAR SYS INC | $13,352,000 | -6.0% | 118,600 | -9.8% | 0.67% | -1.5% |
| ASH | Sell | ASHLAND GLOBAL HLDGS INC | $12,875,000 | -13.1% | 167,100 | -9.8% | 0.65% | -8.9% |
| TGT | Sell | TARGET CORP | $11,300,000 | +20.3% | 105,700 | -2.6% | 0.57% | +26.2% |
| MOH | Sell | MOLINA HEALTHCARE INC | $11,159,000 | -30.9% | 101,700 | -9.8% | 0.56% | -27.5% |
| EXC | Sell | EXELON CORP | $11,093,000 | -3.8% | 229,631 | -4.6% | 0.56% | +0.7% |
| SJI | Sell | SOUTH JERSEY INDS INC | $11,063,000 | -5.1% | 336,171 | -2.7% | 0.56% | -0.5% |
| KO | Sell | COCA COLA CO | $11,051,000 | -2.6% | 203,000 | -8.9% | 0.56% | +2.0% |
| PG | Sell | PROCTER & GAMBLE CO | $10,833,000 | -0.4% | 87,100 | -12.2% | 0.54% | +4.4% |
| SAVE | Sell | SPIRIT AIRLS INC | $10,629,000 | -31.4% | 292,800 | -9.8% | 0.53% | -28.1% |
| MDRX | Sell | ALLSCRIPTS HEALTHCARE SOLUTNS COM | $10,573,000 | -14.9% | 962,900 | -9.8% | 0.53% | -10.8% |
| CLF | Sell | CLEVELAND CLIFFS INC | $10,353,000 | -39.0% | 1,434,000 | -9.8% | 0.52% | -36.0% |
| BKH | Sell | BLACK HILLS CORP | $10,324,000 | -5.4% | 134,547 | -3.6% | 0.52% | -0.8% |
| CVX | Sell | CHEVRON CORP NEW | $10,155,000 | -6.8% | 85,625 | -2.2% | 0.51% | -2.3% |
| SFM | Sell | SPROUTS FMRS MKT INC | $9,863,000 | -7.7% | 510,000 | -9.8% | 0.50% | -3.1% |
| XOM | Sell | EXXON MOBIL CORP | $9,639,000 | -9.3% | 136,510 | -1.6% | 0.48% | -4.9% |
| DNOW | Sell | NOW INC/DE | $9,532,000 | -29.9% | 831,000 | -9.8% | 0.48% | -26.5% |
| AGR | Sell | AVANGRID INC | $9,285,000 | -0.5% | 177,700 | -3.8% | 0.47% | +4.5% |
| NWN | Sell | NORTHWEST NAT HLDG CO | $9,189,000 | -1.2% | 128,803 | -3.7% | 0.46% | +3.6% |
| PFE | Sell | PFIZER INC | $9,029,000 | -17.4% | 251,300 | -0.4% | 0.45% | -13.4% |
| PEP | Sell | PEPSICO INC | $9,007,000 | +1.8% | 65,700 | -2.7% | 0.45% | +6.8% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS INC COM | $8,565,000 | -13.4% | 528,061 | -9.8% | 0.43% | -9.3% |
| PPL | Sell | PPL CORP | $8,515,000 | -1.4% | 270,419 | -2.9% | 0.43% | +3.4% |
| ES | Sell | EVERSOURCE ENERGY | $8,297,000 | +9.4% | 97,075 | -3.0% | 0.42% | +14.9% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $8,136,000 | +13.0% | 67,900 | -2.6% | 0.41% | +18.6% |
| AEE | Sell | AMEREN CORP | $8,104,000 | +4.5% | 101,240 | -1.9% | 0.41% | +9.4% |
| PENN | Sell | PENN NATL GAMING INC | $7,736,000 | -12.8% | 415,358 | -9.8% | 0.39% | -8.5% |
| AMGN | Sell | AMGEN INC | $7,740,000 | +2.2% | 40,000 | -2.7% | 0.39% | +7.2% |
| TRN | Sell | TRINITY INDS INC | $7,675,000 | -14.5% | 390,000 | -9.8% | 0.39% | -10.2% |
| ENLC | Sell | ENLINK MIDSTREAM LLC | $7,470,000 | -24.0% | 878,785 | -9.8% | 0.38% | -20.4% |
| QCOM | Sell | QUALCOMM INC | $7,373,000 | -1.3% | 96,651 | -1.6% | 0.37% | +3.4% |
| BJRI | Sell | BJS RESTAURANTS INC | $7,213,000 | -20.3% | 185,700 | -9.8% | 0.36% | -16.6% |
| LVS | Sell | LAS VEGAS SANDS CORP | $7,180,000 | -4.8% | 124,300 | -2.6% | 0.36% | 0.0% |
| PBF | Sell | PBF ENERGY INCcl a | $7,129,000 | -21.7% | 262,200 | -9.8% | 0.36% | -17.9% |
| AXL | Sell | AMERICAN AXLE & MFG HLDGS INC COM | $6,653,000 | -41.9% | 809,400 | -9.8% | 0.33% | -39.2% |
| TELL | Sell | TELLURIAN INC NEW | $6,616,000 | -1.2% | 795,690 | -6.7% | 0.33% | +3.4% |
| EBSB | Sell | MERIDIAN BANCORP INC MD | $6,281,000 | -5.1% | 335,000 | -9.5% | 0.32% | -0.3% |
| T | Sell | AT&T INC | $6,269,000 | +9.9% | 165,660 | -2.6% | 0.32% | +15.4% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $6,259,000 | +3.4% | 142,600 | -2.7% | 0.31% | +8.3% |
| MO | Sell | ALTRIA GROUP INC | $6,160,000 | -15.9% | 150,600 | -2.7% | 0.31% | -11.7% |
| TXN | Sell | TEXAS INSTRS INC | $6,080,000 | +9.8% | 47,046 | -2.5% | 0.30% | +15.1% |
| GIS | Sell | GENERAL MLS INC | $6,069,000 | +2.2% | 110,100 | -2.7% | 0.30% | +7.0% |
| FBP | Sell | FIRST BANCORP P R | $5,888,000 | -14.0% | 590,000 | -4.8% | 0.30% | -9.8% |
| PCG | Sell | PG&E CORP | $5,874,000 | -57.7% | 587,449 | -3.0% | 0.30% | -55.6% |
| WFC | Buy | WELLS FARGO CO NEW | $5,685,000 | +11.9% | 112,700 | +4.9% | 0.29% | +17.2% |
| CNOB | Sell | CONNECTONE BANCORP INC NEW | $5,661,000 | -10.8% | 255,000 | -8.9% | 0.28% | -6.6% |
| DE | Sell | DEERE & CO | $5,651,000 | 0.0% | 33,500 | -1.8% | 0.28% | +4.8% |
| INDB | Buy | INDEPENDENT BANK CORP MASS | $5,599,000 | +5.0% | 75,000 | +7.1% | 0.28% | +9.8% |
| MS | Buy | MORGAN STANLEY | $5,483,000 | -2.1% | 128,500 | +0.5% | 0.28% | +2.6% |
| UL | Sell | UNILEVER PLCspon adr new | $5,409,000 | -5.5% | 90,000 | -2.6% | 0.27% | -0.7% |
| BHLB | Buy | BERKSHIRE HILLS BANCORP INC | $5,419,000 | +4.6% | 185,000 | +12.1% | 0.27% | +9.7% |
| PSX | Sell | PHILLIPS 66 | $5,376,000 | +6.4% | 52,500 | -2.8% | 0.27% | +11.6% |
| F | Sell | FORD MTR CO DEL | $5,345,000 | -12.8% | 583,545 | -2.7% | 0.27% | -8.5% |
| RY | Sell | ROYAL BK CDA MONTREAL QUE | $5,267,000 | -0.5% | 64,900 | -2.7% | 0.26% | +4.3% |
| MET | Sell | METLIFE INC | $5,254,000 | -7.6% | 111,400 | -2.7% | 0.26% | -3.3% |
| MRK | Sell | MERCK & CO INC | $5,240,000 | -18.0% | 62,250 | -18.4% | 0.26% | -14.1% |
| HIFS | Sell | HINGHAM INSTN SVGS MASS | $5,198,000 | -9.5% | 27,500 | -5.2% | 0.26% | -5.1% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $5,198,000 | +3.8% | 121,800 | -2.6% | 0.26% | +8.8% |
| OPB | Sell | OPUS BK IRVINE CALIF | $5,116,000 | +1.8% | 235,000 | -1.3% | 0.26% | +6.6% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $5,125,000 | +3.0% | 138,900 | -2.7% | 0.26% | +8.0% |
| TD | Sell | TORONTO DOMINION BK ONT | $5,104,000 | -2.8% | 87,600 | -2.7% | 0.26% | +1.6% |
| MMM | Buy | 3M CO | $5,105,000 | +15.7% | 31,050 | +22.0% | 0.26% | +21.3% |
| CPK | Sell | CHESAPEAKE UTILS CORP | $5,067,000 | -8.3% | 53,158 | -8.6% | 0.26% | -3.8% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $5,036,000 | +8.9% | 99,300 | -2.6% | 0.25% | +14.0% |
| BANC | Sell | BANC OF CALIFORNIA INC | $4,878,000 | -12.7% | 345,000 | -13.8% | 0.24% | -8.6% |
| CNQ | Sell | CANADIAN NAT RES LTD | $4,884,000 | -3.9% | 183,400 | -2.7% | 0.24% | +0.4% |
| EMR | Sell | EMERSON ELEC CO | $4,847,000 | -2.5% | 72,500 | -2.7% | 0.24% | +2.5% |
| MPC | Sell | MARATHON PETE CORP | $4,848,000 | +5.8% | 79,800 | -2.7% | 0.24% | +10.9% |
| FSB | Sell | FRANKLIN FINL NETWORK INC | $4,834,000 | -0.9% | 160,000 | -8.6% | 0.24% | +3.8% |
| SU | Sell | SUNCOR ENERGY INC NEW | $4,794,000 | -1.3% | 151,800 | -2.6% | 0.24% | +3.4% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $4,789,000 | -2.0% | 116,600 | -2.7% | 0.24% | +3.0% |
| GILD | Sell | GILEAD SCIENCES INC | $4,785,000 | -8.7% | 75,500 | -2.7% | 0.24% | -4.4% |
| GM | Sell | GENERAL MTRS CO | $4,741,000 | -5.3% | 126,500 | -2.6% | 0.24% | -0.8% |
| ABBV | Sell | ABBVIE INC | $4,679,000 | +1.3% | 61,800 | -2.7% | 0.24% | +6.3% |
| CVS | Sell | CVS HEALTH CORP | $4,648,000 | +12.7% | 73,700 | -2.6% | 0.23% | +18.2% |
| PM | Sell | PHILIP MORRIS INTL INC | $4,655,000 | -5.8% | 61,300 | -2.5% | 0.23% | -1.3% |
| TTE | Sell | TOTAL S Asponsored adr | $4,618,000 | -9.2% | 88,800 | -2.6% | 0.23% | -4.9% |
| RDSB | Sell | ROYAL DUTCH SHELL PLCspon adr b | $4,540,000 | -11.3% | 75,800 | -2.7% | 0.23% | -6.9% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $4,489,000 | -10.8% | 117,310 | -2.7% | 0.23% | -6.2% |
| BP | Sell | BP PLCsponsored adr | $4,422,000 | -11.3% | 116,400 | -2.7% | 0.22% | -7.1% |
| BRKL | Sell | BROOKLINE BANCORP INC DEL | $4,419,000 | -19.1% | 300,000 | -15.5% | 0.22% | -15.3% |
| ACA | Sell | ARCOSA INC | $4,385,000 | -18.0% | 128,166 | -9.8% | 0.22% | -14.1% |
| LBAI | Sell | LAKELAND BANCORP INC | $4,320,000 | -6.1% | 280,000 | -1.8% | 0.22% | -1.8% |
| AJRD | Sell | AEROJET ROCKETDYNE HLDGS INC COM | $4,182,000 | +10.3% | 82,800 | -2.2% | 0.21% | +15.4% |
| CSCO | Sell | CISCO SYS INC | $3,973,000 | -28.9% | 80,400 | -21.3% | 0.20% | -25.4% |
| OCFC | Sell | OCEANFIRST FINL CORP | $3,894,000 | -27.1% | 165,000 | -23.3% | 0.20% | -23.4% |
| INT | Sell | WORLD FUEL SVCS CORP | $3,834,000 | +8.6% | 96,000 | -2.2% | 0.19% | +14.2% |
| SLB | Sell | SCHLUMBERGER LTD | $3,830,000 | -16.3% | 112,100 | -2.6% | 0.19% | -12.3% |
| CCL | Sell | CARNIVAL CORPunit 99/99/9999 | $3,816,000 | -8.6% | 87,300 | -2.7% | 0.19% | -4.0% |
| FCN | Sell | FTI CONSULTING INC | $3,784,000 | +23.7% | 35,700 | -2.2% | 0.19% | +29.3% |
| CNDT | Sell | CONDUENT INC | $3,772,000 | -41.5% | 606,500 | -9.8% | 0.19% | -38.5% |
| DG | Sell | DOLLAR GEN CORP NEW | $3,767,000 | +14.7% | 23,700 | -2.5% | 0.19% | +20.4% |
| KLAC | Sell | KLA CORP | $3,737,000 | +30.7% | 23,435 | -3.1% | 0.19% | +37.2% |
| UBNK | Sell | UNITED FINL BANCORP INC NEW | $3,680,000 | -5.6% | 270,000 | -1.8% | 0.18% | -1.1% |
| CDW | Sell | CDW CORP | $3,525,000 | +8.6% | 28,603 | -2.2% | 0.18% | +13.5% |
| AAPL | Sell | APPLE INC | $3,455,000 | +10.3% | 15,428 | -2.5% | 0.17% | +16.0% |
| RCII | Sell | RENT A CTR INC NEW | $3,427,000 | -5.4% | 132,900 | -2.3% | 0.17% | -1.1% |
| CAT | Buy | CATERPILLAR INC DEL | $3,423,000 | +28.8% | 27,100 | +39.0% | 0.17% | +35.4% |
| DHI | Sell | D R HORTON INC | $3,421,000 | +19.1% | 64,900 | -2.6% | 0.17% | +24.6% |
| LRCX | Sell | LAM RESEARCH CORP | $3,366,000 | +19.4% | 14,564 | -2.9% | 0.17% | +25.2% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $3,373,000 | +13.5% | 9,000 | -2.2% | 0.17% | +19.0% |
| OXY | Sell | OCCIDENTAL PETE CORP | $3,338,000 | -14.0% | 75,060 | -2.7% | 0.17% | -9.7% |
| COST | Sell | COSTCO WHSL CORP NEW | $3,342,000 | +7.2% | 11,600 | -1.7% | 0.17% | +12.8% |
| BOOT | Sell | BOOT BARN HLDGS INC | $3,326,000 | -4.3% | 95,300 | -2.3% | 0.17% | 0.0% |
| PFGC | Sell | PERFORMANCE FOOD GROUP CO | $3,299,000 | +12.4% | 71,700 | -2.2% | 0.17% | +17.7% |
| AMAT | Sell | APPLIED MATLS INC | $3,308,000 | +5.5% | 66,300 | -5.0% | 0.17% | +10.7% |
| CADE | New | CADENCE BANCORPORATIONcl a | $3,245,000 | – | 185,000 | – | 0.16% | – |
| AQN | Sell | ALGONQUIN PWR UTILS CORP | $3,229,000 | +5.1% | 235,664 | -7.1% | 0.16% | +10.2% |
| FMBI | Buy | FIRST MIDWEST BANCORP DEL | $3,214,000 | +42.7% | 165,000 | +50.0% | 0.16% | +49.1% |
| GLDD | Sell | GREAT LAKES DREDGE & DOCK CORP COM | $3,183,000 | -7.5% | 304,600 | -2.3% | 0.16% | -3.0% |
| NWE | Sell | NORTHWESTERN CORP | $3,182,000 | -5.0% | 42,398 | -8.6% | 0.16% | 0.0% |
| OSIS | Sell | OSI SYSTEMS INC | $3,169,000 | -11.8% | 31,200 | -2.2% | 0.16% | -7.6% |
| LPLA | Sell | LPL FINL HLDGS INC | $3,170,000 | -2.1% | 38,700 | -2.5% | 0.16% | +2.6% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $3,138,000 | +8.5% | 59,100 | -2.3% | 0.16% | +13.7% |
| CNNE | Sell | CANNAE HLDGS INC | $3,123,000 | -7.3% | 113,700 | -2.2% | 0.16% | -3.1% |
| SCL | Sell | STEPAN CO | $3,087,000 | +3.3% | 31,800 | -2.2% | 0.16% | +8.4% |
| CE | Sell | CELANESE CORP DEL | $3,069,000 | +10.4% | 25,100 | -2.7% | 0.15% | +15.8% |
| MA | Sell | MASTERCARD INCcl a | $3,067,000 | +2.6% | 11,292 | -0.1% | 0.15% | +7.7% |
| GDOT | Buy | GREEN DOT CORPcl a | $3,030,000 | +147.8% | 120,000 | +380.0% | 0.15% | +157.6% |
| TROW | Sell | PRICE T ROWE GROUP INC | $3,005,000 | +1.5% | 26,300 | -2.6% | 0.15% | +6.3% |
| CVNA | Sell | CARVANA COcl a | $2,983,000 | +3.1% | 45,200 | -2.2% | 0.15% | +7.9% |
| WM | Sell | WASTE MGMT INC DEL | $2,990,000 | -2.9% | 26,000 | -2.6% | 0.15% | +1.4% |
| PGR | Sell | PROGRESSIVE CORP OHIO | $2,966,000 | -5.6% | 38,400 | -2.3% | 0.15% | -1.3% |
| BBY | Sell | BEST BUY INC | $2,960,000 | -3.5% | 42,900 | -2.5% | 0.15% | +1.4% |
| DIS | Sell | DISNEY WALT CO | $2,958,000 | -9.5% | 22,700 | -3.0% | 0.15% | -5.1% |
| V | Sell | VISA INC | $2,916,000 | -1.0% | 16,951 | -0.1% | 0.15% | +4.3% |
| CVI | Sell | CVR ENERGY INC | $2,934,000 | -13.9% | 66,626 | -2.2% | 0.15% | -9.8% |
| DAL | Sell | DELTA AIR LINES INC DEL | $2,903,000 | -1.3% | 50,400 | -2.7% | 0.15% | +3.5% |
| CRMT | Sell | AMERICAS CAR MART INC | $2,889,000 | +3.9% | 31,500 | -2.5% | 0.14% | +9.0% |
| SYNH | Sell | SYNEOS HEALTH INCcl a | $2,879,000 | +1.7% | 54,100 | -2.3% | 0.14% | +6.6% |
| AMP | Sell | AMERIPRISE FINL INC | $2,868,000 | -1.2% | 19,500 | -2.5% | 0.14% | +3.6% |
| MAS | Sell | MASCO CORP | $2,868,000 | +3.5% | 68,800 | -2.5% | 0.14% | +8.3% |
| KHC | Sell | KRAFT HEINZ CO | $2,866,000 | -12.4% | 102,600 | -2.7% | 0.14% | -8.3% |
| LYV | Sell | LIVE NATION ENTERTAINMENT INC COM | $2,866,000 | -2.1% | 43,200 | -2.3% | 0.14% | +2.9% |
| ARGO | Sell | ARGO GROUP INTL HLDGS LTDadr | $2,845,000 | -7.2% | 40,500 | -2.2% | 0.14% | -2.7% |
| K | Sell | KELLOGG CO | $2,844,000 | +16.9% | 44,200 | -2.6% | 0.14% | +22.2% |
| TECD | Sell | TECH DATA CORP | $2,831,000 | -2.2% | 27,159 | -1.9% | 0.14% | +2.2% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $2,801,000 | -6.5% | 50,300 | -2.3% | 0.14% | -2.1% |
| CSIQ | Sell | CANADIAN SOLAR INC | $2,764,000 | -15.5% | 146,400 | -2.3% | 0.14% | -11.5% |
| FISV | Buy | FISERV INC | $2,771,000 | +53.3% | 26,754 | +34.9% | 0.14% | +59.8% |
| GD | Sell | GENERAL DYNAMICS CORP | $2,704,000 | -2.2% | 14,800 | -2.6% | 0.14% | +3.0% |
| OMC | Sell | OMNICOM GROUP INC | $2,701,000 | -6.9% | 34,500 | -2.5% | 0.14% | -2.2% |
| CMI | Sell | CUMMINS INC | $2,700,000 | -7.8% | 16,600 | -2.9% | 0.14% | -2.9% |
| FN | Sell | FABRINET | $2,683,000 | +2.9% | 51,300 | -2.3% | 0.14% | +8.0% |
| AVA | Sell | AVISTA CORP | $2,643,000 | +2.9% | 54,572 | -5.2% | 0.13% | +8.1% |
| PH | Sell | PARKER HANNIFIN CORP | $2,655,000 | +3.4% | 14,700 | -2.6% | 0.13% | +8.1% |
| FNKO | Sell | FUNKO INC | $2,638,000 | -17.0% | 128,200 | -2.3% | 0.13% | -12.5% |
| MU | Sell | MICRON TECHNOLOGY INC | $2,627,000 | +8.2% | 61,300 | -2.5% | 0.13% | +13.8% |
| SON | Sell | SONOCO PRODS CO | $2,637,000 | -13.0% | 45,300 | -2.4% | 0.13% | -9.0% |
| ENSG | Sell | ENSIGN GROUP INC | $2,628,000 | -18.6% | 55,400 | -2.3% | 0.13% | -14.8% |
| NRG | Sell | NRG ENERGY INC | $2,622,000 | +10.3% | 66,200 | -2.2% | 0.13% | +15.8% |
| PCAR | Sell | PACCAR INC | $2,625,000 | -4.6% | 37,500 | -2.3% | 0.13% | 0.0% |
| INTC | Sell | INTEL CORP | $2,589,000 | -7.8% | 50,250 | -14.3% | 0.13% | -3.7% |
| LUV | Sell | SOUTHWEST AIRLS CO | $2,565,000 | +3.5% | 47,500 | -2.7% | 0.13% | +8.4% |
| THS | Sell | TREEHOUSE FOODS INC | $2,523,000 | +0.3% | 45,500 | -2.2% | 0.13% | +5.0% |
| DOW | Buy | DOW INC | $2,533,000 | +62.3% | 53,166 | +67.9% | 0.13% | +69.3% |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $2,488,000 | -0.3% | 31,400 | -2.8% | 0.12% | +4.2% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $2,496,000 | +17.1% | 12,000 | +20.0% | 0.12% | +22.5% |
| GPC | Sell | GENUINE PARTS CO | $2,480,000 | -6.1% | 24,900 | -2.4% | 0.12% | -1.6% |
| RCM | Sell | R1 RCM INC | $2,490,000 | -30.6% | 278,800 | -2.3% | 0.12% | -27.3% |
| HFC | Sell | HOLLYFRONTIER CORP | $2,473,000 | +13.0% | 46,100 | -2.5% | 0.12% | +18.1% |
| SNBR | Sell | SLEEP NUMBER CORP | $2,471,000 | -0.0% | 59,800 | -2.3% | 0.12% | +5.1% |
| PYPL | Buy | PAYPAL HLDGS INC | $2,459,000 | -9.3% | 23,735 | +0.2% | 0.12% | -4.6% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $2,470,000 | -5.6% | 30,000 | -2.3% | 0.12% | -0.8% |
| MCO | Buy | MOODYS CORP | $2,458,000 | +14.4% | 12,000 | +9.1% | 0.12% | +19.4% |
| HVT | Sell | HAVERTY FURNITURE INC | $2,414,000 | +16.3% | 119,106 | -2.3% | 0.12% | +22.2% |
| CORE | Sell | CORE MARK HOLDING CO INC | $2,412,000 | -21.0% | 75,100 | -2.3% | 0.12% | -17.1% |
| CATM | Sell | CARDTRONICS PLC | $2,389,000 | +8.1% | 79,000 | -2.3% | 0.12% | +13.2% |
| UTL | Sell | UNITIL CORP | $2,360,000 | +2.9% | 37,198 | -2.9% | 0.12% | +8.2% |
| C | Buy | CITIGROUP INC | $2,349,000 | +11.8% | 34,000 | +13.3% | 0.12% | +16.8% |
| KRNY | Sell | KEARNY FINL CORP MD | $2,347,000 | -30.7% | 180,000 | -29.4% | 0.12% | -27.2% |
| ADP | Buy | AUTOMATIC DATA PROCESSING INC COM | $2,338,000 | +112.5% | 14,487 | +117.8% | 0.12% | +120.8% |
| DD | Sell | DUPONT DE NEMOURS INC | $2,247,000 | -7.4% | 31,516 | -2.5% | 0.11% | -2.6% |
| STL | Sell | STERLING BANCORP DEL | $2,207,000 | -49.4% | 110,000 | -46.3% | 0.11% | -46.9% |
| HCA | Sell | HCA HEALTHCARE INC | $2,192,000 | -12.8% | 18,200 | -2.2% | 0.11% | -8.3% |
| TCBI | Sell | TEXAS CAPITAL BANCSHARES INC COM | $2,186,000 | -38.1% | 40,000 | -30.4% | 0.11% | -34.9% |
| SPR | Sell | SPIRIT AEROSYSTEMS HLDGS INC COM CL A | $2,171,000 | -1.5% | 26,400 | -2.6% | 0.11% | +2.8% |
| NUE | Sell | NUCOR CORP | $2,143,000 | -10.0% | 42,100 | -2.5% | 0.11% | -5.3% |
| SFBS | New | SERVISFIRST BANCSHARES INC | $2,155,000 | – | 65,000 | – | 0.11% | – |
| CLBK | Sell | COLUMBIA FINL INC | $2,132,000 | -21.6% | 135,000 | -25.0% | 0.11% | -17.7% |
| INTU | Buy | INTUIT | $2,128,000 | +56.6% | 8,000 | +53.8% | 0.11% | +64.6% |
| SQ | Buy | SQUARE INCcl a | $2,106,000 | +32.0% | 34,000 | +54.5% | 0.11% | +39.5% |
| VIAB | Sell | VIACOM INC NEWcl b | $2,119,000 | -21.6% | 88,200 | -2.5% | 0.11% | -18.5% |
| WLK | Sell | WESTLAKE CHEM CORP | $2,116,000 | -8.2% | 32,300 | -2.7% | 0.11% | -4.5% |
| LRN | Sell | K12 INC | $2,107,000 | -15.2% | 79,800 | -2.3% | 0.11% | -10.9% |
| COP | Sell | CONOCOPHILLIPS | $2,085,000 | -9.1% | 36,600 | -2.7% | 0.10% | -4.5% |
| HPQ | Sell | HP INC | $2,093,000 | -11.3% | 110,600 | -2.6% | 0.10% | -7.1% |
| THC | Sell | TENET HEALTHCARE CORP | $2,064,000 | +4.6% | 93,300 | -2.3% | 0.10% | +9.5% |
| CBS | Sell | CBS CORP NEWcl b | $2,039,000 | -21.1% | 50,500 | -2.5% | 0.10% | -17.7% |
| AVID | Sell | AVID TECHNOLOGY INC | $2,040,000 | -33.7% | 329,600 | -2.3% | 0.10% | -30.6% |
| AXP | Buy | AMERICAN EXPRESS CO | $2,011,000 | +35.8% | 17,000 | +41.7% | 0.10% | +42.3% |
| KSS | Sell | KOHLS CORP | $1,962,000 | +1.9% | 39,500 | -2.5% | 0.10% | +7.6% |
| AUB | Sell | ATLANTIC UN BANKSHARES CORP | $1,955,000 | -57.4% | 52,500 | -59.6% | 0.10% | -55.5% |
| CBOE | New | CBOE GLOBAL MARKETS INC | $1,953,000 | – | 17,000 | – | 0.10% | – |
| TPR | Sell | TAPESTRY INC | $1,925,000 | -20.1% | 73,900 | -2.6% | 0.10% | -15.7% |
| LEA | Sell | LEAR CORP | $1,934,000 | -17.4% | 16,400 | -2.4% | 0.10% | -13.4% |
| CME | New | CME GROUP INC | $1,902,000 | – | 9,000 | – | 0.10% | – |
| FICO | Buy | FAIR ISAAC CORP | $1,889,000 | +4.8% | 6,225 | +8.4% | 0.10% | +10.5% |
| GPS | Sell | GAP INC | $1,785,000 | -5.9% | 102,800 | -2.6% | 0.09% | -1.1% |
| HCC | Sell | WARRIOR MET COAL INC | $1,778,000 | -27.0% | 91,100 | -2.3% | 0.09% | -23.9% |
| SSP | Sell | SCRIPPS E W CO OHIOcl a new | $1,742,000 | -15.1% | 131,200 | -2.3% | 0.09% | -10.2% |
| LXFR | Sell | LUXFER HOLDINGS PLC | $1,702,000 | -37.9% | 109,241 | -2.2% | 0.09% | -34.4% |
| TCBK | Sell | TRICO BANCSHARES | $1,634,000 | -52.0% | 45,000 | -50.0% | 0.08% | -49.7% |
| COF | Sell | CAPITAL ONE FINL CORP | $1,638,000 | -14.1% | 18,000 | -14.3% | 0.08% | -9.9% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $1,554,000 | +658.0% | 7,500 | +650.0% | 0.08% | +680.0% |
| IMXI | Buy | INTERNATIONAL MNY EXPRESS INC COM | $1,374,000 | +178.1% | 100,000 | +185.7% | 0.07% | +187.5% |
| WAFD | Sell | WASHINGTON FED INC | $1,295,000 | -50.6% | 35,000 | -53.3% | 0.06% | -48.4% |
| EXPI | Buy | EXP WORLD HOLDINGS INC | $1,257,000 | +150.9% | 150,000 | +233.3% | 0.06% | +162.5% |
| WBA | New | WALGREENS BOOTS ALLIANCE INC COM | $1,228,000 | – | 22,200 | – | 0.06% | – |
| DXC | Sell | DXC TECHNOLOGY CO | $1,148,000 | -47.8% | 38,900 | -2.5% | 0.06% | -44.8% |
| PUMP | Sell | PROPETRO HLDG CORP | $1,164,000 | -57.1% | 128,100 | -2.3% | 0.06% | -55.4% |
| RGCO | Sell | RGC RES INC | $1,002,000 | -16.4% | 34,254 | -12.7% | 0.05% | -12.3% |
| PAYS | Buy | PAYSIGN INC | $960,000 | +79.4% | 95,000 | +137.5% | 0.05% | +84.6% |
| MSBI | Sell | MIDLAND STS BANCORP INC ILL | $912,000 | -67.5% | 35,000 | -66.7% | 0.05% | -65.7% |
| ETR | Sell | ENTERGY CORP NEW | $864,000 | +8.1% | 7,360 | -5.2% | 0.04% | +13.2% |
| CTVA | Sell | CORTEVA INC | $864,000 | -7.7% | 30,866 | -2.5% | 0.04% | -4.4% |
| HONE | New | HARBORONE BANCORP INC NEW | $856,000 | – | 85,000 | – | 0.04% | – |
| PACW | Sell | PACWEST BANCORP DEL | $818,000 | -52.1% | 22,500 | -48.9% | 0.04% | -50.0% |
| JNJ | New | JOHNSON & JOHNSON | $750,000 | – | 5,800 | – | 0.04% | – |
| MTB | Sell | M & T BK CORP | $553,000 | -34.9% | 3,500 | -30.0% | 0.03% | -31.7% |
| WTFC | Sell | WINTRUST FINL CORP | $485,000 | -77.9% | 7,500 | -75.0% | 0.02% | -77.1% |
| USB | New | US BANCORP DEL | $470,000 | – | 8,500 | – | 0.02% | – |
| MGI | Buy | MONEYGRAM INTL INC | $398,000 | +79.3% | 100,000 | +11.1% | 0.02% | +81.8% |
| ZG | Buy | ZILLOW GROUP INCcl a | $295,000 | -7.8% | 10,000 | +42.9% | 0.02% | 0.0% |
| CNIG | Sell | CORNING NAT GAS HLDG CORP | $203,000 | -26.7% | 11,099 | -15.3% | 0.01% | -23.1% |
| CLS | Buy | CELESTICA INC | $88,000 | +10.0% | 12,326 | +4.8% | 0.00% | 0.0% |
| EGAN | New | EGAIN CORP | $82,000 | – | 10,204 | – | 0.00% | – |
| GSKY | New | GREENSKY INCcl a | $80,000 | – | 11,717 | – | 0.00% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -13,380 | – | -0.00% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -10,473 | – | -0.00% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -6,000 | – | -0.01% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -2,000 | – | -0.01% | – |
| SCHW | Exit | THE CHARLES SCHWAB CORPORATION COM | $0 | – | -9,000 | – | -0.02% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -20,000 | – | -0.03% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -17,500 | – | -0.04% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES | $0 | – | -50,000 | – | -0.05% | – |
| BANR | Exit | BANNER CORP | $0 | – | -23,000 | – | -0.06% | – |
| VBTX | Exit | VERITEX HLDGS INC | $0 | – | -60,000 | – | -0.08% | – |
| HONE | Exit | HARBORONE BANCORP INC | $0 | – | -90,000 | – | -0.08% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -25,000 | – | -0.09% | – |
| PCMI | Exit | PCM INC | $0 | – | -78,500 | – | -0.13% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -75,000 | – | -0.14% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SRE | New | SEMPRA ENERGY | $46,364,000 | – | 337,340 | – | 2.22% | – |
| ATO | New | ATMOS ENERGY CORP | $46,350,000 | – | 439,086 | – | 2.22% | – |
| ENB | New | ENBRIDGE INC | $46,210,000 | – | 1,280,765 | – | 2.22% | – |
| LNG | New | CHENIERE ENERGY INC | $46,130,000 | – | 673,917 | – | 2.21% | – |
| KMI | New | KINDER MORGAN INC DEL | $45,875,000 | – | 2,197,101 | – | 2.20% | – |
| SO | New | SOUTHERN CO | $45,506,000 | – | 823,200 | – | 2.18% | – |
| D | New | DOMINION ENERGY INC | $45,223,000 | – | 584,877 | – | 2.17% | – |
| TRP | New | TC ENERGY CORPadr | $44,685,000 | – | 902,353 | – | 2.14% | – |
| WEC | New | WEC ENERGY GROUP INC | $37,662,000 | – | 451,740 | – | 1.80% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $37,430,000 | – | 703,844 | – | 1.79% | – |
| NI | New | NISOURCE INC | $29,398,000 | – | 1,020,781 | – | 1.41% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GRP INC COM | $26,968,000 | – | 458,490 | – | 1.29% | – |
| UGI | New | UGI CORP NEW | $26,574,000 | – | 497,552 | – | 1.27% | – |
| ED | New | CONSOLIDATED EDISON INC | $25,246,000 | – | 287,936 | – | 1.21% | – |
| DTE | New | DTE ENERGY CO | $24,016,000 | – | 187,804 | – | 1.15% | – |
| DUK | New | DUKE ENERGY CORP NEW | $23,894,000 | – | 270,787 | – | 1.14% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC - CL Acl a | $23,876,000 | – | 75 | – | 1.14% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORP CL Acl a | $23,327,000 | – | 352,323 | – | 1.12% | – |
| CMS | New | CMS ENERGY CORP | $22,816,000 | – | 393,998 | – | 1.09% | – |
| AES | New | AES CORP | $22,462,000 | – | 1,340,200 | – | 1.08% | – |
| CASY | New | CASEYS GEN STORES INC | $21,027,000 | – | 134,800 | – | 1.01% | – |
| OGS | New | ONE GAS INC | $21,011,000 | – | 232,675 | – | 1.01% | – |
| POST | New | POST HLDGS INC | $19,395,000 | – | 186,542 | – | 0.93% | – |
| ETRN | New | EQUITRANS MIDSTREAM CORPORATIO COM | $19,362,000 | – | 982,345 | – | 0.93% | – |
| AAN | New | AARONS INC | $18,779,000 | – | 305,800 | – | 0.90% | – |
| NSP | New | INSPERITY INC | $18,406,000 | – | 150,700 | – | 0.88% | – |
| SWX | New | SOUTHWEST GAS HOLDINGS INC | $17,863,000 | – | 199,317 | – | 0.86% | – |
| CLF | New | CLEVELAND CLIFFS INC | $16,966,000 | – | 1,590,100 | – | 0.81% | – |
| CNP | New | CENTERPOINT ENERGY INC | $16,600,000 | – | 579,828 | – | 0.80% | – |
| CACI | New | CACI INTL INCcl a | $16,163,000 | – | 79,000 | – | 0.78% | – |
| AIZ | New | ASSURANT INC | $16,180,000 | – | 152,100 | – | 0.78% | – |
| MOH | New | MOLINA HEALTHCARE INC | $16,146,000 | – | 112,800 | – | 0.77% | – |
| CLH | New | CLEAN HARBORS INC COM | $15,990,000 | – | 224,900 | – | 0.77% | – |
| XEL | New | XCEL ENERGY INC | $15,937,000 | – | 267,899 | – | 0.76% | – |
| ORI | New | OLD REP INTL CORP | $15,655,000 | – | 699,500 | – | 0.75% | – |
| SAVE | New | SPIRIT AIRLS INC | $15,498,000 | – | 324,700 | – | 0.74% | – |
| MUSA | New | MURPHY USA INC | $15,453,000 | – | 183,900 | – | 0.74% | – |
| SR | New | SPIRE INC | $15,063,000 | – | 179,491 | – | 0.72% | – |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $14,818,000 | – | 185,300 | – | 0.71% | – |
| CROX | New | CROCS INC | $14,773,000 | – | 748,000 | – | 0.71% | – |
| LSTR | New | LANDSTAR SYS INC | $14,201,000 | – | 131,500 | – | 0.68% | – |
| JPM | New | JPMORGAN CHASE & CO. | $14,070,000 | – | 125,850 | – | 0.67% | – |
| PCG | New | PG&E CORP | $13,877,000 | – | 605,449 | – | 0.66% | – |
| DNOW | New | NOW INC/DE | $13,600,000 | – | 921,400 | – | 0.65% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS COM | $13,581,000 | – | 98,481 | – | 0.65% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $13,491,000 | – | 236,150 | – | 0.65% | – |
| NJR | New | NEW JERSEY RES | $12,524,000 | – | 251,634 | – | 0.60% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTNS COM | $12,417,000 | – | 1,067,700 | – | 0.60% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $12,392,000 | – | 234,924 | – | 0.59% | – |
| RH | New | RH | $11,872,000 | – | 102,700 | – | 0.57% | – |
| FTS | New | FORTIS INC | $11,694,000 | – | 296,276 | – | 0.56% | – |
| SJI | New | SOUTH JERSEY INDS INC | $11,659,000 | – | 345,671 | – | 0.56% | – |
| EXC | New | EXELON CORP | $11,536,000 | – | 240,631 | – | 0.55% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS INC COM | $11,452,000 | – | 897,500 | – | 0.55% | – |
| KO | New | COCA COLA CO | $11,348,000 | – | 222,850 | – | 0.54% | – |
| PFE | New | PFIZER INC | $10,932,000 | – | 252,350 | – | 0.52% | – |
| BKH | New | BLACK HILLS CORP | $10,908,000 | – | 139,547 | – | 0.52% | – |
| CVX | New | CHEVRON CORP NEW | $10,898,000 | – | 87,575 | – | 0.52% | – |
| PG | New | PROCTER AND GAMBLE CO | $10,872,000 | – | 99,150 | – | 0.52% | – |
| SFM | New | SPROUTS FMRS MKT INC | $10,682,000 | – | 565,500 | – | 0.51% | – |
| XOM | New | EXXON MOBIL CORP | $10,629,000 | – | 138,710 | – | 0.51% | – |
| PAGP | New | PLAINS GP HLDGS L Pltp partnr int a | $9,894,000 | – | 396,255 | – | 0.47% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS INC COM | $9,896,000 | – | 585,561 | – | 0.47% | – |
| ENLC | New | ENLINK MIDSTREAM LLC | $9,833,000 | – | 974,485 | – | 0.47% | – |
| MDU | New | MDU RES GROUP INC | $9,557,000 | – | 370,407 | – | 0.46% | – |
| TGT | New | TARGET CORP | $9,397,000 | – | 108,500 | – | 0.45% | – |
| AGR | New | AVANGRID INC | $9,327,000 | – | 184,700 | – | 0.45% | – |
| NWN | New | NORTHWEST NAT HLDG CO | $9,299,000 | – | 133,803 | – | 0.45% | – |
| PBF | New | PBF ENERGY INCcl a | $9,099,000 | – | 290,700 | – | 0.44% | – |
| BJRI | New | BJS RESTAURANTS INC | $9,047,000 | – | 205,900 | – | 0.43% | – |
| TRN | New | TRINITY INDS INC | $8,974,000 | – | 432,500 | – | 0.43% | – |
| PENN | New | PENN NATL GAMING INC | $8,870,000 | – | 460,558 | – | 0.42% | – |
| PEP | New | PEPSICO INC | $8,851,000 | – | 67,500 | – | 0.42% | – |
| PPL | New | PPL CORP | $8,634,000 | – | 278,419 | – | 0.41% | – |
| AEE | New | AMEREN CORP | $7,754,000 | – | 103,240 | – | 0.37% | – |
| ES | New | EVERSOURCE ENERGY | $7,582,000 | – | 100,075 | – | 0.36% | – |
| AMGN | New | AMGEN INC | $7,574,000 | – | 41,100 | – | 0.36% | – |
| LVS | New | LAS VEGAS SANDS CORP | $7,540,000 | – | 127,600 | – | 0.36% | – |
| QCOM | New | QUALCOMM INC | $7,470,000 | – | 98,200 | – | 0.36% | – |
| MO | New | ALTRIA GROUP INC | $7,325,000 | – | 154,700 | – | 0.35% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $7,198,000 | – | 69,700 | – | 0.34% | – |
| FBP | New | FIRST BANCORP P R | $6,845,000 | – | 620,000 | – | 0.33% | – |
| TELL | New | TELLURIAN INC NEW | $6,694,000 | – | 852,690 | – | 0.32% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $6,619,000 | – | 370,000 | – | 0.32% | – |
| CNDT | New | CONDUENT INC | $6,449,000 | – | 672,500 | – | 0.31% | – |
| MRK | New | MERCK & CO INC | $6,394,000 | – | 76,250 | – | 0.31% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $6,345,000 | – | 280,000 | – | 0.30% | – |
| F | New | FORD MTR CO DEL | $6,133,000 | – | 599,545 | – | 0.29% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $6,052,000 | – | 146,500 | – | 0.29% | – |
| GIS | New | GENERAL MLS INC | $5,940,000 | – | 113,100 | – | 0.28% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $5,742,000 | – | 29,000 | – | 0.28% | – |
| UL | New | UNILEVER PLCspon adr new | $5,726,000 | – | 92,400 | – | 0.27% | – |
| T | New | AT&T INC | $5,702,000 | – | 170,160 | – | 0.27% | – |
| MET | New | METLIFE INC | $5,687,000 | – | 114,500 | – | 0.27% | – |
| DE | New | DEERE & CO | $5,651,000 | – | 34,100 | – | 0.27% | – |
| MS | New | MORGAN STANLEY | $5,599,000 | – | 127,800 | – | 0.27% | – |
| BANC | New | BANC OF CALIFORNIA INC | $5,588,000 | – | 400,000 | – | 0.27% | – |
| CSCO | New | CISCO SYS INC | $5,590,000 | – | 102,144 | – | 0.27% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $5,526,000 | – | 58,158 | – | 0.26% | – |
| TXN | New | TEXAS INSTRS INC | $5,539,000 | – | 48,267 | – | 0.26% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $5,460,000 | – | 355,000 | – | 0.26% | – |
| OCFC | New | OCEANFIRST FINL CORP | $5,343,000 | – | 215,000 | – | 0.26% | – |
| ACA | New | ARCOSA INC | $5,350,000 | – | 142,166 | – | 0.26% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $5,331,000 | – | 70,000 | – | 0.26% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $5,296,000 | – | 66,700 | – | 0.25% | – |
| TD | New | TORONTO DOMINION BK ONT | $5,252,000 | – | 90,000 | – | 0.25% | – |
| GILD | New | GILEAD SCIENCES INC | $5,243,000 | – | 77,600 | – | 0.25% | – |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $5,179,000 | – | 165,000 | – | 0.25% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $5,121,000 | – | 77,900 | – | 0.24% | – |
| WFC | New | WELLS FARGO CO NEW | $5,082,000 | – | 107,400 | – | 0.24% | – |
| CNQ | New | CANADIAN NAT RES LTD | $5,081,000 | – | 188,400 | – | 0.24% | – |
| TTE | New | TOTAL S Asponsored adr | $5,088,000 | – | 91,200 | – | 0.24% | – |
| PSX | New | PHILLIPS 66 | $5,051,000 | – | 54,000 | – | 0.24% | – |
| OPB | New | OPUS BK IRVINE CALIF | $5,024,000 | – | 238,000 | – | 0.24% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $5,030,000 | – | 120,510 | – | 0.24% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $5,007,000 | – | 125,100 | – | 0.24% | – |
| GM | New | GENERAL MTRS CO | $5,005,000 | – | 129,900 | – | 0.24% | – |
| BP | New | BP PLCsponsored adr | $4,987,000 | – | 119,600 | – | 0.24% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $4,976,000 | – | 142,700 | – | 0.24% | – |
| EMR | New | EMERSON ELEC CO | $4,971,000 | – | 74,500 | – | 0.24% | – |
| PM | New | PHILIP MORRIS INTL INC | $4,940,000 | – | 62,900 | – | 0.24% | – |
| FSB | New | FRANKLIN FINL NETWORK INC | $4,876,000 | – | 175,000 | – | 0.23% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $4,888,000 | – | 119,800 | – | 0.23% | – |
| SU | New | SUNCOR ENERGY INC NEW | $4,858,000 | – | 155,900 | – | 0.23% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $4,626,000 | – | 102,000 | – | 0.22% | – |
| LBAI | New | LAKELAND BANCORP INC | $4,603,000 | – | 285,000 | – | 0.22% | – |
| ABBV | New | ABBVIE INC | $4,618,000 | – | 63,500 | – | 0.22% | – |
| AUB | New | ATLANTIC UN BANKSHARES CORP | $4,593,000 | – | 130,000 | – | 0.22% | – |
| MPC | New | MARATHON PETE CORP | $4,582,000 | – | 82,000 | – | 0.22% | – |
| SLB | New | SCHLUMBERGER LTD | $4,574,000 | – | 115,100 | – | 0.22% | – |
| MMM | New | 3M CO | $4,412,000 | – | 25,450 | – | 0.21% | – |
| STL | New | STERLING BANCORP DEL | $4,362,000 | – | 205,000 | – | 0.21% | – |
| CCL | New | CARNIVAL CORPunit 99/99/9999 | $4,176,000 | – | 89,700 | – | 0.20% | – |
| CVS | New | CVS HEALTH CORP | $4,125,000 | – | 75,700 | – | 0.20% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $3,900,000 | – | 275,000 | – | 0.19% | – |
| OXY | New | OCCIDENTAL PETE CORP | $3,880,000 | – | 77,160 | – | 0.19% | – |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INC COM | $3,792,000 | – | 84,700 | – | 0.18% | – |
| RCII | New | RENT A CTR INC NEW | $3,622,000 | – | 136,000 | – | 0.17% | – |
| OSIS | New | OSI SYSTEMS INC | $3,593,000 | – | 31,900 | – | 0.17% | – |
| RCM | New | R1 RCM INC | $3,589,000 | – | 285,300 | – | 0.17% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC COM | $3,529,000 | – | 57,500 | – | 0.17% | – |
| INT | New | WORLD FUEL SVCS CORP | $3,531,000 | – | 98,200 | – | 0.17% | – |
| BOOT | New | BOOT BARN HLDGS INC | $3,475,000 | – | 97,500 | – | 0.17% | – |
| GLDD | New | GREAT LAKES DREDGE & DOCK CORP COM | $3,441,000 | – | 311,700 | – | 0.16% | – |
| TCBK | New | TRICO BANCSHARES | $3,402,000 | – | 90,000 | – | 0.16% | – |
| CVI | New | CVR ENERGY INC | $3,406,000 | – | 68,126 | – | 0.16% | – |
| CNNE | New | CANNAE HLDGS INC | $3,370,000 | – | 116,300 | – | 0.16% | – |
| KRNY | New | KEARNY FINL CORP MD | $3,389,000 | – | 255,000 | – | 0.16% | – |
| NVR | New | NVR INC | $3,370,000 | – | 1,000 | – | 0.16% | – |
| NWE | New | NORTHWESTERN CORP | $3,348,000 | – | 46,398 | – | 0.16% | – |
| DG | New | DOLLAR GEN CORP NEW | $3,284,000 | – | 24,300 | – | 0.16% | – |
| KHC | New | KRAFT HEINZ CO | $3,272,000 | – | 105,400 | – | 0.16% | – |
| CSIQ | New | CANADIAN SOLAR INC | $3,270,000 | – | 149,800 | – | 0.16% | – |
| DIS | New | DISNEY WALT CO | $3,268,000 | – | 23,400 | – | 0.16% | – |
| CDW | New | CDW CORP | $3,246,000 | – | 29,241 | – | 0.16% | – |
| ENSG | New | ENSIGN GROUP INC | $3,227,000 | – | 56,700 | – | 0.16% | – |
| LPLA | New | LPL FINL HLDGS INC | $3,238,000 | – | 39,700 | – | 0.16% | – |
| FNKO | New | FUNKO INC | $3,178,000 | – | 131,200 | – | 0.15% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $3,141,000 | – | 39,300 | – | 0.15% | – |
| AMAT | New | APPLIED MATLS INC | $3,135,000 | – | 69,797 | – | 0.15% | – |
| AAPL | New | APPLE INC | $3,133,000 | – | 15,828 | – | 0.15% | – |
| COST | New | COSTCO WHSL CORP NEW | $3,118,000 | – | 11,800 | – | 0.15% | – |
| WM | New | WASTE MGMT INC DEL | $3,080,000 | – | 26,700 | – | 0.15% | – |
| FCN | New | FTI CONSULTING INC | $3,060,000 | – | 36,500 | – | 0.15% | – |
| BBY | New | BEST BUY INC | $3,068,000 | – | 44,000 | – | 0.15% | – |
| AVID | New | AVID TECHNOLOGY INC | $3,076,000 | – | 337,300 | – | 0.15% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $3,072,000 | – | 253,664 | – | 0.15% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTDadr | $3,066,000 | – | 41,400 | – | 0.15% | – |
| CORE | New | CORE MARK HOLDING CO INC | $3,054,000 | – | 76,900 | – | 0.15% | – |
| SON | New | SONOCO PRODS CO | $3,032,000 | – | 46,400 | – | 0.14% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $2,997,000 | – | 51,500 | – | 0.14% | – |
| MA | New | MASTERCARD INCcl a | $2,990,000 | – | 11,302 | – | 0.14% | – |
| SCL | New | STEPAN CO | $2,987,000 | – | 32,500 | – | 0.14% | – |
| TROW | New | PRICE T ROWE GROUP INC | $2,962,000 | – | 27,000 | – | 0.14% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $2,973,000 | – | 9,200 | – | 0.14% | – |
| ABCB | New | AMERIS BANCORP | $2,939,000 | – | 75,000 | – | 0.14% | – |
| DAL | New | DELTA AIR LINES INC DEL | $2,940,000 | – | 51,800 | – | 0.14% | – |
| PFGC | New | PERFORMANCE FOOD GROUP CO | $2,934,000 | – | 73,300 | – | 0.14% | – |
| V | New | VISA INC | $2,944,000 | – | 16,965 | – | 0.14% | – |
| LYV | New | LIVE NATION ENTERTAINMENT INC COM | $2,928,000 | – | 44,200 | – | 0.14% | – |
| CMI | New | CUMMINS INC | $2,930,000 | – | 17,100 | – | 0.14% | – |
| BAM | New | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $2,891,000 | – | 60,500 | – | 0.14% | – |
| CVNA | New | CARVANA COcl a | $2,892,000 | – | 46,200 | – | 0.14% | – |
| AMP | New | AMERIPRISE FINL INC | $2,903,000 | – | 20,000 | – | 0.14% | – |
| TECD | New | TECH DATA CORP | $2,896,000 | – | 27,689 | – | 0.14% | – |
| OMC | New | OMNICOM GROUP INC | $2,901,000 | – | 35,400 | – | 0.14% | – |
| DHI | New | D R HORTON INC | $2,872,000 | – | 66,600 | – | 0.14% | – |
| KLAC | New | KLA-TENCOR CORP | $2,859,000 | – | 24,188 | – | 0.14% | – |
| SYNH | New | SYNEOS HEALTH INCcl a | $2,830,000 | – | 55,400 | – | 0.14% | – |
| INTC | New | INTEL CORP | $2,807,000 | – | 58,637 | – | 0.14% | – |
| LRCX | New | LAM RESEARCH CORP | $2,818,000 | – | 15,000 | – | 0.14% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $2,806,000 | – | 105,000 | – | 0.13% | – |
| CE | New | CELANESE CORP DEL | $2,781,000 | – | 25,800 | – | 0.13% | – |
| CRMT | New | AMERICAS CAR MART INC | $2,780,000 | – | 32,300 | – | 0.13% | – |
| MAS | New | MASCO CORP | $2,770,000 | – | 70,600 | – | 0.13% | – |
| PCAR | New | PACCAR INC | $2,752,000 | – | 38,400 | – | 0.13% | – |
| PCMI | New | PCM INC | $2,751,000 | – | 78,500 | – | 0.13% | – |
| GD | New | GENERAL DYNAMICS CORP | $2,764,000 | – | 15,200 | – | 0.13% | – |
| LXFR | New | LUXFER HOLDINGS PLC | $2,740,000 | – | 111,741 | – | 0.13% | – |
| VIAB | New | VIACOM INC NEWcl b | $2,703,000 | – | 90,500 | – | 0.13% | – |
| CLBK | New | COLUMBIA FINL INC | $2,718,000 | – | 180,000 | – | 0.13% | – |
| EGBN | New | EAGLE BANCORP INC MD | $2,707,000 | – | 50,000 | – | 0.13% | – |
| PYPL | New | PAYPAL HLDGS INC | $2,712,000 | – | 23,690 | – | 0.13% | – |
| PUMP | New | PROPETRO HLDG CORP | $2,714,000 | – | 131,100 | – | 0.13% | – |
| CAT | New | CATERPILLAR INC DEL | $2,658,000 | – | 19,500 | – | 0.13% | – |
| GPC | New | GENUINE PARTS CO | $2,641,000 | – | 25,500 | – | 0.13% | – |
| WAFD | New | WASHINGTON FED INC | $2,620,000 | – | 75,000 | – | 0.13% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $2,617,000 | – | 30,700 | – | 0.12% | – |
| FN | New | FABRINET | $2,608,000 | – | 52,500 | – | 0.12% | – |
| CBS | New | CBS CORP NEWcl b | $2,585,000 | – | 51,800 | – | 0.12% | – |
| AVA | New | AVISTA CORP | $2,568,000 | – | 57,572 | – | 0.12% | – |
| PH | New | PARKER HANNIFIN CORP | $2,567,000 | – | 15,100 | – | 0.12% | – |
| THS | New | TREEHOUSE FOODS INC | $2,516,000 | – | 46,500 | – | 0.12% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $2,496,000 | – | 32,300 | – | 0.12% | – |
| HCA | New | HCA HEALTHCARE INC | $2,514,000 | – | 18,600 | – | 0.12% | – |
| LRN | New | K12 INC | $2,484,000 | – | 81,700 | – | 0.12% | – |
| LUV | New | SOUTHWEST AIRLS CO | $2,478,000 | – | 48,800 | – | 0.12% | – |
| SNBR | New | SLEEP NUMBER CORP | $2,472,000 | – | 61,200 | – | 0.12% | – |
| HCC | New | WARRIOR MET COAL INC | $2,434,000 | – | 93,200 | – | 0.12% | – |
| K | New | KELLOGG CO | $2,432,000 | – | 45,400 | – | 0.12% | – |
| MU | New | MICRON TECHNOLOGY INC | $2,427,000 | – | 62,900 | – | 0.12% | – |
| DD | New | DUPONT DE NEMOURS INC | $2,426,000 | – | 32,316 | – | 0.12% | – |
| TPR | New | TAPESTRY INC | $2,408,000 | – | 75,900 | – | 0.12% | – |
| NRG | New | NRG ENERGY INC | $2,378,000 | – | 67,700 | – | 0.11% | – |
| NUE | New | NUCOR CORP | $2,380,000 | – | 43,200 | – | 0.11% | – |
| HPQ | New | HP INC | $2,360,000 | – | 113,500 | – | 0.11% | – |
| LEA | New | LEAR CORP | $2,340,000 | – | 16,800 | – | 0.11% | – |
| WLK | New | WESTLAKE CHEM CORP | $2,306,000 | – | 33,200 | – | 0.11% | – |
| BAC | New | BANK AMER CORP | $2,320,000 | – | 80,000 | – | 0.11% | – |
| UTL | New | UNITIL CORP | $2,294,000 | – | 38,298 | – | 0.11% | – |
| COP | New | CONOCOPHILLIPS | $2,294,000 | – | 37,600 | – | 0.11% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $2,252,000 | – | 110,000 | – | 0.11% | – |
| CATM | New | CARDTRONICS PLC | $2,210,000 | – | 80,900 | – | 0.11% | – |
| MGEE | New | MGE ENERGY INC | $2,209,000 | – | 30,229 | – | 0.11% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC COM CL A | $2,205,000 | – | 27,100 | – | 0.11% | – |
| WTFC | New | WINTRUST FINL CORP | $2,195,000 | – | 30,000 | – | 0.10% | – |
| DXC | New | DXC TECHNOLOGY CO | $2,200,000 | – | 39,900 | – | 0.10% | – |
| HFC | New | HOLLYFRONTIER CORP | $2,189,000 | – | 47,300 | – | 0.10% | – |
| MCO | New | MOODYS CORP | $2,148,000 | – | 11,000 | – | 0.10% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $2,132,000 | – | 10,000 | – | 0.10% | – |
| C | New | CITIGROUP INC | $2,101,000 | – | 30,000 | – | 0.10% | – |
| HVT | New | HAVERTY FURNITURE INC | $2,076,000 | – | 121,906 | – | 0.10% | – |
| SSP | New | SCRIPPS E W CO OHIOcl a new | $2,053,000 | – | 134,300 | – | 0.10% | – |
| THC | New | TENET HEALTHCARE CORP | $1,973,000 | – | 95,500 | – | 0.10% | – |
| KSS | New | KOHLS CORP | $1,926,000 | – | 40,500 | – | 0.09% | – |
| IBKC | New | IBERIABANK CORP | $1,896,000 | – | 25,000 | – | 0.09% | – |
| GPS | New | GAP INC | $1,896,000 | – | 105,500 | – | 0.09% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,906,000 | – | 21,000 | – | 0.09% | – |
| FISV | New | FISERV INC | $1,808,000 | – | 19,829 | – | 0.09% | – |
| FICO | New | FAIR ISAAC CORP | $1,803,000 | – | 5,741 | – | 0.09% | – |
| PACW | New | PACWEST BANCORP DEL | $1,709,000 | – | 44,000 | – | 0.08% | – |
| HONE | New | HARBORONE BANCORP INC | $1,686,000 | – | 90,000 | – | 0.08% | – |
| SQ | New | SQUARE INCcl a | $1,596,000 | – | 22,000 | – | 0.08% | – |
| VBTX | New | VERITEX HLDGS INC | $1,557,000 | – | 60,000 | – | 0.08% | – |
| DOW | New | DOW INC | $1,561,000 | – | 31,666 | – | 0.08% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,481,000 | – | 12,000 | – | 0.07% | – |
| INTU | New | INTUIT | $1,359,000 | – | 5,200 | – | 0.06% | – |
| BANR | New | BANNER CORP | $1,245,000 | – | 23,000 | – | 0.06% | – |
| GDOT | New | GREEN DOT CORPcl a | $1,223,000 | – | 25,000 | – | 0.06% | – |
| RGCO | New | RGC RES INC | $1,198,000 | – | 39,254 | – | 0.06% | – |
| ADP | New | AUTOMATIC DATA PROCESSING INC COM | $1,100,000 | – | 6,651 | – | 0.05% | – |
| DCOM | New | DIME CMNTY BANCSHARES | $950,000 | – | 50,000 | – | 0.05% | – |
| CTVA | New | CORTEVA INC | $936,000 | – | 31,666 | – | 0.04% | – |
| MTB | New | M & T BK CORP | $850,000 | – | 5,000 | – | 0.04% | – |
| ETR | New | ENTERGY CORP NEW | $799,000 | – | 7,760 | – | 0.04% | – |
| WSFS | New | WSFS FINL CORP | $723,000 | – | 17,500 | – | 0.04% | – |
| BKU | New | BANKUNITED INC | $675,000 | – | 20,000 | – | 0.03% | – |
| PAYS | New | PAYSIGN INC | $535,000 | – | 40,000 | – | 0.03% | – |
| EXPI | New | EXP WORLD HOLDINGS INC | $501,000 | – | 45,000 | – | 0.02% | – |
| IMXI | New | INTERNATIONAL MNY EXPRESS INC COM | $494,000 | – | 35,000 | – | 0.02% | – |
| SCHW | New | THE CHARLES SCHWAB CORPORATION COM | $362,000 | – | 9,000 | – | 0.02% | – |
| ZG | New | ZILLOW GROUP INCcl a | $320,000 | – | 7,000 | – | 0.02% | – |
| CNIG | New | CORNING NAT GAS HLDG CORP | $277,000 | – | 13,099 | – | 0.01% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $268,000 | – | 6,000 | – | 0.01% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $275,000 | – | 2,000 | – | 0.01% | – |
| MGI | New | MONEYGRAM INTL INC | $222,000 | – | 90,000 | – | 0.01% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $205,000 | – | 1,000 | – | 0.01% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $78,000 | – | 10,473 | – | 0.00% | – |
| EXTR | New | EXTREME NETWORKS INC | $87,000 | – | 13,380 | – | 0.00% | – |
| CLS | New | CELESTICA INC | $80,000 | – | 11,758 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SMICY | Exit | SEMICONDUCTOR MFG INTL CORPsponsored adr | $0 | – | -13,023 | – | -0.00% | – |
| CNIG | Exit | CORNING NAT GAS HLDG CORP | $0 | – | -14,599 | – | -0.01% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -6,000 | – | -0.01% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -7,000 | – | -0.01% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -16,000 | – | -0.02% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -10,000 | – | -0.02% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -12,000 | – | -0.02% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -8,560 | – | -0.03% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -21,000 | – | -0.03% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -15,000 | – | -0.03% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -35,000 | – | -0.03% | – |
| WP | Exit | WORLDPAY INCcl a | $0 | – | -9,000 | – | -0.03% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -14,000 | – | -0.04% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -20,200 | – | -0.04% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -10,000 | – | -0.04% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -20,000 | – | -0.04% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -24,700 | – | -0.04% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -44,091 | – | -0.04% | – |
| CSTR | Exit | CAPSTAR FINL HLDGS INC | $0 | – | -75,000 | – | -0.05% | – |
| WH | Exit | WYNDHAM HOTELS & RESORTS INC COM | $0 | – | -24,400 | – | -0.05% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -13,000 | – | -0.05% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -60,000 | – | -0.05% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -91,900 | – | -0.06% | – |
| LB | Exit | L BRANDS INC | $0 | – | -59,000 | – | -0.07% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -8,000 | – | -0.07% | – |
| PESXQ | Exit | PIONEER ENERGY SVCS CORP | $0 | – | -616,800 | – | -0.07% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -41,000 | – | -0.07% | – |
| STT | Exit | STATE STR CORP | $0 | – | -23,000 | – | -0.07% | – |
| ZG | Exit | ZILLOW GROUP INCcl a | $0 | – | -45,000 | – | -0.07% | – |
| MSCI | Exit | MSCI INC | $0 | – | -11,500 | – | -0.08% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -23,000 | – | -0.08% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -45,000 | – | -0.08% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -35,229 | – | -0.08% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -23,000 | – | -0.08% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -62,100 | – | -0.08% | – |
| FCX | Exit | FREEPORT-MCMORAN INC | $0 | – | -163,600 | – | -0.08% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -17,000 | – | -0.08% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -38,600 | – | -0.08% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -59,984 | – | -0.09% | – |
| C | Exit | CITIGROUP INC | $0 | – | -33,000 | – | -0.09% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -57,400 | – | -0.09% | – |
| AX | Exit | AXOS FINL INC | $0 | – | -70,000 | – | -0.09% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -47,298 | – | -0.09% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -36,500 | – | -0.09% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -15,000 | – | -0.09% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -86,000 | – | -0.09% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -20,000 | – | -0.09% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -17,067 | – | -0.10% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -23,000 | – | -0.10% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -91,500 | – | -0.10% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -12,500 | – | -0.10% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES | $0 | – | -150,000 | – | -0.10% | – |
| DE | Exit | DEERE & CO | $0 | – | -18,100 | – | -0.10% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -18,400 | – | -0.10% | – |
| WMT | Exit | WALMART INC | $0 | – | -28,900 | – | -0.10% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -80,500 | – | -0.10% | – |
| LEA | Exit | LEAR CORP | $0 | – | -18,800 | – | -0.10% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -31,500 | – | -0.10% | – |
| SCHN | Exit | SCHNITZER STL INDScl a | $0 | – | -102,900 | – | -0.10% | – |
| KBH | Exit | KB HOME | $0 | – | -118,000 | – | -0.10% | – |
| EMN | Exit | EASTMAN CHEM CO | $0 | – | -29,500 | – | -0.10% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -89,700 | – | -0.10% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -25,300 | – | -0.11% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -42,100 | – | -0.11% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -45,300 | – | -0.11% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -12,000 | – | -0.11% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -90,000 | – | -0.11% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -64,300 | – | -0.11% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -107,400 | – | -0.11% | – |
| EZPW | Exit | EZCORP INCcl a non vtg | $0 | – | -273,400 | – | -0.11% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -51,870 | – | -0.11% | – |
| V | Exit | VISA INC | $0 | – | -20,000 | – | -0.11% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -3,900 | – | -0.11% | – |
| LGCY | Exit | LEGACY RESVS INC | $0 | – | -628,600 | – | -0.11% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -52,398 | – | -0.11% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -83,000 | – | -0.11% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC COM | $0 | – | -42,000 | – | -0.11% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -255,700 | – | -0.11% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -68,200 | – | -0.11% | – |
| PFSI | Exit | PENNYMAC FINL SVCS INCcl a | $0 | – | -147,300 | – | -0.11% | – |
| KR | Exit | KROGER CO | $0 | – | -105,700 | – | -0.11% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -54,100 | – | -0.12% | – |
| BHBK | Exit | BLUE HILLS BANCORP INC | $0 | – | -130,000 | – | -0.12% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -14,077 | – | -0.12% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -31,700 | – | -0.12% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -71,200 | – | -0.12% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -50,600 | – | -0.12% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -308,664 | – | -0.12% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -55,200 | – | -0.12% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -35,700 | – | -0.12% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -119,200 | – | -0.12% | – |
| FBNK | Exit | FIRST CONN BANCORP INC MD | $0 | – | -110,000 | – | -0.12% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -27,800 | – | -0.12% | – |
| HEAR | Exit | TURTLE BEACH CORP | $0 | – | -167,600 | – | -0.12% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -30,500 | – | -0.12% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -67,572 | – | -0.13% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC | $0 | – | -63,400 | – | -0.13% | – |
| CG | Exit | CARLYLE GROUP L P | $0 | – | -156,900 | – | -0.13% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -295,800 | – | -0.14% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -22,398 | – | -0.14% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -57,000 | – | -0.14% | – |
| NDLS | Exit | NOODLES & CO | $0 | – | -304,500 | – | -0.14% | – |
| ARCB | Exit | ARCBEST CORP | $0 | – | -76,000 | – | -0.14% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -39,400 | – | -0.14% | – |
| PRSC | Exit | PROVIDENCE SVC CORP | $0 | – | -56,700 | – | -0.14% | – |
| FLOW | Exit | SPX FLOW INC | $0 | – | -76,100 | – | -0.15% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -235,000 | – | -0.15% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -44,800 | – | -0.15% | – |
| CSX | Exit | CSX CORP | $0 | – | -54,100 | – | -0.15% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -85,000 | – | -0.15% | – |
| BANR | Exit | BANNER CORP | $0 | – | -65,000 | – | -0.15% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -50,000 | – | -0.15% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -29,300 | – | -0.15% | – |
| AAPL | Exit | APPLE INC | $0 | – | -17,982 | – | -0.15% | – |
| BNCL | Exit | BENEFICIAL BANCORP INC | $0 | – | -240,000 | – | -0.15% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -74,300 | – | -0.15% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT INC COM | $0 | – | -76,200 | – | -0.15% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -59,500 | – | -0.15% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -16,000 | – | -0.16% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -50,000 | – | -0.16% | – |
| MANT | Exit | MANTECH INTL CORPcl a | $0 | – | -67,300 | – | -0.16% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -15,600 | – | -0.16% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -195,000 | – | -0.16% | – |
| CHEF | Exit | CHEFS WHSE INC | $0 | – | -119,500 | – | -0.16% | – |
| NOMD | Exit | NOMAD FOODS LTD | $0 | – | -214,000 | – | -0.16% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -38,400 | – | -0.16% | – |
| GNBC | Exit | GREEN BANCORP INC | $0 | – | -200,000 | – | -0.16% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -54,300 | – | -0.16% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -75,100 | – | -0.16% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -63,100 | – | -0.16% | – |
| RGS | Exit | REGIS CORP MINN | $0 | – | -219,500 | – | -0.17% | – |
| ENVA | Exit | ENOVA INTL INC | $0 | – | -161,400 | – | -0.17% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -108,000 | – | -0.18% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -135,000 | – | -0.18% | – |
| CBZ | Exit | CBIZ INC | $0 | – | -201,000 | – | -0.18% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -150,000 | – | -0.18% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -79,100 | – | -0.18% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -29,800 | – | -0.18% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -530,645 | – | -0.18% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -274,200 | – | -0.18% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -545,000 | – | -0.18% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -132,966 | – | -0.19% | – |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -81,300 | – | -0.19% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -148,800 | – | -0.19% | – |
| T | Exit | AT&T INC | $0 | – | -155,460 | – | -0.19% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -87,500 | – | -0.19% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -45,700 | – | -0.20% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -69,500 | – | -0.20% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -48,400 | – | -0.20% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC - CL Acl a | $0 | – | -17 | – | -0.20% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -67,900 | – | -0.20% | – |
| HONE | Exit | HARBORONE BANCORP INC | $0 | – | -290,000 | – | -0.20% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -295,000 | – | -0.21% | – |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -170,500 | – | -0.21% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -66,658 | – | -0.21% | – |
| ELY | Exit | CALLAWAY GOLF CO | $0 | – | -231,000 | – | -0.21% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS CP COM NEW | $0 | – | -154,300 | – | -0.21% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -103,100 | – | -0.21% | – |
| FCB | Exit | FCB FINL HLDGS INCcl a | $0 | – | -120,000 | – | -0.21% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -80,900 | – | -0.21% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -70,000 | – | -0.21% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -93,000 | – | -0.21% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -42,100 | – | -0.22% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -95,700 | – | -0.22% | – |
| CLBK | Exit | COLUMBIA FINL INC | $0 | – | -355,000 | – | -0.22% | – |
| BOOT | Exit | BOOT BARN HLDGS INC | $0 | – | -212,500 | – | -0.22% | – |
| OPB | Exit | OPUS BK IRVINE CALIF | $0 | – | -220,000 | – | -0.22% | – |
| EQT | Exit | EQT CORP | $0 | – | -137,682 | – | -0.22% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -541,736 | – | -0.23% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -134,400 | – | -0.23% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -80,600 | – | -0.23% | – |
| CNOB | Exit | CONNECTONE BANCORP INC NEW | $0 | – | -260,000 | – | -0.23% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -160,600 | – | -0.23% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -155,200 | – | -0.23% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -136,000 | – | -0.23% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -125,000 | – | -0.23% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -77,660 | – | -0.24% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -56,800 | – | -0.24% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -100,300 | – | -0.24% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -31,300 | – | -0.24% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -151,900 | – | -0.24% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -84,000 | – | -0.25% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -205,800 | – | -0.26% | – |
| VRS | Exit | VERSO CORPcl a | $0 | – | -205,800 | – | -0.26% | – |
| EQNR | Exit | EQUINOR ASAsponsored adr | $0 | – | -248,300 | – | -0.26% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -515,000 | – | -0.26% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -178,926 | – | -0.27% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -91,900 | – | -0.27% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -120,240 | – | -0.28% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -450,000 | – | -0.28% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -126,800 | – | -0.28% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -71,500 | – | -0.28% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -103,900 | – | -0.29% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -146,547 | – | -0.31% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -510,000 | – | -0.31% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -315,000 | – | -0.32% | – |
| TELL | Exit | TELLURIAN INC NEW | $0 | – | -1,000,690 | – | -0.33% | – |
| UBSH | Exit | UNION BANKSHARES CORP NEW | $0 | – | -235,000 | – | -0.33% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -115,200 | – | -0.34% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -63,900 | – | -0.34% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -43,585 | – | -0.35% | – |
| PPL | Exit | PPL CORP | $0 | – | -332,419 | – | -0.36% | – |
| HPQ | Exit | HP INC | $0 | – | -390,500 | – | -0.37% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -168,075 | – | -0.38% | – |
| TGT | Exit | TARGET CORP | $0 | – | -117,400 | – | -0.38% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -156,803 | – | -0.39% | – |
| INTC | Exit | INTEL CORP | $0 | – | -229,600 | – | -0.40% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -131,150 | – | -0.40% | – |
| KO | Exit | COCA COLA CO | $0 | – | -241,350 | – | -0.41% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -132,060 | – | -0.41% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -92,405 | – | -0.42% | – |
| PAGP | Exit | PLAINS GP HLDGS L Pltp partnr int a | $0 | – | -485,255 | – | -0.44% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -468,407 | – | -0.44% | – |
| FTS | Exit | FORTIS INC | $0 | – | -372,776 | – | -0.45% | – |
| EXC | Exit | EXELON CORP | $0 | – | -276,631 | – | -0.45% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -176,400 | – | -0.46% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -368,671 | – | -0.48% | – |
| PFE | Exit | PFIZER INC | $0 | – | -301,252 | – | -0.49% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -279,098 | – | -0.50% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS COM | $0 | – | -89,846 | – | -0.50% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -306,634 | – | -0.52% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -269,308 | – | -0.53% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -326,399 | – | -0.57% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -299,924 | – | -0.62% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -620,828 | – | -0.63% | – |
| SR | Exit | SPIRE INC | $0 | – | -234,491 | – | -0.64% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -247,628 | – | -0.65% | – |
| SWX | Exit | SOUTHWEST GAS HOLDINGS INC | $0 | – | -228,317 | – | -0.67% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -471,998 | – | -0.85% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -283,675 | – | -0.86% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -222,304 | – | -0.90% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -319,936 | – | -0.90% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -470,490 | – | -0.92% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -319,787 | – | -0.94% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -520,900 | – | -0.96% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS NEW COM | $0 | – | -1,049,261 | – | -0.96% | – |
| CACI | Exit | CACI INTL INCcl a | $0 | – | -141,500 | – | -0.96% | – |
| BJRI | Exit | BJS RESTAURANTS INC | $0 | – | -368,900 | – | -0.98% | – |
| BAH | Exit | BOOZ ALLEN HAMILTON HLDG CORP CL Acl a | $0 | – | -542,589 | – | -0.99% | – |
| CNDT | Exit | CONDUENT INC | $0 | – | -1,205,000 | – | -1.00% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTNS COM | $0 | – | -1,913,100 | – | -1.01% | – |
| DNOW | Exit | NOW INC/DE | $0 | – | -1,648,600 | – | -1.01% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -581,700 | – | -1.01% | – |
| RH | Exit | RH | $0 | – | -210,300 | – | -1.02% | – |
| ASH | Exit | ASHLAND GLOBAL HLDGS INC | $0 | – | -332,100 | – | -1.03% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS INC COM | $0 | – | -1,608,100 | – | -1.04% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -1,253,300 | – | -1.04% | – |
| POST | Exit | POST HLDGS INC | $0 | – | -286,242 | – | -1.04% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -329,500 | – | -1.04% | – |
| ENLK | Exit | ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD | $0 | – | -1,517,000 | – | -1.04% | – |
| TRN | Exit | TRINITY INDS INC | $0 | – | -774,900 | – | -1.05% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -235,700 | – | -1.06% | – |
| CLH | Exit | CLEAN HARBORS INC COM | $0 | – | -403,000 | – | -1.06% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -272,500 | – | -1.09% | – |
| NI | Exit | NISOURCE INC | $0 | – | -1,187,781 | – | -1.09% | – |
| AES | Exit | AES CORP | $0 | – | -2,116,800 | – | -1.09% | – |
| AAN | Exit | AARONS INC | $0 | – | -548,000 | – | -1.10% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -202,100 | – | -1.11% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -241,600 | – | -1.15% | – |
| PENN | Exit | PENN NATL GAMING INC | $0 | – | -958,158 | – | -1.16% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -1,151,400 | – | -1.16% | – |
| PCG | Exit | PG&E CORP | $0 | – | -712,449 | – | -1.21% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -285,700 | – | -1.24% | – |
| CROX | Exit | CROCS INC | $0 | – | -1,608,500 | – | -1.26% | – |
| CLF | Exit | CLEVELAND CLIFFS INC | $0 | – | -2,849,100 | – | -1.33% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -565,740 | – | -1.39% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -759,752 | – | -1.56% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -855,844 | – | -1.64% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -1,415,765 | – | -1.69% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -1,157,853 | – | -1.73% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -2,699,101 | – | -1.77% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -1,100,200 | – | -1.77% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -422,840 | – | -1.78% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -693,296 | – | -1.80% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -524,086 | – | -1.82% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -713,917 | – | -1.83% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LNG | Sell | CHENIERE ENERGY INC | $49,610,000 | +0.7% | 713,917 | -5.6% | 1.83% | +8.4% |
| ATO | Sell | ATMOS ENERGY CORP | $49,217,000 | -4.1% | 524,086 | -7.9% | 1.82% | +3.3% |
| D | Sell | DOMINION ENERGY INC | $48,725,000 | -4.5% | 693,296 | -7.4% | 1.80% | +2.9% |
| SRE | Sell | SEMPRA ENERGY | $48,098,000 | -5.5% | 422,840 | -3.5% | 1.78% | +1.7% |
| KMI | Sell | KINDER MORGAN INC DEL | $47,855,000 | -5.9% | 2,699,101 | -6.3% | 1.77% | +1.3% |
| TRP | Sell | TRANSCANADA CORP | $46,847,000 | -8.7% | 1,157,853 | -2.5% | 1.73% | -1.7% |
| ENB | Sell | ENBRIDGE INC | $45,715,000 | -18.9% | 1,415,765 | -10.3% | 1.69% | -12.7% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $44,384,000 | -13.1% | 855,844 | -6.4% | 1.64% | -6.5% |
| UGI | Buy | UGI CORP NEW | $42,151,000 | +219.0% | 759,752 | +199.4% | 1.56% | +243.5% |
| WEC | Sell | WEC ENERGY GROUP INC | $37,769,000 | +0.8% | 565,740 | -2.4% | 1.39% | +8.5% |
| CLF | New | CLEVELAND CLIFFS INC | $36,070,000 | – | 2,849,100 | – | 1.33% | – |
| CROX | Buy | CROCS INC | $34,245,000 | +602.3% | 1,608,500 | +480.9% | 1.26% | +656.9% |
| NSP | Buy | INSPERITY INC | $33,698,000 | +519.6% | 285,700 | +400.4% | 1.24% | +568.8% |
| PCG | Sell | PG&E CORP | $32,780,000 | +5.2% | 712,449 | -2.7% | 1.21% | +13.2% |
| SFM | Buy | SPROUTS FMRS MKT INC | $31,560,000 | +902.9% | 1,151,400 | +707.4% | 1.16% | +978.7% |
| PENN | Sell | PENN NATL GAMING INC | $31,543,000 | -26.9% | 958,158 | -25.4% | 1.16% | -21.3% |
| CASY | New | CASEYS GEN STORES INC | $31,193,000 | – | 241,600 | – | 1.15% | – |
| MOH | New | MOLINA HEALTHCARE INC | $30,052,000 | – | 202,100 | – | 1.11% | – |
| AAN | New | AARONS INC | $29,844,000 | – | 548,000 | – | 1.10% | – |
| AES | New | AES CORP | $29,635,000 | – | 2,116,800 | – | 1.09% | – |
| NI | Sell | NISOURCE INC | $29,600,000 | -7.9% | 1,187,781 | -2.9% | 1.09% | -0.8% |
| AIZ | New | ASSURANT INC | $29,416,000 | – | 272,500 | – | 1.09% | – |
| CLH | New | CLEAN HARBORS INC COM | $28,847,000 | – | 403,000 | – | 1.06% | – |
| LSTR | New | LANDSTAR SYS INC | $28,755,000 | – | 235,700 | – | 1.06% | – |
| TRN | New | TRINITY INDS INC | $28,392,000 | – | 774,900 | – | 1.05% | – |
| ENLK | New | ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD | $28,277,000 | – | 1,517,000 | – | 1.04% | – |
| MUSA | New | MURPHY USA INC | $28,159,000 | – | 329,500 | – | 1.04% | – |
| POST | New | POST HLDGS INC | $28,063,000 | – | 286,242 | – | 1.04% | – |
| ORI | New | OLD REP INTL CORP | $28,049,000 | – | 1,253,300 | – | 1.04% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS INC COM | $28,045,000 | – | 1,608,100 | – | 1.04% | – |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $27,850,000 | – | 332,100 | – | 1.03% | – |
| RH | New | RH | $27,551,000 | – | 210,300 | – | 1.02% | – |
| SAVE | New | SPIRIT AIRLS INC | $27,322,000 | – | 581,700 | – | 1.01% | – |
| DNOW | New | NOW INC/DE | $27,284,000 | – | 1,648,600 | – | 1.01% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTNS COM | $27,262,000 | – | 1,913,100 | – | 1.01% | – |
| CNDT | New | CONDUENT INC | $27,137,000 | – | 1,205,000 | – | 1.00% | – |
| BAH | New | BOOZ ALLEN HAMILTON HLDG CORP CL Acl a | $26,929,000 | – | 542,589 | – | 0.99% | – |
| BJRI | New | BJS RESTAURANTS INC | $26,635,000 | – | 368,900 | – | 0.98% | – |
| CACI | New | CACI INTL INCcl a | $26,057,000 | – | 141,500 | – | 0.96% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS NEW COM | $26,053,000 | – | 1,049,261 | – | 0.96% | – |
| PBF | Buy | PBF ENERGY INCcl a | $25,998,000 | +708.4% | 520,900 | +579.1% | 0.96% | +772.7% |
| DUK | Sell | DUKE ENERGY CORP NEW | $25,589,000 | -0.4% | 319,787 | -1.5% | 0.94% | +7.3% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $24,837,000 | -5.9% | 470,490 | -3.5% | 0.92% | +1.3% |
| ED | Sell | CONSOLIDATED EDISON INC | $24,376,000 | -5.8% | 319,936 | -3.6% | 0.90% | +1.5% |
| DTE | Sell | DTE ENERGY CO | $24,260,000 | +1.7% | 222,304 | -3.5% | 0.90% | +9.5% |
| OGS | Sell | ONE GAS INC | $23,341,000 | +7.8% | 283,675 | -2.1% | 0.86% | +16.2% |
| CMS | Sell | CMS ENERGY CORP | $23,128,000 | +0.2% | 471,998 | -3.3% | 0.85% | +8.0% |
| SWX | Sell | SOUTHWEST GAS HOLDINGS INC | $18,044,000 | +1.0% | 228,317 | -2.6% | 0.67% | +8.6% |
| VVC | Sell | VECTREN CORP | $17,703,000 | -4.9% | 247,628 | -5.0% | 0.65% | +2.4% |
| SR | Sell | SPIRE INC | $17,247,000 | +3.2% | 234,491 | -0.8% | 0.64% | +11.2% |
| CNP | Sell | CENTERPOINT ENERGY INC | $17,166,000 | -3.6% | 620,828 | -3.4% | 0.63% | +3.8% |
| NFG | Sell | NATIONAL FUEL GAS CO N J | $16,814,000 | +3.1% | 299,924 | -2.6% | 0.62% | +11.1% |
| XEL | Sell | XCEL ENERGY INC | $15,409,000 | +0.3% | 326,399 | -3.0% | 0.57% | +8.0% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $14,378,000 | +1.9% | 269,308 | -4.0% | 0.53% | +9.7% |
| NJR | Sell | NEW JERSEY RES | $14,136,000 | +1.0% | 306,634 | -1.9% | 0.52% | +8.8% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS COM | $13,586,000 | +6.1% | 89,846 | -2.0% | 0.50% | +14.4% |
| CSCO | Sell | CISCO SYS INC | $13,578,000 | +6.1% | 279,098 | -6.1% | 0.50% | +14.1% |
| PFE | Sell | PFIZER INC | $13,276,000 | +16.1% | 301,252 | -4.4% | 0.49% | +25.0% |
| SJI | Buy | SOUTH JERSEY INDS INC | $13,003,000 | +8.3% | 368,671 | +2.8% | 0.48% | +16.5% |
| MRK | Buy | MERCK & CO INC | $12,514,000 | +30.1% | 176,400 | +11.3% | 0.46% | +40.0% |
| FTS | Sell | FORTIS INC | $12,085,000 | -2.2% | 372,776 | -3.9% | 0.45% | +5.2% |
| EXC | Sell | EXELON CORP | $12,078,000 | -0.0% | 276,631 | -2.5% | 0.45% | +7.7% |
| MDU | Sell | MDU RES GROUP INC | $12,033,000 | -12.5% | 468,407 | -2.3% | 0.44% | -5.7% |
| PAGP | Sell | PLAINS GP HLDGS L Pltp partnr int a | $11,903,000 | +0.1% | 485,255 | -2.4% | 0.44% | +7.6% |
| CVX | Sell | CHEVRON CORP NEW | $11,299,000 | -4.8% | 92,405 | -1.5% | 0.42% | +2.5% |
| XOM | Sell | EXXON MOBIL CORP | $11,228,000 | +0.6% | 132,060 | -2.1% | 0.41% | +8.1% |
| KO | Sell | COCA COLA CO | $11,148,000 | +4.7% | 241,350 | -0.6% | 0.41% | +12.9% |
| PG | Sell | PROCTER AND GAMBLE CO | $10,916,000 | +6.5% | 131,150 | -0.1% | 0.40% | +14.8% |
| INTC | Sell | INTEL CORP | $10,858,000 | -10.1% | 229,600 | -5.5% | 0.40% | -3.1% |
| NWN | Sell | NORTHWEST NAT GAS CO | $10,490,000 | +1.6% | 156,803 | -3.1% | 0.39% | +9.3% |
| TGT | Sell | TARGET CORP | $10,356,000 | +14.6% | 117,400 | -1.1% | 0.38% | +23.2% |
| ES | Sell | EVERSOURCE ENERGY | $10,327,000 | +0.6% | 168,075 | -4.0% | 0.38% | +8.2% |
| HPQ | Sell | HP INC | $10,063,000 | +12.3% | 390,500 | -1.1% | 0.37% | +20.8% |
| PPL | Sell | PPL CORP | $9,727,000 | -8.0% | 332,419 | -10.3% | 0.36% | -1.1% |
| HIFS | Sell | HINGHAM INSTN SVGS MASS | $9,580,000 | -4.2% | 43,585 | -4.2% | 0.35% | +3.2% |
| CNC | Sell | CENTENE CORP DEL | $9,251,000 | +13.8% | 63,900 | -3.2% | 0.34% | +22.2% |
| CVS | Sell | CVS HEALTH CORP | $9,069,000 | +21.0% | 115,200 | -1.1% | 0.34% | +30.4% |
| UBSH | Buy | UNION BANKSHARES CORP NEW | $9,055,000 | +8.3% | 235,000 | +9.3% | 0.33% | +16.4% |
| TELL | Buy | TELLURIAN INC NEW | $8,976,000 | +16.5% | 1,000,690 | +8.1% | 0.33% | +25.4% |
| OCFC | Sell | OCEANFIRST FINL CORP | $8,574,000 | -13.3% | 315,000 | -4.5% | 0.32% | -6.8% |
| BKH | Sell | BLACK HILLS CORP | $8,513,000 | -8.2% | 146,547 | -3.3% | 0.31% | -1.3% |
| BRKL | Sell | BROOKLINE BANCORP INC DEL | $8,517,000 | -13.6% | 510,000 | -3.8% | 0.31% | -7.1% |
| KSS | Sell | KOHLS CORP | $7,746,000 | -1.0% | 103,900 | -3.2% | 0.29% | +6.7% |
| MO | Sell | ALTRIA GROUP INC | $7,647,000 | +5.0% | 126,800 | -1.1% | 0.28% | +12.8% |
| EBSB | Buy | MERIDIAN BANCORP INC MD | $7,650,000 | -10.2% | 450,000 | +1.1% | 0.28% | -3.4% |
| BBY | Sell | BEST BUY INC | $7,293,000 | +3.2% | 91,900 | -3.1% | 0.27% | +11.2% |
| CVI | Sell | CVR ENERGY INC | $7,196,000 | -82.3% | 178,926 | -83.8% | 0.27% | -81.0% |
| VRS | Sell | VERSO CORPcl a | $6,929,000 | +49.8% | 205,800 | -3.2% | 0.26% | +61.0% |
| GM | Sell | GENERAL MTRS CO | $6,929,000 | -15.4% | 205,800 | -1.1% | 0.26% | -8.9% |
| MPC | Sell | MARATHON PETE CORP | $6,717,000 | -31.7% | 84,000 | -40.1% | 0.25% | -26.4% |
| GIS | Sell | GENERAL MLS INC | $6,520,000 | -4.1% | 151,900 | -1.1% | 0.24% | +3.4% |
| EGBN | Sell | EAGLE BANCORP INC MD | $6,325,000 | -26.3% | 125,000 | -10.7% | 0.23% | -20.7% |
| CNOB | Sell | CONNECTONE BANCORP INC NEW | $6,175,000 | -13.0% | 260,000 | -8.8% | 0.23% | -6.2% |
| GE | Sell | GENERAL ELECTRIC CO | $6,116,000 | -29.3% | 541,736 | -14.8% | 0.23% | -23.9% |
| EQT | Sell | EQT CORP | $6,090,000 | -23.7% | 137,682 | -4.8% | 0.22% | -17.9% |
| OPB | Sell | OPUS BK IRVINE CALIF | $6,028,000 | -25.0% | 220,000 | -21.4% | 0.22% | -19.2% |
| BOOT | Sell | BOOT BARN HLDGS INC | $6,037,000 | +32.6% | 212,500 | -3.1% | 0.22% | +42.9% |
| CLBK | Buy | COLUMBIA FINL INC | $5,929,000 | +2.3% | 355,000 | +1.4% | 0.22% | +10.1% |
| INDB | Buy | INDEPENDENT BANK CORP MASS | $5,782,000 | +47.5% | 70,000 | +40.0% | 0.21% | +59.0% |
| FCB | Sell | FCB FINL HLDGS INCcl a | $5,688,000 | -27.3% | 120,000 | -9.8% | 0.21% | -21.6% |
| ELY | Sell | CALLAWAY GOLF CO | $5,611,000 | +24.0% | 231,000 | -3.1% | 0.21% | +33.5% |
| CMTL | Sell | COMTECH TELECOMMUNICATIONS CP COM NEW | $5,596,000 | +10.2% | 154,300 | -3.1% | 0.21% | +19.0% |
| BANC | Sell | BANC OF CALIFORNIA INC | $5,576,000 | -20.8% | 295,000 | -18.1% | 0.21% | -14.5% |
| CPK | Sell | CHESAPEAKE UTILS CORP | $5,593,000 | -2.4% | 66,658 | -7.0% | 0.21% | +5.1% |
| HONE | Buy | HARBORONE BANCORP INC | $5,545,000 | +2.7% | 290,000 | +1.8% | 0.20% | +10.8% |
| BRKA | Sell | BERKSHIRE HATHAWAY INC - CL Acl a | $5,440,000 | +1.5% | 17 | -10.5% | 0.20% | +9.2% |
| SCG | Sell | SCANA CORP NEW | $5,171,000 | -2.7% | 132,966 | -3.6% | 0.19% | +4.9% |
| FBP | Sell | FIRST BANCORP P R | $4,960,000 | +12.8% | 545,000 | -5.2% | 0.18% | +21.2% |
| BURL | Sell | BURLINGTON STORES INC | $4,855,000 | +4.7% | 29,800 | -3.2% | 0.18% | +12.6% |
| WAFD | Sell | WASHINGTON FED INC | $4,800,000 | -16.1% | 150,000 | -14.3% | 0.18% | -9.7% |
| BKU | Sell | BANKUNITED INC | $4,779,000 | -31.2% | 135,000 | -20.6% | 0.18% | -26.1% |
| CBZ | Sell | CBIZ INC | $4,764,000 | -0.2% | 201,000 | -3.1% | 0.18% | +7.3% |
| ENVA | Sell | ENOVA INTL INC | $4,648,000 | -23.7% | 161,400 | -3.2% | 0.17% | -17.7% |
| RGS | Sell | REGIS CORP MINN | $4,484,000 | +19.6% | 219,500 | -3.1% | 0.17% | +29.7% |
| PGR | Sell | PROGRESSIVE CORP OHIO | $4,483,000 | +16.2% | 63,100 | -3.2% | 0.16% | +25.0% |
| GNBC | Sell | GREEN BANCORP INC | $4,420,000 | -0.2% | 200,000 | -2.4% | 0.16% | +7.2% |
| XPO | Sell | XPO LOGISTICS INC | $4,384,000 | -90.5% | 38,400 | -91.6% | 0.16% | -89.7% |
| NOMD | Sell | NOMAD FOODS LTD | $4,336,000 | +2.3% | 214,000 | -3.1% | 0.16% | +10.3% |
| CHEF | New | CHEFS WHSE INC | $4,344,000 | – | 119,500 | – | 0.16% | – |
| ANTM | Sell | ANTHEM INC | $4,275,000 | +11.6% | 15,600 | -3.1% | 0.16% | +20.6% |
| STL | Sell | STERLING BANCORP DEL | $4,290,000 | -8.7% | 195,000 | -2.5% | 0.16% | -1.9% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $4,257,000 | +5.2% | 16,000 | -3.0% | 0.16% | +12.9% |
| MANT | Sell | MANTECH INTL CORPcl a | $4,260,000 | +14.3% | 67,300 | -3.2% | 0.16% | +22.7% |
| WTFC | Buy | WINTRUST FINL CORP | $4,247,000 | +14.8% | 50,000 | +17.6% | 0.16% | +23.6% |
| HFC | Sell | HOLLYFRONTIER CORP | $4,159,000 | -92.3% | 59,500 | -92.5% | 0.15% | -91.7% |
| LYV | Sell | LIVE NATION ENTERTAINMENT INC COM | $4,151,000 | +8.6% | 76,200 | -3.2% | 0.15% | +16.8% |
| BNCL | Sell | BENEFICIAL BANCORP INC | $4,056,000 | -5.5% | 240,000 | -9.4% | 0.15% | +2.0% |
| AAPL | Sell | APPLE INC | $4,059,000 | +15.4% | 17,982 | -5.4% | 0.15% | +24.0% |
| HCA | Sell | HCA HEALTHCARE INC | $4,076,000 | +31.5% | 29,300 | -3.0% | 0.15% | +41.5% |
| IBKC | Sell | IBERIABANK CORP | $4,068,000 | -26.0% | 50,000 | -31.0% | 0.15% | -20.2% |
| PACW | Sell | PACWEST BANCORP DEL | $4,050,000 | -6.9% | 85,000 | -3.4% | 0.15% | 0.0% |
| BANR | Sell | BANNER CORP | $4,041,000 | -10.4% | 65,000 | -13.3% | 0.15% | -3.9% |
| CSX | Sell | CSX CORP | $4,006,000 | +12.6% | 54,100 | -3.0% | 0.15% | +21.3% |
| UAL | Sell | UNITED CONTL HLDGS INC | $3,990,000 | +23.6% | 44,800 | -3.2% | 0.15% | +32.4% |
| UBNK | Sell | UNITED FINL BANCORP INC NEW | $3,955,000 | -7.9% | 235,000 | -4.1% | 0.15% | -0.7% |
| FLOW | Sell | SPX FLOW INC | $3,957,000 | +15.0% | 76,100 | -3.2% | 0.15% | +23.7% |
| PRSC | Sell | PROVIDENCE SVC CORP | $3,815,000 | -17.0% | 56,700 | -3.1% | 0.14% | -10.8% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $3,743,000 | +19.1% | 39,400 | -3.2% | 0.14% | +27.8% |
| LPLA | Sell | LPL FINL HLDGS INC | $3,677,000 | -4.7% | 57,000 | -3.2% | 0.14% | +3.0% |
| ARCB | Sell | ARCBEST CORP | $3,690,000 | +3.0% | 76,000 | -3.1% | 0.14% | +10.6% |
| NDLS | New | NOODLES & CO | $3,684,000 | – | 304,500 | – | 0.14% | – |
| UNP | Sell | UNION PAC CORP | $3,647,000 | +11.4% | 22,398 | -3.0% | 0.14% | +20.5% |
| CSTM | Sell | CONSTELLIUM NVcl a | $3,653,000 | +16.2% | 295,800 | -3.1% | 0.14% | +25.0% |
| CG | Sell | CARLYLE GROUP L P | $3,538,000 | +2.5% | 156,900 | -3.1% | 0.13% | +11.0% |
| AMN | Sell | AMN HEALTHCARE SERVICES INC | $3,468,000 | -9.6% | 63,400 | -3.2% | 0.13% | -3.0% |
| DRI | Sell | DARDEN RESTAURANTS INC | $3,391,000 | +0.6% | 30,500 | -3.2% | 0.12% | +7.8% |
| HEAR | Sell | TURTLE BEACH CORP | $3,342,000 | -4.9% | 167,600 | -3.1% | 0.12% | +1.7% |
| DIS | Sell | DISNEY WALT CO | $3,251,000 | +8.1% | 27,800 | -3.1% | 0.12% | +16.5% |
| FBNK | Sell | FIRST CONN BANCORP INC MD | $3,251,000 | -35.6% | 110,000 | -33.3% | 0.12% | -30.6% |
| WM | Sell | WASTE MGMT INC DEL | $3,226,000 | +7.8% | 35,700 | -3.0% | 0.12% | +15.5% |
| HCC | Sell | WARRIOR MET COAL INC | $3,223,000 | -5.0% | 119,200 | -3.2% | 0.12% | +2.6% |
| AQN | Sell | ALGONQUIN PWR UTILS CORP | $3,198,000 | -2.4% | 308,664 | -8.9% | 0.12% | +5.4% |
| DAL | Sell | DELTA AIR LINES INC DEL | $3,192,000 | +13.0% | 55,200 | -3.2% | 0.12% | +21.6% |
| MTZ | Sell | MASTEC INC | $3,179,000 | -14.8% | 71,200 | -3.1% | 0.12% | -8.6% |
| LUV | Sell | SOUTHWEST AIRLS CO | $3,160,000 | +18.8% | 50,600 | -3.3% | 0.12% | +28.6% |
| BHBK | New | BLUE HILLS BANCORP INC | $3,133,000 | – | 130,000 | – | 0.12% | – |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $3,134,000 | +11.1% | 14,077 | -1.9% | 0.12% | +19.6% |
| ALL | Sell | ALLSTATE CORP | $3,129,000 | +4.8% | 31,700 | -3.1% | 0.12% | +13.7% |
| CBS | Sell | CBS CORP NEWcl b | $3,108,000 | -0.9% | 54,100 | -3.0% | 0.12% | +6.5% |
| PFSI | Sell | PENNYMAC FINL SVCS INCcl a | $3,079,000 | +3.1% | 147,300 | -3.1% | 0.11% | +11.8% |
| KR | Sell | KROGER CO | $3,077,000 | -0.9% | 105,700 | -3.1% | 0.11% | +7.5% |
| MU | Sell | MICRON TECHNOLOGY INC | $3,085,000 | -16.4% | 68,200 | -3.1% | 0.11% | -10.2% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC COM | $3,062,000 | +17.5% | 42,000 | -3.2% | 0.11% | +27.0% |
| CNHI | Sell | CNH INDL N V | $3,071,000 | +10.5% | 255,700 | -3.1% | 0.11% | +18.9% |
| LGCY | New | LEGACY RESVS INC | $3,049,000 | – | 628,600 | – | 0.11% | – |
| NWE | Sell | NORTHWESTERN CORP | $3,074,000 | -6.5% | 52,398 | -8.7% | 0.11% | 0.0% |
| BCC | Sell | BOISE CASCADE CO DEL | $3,054,000 | -92.7% | 83,000 | -91.1% | 0.11% | -92.1% |
| AZO | Sell | AUTOZONE INC | $3,025,000 | +10.0% | 3,900 | -4.9% | 0.11% | +19.1% |
| V | Sell | VISA INC | $3,002,000 | +7.9% | 20,000 | -4.8% | 0.11% | +16.8% |
| SBUX | Sell | STARBUCKS CORP | $2,948,000 | +12.6% | 51,870 | -3.2% | 0.11% | +21.1% |
| EZPW | Sell | EZCORP INCcl a non vtg | $2,925,000 | -14.0% | 273,400 | -3.1% | 0.11% | -7.7% |
| HUN | Sell | HUNTSMAN CORP | $2,925,000 | -90.8% | 107,400 | -90.1% | 0.11% | -90.1% |
| FDX | Sell | FEDEX CORP | $2,889,000 | +2.6% | 12,000 | -3.2% | 0.11% | +10.3% |
| STLD | Sell | STEEL DYNAMICS INC | $2,906,000 | -4.8% | 64,300 | -3.2% | 0.11% | +1.9% |
| MSBI | Sell | MIDLAND STS BANCORP INC ILL | $2,889,000 | -32.5% | 90,000 | -28.0% | 0.11% | -27.2% |
| PCAR | Sell | PACCAR INC | $2,871,000 | +6.5% | 42,100 | -3.2% | 0.11% | +15.2% |
| KMB | Sell | KIMBERLY CLARK CORP | $2,875,000 | +4.6% | 25,300 | -3.1% | 0.11% | +12.8% |
| NUE | Sell | NUCOR CORP | $2,874,000 | -1.7% | 45,300 | -3.2% | 0.11% | +6.0% |
| BXC | Sell | BLUELINX HLDGS INC | $2,825,000 | -18.7% | 89,700 | -3.1% | 0.10% | -12.6% |
| EMN | Sell | EASTMAN CHEM CO | $2,824,000 | -7.1% | 29,500 | -3.0% | 0.10% | 0.0% |
| KBH | Sell | KB HOME | $2,821,000 | -91.5% | 118,000 | -90.3% | 0.10% | -90.8% |
| SCHN | Sell | SCHNITZER STL INDScl a | $2,783,000 | -22.3% | 102,900 | -3.2% | 0.10% | -16.3% |
| PYPL | Sell | PAYPAL HLDGS INC | $2,767,000 | -0.8% | 31,500 | -6.0% | 0.10% | +6.2% |
| LEA | Sell | LEAR CORP | $2,726,000 | -24.4% | 18,800 | -3.1% | 0.10% | -18.5% |
| CAG | Sell | CONAGRA BRANDS INC | $2,735,000 | -8.0% | 80,500 | -3.2% | 0.10% | -1.0% |
| AMP | Sell | AMERIPRISE FINL INC | $2,717,000 | +2.2% | 18,400 | -3.2% | 0.10% | +9.9% |
| WMT | Sell | WALMART INC | $2,714,000 | +6.3% | 28,900 | -3.0% | 0.10% | +14.9% |
| DE | Sell | DEERE & CO | $2,721,000 | +4.7% | 18,100 | -2.7% | 0.10% | +12.4% |
| DCOM | Sell | DIME CMNTY BANCSHARES | $2,678,000 | -42.8% | 150,000 | -37.5% | 0.10% | -38.1% |
| GPS | Sell | GAP INC DEL | $2,640,000 | -13.8% | 91,500 | -3.2% | 0.10% | -7.6% |
| LRCX | Sell | LAM RESEARCH CORP | $2,589,000 | -12.9% | 17,067 | -0.8% | 0.10% | -5.9% |
| JPM | Buy | JPMORGAN CHASE & CO. | $2,595,000 | +13.2% | 23,000 | +4.5% | 0.10% | +21.5% |
| BAC | Buy | BANK AMER CORP | $2,534,000 | +7.0% | 86,000 | +2.4% | 0.09% | +16.0% |
| OMC | Sell | OMNICOM GROUP INC | $2,483,000 | -13.6% | 36,500 | -3.2% | 0.09% | -7.1% |
| UTL | Sell | UNITIL CORP | $2,407,000 | -9.0% | 47,298 | -8.7% | 0.09% | -2.2% |
| AX | New | AXOS FINL INC | $2,407,000 | – | 70,000 | – | 0.09% | – |
| AAL | Sell | AMERICAN AIRLS GROUP INC | $2,372,000 | +5.4% | 57,400 | -3.2% | 0.09% | +14.3% |
| C | Sell | CITIGROUP INC | $2,367,000 | +4.0% | 33,000 | -2.9% | 0.09% | +11.5% |
| AMAT | Sell | APPLIED MATLS INC | $2,318,000 | -20.0% | 59,984 | -4.4% | 0.09% | -13.1% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $2,315,000 | +18.2% | 17,000 | +17.2% | 0.08% | +26.9% |
| TSN | Sell | TYSON FOODS INCcl a | $2,298,000 | -16.1% | 38,600 | -3.0% | 0.08% | -9.6% |
| CPB | Sell | CAMPBELL SOUP CO | $2,275,000 | -12.5% | 62,100 | -3.1% | 0.08% | -5.6% |
| TSS | Sell | TOTAL SYS SVCS INC | $2,271,000 | +7.5% | 23,000 | -8.0% | 0.08% | +16.7% |
| FCX | Sell | FREEPORT-MCMORAN INC | $2,277,000 | -21.9% | 163,600 | -3.2% | 0.08% | -16.0% |
| MGEE | Sell | MGE ENERGY INC | $2,249,000 | -4.2% | 35,229 | -5.4% | 0.08% | +3.8% |
| COF | Sell | CAPITAL ONE FINL CORP | $2,183,000 | -1.0% | 23,000 | -4.2% | 0.08% | +6.6% |
| MSCI | Buy | MSCI INC | $2,040,000 | +23.3% | 11,500 | +15.0% | 0.08% | +31.6% |
| STT | Buy | STATE STR CORP | $1,927,000 | +38.0% | 23,000 | +53.3% | 0.07% | +47.9% |
| MS | Sell | MORGAN STANLEY | $1,909,000 | -10.5% | 41,000 | -8.9% | 0.07% | -4.1% |
| PESXQ | New | PIONEER ENERGY SVCS CORP | $1,820,000 | – | 616,800 | – | 0.07% | – |
| GS | Sell | GOLDMAN SACHS GROUP INC | $1,794,000 | -9.6% | 8,000 | -11.1% | 0.07% | -2.9% |
| LB | Sell | L BRANDS INC | $1,788,000 | -20.5% | 59,000 | -3.3% | 0.07% | -14.3% |
| GTS | New | TRIPLE-S MGMT CORPcl b | $1,736,000 | – | 91,900 | – | 0.06% | – |
| FFIC | Sell | FLUSHING FINL CORP | $1,464,000 | -59.9% | 60,000 | -57.1% | 0.05% | -56.8% |
| AXP | Sell | AMERICAN EXPRESS CO | $1,384,000 | -16.9% | 13,000 | -23.5% | 0.05% | -10.5% |
| WH | Sell | WYNDHAM HOTELS & RESORTS INC COM | $1,356,000 | -8.6% | 24,400 | -3.2% | 0.05% | -2.0% |
| CSTR | Sell | CAPSTAR FINL HLDGS INC | $1,253,000 | -57.7% | 75,000 | -53.1% | 0.05% | -54.9% |
| RGCO | Sell | RGC RES INC | $1,178,000 | -14.2% | 44,091 | -6.3% | 0.04% | -8.5% |
| WYND | Sell | WYNDHAM DESTINATIONS INC | $1,071,000 | -5.1% | 24,700 | -3.1% | 0.04% | +2.6% |
| WFC | Buy | WELLS FARGO CO NEW | $1,051,000 | +18.5% | 20,000 | +25.0% | 0.04% | +30.0% |
| SQ | Sell | SQUARE INCcl a | $990,000 | +33.8% | 10,000 | -16.7% | 0.04% | +48.0% |
| AGR | Sell | AVANGRID INC | $968,000 | -21.2% | 20,200 | -12.9% | 0.04% | -14.3% |
| STI | Sell | SUNTRUST BKS INC | $935,000 | -38.4% | 14,000 | -39.1% | 0.04% | -32.7% |
| WP | New | WORLDPAY INCcl a | $911,000 | – | 9,000 | – | 0.03% | – |
| PFS | Sell | PROVIDENT FINL SVCS INC | $859,000 | -68.0% | 35,000 | -64.1% | 0.03% | -65.2% |
| SSNC | New | SS&C TECHNOLOGIES HLDGS INC | $852,000 | – | 15,000 | – | 0.03% | – |
| CFG | Sell | CITIZENS FINL GROUP INC | $810,000 | -40.5% | 21,000 | -40.0% | 0.03% | -36.2% |
| ETR | Sell | ENTERGY CORP NEW | $694,000 | -10.1% | 8,560 | -10.5% | 0.03% | 0.0% |
| USB | Sell | US BANCORP DEL | $634,000 | -33.3% | 12,000 | -36.8% | 0.02% | -30.3% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $569,000 | +33.9% | 10,000 | +33.3% | 0.02% | +40.0% |
| FITB | Sell | FIFTH THIRD BANCORP | $447,000 | -56.7% | 16,000 | -55.6% | 0.02% | -51.4% |
| ZION | Sell | ZIONS BANCORPORATION | $351,000 | -74.4% | 7,000 | -73.1% | 0.01% | -72.3% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $314,000 | -75.5% | 6,000 | -71.4% | 0.01% | -72.7% |
| CNIG | Sell | CORNING NAT GAS HLDG CORP | $265,000 | -11.7% | 14,599 | -14.6% | 0.01% | 0.0% |
| SMICY | New | SEMICONDUCTOR MFG INTL CORPsponsored adr | $71,000 | – | 13,023 | – | 0.00% | – |
| GNTY | Exit | GUARANTY BANCSHARES INC TEX | $0 | – | -7,500 | – | -0.01% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -80,000 | – | -0.05% | – |
| TLRDQ | Exit | TAILORED BRANDS INC | $0 | – | -118,100 | – | -0.10% | – |
| SGH | Exit | SMART GLOBAL HLDGS INC | $0 | – | -97,312 | – | -0.11% | – |
| PLCE | Exit | CHILDRENS PLACE INC/THE | $0 | – | -25,800 | – | -0.11% | – |
| CVRR | Exit | CVR REFNG LP | $0 | – | -157,800 | – | -0.12% | – |
| BOFI | Exit | BOFI HLDG INC | $0 | – | -95,000 | – | -0.13% | – |
| LGCY | Exit | LEGACY RESVS LPunit lp int | $0 | – | -648,900 | – | -0.15% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -212,842 | – | -0.65% | – |
| MTW | Exit | MANITOWOC CO INC | $0 | – | -765,800 | – | -0.68% | – |
| DAN | Exit | DANA INC | $0 | – | -989,900 | – | -0.68% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -202,500 | – | -0.73% | – |
| THO | Exit | THOR INDS INC | $0 | – | -238,740 | – | -0.80% | – |
| ECPG | Exit | ENCORE CAP GROUP INC | $0 | – | -640,600 | – | -0.80% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -1,191,200 | – | -0.84% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -643,300 | – | -0.90% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -619,400 | – | -0.92% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -491,100 | – | -0.97% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -998,900 | – | -0.98% | – |
| BCO | Exit | BRINKS CO | $0 | – | -392,865 | – | -1.07% | – |
| SGMS | Exit | SCIENTIFIC GAMES CORP | $0 | – | -639,900 | – | -1.08% | – |
| AA | Exit | ALCOA CORP | $0 | – | -672,800 | – | -1.08% | – |
| VC | Exit | VISTEON CORP | $0 | – | -244,800 | – | -1.08% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -1,762,400 | – | -1.10% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -1,101,900 | – | -1.16% | – |
| KMPR | Exit | KEMPER CORP DEL | $0 | – | -475,800 | – | -1.23% | – |
| PNK | Exit | PINNACLE ENTMT INC NEW | $0 | – | -1,149,500 | – | -1.33% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD CO COM | $0 | – | -1,083,400 | – | -1.34% | – |
| SITE | Exit | SITEONE LANDSCAPE SUPPLY INC COM | $0 | – | -494,500 | – | -1.42% | – |
| ASGN | Exit | ASGN INC | $0 | – | -534,640 | – | -1.43% | – |
| TNET | Exit | TRINET GROUP INC | $0 | – | -753,600 | – | -1.44% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -745,400 | – | -1.58% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ENB | New | ENBRIDGE INC | $56,346,000 | – | 1,578,765 | – | 1.93% | – |
| HFC | New | HOLLYFRONTIER CORP | $54,128,000 | – | 791,000 | – | 1.86% | – |
| ATO | New | ATMOS ENERGY CORP | $51,297,000 | – | 569,086 | – | 1.76% | – |
| TRP | New | TRANSCANADA CORP | $51,315,000 | – | 1,187,853 | – | 1.76% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $51,094,000 | – | 914,844 | – | 1.75% | – |
| D | New | DOMINION ENERGY INC | $51,019,000 | – | 748,296 | – | 1.75% | – |
| SO | New | SOUTHERN CO | $50,950,000 | – | 1,100,200 | – | 1.75% | – |
| SRE | New | SEMPRA ENERGY | $50,896,000 | – | 438,340 | – | 1.74% | – |
| KMI | New | KINDER MORGAN INC DEL | $50,874,000 | – | 2,879,101 | – | 1.74% | – |
| LNG | New | CHENIERE ENERGY INC | $49,278,000 | – | 755,917 | – | 1.69% | – |
| KFY | New | KORN FERRY INTL | $46,163,000 | – | 745,400 | – | 1.58% | – |
| XPO | New | XPO LOGISTICS INC | $46,023,000 | – | 459,400 | – | 1.58% | – |
| PENN | New | PENN NATL GAMING INC | $43,133,000 | – | 1,284,100 | – | 1.48% | – |
| TNET | New | TRINET GROUP INC | $42,156,000 | – | 753,600 | – | 1.44% | – |
| BCC | New | BOISE CASCADE CO DEL | $41,799,000 | – | 935,100 | – | 1.43% | – |
| ASGN | New | ASGN INC | $41,804,000 | – | 534,640 | – | 1.43% | – |
| SITE | New | SITEONE LANDSCAPE SUPPLY INC COM | $41,523,000 | – | 494,500 | – | 1.42% | – |
| CVI | New | CVR ENERGY INC | $40,767,000 | – | 1,102,100 | – | 1.40% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD CO COM | $39,002,000 | – | 1,083,400 | – | 1.34% | – |
| PNK | New | PINNACLE ENTMT INC NEW | $38,773,000 | – | 1,149,500 | – | 1.33% | – |
| WEC | New | WEC ENERGY GROUP INC | $37,480,000 | – | 579,740 | – | 1.28% | – |
| KMPR | New | KEMPER CORP DEL | $35,994,000 | – | 475,800 | – | 1.23% | – |
| NRG | New | NRG ENERGY INC | $33,828,000 | – | 1,101,900 | – | 1.16% | – |
| KBH | New | KB HOME | $32,996,000 | – | 1,211,300 | – | 1.13% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $32,234,000 | – | 1,762,400 | – | 1.10% | – |
| NI | New | NISOURCE INC | $32,135,000 | – | 1,222,781 | – | 1.10% | – |
| HUN | New | HUNTSMAN CORP | $31,816,000 | – | 1,089,600 | – | 1.09% | – |
| VC | New | VISTEON CORP | $31,638,000 | – | 244,800 | – | 1.08% | – |
| AA | New | ALCOA CORP | $31,541,000 | – | 672,800 | – | 1.08% | – |
| SGMS | New | SCIENTIFIC GAMES CORP | $31,451,000 | – | 639,900 | – | 1.08% | – |
| BCO | New | BRINKS CO | $31,331,000 | – | 392,865 | – | 1.07% | – |
| PCG | New | PG&E CORP | $31,173,000 | – | 732,449 | – | 1.07% | – |
| PHM | New | PULTE GROUP INC | $28,718,000 | – | 998,900 | – | 0.98% | – |
| LGIH | New | LGI HOMES INC | $28,351,000 | – | 491,100 | – | 0.97% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $26,870,000 | – | 619,400 | – | 0.92% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $26,393,000 | – | 487,490 | – | 0.90% | – |
| WGO | New | WINNEBAGO INDS INC | $26,118,000 | – | 643,300 | – | 0.90% | – |
| ED | New | CONSOLIDATED EDISON INC | $25,884,000 | – | 331,936 | – | 0.89% | – |
| DUK | New | DUKE ENERGY CORP NEW | $25,684,000 | – | 324,787 | – | 0.88% | – |
| MTOR | New | MERITOR INC | $24,503,000 | – | 1,191,200 | – | 0.84% | – |
| DTE | New | DTE ENERGY CO | $23,866,000 | – | 230,304 | – | 0.82% | – |
| ECPG | New | ENCORE CAP GROUP INC | $23,446,000 | – | 640,600 | – | 0.80% | – |
| THO | New | THOR INDS INC | $23,251,000 | – | 238,740 | – | 0.80% | – |
| CMS | New | CMS ENERGY CORP | $23,073,000 | – | 487,998 | – | 0.79% | – |
| OGS | New | ONE GAS INC | $21,650,000 | – | 289,675 | – | 0.74% | – |
| SAFM | New | SANDERSON FARMS INC | $21,293,000 | – | 202,500 | – | 0.73% | – |
| DAN | New | DANA INC | $19,986,000 | – | 989,900 | – | 0.68% | – |
| MTW | New | MANITOWOC CO INC | $19,804,000 | – | 765,800 | – | 0.68% | – |
| WGL | New | WGL HLDGS INC | $18,890,000 | – | 212,842 | – | 0.65% | – |
| VVC | New | VECTREN CORP | $18,622,000 | – | 260,628 | – | 0.64% | – |
| SWX | New | SOUTHWEST GAS HOLDINGS INC | $17,871,000 | – | 234,317 | – | 0.61% | – |
| CNP | New | CENTERPOINT ENERGY INC | $17,813,000 | – | 642,828 | – | 0.61% | – |
| SR | New | SPIRE INC | $16,708,000 | – | 236,491 | – | 0.57% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $16,308,000 | – | 307,924 | – | 0.56% | – |
| XEL | New | XCEL ENERGY INC | $15,367,000 | – | 336,399 | – | 0.53% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $14,112,000 | – | 280,508 | – | 0.48% | – |
| NJR | New | NEW JERSEY RES | $13,990,000 | – | 312,634 | – | 0.48% | – |
| MDU | New | MDU RES GROUP INC | $13,749,000 | – | 479,407 | – | 0.47% | – |
| UGI | New | UGI CORP NEW | $13,213,000 | – | 253,752 | – | 0.45% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS COM | $12,803,000 | – | 91,646 | – | 0.44% | – |
| CSCO | New | CISCO SYS INC | $12,793,000 | – | 297,304 | – | 0.44% | – |
| FTS | New | FORTIS INC | $12,362,000 | – | 387,776 | – | 0.42% | – |
| INTC | New | INTEL CORP | $12,077,000 | – | 242,950 | – | 0.41% | – |
| EXC | New | EXELON CORP | $12,083,000 | – | 283,631 | – | 0.41% | – |
| SJI | New | SOUTH JERSEY INDS INC | $12,005,000 | – | 358,671 | – | 0.41% | – |
| PAGP | New | PLAINS GP HLDGS L Pltp partnr int a | $11,889,000 | – | 497,255 | – | 0.41% | – |
| CVX | New | CHEVRON CORP NEW | $11,866,000 | – | 93,855 | – | 0.41% | – |
| PFE | New | PFIZER INC | $11,432,000 | – | 315,102 | – | 0.39% | – |
| XOM | New | EXXON MOBIL CORP | $11,161,000 | – | 134,910 | – | 0.38% | – |
| KO | New | COCA COLA CO | $10,651,000 | – | 242,850 | – | 0.36% | – |
| PPL | New | PPL CORP | $10,575,000 | – | 370,419 | – | 0.36% | – |
| NWN | New | NORTHWEST NAT GAS CO | $10,323,000 | – | 161,803 | – | 0.35% | – |
| ES | New | EVERSOURCE ENERGY | $10,261,000 | – | 175,075 | – | 0.35% | – |
| PG | New | PROCTER AND GAMBLE CO | $10,249,000 | – | 131,300 | – | 0.35% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $9,996,000 | – | 45,500 | – | 0.34% | – |
| OCFC | New | OCEANFIRST FINL CORP | $9,887,000 | – | 330,000 | – | 0.34% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $9,858,000 | – | 530,000 | – | 0.34% | – |
| MPC | New | MARATHON PETE CORP | $9,836,000 | – | 140,200 | – | 0.34% | – |
| MRK | New | MERCK & CO INC | $9,621,000 | – | 158,500 | – | 0.33% | – |
| BKH | New | BLACK HILLS CORP | $9,276,000 | – | 151,547 | – | 0.32% | – |
| TGT | New | TARGET CORP | $9,035,000 | – | 118,700 | – | 0.31% | – |
| HPQ | New | HP INC | $8,963,000 | – | 395,000 | – | 0.31% | – |
| GE | New | GENERAL ELECTRIC CO | $8,653,000 | – | 635,786 | – | 0.30% | – |
| EGBN | New | EAGLE BANCORP INC MD | $8,582,000 | – | 140,000 | – | 0.29% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $8,522,000 | – | 445,000 | – | 0.29% | – |
| UBSH | New | UNION BANKSHARES CORP NEW | $8,359,000 | – | 215,000 | – | 0.29% | – |
| GM | New | GENERAL MTRS CO | $8,195,000 | – | 208,000 | – | 0.28% | – |
| CNC | New | CENTENE CORP DEL | $8,132,000 | – | 66,000 | – | 0.28% | – |
| OPB | New | OPUS BK IRVINE CALIF | $8,036,000 | – | 280,000 | – | 0.28% | – |
| EQT | New | EQT CORP | $7,984,000 | – | 144,682 | – | 0.27% | – |
| KSS | New | KOHLS CORP | $7,822,000 | – | 107,300 | – | 0.27% | – |
| FCB | New | FCB FINL HLDGS INCcl a | $7,820,000 | – | 133,000 | – | 0.27% | – |
| TELL | New | TELLURIAN INC NEW | $7,702,000 | – | 925,690 | – | 0.26% | – |
| CVS | New | CVS HEALTH CORP | $7,497,000 | – | 116,500 | – | 0.26% | – |
| AEE | New | AMEREN CORP | $7,317,000 | – | 120,240 | – | 0.25% | – |
| MO | New | ALTRIA GROUP INC | $7,280,000 | – | 128,200 | – | 0.25% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $7,097,000 | – | 285,000 | – | 0.24% | – |
| BBY | New | BEST BUY INC | $7,070,000 | – | 94,800 | – | 0.24% | – |
| BANC | New | BANC OF CALIFORNIA INC | $7,038,000 | – | 360,000 | – | 0.24% | – |
| BKU | New | BANKUNITED INC | $6,945,000 | – | 170,000 | – | 0.24% | – |
| KRNY | New | KEARNY FINL CORP MD | $6,927,000 | – | 515,000 | – | 0.24% | – |
| GIS | New | GENERAL MLS INC | $6,798,000 | – | 153,600 | – | 0.23% | – |
| EQNR | New | EQUINOR ASAsponsored adr | $6,558,000 | – | 248,300 | – | 0.22% | – |
| SU | New | SUNCOR ENERGY INC NEW | $6,533,000 | – | 160,600 | – | 0.22% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $6,499,000 | – | 77,660 | – | 0.22% | – |
| PSX | New | PHILLIPS 66 | $6,379,000 | – | 56,800 | – | 0.22% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $6,256,000 | – | 155,200 | – | 0.21% | – |
| BP | New | BP PLCsponsored adr | $6,210,000 | – | 136,000 | – | 0.21% | – |
| CNQ | New | CANADIAN NAT RES LTD | $6,150,000 | – | 170,500 | – | 0.21% | – |
| LLY | New | LILLY ELI & CO | $6,101,000 | – | 71,500 | – | 0.21% | – |
| ENVA | New | ENOVA INTL INC | $6,093,000 | – | 166,700 | – | 0.21% | – |
| TTE | New | TOTAL S Asponsored adr | $6,074,000 | – | 100,300 | – | 0.21% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $5,877,000 | – | 80,900 | – | 0.20% | – |
| F | New | FORD MTR CO DEL | $5,874,000 | – | 530,645 | – | 0.20% | – |
| CLBK | New | COLUMBIA FINL INC | $5,793,000 | – | 350,000 | – | 0.20% | – |
| AMGN | New | AMGEN INC | $5,778,000 | – | 31,300 | – | 0.20% | – |
| LVS | New | LAS VEGAS SANDS CORP | $5,735,000 | – | 75,100 | – | 0.20% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $5,729,000 | – | 71,658 | – | 0.20% | – |
| WAFD | New | WASHINGTON FED INC | $5,723,000 | – | 175,000 | – | 0.20% | – |
| UL | New | UNILEVER PLCspon adr new | $5,699,000 | – | 103,100 | – | 0.20% | – |
| EMR | New | EMERSON ELEC CO | $5,573,000 | – | 80,600 | – | 0.19% | – |
| TD | New | TORONTO DOMINION BK ONT | $5,537,000 | – | 95,700 | – | 0.19% | – |
| IBKC | New | IBERIABANK CORP | $5,496,000 | – | 72,500 | – | 0.19% | – |
| TRI | New | THOMSON REUTERS CORP | $5,419,000 | – | 134,400 | – | 0.19% | – |
| NSP | New | INSPERITY INC | $5,439,000 | – | 57,100 | – | 0.19% | – |
| HONE | New | HARBORONE BANCORP INC | $5,398,000 | – | 285,000 | – | 0.18% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC - CL Acl a | $5,359,000 | – | 19 | – | 0.18% | – |
| SCG | New | SCANA CORP NEW | $5,314,000 | – | 137,966 | – | 0.18% | – |
| SLB | New | SCHLUMBERGER LTD | $5,302,000 | – | 79,100 | – | 0.18% | – |
| PEP | New | PEPSICO INC | $5,269,000 | – | 48,400 | – | 0.18% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $5,147,000 | – | 93,000 | – | 0.18% | – |
| JNJ | New | JOHNSON & JOHNSON | $5,108,000 | – | 42,100 | – | 0.18% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $5,091,000 | – | 108,000 | – | 0.18% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $5,113,000 | – | 67,900 | – | 0.18% | – |
| CMTL | New | COMTECH TELECOMMUNICATIONS CP COM NEW | $5,078,000 | – | 159,300 | – | 0.17% | – |
| FBNK | New | FIRST CONN BANCORP INC MD | $5,049,000 | – | 165,000 | – | 0.17% | – |
| BNS | New | BANK N S HALIFAX | $5,007,000 | – | 87,500 | – | 0.17% | – |
| T | New | AT&T INC | $4,992,000 | – | 155,460 | – | 0.17% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $4,977,000 | – | 148,800 | – | 0.17% | – |
| GILD | New | GILEAD SCIENCES INC | $4,923,000 | – | 69,500 | – | 0.17% | – |
| MFC | New | MANULIFE FINL CORP | $4,927,000 | – | 274,200 | – | 0.17% | – |
| CROX | New | CROCS INC | $4,876,000 | – | 276,900 | – | 0.17% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $4,855,000 | – | 45,700 | – | 0.17% | – |
| CBZ | New | CBIZ INC | $4,773,000 | – | 207,500 | – | 0.16% | – |
| STL | New | STERLING BANCORP DEL | $4,700,000 | – | 200,000 | – | 0.16% | – |
| KHC | New | KRAFT HEINZ CO | $4,668,000 | – | 74,300 | – | 0.16% | – |
| CCL | New | CARNIVAL CORPunit 99/99/9999 | $4,659,000 | – | 81,300 | – | 0.16% | – |
| DCOM | New | DIME CMNTY BANCSHARES | $4,680,000 | – | 240,000 | – | 0.16% | – |
| VRS | New | VERSO CORPcl a | $4,624,000 | – | 212,500 | – | 0.16% | – |
| BURL | New | BURLINGTON STORES INC | $4,636,000 | – | 30,800 | – | 0.16% | – |
| PRSC | New | PROVIDENCE SVC CORP | $4,595,000 | – | 58,500 | – | 0.16% | – |
| BOOT | New | BOOT BARN HLDGS INC | $4,553,000 | – | 219,400 | – | 0.16% | – |
| ELY | New | CALLAWAY GOLF CO | $4,524,000 | – | 238,500 | – | 0.16% | – |
| BANR | New | BANNER CORP | $4,510,000 | – | 75,000 | – | 0.16% | – |
| LGCY | New | LEGACY RESVS LPunit lp int | $4,477,000 | – | 648,900 | – | 0.15% | – |
| GNBC | New | GREEN BANCORP INC | $4,428,000 | – | 205,000 | – | 0.15% | – |
| FBP | New | FIRST BANCORP P R | $4,399,000 | – | 575,000 | – | 0.15% | – |
| PM | New | PHILIP MORRIS INTL INC | $4,384,000 | – | 54,300 | – | 0.15% | – |
| PACW | New | PACWEST BANCORP DEL | $4,349,000 | – | 88,000 | – | 0.15% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $4,292,000 | – | 245,000 | – | 0.15% | – |
| BNCL | New | BENEFICIAL BANCORP INC | $4,293,000 | – | 265,000 | – | 0.15% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $4,283,000 | – | 125,000 | – | 0.15% | – |
| NOMD | New | NOMAD FOODS LTD | $4,239,000 | – | 220,900 | – | 0.14% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $4,048,000 | – | 16,500 | – | 0.14% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $3,920,000 | – | 50,000 | – | 0.13% | – |
| BOFI | New | BOFI HLDG INC | $3,886,000 | – | 95,000 | – | 0.13% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $3,857,000 | – | 65,200 | – | 0.13% | – |
| LPLA | New | LPL FINL HLDGS INC | $3,860,000 | – | 58,900 | – | 0.13% | – |
| AMN | New | AMN HEALTHCARE SERVICES INC | $3,838,000 | – | 65,500 | – | 0.13% | – |
| LYV | New | LIVE NATION ENTERTAINMENT INC COM | $3,822,000 | – | 78,700 | – | 0.13% | – |
| ANTM | New | ANTHEM INC | $3,832,000 | – | 16,100 | – | 0.13% | – |
| RGS | New | REGIS CORP MINN | $3,748,000 | – | 226,600 | – | 0.13% | – |
| MANT | New | MANTECH INTL CORPcl a | $3,728,000 | – | 69,500 | – | 0.13% | – |
| MTZ | New | MASTEC INC | $3,730,000 | – | 73,500 | – | 0.13% | – |
| MU | New | MICRON TECHNOLOGY INC | $3,692,000 | – | 70,400 | – | 0.13% | – |
| WTFC | New | WINTRUST FINL CORP | $3,700,000 | – | 42,500 | – | 0.13% | – |
| FFIC | New | FLUSHING FINL CORP | $3,654,000 | – | 140,000 | – | 0.12% | – |
| LEA | New | LEAR CORP | $3,605,000 | – | 19,400 | – | 0.12% | – |
| SCHN | New | SCHNITZER STL INDScl a | $3,582,000 | – | 106,300 | – | 0.12% | – |
| ARCB | New | ARCBEST CORP | $3,583,000 | – | 78,400 | – | 0.12% | – |
| CSX | New | CSX CORP | $3,559,000 | – | 55,800 | – | 0.12% | – |
| AVA | New | AVISTA CORP | $3,558,000 | – | 67,572 | – | 0.12% | – |
| AAPL | New | APPLE INC | $3,517,000 | – | 19,001 | – | 0.12% | – |
| CVRR | New | CVR REFNG LP | $3,527,000 | – | 157,800 | – | 0.12% | – |
| HEAR | New | TURTLE BEACH CORP | $3,515,000 | – | 173,000 | – | 0.12% | – |
| BXC | New | BLUELINX HLDGS INC | $3,475,000 | – | 92,600 | – | 0.12% | – |
| CG | New | CARLYLE GROUP L P | $3,451,000 | – | 162,000 | – | 0.12% | – |
| FLOW | New | SPX FLOW INC | $3,440,000 | – | 78,600 | – | 0.12% | – |
| EZPW | New | EZCORP INCcl a non vtg | $3,401,000 | – | 282,200 | – | 0.12% | – |
| HCC | New | WARRIOR MET COAL INC | $3,394,000 | – | 123,100 | – | 0.12% | – |
| DRI | New | DARDEN RESTAURANTS INC | $3,372,000 | – | 31,500 | – | 0.12% | – |
| NWE | New | NORTHWESTERN CORP | $3,286,000 | – | 57,398 | – | 0.11% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $3,275,000 | – | 338,664 | – | 0.11% | – |
| UNP | New | UNION PAC CORP | $3,273,000 | – | 23,098 | – | 0.11% | – |
| UAL | New | UNITED CONTL HLDGS INC | $3,228,000 | – | 46,300 | – | 0.11% | – |
| PBF | New | PBF ENERGY INCcl a | $3,216,000 | – | 76,700 | – | 0.11% | – |
| CSTM | New | CONSTELLIUM NVcl a | $3,145,000 | – | 305,300 | – | 0.11% | – |
| SFM | New | SPROUTS FMRS MKT INC | $3,147,000 | – | 142,600 | – | 0.11% | – |
| CBS | New | CBS CORP NEWcl b | $3,137,000 | – | 55,800 | – | 0.11% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $3,142,000 | – | 40,700 | – | 0.11% | – |
| PLCE | New | CHILDRENS PLACE INC/THE | $3,117,000 | – | 25,800 | – | 0.11% | – |
| KR | New | KROGER CO | $3,104,000 | – | 109,100 | – | 0.11% | – |
| SGH | New | SMART GLOBAL HLDGS INC | $3,101,000 | – | 97,312 | – | 0.11% | – |
| HCA | New | HCA HEALTHCARE INC | $3,099,000 | – | 30,200 | – | 0.11% | – |
| STLD | New | STEEL DYNAMICS INC | $3,051,000 | – | 66,400 | – | 0.10% | – |
| GPS | New | GAP INC DEL | $3,061,000 | – | 94,500 | – | 0.10% | – |
| EMN | New | EASTMAN CHEM CO | $3,039,000 | – | 30,400 | – | 0.10% | – |
| WM | New | WASTE MGMT INC DEL | $2,993,000 | – | 36,800 | – | 0.10% | – |
| TLRDQ | New | TAILORED BRANDS INC | $3,014,000 | – | 118,100 | – | 0.10% | – |
| DIS | New | DISNEY WALT CO | $3,008,000 | – | 28,700 | – | 0.10% | – |
| CAG | New | CONAGRA BRANDS INC | $2,973,000 | – | 83,200 | – | 0.10% | – |
| ALL | New | ALLSTATE CORP | $2,985,000 | – | 32,700 | – | 0.10% | – |
| LRCX | New | LAM RESEARCH CORP | $2,973,000 | – | 17,200 | – | 0.10% | – |
| CSTR | New | CAPSTAR FINL HLDGS INC | $2,965,000 | – | 160,000 | – | 0.10% | – |
| PFSI | New | PENNYMAC FINL SVCS INCcl a | $2,987,000 | – | 152,000 | – | 0.10% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $2,917,000 | – | 169,000 | – | 0.10% | – |
| NUE | New | NUCOR CORP | $2,925,000 | – | 46,800 | – | 0.10% | – |
| OMC | New | OMNICOM GROUP INC | $2,875,000 | – | 37,700 | – | 0.10% | – |
| AMAT | New | APPLIED MATLS INC | $2,899,000 | – | 62,770 | – | 0.10% | – |
| FDX | New | FEDEX CORP | $2,816,000 | – | 12,400 | – | 0.10% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $2,821,000 | – | 14,355 | – | 0.10% | – |
| DAL | New | DELTA AIR LINES INC DEL | $2,824,000 | – | 57,000 | – | 0.10% | – |
| PYPL | New | PAYPAL HLDGS INC | $2,790,000 | – | 33,500 | – | 0.10% | – |
| V | New | VISA INC | $2,781,000 | – | 21,000 | – | 0.10% | – |
| CNHI | New | CNH INDL N V | $2,780,000 | – | 264,000 | – | 0.10% | – |
| AZO | New | AUTOZONE INC | $2,751,000 | – | 4,100 | – | 0.09% | – |
| KMB | New | KIMBERLY CLARK CORP | $2,749,000 | – | 26,100 | – | 0.09% | – |
| TSN | New | TYSON FOODS INCcl a | $2,740,000 | – | 39,800 | – | 0.09% | – |
| ZG | New | ZILLOW GROUP INCcl a | $2,689,000 | – | 45,000 | – | 0.09% | – |
| PCAR | New | PACCAR INC | $2,695,000 | – | 43,500 | – | 0.09% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $2,684,000 | – | 97,500 | – | 0.09% | – |
| UTL | New | UNITIL CORP | $2,644,000 | – | 51,798 | – | 0.09% | – |
| LUV | New | SOUTHWEST AIRLS CO | $2,661,000 | – | 52,300 | – | 0.09% | – |
| AMP | New | AMERIPRISE FINL INC | $2,658,000 | – | 19,000 | – | 0.09% | – |
| SBUX | New | STARBUCKS CORP | $2,617,000 | – | 53,570 | – | 0.09% | – |
| DE | New | DEERE & CO | $2,600,000 | – | 18,600 | – | 0.09% | – |
| CPB | New | CAMPBELL SOUP CO | $2,599,000 | – | 64,100 | – | 0.09% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC COM | $2,605,000 | – | 43,400 | – | 0.09% | – |
| MCO | New | MOODYS CORP | $2,558,000 | – | 15,000 | – | 0.09% | – |
| WMT | New | WALMART INC | $2,552,000 | – | 29,800 | – | 0.09% | – |
| BAC | New | BANK AMER CORP | $2,368,000 | – | 84,000 | – | 0.08% | – |
| MGEE | New | MGE ENERGY INC | $2,347,000 | – | 37,229 | – | 0.08% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $2,333,000 | – | 12,500 | – | 0.08% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $2,300,000 | – | 45,000 | – | 0.08% | – |
| JPM | New | JPMORGAN CHASE & CO. | $2,292,000 | – | 22,000 | – | 0.08% | – |
| C | New | CITIGROUP INC | $2,275,000 | – | 34,000 | – | 0.08% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $2,251,000 | – | 59,300 | – | 0.08% | – |
| LB | New | L BRANDS INC | $2,250,000 | – | 61,000 | – | 0.08% | – |
| GPN | New | GLOBAL PMTS INC | $2,230,000 | – | 20,000 | – | 0.08% | – |
| COF | New | CAPITAL ONE FINL CORP | $2,206,000 | – | 24,000 | – | 0.08% | – |
| MS | New | MORGAN STANLEY | $2,133,000 | – | 45,000 | – | 0.07% | – |
| TSS | New | TOTAL SYS SVCS INC | $2,113,000 | – | 25,000 | – | 0.07% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $1,985,000 | – | 9,000 | – | 0.07% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $1,959,000 | – | 14,500 | – | 0.07% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,666,000 | – | 17,000 | – | 0.06% | – |
| MSCI | New | MSCI INC | $1,654,000 | – | 10,000 | – | 0.06% | – |
| STI | New | SUNTRUST BKS INC | $1,518,000 | – | 23,000 | – | 0.05% | – |
| WH | New | WYNDHAM HOTELS & RESORTS INC COM | $1,483,000 | – | 25,200 | – | 0.05% | – |
| HOPE | New | HOPE BANCORP INC | $1,426,000 | – | 80,000 | – | 0.05% | – |
| STT | New | STATE STR CORP | $1,396,000 | – | 15,000 | – | 0.05% | – |
| ZION | New | ZIONS BANCORPORATION | $1,370,000 | – | 26,000 | – | 0.05% | – |
| CFG | New | CITIZENS FINL GROUP INC | $1,362,000 | – | 35,000 | – | 0.05% | – |
| RGCO | New | RGC RES INC | $1,373,000 | – | 47,049 | – | 0.05% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $1,284,000 | – | 21,000 | – | 0.04% | – |
| AGR | New | AVANGRID INC | $1,228,000 | – | 23,200 | – | 0.04% | – |
| WYND | New | WYNDHAM DESTINATIONS INC | $1,129,000 | – | 25,500 | – | 0.04% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,033,000 | – | 36,000 | – | 0.04% | – |
| USB | New | US BANCORP DEL | $950,000 | – | 19,000 | – | 0.03% | – |
| WFC | New | WELLS FARGO CO NEW | $887,000 | – | 16,000 | – | 0.03% | – |
| ETR | New | ENTERGY CORP NEW | $772,000 | – | 9,560 | – | 0.03% | – |
| SQ | New | SQUARE INCcl a | $740,000 | – | 12,000 | – | 0.02% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $425,000 | – | 7,500 | – | 0.02% | – |
| CNIG | New | CORNING NAT GAS HLDG CORP | $300,000 | – | 17,099 | – | 0.01% | – |
| GNTY | New | GUARANTY BANCSHARES INC TEX | $247,000 | – | 7,500 | – | 0.01% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ASX | Exit | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $0 | – | -10,598 | – | -0.00% | – |
| CNIG | Exit | CORNING NAT GAS HLDG CORP | $0 | – | -19,749 | – | -0.01% | – |
| TSS | Exit | TOTAL SYS SVCS INC | $0 | – | -6,000 | – | -0.01% | – |
| UCBI | Exit | UNITED CMNTY BKS BLAIRSVLE GA COM | $0 | – | -15,000 | – | -0.01% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -15,000 | – | -0.01% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -12,500 | – | -0.02% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -9,027 | – | -0.02% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -7,000 | – | -0.02% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -12,000 | – | -0.02% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -19,000 | – | -0.02% | – |
| MFGP | Exit | MICRO FOCUS INTERNATIONAL PLC SPON ADR NEWspon adr new | $0 | – | -22,054 | – | -0.02% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -20,000 | – | -0.02% | – |
| FRC | Exit | FIRST REP BK SAN FRANCISCO CAL COM | $0 | – | -8,000 | – | -0.03% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -11,960 | – | -0.03% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -7,000 | – | -0.03% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -17,000 | – | -0.03% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -16,000 | – | -0.03% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -18,000 | – | -0.03% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -35,000 | – | -0.03% | – |
| KR | Exit | KROGER CO | $0 | – | -61,600 | – | -0.04% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -9,500 | – | -0.04% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -15,000 | – | -0.04% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -29,000 | – | -0.04% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -15,000 | – | -0.04% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -40,000 | – | -0.04% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -6,000 | – | -0.04% | – |
| LB | Exit | L BRANDS INC | $0 | – | -34,500 | – | -0.04% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -16,000 | – | -0.05% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -11,000 | – | -0.05% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -32,000 | – | -0.05% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -63,000 | – | -0.05% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -20,800 | – | -0.05% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -2,700 | – | -0.05% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -57,949 | – | -0.05% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -9,000 | – | -0.05% | – |
| C | Exit | CITIGROUP INC | $0 | – | -22,500 | – | -0.05% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -26,000 | – | -0.05% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -28,200 | – | -0.05% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -35,600 | – | -0.05% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC COM | $0 | – | -20,000 | – | -0.05% | – |
| V | Exit | VISA INCcl a | $0 | – | -16,500 | – | -0.05% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -26,000 | – | -0.05% | – |
| GNTY | Exit | GUARANTY BANCSHARES INC TEX | $0 | – | -55,000 | – | -0.06% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -12,488 | – | -0.06% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -23,800 | – | -0.06% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -87,700 | – | -0.06% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -31,800 | – | -0.06% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -22,200 | – | -0.06% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -18,500 | – | -0.06% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -24,400 | – | -0.06% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -101,500 | – | -0.06% | – |
| PCMI | Exit | PCM INC | $0 | – | -141,600 | – | -0.06% | – |
| FNB | Exit | FNB CORP PA | $0 | – | -145,000 | – | -0.06% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -42,000 | – | -0.06% | – |
| QTWO | Exit | Q2 HLDGS INC | $0 | – | -50,000 | – | -0.06% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -38,200 | – | -0.07% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -45,400 | – | -0.07% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -44,900 | – | -0.07% | – |
| COH | Exit | COACH INC | $0 | – | -54,000 | – | -0.07% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -27,500 | – | -0.07% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -18,800 | – | -0.07% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -14,300 | – | -0.07% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -26,900 | – | -0.07% | – |
| APD | Exit | AIR PRODS & CHEMS INC | $0 | – | -14,600 | – | -0.07% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -30,400 | – | -0.07% | – |
| VRTV | Exit | VERITIV CORP | $0 | – | -69,300 | – | -0.07% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -22,100 | – | -0.07% | – |
| JBHT | Exit | HUNT J B TRANS SVCS INC | $0 | – | -20,600 | – | -0.07% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -13,900 | – | -0.07% | – |
| DE | Exit | DEERE & CO | $0 | – | -18,700 | – | -0.07% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -7,500 | – | -0.07% | – |
| AAPL | Exit | APPLE INC | $0 | – | -15,350 | – | -0.07% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -135,000 | – | -0.07% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE CO COM | $0 | – | -165,146 | – | -0.08% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -7,900 | – | -0.08% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -30,300 | – | -0.08% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -16,600 | – | -0.08% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -442,200 | – | -0.08% | – |
| INTC | Exit | INTEL CORP | $0 | – | -65,947 | – | -0.08% | – |
| LEA | Exit | LEAR CORP | $0 | – | -14,500 | – | -0.08% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -500,000 | – | -0.08% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -25,500 | – | -0.08% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -23,993 | – | -0.08% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -86,700 | – | -0.08% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTD SPONSORED ADRsponsored adr | $0 | – | -147,300 | – | -0.08% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -46,100 | – | -0.08% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -29,900 | – | -0.08% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -18,950 | – | -0.09% | – |
| TWI | Exit | TITAN INTL INC ILL | $0 | – | -291,200 | – | -0.09% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -57,000 | – | -0.09% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -48,179 | – | -0.10% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -63,498 | – | -0.10% | – |
| DXPE | Exit | DXP ENTERPRISES INC NEW | $0 | – | -102,600 | – | -0.10% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -154,300 | – | -0.10% | – |
| CASH | Exit | META FINL GROUP INC | $0 | – | -43,000 | – | -0.10% | – |
| PAH | Exit | PLATFORM SPECIALTY PRODS CORP COM | $0 | – | -301,600 | – | -0.10% | – |
| CSBK | Exit | CLIFTON BANCORP INC | $0 | – | -200,000 | – | -0.10% | – |
| ZEUS | Exit | OLYMPIC STEEL INC | $0 | – | -154,400 | – | -0.10% | – |
| S | Exit | SPRINT CORP | $0 | – | -438,100 | – | -0.11% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -242,700 | – | -0.11% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -481,100 | – | -0.11% | – |
| CZZ | Exit | COSAN LTD | $0 | – | -432,300 | – | -0.11% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -102,700 | – | -0.11% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -300,300 | – | -0.11% | – |
| ET | Exit | ENERGY TRANSFER EQUITY L P | $0 | – | -208,500 | – | -0.11% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -128,700 | – | -0.11% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -115,000 | – | -0.11% | – |
| BNCL | Exit | BENEFICIAL BANCORP INC | $0 | – | -222,500 | – | -0.11% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -55,200 | – | -0.12% | – |
| LRN | Exit | K12 INC | $0 | – | -211,400 | – | -0.12% | – |
| UNVR | Exit | UNIVAR INC | $0 | – | -130,900 | – | -0.12% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -66,100 | – | -0.12% | – |
| PATK | Exit | PATRICK INDS INC | $0 | – | -46,800 | – | -0.12% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -212,100 | – | -0.12% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -54,500 | – | -0.12% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -87,300 | – | -0.12% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -220,000 | – | -0.12% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -44,650 | – | -0.13% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -90,200 | – | -0.13% | – |
| ATGE | Exit | ADTALEM GLOBAL ED INC | $0 | – | -119,400 | – | -0.13% | – |
| AQN | Exit | ALGONQUIN PWR UTILS CORP | $0 | – | -411,664 | – | -0.14% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -84,900 | – | -0.14% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -70,000 | – | -0.14% | – |
| CENT | Exit | CENTRAL GARDEN & PET CO | $0 | – | -115,400 | – | -0.14% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -58,000 | – | -0.14% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -170,500 | – | -0.14% | – |
| SPXC | Exit | SPX CORP | $0 | – | -154,900 | – | -0.14% | – |
| WLDN | Exit | WILLDAN GROUP INC | $0 | – | -143,400 | – | -0.14% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -81,398 | – | -0.14% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -56,700 | – | -0.14% | – |
| CHL | Exit | CHINA MOBILE LIMITEDsponsored adr | $0 | – | -92,800 | – | -0.14% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -91,100 | – | -0.15% | – |
| SKYW | Exit | SKYWEST INC | $0 | – | -108,900 | – | -0.15% | – |
| T | Exit | AT&T INC | $0 | – | -123,060 | – | -0.15% | – |
| FBNK | Exit | FIRST CONN BANCORP INC MD | $0 | – | -187,500 | – | -0.16% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -418,045 | – | -0.16% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -125,400 | – | -0.16% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -98,572 | – | -0.16% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -114,900 | – | -0.16% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -80,360 | – | -0.16% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -68,200 | – | -0.16% | – |
| MET | Exit | METLIFE INC | $0 | – | -99,300 | – | -0.16% | – |
| TNET | Exit | TRINET GROUP INC | $0 | – | -154,200 | – | -0.16% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -340,000 | – | -0.16% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -48,400 | – | -0.17% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -86,200 | – | -0.17% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -85,000 | – | -0.17% | – |
| CMCO | Exit | COLUMBUS MCKINNON CORP N Y | $0 | – | -143,900 | – | -0.17% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -70,700 | – | -0.17% | – |
| BCE | Exit | BCE INC | $0 | – | -117,400 | – | -0.17% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -81,000 | – | -0.17% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -72,000 | – | -0.17% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -109,000 | – | -0.17% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -103,700 | – | -0.17% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -98,600 | – | -0.17% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N V SHS - A - | $0 | – | -56,400 | – | -0.17% | – |
| AF | Exit | ASTORIA FINL CORP | $0 | – | -260,000 | – | -0.17% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -122,100 | – | -0.17% | – |
| TROX | Exit | TRONOX LTD | $0 | – | -267,800 | – | -0.18% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -99,100 | – | -0.18% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -141,300 | – | -0.18% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -202,600 | – | -0.18% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -165,500 | – | -0.18% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -286,400 | – | -0.18% | – |
| XBKS | Exit | XENITH BANKSHARES INC NEW | $0 | – | -180,000 | – | -0.18% | – |
| RIO | Exit | RIO TINTO PLCsponsored adr | $0 | – | -125,000 | – | -0.18% | – |
| BP | Exit | BP PLC | $0 | – | -155,600 | – | -0.18% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -177,600 | – | -0.19% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -78,115 | – | -0.19% | – |
| STO | Exit | STATOIL ASAsponsored adr | $0 | – | -299,400 | – | -0.19% | – |
| CC | Exit | CHEMOURS CO | $0 | – | -120,500 | – | -0.19% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspon adr a | $0 | – | -100,800 | – | -0.19% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -66,800 | – | -0.19% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -147,508 | – | -0.19% | – |
| CNOB | Exit | CONNECTONE BANCORP INC NEW | $0 | – | -250,000 | – | -0.19% | – |
| ARCO | Exit | ARCOS DORADOS HOLDINGS INC | $0 | – | -614,800 | – | -0.19% | – |
| CSTR | Exit | CAPSTAR FINL HLDGS INC | $0 | – | -322,500 | – | -0.20% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -128,200 | – | -0.20% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -243,900 | – | -0.20% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -99,900 | – | -0.20% | – |
| TGT | Exit | TARGET CORP | $0 | – | -109,600 | – | -0.20% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES | $0 | – | -300,000 | – | -0.20% | – |
| KRO | Exit | KRONOS WORLDWIDE INC | $0 | – | -285,200 | – | -0.20% | – |
| GNBC | Exit | GREEN BANCORP INC | $0 | – | -275,000 | – | -0.20% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC COM | $0 | – | -429,300 | – | -0.20% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -90,000 | – | -0.21% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -375,000 | – | -0.22% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -94,158 | – | -0.23% | – |
| BANR | Exit | BANNER CORP | $0 | – | -125,500 | – | -0.24% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -280,000 | – | -0.24% | – |
| OPB | Exit | OPUS BK IRVINE CALIF | $0 | – | -330,000 | – | -0.24% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -328,734 | – | -0.25% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC - CL Acl a | $0 | – | -29 | – | -0.25% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -237,500 | – | -0.25% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -385,000 | – | -0.25% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -120,000 | – | -0.25% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -679,220 | – | -0.25% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -68,100 | – | -0.25% | – |
| FCB | Exit | FCB FINL HLDGS INCcl a | $0 | – | -172,000 | – | -0.26% | – |
| HPQ | Exit | HP INC | $0 | – | -425,700 | – | -0.26% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -287,000 | – | -0.26% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -177,466 | – | -0.27% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -105,000 | – | -0.27% | – |
| SGMS | Exit | SCIENTIFIC GAMES CORPcl a | $0 | – | -192,700 | – | -0.27% | – |
| VFC | Exit | V F CORP | $0 | – | -139,400 | – | -0.28% | – |
| TELL | Exit | TELLURIAN INC NEW | $0 | – | -856,190 | – | -0.28% | – |
| BA | Exit | BOEING CO | $0 | – | -36,650 | – | -0.29% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -50,000 | – | -0.30% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -620,000 | – | -0.30% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -172,240 | – | -0.31% | – |
| KEM | Exit | KEMET CORP | $0 | – | -481,700 | – | -0.32% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -117,400 | – | -0.32% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -132,060 | – | -0.34% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -331,560 | – | -0.35% | – |
| KO | Exit | COCA COLA CO | $0 | – | -251,000 | – | -0.35% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS COM | $0 | – | -77,751 | – | -0.35% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -91,800 | – | -0.36% | – |
| PFE | Exit | PFIZER INC | $0 | – | -322,250 | – | -0.36% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -99,125 | – | -0.36% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -262,700 | – | -0.40% | – |
| EXC | Exit | EXELON CORP | $0 | – | -376,631 | – | -0.44% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -224,303 | – | -0.45% | – |
| PAGP | Exit | PLAINS GP HLDGS L Psh a rep ltpn | $0 | – | -662,255 | – | -0.45% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -426,671 | – | -0.46% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -215,947 | – | -0.46% | – |
| EQT | Exit | EQT CORP | $0 | – | -230,482 | – | -0.47% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -440,900 | – | -0.48% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -260,875 | – | -0.49% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -343,752 | – | -0.50% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -558,500 | – | -0.55% | – |
| PPL | Exit | PPL CORP | $0 | – | -480,819 | – | -0.57% | – |
| FTS | Exit | FORTIS INC | $0 | – | -520,776 | – | -0.58% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -461,334 | – | -0.60% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -822,200 | – | -0.61% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -455,399 | – | -0.67% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -517,100 | – | -0.68% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -347,128 | – | -0.71% | – |
| SR | Exit | SPIRE INC | $0 | – | -323,691 | – | -0.75% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -439,724 | – | -0.77% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -305,842 | – | -0.80% | – |
| SWX | Exit | SOUTHWEST GAS HOLDINGS INC | $0 | – | -337,217 | – | -0.81% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -585,100 | – | -0.83% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -947,028 | – | -0.86% | – |
| CBT | Exit | CABOT CORP | $0 | – | -527,489 | – | -0.91% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP NEW COM | $0 | – | -445,673 | – | -0.92% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -646,890 | – | -0.93% | – |
| ARMK | Exit | ARAMARK | $0 | – | -738,700 | – | -0.93% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -409,875 | – | -0.94% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -662,498 | – | -0.95% | – |
| EME | Exit | EMCOR GROUP INC | $0 | – | -454,900 | – | -0.98% | – |
| CR | Exit | CRANE CO | $0 | – | -404,400 | – | -1.00% | – |
| PVH | Exit | PVH CORP | $0 | – | -257,100 | – | -1.00% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -869,800 | – | -1.01% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -311,104 | – | -1.04% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -418,436 | – | -1.05% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -268,200 | – | -1.05% | – |
| UNF | Exit | UNIFIRST CORP MASS | $0 | – | -224,531 | – | -1.05% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -2,310,900 | – | -1.10% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC | $0 | – | -628,600 | – | -1.10% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -994,663 | – | -1.14% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -441,287 | – | -1.15% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -333,400 | – | -1.18% | – |
| NI | Exit | NISOURCE INC | $0 | – | -1,498,781 | – | -1.19% | – |
| CACI | Exit | CACI INTL INC | $0 | – | -281,069 | – | -1.21% | – |
| KMT | Exit | KENNAMETAL INC | $0 | – | -971,500 | – | -1.22% | – |
| CDW | Exit | CDW CORP | $0 | – | -613,469 | – | -1.26% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -242,300 | – | -1.29% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -688,740 | – | -1.34% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -2,356,600 | – | -1.35% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -857,200 | – | -1.36% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -1,693,707 | – | -1.36% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -950,200 | – | -1.45% | – |
| THO | Exit | THOR INDS INC | $0 | – | -382,400 | – | -1.49% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -1,233,268 | – | -1.68% | – |
| BCO | Exit | BRINKS CO | $0 | – | -695,365 | – | -1.82% | – |
| PCG | Exit | PG&E CORP | $0 | – | -979,849 | – | -2.07% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -1,080,345 | – | -2.10% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -597,140 | – | -2.11% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -820,586 | – | -2.13% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -895,296 | – | -2.14% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -1,394,853 | – | -2.14% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -3,619,101 | – | -2.15% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -1,693,765 | – | -2.20% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -1,600,417 | – | -2.23% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LNG | Buy | CHENIERE ENERGY INC | $72,083,000 | -1.5% | 1,600,417 | +6.5% | 2.23% | -0.7% |
| ENB | Sell | ENBRIDGE INC | $70,867,000 | -2.8% | 1,693,765 | -7.5% | 2.20% | -2.0% |
| KMI | Sell | KINDER MORGAN INC DEL | $69,414,000 | -5.0% | 3,619,101 | -5.1% | 2.15% | -4.3% |
| TRP | Sell | TRANSCANADA CORP | $68,948,000 | -4.7% | 1,394,853 | -8.1% | 2.14% | -3.9% |
| D | Sell | DOMINION ENERGY INC | $68,875,000 | -1.6% | 895,296 | -2.0% | 2.14% | -0.7% |
| ATO | Sell | ATMOS ENERGY CORP | $68,798,000 | -3.1% | 820,586 | -4.1% | 2.13% | -2.3% |
| SRE | Sell | SEMPRA ENERGY | $68,152,000 | -3.5% | 597,140 | -4.7% | 2.11% | -2.8% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $67,748,000 | -3.4% | 1,080,345 | -3.2% | 2.10% | -2.6% |
| PCG | Sell | PG&E CORP | $66,718,000 | -3.0% | 979,849 | -5.4% | 2.07% | -2.2% |
| BCO | Sell | BRINKS CO | $58,585,000 | +14.8% | 695,365 | -8.7% | 1.82% | +15.8% |
| NAV | Sell | NAVISTAR INTL CORP NEW | $54,350,000 | +53.4% | 1,233,268 | -8.7% | 1.68% | +54.6% |
| THO | Sell | THOR INDS INC | $48,148,000 | +10.9% | 382,400 | -7.9% | 1.49% | +11.8% |
| SO | Sell | SOUTHERN CO | $46,693,000 | -15.4% | 950,200 | -17.6% | 1.45% | -14.7% |
| MDU | Sell | MDU RES GROUP INC | $43,952,000 | -6.1% | 1,693,707 | -5.2% | 1.36% | -5.4% |
| UNM | Sell | UNUM GROUP | $43,829,000 | +1.0% | 857,200 | -7.9% | 1.36% | +1.7% |
| ON | Sell | ON SEMICONDUCTOR CORP | $43,526,000 | +20.1% | 2,356,600 | -8.7% | 1.35% | +21.1% |
| WEC | Sell | WEC ENERGY GROUP INC | $43,239,000 | -10.5% | 688,740 | -12.5% | 1.34% | -9.8% |
| WCG | Sell | WELLCARE HEALTH PLANS INC | $41,613,000 | -12.6% | 242,300 | -8.7% | 1.29% | -11.9% |
| CDW | Sell | CDW CORP | $40,489,000 | -3.6% | 613,469 | -8.7% | 1.26% | -2.8% |
| KMT | Sell | KENNAMETAL INC | $39,190,000 | -1.5% | 971,500 | -8.7% | 1.22% | -0.7% |
| CACI | Sell | CACI INTL INC | $39,167,000 | +1.8% | 281,069 | -8.7% | 1.21% | +2.6% |
| NI | Sell | NISOURCE INC | $38,354,000 | -1.6% | 1,498,781 | -2.5% | 1.19% | -0.8% |
| PKG | Sell | PACKAGING CORP AMER | $38,234,000 | -6.0% | 333,400 | -8.7% | 1.18% | -5.2% |
| DUK | Buy | DUKE ENERGY CORP NEW | $37,033,000 | +17.8% | 441,287 | +17.3% | 1.15% | +18.7% |
| SANM | Sell | SANMINA CORPORATION | $36,952,000 | -10.9% | 994,663 | -8.7% | 1.14% | -10.3% |
| BERY | Sell | BERRY GLOBAL GROUP INC | $35,610,000 | -9.3% | 628,600 | -8.7% | 1.10% | -8.5% |
| TTMI | Sell | TTM TECHNOLOGIES INC | $35,519,000 | -18.5% | 2,310,900 | -7.9% | 1.10% | -17.8% |
| UNF | Sell | UNIFIRST CORP MASS | $34,016,000 | -1.7% | 224,531 | -8.7% | 1.05% | -0.8% |
| SNX | Sell | SYNNEX CORP | $33,930,000 | -3.7% | 268,200 | -8.7% | 1.05% | -2.9% |
| ED | Buy | CONSOLIDATED EDISON INC | $33,759,000 | +1.0% | 418,436 | +1.1% | 1.05% | +1.8% |
| DTE | Buy | DTE ENERGY CO | $33,400,000 | +15.8% | 311,104 | +14.1% | 1.04% | +16.7% |
| NCR | Sell | NCR CORP NEW | $32,635,000 | -15.4% | 869,800 | -7.9% | 1.01% | -14.8% |
| PVH | Sell | PVH CORP | $32,410,000 | +0.6% | 257,100 | -8.7% | 1.00% | +1.3% |
| CR | Sell | CRANE CO | $32,348,000 | -8.0% | 404,400 | -8.7% | 1.00% | -7.2% |
| EME | Sell | EMCOR GROUP INC | $31,561,000 | -3.1% | 454,900 | -8.7% | 0.98% | -2.3% |
| CMS | Sell | CMS ENERGY CORP | $30,687,000 | -4.6% | 662,498 | -4.7% | 0.95% | -3.8% |
| OGS | Sell | ONE GAS INC | $30,183,000 | +0.8% | 409,875 | -4.4% | 0.94% | +1.6% |
| ARMK | Sell | ARAMARK | $29,999,000 | -9.5% | 738,700 | -8.7% | 0.93% | -8.7% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $29,919,000 | -0.3% | 646,890 | -7.2% | 0.93% | +0.5% |
| SAIC | Sell | SCIENCE APPLICATNS INTL CP NEW COM | $29,793,000 | -11.2% | 445,673 | -7.8% | 0.92% | -10.6% |
| CBT | Sell | CABOT CORP | $29,434,000 | -4.6% | 527,489 | -8.7% | 0.91% | -3.9% |
| CNP | Buy | CENTERPOINT ENERGY INC | $27,663,000 | +7.9% | 947,028 | +1.2% | 0.86% | +8.8% |
| WOR | Sell | WORTHINGTON INDS INC | $26,915,000 | -16.4% | 585,100 | -8.7% | 0.83% | -15.7% |
| SWX | Sell | SOUTHWEST GAS HOLDINGS INC | $26,175,000 | +2.2% | 337,217 | -3.8% | 0.81% | +2.9% |
| WGL | Sell | WGL HLDGS INC | $25,752,000 | -8.3% | 305,842 | -9.1% | 0.80% | -7.5% |
| NFG | Buy | NATIONAL FUEL GAS CO N J | $24,893,000 | +19.6% | 439,724 | +18.0% | 0.77% | +20.5% |
| SR | Sell | SPIRE INC | $24,164,000 | +0.3% | 323,691 | -6.3% | 0.75% | +1.1% |
| VVC | Buy | VECTREN CORP | $22,831,000 | +14.5% | 347,128 | +1.7% | 0.71% | +15.5% |
| CAKE | Sell | CHEESECAKE FACTORY INC | $21,780,000 | -23.5% | 517,100 | -8.7% | 0.68% | -22.9% |
| XEL | Sell | XCEL ENERGY INC | $21,549,000 | +0.9% | 455,399 | -2.1% | 0.67% | +1.8% |
| URBN | Sell | URBAN OUTFITTERS INC | $19,651,000 | +17.7% | 822,200 | -8.7% | 0.61% | +18.7% |
| NJR | Sell | NEW JERSEY RES | $19,445,000 | -0.7% | 461,334 | -6.5% | 0.60% | +0.2% |
| FTS | Sell | FORTIS INC | $18,628,000 | -48.5% | 520,776 | -49.4% | 0.58% | -48.1% |
| PPL | Sell | PPL CORP | $18,247,000 | -4.6% | 480,819 | -2.8% | 0.57% | -3.7% |
| EAT | Sell | BRINKER INTL INC | $17,794,000 | -23.6% | 558,500 | -8.7% | 0.55% | -23.0% |
| UGI | Buy | UGI CORP NEW | $16,108,000 | +5.0% | 343,752 | +8.5% | 0.50% | +5.9% |
| ES | Sell | EVERSOURCE ENERGY | $15,767,000 | -1.8% | 260,875 | -1.3% | 0.49% | -0.8% |
| FL | Sell | FOOT LOCKER INC | $15,528,000 | -34.2% | 440,900 | -7.9% | 0.48% | -33.7% |
| EQT | Sell | EQT CORP | $15,037,000 | -24.1% | 230,482 | -31.8% | 0.47% | -23.5% |
| BKH | Buy | BLACK HILLS CORP | $14,872,000 | +170.9% | 215,947 | +165.4% | 0.46% | +172.8% |
| SJI | Sell | SOUTH JERSEY INDS INC | $14,733,000 | +0.6% | 426,671 | -0.5% | 0.46% | +1.6% |
| PAGP | Sell | PLAINS GP HLDGS L Psh a rep ltpn | $14,484,000 | -17.8% | 662,255 | -1.7% | 0.45% | -17.2% |
| NWN | Sell | NORTHWEST NAT GAS CO | $14,445,000 | +2.6% | 224,303 | -4.7% | 0.45% | +3.5% |
| EXC | Sell | EXELON CORP | $14,188,000 | -1.1% | 376,631 | -5.3% | 0.44% | -0.2% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $13,001,000 | +11.5% | 262,700 | +0.6% | 0.40% | +12.6% |
| CVX | Sell | CHEVRON CORP NEW | $11,647,000 | +8.4% | 99,125 | -3.7% | 0.36% | +9.4% |
| PFE | Sell | PFIZER INC | $11,504,000 | +4.0% | 322,250 | -2.2% | 0.36% | +5.0% |
| CAT | Sell | CATERPILLAR INC DEL | $11,448,000 | -9.7% | 91,800 | -22.2% | 0.36% | -9.0% |
| KO | Buy | COCA COLA CO | $11,298,000 | +2.9% | 251,000 | +2.6% | 0.35% | +3.9% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS COM | $11,280,000 | -5.0% | 77,751 | +0.7% | 0.35% | -4.1% |
| CSCO | Sell | CISCO SYS INC | $11,150,000 | +2.9% | 331,560 | -4.3% | 0.35% | +3.9% |
| XOM | Sell | EXXON MOBIL CORP | $10,826,000 | -0.0% | 132,060 | -1.5% | 0.34% | +0.9% |
| ABBV | Buy | ABBVIE INC | $10,432,000 | +23.8% | 117,400 | +1.0% | 0.32% | +24.7% |
| AEE | Sell | AMEREN CORP | $9,962,000 | +2.5% | 172,240 | -3.1% | 0.31% | +3.3% |
| BRKL | Buy | BROOKLINE BANCORP INC DEL | $9,610,000 | +7.0% | 620,000 | +0.8% | 0.30% | +8.0% |
| HIFS | Sell | HINGHAM INSTN SVGS MASS | $9,514,000 | +2.5% | 50,000 | -2.0% | 0.30% | +3.5% |
| BA | Sell | BOEING CO | $9,317,000 | -15.5% | 36,650 | -34.3% | 0.29% | -14.7% |
| TELL | New | TELLURIAN INC NEW | $9,144,000 | – | 856,190 | – | 0.28% | – |
| VFC | Buy | V F CORP | $8,862,000 | +11.6% | 139,400 | +1.1% | 0.28% | +12.7% |
| IBKC | Sell | IBERIABANK CORP | $8,626,000 | -3.8% | 105,000 | -4.5% | 0.27% | -3.3% |
| FFIC | Buy | FLUSHING FINL CORP | $8,530,000 | +7.3% | 287,000 | +1.8% | 0.26% | +8.2% |
| HPQ | Buy | HP INC | $8,497,000 | +15.5% | 425,700 | +1.2% | 0.26% | +16.4% |
| FCB | Sell | FCB FINL HLDGS INCcl a | $8,308,000 | -3.3% | 172,000 | -4.4% | 0.26% | -2.7% |
| UPS | Buy | UNITED PARCEL SERVICE INCcl b | $8,178,000 | +9.7% | 68,100 | +1.0% | 0.25% | +10.5% |
| EXTR | Sell | EXTREME NETWORKS INC | $8,076,000 | +28.8% | 679,220 | -0.1% | 0.25% | +29.5% |
| EGBN | Sell | EAGLE BANCORP INC MD | $8,046,000 | -5.9% | 120,000 | -11.1% | 0.25% | -5.3% |
| WAFD | Sell | WASHINGTON FED INC | $7,992,000 | -1.7% | 237,500 | -3.1% | 0.25% | -0.8% |
| BANC | New | BANC OF CALIFORNIA INC | $7,989,000 | – | 385,000 | – | 0.25% | – |
| BRKA | Sell | BERKSHIRE HATHAWAY INC - CL Acl a | $7,967,000 | +0.9% | 29 | -6.5% | 0.25% | +1.6% |
| GE | Buy | GENERAL ELECTRIC CO | $7,949,000 | +21.9% | 328,734 | +36.2% | 0.25% | +23.0% |
| OPB | Buy | OPUS BK IRVINE CALIF | $7,920,000 | +2.3% | 330,000 | +3.1% | 0.24% | +2.9% |
| OCFC | Sell | OCEANFIRST FINL CORP | $7,697,000 | -2.1% | 280,000 | -3.4% | 0.24% | -1.2% |
| BANR | Sell | BANNER CORP | $7,691,000 | -2.8% | 125,500 | -10.4% | 0.24% | -2.1% |
| CPK | Sell | CHESAPEAKE UTILS CORP | $7,368,000 | -3.3% | 94,158 | -7.4% | 0.23% | -2.6% |
| EBSB | Sell | MERIDIAN BANCORP INC MD | $6,994,000 | +6.8% | 375,000 | -3.2% | 0.22% | +8.0% |
| INDB | Sell | INDEPENDENT BANK CORP MASS | $6,719,000 | -16.0% | 90,000 | -25.0% | 0.21% | -15.4% |
| GNBC | Sell | GREEN BANCORP INC | $6,504,000 | +8.1% | 275,000 | -11.3% | 0.20% | +9.2% |
| DCOM | Buy | DIME CMNTY BANCSHARES | $6,450,000 | +19.7% | 300,000 | +9.1% | 0.20% | +20.5% |
| TGT | Buy | TARGET CORP | $6,467,000 | +14.0% | 109,600 | +1.0% | 0.20% | +14.9% |
| CSTR | Sell | CAPSTAR FINL HLDGS INC | $6,315,000 | +0.6% | 322,500 | -8.9% | 0.20% | +1.6% |
| CNOB | Buy | CONNECTONE BANCORP INC NEW | $6,150,000 | +11.3% | 250,000 | +2.0% | 0.19% | +12.4% |
| LNT | Buy | ALLIANT ENERGY CORP | $6,132,000 | +7.5% | 147,508 | +3.9% | 0.19% | +8.6% |
| AF | Sell | ASTORIA FINL CORP | $5,590,000 | +0.9% | 260,000 | -5.5% | 0.17% | +1.8% |
| PACW | Sell | PACWEST BANCORP DEL | $5,506,000 | +0.8% | 109,000 | -6.8% | 0.17% | +1.8% |
| KRNY | Sell | KEARNY FINL CORP MD | $5,219,000 | -9.9% | 340,000 | -12.8% | 0.16% | -9.0% |
| FBNK | Sell | FIRST CONN BANCORP INC MD | $5,016,000 | -4.6% | 187,500 | -8.5% | 0.16% | -4.3% |
| WTFC | Sell | WINTRUST FINL CORP | $4,542,000 | -7.2% | 58,000 | -9.4% | 0.14% | -6.0% |
| PFS | Sell | PROVIDENT FINL SVCS INC | $4,547,000 | -2.1% | 170,500 | -6.8% | 0.14% | -1.4% |
| AQN | Sell | ALGONQUIN PWR UTILS CORP | $4,351,000 | -24.1% | 411,664 | -24.4% | 0.14% | -23.3% |
| AGR | Sell | AVANGRID INC | $4,277,000 | -9.2% | 90,200 | -15.5% | 0.13% | -8.3% |
| PG | Buy | PROCTER AND GAMBLE CO | $4,062,000 | +49.9% | 44,650 | +43.6% | 0.13% | +51.8% |
| UBNK | Sell | UNITED FINL BANCORP INC NEW | $4,024,000 | +7.2% | 220,000 | -2.2% | 0.12% | +8.7% |
| BNCL | Sell | BENEFICIAL BANCORP INC | $3,694,000 | +7.1% | 222,500 | -3.3% | 0.11% | +7.5% |
| MSBI | Sell | MIDLAND STS BANCORP INC ILL | $3,643,000 | -26.1% | 115,000 | -21.8% | 0.11% | -25.2% |
| CSBK | Sell | CLIFTON BANCORP INC | $3,344,000 | -12.0% | 200,000 | -13.0% | 0.10% | -11.1% |
| CASH | Sell | META FINL GROUP INC | $3,371,000 | -28.5% | 43,000 | -18.9% | 0.10% | -28.3% |
| UTL | Sell | UNITIL CORP | $3,141,000 | -0.7% | 63,498 | -3.1% | 0.10% | 0.0% |
| MGEE | Sell | MGE ENERGY INC | $3,112,000 | -0.6% | 48,179 | -1.0% | 0.10% | 0.0% |
| WAL | Sell | WESTERN ALLIANCE BANCORP | $3,026,000 | +4.2% | 57,000 | -3.4% | 0.09% | +5.6% |
| MCD | Sell | MCDONALDS CORP | $2,969,000 | -40.4% | 18,950 | -41.7% | 0.09% | -39.9% |
| TROW | Buy | PRICE T ROWE GROUP INC | $2,710,000 | +26.8% | 29,900 | +3.8% | 0.08% | +27.3% |
| BBY | Buy | BEST BUY INC | $2,626,000 | +3.2% | 46,100 | +3.8% | 0.08% | +3.8% |
| FBP | Sell | FIRST BANCORP P R | $2,560,000 | -51.7% | 500,000 | -45.4% | 0.08% | -51.5% |
| VAR | Buy | VARIAN MED SYS INC | $2,552,000 | +0.6% | 25,500 | +3.7% | 0.08% | +1.3% |
| KLAC | Buy | KLA-TENCOR CORP | $2,543,000 | +20.8% | 23,993 | +4.3% | 0.08% | +21.5% |
| GPS | Buy | GAP INC DEL | $2,560,000 | +39.4% | 86,700 | +3.8% | 0.08% | +41.1% |
| LEA | Buy | LEAR CORP | $2,510,000 | +27.1% | 14,500 | +4.3% | 0.08% | +27.9% |
| INTC | New | INTEL CORP | $2,511,000 | – | 65,947 | – | 0.08% | – |
| LMT | Buy | LOCKHEED MARTIN CORP | $2,451,000 | +16.2% | 7,900 | +3.9% | 0.08% | +16.9% |
| GILD | Buy | GILEAD SCIENCES INC | $2,455,000 | +19.2% | 30,300 | +4.1% | 0.08% | +20.6% |
| AMP | Buy | AMERIPRISE FINL INC | $2,465,000 | +21.0% | 16,600 | +3.8% | 0.08% | +20.6% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE CO COM | $2,429,000 | -11.0% | 165,146 | +0.4% | 0.08% | -10.7% |
| HOPE | Sell | HOPE BANCORP INC | $2,391,000 | -11.6% | 135,000 | -6.9% | 0.07% | -10.8% |
| BIIB | Buy | BIOGEN INC | $2,348,000 | +20.2% | 7,500 | +4.2% | 0.07% | +21.7% |
| DE | Buy | DEERE & CO | $2,349,000 | +5.6% | 18,700 | +3.9% | 0.07% | +7.4% |
| AAPL | Buy | APPLE INC | $2,366,000 | +11.4% | 15,350 | +4.1% | 0.07% | +12.3% |
| CMI | Buy | CUMMINS INC | $2,336,000 | +7.5% | 13,900 | +3.7% | 0.07% | +7.5% |
| JBHT | Buy | HUNT J B TRANS SVCS INC | $2,288,000 | +26.5% | 20,600 | +4.0% | 0.07% | +26.8% |
| SWKS | Buy | SKYWORKS SOLUTIONS INC | $2,252,000 | +10.7% | 22,100 | +4.2% | 0.07% | +11.1% |
| YUM | Buy | YUM BRANDS INC | $2,238,000 | +3.9% | 30,400 | +4.1% | 0.07% | +4.5% |
| MCK | Buy | MCKESSON CORP | $2,197,000 | -3.3% | 14,300 | +3.6% | 0.07% | -2.9% |
| DG | Buy | DOLLAR GEN CORP NEW | $2,180,000 | +16.8% | 26,900 | +3.9% | 0.07% | +19.3% |
| APD | Buy | AIR PRODS & CHEMS INC | $2,208,000 | +10.2% | 14,600 | +4.3% | 0.07% | +9.7% |
| UNP | Buy | UNION PAC CORP | $2,180,000 | +10.6% | 18,800 | +3.9% | 0.07% | +11.5% |
| COH | Buy | COACH INC | $2,175,000 | -11.7% | 54,000 | +3.8% | 0.07% | -11.8% |
| DRI | Buy | DARDEN RESTAURANTS INC | $2,166,000 | -9.6% | 27,500 | +3.8% | 0.07% | -9.5% |
| JWN | Buy | NORDSTROM INC | $2,141,000 | +2.4% | 45,400 | +3.9% | 0.07% | +3.1% |
| LUV | Buy | SOUTHWEST AIRLS CO | $2,138,000 | -6.5% | 38,200 | +3.8% | 0.07% | -5.7% |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $2,132,000 | -1.9% | 44,900 | +3.9% | 0.07% | -1.5% |
| QTWO | Buy | Q2 HLDGS INC | $2,083,000 | +125.4% | 50,000 | +100.0% | 0.06% | +132.1% |
| FNB | Sell | FNB CORP PA | $2,034,000 | -31.6% | 145,000 | -31.0% | 0.06% | -30.8% |
| DAL | Buy | DELTA AIR LINES INC DEL | $2,025,000 | -6.9% | 42,000 | +3.7% | 0.06% | -6.0% |
| PCMI | Sell | PCM INC | $1,982,000 | -27.1% | 141,600 | -2.3% | 0.06% | -27.4% |
| HCA | Buy | HCA HEALTHCARE INC | $1,942,000 | -5.2% | 24,400 | +3.8% | 0.06% | -4.8% |
| WU | Buy | WESTERN UN CO | $1,949,000 | +4.6% | 101,500 | +3.8% | 0.06% | +5.3% |
| DIS | Buy | DISNEY WALT CO | $1,824,000 | -4.1% | 18,500 | +3.4% | 0.06% | -1.7% |
| ABC | Buy | AMERISOURCEBERGEN CORP | $1,837,000 | -9.2% | 22,200 | +3.7% | 0.06% | -8.1% |
| CBS | Buy | CBS CORP NEWcl b | $1,844,000 | -5.8% | 31,800 | +3.6% | 0.06% | -5.0% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $1,823,000 | -12.2% | 87,700 | +3.9% | 0.06% | -12.5% |
| OMC | Buy | OMNICOM GROUP INC | $1,763,000 | -7.1% | 23,800 | +3.9% | 0.06% | -5.2% |
| GNTY | Buy | GUARANTY BANCSHARES INC TEX | $1,759,000 | +22.3% | 55,000 | +22.2% | 0.06% | +25.0% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $1,763,000 | +15.9% | 12,488 | -0.3% | 0.06% | +17.0% |
| CAH | Buy | CARDINAL HEALTH INC | $1,740,000 | -10.7% | 26,000 | +4.0% | 0.05% | -10.0% |
| V | Sell | VISA INCcl a | $1,736,000 | +8.9% | 16,500 | -2.9% | 0.05% | +10.2% |
| HOG | Buy | HARLEY DAVIDSON INC | $1,716,000 | -7.4% | 35,600 | +3.8% | 0.05% | -7.0% |
| UAL | Buy | UNITED CONTL HLDGS INC | $1,717,000 | -16.1% | 28,200 | +3.7% | 0.05% | -15.9% |
| PYPL | Sell | PAYPAL HLDGS INC | $1,665,000 | -11.3% | 26,000 | -25.7% | 0.05% | -10.3% |
| RGCO | Sell | RGC RES INC | $1,656,000 | -1.3% | 57,949 | -2.1% | 0.05% | -1.9% |
| AZO | Buy | AUTOZONE INC | $1,607,000 | +8.4% | 2,700 | +3.8% | 0.05% | +8.7% |
| ALK | Buy | ALASKA AIR GROUP INC | $1,586,000 | -11.6% | 20,800 | +4.0% | 0.05% | -10.9% |
| WSFS | Sell | WSFS FINL CORP | $1,560,000 | -26.0% | 32,000 | -31.2% | 0.05% | -26.2% |
| MCO | Sell | MOODYS CORP | $1,531,000 | +9.4% | 11,000 | -4.3% | 0.05% | +9.3% |
| LB | Buy | L BRANDS INC | $1,436,000 | -19.7% | 34,500 | +3.9% | 0.04% | -18.2% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $1,423,000 | +3.4% | 6,000 | -3.2% | 0.04% | +4.8% |
| GPN | Sell | GLOBAL PMTS INC | $1,425,000 | -7.2% | 15,000 | -11.8% | 0.04% | -6.4% |
| AXP | New | AMERICAN EXPRESS CO | $1,357,000 | – | 15,000 | – | 0.04% | – |
| PNC | Buy | PNC FINL SVCS GROUP INC | $1,280,000 | +13.9% | 9,500 | +5.6% | 0.04% | +14.3% |
| KR | Buy | KROGER CO | $1,236,000 | -10.6% | 61,600 | +3.9% | 0.04% | -11.6% |
| STI | Sell | SUNTRUST BKS INC | $956,000 | -15.7% | 16,000 | -20.0% | 0.03% | -14.3% |
| USB | Sell | US BANCORP DEL | $965,000 | -7.0% | 18,000 | -10.0% | 0.03% | -6.2% |
| FITB | Sell | FIFTH THIRD BANCORP | $979,000 | -5.7% | 35,000 | -12.5% | 0.03% | -6.2% |
| WFC | Sell | WELLS FARGO CO NEW | $938,000 | -26.4% | 17,000 | -26.1% | 0.03% | -25.6% |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $896,000 | – | 7,000 | – | 0.03% | – |
| FRC | Sell | FIRST REP BK SAN FRANCISCO CAL COM | $836,000 | -35.7% | 8,000 | -38.5% | 0.03% | -35.0% |
| AGO | Sell | ASSURED GUARANTY LTD | $755,000 | -39.7% | 20,000 | -33.3% | 0.02% | -39.5% |
| EWBC | Sell | EAST WEST BANCORP INC | $717,000 | -38.8% | 12,000 | -40.0% | 0.02% | -38.9% |
| MFGP | New | MICRO FOCUS INTERNATIONAL PLC SPON ADR NEWspon adr new | $704,000 | – | 22,054 | – | 0.02% | – |
| CFG | Sell | CITIZENS FINL GROUP INC | $720,000 | +0.8% | 19,000 | -5.0% | 0.02% | 0.0% |
| COF | Buy | CAPITAL ONE FINL CORP | $593,000 | +19.6% | 7,000 | +16.7% | 0.02% | +20.0% |
| SCHW | New | SCHWAB CHARLES CORP NEW | $547,000 | – | 12,500 | – | 0.02% | – |
| BHF | New | BRIGHTHOUSE FINL INC | $549,000 | – | 9,027 | – | 0.02% | – |
| SQ | New | SQUARE INCcl a | $432,000 | – | 15,000 | – | 0.01% | – |
| UCBI | Sell | UNITED CMNTY BKS BLAIRSVLE GA COM | $428,000 | -38.4% | 15,000 | -40.0% | 0.01% | -38.1% |
| TSS | New | TOTAL SYS SVCS INC | $393,000 | – | 6,000 | – | 0.01% | – |
| CNIG | Sell | CORNING NAT GAS HLDG CORP | $367,000 | -23.4% | 19,749 | -19.0% | 0.01% | -26.7% |
| ASX | Buy | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $65,000 | +1.6% | 10,598 | +4.6% | 0.00% | 0.0% |
| GUID | Exit | GUIDANCE SOFTWARE INC | $0 | – | -10,094 | – | -0.00% | – |
| JASO | Exit | JA SOLAR HOLDINGS CO LTDspon adr rep5ord | $0 | – | -10,078 | – | -0.00% | – |
| AUOTY | Exit | AU OPTRONICS CORPsponsored adr | $0 | – | -16,428 | – | -0.00% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -6,000 | – | -0.01% | – |
| CMA | Exit | COMERICA INC | $0 | – | -5,000 | – | -0.01% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -30,000 | – | -0.01% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -8,600 | – | -0.02% | – |
| EGAS | Exit | GAS NAT INC | $0 | – | -62,218 | – | -0.02% | – |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -17,500 | – | -0.03% | – |
| DGAS | Exit | DELTA NAT GAS INC | $0 | – | -57,954 | – | -0.05% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -21,500 | – | -0.07% | – |
| STS | Exit | SUPREME INDS INCcl a | $0 | – | -203,800 | – | -0.10% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LNG | New | CHENIERE ENERGY INC | $73,183,000 | – | 1,502,417 | – | 2.25% | – |
| KMI | New | KINDER MORGAN INC DEL | $73,078,000 | – | 3,814,101 | – | 2.25% | – |
| ENB | New | ENBRIDGE INC | $72,883,000 | – | 1,830,765 | – | 2.24% | – |
| TRP | New | TRANSCANADA CORP | $72,332,000 | – | 1,517,353 | – | 2.22% | – |
| ATO | New | ATMOS ENERGY CORP | $71,012,000 | – | 856,086 | – | 2.18% | – |
| SRE | New | SEMPRA ENERGY | $70,654,000 | – | 626,640 | – | 2.17% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $70,129,000 | – | 1,116,345 | – | 2.16% | – |
| D | New | DOMINION ENERGY INC | $69,978,000 | – | 913,196 | – | 2.15% | – |
| PCG | New | PG&E CORP | $68,749,000 | – | 1,035,849 | – | 2.11% | – |
| SO | New | SOUTHERN CO | $55,206,000 | – | 1,153,000 | – | 1.70% | – |
| BCO | New | BRINKS CO | $51,011,000 | – | 761,365 | – | 1.57% | – |
| WEC | New | WEC ENERGY GROUP INC | $48,327,000 | – | 787,340 | – | 1.49% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $47,637,000 | – | 265,300 | – | 1.46% | – |
| MDU | New | MDU RES GROUP INC | $46,801,000 | – | 1,786,307 | – | 1.44% | – |
| TTMI | New | TTM TECHNOLOGIES INC | $43,565,000 | – | 2,509,500 | – | 1.34% | – |
| UNM | New | UNUM GROUP | $43,413,000 | – | 931,000 | – | 1.34% | – |
| THO | New | THOR INDS INC | $43,407,000 | – | 415,300 | – | 1.34% | – |
| CDW | New | CDW CORP | $41,993,000 | – | 671,572 | – | 1.29% | – |
| SANM | New | SANMINA CORPORATION | $41,493,000 | – | 1,089,063 | – | 1.28% | – |
| PKG | New | PACKAGING CORP AMER | $40,657,000 | – | 365,000 | – | 1.25% | – |
| KMT | New | KENNAMETAL INC | $39,804,000 | – | 1,063,700 | – | 1.22% | – |
| BERY | New | BERRY GLOBAL GROUP INC | $39,240,000 | – | 688,300 | – | 1.21% | – |
| NI | New | NISOURCE INC | $38,985,000 | – | 1,537,281 | – | 1.20% | – |
| NCR | New | NCR CORP NEW | $38,565,000 | – | 944,300 | – | 1.19% | – |
| CACI | New | CACI INTL INC | $38,487,000 | – | 307,769 | – | 1.18% | – |
| ON | New | ON SEMICONDUCTOR CORP | $36,229,000 | – | 2,580,400 | – | 1.11% | – |
| FTS | New | FORTIS INC | $36,144,000 | – | 1,028,289 | – | 1.11% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $35,420,000 | – | 1,350,368 | – | 1.09% | – |
| SNX | New | SYNNEX CORP | $35,232,000 | – | 293,700 | – | 1.08% | – |
| CR | New | CRANE CO | $35,149,000 | – | 442,800 | – | 1.08% | – |
| UNF | New | UNIFIRST CORP MASS | $34,588,000 | – | 245,831 | – | 1.06% | – |
| SAIC | New | SCIENCE APPLICATNS INTL CP NEW COM | $33,568,000 | – | 483,556 | – | 1.03% | – |
| ED | New | CONSOLIDATED EDISON INC | $33,438,000 | – | 413,736 | – | 1.03% | – |
| ARMK | New | ARAMARK | $33,149,000 | – | 808,900 | – | 1.02% | – |
| EME | New | EMCOR GROUP INC | $32,566,000 | – | 498,100 | – | 1.00% | – |
| PVH | New | PVH CORP | $32,232,000 | – | 281,500 | – | 0.99% | – |
| CMS | New | CMS ENERGY CORP | $32,167,000 | – | 695,498 | – | 0.99% | – |
| WOR | New | WORTHINGTON INDS INC | $32,176,000 | – | 640,700 | – | 0.99% | – |
| DUK | New | DUKE ENERGY CORP NEW | $31,445,000 | – | 376,187 | – | 0.97% | – |
| CBT | New | CABOT CORP | $30,861,000 | – | 577,589 | – | 0.95% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $29,995,000 | – | 697,390 | – | 0.92% | – |
| OGS | New | ONE GAS INC | $29,940,000 | – | 428,875 | – | 0.92% | – |
| DTE | New | DTE ENERGY CO | $28,855,000 | – | 272,754 | – | 0.89% | – |
| CAKE | New | CHEESECAKE FACTORY INC | $28,480,000 | – | 566,200 | – | 0.88% | – |
| WGL | New | WGL HLDGS INC | $28,078,000 | – | 336,542 | – | 0.86% | – |
| CNP | New | CENTERPOINT ENERGY INC | $25,628,000 | – | 936,028 | – | 0.79% | – |
| SWX | New | SOUTHWEST GAS HOLDINGS INC | $25,616,000 | – | 350,617 | – | 0.79% | – |
| SR | New | SPIRE INC | $24,098,000 | – | 345,491 | – | 0.74% | – |
| FL | New | FOOT LOCKER INC | $23,600,000 | – | 478,900 | – | 0.73% | – |
| EAT | New | BRINKER INTL INC | $23,302,000 | – | 611,600 | – | 0.72% | – |
| XEL | New | XCEL ENERGY INC | $21,353,000 | – | 465,399 | – | 0.66% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $20,813,000 | – | 372,724 | – | 0.64% | – |
| VVC | New | VECTREN CORP | $19,941,000 | – | 341,228 | – | 0.61% | – |
| EQT | New | EQT CORP | $19,808,000 | – | 338,082 | – | 0.61% | – |
| NJR | New | NEW JERSEY RES | $19,585,000 | – | 493,334 | – | 0.60% | – |
| PPL | New | PPL CORP | $19,130,000 | – | 494,819 | – | 0.59% | – |
| PAGP | New | PLAINS GP HLDGS L Psh a rep ltpn | $17,625,000 | – | 673,755 | – | 0.54% | – |
| URBN | New | URBAN OUTFITTERS INC | $16,692,000 | – | 900,300 | – | 0.51% | – |
| ES | New | EVERSOURCE ENERGY | $16,050,000 | – | 264,375 | – | 0.49% | – |
| UGI | New | UGI CORP NEW | $15,334,000 | – | 316,752 | – | 0.47% | – |
| SJI | New | SOUTH JERSEY INDS INC | $14,648,000 | – | 428,671 | – | 0.45% | – |
| EXC | New | EXELON CORP | $14,343,000 | – | 397,631 | – | 0.44% | – |
| NWN | New | NORTHWEST NAT GAS CO | $14,083,000 | – | 235,303 | – | 0.43% | – |
| CAT | New | CATERPILLAR INC DEL | $12,680,000 | – | 118,000 | – | 0.39% | – |
| SCG | New | SCANA CORP NEW | $11,892,000 | – | 177,466 | – | 0.37% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS COM | $11,873,000 | – | 77,181 | – | 0.36% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $11,658,000 | – | 261,050 | – | 0.36% | – |
| PFE | New | PFIZER INC | $11,063,000 | – | 329,350 | – | 0.34% | – |
| BA | New | BOEING CO | $11,025,000 | – | 55,750 | – | 0.34% | – |
| KO | New | COCA COLA CO | $10,975,000 | – | 244,700 | – | 0.34% | – |
| CSCO | New | CISCO SYS INC | $10,840,000 | – | 346,310 | – | 0.33% | – |
| XOM | New | EXXON MOBIL CORP | $10,827,000 | – | 134,110 | – | 0.33% | – |
| CVX | New | CHEVRON CORP NEW | $10,743,000 | – | 102,975 | – | 0.33% | – |
| AEE | New | AMEREN CORP | $9,717,000 | – | 177,740 | – | 0.30% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $9,278,000 | – | 51,000 | – | 0.28% | – |
| IBKC | New | IBERIABANK CORP | $8,965,000 | – | 110,000 | – | 0.28% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $8,979,000 | – | 615,000 | – | 0.28% | – |
| FCB | New | FCB FINL HLDGS INCcl a | $8,595,000 | – | 180,000 | – | 0.26% | – |
| EGBN | New | EAGLE BANCORP INC MD | $8,546,000 | – | 135,000 | – | 0.26% | – |
| ABBV | New | ABBVIE INC | $8,426,000 | – | 116,200 | – | 0.26% | – |
| WAFD | New | WASHINGTON FED INC | $8,134,000 | – | 245,000 | – | 0.25% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $7,998,000 | – | 120,000 | – | 0.25% | – |
| VFC | New | V F CORP | $7,943,000 | – | 137,900 | – | 0.24% | – |
| FFIC | New | FLUSHING FINL CORP | $7,950,000 | – | 282,000 | – | 0.24% | – |
| BANR | New | BANNER CORP | $7,911,000 | – | 140,000 | – | 0.24% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC - CL Acl a | $7,896,000 | – | 31 | – | 0.24% | – |
| OCFC | New | OCEANFIRST FINL CORP | $7,865,000 | – | 290,000 | – | 0.24% | – |
| OPB | New | OPUS BK IRVINE CALIF | $7,744,000 | – | 320,000 | – | 0.24% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $7,619,000 | – | 101,658 | – | 0.23% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $7,454,000 | – | 67,400 | – | 0.23% | – |
| HPQ | New | HP INC | $7,356,000 | – | 420,800 | – | 0.23% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $6,549,000 | – | 387,500 | – | 0.20% | – |
| GE | New | GENERAL ELECTRIC CO | $6,520,000 | – | 241,384 | – | 0.20% | – |
| LVS | New | LAS VEGAS SANDS CORP | $6,383,000 | – | 99,900 | – | 0.20% | – |
| CSTR | New | CAPSTAR FINL HLDGS INC | $6,280,000 | – | 353,984 | – | 0.19% | – |
| EXTR | New | EXTREME NETWORKS INC | $6,268,000 | – | 679,775 | – | 0.19% | – |
| KEM | New | KEMET CORP | $6,166,000 | – | 481,700 | – | 0.19% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $6,054,000 | – | 177,600 | – | 0.19% | – |
| GNBC | New | GREEN BANCORP INC | $6,014,000 | – | 310,000 | – | 0.18% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $5,947,000 | – | 128,200 | – | 0.18% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $5,821,000 | – | 202,600 | – | 0.18% | – |
| KRNY | New | KEARNY FINL CORP MD | $5,792,000 | – | 390,000 | – | 0.18% | – |
| AQN | New | ALGONQUIN PWR UTILS CORP | $5,736,000 | – | 544,200 | – | 0.18% | – |
| PM | New | PHILIP MORRIS INTL INC | $5,685,000 | – | 48,400 | – | 0.18% | – |
| LNT | New | ALLIANT ENERGY CORP | $5,704,000 | – | 142,008 | – | 0.18% | – |
| TRI | New | THOMSON REUTERS CORP | $5,652,000 | – | 122,100 | – | 0.17% | – |
| TGT | New | TARGET CORP | $5,673,000 | – | 108,500 | – | 0.17% | – |
| STRL | New | STERLING CONSTRUCTION CO INC COM | $5,611,000 | – | 429,300 | – | 0.17% | – |
| IP | New | INTL PAPER CO | $5,610,000 | – | 99,100 | – | 0.17% | – |
| XBKS | New | XENITH BANKSHARES INC NEW | $5,591,000 | – | 180,000 | – | 0.17% | – |
| ETN | New | EATON CORP PLC | $5,604,000 | – | 72,000 | – | 0.17% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $5,525,000 | – | 245,000 | – | 0.17% | – |
| PSX | New | PHILLIPS 66 | $5,524,000 | – | 66,800 | – | 0.17% | – |
| AF | New | ASTORIA FINL CORP | $5,541,000 | – | 275,000 | – | 0.17% | – |
| BKH | New | BLACK HILLS CORP | $5,489,000 | – | 81,359 | – | 0.17% | – |
| MET | New | METLIFE INC | $5,456,000 | – | 99,300 | – | 0.17% | – |
| PACW | New | PACWEST BANCORP DEL | $5,464,000 | – | 117,000 | – | 0.17% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $5,407,000 | – | 125,400 | – | 0.17% | – |
| DCOM | New | DIME CMNTY BANCSHARES | $5,390,000 | – | 275,000 | – | 0.17% | – |
| BP | New | BP PLC | $5,392,000 | – | 155,600 | – | 0.17% | – |
| MFC | New | MANULIFE FINL CORP | $5,373,000 | – | 286,400 | – | 0.16% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspon adr a | $5,362,000 | – | 100,800 | – | 0.16% | – |
| BCE | New | BCE INC | $5,288,000 | – | 117,400 | – | 0.16% | – |
| RIO | New | RIO TINTO PLCsponsored adr | $5,289,000 | – | 125,000 | – | 0.16% | – |
| FBP | New | FIRST BANCORP P R | $5,298,000 | – | 915,000 | – | 0.16% | – |
| FBNK | New | FIRST CONN BANCORP INC MD | $5,258,000 | – | 205,000 | – | 0.16% | – |
| VLO | New | VALERO ENERGY CORP NEW | $5,270,000 | – | 78,115 | – | 0.16% | – |
| XPO | New | XPO LOGISTICS INC | $5,235,000 | – | 81,000 | – | 0.16% | – |
| MO | New | ALTRIA GROUP INC | $5,213,000 | – | 70,000 | – | 0.16% | – |
| KRO | New | KRONOS WORLDWIDE INC | $5,196,000 | – | 285,200 | – | 0.16% | – |
| TTE | New | TOTAL S Asponsored adr | $5,142,000 | – | 103,700 | – | 0.16% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $5,127,000 | – | 70,700 | – | 0.16% | – |
| EMR | New | EMERSON ELEC CO | $5,139,000 | – | 86,200 | – | 0.16% | – |
| BNS | New | BANK N S HALIFAX | $5,111,000 | – | 85,000 | – | 0.16% | – |
| LUMN | New | CENTURYLINK INC | $5,065,000 | – | 212,100 | – | 0.16% | – |
| QCOM | New | QUALCOMM INC | $5,031,000 | – | 91,100 | – | 0.16% | – |
| TNET | New | TRINET GROUP INC | $5,049,000 | – | 154,200 | – | 0.16% | – |
| SGMS | New | SCIENTIFIC GAMES CORPcl a | $5,029,000 | – | 192,700 | – | 0.16% | – |
| BMO | New | BANK MONTREAL QUE | $5,009,000 | – | 68,200 | – | 0.15% | – |
| TD | New | TORONTO DOMINION BK ONT | $4,967,000 | – | 98,600 | – | 0.15% | – |
| NWE | New | NORTHWESTERN CORP | $4,967,000 | – | 81,398 | – | 0.15% | – |
| MCD | New | MCDONALDS CORP | $4,978,000 | – | 32,500 | – | 0.15% | – |
| STO | New | STATOIL ASAsponsored adr | $4,949,000 | – | 299,400 | – | 0.15% | – |
| GM | New | GENERAL MTRS CO | $4,936,000 | – | 141,300 | – | 0.15% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $4,927,000 | – | 147,000 | – | 0.15% | – |
| CHL | New | CHINA MOBILE LIMITEDsponsored adr | $4,927,000 | – | 92,800 | – | 0.15% | – |
| WTFC | New | WINTRUST FINL CORP | $4,892,000 | – | 64,000 | – | 0.15% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTD SPONSORED ADRsponsored adr | $4,893,000 | – | 147,300 | – | 0.15% | – |
| SU | New | SUNCOR ENERGY INC NEW | $4,833,000 | – | 165,500 | – | 0.15% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $4,811,000 | – | 80,360 | – | 0.15% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N V SHS - A - | $4,760,000 | – | 56,400 | – | 0.15% | – |
| CASH | New | META FINL GROUP INC | $4,717,000 | – | 53,000 | – | 0.14% | – |
| AGR | New | AVANGRID INC | $4,711,000 | – | 106,700 | – | 0.14% | – |
| GIS | New | GENERAL MLS INC | $4,703,000 | – | 84,900 | – | 0.14% | – |
| F | New | FORD MTR CO DEL | $4,678,000 | – | 418,045 | – | 0.14% | – |
| T | New | AT&T INC | $4,643,000 | – | 123,060 | – | 0.14% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $4,645,000 | – | 183,000 | – | 0.14% | – |
| ARCO | New | ARCOS DORADOS HOLDINGS INC | $4,580,000 | – | 614,800 | – | 0.14% | – |
| CC | New | CHEMOURS CO | $4,569,000 | – | 120,500 | – | 0.14% | – |
| ATGE | New | ADTALEM GLOBAL ED INC | $4,531,000 | – | 119,400 | – | 0.14% | – |
| WLDN | New | WILLDAN GROUP INC | $4,381,000 | – | 143,400 | – | 0.14% | – |
| SWIR | New | SIERRA WIRELESS INC | $4,336,000 | – | 154,300 | – | 0.13% | – |
| AVA | New | AVISTA CORP | $4,185,000 | – | 98,572 | – | 0.13% | – |
| MTOR | New | MERITOR INC | $4,051,000 | – | 243,900 | – | 0.12% | – |
| WGO | New | WINNEBAGO INDS INC | $4,022,000 | – | 114,900 | – | 0.12% | – |
| TROX | New | TRONOX LTD | $4,049,000 | – | 267,800 | – | 0.12% | – |
| SPXC | New | SPX CORP | $3,897,000 | – | 154,900 | – | 0.12% | – |
| OSK | New | OSHKOSH CORP | $3,905,000 | – | 56,700 | – | 0.12% | – |
| SKYW | New | SKYWEST INC | $3,822,000 | – | 108,900 | – | 0.12% | – |
| PAH | New | PLATFORM SPECIALTY PRODS CORP COM | $3,824,000 | – | 301,600 | – | 0.12% | – |
| UNVR | New | UNIVAR INC | $3,822,000 | – | 130,900 | – | 0.12% | – |
| CSBK | New | CLIFTON BANCORP INC | $3,802,000 | – | 230,000 | – | 0.12% | – |
| TSE | New | TRINSEO S A | $3,792,000 | – | 55,200 | – | 0.12% | – |
| LRN | New | K12 INC | $3,788,000 | – | 211,400 | – | 0.12% | – |
| ET | New | ENERGY TRANSFER EQUITY L P | $3,745,000 | – | 208,500 | – | 0.12% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $3,755,000 | – | 225,000 | – | 0.12% | – |
| TPC | New | TUTOR PERINI CORP | $3,700,000 | – | 128,700 | – | 0.11% | – |
| LNC | New | LINCOLN NATL CORP IND | $3,683,000 | – | 54,500 | – | 0.11% | – |
| GEF | New | GREIF INCcl a | $3,687,000 | – | 66,100 | – | 0.11% | – |
| STLD | New | STEEL DYNAMICS INC | $3,678,000 | – | 102,700 | – | 0.11% | – |
| CENT | New | CENTRAL GARDEN & PET CO | $3,669,000 | – | 115,400 | – | 0.11% | – |
| CMCO | New | COLUMBUS MCKINNON CORP N Y | $3,658,000 | – | 143,900 | – | 0.11% | – |
| S | New | SPRINT CORP | $3,597,000 | – | 438,100 | – | 0.11% | – |
| DXPE | New | DXP ENTERPRISES INC NEW | $3,540,000 | – | 102,600 | – | 0.11% | – |
| TWI | New | TITAN INTL INC ILL | $3,497,000 | – | 291,200 | – | 0.11% | – |
| ACCO | New | ACCO BRANDS CORP | $3,498,000 | – | 300,300 | – | 0.11% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $3,491,000 | – | 87,300 | – | 0.11% | – |
| BNCL | New | BENEFICIAL BANCORP INC | $3,450,000 | – | 230,000 | – | 0.11% | – |
| MDR | New | MCDERMOTT INTL INC | $3,449,000 | – | 481,100 | – | 0.11% | – |
| PATK | New | PATRICK INDS INC | $3,409,000 | – | 46,800 | – | 0.10% | – |
| STS | New | SUPREME INDS INCcl a | $3,353,000 | – | 203,800 | – | 0.10% | – |
| UTL | New | UNITIL CORP | $3,164,000 | – | 65,498 | – | 0.10% | – |
| VRTV | New | VERITIV CORP | $3,119,000 | – | 69,300 | – | 0.10% | – |
| MGEE | New | MGE ENERGY INC | $3,132,000 | – | 48,679 | – | 0.10% | – |
| ZEUS | New | OLYMPIC STEEL INC | $3,008,000 | – | 154,400 | – | 0.09% | – |
| FNB | New | FNB CORP PA | $2,974,000 | – | 210,000 | – | 0.09% | – |
| FCX | New | FREEPORT-MCMORAN INCcl b | $2,915,000 | – | 242,700 | – | 0.09% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $2,903,000 | – | 59,000 | – | 0.09% | – |
| AKS | New | AK STL HLDG CORP | $2,905,000 | – | 442,200 | – | 0.09% | – |
| CZZ | New | COSAN LTD | $2,771,000 | – | 432,300 | – | 0.08% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE CO COM | $2,728,000 | – | 164,445 | – | 0.08% | – |
| PCMI | New | PCM INC | $2,717,000 | – | 144,902 | – | 0.08% | – |
| HOPE | New | HOPE BANCORP INC | $2,704,000 | – | 145,000 | – | 0.08% | – |
| PG | New | PROCTER AND GAMBLE CO | $2,710,000 | – | 31,100 | – | 0.08% | – |
| BBY | New | BEST BUY INC | $2,545,000 | – | 44,400 | – | 0.08% | – |
| VAR | New | VARIAN MED SYS INC | $2,538,000 | – | 24,600 | – | 0.08% | – |
| COH | New | COACH INC | $2,462,000 | – | 52,000 | – | 0.08% | – |
| DRI | New | DARDEN RESTAURANTS INC | $2,397,000 | – | 26,500 | – | 0.07% | – |
| MCK | New | MCKESSON CORP | $2,271,000 | – | 13,800 | – | 0.07% | – |
| LUV | New | SOUTHWEST AIRLS CO | $2,287,000 | – | 36,800 | – | 0.07% | – |
| COL | New | ROCKWELL COLLINS INC | $2,259,000 | – | 21,500 | – | 0.07% | – |
| DE | New | DEERE & CO | $2,225,000 | – | 18,000 | – | 0.07% | – |
| CMI | New | CUMMINS INC | $2,174,000 | – | 13,400 | – | 0.07% | – |
| DAL | New | DELTA AIR LINES INC DEL | $2,176,000 | – | 40,500 | – | 0.07% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $2,174,000 | – | 43,200 | – | 0.07% | – |
| YUM | New | YUM BRANDS INC | $2,154,000 | – | 29,200 | – | 0.07% | – |
| TROW | New | PRICE T ROWE GROUP INC | $2,137,000 | – | 28,800 | – | 0.07% | – |
| WSFS | New | WSFS FINL CORP | $2,109,000 | – | 46,500 | – | 0.06% | – |
| AAPL | New | APPLE INC | $2,124,000 | – | 14,750 | – | 0.06% | – |
| LMT | New | LOCKHEED MARTIN CORP | $2,110,000 | – | 7,600 | – | 0.06% | – |
| KLAC | New | KLA-TENCOR CORP | $2,106,000 | – | 23,012 | – | 0.06% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $2,076,000 | – | 84,400 | – | 0.06% | – |
| JWN | New | NORDSTROM INC | $2,090,000 | – | 43,700 | – | 0.06% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $2,034,000 | – | 21,200 | – | 0.06% | – |
| GILD | New | GILEAD SCIENCES INC | $2,060,000 | – | 29,100 | – | 0.06% | – |
| UAL | New | UNITED CONTL HLDGS INC | $2,047,000 | – | 27,200 | – | 0.06% | – |
| HCA | New | HCA HEALTHCARE INC | $2,049,000 | – | 23,500 | – | 0.06% | – |
| AMP | New | AMERIPRISE FINL INC | $2,037,000 | – | 16,000 | – | 0.06% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $2,023,000 | – | 21,400 | – | 0.06% | – |
| APD | New | AIR PRODS & CHEMS INC | $2,003,000 | – | 14,000 | – | 0.06% | – |
| LEA | New | LEAR CORP | $1,975,000 | – | 13,900 | – | 0.06% | – |
| UNP | New | UNION PAC CORP | $1,971,000 | – | 18,100 | – | 0.06% | – |
| BIIB | New | BIOGEN INC | $1,954,000 | – | 7,200 | – | 0.06% | – |
| CBS | New | CBS CORP NEWcl b | $1,958,000 | – | 30,700 | – | 0.06% | – |
| CAH | New | CARDINAL HEALTH INC | $1,948,000 | – | 25,000 | – | 0.06% | – |
| DIS | New | DISNEY WALT CO | $1,902,000 | – | 17,900 | – | 0.06% | – |
| PYPL | New | PAYPAL HLDGS INC | $1,878,000 | – | 35,000 | – | 0.06% | – |
| OMC | New | OMNICOM GROUP INC | $1,898,000 | – | 22,900 | – | 0.06% | – |
| HOG | New | HARLEY DAVIDSON INC | $1,853,000 | – | 34,300 | – | 0.06% | – |
| WU | New | WESTERN UN CO | $1,863,000 | – | 97,800 | – | 0.06% | – |
| DG | New | DOLLAR GEN CORP NEW | $1,867,000 | – | 25,900 | – | 0.06% | – |
| JBHT | New | HUNT J B TRANS SVCS INC | $1,809,000 | – | 19,800 | – | 0.06% | – |
| GPS | New | GAP INC DEL | $1,836,000 | – | 83,500 | – | 0.06% | – |
| ALK | New | ALASKA AIR GROUP INC | $1,795,000 | – | 20,000 | – | 0.06% | – |
| LB | New | L BRANDS INC | $1,789,000 | – | 33,200 | – | 0.06% | – |
| DGAS | New | DELTA NAT GAS INC | $1,766,000 | – | 57,954 | – | 0.05% | – |
| RGCO | New | RGC RES INC | $1,677,000 | – | 59,179 | – | 0.05% | – |
| V | New | VISA INCcl a | $1,594,000 | – | 17,000 | – | 0.05% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC COM | $1,548,000 | – | 20,000 | – | 0.05% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $1,524,000 | – | 9,000 | – | 0.05% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $1,521,000 | – | 12,523 | – | 0.05% | – |
| BAC | New | BANK AMER CORP | $1,528,000 | – | 63,000 | – | 0.05% | – |
| GPN | New | GLOBAL PMTS INC | $1,535,000 | – | 17,000 | – | 0.05% | – |
| AZO | New | AUTOZONE INC | $1,483,000 | – | 2,600 | – | 0.05% | – |
| C | New | CITIGROUP INC | $1,505,000 | – | 22,500 | – | 0.05% | – |
| JPM | New | JPMORGAN CHASE & CO. | $1,462,000 | – | 16,000 | – | 0.04% | – |
| GNTY | New | GUARANTY BANCSHARES INC TEX | $1,438,000 | – | 45,000 | – | 0.04% | – |
| KR | New | KROGER CO | $1,383,000 | – | 59,300 | – | 0.04% | – |
| MCO | New | MOODYS CORP | $1,399,000 | – | 11,500 | – | 0.04% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $1,376,000 | – | 6,200 | – | 0.04% | – |
| BKU | New | BANKUNITED INC | $1,348,000 | – | 40,000 | – | 0.04% | – |
| MS | New | MORGAN STANLEY | $1,292,000 | – | 29,000 | – | 0.04% | – |
| FRC | New | FIRST REP BK SAN FRANCISCO CAL COM | $1,301,000 | – | 13,000 | – | 0.04% | – |
| WFC | New | WELLS FARGO CO NEW | $1,274,000 | – | 23,000 | – | 0.04% | – |
| AGO | New | ASSURED GUARANTY LTD | $1,252,000 | – | 30,000 | – | 0.04% | – |
| EWBC | New | EAST WEST BANCORP INC | $1,172,000 | – | 20,000 | – | 0.04% | – |
| STI | New | SUNTRUST BKS INC | $1,134,000 | – | 20,000 | – | 0.04% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $1,124,000 | – | 9,000 | – | 0.04% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,038,000 | – | 40,000 | – | 0.03% | – |
| USB | New | US BANCORP DEL | $1,038,000 | – | 20,000 | – | 0.03% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $936,000 | – | 17,500 | – | 0.03% | – |
| ETR | New | ENTERGY CORP NEW | $918,000 | – | 11,960 | – | 0.03% | – |
| QTWO | New | Q2 HLDGS INC | $924,000 | – | 25,000 | – | 0.03% | – |
| EGAS | New | GAS NAT INC | $803,000 | – | 62,218 | – | 0.02% | – |
| CFG | New | CITIZENS FINL GROUP INC | $714,000 | – | 20,000 | – | 0.02% | – |
| UCBI | New | UNITED CMNTY BKS BLAIRSVLE GA COM | $695,000 | – | 25,000 | – | 0.02% | – |
| MRK | New | MERCK & CO INC | $551,000 | – | 8,600 | – | 0.02% | – |
| CNIG | New | CORNING NAT GAS HLDG CORP | $479,000 | – | 24,382 | – | 0.02% | – |
| COF | New | CAPITAL ONE FINL CORP | $496,000 | – | 6,000 | – | 0.02% | – |
| RF | New | REGIONS FINL CORP NEW | $439,000 | – | 30,000 | – | 0.01% | – |
| CMA | New | COMERICA INC | $366,000 | – | 5,000 | – | 0.01% | – |
| ZION | New | ZIONS BANCORPORATION | $263,000 | – | 6,000 | – | 0.01% | – |
| JASO | New | JA SOLAR HOLDINGS CO LTDspon adr rep5ord | $64,000 | – | 10,078 | – | 0.00% | – |
| ASX | New | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $64,000 | – | 10,133 | – | 0.00% | – |
| GUID | New | GUIDANCE SOFTWARE INC | $67,000 | – | 10,094 | – | 0.00% | – |
| AUOTY | New | AU OPTRONICS CORPsponsored adr | $75,000 | – | 16,428 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -25,000 | – | -0.01% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -6,000 | – | -0.01% | – |
| SFR | Exit | COLONY STARWOOD HOMES | $0 | – | -10,000 | – | -0.01% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -1,500 | – | -0.01% | – |
| CNIG | Exit | CORNING NAT GAS HLDG CORP | $0 | – | -20,064 | – | -0.01% | – |
| SFBS | Exit | SERVISFIRST BANCSHARES INC | $0 | – | -7,500 | – | -0.01% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -10,000 | – | -0.01% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -50,000 | – | -0.01% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -3,000 | – | -0.01% | – |
| EGAS | Exit | GAS NAT INC | $0 | – | -66,010 | – | -0.01% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -25,000 | – | -0.02% | – |
| EDE | Exit | EMPIRE DIST ELEC CO | $0 | – | -18,825 | – | -0.02% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -22,000 | – | -0.02% | – |
| CMA | Exit | COMERICA INC | $0 | – | -15,500 | – | -0.02% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -26,000 | – | -0.02% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -12,000 | – | -0.02% | – |
| C | Exit | CITIGROUP INC | $0 | – | -19,000 | – | -0.02% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -72,000 | – | -0.02% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -21,000 | – | -0.03% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -12,300 | – | -0.03% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -13,000 | – | -0.03% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -40,244 | – | -0.03% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -46,000 | – | -0.03% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -80,000 | – | -0.04% | – |
| KR | Exit | KROGER CO | $0 | – | -46,300 | – | -0.04% | – |
| VTR | Exit | VENTAS INC | $0 | – | -20,000 | – | -0.04% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -6,250 | – | -0.04% | – |
| DGAS | Exit | DELTA NAT GAS INC | $0 | – | -60,928 | – | -0.04% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -10,000 | – | -0.04% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -33,000 | – | -0.04% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -72,000 | – | -0.04% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -16,500 | – | -0.04% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -36,892 | – | -0.04% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -13,550 | – | -0.04% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -40,600 | – | -0.04% | – |
| V | Exit | VISA INCcl a | $0 | – | -19,300 | – | -0.04% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -36,500 | – | -0.04% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -16,000 | – | -0.05% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -21,078 | – | -0.05% | – |
| TSO | Exit | TESORO CORP | $0 | – | -20,900 | – | -0.05% | – |
| M | Exit | MACYS INC | $0 | – | -44,300 | – | -0.05% | – |
| AAL | Exit | AMERICAN AIRLS GROUP INC | $0 | – | -45,900 | – | -0.05% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -25,500 | – | -0.05% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -27,700 | – | -0.05% | – |
| KO | Exit | COCA COLA CO | $0 | – | -40,800 | – | -0.05% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -60,700 | – | -0.05% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -41,800 | – | -0.05% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -52,600 | – | -0.05% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -48,400 | – | -0.05% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -36,500 | – | -0.05% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -25,900 | – | -0.06% | – |
| DE | Exit | DEERE & CO | $0 | – | -23,400 | – | -0.06% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -38,000 | – | -0.06% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -74,900 | – | -0.06% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -27,000 | – | -0.06% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -28,500 | – | -0.06% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -20,300 | – | -0.06% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -13,600 | – | -0.06% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -17,800 | – | -0.06% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -45,500 | – | -0.06% | – |
| MOS | Exit | MOSAIC CO NEW | $0 | – | -88,000 | – | -0.06% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -37,000 | – | -0.06% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -181,600 | – | -0.06% | – |
| CSTR | Exit | CAPSTAR FINL HLDGS INC | $0 | – | -130,000 | – | -0.06% | – |
| AAPL | Exit | APPLE INC | $0 | – | -20,106 | – | -0.06% | – |
| DOV | Exit | DOVER CORP | $0 | – | -30,900 | – | -0.06% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -31,500 | – | -0.06% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N V SHS - A - | $0 | – | -28,200 | – | -0.06% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -18,600 | – | -0.07% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -36,900 | – | -0.07% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -49,100 | – | -0.07% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -24,400 | – | -0.07% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -45,000 | – | -0.07% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -46,400 | – | -0.07% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -170,700 | – | -0.07% | – |
| BCE | Exit | BCE INC | $0 | – | -52,600 | – | -0.07% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -76,100 | – | -0.07% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -25,000 | – | -0.07% | – |
| XRX | Exit | XEROX CORP | $0 | – | -242,400 | – | -0.07% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -65,000 | – | -0.07% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -22,700 | – | -0.07% | – |
| T | Exit | AT&T INC | $0 | – | -60,800 | – | -0.07% | – |
| EBAY | Exit | EBAY INC | $0 | – | -76,865 | – | -0.07% | – |
| MET | Exit | METLIFE INC | $0 | – | -56,700 | – | -0.07% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -60,900 | – | -0.07% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -58,100 | – | -0.07% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -20,100 | – | -0.07% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -92,900 | – | -0.07% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -40,500 | – | -0.07% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -39,800 | – | -0.07% | – |
| ANFI | Exit | AMIRA NATURE FOODS LTD | $0 | – | -317,700 | – | -0.08% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INCcl b | $0 | – | -62,700 | – | -0.08% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -40,900 | – | -0.08% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -43,100 | – | -0.08% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -33,400 | – | -0.08% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -69,698 | – | -0.08% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -50,054 | – | -0.08% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -66,700 | – | -0.08% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -76,500 | – | -0.08% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -95,000 | – | -0.08% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -54,300 | – | -0.08% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -138,500 | – | -0.08% | – |
| JBSS | Exit | SANFILIPPO JOHN B & SON INC | $0 | – | -58,100 | – | -0.08% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -62,600 | – | -0.08% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -15,200 | – | -0.09% | – |
| AGU | Exit | AGRIUM INC | $0 | – | -33,200 | – | -0.09% | – |
| VSTO | Exit | VISTA OUTDOOR INC | $0 | – | -82,000 | – | -0.09% | – |
| BJRI | Exit | BJS RESTAURANTS INC | $0 | – | -91,800 | – | -0.09% | – |
| CACI | Exit | CACI INTL INCcl a | $0 | – | -33,200 | – | -0.10% | – |
| GCO | Exit | GENESCO INC | $0 | – | -61,300 | – | -0.10% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -154,300 | – | -0.10% | – |
| HPQ | Exit | HP INC | $0 | – | -221,000 | – | -0.10% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -209,700 | – | -0.10% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -65,700 | – | -0.10% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -160,500 | – | -0.10% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -95,000 | – | -0.10% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -190,200 | – | -0.10% | – |
| OPB | Exit | OPUS BK IRVINE CALIF | $0 | – | -102,500 | – | -0.10% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -725,000 | – | -0.11% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -54,500 | – | -0.11% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -105,000 | – | -0.11% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -101,400 | – | -0.11% | – |
| BANR | Exit | BANNER CORP | $0 | – | -90,000 | – | -0.11% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -134,200 | – | -0.11% | – |
| HSIC | Exit | SCHEIN HENRY INC | $0 | – | -24,400 | – | -0.11% | – |
| PBPB | Exit | POTBELLY CORP | $0 | – | -322,300 | – | -0.11% | – |
| KAMN | Exit | KAMAN CORP | $0 | – | -92,100 | – | -0.12% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC | $0 | – | -57,900 | – | -0.12% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -99,472 | – | -0.12% | – |
| BMS | Exit | BEMIS INC | $0 | – | -82,400 | – | -0.12% | – |
| UFCS | Exit | UNITED FIRE GROUP INC | $0 | – | -100,300 | – | -0.12% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -52,000 | – | -0.13% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -230,000 | – | -0.13% | – |
| WSO | Exit | WATSCO INC | $0 | – | -31,700 | – | -0.13% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -111,200 | – | -0.13% | – |
| POST | Exit | POST HLDGS INC | $0 | – | -58,200 | – | -0.13% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -44,900 | – | -0.13% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -70,800 | – | -0.13% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -65,100 | – | -0.13% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -108,800 | – | -0.13% | – |
| BNCL | Exit | BENEFICIAL BANCORP INC | $0 | – | -315,000 | – | -0.13% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -85,900 | – | -0.13% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -62,500 | – | -0.13% | – |
| FBNK | Exit | FIRST CONN BANCORP INC MD | $0 | – | -262,483 | – | -0.13% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -34,000 | – | -0.14% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -30,900 | – | -0.14% | – |
| PLCE | Exit | CHILDRENS PLACE INC/THE | $0 | – | -59,400 | – | -0.14% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO COM | $0 | – | -66,400 | – | -0.14% | – |
| CVG | Exit | CONVERGYS CORP | $0 | – | -156,900 | – | -0.14% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -84,648 | – | -0.14% | – |
| SON | Exit | SONOCO PRODS CO | $0 | – | -92,600 | – | -0.14% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -79,959 | – | -0.14% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -90,000 | – | -0.14% | – |
| ATSG | Exit | AIR TRANSPORT SERVICES GRP INC COM | $0 | – | -350,200 | – | -0.14% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -70,550 | – | -0.14% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -89,000 | – | -0.14% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -375,000 | – | -0.15% | – |
| TGT | Exit | TARGET CORP | $0 | – | -76,300 | – | -0.15% | – |
| ORBK | Exit | ORBOTECH LTDord | $0 | – | -178,600 | – | -0.15% | – |
| BRC | Exit | BRADY CORPcl a | $0 | – | -154,800 | – | -0.15% | – |
| FCB | Exit | FCB FINL HLDGS INCcl a | $0 | – | -140,000 | – | -0.15% | – |
| JBT | Exit | JOHN BEAN TECHNOLOGIES CORP | $0 | – | -76,900 | – | -0.15% | – |
| ASTE | Exit | ASTEC INDS INC | $0 | – | -93,100 | – | -0.16% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -66,500 | – | -0.16% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -146,308 | – | -0.16% | – |
| IIIN | Exit | INSTEEL INDUSTRIES INC | $0 | – | -154,500 | – | -0.16% | – |
| ITRI | Exit | ITRON INC | $0 | – | -101,500 | – | -0.16% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -183,700 | – | -0.16% | – |
| ABT | Exit | ABBOTT LABS | $0 | – | -137,700 | – | -0.16% | – |
| BURL | Exit | BURLINGTON STORES INC | $0 | – | -72,200 | – | -0.17% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -86,200 | – | -0.17% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -280,000 | – | -0.17% | – |
| SUP | Exit | SUPERIOR INDS INTL INC | $0 | – | -204,800 | – | -0.17% | – |
| NPTN | Exit | NEOPHOTONICS CORP | $0 | – | -369,100 | – | -0.17% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -197,780 | – | -0.17% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -85,200 | – | -0.18% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -103,658 | – | -0.18% | – |
| YDKN | Exit | YADKIN FINL CORP | $0 | – | -245,000 | – | -0.18% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -73,300 | – | -0.19% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC - CL Acl a | $0 | – | -31 | – | -0.19% | – |
| INTC | Exit | INTEL CORP | $0 | – | -181,245 | – | -0.19% | – |
| CSBK | Exit | CLIFTON BANCORP INC | $0 | – | -455,000 | – | -0.20% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -145,000 | – | -0.20% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -472,500 | – | -0.21% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -172,500 | – | -0.21% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -300,000 | – | -0.23% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -129,650 | – | -0.23% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -605,000 | – | -0.23% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -130,600 | – | -0.24% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -262,400 | – | -0.24% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -360,000 | – | -0.24% | – |
| BA | Exit | BOEING CO | $0 | – | -65,050 | – | -0.24% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -720,000 | – | -0.25% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -165,000 | – | -0.25% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -181,990 | – | -0.25% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -104,350 | – | -0.26% | – |
| PFE | Exit | PFIZER INC | $0 | – | -270,750 | – | -0.26% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -67,000 | – | -0.26% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -90,300 | – | -0.26% | – |
| ROG | Exit | ROGERS CORP | $0 | – | -154,400 | – | -0.27% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -120,737 | – | -0.27% | – |
| CRL | Exit | CHARLES RIV LABS INTL INC | $0 | – | -118,700 | – | -0.28% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -207,500 | – | -0.31% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -231,000 | – | -0.31% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PUB LTD SHS | $0 | – | -85,500 | – | -0.32% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS COM | $0 | – | -74,900 | – | -0.34% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -145,400 | – | -0.34% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -134,990 | – | -0.34% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -164,700 | – | -0.37% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -145,800 | – | -0.37% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -184,966 | – | -0.38% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -463,921 | – | -0.39% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -234,286 | – | -0.40% | – |
| FMC | Exit | F M C CORP | $0 | – | -304,000 | – | -0.42% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -273,475 | – | -0.42% | – |
| MA | Exit | MASTERCARD INCORPORATEDcl a | $0 | – | -146,445 | – | -0.42% | – |
| PAGP | Exit | PLAINS GP HLDGS L Psh a rep ltpn | $0 | – | -1,250,277 | – | -0.46% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -666,907 | – | -0.48% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -218,500 | – | -0.49% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -530,084 | – | -0.50% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -357,228 | – | -0.51% | – |
| PPL | Exit | PPL CORP | $0 | – | -526,819 | – | -0.52% | – |
| APH | Exit | AMPHENOL CORP NEWcl a | $0 | – | -280,200 | – | -0.52% | – |
| EXC | Exit | EXELON CORP | $0 | – | -548,231 | – | -0.52% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -298,400 | – | -0.54% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -700,400 | – | -0.55% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -1,662,900 | – | -0.56% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTD ORDord | $0 | – | -256,500 | – | -0.56% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -489,399 | – | -0.57% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -115,800 | – | -0.57% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -446,802 | – | -0.57% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -209,300 | – | -0.59% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -394,524 | – | -0.61% | – |
| SR | Exit | SPIRE INC | $0 | – | -342,291 | – | -0.62% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -354,092 | – | -0.63% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -995,328 | – | -0.66% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -1,345,400 | – | -0.66% | – |
| AN | Exit | AUTONATION INC | $0 | – | -510,500 | – | -0.71% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -348,300 | – | -0.72% | – |
| AFSI | Exit | AMTRUST FINL SVCS INC | $0 | – | -955,000 | – | -0.73% | – |
| EQT | Exit | EQT CORP | $0 | – | -356,532 | – | -0.74% | – |
| LAD | Exit | LITHIA MTRS INCcl a | $0 | – | -275,418 | – | -0.75% | – |
| SWX | Exit | SOUTHWEST GAS CORP | $0 | – | -376,817 | – | -0.75% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -287,254 | – | -0.76% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -642,500 | – | -0.77% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -222,627 | – | -0.78% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -454,625 | – | -0.80% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -375,200 | – | -0.80% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -1,323,900 | – | -0.82% | – |
| W | Exit | WAYFAIR INCcl a | $0 | – | -742,727 | – | -0.83% | – |
| EOG | Exit | EOG RES INC | $0 | – | -304,000 | – | -0.84% | – |
| SBGI | Exit | SINCLAIR BROADCAST GROUP INC CL Acl a | $0 | – | -1,032,600 | – | -0.85% | – |
| LEA | Exit | LEAR CORP | $0 | – | -256,000 | – | -0.88% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -739,148 | – | -0.88% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -743,290 | – | -0.88% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -965,700 | – | -0.89% | – |
| BYD | Exit | BOYD GAMING CORP | $0 | – | -1,584,600 | – | -0.89% | – |
| NVR | Exit | NVR INC | $0 | – | -19,614 | – | -0.91% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -434,286 | – | -0.93% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -636,700 | – | -0.93% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -403,400 | – | -0.94% | – |
| CDW | Exit | CDW CORP | $0 | – | -724,500 | – | -0.94% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -3,597,600 | – | -0.94% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -995,300 | – | -0.98% | – |
| PTC | Exit | PTC INC | $0 | – | -788,500 | – | -0.99% | – |
| CASY | Exit | CASEYS GEN STORES INC | $0 | – | -295,900 | – | -1.01% | – |
| POOL | Exit | POOL CORPORATION | $0 | – | -395,000 | – | -1.06% | – |
| NI | Exit | NISOURCE INC | $0 | – | -1,622,631 | – | -1.11% | – |
| PNY | Exit | PIEDMONT NAT GAS INC | $0 | – | -667,361 | – | -1.14% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -494,900 | – | -1.19% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -554,400 | – | -1.22% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -735,812 | – | -1.24% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -1,969,779 | – | -1.25% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -406,000 | – | -1.32% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -1,010,000 | – | -1.39% | – |
| INGR | Exit | INGREDION INC | $0 | – | -377,700 | – | -1.43% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -844,590 | – | -1.44% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -1,225,600 | – | -1.78% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,094,149 | – | -1.90% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -1,692,321 | – | -2.13% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -1,008,446 | – | -2.13% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -701,340 | – | -2.14% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -1,587,868 | – | -2.14% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -1,062,058 | – | -2.14% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -1,748,117 | – | -2.16% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -1,798,915 | – | -2.18% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -3,423,225 | – | -2.25% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -1,422,136 | – | -3.01% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ATO | Buy | ATMOS ENERGY CORP | $105,906,000 | -5.4% | 1,422,136 | +3.3% | 3.01% | -11.4% |
| KMI | Sell | KINDER MORGAN INC DEL | $79,179,000 | +2.1% | 3,423,225 | -17.4% | 2.25% | -4.3% |
| SE | Sell | SPECTRA ENERGY CORP | $76,904,000 | -2.9% | 1,798,915 | -16.8% | 2.18% | -8.9% |
| LNG | Buy | CHENIERE ENERGY INC | $76,218,000 | +18.8% | 1,748,117 | +2.3% | 2.16% | +11.3% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $75,523,000 | -5.1% | 1,062,058 | -0.8% | 2.14% | -11.0% |
| TRP | Sell | TRANSCANADA CORP | $75,519,000 | -1.3% | 1,587,868 | -6.1% | 2.14% | -7.5% |
| SRE | Buy | SEMPRA ENERGY | $75,177,000 | -2.4% | 701,340 | +3.8% | 2.14% | -8.5% |
| D | Buy | DOMINION RES INC VA NEW | $74,897,000 | -4.2% | 1,008,446 | +0.5% | 2.13% | -10.2% |
| ENB | Buy | ENBRIDGE INC | $74,851,000 | +18.2% | 1,692,321 | +13.2% | 2.13% | +10.8% |
| PCG | Buy | PG&E CORP | $66,929,000 | +8.6% | 1,094,149 | +13.5% | 1.90% | +1.8% |
| SO | New | SOUTHERN CO | $62,873,000 | – | 1,225,600 | – | 1.78% | – |
| WEC | Buy | WEC ENERGY GROUP INC | $50,574,000 | +3.5% | 844,590 | +12.8% | 1.44% | -3.0% |
| INGR | Sell | INGREDION INC | $50,257,000 | -9.7% | 377,700 | -12.2% | 1.43% | -15.4% |
| HA | Sell | HAWAIIAN HOLDINGS INC | $49,086,000 | +12.4% | 1,010,000 | -12.2% | 1.39% | +5.4% |
| SNX | Sell | SYNNEX CORP | $46,329,000 | +5.7% | 406,000 | -12.2% | 1.32% | -0.9% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $44,025,000 | +21.1% | 1,969,779 | +25.1% | 1.25% | +13.4% |
| SNPS | New | SYNOPSYS INC | $43,670,000 | – | 735,812 | – | 1.24% | – |
| AVY | Sell | AVERY DENNISON CORP | $43,127,000 | -8.6% | 554,400 | -12.2% | 1.22% | -14.3% |
| TECD | Sell | TECH DATA CORP | $41,923,000 | +3.6% | 494,900 | -12.2% | 1.19% | -2.9% |
| PNY | Buy | PIEDMONT NAT GAS INC | $40,068,000 | +13.1% | 667,361 | +13.2% | 1.14% | +6.1% |
| NI | Buy | NISOURCE INC | $39,122,000 | +2.1% | 1,622,631 | +12.3% | 1.11% | -4.3% |
| POOL | Sell | POOL CORPORATION | $37,335,000 | -12.0% | 395,000 | -12.5% | 1.06% | -17.6% |
| CASY | Sell | CASEYS GEN STORES INC | $35,552,000 | -20.0% | 295,900 | -12.5% | 1.01% | -25.0% |
| PTC | New | PTC INC | $34,938,000 | – | 788,500 | – | 0.99% | – |
| OMI | Sell | OWENS & MINOR INC NEW | $34,567,000 | -18.4% | 995,300 | -12.2% | 0.98% | -23.5% |
| JCPNQ | Sell | PENNEY J C INC | $33,170,000 | -9.1% | 3,597,600 | -12.5% | 0.94% | -14.8% |
| CDW | Sell | CDW CORP | $33,131,000 | -0.1% | 724,500 | -12.5% | 0.94% | -6.4% |
| DY | Sell | DYCOM INDS INC | $32,990,000 | -20.2% | 403,400 | -12.5% | 0.94% | -25.2% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $32,803,000 | -8.0% | 636,700 | -12.5% | 0.93% | -13.7% |
| ED | Buy | CONSOLIDATED EDISON INC | $32,702,000 | +4.3% | 434,286 | +11.4% | 0.93% | -2.2% |
| NVR | Sell | NVR INC | $32,164,000 | -19.4% | 19,614 | -12.5% | 0.91% | -24.5% |
| BYD | Sell | BOYD GAMING CORP | $31,343,000 | -5.9% | 1,584,600 | -12.5% | 0.89% | -11.8% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $31,192,000 | +10.2% | 965,700 | -12.5% | 0.89% | +3.3% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $31,122,000 | -1.3% | 743,290 | +9.8% | 0.88% | -7.5% |
| CMS | Buy | CMS ENERGY CORP | $31,052,000 | +3.5% | 739,148 | +13.0% | 0.88% | -3.0% |
| LEA | Sell | LEAR CORP | $31,032,000 | +4.3% | 256,000 | -12.4% | 0.88% | -2.2% |
| SBGI | Sell | SINCLAIR BROADCAST GROUP INC CL Acl a | $29,821,000 | -15.3% | 1,032,600 | -12.5% | 0.85% | -20.6% |
| EOG | New | EOG RES INC | $29,400,000 | – | 304,000 | – | 0.84% | – |
| W | Sell | WAYFAIR INCcl a | $29,241,000 | -11.6% | 742,727 | -12.4% | 0.83% | -17.2% |
| CIEN | Sell | CIENA CORP | $28,861,000 | +1.8% | 1,323,900 | -12.5% | 0.82% | -4.5% |
| THG | Sell | HANOVER INS GROUP INC | $28,298,000 | -22.0% | 375,200 | -12.5% | 0.80% | -26.8% |
| OGS | Buy | ONE GAS INC | $28,114,000 | +4.9% | 454,625 | +12.9% | 0.80% | -1.7% |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $27,432,000 | – | 222,627 | – | 0.78% | – |
| LEN | Sell | LENNAR CORPcl a | $27,203,000 | -19.6% | 642,500 | -12.5% | 0.77% | -24.6% |
| DTE | Buy | DTE ENERGY CO | $26,907,000 | +4.9% | 287,254 | +11.0% | 0.76% | -1.7% |
| SWX | Buy | SOUTHWEST GAS CORP | $26,324,000 | +2.6% | 376,817 | +15.7% | 0.75% | -3.7% |
| LAD | Sell | LITHIA MTRS INCcl a | $26,308,000 | +17.7% | 275,418 | -12.5% | 0.75% | +10.3% |
| EQT | Buy | EQT CORP | $25,891,000 | +5.3% | 356,532 | +12.3% | 0.74% | -1.3% |
| AFSI | Sell | AMTRUST FINL SVCS INC | $25,623,000 | -4.1% | 955,000 | -12.5% | 0.73% | -10.1% |
| MAN | Sell | MANPOWERGROUP INC | $25,168,000 | -1.7% | 348,300 | -12.4% | 0.72% | -7.7% |
| AN | Sell | AUTONATION INC | $24,866,000 | -9.2% | 510,500 | -12.5% | 0.71% | -14.9% |
| JBLU | Sell | JETBLUE AIRWAYS CORP | $23,195,000 | -8.3% | 1,345,400 | -11.9% | 0.66% | -14.0% |
| CNP | Buy | CENTERPOINT ENERGY INC | $23,121,000 | +8.0% | 995,328 | +11.5% | 0.66% | +1.2% |
| WGL | Buy | WGL HLDGS INC | $22,202,000 | +0.2% | 354,092 | +13.1% | 0.63% | -6.1% |
| SR | Buy | SPIRE INC | $21,818,000 | -0.3% | 342,291 | +10.8% | 0.62% | -6.5% |
| NFG | Buy | NATIONAL FUEL GAS CO N J | $21,332,000 | +6.4% | 394,524 | +11.9% | 0.61% | -0.2% |
| VAR | New | VARIAN MED SYS INC | $20,832,000 | – | 209,300 | – | 0.59% | – |
| FDX | Buy | FEDEX CORP | $20,228,000 | +845.2% | 115,800 | +721.3% | 0.57% | +783.1% |
| UGI | Buy | UGI CORP NEW | $20,213,000 | +6.4% | 446,802 | +6.5% | 0.57% | -0.2% |
| XEL | Buy | XCEL ENERGY INC | $20,134,000 | +4.0% | 489,399 | +13.2% | 0.57% | -2.6% |
| CHKP | New | CHECK POINT SOFTWARE TECH LTD ORDord | $19,907,000 | – | 256,500 | – | 0.56% | – |
| EXPR | Sell | EXPRESS INC | $19,606,000 | -28.9% | 1,662,900 | -12.5% | 0.56% | -33.3% |
| GME | Sell | GAMESTOP CORP NEWcl a | $19,324,000 | -9.1% | 700,400 | -12.4% | 0.55% | -14.8% |
| ROST | New | ROSS STORES INC | $19,187,000 | – | 298,400 | – | 0.54% | – |
| EXC | Buy | EXELON CORP | $18,251,000 | -2.3% | 548,231 | +6.7% | 0.52% | -8.5% |
| PPL | Buy | PPL CORP | $18,212,000 | +3.5% | 526,819 | +13.0% | 0.52% | -3.0% |
| APH | New | AMPHENOL CORP NEWcl a | $18,191,000 | – | 280,200 | – | 0.52% | – |
| VVC | Buy | VECTREN CORP | $17,933,000 | +5.2% | 357,228 | +10.3% | 0.51% | -1.5% |
| NJR | Buy | NEW JERSEY RES | $17,419,000 | -2.9% | 530,084 | +13.9% | 0.50% | -8.8% |
| TWX | New | TIME WARNER INC | $17,395,000 | – | 218,500 | – | 0.49% | – |
| MDU | Buy | MDU RES GROUP INC | $16,966,000 | +16.2% | 666,907 | +9.6% | 0.48% | +9.0% |
| PAGP | Buy | PLAINS GP HLDGS L Psh a rep ltpn | $16,179,000 | +38.2% | 1,250,277 | +11.4% | 0.46% | +29.3% |
| MA | New | MASTERCARD INCORPORATEDcl a | $14,904,000 | – | 146,445 | – | 0.42% | – |
| ES | Buy | EVERSOURCE ENERGY | $14,817,000 | +1.4% | 273,475 | +12.1% | 0.42% | -5.0% |
| FMC | New | F M C CORP | $14,695,000 | – | 304,000 | – | 0.42% | – |
| NWN | Buy | NORTHWEST NAT GAS CO | $14,083,000 | +4.8% | 234,286 | +13.0% | 0.40% | -1.7% |
| SJI | Buy | SOUTH JERSEY INDS INC | $13,709,000 | +9.9% | 463,921 | +17.5% | 0.39% | +2.9% |
| SCG | Buy | SCANA CORP NEW | $13,386,000 | +6.6% | 184,966 | +11.4% | 0.38% | 0.0% |
| CAT | Buy | CATERPILLAR INC DEL | $12,943,000 | +20.4% | 145,800 | +2.8% | 0.37% | +12.9% |
| URI | New | UNITED RENTALS INC | $12,927,000 | – | 164,700 | – | 0.37% | – |
| CVS | New | CVS HEALTH CORP | $12,013,000 | – | 134,990 | – | 0.34% | – |
| IPGP | New | IPG PHOTONICS CORP | $11,974,000 | – | 145,400 | – | 0.34% | – |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS COM | $11,898,000 | +10.1% | 74,900 | +5.2% | 0.34% | +3.4% |
| WLTW | New | WILLIS TOWERS WATSON PUB LTD SHS | $11,352,000 | – | 85,500 | – | 0.32% | – |
| BIG | New | BIG LOTS INC | $11,030,000 | – | 231,000 | – | 0.31% | – |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $10,786,000 | -2.5% | 207,500 | +4.7% | 0.31% | -8.7% |
| CRL | New | CHARLES RIV LABS INTL INC | $9,892,000 | – | 118,700 | – | 0.28% | – |
| DUK | Buy | DUKE ENERGY CORP NEW | $9,664,000 | +1.9% | 120,737 | +9.2% | 0.27% | -4.5% |
| ROG | New | ROGERS CORP | $9,431,000 | – | 154,400 | – | 0.27% | – |
| HIFS | Sell | HINGHAM INSTN SVGS MASS | $9,280,000 | +0.7% | 67,000 | -10.7% | 0.26% | -5.4% |
| CVX | Buy | CHEVRON CORP NEW | $9,294,000 | +1.3% | 90,300 | +3.1% | 0.26% | -5.0% |
| PFE | Buy | PFIZER INC | $9,170,000 | +5.3% | 270,750 | +9.5% | 0.26% | -1.5% |
| XOM | Buy | EXXON MOBIL CORP | $9,108,000 | -0.5% | 104,350 | +6.9% | 0.26% | -6.5% |
| AEE | Buy | AMEREN CORP | $8,950,000 | +1.6% | 181,990 | +10.6% | 0.25% | -4.9% |
| INDB | Sell | INDEPENDENT BANK CORP MASS | $8,925,000 | -2.4% | 165,000 | -17.5% | 0.25% | -8.7% |
| BRKL | Sell | BROOKLINE BANCORP INC DEL | $8,777,000 | -1.8% | 720,000 | -11.1% | 0.25% | -8.1% |
| BA | Buy | BOEING CO | $8,570,000 | +45.2% | 65,050 | +43.1% | 0.24% | +35.8% |
| FFIC | Sell | FLUSHING FINL CORP | $8,539,000 | -0.1% | 360,000 | -16.3% | 0.24% | -6.6% |
| CSCO | Buy | CISCO SYS INC | $8,323,000 | +62.9% | 262,400 | +47.3% | 0.24% | +52.3% |
| APC | New | ANADARKO PETE CORP | $8,275,000 | – | 130,600 | – | 0.24% | – |
| KRNY | Sell | KEARNY FINL CORP MD | $8,234,000 | -9.1% | 605,000 | -16.0% | 0.23% | -14.6% |
| MRK | Sell | MERCK & CO INC | $8,091,000 | -4.8% | 129,650 | -12.1% | 0.23% | -10.5% |
| WAFD | Sell | WASHINGTON FED INC | $8,004,000 | -13.7% | 300,000 | -21.6% | 0.23% | -19.2% |
| PACW | Sell | PACWEST BANCORP DEL | $7,402,000 | +2.0% | 172,500 | -5.5% | 0.21% | -4.5% |
| EBSB | Sell | MERIDIAN BANCORP INC MD | $7,357,000 | -2.4% | 472,500 | -7.4% | 0.21% | -8.3% |
| EGBN | Buy | EAGLE BANCORP INC MD | $7,153,000 | +70.8% | 145,000 | +66.6% | 0.20% | +59.8% |
| CSBK | Sell | CLIFTON BANCORP INC | $6,957,000 | -19.7% | 455,000 | -20.9% | 0.20% | -24.4% |
| INTC | Sell | INTEL CORP | $6,842,000 | +7.7% | 181,245 | -6.4% | 0.19% | +1.0% |
| BRKA | New | BERKSHIRE HATHAWAY INC - CL Acl a | $6,703,000 | – | 31 | – | 0.19% | – |
| PG | Sell | PROCTER AND GAMBLE CO | $6,579,000 | -10.0% | 73,300 | -15.1% | 0.19% | -15.4% |
| YDKN | Sell | YADKIN FINL CORP | $6,441,000 | -31.5% | 245,000 | -34.7% | 0.18% | -35.8% |
| CPK | Buy | CHESAPEAKE UTILS CORP | $6,329,000 | +6.4% | 103,658 | +15.3% | 0.18% | 0.0% |
| NSP | Sell | INSPERITY INC | $6,189,000 | -15.1% | 85,200 | -9.7% | 0.18% | -20.4% |
| TDC | New | TERADATA CORP DEL | $6,131,000 | – | 197,780 | – | 0.17% | – |
| NPTN | Sell | NEOPHOTONICS CORP | $6,031,000 | +54.7% | 369,100 | -9.8% | 0.17% | +44.9% |
| SUP | Sell | SUPERIOR INDS INTL INC | $5,972,000 | -1.8% | 204,800 | -9.8% | 0.17% | -7.6% |
| PFS | Sell | PROVIDENT FINL SVCS INC | $5,944,000 | -12.3% | 280,000 | -18.8% | 0.17% | -17.6% |
| QCOM | Sell | QUALCOMM INC | $5,905,000 | +24.0% | 86,200 | -3.0% | 0.17% | +16.7% |
| BURL | Sell | BURLINGTON STORES INC | $5,850,000 | +9.6% | 72,200 | -9.8% | 0.17% | +2.5% |
| ABT | New | ABBOTT LABS | $5,823,000 | – | 137,700 | – | 0.16% | – |
| PGR | Sell | PROGRESSIVE CORP OHIO | $5,787,000 | -13.3% | 183,700 | -7.8% | 0.16% | -18.8% |
| ITRI | Sell | ITRON INC | $5,660,000 | +16.7% | 101,500 | -9.8% | 0.16% | +9.5% |
| COL | New | ROCKWELL COLLINS INC | $5,609,000 | – | 66,500 | – | 0.16% | – |
| LNT | Buy | ALLIANT ENERGY CORP | $5,605,000 | +10.0% | 146,308 | +14.0% | 0.16% | +3.2% |
| IIIN | Sell | INSTEEL INDUSTRIES INC | $5,599,000 | +14.3% | 154,500 | -9.8% | 0.16% | +7.4% |
| ASTE | Sell | ASTEC INDS INC | $5,574,000 | -3.8% | 93,100 | -9.8% | 0.16% | -10.2% |
| JBT | Sell | JOHN BEAN TECHNOLOGIES CORP | $5,425,000 | +4.0% | 76,900 | -9.7% | 0.15% | -2.5% |
| FCB | Buy | FCB FINL HLDGS INCcl a | $5,380,000 | +34.7% | 140,000 | +19.1% | 0.15% | +26.4% |
| BRC | Sell | BRADY CORPcl a | $5,358,000 | +2.2% | 154,800 | -9.8% | 0.15% | -4.4% |
| ORBK | Sell | ORBOTECH LTDord | $5,288,000 | +4.5% | 178,600 | -9.8% | 0.15% | -2.0% |
| TGT | Sell | TARGET CORP | $5,240,000 | -9.1% | 76,300 | -7.6% | 0.15% | -14.9% |
| UBNK | Buy | UNITED FINL BANCORP INC NEW | $5,190,000 | +8.1% | 375,000 | +1.4% | 0.15% | +1.4% |
| LVS | Sell | LAS VEGAS SANDS CORP | $5,121,000 | +28.4% | 89,000 | -2.9% | 0.14% | +19.8% |
| WMT | Sell | WAL-MART STORES INC | $5,088,000 | -2.3% | 70,550 | -1.1% | 0.14% | -8.9% |
| ATSG | Sell | AIR TRANSPORT SERVICES GRP INC COM | $5,025,000 | -0.1% | 350,200 | -9.8% | 0.14% | -5.9% |
| WTFC | Sell | WINTRUST FINL CORP | $5,001,000 | -20.0% | 90,000 | -26.5% | 0.14% | -24.9% |
| BKH | Buy | BLACK HILLS CORP | $4,895,000 | +3.6% | 79,959 | +6.7% | 0.14% | -2.8% |
| SON | Sell | SONOCO PRODS CO | $4,892,000 | -4.0% | 92,600 | -9.7% | 0.14% | -9.7% |
| NWE | Buy | NORTHWESTERN CORP | $4,870,000 | -1.8% | 84,648 | +7.6% | 0.14% | -8.0% |
| RS | Sell | RELIANCE STEEL & ALUMINUM CO COM | $4,783,000 | -15.5% | 66,400 | -9.8% | 0.14% | -20.5% |
| CVG | Sell | CONVERGYS CORP | $4,773,000 | +9.8% | 156,900 | -9.8% | 0.14% | +3.0% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $4,760,000 | -10.3% | 34,000 | -9.6% | 0.14% | -16.1% |
| PLCE | Sell | CHILDRENS PLACE INC/THE | $4,744,000 | -10.1% | 59,400 | -9.7% | 0.14% | -15.6% |
| HII | Sell | HUNTINGTON INGALLS INDS INC | $4,741,000 | -17.5% | 30,900 | -9.6% | 0.14% | -22.4% |
| FBNK | Buy | FIRST CONN BANCORP INC MD | $4,670,000 | +12.5% | 262,483 | +4.7% | 0.13% | +5.6% |
| TSN | Sell | TYSON FOODS INCcl a | $4,667,000 | +1.0% | 62,500 | -9.7% | 0.13% | -5.0% |
| EMR | Sell | EMERSON ELEC CO | $4,682,000 | +1.4% | 85,900 | -2.9% | 0.13% | -5.0% |
| BNCL | Buy | BENEFICIAL BANCORP INC | $4,634,000 | +17.5% | 315,000 | +1.6% | 0.13% | +10.9% |
| ARW | Sell | ARROW ELECTRS INC | $4,529,000 | -6.7% | 70,800 | -9.7% | 0.13% | -12.2% |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $4,532,000 | – | 65,100 | – | 0.13% | – |
| AGR | Buy | AVANGRID INC | $4,546,000 | -1.3% | 108,800 | +8.8% | 0.13% | -7.9% |
| GPC | Sell | GENUINE PARTS CO | $4,510,000 | -10.4% | 44,900 | -9.7% | 0.13% | -15.8% |
| MPC | Sell | MARATHON PETE CORP | $4,514,000 | +3.9% | 111,200 | -2.9% | 0.13% | -3.0% |
| POST | Sell | POST HLDGS INC | $4,491,000 | -15.9% | 58,200 | -9.9% | 0.13% | -21.0% |
| WSO | Sell | WATSCO INC | $4,467,000 | -9.8% | 31,700 | -9.9% | 0.13% | -15.3% |
| OMC | Sell | OMNICOM GROUP INC | $4,420,000 | -5.8% | 52,000 | -9.7% | 0.13% | -11.3% |
| OCFC | Sell | OCEANFIRST FINL CORP | $4,430,000 | -20.1% | 230,000 | -24.6% | 0.13% | -25.0% |
| UFCS | Sell | UNITED FIRE GROUP INC | $4,245,000 | -10.0% | 100,300 | -9.8% | 0.12% | -15.4% |
| BMS | Sell | BEMIS INC | $4,203,000 | -10.7% | 82,400 | -9.8% | 0.12% | -16.8% |
| AVA | Buy | AVISTA CORP | $4,157,000 | +7.9% | 99,472 | +15.7% | 0.12% | +0.9% |
| CHRW | Sell | C H ROBINSON WORLDWIDE INC | $4,080,000 | -14.4% | 57,900 | -9.8% | 0.12% | -19.4% |
| KAMN | Sell | KAMAN CORP | $4,045,000 | -6.7% | 92,100 | -9.7% | 0.12% | -12.2% |
| PBPB | Sell | POTBELLY CORP | $4,006,000 | -10.6% | 322,300 | -9.8% | 0.11% | -16.2% |
| GE | Sell | GENERAL ELECTRIC CO | $3,975,000 | -36.7% | 134,200 | -32.7% | 0.11% | -40.5% |
| HSIC | Sell | SCHEIN HENRY INC | $3,977,000 | -17.0% | 24,400 | -10.0% | 0.11% | -22.1% |
| BANR | Sell | BANNER CORP | $3,937,000 | -26.0% | 90,000 | -28.0% | 0.11% | -30.4% |
| VIAB | Sell | VIACOM INC NEWcl b | $3,863,000 | -10.9% | 101,400 | -3.1% | 0.11% | -16.0% |
| WSFS | Sell | WSFS FINL CORP | $3,831,000 | -26.8% | 105,000 | -35.4% | 0.11% | -31.0% |
| DG | Sell | DOLLAR GEN CORP NEW | $3,814,000 | -32.8% | 54,500 | -9.8% | 0.11% | -37.2% |
| FBP | Sell | FIRST BANCORP P R | $3,770,000 | +14.4% | 725,000 | -12.7% | 0.11% | +7.0% |
| OPB | Sell | OPUS BK IRVINE CALIF | $3,625,000 | -30.8% | 102,500 | -33.9% | 0.10% | -35.2% |
| BGGSQ | Sell | BRIGGS & STRATTON CORP | $3,547,000 | -20.6% | 190,200 | -9.8% | 0.10% | -25.2% |
| WAL | Sell | WESTERN ALLIANCE BANCORP | $3,566,000 | -0.7% | 95,000 | -13.6% | 0.10% | -7.3% |
| GPS | Sell | GAP INC DEL | $3,570,000 | +1.7% | 160,500 | -3.0% | 0.10% | -4.7% |
| VLO | Sell | VALERO ENERGY CORP NEW | $3,482,000 | +0.8% | 65,700 | -3.0% | 0.10% | -5.7% |
| DFODQ | Sell | DEAN FOODS CO NEW | $3,439,000 | -18.2% | 209,700 | -9.8% | 0.10% | -22.8% |
| HPQ | Sell | HP INC | $3,432,000 | +20.0% | 221,000 | -3.1% | 0.10% | +11.5% |
| GTS | Sell | TRIPLE-S MGMT CORPcl b | $3,384,000 | -19.0% | 154,300 | -9.8% | 0.10% | -24.4% |
| GCO | Sell | GENESCO INC | $3,338,000 | -23.7% | 61,300 | -9.9% | 0.10% | -28.0% |
| CACI | New | CACI INTL INCcl a | $3,350,000 | – | 33,200 | – | 0.10% | – |
| BJRI | Sell | BJS RESTAURANTS INC | $3,263,000 | -26.8% | 91,800 | -9.7% | 0.09% | -31.1% |
| VSTO | Sell | VISTA OUTDOOR INC | $3,269,000 | -24.7% | 82,000 | -9.9% | 0.09% | -29.5% |
| MHK | New | MOHAWK INDS INC | $3,045,000 | – | 15,200 | – | 0.09% | – |
| AGU | New | AGRIUM INC | $3,011,000 | – | 33,200 | – | 0.09% | – |
| IP | Sell | INTL PAPER CO | $3,004,000 | +9.7% | 62,600 | -3.1% | 0.08% | +2.4% |
| JBSS | Sell | SANFILIPPO JOHN B & SON INC | $2,982,000 | +8.6% | 58,100 | -9.8% | 0.08% | +2.4% |
| MOV | Sell | MOVADO GROUP INC | $2,975,000 | -10.6% | 138,500 | -9.8% | 0.08% | -16.8% |
| BNS | Sell | BANK N S HALIFAX | $2,877,000 | +4.8% | 54,300 | -3.0% | 0.08% | -1.2% |
| BKU | Sell | BANKUNITED INC | $2,869,000 | -25.3% | 95,000 | -24.0% | 0.08% | -30.2% |
| MGEE | Buy | MGE ENERGY INC | $2,829,000 | +7.5% | 50,054 | +7.5% | 0.08% | 0.0% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $2,813,000 | -4.7% | 66,700 | -3.1% | 0.08% | -10.1% |
| NOV | Sell | NATIONAL OILWELL VARCO INC | $2,811,000 | +5.9% | 76,500 | -3.0% | 0.08% | 0.0% |
| UTL | Buy | UNITIL CORP | $2,722,000 | +7.0% | 69,698 | +16.9% | 0.08% | 0.0% |
| PRU | Sell | PRUDENTIAL FINL INC | $2,727,000 | -35.8% | 33,400 | -43.9% | 0.08% | -40.3% |
| RY | Sell | ROYAL BK CDA MONTREAL QUE | $2,670,000 | +1.8% | 43,100 | -2.9% | 0.08% | -3.8% |
| RCI | Sell | ROGERS COMMUNICATIONS INCcl b | $2,660,000 | +1.8% | 62,700 | -3.1% | 0.08% | -3.8% |
| BMO | Sell | BANK MONTREAL QUE | $2,682,000 | +0.3% | 40,900 | -3.1% | 0.08% | -6.2% |
| ANFI | Sell | AMIRA NATURE FOODS LTD | $2,637,000 | +1.2% | 317,700 | -9.8% | 0.08% | -5.1% |
| ETN | Sell | EATON CORP PLC | $2,615,000 | +6.8% | 39,800 | -2.9% | 0.07% | 0.0% |
| TD | Sell | TORONTO DOMINION BK ONT | $2,580,000 | +0.3% | 58,100 | -3.0% | 0.07% | -6.4% |
| ABBV | Sell | ABBVIE INC | $2,554,000 | -1.3% | 40,500 | -3.1% | 0.07% | -6.4% |
| CMI | Sell | CUMMINS INC | $2,576,000 | +10.7% | 20,100 | -2.9% | 0.07% | +2.8% |
| SU | Sell | SUNCOR ENERGY INC NEW | $2,581,000 | -2.9% | 92,900 | -3.0% | 0.07% | -8.8% |
| TRI | Sell | THOMSON REUTERS CORP | $2,520,000 | -0.9% | 60,900 | -3.2% | 0.07% | -6.5% |
| EBAY | Sell | EBAY INC | $2,529,000 | +38.5% | 76,865 | -1.5% | 0.07% | +30.9% |
| MET | Sell | METLIFE INC | $2,519,000 | +8.1% | 56,700 | -3.1% | 0.07% | +1.4% |
| T | Sell | AT&T INC | $2,469,000 | -8.9% | 60,800 | -3.0% | 0.07% | -14.6% |
| XRX | Sell | XEROX CORP | $2,456,000 | +3.7% | 242,400 | -2.9% | 0.07% | -2.8% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $2,482,000 | -1.1% | 22,700 | -2.6% | 0.07% | -7.9% |
| BBY | Sell | BEST BUY INC | $2,482,000 | +21.3% | 65,000 | -2.8% | 0.07% | +12.9% |
| BCE | Sell | BCE INC | $2,429,000 | -5.3% | 52,600 | -3.0% | 0.07% | -11.5% |
| UNP | Sell | UNION PAC CORP | $2,438,000 | +8.7% | 25,000 | -2.7% | 0.07% | +1.5% |
| GM | Sell | GENERAL MTRS CO | $2,418,000 | +8.8% | 76,100 | -3.1% | 0.07% | +3.0% |
| MFC | Sell | MANULIFE FINL CORP | $2,409,000 | +0.1% | 170,700 | -3.1% | 0.07% | -6.8% |
| DOW | Sell | DOW CHEM CO | $2,405,000 | +1.0% | 46,400 | -3.1% | 0.07% | -5.6% |
| HOG | Sell | HARLEY DAVIDSON INC | $2,367,000 | +12.9% | 45,000 | -2.8% | 0.07% | +4.7% |
| PM | Sell | PHILIP MORRIS INTL INC | $2,372,000 | -7.5% | 24,400 | -3.2% | 0.07% | -14.1% |
| MO | Sell | ALTRIA GROUP INC | $2,333,000 | -11.0% | 36,900 | -2.9% | 0.07% | -16.5% |
| PH | Sell | PARKER HANNIFIN CORP | $2,335,000 | +12.5% | 18,600 | -3.1% | 0.07% | +4.8% |
| BAX | Sell | BAXTER INTL INC | $2,337,000 | +2.3% | 49,100 | -2.8% | 0.07% | -4.3% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N V SHS - A - | $2,275,000 | +5.0% | 28,200 | -3.1% | 0.06% | -1.5% |
| AAPL | Sell | APPLE INC | $2,273,000 | +13.6% | 20,106 | -4.0% | 0.06% | +6.6% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $2,297,000 | -6.5% | 31,500 | -3.1% | 0.06% | -12.2% |
| DOV | Sell | DOVER CORP | $2,275,000 | +2.9% | 30,900 | -3.1% | 0.06% | -3.0% |
| CSTR | New | CAPSTAR FINL HLDGS INC | $2,204,000 | – | 130,000 | – | 0.06% | – |
| PCAR | Sell | PACCAR INC | $2,175,000 | +10.1% | 37,000 | -2.9% | 0.06% | +3.3% |
| F | Sell | FORD MTR CO DEL | $2,192,000 | -6.9% | 181,600 | -3.0% | 0.06% | -12.7% |
| PX | Sell | PRAXAIR INC | $2,151,000 | +4.0% | 17,800 | -3.3% | 0.06% | -3.2% |
| MOS | Sell | MOSAIC CO NEW | $2,152,000 | -9.5% | 88,000 | -3.1% | 0.06% | -15.3% |
| RAI | Sell | REYNOLDS AMERICAN INC | $2,145,000 | -15.0% | 45,500 | -2.8% | 0.06% | -19.7% |
| GD | Sell | GENERAL DYNAMICS CORP | $2,110,000 | +8.3% | 13,600 | -2.9% | 0.06% | +1.7% |
| TIF | Sell | TIFFANY & CO NEW | $2,070,000 | +16.1% | 28,500 | -3.1% | 0.06% | +9.3% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $2,062,000 | -3.8% | 20,300 | -2.9% | 0.06% | -9.2% |
| LUMN | Sell | CENTURYLINK INC | $2,055,000 | -8.3% | 74,900 | -3.1% | 0.06% | -14.7% |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $2,056,000 | +16.9% | 27,000 | -2.9% | 0.06% | +9.4% |
| UAL | Sell | UNITED CONTL HLDGS INC | $1,994,000 | +24.2% | 38,000 | -2.8% | 0.06% | +16.3% |
| DE | Sell | DEERE & CO | $1,997,000 | +2.3% | 23,400 | -2.9% | 0.06% | -3.4% |
| HCA | Sell | HCA HOLDINGS INC | $1,959,000 | -4.7% | 25,900 | -3.0% | 0.06% | -9.7% |
| JWN | Sell | NORDSTROM INC | $1,894,000 | +32.4% | 36,500 | -2.9% | 0.05% | +25.6% |
| LUV | Sell | SOUTHWEST AIRLS CO | $1,882,000 | -3.6% | 48,400 | -2.8% | 0.05% | -10.2% |
| BEN | Sell | FRANKLIN RES INC | $1,871,000 | +3.7% | 52,600 | -2.8% | 0.05% | -3.6% |
| BBBY | Sell | BED BATH & BEYOND INC | $1,802,000 | -3.0% | 41,800 | -2.8% | 0.05% | -8.9% |
| KO | New | COCA COLA CO | $1,727,000 | – | 40,800 | – | 0.05% | – |
| WFM | Sell | WHOLE FOODS MKT INC | $1,721,000 | -14.0% | 60,700 | -2.9% | 0.05% | -19.7% |
| AAL | Sell | AMERICAN AIRLS GROUP INC | $1,680,000 | +25.5% | 45,900 | -3.0% | 0.05% | +17.1% |
| ALK | Sell | ALASKA AIR GROUP INC | $1,679,000 | +9.5% | 25,500 | -3.0% | 0.05% | +4.3% |
| DRI | Sell | DARDEN RESTAURANTS INC | $1,699,000 | -5.9% | 27,700 | -2.8% | 0.05% | -12.7% |
| TSO | Sell | TESORO CORP | $1,663,000 | +3.2% | 20,900 | -2.8% | 0.05% | -4.1% |
| M | Sell | MACYS INC | $1,641,000 | +7.0% | 44,300 | -2.9% | 0.05% | +2.2% |
| GILD | Sell | GILEAD SCIENCES INC | $1,668,000 | -8.5% | 21,078 | -3.5% | 0.05% | -14.5% |
| RL | Sell | RALPH LAUREN CORPcl a | $1,618,000 | +10.1% | 16,000 | -2.4% | 0.05% | +2.2% |
| V | Sell | VISA INCcl a | $1,596,000 | -34.8% | 19,300 | -41.5% | 0.04% | -39.2% |
| DAL | Sell | DELTA AIR LINES INC DEL | $1,598,000 | +5.2% | 40,600 | -2.6% | 0.04% | -2.2% |
| KSS | Sell | KOHLS CORP | $1,597,000 | +12.0% | 36,500 | -2.9% | 0.04% | +4.7% |
| MCD | Sell | MCDONALDS CORP | $1,563,000 | -27.0% | 13,550 | -23.9% | 0.04% | -32.3% |
| PYPL | Sell | PAYPAL HLDGS INC | $1,511,000 | -36.4% | 36,892 | -43.3% | 0.04% | -40.3% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $1,486,000 | -28.4% | 16,500 | -35.3% | 0.04% | -33.3% |
| FITB | Sell | FIFTH THIRD BANCORP | $1,473,000 | -36.6% | 72,000 | -45.5% | 0.04% | -40.0% |
| DGAS | Buy | DELTA NAT GAS INC | $1,453,000 | +5.2% | 60,928 | +18.8% | 0.04% | -2.4% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $1,445,000 | -43.0% | 10,000 | -42.9% | 0.04% | -46.8% |
| STI | Sell | SUNTRUST BKS INC | $1,445,000 | -38.3% | 33,000 | -42.1% | 0.04% | -42.3% |
| PSA | New | PUBLIC STORAGE | $1,395,000 | – | 6,250 | – | 0.04% | – |
| VTR | Sell | VENTAS INC | $1,413,000 | -42.9% | 20,000 | -41.2% | 0.04% | -46.7% |
| KR | Sell | KROGER CO | $1,374,000 | -21.7% | 46,300 | -2.9% | 0.04% | -26.4% |
| BAC | Sell | BANK AMER CORP | $1,252,000 | -49.0% | 80,000 | -56.8% | 0.04% | -51.4% |
| CFG | Sell | CITIZENS FINL GROUP INC | $1,137,000 | -38.1% | 46,000 | -50.0% | 0.03% | -42.9% |
| RGCO | Buy | RGC RES INC | $982,000 | +10.7% | 40,244 | +10.2% | 0.03% | +3.7% |
| COF | Sell | CAPITAL ONE FINL CORP | $934,000 | -47.5% | 13,000 | -53.6% | 0.03% | -50.0% |
| ETR | Buy | ENTERGY CORP NEW | $944,000 | +11.6% | 12,300 | +18.3% | 0.03% | +3.8% |
| USB | Sell | US BANCORP DEL | $901,000 | -59.4% | 21,000 | -61.8% | 0.03% | -61.2% |
| C | Sell | CITIGROUP INC | $897,000 | -58.5% | 19,000 | -62.7% | 0.02% | -61.5% |
| KEY | Sell | KEYCORP NEW | $876,000 | -62.3% | 72,000 | -65.7% | 0.02% | -64.3% |
| JPM | Sell | JPMORGAN CHASE & CO. | $799,000 | -67.9% | 12,000 | -70.0% | 0.02% | -69.3% |
| SYF | Sell | SYNCHRONY FINL | $728,000 | -54.3% | 26,000 | -58.7% | 0.02% | -56.2% |
| CMA | Sell | COMERICA INC | $733,000 | +11.4% | 15,500 | -3.1% | 0.02% | +5.0% |
| MS | Sell | MORGAN STANLEY | $705,000 | -61.2% | 22,000 | -68.6% | 0.02% | -63.6% |
| EDE | Buy | EMPIRE DIST ELEC CO | $643,000 | +3.2% | 18,825 | +2.7% | 0.02% | -5.3% |
| AMH | New | AMERICAN HOMES 4 RENTcl a | $541,000 | – | 25,000 | – | 0.02% | – |
| GS | Sell | GOLDMAN SACHS GROUP INC | $484,000 | -73.9% | 3,000 | -76.0% | 0.01% | -75.0% |
| RF | Sell | REGIONS FINL CORP NEW | $494,000 | -68.6% | 50,000 | -73.0% | 0.01% | -70.8% |
| EGAS | Buy | GAS NAT INC | $506,000 | +38.6% | 66,010 | +26.4% | 0.01% | +27.3% |
| WFC | Sell | WELLS FARGO & CO NEW | $443,000 | -80.9% | 10,000 | -79.6% | 0.01% | -81.4% |
| SFBS | Sell | SERVISFIRST BANCSHARES INC | $389,000 | -81.5% | 7,500 | -82.4% | 0.01% | -82.8% |
| CNIG | Buy | CORNING NAT GAS HLDG CORP | $367,000 | +8.9% | 20,064 | +5.2% | 0.01% | 0.0% |
| SPG | Sell | SIMON PPTY GROUP INC NEW | $311,000 | -85.7% | 1,500 | -85.0% | 0.01% | -86.4% |
| SFR | New | COLONY STARWOOD HOMES | $287,000 | – | 10,000 | – | 0.01% | – |
| LNC | Sell | LINCOLN NATL CORP IND | $282,000 | -83.5% | 6,000 | -86.4% | 0.01% | -84.6% |
| HBAN | New | HUNTINGTON BANCSHARES INC | $247,000 | – | 25,000 | – | 0.01% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -70,000 | – | -0.03% | – |
| FDC | Exit | FIRST DATA CORP NEW | $0 | – | -110,000 | – | -0.04% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -17,500 | – | -0.04% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -25,000 | – | -0.04% | – |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -50,000 | – | -0.04% | – |
| AF | Exit | ASTORIA FINL CORP | $0 | – | -100,000 | – | -0.05% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -55,000 | – | -0.05% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -35,000 | – | -0.06% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -63,500 | – | -0.08% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -360,000 | – | -0.12% | – |
| TE | Exit | TECO ENERGY INC | $0 | – | -470,551 | – | -0.39% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -1,022,926 | – | -0.79% | – |
| GAS | Exit | AGL RES INC | $0 | – | -839,730 | – | -1.68% | – |
| CPGX | Exit | COLUMBIA PIPELINE GROUP INC | $0 | – | -2,912,782 | – | -2.25% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ATO | New | ATMOS ENERGY CORP | $111,956,000 | – | 1,376,736 | – | 3.39% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $79,575,000 | – | 1,070,558 | – | 2.41% | – |
| SE | New | SPECTRA ENERGY CORP | $79,173,000 | – | 2,161,415 | – | 2.40% | – |
| D | New | DOMINION RES INC VA NEW | $78,199,000 | – | 1,003,446 | – | 2.37% | – |
| KMI | New | KINDER MORGAN INC DEL | $77,561,000 | – | 4,143,225 | – | 2.35% | – |
| SRE | New | SEMPRA ENERGY | $77,059,000 | – | 675,840 | – | 2.33% | – |
| TRP | New | TRANSCANADA CORP | $76,506,000 | – | 1,691,868 | – | 2.32% | – |
| CPGX | New | COLUMBIA PIPELINE GROUP INC | $74,247,000 | – | 2,912,782 | – | 2.25% | – |
| LNG | New | CHENIERE ENERGY INC | $64,177,000 | – | 1,709,117 | – | 1.94% | – |
| ENB | New | ENBRIDGE INC | $63,342,000 | – | 1,495,321 | – | 1.92% | – |
| PCG | New | PG&E CORP | $61,628,000 | – | 964,149 | – | 1.87% | – |
| INGR | New | INGREDION INC | $55,646,000 | – | 430,000 | – | 1.69% | – |
| GAS | New | AGL RES INC | $55,397,000 | – | 839,730 | – | 1.68% | – |
| WEC | New | WEC ENERGY GROUP INC | $48,883,000 | – | 748,590 | – | 1.48% | – |
| AVY | New | AVERY DENNISON CORP | $47,190,000 | – | 631,300 | – | 1.43% | – |
| CASY | New | CASEYS GEN STORES INC | $44,464,000 | – | 338,100 | – | 1.35% | – |
| SNX | New | SYNNEX CORP | $43,845,000 | – | 462,400 | – | 1.33% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $43,673,000 | – | 1,150,500 | – | 1.32% | – |
| POOL | New | POOL CORPORATION | $42,436,000 | – | 451,300 | – | 1.29% | – |
| OMI | New | OWENS & MINOR INC NEW | $42,374,000 | – | 1,133,600 | – | 1.28% | – |
| DY | New | DYCOM INDS INC | $41,361,000 | – | 460,800 | – | 1.25% | – |
| TECD | New | TECH DATA CORP | $40,480,000 | – | 563,400 | – | 1.23% | – |
| NVR | New | NVR INC | $39,905,000 | – | 22,414 | – | 1.21% | – |
| NI | New | NISOURCE INC | $38,325,000 | – | 1,445,131 | – | 1.16% | – |
| JCPNQ | New | PENNEY J C INC | $36,494,000 | – | 4,109,700 | – | 1.11% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $36,364,000 | – | 1,574,200 | – | 1.10% | – |
| THG | New | HANOVER INS GROUP INC | $36,268,000 | – | 428,600 | – | 1.10% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $35,667,000 | – | 727,300 | – | 1.08% | – |
| PNY | New | PIEDMONT NAT GAS INC | $35,432,000 | – | 589,361 | – | 1.07% | – |
| SBGI | New | SINCLAIR BROADCAST GROUP INC CL Acl a | $35,223,000 | – | 1,179,600 | – | 1.07% | – |
| LEN | New | LENNAR CORPcl a | $33,833,000 | – | 733,900 | – | 1.02% | – |
| BYD | New | BOYD GAMING CORP | $33,308,000 | – | 1,810,200 | – | 1.01% | – |
| CDW | New | CDW CORP | $33,170,000 | – | 827,600 | – | 1.00% | – |
| W | New | WAYFAIR INCcl a | $33,085,000 | – | 848,327 | – | 1.00% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $31,545,000 | – | 676,790 | – | 0.96% | – |
| ED | New | CONSOLIDATED EDISON INC | $31,354,000 | – | 389,786 | – | 0.95% | – |
| CMS | New | CMS ENERGY CORP | $29,999,000 | – | 654,148 | – | 0.91% | – |
| LEA | New | LEAR CORP | $29,755,000 | – | 292,400 | – | 0.90% | – |
| CIEN | New | CIENA CORP | $28,356,000 | – | 1,512,300 | – | 0.86% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $28,308,000 | – | 1,103,200 | – | 0.86% | – |
| EXPR | New | EXPRESS INC | $27,563,000 | – | 1,899,600 | – | 0.84% | – |
| AN | New | AUTONATION INC | $27,399,000 | – | 583,200 | – | 0.83% | – |
| OGS | New | ONE GAS INC | $26,811,000 | – | 402,625 | – | 0.81% | – |
| AFSI | New | AMTRUST FINL SVCS INC | $26,730,000 | – | 1,091,000 | – | 0.81% | – |
| STR | New | QUESTAR CORP | $25,952,000 | – | 1,022,926 | – | 0.79% | – |
| DTE | New | DTE ENERGY CO | $25,648,000 | – | 258,754 | – | 0.78% | – |
| SWX | New | SOUTHWEST GAS CORP | $25,645,000 | – | 325,817 | – | 0.78% | – |
| MAN | New | MANPOWERGROUP INC | $25,594,000 | – | 397,800 | – | 0.78% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $25,287,000 | – | 1,527,000 | – | 0.77% | – |
| EQT | New | EQT CORP | $24,587,000 | – | 317,532 | – | 0.74% | – |
| LAD | New | LITHIA MTRS INCcl a | $22,360,000 | – | 314,618 | – | 0.68% | – |
| WGL | New | WGL HLDGS INC | $22,164,000 | – | 313,092 | – | 0.67% | – |
| SR | New | SPIRE INC | $21,875,000 | – | 308,791 | – | 0.66% | – |
| CNP | New | CENTERPOINT ENERGY INC | $21,416,000 | – | 892,328 | – | 0.65% | – |
| GME | New | GAMESTOP CORP NEWcl a | $21,264,000 | – | 800,000 | – | 0.64% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $20,046,000 | – | 352,424 | – | 0.61% | – |
| XEL | New | XCEL ENERGY INC | $19,363,000 | – | 432,399 | – | 0.59% | – |
| UGI | New | UGI CORP NEW | $18,992,000 | – | 419,702 | – | 0.58% | – |
| EXC | New | EXELON CORP | $18,690,000 | – | 514,031 | – | 0.57% | – |
| NJR | New | NEW JERSEY RES | $17,941,000 | – | 465,384 | – | 0.54% | – |
| PPL | New | PPL CORP | $17,600,000 | – | 466,219 | – | 0.53% | – |
| VVC | New | VECTREN CORP | $17,051,000 | – | 323,728 | – | 0.52% | – |
| ES | New | EVERSOURCE ENERGY | $14,614,000 | – | 243,975 | – | 0.44% | – |
| MDU | New | MDU RES GROUP INC | $14,602,000 | – | 608,407 | – | 0.44% | – |
| NWN | New | NORTHWEST NAT GAS CO | $13,436,000 | – | 207,286 | – | 0.41% | – |
| TE | New | TECO ENERGY INC | $13,006,000 | – | 470,551 | – | 0.39% | – |
| SCG | New | SCANA CORP NEW | $12,557,000 | – | 165,966 | – | 0.38% | – |
| SJI | New | SOUTH JERSEY INDS INC | $12,479,000 | – | 394,671 | – | 0.38% | – |
| PAGP | New | PLAINS GP HLDGS L Psh a rep ltpn | $11,711,000 | – | 1,122,777 | – | 0.36% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $11,067,000 | – | 198,200 | – | 0.34% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS COM | $10,807,000 | – | 71,200 | – | 0.33% | – |
| CAT | New | CATERPILLAR INC DEL | $10,750,000 | – | 141,800 | – | 0.33% | – |
| DUK | New | DUKE ENERGY CORP NEW | $9,483,000 | – | 110,537 | – | 0.29% | – |
| YDKN | New | YADKIN FINL CORP | $9,409,000 | – | 375,000 | – | 0.28% | – |
| WAFD | New | WASHINGTON FED INC | $9,279,000 | – | 382,500 | – | 0.28% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $9,219,000 | – | 75,000 | – | 0.28% | – |
| CVX | New | CHEVRON CORP NEW | $9,178,000 | – | 87,550 | – | 0.28% | – |
| XOM | New | EXXON MOBIL CORP | $9,154,000 | – | 97,650 | – | 0.28% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $9,140,000 | – | 200,000 | – | 0.28% | – |
| KRNY | New | KEARNY FINL CORP MD | $9,058,000 | – | 720,000 | – | 0.27% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $8,934,000 | – | 810,000 | – | 0.27% | – |
| AEE | New | AMEREN CORP | $8,813,000 | – | 164,490 | – | 0.27% | – |
| PFE | New | PFIZER INC | $8,709,000 | – | 247,350 | – | 0.26% | – |
| CSBK | New | CLIFTON BANCORP INC | $8,665,000 | – | 575,000 | – | 0.26% | – |
| FFIC | New | FLUSHING FINL CORP | $8,548,000 | – | 430,000 | – | 0.26% | – |
| MRK | New | MERCK & CO INC | $8,497,000 | – | 147,500 | – | 0.26% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $7,538,000 | – | 510,000 | – | 0.23% | – |
| NSP | New | INSPERITY INC | $7,291,000 | – | 94,400 | – | 0.22% | – |
| PG | New | PROCTER & GAMBLE CO | $7,311,000 | – | 86,350 | – | 0.22% | – |
| PACW | New | PACWEST BANCORP DEL | $7,260,000 | – | 182,500 | – | 0.22% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $6,776,000 | – | 345,000 | – | 0.20% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $6,673,000 | – | 199,200 | – | 0.20% | – |
| INTC | New | INTEL CORP | $6,354,000 | – | 193,730 | – | 0.19% | – |
| GE | New | GENERAL ELECTRIC CO | $6,280,000 | – | 199,500 | – | 0.19% | – |
| WTFC | New | WINTRUST FINL CORP | $6,248,000 | – | 122,500 | – | 0.19% | – |
| SUP | New | SUPERIOR INDS INTL INC | $6,079,000 | – | 227,000 | – | 0.18% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $5,950,000 | – | 89,908 | – | 0.18% | – |
| BA | New | BOEING CO | $5,903,000 | – | 45,450 | – | 0.18% | – |
| ASTE | New | ASTEC INDS INC | $5,795,000 | – | 103,200 | – | 0.18% | – |
| TGT | New | TARGET CORP | $5,767,000 | – | 82,600 | – | 0.18% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $5,747,000 | – | 34,200 | – | 0.17% | – |
| DG | New | DOLLAR GEN CORP NEW | $5,678,000 | – | 60,400 | – | 0.17% | – |
| RS | New | RELIANCE STEEL & ALUMINUM CO COM | $5,660,000 | – | 73,600 | – | 0.17% | – |
| OCFC | New | OCEANFIRST FINL CORP | $5,542,000 | – | 305,000 | – | 0.17% | – |
| BURL | New | BURLINGTON STORES INC | $5,337,000 | – | 80,000 | – | 0.16% | – |
| POST | New | POST HLDGS INC | $5,342,000 | – | 64,600 | – | 0.16% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $5,309,000 | – | 37,600 | – | 0.16% | – |
| BANR | New | BANNER CORP | $5,318,000 | – | 125,000 | – | 0.16% | – |
| PLCE | New | CHILDRENS PLACE INC/THE | $5,276,000 | – | 65,800 | – | 0.16% | – |
| OPB | New | OPUS BK IRVINE CALIF | $5,239,000 | – | 155,000 | – | 0.16% | – |
| BRC | New | BRADY CORPcl a | $5,244,000 | – | 171,600 | – | 0.16% | – |
| WSFS | New | WSFS FINL CORP | $5,231,000 | – | 162,500 | – | 0.16% | – |
| JBT | New | JOHN BEAN TECHNOLOGIES CORP | $5,216,000 | – | 85,200 | – | 0.16% | – |
| WMT | New | WAL-MART STORES INC | $5,210,000 | – | 71,350 | – | 0.16% | – |
| CSCO | New | CISCO SYS INC | $5,110,000 | – | 178,115 | – | 0.16% | – |
| SON | New | SONOCO PRODS CO | $5,095,000 | – | 102,600 | – | 0.15% | – |
| LNT | New | ALLIANT ENERGY CORP | $5,094,000 | – | 128,308 | – | 0.15% | – |
| ORBK | New | ORBOTECH LTDord | $5,059,000 | – | 198,000 | – | 0.15% | – |
| ATSG | New | AIR TRANSPORT SERVICES GRP INC COM | $5,031,000 | – | 388,200 | – | 0.15% | – |
| GPC | New | GENUINE PARTS CO | $5,032,000 | – | 49,700 | – | 0.15% | – |
| WSO | New | WATSCO INC | $4,952,000 | – | 35,200 | – | 0.15% | – |
| NWE | New | NORTHWESTERN CORP | $4,960,000 | – | 78,648 | – | 0.15% | – |
| IIIN | New | INSTEEL INDUSTRIES INC | $4,897,000 | – | 171,300 | – | 0.15% | – |
| ARW | New | ARROW ELECTRS INC | $4,853,000 | – | 78,400 | – | 0.15% | – |
| ITRI | New | ITRON INC | $4,849,000 | – | 112,500 | – | 0.15% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $4,803,000 | – | 370,000 | – | 0.14% | – |
| HSIC | New | SCHEIN HENRY INC | $4,791,000 | – | 27,100 | – | 0.14% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $4,767,000 | – | 64,200 | – | 0.14% | – |
| QCOM | New | QUALCOMM INC | $4,762,000 | – | 88,900 | – | 0.14% | – |
| BKH | New | BLACK HILLS CORP | $4,725,000 | – | 74,959 | – | 0.14% | – |
| BMS | New | BEMIS INC | $4,706,000 | – | 91,400 | – | 0.14% | – |
| UFCS | New | UNITED FIRE GROUP INC | $4,718,000 | – | 111,200 | – | 0.14% | – |
| OMC | New | OMNICOM GROUP INC | $4,694,000 | – | 57,600 | – | 0.14% | – |
| TSN | New | TYSON FOODS INCcl a | $4,622,000 | – | 69,200 | – | 0.14% | – |
| AGR | New | AVANGRID INC | $4,606,000 | – | 100,000 | – | 0.14% | – |
| EMR | New | EMERSON ELEC CO | $4,616,000 | – | 88,500 | – | 0.14% | – |
| PBPB | New | POTBELLY CORP | $4,481,000 | – | 357,300 | – | 0.14% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $4,465,000 | – | 210,800 | – | 0.14% | – |
| BJRI | New | BJS RESTAURANTS INC | $4,458,000 | – | 101,700 | – | 0.14% | – |
| GCO | New | GENESCO INC | $4,373,000 | – | 68,000 | – | 0.13% | – |
| MPC | New | MARATHON PETE CORP | $4,346,000 | – | 114,500 | – | 0.13% | – |
| VSTO | New | VISTA OUTDOOR INC | $4,343,000 | – | 91,000 | – | 0.13% | – |
| CVG | New | CONVERGYS CORP | $4,348,000 | – | 173,900 | – | 0.13% | – |
| KAMN | New | KAMAN CORP | $4,337,000 | – | 102,000 | – | 0.13% | – |
| VIAB | New | VIACOM INC NEWcl b | $4,338,000 | – | 104,600 | – | 0.13% | – |
| PRU | New | PRUDENTIAL FINL INC | $4,245,000 | – | 59,500 | – | 0.13% | – |
| EGBN | New | EAGLE BANCORP INC MD | $4,187,000 | – | 87,021 | – | 0.13% | – |
| DFODQ | New | DEAN FOODS CO NEW | $4,204,000 | – | 232,400 | – | 0.13% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $4,178,000 | – | 171,000 | – | 0.13% | – |
| FBNK | New | FIRST CONN BANCORP INC MD | $4,151,000 | – | 250,670 | – | 0.13% | – |
| LVS | New | LAS VEGAS SANDS CORP | $3,988,000 | – | 91,700 | – | 0.12% | – |
| FCB | New | FCB FINL HLDGS INCcl a | $3,995,000 | – | 117,500 | – | 0.12% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $3,989,000 | – | 360,000 | – | 0.12% | – |
| BNCL | New | BENEFICIAL BANCORP INC | $3,943,000 | – | 310,000 | – | 0.12% | – |
| NPTN | New | NEOPHOTONICS CORP | $3,899,000 | – | 409,100 | – | 0.12% | – |
| AVA | New | AVISTA CORP | $3,852,000 | – | 85,972 | – | 0.12% | – |
| BKU | New | BANKUNITED INC | $3,840,000 | – | 125,000 | – | 0.12% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $3,592,000 | – | 110,000 | – | 0.11% | – |
| GPS | New | GAP INC DEL | $3,510,000 | – | 165,400 | – | 0.11% | – |
| VLO | New | VALERO ENERGY CORP NEW | $3,453,000 | – | 67,700 | – | 0.10% | – |
| MOV | New | MOVADO GROUP INC | $3,328,000 | – | 153,500 | – | 0.10% | – |
| FBP | New | FIRST BANCORP P R | $3,295,000 | – | 830,000 | – | 0.10% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $2,951,000 | – | 68,800 | – | 0.09% | – |
| HPQ | New | HP INC | $2,861,000 | – | 228,000 | – | 0.09% | – |
| JCI | New | JOHNSON CTLS INC | $2,811,000 | – | 63,500 | – | 0.08% | – |
| JBSS | New | SANFILIPPO JOHN B & SON INC | $2,745,000 | – | 64,400 | – | 0.08% | – |
| BNS | New | BANK N S HALIFAX | $2,745,000 | – | 56,000 | – | 0.08% | – |
| IP | New | INTL PAPER CO | $2,738,000 | – | 64,600 | – | 0.08% | – |
| T | New | AT&T INC | $2,709,000 | – | 62,700 | – | 0.08% | – |
| BMO | New | BANK MONTREAL QUE | $2,675,000 | – | 42,200 | – | 0.08% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $2,655,000 | – | 78,900 | – | 0.08% | – |
| MGEE | New | MGE ENERGY INC | $2,631,000 | – | 46,554 | – | 0.08% | – |
| SU | New | SUNCOR ENERGY INC NEW | $2,657,000 | – | 95,800 | – | 0.08% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $2,614,000 | – | 64,700 | – | 0.08% | – |
| MO | New | ALTRIA GROUP INC | $2,620,000 | – | 38,000 | – | 0.08% | – |
| ANFI | New | AMIRA NATURE FOODS LTD | $2,606,000 | – | 352,200 | – | 0.08% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $2,624,000 | – | 44,400 | – | 0.08% | – |
| BCE | New | BCE INC | $2,564,000 | – | 54,200 | – | 0.08% | – |
| PM | New | PHILIP MORRIS INTL INC | $2,563,000 | – | 25,200 | – | 0.08% | – |
| TD | New | TORONTO DOMINION BK ONT | $2,572,000 | – | 59,900 | – | 0.08% | – |
| ABBV | New | ABBVIE INC | $2,588,000 | – | 41,800 | – | 0.08% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $2,534,000 | – | 17,500 | – | 0.08% | – |
| TRI | New | THOMSON REUTERS CORP | $2,542,000 | – | 62,900 | – | 0.08% | – |
| UTL | New | UNITIL CORP | $2,543,000 | – | 59,598 | – | 0.08% | – |
| RAI | New | REYNOLDS AMERICAN INC | $2,524,000 | – | 46,800 | – | 0.08% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $2,510,000 | – | 23,300 | – | 0.08% | – |
| VTR | New | VENTAS INC | $2,476,000 | – | 34,000 | – | 0.08% | – |
| JPM | New | JPMORGAN CHASE & CO. | $2,486,000 | – | 40,000 | – | 0.08% | – |
| V | New | VISA INCcl a | $2,447,000 | – | 32,995 | – | 0.07% | – |
| ETN | New | EATON CORP PLC | $2,449,000 | – | 41,000 | – | 0.07% | – |
| BAC | New | BANK AMER CORP | $2,455,000 | – | 185,000 | – | 0.07% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $2,456,000 | – | 32,500 | – | 0.07% | – |
| MFC | New | MANULIFE FINL CORP | $2,407,000 | – | 176,100 | – | 0.07% | – |
| DOW | New | DOW CHEM CO | $2,381,000 | – | 47,900 | – | 0.07% | – |
| XRX | New | XEROX CORP | $2,369,000 | – | 249,600 | – | 0.07% | – |
| MOS | New | MOSAIC CO NEW | $2,377,000 | – | 90,800 | – | 0.07% | – |
| PYPL | New | PAYPAL HLDGS INC | $2,376,000 | – | 65,087 | – | 0.07% | – |
| MET | New | METLIFE INC | $2,330,000 | – | 58,500 | – | 0.07% | – |
| CMI | New | CUMMINS INC | $2,328,000 | – | 20,700 | – | 0.07% | – |
| F | New | FORD MTR CO DEL | $2,354,000 | – | 187,300 | – | 0.07% | – |
| STI | New | SUNTRUST BKS INC | $2,342,000 | – | 57,000 | – | 0.07% | – |
| KEY | New | KEYCORP NEW | $2,321,000 | – | 210,000 | – | 0.07% | – |
| WFC | New | WELLS FARGO & CO NEW | $2,319,000 | – | 49,000 | – | 0.07% | – |
| FITB | New | FIFTH THIRD BANCORP | $2,322,000 | – | 132,000 | – | 0.07% | – |
| BAX | New | BAXTER INTL INC | $2,284,000 | – | 50,500 | – | 0.07% | – |
| LUMN | New | CENTURYLINK INC | $2,242,000 | – | 77,300 | – | 0.07% | – |
| UNP | New | UNION PAC CORP | $2,242,000 | – | 25,700 | – | 0.07% | – |
| DOV | New | DOVER CORP | $2,211,000 | – | 31,900 | – | 0.07% | – |
| GM | New | GENERAL MTRS CO | $2,222,000 | – | 78,500 | – | 0.07% | – |
| USB | New | US BANCORP DEL | $2,218,000 | – | 55,000 | – | 0.07% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $2,169,000 | – | 10,000 | – | 0.07% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N V SHS - A - | $2,166,000 | – | 29,100 | – | 0.07% | – |
| MCD | New | MCDONALDS CORP | $2,142,000 | – | 17,800 | – | 0.06% | – |
| FDX | New | FEDEX CORP | $2,140,000 | – | 14,100 | – | 0.06% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $2,143,000 | – | 20,900 | – | 0.06% | – |
| C | New | CITIGROUP INC | $2,162,000 | – | 51,000 | – | 0.06% | – |
| SFBS | New | SERVISFIRST BANCSHARES INC | $2,099,000 | – | 42,500 | – | 0.06% | – |
| HOG | New | HARLEY DAVIDSON INC | $2,097,000 | – | 46,300 | – | 0.06% | – |
| IBKC | New | IBERIABANK CORP | $2,091,000 | – | 35,000 | – | 0.06% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $2,075,000 | – | 25,500 | – | 0.06% | – |
| PX | New | PRAXAIR INC | $2,068,000 | – | 18,400 | – | 0.06% | – |
| PH | New | PARKER HANNIFIN CORP | $2,075,000 | – | 19,200 | – | 0.06% | – |
| HCA | New | HCA HOLDINGS INC | $2,056,000 | – | 26,700 | – | 0.06% | – |
| BBY | New | BEST BUY INC | $2,047,000 | – | 66,900 | – | 0.06% | – |
| WFM | New | WHOLE FOODS MKT INC | $2,001,000 | – | 62,500 | – | 0.06% | – |
| AAPL | New | APPLE INC | $2,001,000 | – | 20,936 | – | 0.06% | – |
| PCAR | New | PACCAR INC | $1,976,000 | – | 38,100 | – | 0.06% | – |
| GD | New | GENERAL DYNAMICS CORP | $1,949,000 | – | 14,000 | – | 0.06% | – |
| LUV | New | SOUTHWEST AIRLS CO | $1,953,000 | – | 49,800 | – | 0.06% | – |
| DE | New | DEERE & CO | $1,953,000 | – | 24,100 | – | 0.06% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $1,857,000 | – | 12,500 | – | 0.06% | – |
| CFG | New | CITIZENS FINL GROUP INC | $1,838,000 | – | 92,000 | – | 0.06% | – |
| BBBY | New | BED BATH & BEYOND INC | $1,858,000 | – | 43,000 | – | 0.06% | – |
| MS | New | MORGAN STANLEY | $1,819,000 | – | 70,000 | – | 0.06% | – |
| GILD | New | GILEAD SCIENCES INC | $1,823,000 | – | 21,848 | – | 0.06% | – |
| EBAY | New | EBAY INC | $1,826,000 | – | 78,000 | – | 0.06% | – |
| BEN | New | FRANKLIN RES INC | $1,805,000 | – | 54,100 | – | 0.06% | – |
| DRI | New | DARDEN RESTAURANTS INC | $1,805,000 | – | 28,500 | – | 0.06% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,778,000 | – | 28,000 | – | 0.05% | – |
| TIF | New | TIFFANY & CO NEW | $1,783,000 | – | 29,400 | – | 0.05% | – |
| KR | New | KROGER CO | $1,755,000 | – | 47,700 | – | 0.05% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $1,759,000 | – | 27,800 | – | 0.05% | – |
| LNC | New | LINCOLN NATL CORP IND | $1,706,000 | – | 44,000 | – | 0.05% | – |
| UAL | New | UNITED CONTL HLDGS INC | $1,605,000 | – | 39,100 | – | 0.05% | – |
| TSO | New | TESORO CORP | $1,611,000 | – | 21,500 | – | 0.05% | – |
| RF | New | REGIONS FINL CORP NEW | $1,574,000 | – | 185,000 | – | 0.05% | – |
| SYF | New | SYNCHRONY FINL | $1,593,000 | – | 63,000 | – | 0.05% | – |
| SNV | New | SYNOVUS FINL CORP | $1,594,000 | – | 55,000 | – | 0.05% | – |
| ALK | New | ALASKA AIR GROUP INC | $1,533,000 | – | 26,300 | – | 0.05% | – |
| M | New | MACYS INC | $1,533,000 | – | 45,600 | – | 0.05% | – |
| AF | New | ASTORIA FINL CORP | $1,533,000 | – | 100,000 | – | 0.05% | – |
| DAL | New | DELTA AIR LINES INC DEL | $1,519,000 | – | 41,700 | – | 0.05% | – |
| RL | New | RALPH LAUREN CORPcl a | $1,470,000 | – | 16,400 | – | 0.04% | – |
| CBF | New | CAPITAL BK FINL CORP | $1,440,000 | – | 50,000 | – | 0.04% | – |
| KSS | New | KOHLS CORP | $1,426,000 | – | 37,600 | – | 0.04% | – |
| JWN | New | NORDSTROM INC | $1,431,000 | – | 37,600 | – | 0.04% | – |
| VNTV | New | VANTIV INCcl a | $1,415,000 | – | 25,000 | – | 0.04% | – |
| DGAS | New | DELTA NAT GAS INC | $1,381,000 | – | 51,278 | – | 0.04% | – |
| AAL | New | AMERICAN AIRLS GROUP INC | $1,339,000 | – | 47,300 | – | 0.04% | – |
| FDC | New | FIRST DATA CORP NEW | $1,218,000 | – | 110,000 | – | 0.04% | – |
| EEFT | New | EURONET WORLDWIDE INC | $1,211,000 | – | 17,500 | – | 0.04% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $1,049,000 | – | 70,000 | – | 0.03% | – |
| RGCO | New | RGC RES INC | $887,000 | – | 36,534 | – | 0.03% | – |
| ETR | New | ENTERGY CORP NEW | $846,000 | – | 10,400 | – | 0.03% | – |
| CMA | New | COMERICA INC | $658,000 | – | 16,000 | – | 0.02% | – |
| EDE | New | EMPIRE DIST ELEC CO | $623,000 | – | 18,325 | – | 0.02% | – |
| EGAS | New | GAS NAT INC | $365,000 | – | 52,229 | – | 0.01% | – |
| CNIG | New | CORNING NAT GAS HLDG CORP | $337,000 | – | 19,064 | – | 0.01% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMZN | Exit | AMAZON COM INC | $0 | – | -401 | – | -0.01% | – |
| GOOG | Exit | GOOGLE INCcl c | $0 | – | -341 | – | -0.01% | – |
| BHBK | Exit | BLUE HILLS BANCORP INC | $0 | – | -15,000 | – | -0.01% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -4,950 | – | -0.01% | – |
| ECPG | Exit | ENCORE CAP GROUP INC | $0 | – | -7,500 | – | -0.01% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -30,000 | – | -0.01% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -30,000 | – | -0.01% | – |
| CNIG | Exit | CORNING NAT GAS HLDG CORP | $0 | – | -25,267 | – | -0.01% | – |
| EDE | Exit | EMPIRE DIST ELEC CO | $0 | – | -24,075 | – | -0.02% | – |
| EGAS | Exit | GAS NAT INC | $0 | – | -62,282 | – | -0.02% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -20,000 | – | -0.02% | – |
| SRCE | Exit | 1ST SOURCE CORP | $0 | – | -20,000 | – | -0.02% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -13,400 | – | -0.03% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -49,466 | – | -0.03% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -78,100 | – | -0.04% | – |
| BXLT | Exit | BAXALTA INC | $0 | – | -41,000 | – | -0.04% | – |
| FBNK | Exit | FIRST CONN BANCORP INC MD | $0 | – | -80,000 | – | -0.04% | – |
| PYPL | Exit | PAYPAL HLDGS INC | $0 | – | -41,372 | – | -0.04% | – |
| WIBC | Exit | WILSHIRE BANCORP INC | $0 | – | -125,000 | – | -0.04% | – |
| FMC | Exit | F M C CORP | $0 | – | -40,000 | – | -0.04% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -41,000 | – | -0.04% | – |
| FCX | Exit | FREEPORT-MCMORAN INC | $0 | – | -146,300 | – | -0.04% | – |
| DGAS | Exit | DELTA NAT GAS INC | $0 | – | -70,434 | – | -0.04% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -34,900 | – | -0.04% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -100,900 | – | -0.05% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -53,500 | – | -0.05% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -29,400 | – | -0.05% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -57,400 | – | -0.05% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -45,000 | – | -0.05% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -41,300 | – | -0.05% | – |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -55,000 | – | -0.05% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -37,500 | – | -0.05% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -40,100 | – | -0.05% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -31,600 | – | -0.05% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -72,000 | – | -0.05% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -42,600 | – | -0.05% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -36,000 | – | -0.06% | – |
| M | Exit | MACYS INC | $0 | – | -36,600 | – | -0.06% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -59,600 | – | -0.06% | – |
| COH | Exit | COACH INC | $0 | – | -64,300 | – | -0.06% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -30,000 | – | -0.06% | – |
| DOV | Exit | DOVER CORP | $0 | – | -33,100 | – | -0.06% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -316,700 | – | -0.06% | – |
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -80,904 | – | -0.06% | – |
| DE | Exit | DEERE & CO | $0 | – | -26,600 | – | -0.06% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -36,600 | – | -0.06% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -52,700 | – | -0.06% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -54,100 | – | -0.06% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -42,100 | – | -0.06% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -100,000 | – | -0.06% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -31,400 | – | -0.06% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -47,300 | – | -0.06% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -139,600 | – | -0.06% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -22,900 | – | -0.06% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -56,800 | – | -0.06% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -30,600 | – | -0.07% | – |
| EMR | Exit | EMERSON ELEC CO | $0 | – | -49,800 | – | -0.07% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -81,900 | – | -0.07% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -25,195 | – | -0.07% | – |
| INTC | Exit | INTEL CORP | $0 | – | -76,425 | – | -0.07% | – |
| SCCO | Exit | SOUTHERN COPPER CORP | $0 | – | -85,700 | – | -0.07% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -35,100 | – | -0.07% | – |
| BA | Exit | BOEING CO | $0 | – | -17,700 | – | -0.07% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -149,300 | – | -0.07% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -79,300 | – | -0.07% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -54,300 | – | -0.07% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -59,054 | – | -0.07% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -179,400 | – | -0.07% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -90,600 | – | -0.07% | – |
| BCR | Exit | BARD C R INC | $0 | – | -13,200 | – | -0.07% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -49,400 | – | -0.08% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -136,300 | – | -0.08% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -59,200 | – | -0.08% | – |
| BNCL | Exit | BENEFICIAL BANCORP INC | $0 | – | -190,000 | – | -0.08% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -163,500 | – | -0.08% | – |
| AAPL | Exit | APPLE INC | $0 | – | -22,961 | – | -0.08% | – |
| TD | Exit | TORONTO DOMINION BK ONT | $0 | – | -65,200 | – | -0.08% | – |
| RJETQ | Exit | REPUBLIC AWYS HLDGS INC | $0 | – | -445,200 | – | -0.08% | – |
| RY | Exit | ROYAL BK CDA MONTREAL QUE | $0 | – | -46,500 | – | -0.08% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -71,100 | – | -0.08% | – |
| CCE | Exit | COCA COLA ENTERPRISES INC | $0 | – | -53,400 | – | -0.08% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -57,700 | – | -0.08% | – |
| BCE | Exit | BCE INC | $0 | – | -64,900 | – | -0.08% | – |
| BBT | Exit | BB&T CORP | $0 | – | -75,000 | – | -0.08% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N V | $0 | – | -32,300 | – | -0.08% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -102,515 | – | -0.08% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -88,100 | – | -0.08% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -54,400 | – | -0.08% | – |
| MET | Exit | METLIFE INC | $0 | – | -57,600 | – | -0.08% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -115,000 | – | -0.08% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -71,200 | – | -0.08% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -35,300 | – | -0.08% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -51,500 | – | -0.08% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -37,000 | – | -0.08% | – |
| WIN | Exit | WINDSTREAM HLDGS INC | $0 | – | -464,867 | – | -0.09% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -35,900 | – | -0.09% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -4,000 | – | -0.09% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -26,400 | – | -0.09% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -71,800 | – | -0.09% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -78,871 | – | -0.09% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -53,700 | – | -0.09% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -95,000 | – | -0.09% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -53,900 | – | -0.09% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -71,755 | – | -0.10% | – |
| CVLG | Exit | COVENANT TRANS INC - CL Acl a | $0 | – | -179,200 | – | -0.10% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -27,000 | – | -0.10% | – |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -280,000 | – | -0.10% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -190,000 | – | -0.10% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -106,472 | – | -0.11% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -94,800 | – | -0.11% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -87,959 | – | -0.11% | – |
| WSTC | Exit | WEST CORP | $0 | – | -163,200 | – | -0.11% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -142,000 | – | -0.12% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -140,000 | – | -0.12% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS COM | $0 | – | -26,900 | – | -0.12% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -435,000 | – | -0.12% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -125,000 | – | -0.12% | – |
| V | Exit | VISA INCcl a | $0 | – | -57,385 | – | -0.12% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -78,000 | – | -0.12% | – |
| MERC | Exit | MERCER INTL INC | $0 | – | -404,400 | – | -0.12% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -250,000 | – | -0.12% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -23,500 | – | -0.12% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -47,000 | – | -0.13% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -32,500 | – | -0.13% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP | $0 | – | -105,000 | – | -0.13% | – |
| TA | Exit | TRAVELCENTERS AMER LLC | $0 | – | -407,300 | – | -0.13% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -58,000 | – | -0.13% | – |
| C | Exit | CITIGROUP INC | $0 | – | -86,000 | – | -0.13% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -329,000 | – | -0.13% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS INC | $0 | – | -123,900 | – | -0.13% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -40,100 | – | -0.13% | – |
| BLD | Exit | TOPBUILD CORP | $0 | – | -139,811 | – | -0.13% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -228,000 | – | -0.13% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -85,000 | – | -0.13% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -114,000 | – | -0.13% | – |
| FLWS | Exit | 1 800 FLOWERS COMcl a | $0 | – | -478,000 | – | -0.13% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -279,000 | – | -0.13% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -320,000 | – | -0.13% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -83,000 | – | -0.13% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -72,000 | – | -0.13% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -107,000 | – | -0.13% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -80,300 | – | -0.13% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -265,000 | – | -0.14% | – |
| TSEM | Exit | TOWER SEMICONDUCTOR LTD | $0 | – | -359,100 | – | -0.14% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -81,904 | – | -0.14% | – |
| HNI | Exit | HNI CORP | $0 | – | -111,700 | – | -0.14% | – |
| KMX | Exit | CARMAX INC | $0 | – | -83,700 | – | -0.15% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -35,000 | – | -0.15% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -195,000 | – | -0.15% | – |
| KO | Exit | COCA COLA CO | $0 | – | -124,950 | – | -0.15% | – |
| LDL | Exit | LYDALL INC DEL | $0 | – | -177,200 | – | -0.15% | – |
| K | Exit | KELLOGG CO | $0 | – | -77,000 | – | -0.15% | – |
| ERIE | Exit | ERIE INDTY COcl a | $0 | – | -62,240 | – | -0.16% | – |
| UBNK | Exit | UNITED FINL BANCORP INC | $0 | – | -400,000 | – | -0.16% | – |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -175,000 | – | -0.16% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -76,600 | – | -0.16% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -55,100 | – | -0.16% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -81,444 | – | -0.16% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -127,000 | – | -0.16% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -69,900 | – | -0.17% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -114,800 | – | -0.17% | – |
| T | Exit | AT&T INC | $0 | – | -170,000 | – | -0.17% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -33,800 | – | -0.17% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STORE | $0 | – | -38,100 | – | -0.17% | – |
| KR | Exit | KROGER CO | $0 | – | -157,600 | – | -0.17% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -50,000 | – | -0.18% | – |
| PATK | Exit | PATRICK INDS INC | $0 | – | -149,100 | – | -0.18% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -73,100 | – | -0.18% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -509,500 | – | -0.18% | – |
| TSO | Exit | TESORO CORP | $0 | – | -62,700 | – | -0.18% | – |
| CDW | Exit | CDW CORP | $0 | – | -150,000 | – | -0.18% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -115,408 | – | -0.18% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -102,300 | – | -0.18% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -57,300 | – | -0.19% | – |
| LABL | Exit | MULTI COLOR CORP | $0 | – | -82,600 | – | -0.19% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -132,800 | – | -0.19% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -97,450 | – | -0.19% | – |
| GIII | Exit | G-III APPAREL GROUP LTD | $0 | – | -107,000 | – | -0.20% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -185,000 | – | -0.20% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -83,300 | – | -0.20% | – |
| AFSI | Exit | AMTRUST FINL SVCS INC | $0 | – | -105,400 | – | -0.20% | – |
| SFBS | Exit | SERVISFIRST BANCSHARES INC | $0 | – | -160,000 | – | -0.20% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INCcl a | $0 | – | -36 | – | -0.21% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -143,250 | – | -0.21% | – |
| AMED | Exit | AMEDISYS INC | $0 | – | -188,100 | – | -0.22% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -100,650 | – | -0.22% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -135,698 | – | -0.22% | – |
| KRNY | Exit | KEARNY FINL CORP MD | $0 | – | -640,000 | – | -0.22% | – |
| AMWD | Exit | AMERICAN WOODMARK CORP | $0 | – | -123,100 | – | -0.24% | – |
| PFE | Exit | PFIZER INC | $0 | – | -258,750 | – | -0.24% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -326,050 | – | -0.25% | – |
| LEA | Exit | LEAR CORP | $0 | – | -75,600 | – | -0.25% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -110,700 | – | -0.25% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -200,490 | – | -0.26% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -190,000 | – | -0.26% | – |
| USCR | Exit | U S CONCRETE INC | $0 | – | -184,100 | – | -0.26% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -114,500 | – | -0.27% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -300,000 | – | -0.27% | – |
| AF | Exit | ASTORIA FINL CORP | $0 | – | -560,000 | – | -0.27% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -168,500 | – | -0.27% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -256,000 | – | -0.28% | – |
| CSBK | Exit | CLIFTON BANCORP INC | $0 | – | -665,000 | – | -0.28% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -417,500 | – | -0.29% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -770,000 | – | -0.29% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -330,000 | – | -0.29% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -480,000 | – | -0.29% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -220,600 | – | -0.29% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -495,000 | – | -0.29% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -83,600 | – | -0.29% | – |
| BANR | Exit | BANNER CORP | $0 | – | -203,500 | – | -0.29% | – |
| DUK | Exit | DUKE ENERGY CORP | $0 | – | -138,837 | – | -0.30% | – |
| CSAL | Exit | COMMUNICATIONS SALES&LEAS INC | $0 | – | -557,840 | – | -0.30% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -429,671 | – | -0.33% | – |
| UIL | Exit | UIL HLDG CORP | $0 | – | -218,368 | – | -0.33% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -197,966 | – | -0.34% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -113,200 | – | -0.34% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -256,951 | – | -0.35% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -721,407 | – | -0.37% | – |
| EXC | Exit | EXELON CORP | $0 | – | -429,631 | – | -0.38% | – |
| TE | Exit | TECO ENERGY INC | $0 | – | -600,551 | – | -0.47% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -312,475 | – | -0.48% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -548,384 | – | -0.50% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -404,728 | – | -0.51% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -971,226 | – | -0.53% | – |
| PAGP | Exit | PLAINS GP HLDGS L Psh a rep ltpn | $0 | – | -1,065,277 | – | -0.56% | – |
| PPL | Exit | PPL CORP | $0 | – | -568,219 | – | -0.56% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -513,400 | – | -0.57% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -380,424 | – | -0.57% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -549,899 | – | -0.59% | – |
| LG | Exit | LACLEDE GROUP INC | $0 | – | -371,908 | – | -0.61% | – |
| PPC | Exit | PILGRIMS PRIDE CORP NEW | $0 | – | -994,100 | – | -0.62% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -4,660,700 | – | -0.67% | – |
| EQT | Exit | EQT CORP | $0 | – | -346,732 | – | -0.68% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -500,125 | – | -0.68% | – |
| SWX | Exit | SOUTHWEST GAS CORP | $0 | – | -397,645 | – | -0.70% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -1,370,100 | – | -0.71% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -1,244,926 | – | -0.73% | – |
| R | Exit | RYDER SYS INC | $0 | – | -333,300 | – | -0.74% | – |
| ACM | Exit | AECOM | $0 | – | -916,000 | – | -0.76% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -323,454 | – | -0.78% | – |
| VAL | Exit | VALSPAR CORP | $0 | – | -380,900 | – | -0.82% | – |
| RPM | Exit | RPM INTL INC | $0 | – | -656,500 | – | -0.83% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -800,148 | – | -0.85% | – |
| PNY | Exit | PIEDMONT NAT GAS INC | $0 | – | -707,861 | – | -0.85% | – |
| NI | Exit | NISOURCE INC | $0 | – | -1,530,131 | – | -0.85% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -497,292 | – | -0.86% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -3,135,100 | – | -0.88% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -759,400 | – | -0.89% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT INC | $0 | – | -1,228,500 | – | -0.89% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -560,200 | – | -0.89% | – |
| LPNT | Exit | LIFEPOINT HEALTH INC | $0 | – | -428,020 | – | -0.91% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -462,786 | – | -0.93% | – |
| HDS | Exit | HD SUPPLY HLDGS INC | $0 | – | -1,084,100 | – | -0.93% | – |
| MAS | Exit | MASCO CORP | $0 | – | -1,258,300 | – | -0.95% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -373,800 | – | -1.02% | – |
| BLL | Exit | BALL CORP | $0 | – | -548,000 | – | -1.02% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -824,790 | – | -1.05% | – |
| TTWO | Exit | TAKE-TWO INTERACTIVE SOFTWARE | $0 | – | -1,292,400 | – | -1.12% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -910,600 | – | -1.15% | – |
| NVR | Exit | NVR INC | $0 | – | -25,914 | – | -1.19% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -734,000 | – | -1.20% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -220,300 | – | -1.20% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -575,600 | – | -1.25% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -220,200 | – | -1.26% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -1,230,502 | – | -1.29% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -996,300 | – | -1.40% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -909,090 | – | -1.43% | – |
| CPGX | Exit | COLUMBIA PIPELINE GROUP INC | $0 | – | -2,997,582 | – | -1.65% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -953,788 | – | -1.67% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -429,800 | – | -1.73% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -2,285,700 | – | -1.77% | – |
| GAS | Exit | AGL RES INC | $0 | – | -971,730 | – | -1.78% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,154,299 | – | -1.83% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -1,890,821 | – | -2.11% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -1,945,057 | – | -2.16% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -1,555,617 | – | -2.26% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -2,747,725 | – | -2.29% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -2,921,415 | – | -2.31% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -2,443,427 | – | -2.32% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -1,142,446 | – | -2.42% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -1,156,318 | – | -2.42% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -846,340 | – | -2.46% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SRE | Sell | SEMPRA ENERGY | $81,858,000 | -14.1% | 846,340 | -12.1% | 2.46% | -13.7% |
| NGG | Sell | NATIONAL GRID PLCspon adr new | $80,514,000 | -15.1% | 1,156,318 | -21.3% | 2.42% | -14.7% |
| D | Sell | DOMINION RES INC VA NEW | $80,405,000 | -16.8% | 1,142,446 | -20.9% | 2.42% | -16.4% |
| TRP | Buy | TRANSCANADA CORP | $77,163,000 | -17.1% | 2,443,427 | +6.6% | 2.32% | -16.8% |
| SE | Sell | SPECTRA ENERGY CORP | $76,746,000 | -21.5% | 2,921,415 | -2.6% | 2.31% | -21.2% |
| KMI | Buy | KINDER MORGAN INC DEL | $76,057,000 | -20.3% | 2,747,725 | +10.5% | 2.29% | -19.9% |
| LNG | Buy | CHENIERE ENERGY INC | $75,136,000 | -20.7% | 1,555,617 | +13.7% | 2.26% | -20.4% |
| WMB | Buy | WILLIAMS COS INC DEL | $71,675,000 | -26.4% | 1,945,057 | +14.7% | 2.16% | -26.0% |
| ENB | Sell | ENBRIDGE INC | $70,206,000 | -26.9% | 1,890,821 | -7.9% | 2.11% | -26.6% |
| PCG | Sell | PG&E CORP | $60,947,000 | -11.7% | 1,154,299 | -17.9% | 1.83% | -11.4% |
| GAS | Sell | AGL RES INC | $59,314,000 | +5.9% | 971,730 | -19.2% | 1.78% | +6.4% |
| JBLU | Buy | JETBLUE AIRWAYS CORP | $58,902,000 | +55.0% | 2,285,700 | +24.9% | 1.77% | +55.7% |
| SKX | Buy | SKECHERS U S A INCcl a | $57,628,000 | +46.0% | 429,800 | +19.5% | 1.73% | +46.6% |
| ATO | Sell | ATMOS ENERGY CORP | $55,491,000 | -10.2% | 953,788 | -20.8% | 1.67% | -9.8% |
| CPGX | New | COLUMBIA PIPELINE GROUP INC | $54,826,000 | – | 2,997,582 | – | 1.65% | – |
| WEC | Buy | WEC ENERGY GROUP INC | $47,473,000 | +18.9% | 909,090 | +2.4% | 1.43% | +19.4% |
| SEE | Buy | SEALED AIR CORP NEW | $46,707,000 | +48.1% | 996,300 | +62.3% | 1.40% | +48.7% |
| UGI | Buy | UGI CORP NEW | $42,846,000 | +31.7% | 1,230,502 | +30.3% | 1.29% | +32.3% |
| AAP | Buy | ADVANCE AUTO PARTS INC | $41,735,000 | +107.9% | 220,200 | +74.8% | 1.26% | +108.8% |
| FL | Buy | FOOT LOCKER INC | $41,426,000 | +77.8% | 575,600 | +65.6% | 1.25% | +78.5% |
| MHK | Buy | MOHAWK INDS INC | $40,048,000 | +66.4% | 220,300 | +74.7% | 1.20% | +67.1% |
| CNC | Buy | CENTENE CORP DEL | $39,805,000 | +24.9% | 734,000 | +85.1% | 1.20% | +25.3% |
| NVR | Buy | NVR INC | $39,525,000 | +99.1% | 25,914 | +74.9% | 1.19% | +99.8% |
| PF | Buy | PINNACLE FOODS INC DEL | $38,136,000 | +60.7% | 910,600 | +74.7% | 1.15% | +61.3% |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWARE | $37,131,000 | +82.1% | 1,292,400 | +74.7% | 1.12% | +82.8% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $34,773,000 | -13.9% | 824,790 | -19.8% | 1.05% | -13.6% |
| BLL | Buy | BALL CORP | $34,086,000 | +41.9% | 548,000 | +60.0% | 1.02% | +42.4% |
| RGA | Buy | REINSURANCE GROUP AMER INC | $33,863,000 | +66.9% | 373,800 | +74.8% | 1.02% | +67.6% |
| MAS | Buy | MASCO CORP | $31,684,000 | +65.0% | 1,258,300 | +74.7% | 0.95% | +65.7% |
| HDS | Buy | HD SUPPLY HLDGS INC | $31,027,000 | +42.2% | 1,084,100 | +74.7% | 0.93% | +42.7% |
| ED | Sell | CONSOLIDATED EDISON INC | $30,937,000 | -6.8% | 462,786 | -19.3% | 0.93% | -6.3% |
| LPNT | Buy | LIFEPOINT HEALTH INC | $30,347,000 | +42.5% | 428,020 | +74.8% | 0.91% | +43.1% |
| EAT | Buy | BRINKER INTL INC | $29,506,000 | +59.6% | 560,200 | +74.7% | 0.89% | +60.3% |
| LYV | Buy | LIVE NATION ENTERTAINMENT INC | $29,533,000 | +52.8% | 1,228,500 | +74.7% | 0.89% | +53.4% |
| VOYA | Buy | VOYA FINL INC | $29,442,000 | +45.8% | 759,400 | +74.7% | 0.89% | +46.4% |
| JCPNQ | Buy | PENNEY J C INC | $29,125,000 | +91.7% | 3,135,100 | +74.7% | 0.88% | +92.5% |
| WGL | Sell | WGL HLDGS INC | $28,679,000 | -8.6% | 497,292 | -13.9% | 0.86% | -8.2% |
| NI | Sell | NISOURCE INC | $28,384,000 | -69.9% | 1,530,131 | -25.9% | 0.85% | -69.7% |
| PNY | Sell | PIEDMONT NAT GAS INC | $28,364,000 | -7.3% | 707,861 | -18.4% | 0.85% | -7.0% |
| CMS | Sell | CMS ENERGY CORP | $28,261,000 | -10.0% | 800,148 | -18.9% | 0.85% | -9.7% |
| RPM | Buy | RPM INTL INC | $27,501,000 | +49.5% | 656,500 | +74.7% | 0.83% | +50.1% |
| VAL | Buy | VALSPAR CORP | $27,379,000 | +53.5% | 380,900 | +74.7% | 0.82% | +54.3% |
| DTE | Sell | DTE ENERGY CO | $25,996,000 | -10.0% | 323,454 | -16.4% | 0.78% | -9.6% |
| ACM | Buy | AECOM | $25,199,000 | +45.3% | 916,000 | +74.7% | 0.76% | +46.1% |
| R | Buy | RYDER SYS INC | $24,678,000 | +48.1% | 333,300 | +74.8% | 0.74% | +48.7% |
| STR | Sell | QUESTAR CORP | $24,164,000 | -23.6% | 1,244,926 | -17.7% | 0.73% | -23.2% |
| STLD | Buy | STEEL DYNAMICS INC | $23,538,000 | +44.9% | 1,370,100 | +74.7% | 0.71% | +45.4% |
| SWX | Sell | SOUTHWEST GAS CORP | $23,191,000 | -10.5% | 397,645 | -18.4% | 0.70% | -10.1% |
| OGS | Sell | ONE GAS INC | $22,671,000 | -11.9% | 500,125 | -17.3% | 0.68% | -11.5% |
| EQT | Sell | EQT CORP | $22,458,000 | -34.5% | 346,732 | -17.8% | 0.68% | -34.2% |
| FTR | Buy | FRONTIER COMMUNICATIONS CORP | $22,138,000 | +67.7% | 4,660,700 | +74.7% | 0.67% | +68.6% |
| PPC | Buy | PILGRIMS PRIDE CORP NEW | $20,657,000 | +51.0% | 994,100 | +67.0% | 0.62% | +51.5% |
| LG | Sell | LACLEDE GROUP INC | $20,280,000 | -12.9% | 371,908 | -16.8% | 0.61% | -12.5% |
| XEL | Sell | XCEL ENERGY INC | $19,472,000 | -8.6% | 549,899 | -16.9% | 0.59% | -8.2% |
| NFG | Sell | NATIONAL FUEL GAS CO N J | $19,014,000 | -30.7% | 380,424 | -18.4% | 0.57% | -30.4% |
| THC | Buy | TENET HEALTHCARE CORP | $18,955,000 | +11.5% | 513,400 | +74.7% | 0.57% | +12.0% |
| PPL | Sell | PPL CORP | $18,689,000 | -6.4% | 568,219 | -16.2% | 0.56% | -6.0% |
| PAGP | Sell | PLAINS GP HLDGS L Psh a rep ltpn | $18,642,000 | -45.4% | 1,065,277 | -19.4% | 0.56% | -45.2% |
| CNP | Sell | CENTERPOINT ENERGY INC | $17,521,000 | -23.5% | 971,226 | -19.3% | 0.53% | -23.2% |
| VVC | Sell | VECTREN CORP | $17,003,000 | -8.7% | 404,728 | -16.3% | 0.51% | -8.4% |
| NJR | Sell | NEW JERSEY RES | $16,468,000 | -18.0% | 548,384 | -24.8% | 0.50% | -17.6% |
| ES | Sell | EVERSOURCE ENERGY | $15,817,000 | -8.3% | 312,475 | -17.8% | 0.48% | -7.9% |
| TE | Sell | TECO ENERGY INC | $15,770,000 | +24.4% | 600,551 | -16.4% | 0.47% | +24.7% |
| EXC | Sell | EXELON CORP | $12,760,000 | -25.7% | 429,631 | -21.4% | 0.38% | -25.4% |
| MDU | Sell | MDU RES GROUP INC | $12,408,000 | -28.8% | 721,407 | -19.2% | 0.37% | -28.5% |
| NWN | Sell | NORTHWEST NAT GAS CO | $11,779,000 | -9.9% | 256,951 | -17.1% | 0.35% | -9.7% |
| MCD | Sell | MCDONALDS CORP | $11,154,000 | -2.1% | 113,200 | -5.6% | 0.34% | -1.5% |
| SCG | Sell | SCANA CORP NEW | $11,138,000 | -10.0% | 197,966 | -19.0% | 0.34% | -9.7% |
| UIL | Sell | UIL HLDG CORP | $10,977,000 | -13.3% | 218,368 | -21.0% | 0.33% | -12.9% |
| SJI | Sell | SOUTH JERSEY INDS INC | $10,849,000 | -15.4% | 429,671 | -17.2% | 0.33% | -15.1% |
| CSAL | Buy | COMMUNICATIONS SALES&LEAS INC | $9,985,000 | +26.5% | 557,840 | +74.7% | 0.30% | +27.1% |
| DUK | Sell | DUKE ENERGY CORP | $9,988,000 | -13.9% | 138,837 | -15.5% | 0.30% | -13.8% |
| BANR | Buy | BANNER CORP | $9,721,000 | +11.1% | 203,500 | +11.5% | 0.29% | +11.5% |
| HIFS | Sell | HINGHAM INSTN SVGS MASS | $9,700,000 | -6.4% | 83,600 | -7.1% | 0.29% | -5.8% |
| PFS | Sell | PROVIDENT FINL SVCS INC | $9,653,000 | +1.7% | 495,000 | -1.0% | 0.29% | +2.1% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $9,598,000 | -10.5% | 220,600 | -4.1% | 0.29% | -10.0% |
| FFIC | Buy | FLUSHING FINL CORP | $9,610,000 | +12.9% | 480,000 | +18.5% | 0.29% | +13.3% |
| WSFS | Buy | WSFS FINL CORP | $9,507,000 | +28.7% | 330,000 | +22.2% | 0.29% | +29.4% |
| WAFD | Buy | WASHINGTON FED INC | $9,498,000 | -0.8% | 417,500 | +1.8% | 0.29% | -0.3% |
| CSBK | Buy | CLIFTON BANCORP INC | $9,230,000 | -0.0% | 665,000 | +0.8% | 0.28% | +0.4% |
| BKU | Buy | BANKUNITED INC | $9,152,000 | +2.9% | 256,000 | +3.4% | 0.28% | +3.4% |
| WTFC | Buy | WINTRUST FINL CORP | $9,003,000 | +5.4% | 168,500 | +5.3% | 0.27% | +5.9% |
| AF | Sell | ASTORIA FINL CORP | $9,016,000 | -5.2% | 560,000 | -18.8% | 0.27% | -4.9% |
| SNV | Sell | SYNOVUS FINL CORP | $8,880,000 | -7.1% | 300,000 | -3.2% | 0.27% | -6.6% |
| HCA | Buy | HCA HOLDINGS INC | $8,858,000 | -10.3% | 114,500 | +5.2% | 0.27% | -10.1% |
| USCR | Buy | U S CONCRETE INC | $8,798,000 | +34.6% | 184,100 | +6.7% | 0.26% | +35.2% |
| INDB | Buy | INDEPENDENT BANK CORP MASS | $8,759,000 | +49.4% | 190,000 | +52.0% | 0.26% | +49.4% |
| AEE | Sell | AMEREN CORP | $8,475,000 | -8.0% | 200,490 | -18.0% | 0.26% | -7.6% |
| XOM | Buy | EXXON MOBIL CORP | $8,231,000 | +13.8% | 110,700 | +27.3% | 0.25% | +14.3% |
| GE | Sell | GENERAL ELECTRIC CO | $8,223,000 | -11.4% | 326,050 | -6.7% | 0.25% | -11.2% |
| LEA | Buy | LEAR CORP | $8,224,000 | +1.9% | 75,600 | +5.1% | 0.25% | +2.1% |
| PFE | Sell | PFIZER INC | $8,127,000 | -17.5% | 258,750 | -11.9% | 0.24% | -17.3% |
| AMWD | Buy | AMERICAN WOODMARK CORP | $7,985,000 | +26.1% | 123,100 | +6.7% | 0.24% | +26.3% |
| KRNY | Buy | KEARNY FINL CORP MD | $7,341,000 | +4295.8% | 640,000 | +4166.7% | 0.22% | +4320.0% |
| NWE | Sell | NORTHWESTERN CORP | $7,305,000 | -12.2% | 135,698 | -20.5% | 0.22% | -11.6% |
| PG | Sell | PROCTER & GAMBLE CO | $7,241,000 | -12.1% | 100,650 | -4.4% | 0.22% | -11.7% |
| AMED | Buy | AMEDISYS INC | $7,142,000 | -0.4% | 188,100 | +4.2% | 0.22% | 0.0% |
| MRK | Sell | MERCK & CO INC NEW | $7,075,000 | -20.3% | 143,250 | -8.1% | 0.21% | -19.9% |
| BRKA | Sell | BERKSHIRE HATHAWAY INCcl a | $7,029,000 | -25.4% | 36 | -21.7% | 0.21% | -25.2% |
| AFSI | Buy | AMTRUST FINL SVCS INC | $6,638,000 | +2.6% | 105,400 | +6.7% | 0.20% | +3.1% |
| SFBS | Buy | SERVISFIRST BANCSHARES INC | $6,645,000 | +47.4% | 160,000 | +33.3% | 0.20% | +48.1% |
| GIII | Buy | G-III APPAREL GROUP LTD | $6,598,000 | -7.2% | 107,000 | +5.8% | 0.20% | -7.0% |
| CVX | Buy | CHEVRON CORP NEW | $6,571,000 | -14.6% | 83,300 | +4.5% | 0.20% | -13.9% |
| WBS | Buy | WEBSTER FINL CORP CONN | $6,592,000 | +122.3% | 185,000 | +146.7% | 0.20% | +122.5% |
| CAT | Buy | CATERPILLAR INC DEL | $6,369,000 | +1.5% | 97,450 | +31.8% | 0.19% | +2.1% |
| IMKTA | Buy | INGLES MKTS INCcl a | $6,352,000 | +6.9% | 132,800 | +6.8% | 0.19% | +7.3% |
| LABL | Buy | MULTI COLOR CORP | $6,318,000 | +27.8% | 82,600 | +6.7% | 0.19% | +28.4% |
| AET | Buy | AETNA INC NEW | $6,269,000 | -8.4% | 57,300 | +6.7% | 0.19% | -7.8% |
| VLO | Buy | VALERO ENERGY CORP NEW | $6,148,000 | -3.0% | 102,300 | +1.1% | 0.18% | -2.6% |
| CDW | Buy | CDW CORP | $6,129,000 | +27.3% | 150,000 | +6.8% | 0.18% | +27.8% |
| CPK | Sell | CHESAPEAKE UTILS CORP | $6,126,000 | -19.9% | 115,408 | -18.8% | 0.18% | -19.7% |
| TSO | Buy | TESORO CORP | $6,097,000 | +22.8% | 62,700 | +6.6% | 0.18% | +22.8% |
| SPLS | Buy | STAPLES INC | $5,976,000 | -20.0% | 509,500 | +4.4% | 0.18% | -19.6% |
| ABG | Buy | ASBURY AUTOMOTIVE GROUP INC | $5,932,000 | -4.4% | 73,100 | +6.7% | 0.18% | -4.3% |
| PATK | Buy | PATRICK INDS INC | $5,888,000 | +10.8% | 149,100 | +6.7% | 0.18% | +11.3% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $5,801,000 | +1.4% | 50,000 | +6.6% | 0.18% | +2.3% |
| KR | Buy | KROGER CO | $5,685,000 | +6.1% | 157,600 | +113.3% | 0.17% | +6.9% |
| CBRL | Buy | CRACKER BARREL OLD CTRY STORE | $5,611,000 | +5.4% | 38,100 | +6.7% | 0.17% | +6.3% |
| NOC | Buy | NORTHROP GRUMMAN CORP | $5,609,000 | +11.5% | 33,800 | +6.6% | 0.17% | +11.9% |
| T | Sell | AT&T INC | $5,539,000 | -33.9% | 170,000 | -28.0% | 0.17% | -33.5% |
| SPR | Buy | SPIRIT AEROSYSTEMS HLDGS INC | $5,549,000 | -6.4% | 114,800 | +6.7% | 0.17% | -6.2% |
| PLUS | Buy | EPLUS INC | $5,527,000 | +10.1% | 69,900 | +6.7% | 0.17% | +10.7% |
| PACW | Buy | PACWEST BANCORP DEL | $5,437,000 | +5.7% | 127,000 | +15.5% | 0.16% | +6.5% |
| CVS | Buy | CVS HEALTH CORP | $5,316,000 | -2.0% | 55,100 | +6.6% | 0.16% | -1.2% |
| CORE | Buy | CORE MARK HOLDING CO INC | $5,331,000 | +17.9% | 81,444 | +6.7% | 0.16% | +18.5% |
| LOW | Buy | LOWES COS INC | $5,279,000 | +9.8% | 76,600 | +6.7% | 0.16% | +10.4% |
| CBF | Sell | CAPITAL BK FINL CORP | $5,290,000 | -0.3% | 175,000 | -4.1% | 0.16% | 0.0% |
| UBNK | Buy | UNITED FINL BANCORP INC | $5,220,000 | +19.4% | 400,000 | +23.1% | 0.16% | +19.8% |
| ERIE | Buy | ERIE INDTY COcl a | $5,162,000 | +8.0% | 62,240 | +6.9% | 0.16% | +8.4% |
| K | Buy | KELLOGG CO | $5,124,000 | +7.1% | 77,000 | +0.9% | 0.15% | +7.7% |
| LDL | Buy | LYDALL INC DEL | $5,048,000 | +2.8% | 177,200 | +6.7% | 0.15% | +3.4% |
| JLL | Buy | JONES LANG LASALLE INC | $5,032,000 | -10.3% | 35,000 | +6.7% | 0.15% | -10.1% |
| CUBI | Buy | CUSTOMERS BANCORP INC | $5,012,000 | +13.0% | 195,000 | +18.2% | 0.15% | +13.5% |
| KO | Sell | COCA COLA CO | $5,013,000 | -25.3% | 124,950 | -27.0% | 0.15% | -24.9% |
| KMX | Buy | CARMAX INC | $4,965,000 | -4.5% | 83,700 | +6.6% | 0.15% | -4.5% |
| HNI | Buy | HNI CORP | $4,792,000 | -10.5% | 111,700 | +6.7% | 0.14% | -10.0% |
| LNT | Sell | ALLIANT ENERGY CORP | $4,791,000 | -23.8% | 81,904 | -24.8% | 0.14% | -23.4% |
| TSEM | Buy | TOWER SEMICONDUCTOR LTD | $4,622,000 | -11.0% | 359,100 | +6.7% | 0.14% | -10.9% |
| OCFC | Buy | OCEANFIRST FINL CORP | $4,563,000 | +8.3% | 265,000 | +17.3% | 0.14% | +8.7% |
| MUSA | Buy | MURPHY USA INC | $4,412,000 | +5.0% | 80,300 | +6.6% | 0.13% | +5.6% |
| EBSB | Sell | MERIDIAN BANCORP INC MD | $4,374,000 | +0.4% | 320,000 | -1.5% | 0.13% | +0.8% |
| JPM | Buy | JPMORGAN CHASE & CO. | $4,390,000 | +9.8% | 72,000 | +22.0% | 0.13% | +10.0% |
| UAL | Buy | UNITED CONTL HLDGS INC | $4,403,000 | +6.8% | 83,000 | +6.7% | 0.13% | +6.5% |
| USB | Buy | US BANCORP DEL | $4,388,000 | +44.4% | 107,000 | +52.9% | 0.13% | +45.1% |
| STI | Buy | SUNTRUST BKS INC | $4,359,000 | +29.9% | 114,000 | +46.2% | 0.13% | +29.7% |
| BAC | Buy | BANK AMER CORP | $4,347,000 | +20.5% | 279,000 | +31.6% | 0.13% | +21.3% |
| WFC | Buy | WELLS FARGO & CO NEW | $4,365,000 | +31.6% | 85,000 | +44.1% | 0.13% | +32.3% |
| FLWS | Buy | 1 800 FLOWERS COMcl a | $4,350,000 | -7.2% | 478,000 | +6.7% | 0.13% | -6.4% |
| FITB | Buy | FIFTH THIRD BANCORP | $4,311,000 | +9.6% | 228,000 | +20.6% | 0.13% | +10.2% |
| BLD | New | TOPBUILD CORP | $4,330,000 | – | 139,811 | – | 0.13% | – |
| KEY | Buy | KEYCORP NEW | $4,280,000 | +32.5% | 329,000 | +53.0% | 0.13% | +33.0% |
| AAWW | Buy | ATLAS AIR WORLDWIDE HLDGS INC | $4,282,000 | -32.9% | 123,900 | +6.7% | 0.13% | -32.5% |
| HII | Buy | HUNTINGTON INGALLS INDS INC | $4,297,000 | +1.5% | 40,100 | +6.6% | 0.13% | +1.6% |
| C | Buy | CITIGROUP INC | $4,266,000 | +4.4% | 86,000 | +16.2% | 0.13% | +4.9% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $4,238,000 | +11.2% | 32,500 | +16.1% | 0.13% | +11.4% |
| SAIC | Buy | SCIENCE APPLICATNS INTL CP | $4,222,000 | -18.8% | 105,000 | +6.7% | 0.13% | -18.6% |
| COF | Buy | CAPITAL ONE FINL CORP | $4,206,000 | +3.9% | 58,000 | +26.1% | 0.13% | +5.0% |
| TA | Buy | TRAVELCENTERS AMER LLC | $4,207,000 | -25.8% | 407,300 | +6.7% | 0.13% | -25.3% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $4,192,000 | +36.9% | 47,000 | +46.9% | 0.13% | +37.0% |
| UMPQ | Sell | UMPQUA HLDGS CORP | $4,075,000 | -12.9% | 250,000 | -3.8% | 0.12% | -12.1% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $4,083,000 | +11.7% | 23,500 | +34.3% | 0.12% | +12.8% |
| DFS | Buy | DISCOVER FINL SVCS | $4,055,000 | +11.7% | 78,000 | +23.8% | 0.12% | +11.9% |
| MERC | Buy | MERCER INTL INC | $4,056,000 | -21.8% | 404,400 | +6.7% | 0.12% | -21.3% |
| V | Buy | VISA INCcl a | $3,997,000 | +10.3% | 57,385 | +6.3% | 0.12% | +10.1% |
| RF | Buy | REGIONS FINL CORP NEW | $3,919,000 | +8.1% | 435,000 | +24.3% | 0.12% | +8.3% |
| MS | Buy | MORGAN STANLEY | $3,938,000 | +10.3% | 125,000 | +35.9% | 0.12% | +10.3% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS COM | $3,900,000 | +54.7% | 26,900 | +73.5% | 0.12% | +53.9% |
| BHLB | Sell | BERKSHIRE HILLS BANCORP INC | $3,856,000 | -12.6% | 140,000 | -9.7% | 0.12% | -12.1% |
| SMCI | Buy | SUPER MICRO COMPUTER INC | $3,871,000 | -1.7% | 142,000 | +6.7% | 0.12% | -1.7% |
| WSTC | Buy | WEST CORP | $3,656,000 | -20.6% | 163,200 | +6.7% | 0.11% | -20.3% |
| BKH | Sell | BLACK HILLS CORP | $3,636,000 | -28.8% | 87,959 | -24.8% | 0.11% | -28.8% |
| LVS | Buy | LAS VEGAS SANDS CORP | $3,600,000 | -27.1% | 94,800 | +1.0% | 0.11% | -27.0% |
| AVA | Sell | AVISTA CORP | $3,540,000 | -19.5% | 106,472 | -25.8% | 0.11% | -19.7% |
| ASB | Sell | ASSOCIATED BANC CORP | $3,414,000 | -28.3% | 190,000 | -19.1% | 0.10% | -28.0% |
| FULT | Sell | FULTON FINL CORP PA | $3,388,000 | -14.9% | 280,000 | -8.2% | 0.10% | -14.3% |
| MTB | New | M & T BK CORP | $3,293,000 | – | 27,000 | – | 0.10% | – |
| CVLG | Buy | COVENANT TRANS INC - CL Acl a | $3,220,000 | -23.5% | 179,200 | +6.7% | 0.10% | -23.0% |
| SYF | Sell | SYNCHRONY FINL | $2,974,000 | -6.9% | 95,000 | -2.1% | 0.09% | -7.3% |
| UTL | Sell | UNITIL CORP | $2,909,000 | -8.6% | 78,871 | -18.2% | 0.09% | -7.4% |
| AZO | Buy | AUTOZONE INC | $2,895,000 | +11.3% | 4,000 | +2.6% | 0.09% | +11.5% |
| WIN | Buy | WINDSTREAM HLDGS INC | $2,854,000 | +68.1% | 464,867 | +74.7% | 0.09% | +68.6% |
| ALK | Buy | ALASKA AIR GROUP INC | $2,852,000 | +25.7% | 35,900 | +2.0% | 0.09% | +26.5% |
| CFG | Buy | CITIZENS FINL GROUP INC | $2,744,000 | +235.0% | 115,000 | +283.3% | 0.08% | +232.0% |
| MET | Sell | METLIFE INC | $2,716,000 | -22.5% | 57,600 | -8.0% | 0.08% | -21.9% |
| CSCO | Sell | CISCO SYS INC | $2,691,000 | -50.7% | 102,515 | -48.4% | 0.08% | -50.6% |
| PGR | Buy | PROGRESSIVE CORP OHIO | $2,699,000 | +12.4% | 88,100 | +2.1% | 0.08% | +12.5% |
| MPC | Buy | MARATHON PETE CORP | $2,673,000 | -9.4% | 57,700 | +2.3% | 0.08% | -9.1% |
| BBT | New | BB&T CORP | $2,670,000 | – | 75,000 | – | 0.08% | – |
| CCE | Buy | COCA COLA ENTERPRISES INC | $2,582,000 | +13.6% | 53,400 | +2.1% | 0.08% | +14.7% |
| RJETQ | Buy | REPUBLIC AWYS HLDGS INC | $2,573,000 | -32.8% | 445,200 | +6.7% | 0.08% | -33.0% |
| HRB | Buy | BLOCK H & R INC | $2,574,000 | +24.5% | 71,100 | +2.0% | 0.08% | +24.2% |
| AAPL | Buy | APPLE INC | $2,533,000 | -10.1% | 22,961 | +2.2% | 0.08% | -9.5% |
| CPB | Buy | CAMPBELL SOUP CO | $2,504,000 | +8.6% | 49,400 | +2.1% | 0.08% | +8.7% |
| WU | Buy | WESTERN UN CO | $2,502,000 | -7.9% | 136,300 | +2.0% | 0.08% | -7.4% |
| BCR | Buy | BARD C R INC | $2,459,000 | +11.7% | 13,200 | +2.3% | 0.07% | +12.1% |
| MGEE | Sell | MGE ENERGY INC | $2,432,000 | -8.8% | 59,054 | -14.2% | 0.07% | -8.8% |
| BA | Buy | BOEING CO | $2,318,000 | -3.4% | 17,700 | +2.3% | 0.07% | -2.8% |
| ZUMZ | Buy | ZUMIEZ INC | $2,334,000 | -37.4% | 149,300 | +6.7% | 0.07% | -37.5% |
| SCCO | Buy | SOUTHERN COPPER CORP | $2,290,000 | -7.3% | 85,700 | +2.0% | 0.07% | -6.8% |
| INTC | Buy | INTEL CORP | $2,303,000 | +2.6% | 76,425 | +3.6% | 0.07% | +3.0% |
| MA | Sell | MASTERCARD INCcl a | $2,271,000 | -34.9% | 25,195 | -32.5% | 0.07% | -35.2% |
| JWN | Buy | NORDSTROM INC | $2,194,000 | -1.8% | 30,600 | +2.0% | 0.07% | -1.5% |
| LUV | Buy | SOUTHWEST AIRLS CO | $2,161,000 | +17.3% | 56,800 | +2.0% | 0.06% | +18.2% |
| JNJ | Buy | JOHNSON & JOHNSON | $2,138,000 | -2.1% | 22,900 | +2.2% | 0.06% | -1.5% |
| OMC | Buy | OMNICOM GROUP INC | $2,069,000 | -3.3% | 31,400 | +1.9% | 0.06% | -3.1% |
| ALLY | New | ALLY FINL INC | $2,038,000 | – | 100,000 | – | 0.06% | – |
| HOG | Buy | HARLEY DAVIDSON INC | $2,009,000 | -0.7% | 36,600 | +1.9% | 0.06% | -1.6% |
| DE | Buy | DEERE & CO | $1,968,000 | -22.3% | 26,600 | +1.9% | 0.06% | -22.4% |
| POM | Sell | PEPCO HOLDINGS INC | $1,959,000 | -25.3% | 80,904 | -16.9% | 0.06% | -25.3% |
| RAD | Buy | RITE AID CORP | $1,922,000 | -25.8% | 316,700 | +2.0% | 0.06% | -25.6% |
| CFR | New | CULLEN FROST BANKERS INC | $1,907,000 | – | 30,000 | – | 0.06% | – |
| DOV | Buy | DOVER CORP | $1,893,000 | -16.8% | 33,100 | +2.2% | 0.06% | -16.2% |
| FTI | Buy | FMC TECHNOLOGIES INC | $1,848,000 | -23.7% | 59,600 | +2.1% | 0.06% | -23.3% |
| PCAR | Buy | PACCAR INC | $1,878,000 | -16.4% | 36,000 | +2.3% | 0.06% | -16.4% |
| COH | Buy | COACH INC | $1,860,000 | -14.7% | 64,300 | +2.1% | 0.06% | -13.8% |
| M | Buy | MACYS INC | $1,878,000 | -22.5% | 36,600 | +1.9% | 0.06% | -23.3% |
| BBBY | Buy | BED BATH & BEYOND INC | $1,802,000 | -15.7% | 31,600 | +1.9% | 0.05% | -15.6% |
| FLR | Buy | FLUOR CORP NEW | $1,804,000 | -18.4% | 42,600 | +2.2% | 0.05% | -18.2% |
| HP | Buy | HELMERICH & PAYNE INC | $1,772,000 | -31.4% | 37,500 | +2.2% | 0.05% | -31.2% |
| ALB | Buy | ALBEMARLE CORP | $1,768,000 | -18.6% | 40,100 | +2.0% | 0.05% | -18.5% |
| BX | Sell | BLACKSTONE GROUP L P | $1,742,000 | -46.7% | 55,000 | -31.2% | 0.05% | -46.9% |
| FLS | Buy | FLOWSERVE CORP | $1,699,000 | -20.1% | 41,300 | +2.2% | 0.05% | -20.3% |
| BEN | Buy | FRANKLIN RES INC | $1,677,000 | -22.3% | 45,000 | +2.3% | 0.05% | -23.1% |
| GPS | Buy | GAP INC DEL | $1,636,000 | -23.7% | 57,400 | +2.1% | 0.05% | -23.4% |
| SNDK | Buy | SANDISK CORP | $1,597,000 | -4.8% | 29,400 | +2.1% | 0.05% | -4.0% |
| TDC | Buy | TERADATA CORP DEL | $1,549,000 | -20.1% | 53,500 | +2.1% | 0.05% | -19.0% |
| VIAB | Buy | VIACOM INC NEWcl b | $1,506,000 | -31.9% | 34,900 | +2.0% | 0.04% | -31.8% |
| DGAS | Sell | DELTA NAT GAS INC | $1,441,000 | -16.0% | 70,434 | -17.5% | 0.04% | -15.7% |
| FMC | Buy | F M C CORP | $1,356,000 | -34.2% | 40,000 | +2.0% | 0.04% | -33.9% |
| WIBC | New | WILSHIRE BANCORP INC | $1,314,000 | – | 125,000 | – | 0.04% | – |
| PYPL | New | PAYPAL HLDGS INC | $1,284,000 | – | 41,372 | – | 0.04% | – |
| FBNK | New | FIRST CONN BANCORP INC MD | $1,290,000 | – | 80,000 | – | 0.04% | – |
| BXLT | New | BAXALTA INC | $1,292,000 | – | 41,000 | – | 0.04% | – |
| MU | Sell | MICRON TECHNOLOGY INC | $1,170,000 | -21.1% | 78,100 | -0.7% | 0.04% | -20.5% |
| RGCO | Sell | RGC RES INC | $1,020,000 | -12.4% | 49,466 | -15.0% | 0.03% | -11.4% |
| ETR | Sell | ENTERGY CORP NEW | $872,000 | -27.7% | 13,400 | -21.6% | 0.03% | -27.8% |
| SRCE | New | 1ST SOURCE CORP | $616,000 | – | 20,000 | – | 0.02% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $614,000 | – | 20,000 | – | 0.02% | – |
| EGAS | Sell | GAS NAT INC | $557,000 | -31.6% | 62,282 | -21.2% | 0.02% | -29.2% |
| EDE | Sell | EMPIRE DIST ELEC CO | $530,000 | -11.8% | 24,075 | -12.7% | 0.02% | -11.1% |
| CNIG | Sell | CORNING NAT GAS HLDG CORP | $405,000 | -34.4% | 25,267 | -20.1% | 0.01% | -33.3% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $318,000 | -59.8% | 30,000 | -57.1% | 0.01% | -58.3% |
| BRKL | New | BROOKLINE BANCORP INC DEL | $304,000 | – | 30,000 | – | 0.01% | – |
| ECPG | Sell | ENCORE CAP GROUP INC | $278,000 | -89.2% | 7,500 | -87.5% | 0.01% | -89.6% |
| DD | New | DU PONT E I DE NEMOURS & CO | $239,000 | – | 4,950 | – | 0.01% | – |
| GOOG | New | GOOGLE INCcl c | $207,000 | – | 341 | – | 0.01% | – |
| BHBK | Sell | BLUE HILLS BANCORP INC | $208,000 | -94.3% | 15,000 | -94.2% | 0.01% | -94.5% |
| AMZN | Sell | AMAZON COM INC | $205,000 | +0.5% | 401 | -14.9% | 0.01% | 0.0% |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -2,410 | – | -0.01% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -1,798 | – | -0.01% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC COM | $0 | – | -5,000 | – | -0.01% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -20,000 | – | -0.01% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -30,000 | – | -0.02% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -5,000 | – | -0.03% | – |
| EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -14,000 | – | -0.03% | – |
| SQBK | Exit | SQUARE 1 FINL INCcl a | $0 | – | -40,000 | – | -0.03% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -6,000 | – | -0.03% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -12,000 | – | -0.03% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -7,000 | – | -0.03% | – |
| VTR | Exit | VENTAS INC | $0 | – | -20,000 | – | -0.04% | – |
| HCP | Exit | HCP INC | $0 | – | -35,000 | – | -0.04% | – |
| OPB | Exit | OPUS BK IRVINE CALIF | $0 | – | -40,000 | – | -0.04% | – |
| CMA | Exit | COMERICA INC | $0 | – | -35,000 | – | -0.05% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -40,000 | – | -0.07% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -37,000 | – | -0.09% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -95,000 | – | -0.09% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -112,500 | – | -0.10% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -44,100 | – | -0.21% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -461,000 | – | -0.88% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SE | New | SPECTRA ENERGY CORP | $97,814,000 | – | 3,000,415 | – | 2.93% | – |
| WMB | New | WILLIAMS COS INC DEL | $97,337,000 | – | 1,696,057 | – | 2.92% | – |
| D | New | DOMINION RES INC VA NEW | $96,590,000 | – | 1,444,446 | – | 2.89% | – |
| ENB | New | ENBRIDGE INC | $96,092,000 | – | 2,053,697 | – | 2.88% | – |
| KMI | New | KINDER MORGAN INC DEL | $95,427,000 | – | 2,485,725 | – | 2.86% | – |
| SRE | New | SEMPRA ENERGY | $95,263,000 | – | 962,840 | – | 2.85% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $94,842,000 | – | 1,468,823 | – | 2.84% | – |
| LNG | New | CHENIERE ENERGY INC | $94,790,000 | – | 1,368,617 | – | 2.84% | – |
| NI | New | NISOURCE INC | $94,149,000 | – | 2,065,131 | – | 2.82% | – |
| TRP | New | TRANSCANADA CORP | $93,078,000 | – | 2,291,427 | – | 2.79% | – |
| PCG | New | PG&E CORP | $69,049,000 | – | 1,406,299 | – | 2.07% | – |
| ATO | New | ATMOS ENERGY CORP | $61,784,000 | – | 1,204,840 | – | 1.85% | – |
| GAS | New | AGL RES INC | $55,994,000 | – | 1,202,616 | – | 1.68% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $40,391,000 | – | 1,028,290 | – | 1.21% | – |
| WEC | New | WEC ENERGY GROUP INC | $39,915,000 | – | 887,590 | – | 1.20% | – |
| SKX | New | SKECHERS U S A INCcl a | $39,480,000 | – | 359,600 | – | 1.18% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $37,995,000 | – | 1,830,200 | – | 1.14% | – |
| EQT | New | EQT CORP | $34,304,000 | – | 421,732 | – | 1.03% | – |
| PAGP | New | PLAINS GP HLDGS L Psh a rep ltpn | $34,168,000 | – | 1,322,277 | – | 1.02% | – |
| ED | New | CONSOLIDATED EDISON INC | $33,182,000 | – | 573,286 | – | 0.99% | – |
| UGI | New | UGI CORP NEW | $32,524,000 | – | 944,102 | – | 0.97% | – |
| CNC | New | CENTENE CORP DEL | $31,879,000 | – | 396,500 | – | 0.96% | – |
| STR | New | QUESTAR CORP | $31,628,000 | – | 1,512,586 | – | 0.95% | – |
| SEE | New | SEALED AIR CORP NEW | $31,542,000 | – | 613,900 | – | 0.94% | – |
| CMS | New | CMS ENERGY CORP | $31,415,000 | – | 986,648 | – | 0.94% | – |
| WGL | New | WGL HLDGS INC | $31,371,000 | – | 577,837 | – | 0.94% | – |
| PNY | New | PIEDMONT NAT GAS INC | $30,613,000 | – | 866,965 | – | 0.92% | – |
| HNT | New | HEALTH NET INC | $29,559,000 | – | 461,000 | – | 0.88% | – |
| DTE | New | DTE ENERGY CO | $28,882,000 | – | 386,954 | – | 0.86% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $27,438,000 | – | 465,924 | – | 0.82% | – |
| SWX | New | SOUTHWEST GAS CORP | $25,920,000 | – | 487,119 | – | 0.78% | – |
| OGS | New | ONE GAS INC | $25,729,000 | – | 604,525 | – | 0.77% | – |
| MHK | New | MOHAWK INDS INC | $24,072,000 | – | 126,100 | – | 0.72% | – |
| BLL | New | BALL CORP | $24,026,000 | – | 342,500 | – | 0.72% | – |
| PF | New | PINNACLE FOODS INC DEL | $23,731,000 | – | 521,100 | – | 0.71% | – |
| FL | New | FOOT LOCKER INC | $23,293,000 | – | 347,600 | – | 0.70% | – |
| LG | New | LACLEDE GROUP INC | $23,278,000 | – | 447,132 | – | 0.70% | – |
| CNP | New | CENTERPOINT ENERGY INC | $22,916,000 | – | 1,204,226 | – | 0.69% | – |
| HDS | New | HD SUPPLY HLDGS INC | $21,826,000 | – | 620,400 | – | 0.65% | – |
| LPNT | New | LIFEPOINT HEALTH INC | $21,296,000 | – | 244,920 | – | 0.64% | – |
| XEL | New | XCEL ENERGY INC | $21,300,000 | – | 661,899 | – | 0.64% | – |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWARE COM | $20,391,000 | – | 739,600 | – | 0.61% | – |
| RGA | New | REINSURANCE GROUP AMER INC | $20,293,000 | – | 213,900 | – | 0.61% | – |
| VOYA | New | VOYA FINL INC | $20,196,000 | – | 434,600 | – | 0.60% | – |
| NJR | New | NEW JERSEY RES | $20,081,000 | – | 728,884 | – | 0.60% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $20,071,000 | – | 126,000 | – | 0.60% | – |
| PPL | New | PPL CORP | $19,972,000 | – | 677,719 | – | 0.60% | – |
| NVR | New | NVR INC | $19,851,000 | – | 14,814 | – | 0.60% | – |
| LYV | New | LIVE NATION ENTERTAINMENT INC COM | $19,328,000 | – | 703,100 | – | 0.58% | – |
| MAS | New | MASCO CORP | $19,205,000 | – | 720,100 | – | 0.58% | – |
| VVC | New | VECTREN CORP | $18,618,000 | – | 483,828 | – | 0.56% | – |
| EAT | New | BRINKER INTL INC | $18,483,000 | – | 320,600 | – | 0.55% | – |
| RPM | New | RPM INTL INC | $18,398,000 | – | 375,700 | – | 0.55% | – |
| VAL | New | VALSPAR CORP | $17,837,000 | – | 218,000 | – | 0.53% | – |
| MDU | New | MDU RES GROUP INC | $17,438,000 | – | 892,907 | – | 0.52% | – |
| ACM | New | AECOM | $17,341,000 | – | 524,200 | – | 0.52% | – |
| ES | New | EVERSOURCE ENERGY | $17,255,000 | – | 379,975 | – | 0.52% | – |
| EXC | New | EXELON CORP | $17,183,000 | – | 546,881 | – | 0.52% | – |
| THC | New | TENET HEALTHCARE CORP | $17,005,000 | – | 293,800 | – | 0.51% | – |
| R | New | RYDER SYS INC | $16,661,000 | – | 190,700 | – | 0.50% | – |
| STLD | New | STEEL DYNAMICS INC | $16,243,000 | – | 784,100 | – | 0.49% | – |
| JCPNQ | New | PENNEY J C INC | $15,196,000 | – | 1,794,100 | – | 0.46% | – |
| PPC | New | PILGRIMS PRIDE CORP NEW | $13,676,000 | – | 595,400 | – | 0.41% | – |
| FTR | New | FRONTIER COMMUNICATIONS CORP COM | $13,203,000 | – | 2,667,200 | – | 0.40% | – |
| NWN | New | NORTHWEST NAT GAS CO | $13,074,000 | – | 309,951 | – | 0.39% | – |
| SJI | New | SOUTH JERSEY INDS INC | $12,826,000 | – | 518,656 | – | 0.38% | – |
| TE | New | TECO ENERGY INC | $12,681,000 | – | 718,051 | – | 0.38% | – |
| UIL | New | UIL HLDG CORP | $12,663,000 | – | 276,368 | – | 0.38% | – |
| SCG | New | SCANA CORP NEW | $12,382,000 | – | 244,466 | – | 0.37% | – |
| DUK | New | DUKE ENERGY CORP NEW | $11,605,000 | – | 164,337 | – | 0.35% | – |
| MCD | New | MCDONALDS CORP | $11,399,000 | – | 119,900 | – | 0.34% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $10,723,000 | – | 230,050 | – | 0.32% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $10,360,000 | – | 90,000 | – | 0.31% | – |
| HCA | New | HCA HOLDINGS INC | $9,870,000 | – | 108,800 | – | 0.30% | – |
| PFE | New | PFIZER INC | $9,846,000 | – | 293,650 | – | 0.30% | – |
| WAFD | New | WASHINGTON FED INC | $9,574,000 | – | 410,000 | – | 0.29% | – |
| SNV | New | SYNOVUS FINL CORP | $9,554,000 | – | 310,000 | – | 0.29% | – |
| AF | New | ASTORIA FINL CORP | $9,515,000 | – | 690,000 | – | 0.28% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $9,471,000 | – | 770,000 | – | 0.28% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $9,495,000 | – | 500,000 | – | 0.28% | – |
| BRKA | New | BERKSHIRE HATHAWAY INC - CL Acl a | $9,423,000 | – | 46 | – | 0.28% | – |
| GE | New | GENERAL ELECTRIC CO | $9,281,000 | – | 349,300 | – | 0.28% | – |
| CSBK | New | CLIFTON BANCORP INC | $9,233,000 | – | 660,000 | – | 0.28% | – |
| AEE | New | AMEREN CORP | $9,212,000 | – | 244,490 | – | 0.28% | – |
| MRK | New | MERCK & CO INC NEW | $8,875,000 | – | 155,900 | – | 0.27% | – |
| BKU | New | BANKUNITED INC | $8,893,000 | – | 247,500 | – | 0.27% | – |
| BANR | New | BANNER CORP | $8,747,000 | – | 182,500 | – | 0.26% | – |
| WTFC | New | WINTRUST FINL CORP | $8,541,000 | – | 160,000 | – | 0.26% | – |
| FFIC | New | FLUSHING FINL CORP | $8,509,000 | – | 405,000 | – | 0.26% | – |
| T | New | AT&T INC | $8,386,000 | – | 236,100 | – | 0.25% | – |
| NWE | New | NORTHWESTERN CORP | $8,322,000 | – | 170,698 | – | 0.25% | – |
| PG | New | PROCTER & GAMBLE CO | $8,239,000 | – | 105,300 | – | 0.25% | – |
| LEA | New | LEAR CORP | $8,071,000 | – | 71,900 | – | 0.24% | – |
| CSAL | New | COMMUNICATIONS SALES&LEAS INC COM | $7,892,000 | – | 319,240 | – | 0.24% | – |
| CVX | New | CHEVRON CORP NEW | $7,693,000 | – | 79,750 | – | 0.23% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $7,651,000 | – | 142,085 | – | 0.23% | – |
| SPLS | New | STAPLES INC | $7,470,000 | – | 487,900 | – | 0.22% | – |
| WSFS | New | WSFS FINL CORP | $7,385,000 | – | 270,000 | – | 0.22% | – |
| XOM | New | EXXON MOBIL CORP | $7,234,000 | – | 86,950 | – | 0.22% | – |
| AMED | New | AMEDISYS INC | $7,171,000 | – | 180,500 | – | 0.22% | – |
| CI | New | CIGNA CORPORATION | $7,144,000 | – | 44,100 | – | 0.21% | – |
| GIII | New | G-III APPAREL GROUP LTD | $7,112,000 | – | 101,100 | – | 0.21% | – |
| AET | New | AETNA INC NEW | $6,845,000 | – | 53,700 | – | 0.20% | – |
| KO | New | COCA COLA CO | $6,712,000 | – | 171,100 | – | 0.20% | – |
| USCR | New | U S CONCRETE INC | $6,536,000 | – | 172,500 | – | 0.20% | – |
| AFSI | New | AMTRUST FINL SVCS INC | $6,472,000 | – | 98,800 | – | 0.19% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS INC COM NEW | $6,381,000 | – | 116,100 | – | 0.19% | – |
| VLO | New | VALERO ENERGY CORP NEW | $6,335,000 | – | 101,200 | – | 0.19% | – |
| AMWD | New | AMERICAN WOODMARK CORP | $6,330,000 | – | 115,400 | – | 0.19% | – |
| LNT | New | ALLIANT ENERGY CORP | $6,286,000 | – | 108,904 | – | 0.19% | – |
| CAT | New | CATERPILLAR INC DEL | $6,272,000 | – | 73,950 | – | 0.19% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $6,207,000 | – | 68,500 | – | 0.19% | – |
| IMKTA | New | INGLES MKTS INCcl a | $5,943,000 | – | 124,400 | – | 0.18% | – |
| SPR | New | SPIRIT AEROSYSTEMS HLDGS INC COM CL A | $5,930,000 | – | 107,600 | – | 0.18% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $5,861,000 | – | 125,000 | – | 0.18% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $5,722,000 | – | 46,900 | – | 0.17% | – |
| TA | New | TRAVELCENTERS AMER LLC | $5,668,000 | – | 381,700 | – | 0.17% | – |
| JLL | New | JONES LANG LASALLE INC | $5,609,000 | – | 32,800 | – | 0.17% | – |
| CSCO | New | CISCO SYS INC | $5,460,000 | – | 198,840 | – | 0.16% | – |
| CVS | New | CVS HEALTH CORP | $5,422,000 | – | 51,700 | – | 0.16% | – |
| KR | New | KROGER CO | $5,358,000 | – | 73,900 | – | 0.16% | – |
| HNI | New | HNI CORP | $5,355,000 | – | 104,700 | – | 0.16% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STORE COM | $5,325,000 | – | 35,700 | – | 0.16% | – |
| PATK | New | PATRICK INDS INC | $5,316,000 | – | 139,700 | – | 0.16% | – |
| CBF | New | CAPITAL BK FINL CORP | $5,305,000 | – | 182,500 | – | 0.16% | – |
| KMX | New | CARMAX INC | $5,197,000 | – | 78,500 | – | 0.16% | – |
| TSEM | New | TOWER SEMICONDUCTOR LTD | $5,196,000 | – | 336,500 | – | 0.16% | – |
| SAIC | New | SCIENCE APPLICATNS INTL CP NEW COM | $5,200,000 | – | 98,400 | – | 0.16% | – |
| MERC | New | MERCER INTL INC | $5,185,000 | – | 379,000 | – | 0.16% | – |
| PACW | New | PACWEST BANCORP DEL | $5,144,000 | – | 110,000 | – | 0.15% | – |
| BKH | New | BLACK HILLS CORP | $5,105,000 | – | 116,959 | – | 0.15% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $5,029,000 | – | 31,700 | – | 0.15% | – |
| PLUS | New | EPLUS INC | $5,021,000 | – | 65,500 | – | 0.15% | – |
| TSO | New | TESORO CORP | $4,963,000 | – | 58,800 | – | 0.15% | – |
| LABL | New | MULTI COLOR CORP | $4,944,000 | – | 77,400 | – | 0.15% | – |
| LVS | New | LAS VEGAS SANDS CORP | $4,936,000 | – | 93,900 | – | 0.15% | – |
| LDL | New | LYDALL INC DEL | $4,910,000 | – | 166,100 | – | 0.15% | – |
| LOW | New | LOWES COS INC | $4,808,000 | – | 71,800 | – | 0.14% | – |
| CDW | New | CDW CORP | $4,816,000 | – | 140,500 | – | 0.14% | – |
| ASB | New | ASSOCIATED BANC CORP | $4,763,000 | – | 235,000 | – | 0.14% | – |
| K | New | KELLOGG CO | $4,784,000 | – | 76,300 | – | 0.14% | – |
| ERIE | New | ERIE INDTY COcl a | $4,780,000 | – | 58,240 | – | 0.14% | – |
| FLWS | New | One 1 800 FLOWERS COMcl a | $4,685,000 | – | 447,900 | – | 0.14% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $4,677,000 | – | 260,000 | – | 0.14% | – |
| WSTC | New | WEST CORP | $4,602,000 | – | 152,900 | – | 0.14% | – |
| CORE | New | CORE MARK HOLDING CO INC | $4,523,000 | – | 76,344 | – | 0.14% | – |
| SFBS | New | SERVISFIRST BANCSHARES INC | $4,508,000 | – | 120,000 | – | 0.14% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $4,437,000 | – | 165,000 | – | 0.13% | – |
| AVA | New | AVISTA CORP | $4,397,000 | – | 143,472 | – | 0.13% | – |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $4,414,000 | – | 155,000 | – | 0.13% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $4,371,000 | – | 325,000 | – | 0.13% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $4,358,000 | – | 325,000 | – | 0.13% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $4,233,000 | – | 37,600 | – | 0.13% | – |
| MUSA | New | MURPHY USA INC | $4,203,000 | – | 75,300 | – | 0.13% | – |
| CVLG | New | COVENANT TRANS INC - CL Acl a | $4,208,000 | – | 167,900 | – | 0.13% | – |
| OCFC | New | OCEANFIRST FINL CORP | $4,215,000 | – | 226,000 | – | 0.13% | – |
| UAL | New | UNITED CONTL HLDGS INC | $4,124,000 | – | 77,800 | – | 0.12% | – |
| C | New | CITIGROUP INC | $4,088,000 | – | 74,000 | – | 0.12% | – |
| COF | New | CAPITAL ONE FINL CORP | $4,047,000 | – | 46,000 | – | 0.12% | – |
| JPM | New | JPMORGAN CHASE & CO. | $3,998,000 | – | 59,000 | – | 0.12% | – |
| FULT | New | FULTON FINL CORP PA | $3,983,000 | – | 305,000 | – | 0.12% | – |
| FITB | New | FIFTH THIRD BANCORP | $3,935,000 | – | 189,000 | – | 0.12% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $3,937,000 | – | 133,100 | – | 0.12% | – |
| RJETQ | New | REPUBLIC AWYS HLDGS INC | $3,830,000 | – | 417,200 | – | 0.12% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $3,811,000 | – | 28,000 | – | 0.11% | – |
| ZUMZ | New | ZUMIEZ INC | $3,726,000 | – | 139,900 | – | 0.11% | – |
| RF | New | REGIONS FINL CORP NEW | $3,626,000 | – | 350,000 | – | 0.11% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $3,654,000 | – | 17,500 | – | 0.11% | – |
| V | New | VISA INCcl a | $3,624,000 | – | 53,975 | – | 0.11% | – |
| DFS | New | DISCOVER FINL SVCS | $3,630,000 | – | 63,000 | – | 0.11% | – |
| BHBK | New | BLUE HILLS BANCORP INC | $3,640,000 | – | 260,000 | – | 0.11% | – |
| BAC | New | BANK AMER CORP | $3,608,000 | – | 212,000 | – | 0.11% | – |
| MS | New | MORGAN STANLEY | $3,569,000 | – | 92,000 | – | 0.11% | – |
| MA | New | MASTERCARD INCcl a | $3,491,000 | – | 37,345 | – | 0.10% | – |
| MET | New | METLIFE INC | $3,505,000 | – | 62,600 | – | 0.10% | – |
| ABBV | New | ABBVIE INC | $3,460,000 | – | 51,500 | – | 0.10% | – |
| STI | New | SUNTRUST BKS INC | $3,356,000 | – | 78,000 | – | 0.10% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N V | $3,344,000 | – | 32,300 | – | 0.10% | – |
| WFC | New | WELLS FARGO & CO NEW | $3,318,000 | – | 59,000 | – | 0.10% | – |
| BX | New | BLACKSTONE GROUP L P | $3,270,000 | – | 80,000 | – | 0.10% | – |
| BPOP | New | POPULAR INC | $3,247,000 | – | 112,500 | – | 0.10% | – |
| KEY | New | KEYCORP NEW | $3,229,000 | – | 215,000 | – | 0.10% | – |
| PRU | New | PRUDENTIAL FINL INC | $3,238,000 | – | 37,000 | – | 0.10% | – |
| SYF | New | SYNCHRONY FINL | $3,194,000 | – | 97,000 | – | 0.10% | – |
| UTL | New | UNITIL CORP | $3,182,000 | – | 96,371 | – | 0.10% | – |
| MSFT | New | MICROSOFT CORP | $3,168,000 | – | 71,755 | – | 0.10% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $3,061,000 | – | 32,000 | – | 0.09% | – |
| USB | New | US BANCORP DEL | $3,038,000 | – | 70,000 | – | 0.09% | – |
| MFC | New | MANULIFE FINL CORP | $3,039,000 | – | 163,500 | – | 0.09% | – |
| DOW | New | DOW CHEM CO | $3,029,000 | – | 59,200 | – | 0.09% | – |
| GIS | New | GENERAL MLS INC | $3,003,000 | – | 53,900 | – | 0.09% | – |
| ZION | New | ZIONS BANCORPORATION | $3,015,000 | – | 95,000 | – | 0.09% | – |
| WBS | New | WEBSTER FINL CORP CONN | $2,966,000 | – | 75,000 | – | 0.09% | – |
| MPC | New | MARATHON PETE CORP | $2,950,000 | – | 56,400 | – | 0.09% | – |
| BAX | New | BAXTER INTL INC | $2,867,000 | – | 41,000 | – | 0.09% | – |
| AXP | New | AMERICAN EXPRESS CO | $2,876,000 | – | 37,000 | – | 0.09% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $2,843,000 | – | 46,500 | – | 0.08% | – |
| PM | New | PHILIP MORRIS INTL INC | $2,830,000 | – | 35,300 | – | 0.08% | – |
| KMB | New | KIMBERLY CLARK CORP | $2,798,000 | – | 26,400 | – | 0.08% | – |
| BNS | New | BANK N S HALIFAX | $2,804,000 | – | 54,300 | – | 0.08% | – |
| AAPL | New | APPLE INC | $2,817,000 | – | 22,461 | – | 0.08% | – |
| BCE | New | BCE INC | $2,758,000 | – | 64,900 | – | 0.08% | – |
| EMR | New | EMERSON ELEC CO | $2,760,000 | – | 49,800 | – | 0.08% | – |
| TD | New | TORONTO DOMINION BK ONT | $2,772,000 | – | 65,200 | – | 0.08% | – |
| FCX | New | FREEPORT-MCMORAN INC | $2,724,000 | – | 146,300 | – | 0.08% | – |
| TRI | New | THOMSON REUTERS CORP | $2,733,000 | – | 71,800 | – | 0.08% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $2,730,000 | – | 35,100 | – | 0.08% | – |
| F | New | FORD MTR CO DEL | $2,693,000 | – | 179,400 | – | 0.08% | – |
| WU | New | WESTERN UN CO | $2,716,000 | – | 133,600 | – | 0.08% | – |
| MGEE | New | MGE ENERGY INC | $2,666,000 | – | 68,823 | – | 0.08% | – |
| MRO | New | MARATHON OIL CORP | $2,678,000 | – | 100,900 | – | 0.08% | – |
| GM | New | GENERAL MTRS CO | $2,643,000 | – | 79,300 | – | 0.08% | – |
| MO | New | ALTRIA GROUP INC | $2,626,000 | – | 53,700 | – | 0.08% | – |
| POM | New | PEPCO HOLDINGS INC | $2,624,000 | – | 97,404 | – | 0.08% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $2,612,000 | – | 54,100 | – | 0.08% | – |
| RAD | New | RITE AID CORP | $2,592,000 | – | 310,400 | – | 0.08% | – |
| AZO | New | AUTOZONE INC | $2,601,000 | – | 3,900 | – | 0.08% | – |
| COP | New | CONOCOPHILLIPS | $2,585,000 | – | 42,100 | – | 0.08% | – |
| WY | New | WEYERHAEUSER CO | $2,580,000 | – | 81,900 | – | 0.08% | – |
| SYY | New | SYSCO CORP | $2,570,000 | – | 71,200 | – | 0.08% | – |
| ECPG | New | ENCORE CAP GROUP INC | $2,564,000 | – | 60,000 | – | 0.08% | – |
| HP | New | HELMERICH & PAYNE INC | $2,584,000 | – | 36,700 | – | 0.08% | – |
| DE | New | DEERE & CO | $2,533,000 | – | 26,100 | – | 0.08% | – |
| WM | New | WASTE MGMT INC DEL | $2,521,000 | – | 54,400 | – | 0.08% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS COM | $2,521,000 | – | 15,500 | – | 0.08% | – |
| IP | New | INTL PAPER CO | $2,508,000 | – | 52,700 | – | 0.08% | – |
| SU | New | SUNCOR ENERGY INC NEW | $2,493,000 | – | 90,600 | – | 0.08% | – |
| SCCO | New | SOUTHERN COPPER CORP | $2,470,000 | – | 84,000 | – | 0.07% | – |
| AIG | New | AMERICAN INTL GROUP INC | $2,473,000 | – | 40,000 | – | 0.07% | – |
| FTI | New | FMC TECHNOLOGIES INC | $2,423,000 | – | 58,400 | – | 0.07% | – |
| M | New | MACYS INC | $2,422,000 | – | 35,900 | – | 0.07% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $2,402,000 | – | 86,300 | – | 0.07% | – |
| BA | New | BOEING CO | $2,400,000 | – | 17,300 | – | 0.07% | – |
| BNCL | New | BENEFICIAL BANCORP INC | $2,373,000 | – | 190,000 | – | 0.07% | – |
| CPB | New | CAMPBELL SOUP CO | $2,306,000 | – | 48,400 | – | 0.07% | – |
| DOV | New | DOVER CORP | $2,274,000 | – | 32,400 | – | 0.07% | – |
| ALK | New | ALASKA AIR GROUP INC | $2,268,000 | – | 35,200 | – | 0.07% | – |
| CCE | New | COCA COLA ENTERPRISES INC NEW COM | $2,272,000 | – | 52,300 | – | 0.07% | – |
| INTC | New | INTEL CORP | $2,245,000 | – | 73,800 | – | 0.07% | – |
| CVE | New | CENOVUS ENERGY INC | $2,235,000 | – | 139,600 | – | 0.07% | – |
| JWN | New | NORDSTROM INC | $2,235,000 | – | 30,000 | – | 0.07% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $2,247,000 | – | 47,300 | – | 0.07% | – |
| PCAR | New | PACCAR INC | $2,246,000 | – | 35,200 | – | 0.07% | – |
| VIAB | New | VIACOM INC NEWcl b | $2,211,000 | – | 34,200 | – | 0.07% | – |
| BCR | New | BARD C R INC | $2,202,000 | – | 12,900 | – | 0.07% | – |
| FLR | New | FLUOR CORP NEW | $2,211,000 | – | 41,700 | – | 0.07% | – |
| JNJ | New | JOHNSON & JOHNSON | $2,183,000 | – | 22,400 | – | 0.06% | – |
| COH | New | COACH INC | $2,180,000 | – | 63,000 | – | 0.06% | – |
| ALB | New | ALBEMARLE CORP | $2,172,000 | – | 39,300 | – | 0.06% | – |
| BEN | New | FRANKLIN RES INC | $2,157,000 | – | 44,000 | – | 0.06% | – |
| OMC | New | OMNICOM GROUP INC | $2,140,000 | – | 30,800 | – | 0.06% | – |
| GPS | New | GAP INC DEL | $2,145,000 | – | 56,200 | – | 0.06% | – |
| FLS | New | FLOWSERVE CORP | $2,127,000 | – | 40,400 | – | 0.06% | – |
| BBBY | New | BED BATH & BEYOND INC | $2,138,000 | – | 31,000 | – | 0.06% | – |
| LUMN | New | CENTURYLINK INC | $2,115,000 | – | 72,000 | – | 0.06% | – |
| HRB | New | BLOCK H & R INC | $2,067,000 | – | 69,700 | – | 0.06% | – |
| FMC | New | F M C CORP | $2,060,000 | – | 39,200 | – | 0.06% | – |
| HOG | New | HARLEY DAVIDSON INC | $2,023,000 | – | 35,900 | – | 0.06% | – |
| TDC | New | TERADATA CORP DEL | $1,939,000 | – | 52,400 | – | 0.06% | – |
| LUV | New | SOUTHWEST AIRLS CO | $1,843,000 | – | 55,700 | – | 0.06% | – |
| CMA | New | COMERICA INC | $1,796,000 | – | 35,000 | – | 0.05% | – |
| DGAS | New | DELTA NAT GAS INC | $1,716,000 | – | 85,392 | – | 0.05% | – |
| WIN | New | WINDSTREAM HLDGS INC | $1,698,000 | – | 266,066 | – | 0.05% | – |
| SNDK | New | SANDISK CORP | $1,677,000 | – | 28,800 | – | 0.05% | – |
| MU | New | MICRON TECHNOLOGY INC | $1,482,000 | – | 78,655 | – | 0.04% | – |
| OPB | New | OPUS BK IRVINE CALIF | $1,447,000 | – | 40,000 | – | 0.04% | – |
| HCP | New | HCP INC | $1,276,000 | – | 35,000 | – | 0.04% | – |
| VTR | New | VENTAS INC | $1,242,000 | – | 20,000 | – | 0.04% | – |
| ETR | New | ENTERGY CORP NEW | $1,206,000 | – | 17,100 | – | 0.04% | – |
| RGCO | New | RGC RES INC | $1,164,000 | – | 58,219 | – | 0.04% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $1,139,000 | – | 12,000 | – | 0.03% | – |
| AVB | New | AVALONBAY CMNTYS INC | $1,119,000 | – | 7,000 | – | 0.03% | – |
| SQBK | New | SQUARE 1 FINL INCcl a | $1,094,000 | – | 40,000 | – | 0.03% | – |
| PSA | New | PUBLIC STORAGE | $1,106,000 | – | 6,000 | – | 0.03% | – |
| EQR | New | EQUITY RESIDENTIALsh ben int | $982,000 | – | 14,000 | – | 0.03% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $865,000 | – | 5,000 | – | 0.03% | – |
| CFG | New | CITIZENS FINL GROUP INC | $819,000 | – | 30,000 | – | 0.02% | – |
| EGAS | New | GAS NAT INC | $814,000 | – | 79,032 | – | 0.02% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $792,000 | – | 70,000 | – | 0.02% | – |
| CNIG | New | CORNING NAT GAS HLDG CORP | $617,000 | – | 31,637 | – | 0.02% | – |
| EDE | New | EMPIRE DIST ELEC CO | $601,000 | – | 27,575 | – | 0.02% | – |
| FBC | New | FLAGSTAR BANCORP INC | $554,000 | – | 30,000 | – | 0.02% | – |
| RDN | New | RADIAN GROUP INC | $375,000 | – | 20,000 | – | 0.01% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC COM | $311,000 | – | 5,000 | – | 0.01% | – |
| FB | New | FACEBOOK INCcl a | $207,000 | – | 2,410 | – | 0.01% | – |
| GILD | New | GILEAD SCIENCES INC | $211,000 | – | 1,798 | – | 0.01% | – |
| AMZN | New | AMAZON COM INC | $204,000 | – | 471 | – | 0.01% | – |
| KRNY | New | KEARNY FINL CORP MD | $167,000 | – | 15,000 | – | 0.01% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -4,259 | – | -0.01% | – |
| FB | Exit | FACEBOOK INCcl a | $0 | – | -2,550 | – | -0.01% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -3,990 | – | -0.01% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -5,015 | – | -0.01% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -560 | – | -0.01% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -2,160 | – | -0.01% | – |
| GLW | Exit | CORNING INC | $0 | – | -13,015 | – | -0.01% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -1,230 | – | -0.01% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -8,752 | – | -0.01% | – |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -15,000 | – | -0.01% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -3,480 | – | -0.01% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -8,005 | – | -0.01% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -1,315 | – | -0.01% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -12,235 | – | -0.01% | – |
| BKMU | Exit | BANK MUTUAL CORP NEW | $0 | – | -50,000 | – | -0.01% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -95,000 | – | -0.01% | – |
| IBCP | Exit | INDEPENDENT BANK CORP MICH | $0 | – | -45,000 | – | -0.02% | – |
| CNIG | Exit | CORNING NAT GAS HLDG CORP | $0 | – | -28,132 | – | -0.02% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -6,500 | – | -0.02% | – |
| EDE | Exit | EMPIRE DIST ELEC CO | $0 | – | -31,600 | – | -0.02% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -9,000 | – | -0.02% | – |
| KKR | Exit | KKR & CO L P DEL | $0 | – | -40,000 | – | -0.03% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -5,500 | – | -0.03% | – |
| EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -15,000 | – | -0.03% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -50,000 | – | -0.03% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -120,000 | – | -0.03% | – |
| EGAS | Exit | GAS NAT INC | $0 | – | -89,600 | – | -0.03% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -56,049 | – | -0.03% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -18,050 | – | -0.04% | – |
| COH | Exit | COACH INC | $0 | – | -39,100 | – | -0.04% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -145,000 | – | -0.05% | – |
| DGAS | Exit | DELTA NAT GAS INC | $0 | – | -85,047 | – | -0.05% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -27,300 | – | -0.05% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -20,000 | – | -0.06% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -44,500 | – | -0.06% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -113,283 | – | -0.06% | – |
| DE | Exit | DEERE & CO | $0 | – | -24,300 | – | -0.06% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -11,000 | – | -0.06% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -15,800 | – | -0.06% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -19,500 | – | -0.06% | – |
| MET | Exit | METLIFE INC | $0 | – | -39,000 | – | -0.06% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -24,900 | – | -0.06% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -28,000 | – | -0.06% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -36,100 | – | -0.07% | – |
| ITW | Exit | ILLINOIS TOOL WKS INC | $0 | – | -26,300 | – | -0.07% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -59,496 | – | -0.07% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS COM | $0 | – | -11,800 | – | -0.07% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -58,400 | – | -0.07% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -50,000 | – | -0.07% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -55,600 | – | -0.07% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -4,600 | – | -0.07% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -44,900 | – | -0.07% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -63,700 | – | -0.07% | – |
| M | Exit | MACYS INC | $0 | – | -41,100 | – | -0.07% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -24,500 | – | -0.07% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -53,400 | – | -0.07% | – |
| CSX | Exit | CSX CORP | $0 | – | -77,300 | – | -0.07% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -77,200 | – | -0.07% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -29,300 | – | -0.08% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -26,400 | – | -0.08% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -59,000 | – | -0.08% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -9,500 | – | -0.08% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -58,000 | – | -0.08% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -76,600 | – | -0.08% | – |
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -104,904 | – | -0.08% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -43,900 | – | -0.08% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -26,400 | – | -0.09% | – |
| FCX | Exit | FREEPORT-MCMORAN INC | $0 | – | -87,600 | – | -0.09% | – |
| AAPL | Exit | APPLE INC | $0 | – | -28,450 | – | -0.09% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -56,000 | – | -0.09% | – |
| KR | Exit | KROGER CO | $0 | – | -56,200 | – | -0.09% | – |
| K | Exit | KELLOGG CO | $0 | – | -47,800 | – | -0.09% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -88,700 | – | -0.09% | – |
| OXY | Exit | OCCIDENTAL PETE CORP DEL | $0 | – | -31,200 | – | -0.09% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCsponsored adr | $0 | – | -38,100 | – | -0.09% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -71,600 | – | -0.09% | – |
| MBI | Exit | MBIA INC | $0 | – | -330,000 | – | -0.09% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -98,168 | – | -0.09% | – |
| TGT | Exit | TARGET CORP | $0 | – | -49,100 | – | -0.09% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -48,400 | – | -0.09% | – |
| MMM | Exit | 3M CO | $0 | – | -22,000 | – | -0.09% | – |
| SQBK | Exit | SQUARE 1 FINL INCcl a | $0 | – | -162,000 | – | -0.09% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -325,700 | – | -0.09% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -58,000 | – | -0.09% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -66,400 | – | -0.09% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -65,600 | – | -0.09% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -58,400 | – | -0.10% | – |
| SFBS | Exit | SERVISFIRST BANCSHARES INC | $0 | – | -112,000 | – | -0.10% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -60,900 | – | -0.10% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -163,600 | – | -0.10% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -245,000 | – | -0.10% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -340,000 | – | -0.10% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -24,000 | – | -0.10% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -57,500 | – | -0.10% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -31,400 | – | -0.10% | – |
| EGL | Exit | ENGILITY HLDGS INC | $0 | – | -109,846 | – | -0.10% | – |
| MDCA | Exit | MDC PARTNERS INCcl a sub vtg | $0 | – | -178,197 | – | -0.10% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -34,705 | – | -0.10% | – |
| NYT | Exit | NEW YORK TIMES COcl a | $0 | – | -310,700 | – | -0.10% | – |
| MTRX | Exit | MATRIX SVC CO | $0 | – | -148,927 | – | -0.11% | – |
| PRIM | Exit | PRIMORIS SVCS CORP | $0 | – | -136,200 | – | -0.11% | – |
| MTW | Exit | MANITOWOC INC | $0 | – | -155,500 | – | -0.11% | – |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -116,000 | – | -0.11% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -231,600 | – | -0.11% | – |
| PZZA | Exit | PAPA JOHNS INTL INC | $0 | – | -92,600 | – | -0.11% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -105,000 | – | -0.11% | – |
| SGM | Exit | STONEGATE MTG CORP | $0 | – | -290,000 | – | -0.11% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -130,000 | – | -0.11% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -82,900 | – | -0.11% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -52,000 | – | -0.12% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -50,600 | – | -0.12% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -96,800 | – | -0.12% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -240,000 | – | -0.12% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -115,000 | – | -0.12% | – |
| BHBK | Exit | BLUE HILLS BANCORP INC | $0 | – | -305,000 | – | -0.12% | – |
| CMA | Exit | COMERICA INC | $0 | – | -81,000 | – | -0.12% | – |
| V | Exit | VISA INCcl a | $0 | – | -19,000 | – | -0.12% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -242,000 | – | -0.12% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -245,300 | – | -0.12% | – |
| MWIV | Exit | MWI VETERINARY SUPPLY INC | $0 | – | -28,300 | – | -0.13% | – |
| JBT | Exit | JOHN BEAN TECHNOLOGIES CORP | $0 | – | -152,186 | – | -0.13% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -555,000 | – | -0.13% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -166,600 | – | -0.13% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -260,000 | – | -0.13% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -440,000 | – | -0.13% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -85,000 | – | -0.13% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -54,000 | – | -0.13% | – |
| POL | Exit | POLYONE CORP | $0 | – | -124,300 | – | -0.13% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -117,000 | – | -0.13% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -69,000 | – | -0.13% | – |
| C | Exit | CITIGROUP INC | $0 | – | -86,000 | – | -0.13% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -224,000 | – | -0.13% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -107,000 | – | -0.13% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -63,100 | – | -0.14% | – |
| JAH | Exit | JARDEN CORP | $0 | – | -74,900 | – | -0.14% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -53,000 | – | -0.14% | – |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -410,000 | – | -0.14% | – |
| ACETQ | Exit | ACETO CORP | $0 | – | -236,884 | – | -0.14% | – |
| CW | Exit | CURTISS WRIGHT CORP | $0 | – | -70,200 | – | -0.14% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -35,400 | – | -0.14% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -99,200 | – | -0.14% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -260,500 | – | -0.14% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -119,400 | – | -0.14% | – |
| LLL | Exit | L-3 COMMUNICATIONS HLDGS INC COM | $0 | – | -39,600 | – | -0.14% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -639,173 | – | -0.14% | – |
| PPL | Exit | PPL CORP | $0 | – | -144,535 | – | -0.14% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -155,972 | – | -0.14% | – |
| CKEC | Exit | CARMIKE CINEMAS INC | $0 | – | -156,327 | – | -0.14% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -328,900 | – | -0.14% | – |
| UVE | Exit | UNIVERSAL INS HLDGS INC | $0 | – | -374,700 | – | -0.14% | – |
| NGL | Exit | NGL ENERGY PARTNERS LP | $0 | – | -124,279 | – | -0.15% | – |
| ALR | Exit | ALERE INC | $0 | – | -126,600 | – | -0.15% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -52,300 | – | -0.15% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -170,000 | – | -0.15% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -46,900 | – | -0.15% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -61,800 | – | -0.15% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -102,700 | – | -0.16% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -72,675 | – | -0.16% | – |
| AKS | Exit | AK STL HLDG CORP | $0 | – | -653,100 | – | -0.16% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -139,900 | – | -0.16% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -94,400 | – | -0.16% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -420,000 | – | -0.16% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -58,800 | – | -0.16% | – |
| GIII | Exit | G-III APPAREL GROUP LTD | $0 | – | -66,600 | – | -0.16% | – |
| EXH | Exit | EXTERRAN HLDGS INC | $0 | – | -124,800 | – | -0.16% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -78,000 | – | -0.17% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -74,000 | – | -0.17% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -119,459 | – | -0.17% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -61,400 | – | -0.17% | – |
| JACK | Exit | JACK IN THE BOX INC COM | $0 | – | -85,100 | – | -0.17% | – |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -244,000 | – | -0.17% | – |
| ECPG | Exit | ENCORE CAP GROUP INC | $0 | – | -135,000 | – | -0.18% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -54,100 | – | -0.18% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -204,700 | – | -0.18% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -109,154 | – | -0.18% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -146,287 | – | -0.18% | – |
| CORE | Exit | CORE MARK HOLDING CO INC | $0 | – | -116,044 | – | -0.18% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -94,700 | – | -0.18% | – |
| TUESQ | Exit | TUESDAY MORNING CORP | $0 | – | -318,011 | – | -0.18% | – |
| KO | Exit | COCA COLA CO | $0 | – | -145,450 | – | -0.19% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -46,500 | – | -0.19% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -138,100 | – | -0.19% | – |
| SUSQ | Exit | SUSQUEHANNA BANCSHARES INC PA | $0 | – | -635,000 | – | -0.19% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -181,100 | – | -0.20% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -150,198 | – | -0.20% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -408,000 | – | -0.20% | – |
| CSBK | Exit | CLIFTON BANCORP INC | $0 | – | -550,000 | – | -0.21% | – |
| TE | Exit | TECO ENERGY INC | $0 | – | -407,236 | – | -0.21% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -118,100 | – | -0.21% | – |
| LUV | Exit | SOUTHWEST AIRLS CO | $0 | – | -211,000 | – | -0.21% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -415,000 | – | -0.22% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -288,550 | – | -0.22% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -71,800 | – | -0.22% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -57,000 | – | -0.22% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -530,000 | – | -0.23% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -94,000 | – | -0.23% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -217,900 | – | -0.24% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -227,600 | – | -0.24% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -324,850 | – | -0.25% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS INC COM | $0 | – | -513,200 | – | -0.26% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -467,100 | – | -0.26% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -850,000 | – | -0.26% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -103,400 | – | -0.26% | – |
| PFE | Exit | PFIZER INC | $0 | – | -299,000 | – | -0.26% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -485,000 | – | -0.26% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -200,000 | – | -0.27% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -550,000 | – | -0.27% | – |
| AF | Exit | ASTORIA FINL CORP | $0 | – | -725,000 | – | -0.27% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -208,500 | – | -0.28% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -460,000 | – | -0.28% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -243,890 | – | -0.28% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -400,000 | – | -0.28% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -310,000 | – | -0.28% | – |
| T | Exit | AT&T INC | $0 | – | -269,250 | – | -0.28% | – |
| WEC | Exit | WISCONSIN ENERGY CORP | $0 | – | -220,460 | – | -0.28% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -328,000 | – | -0.28% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -192,050 | – | -0.29% | – |
| BANR | Exit | BANNER CORP | $0 | – | -250,000 | – | -0.29% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -135,492 | – | -0.29% | – |
| WEN | Exit | WENDYS CO | $0 | – | -1,187,200 | – | -0.29% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -213,450 | – | -0.30% | – |
| UIL | Exit | UIL HLDG CORP | $0 | – | -282,633 | – | -0.30% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STORE COM | $0 | – | -98,500 | – | -0.30% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -172,500 | – | -0.31% | – |
| AFSI | Exit | AMTRUST FINL SVCS INC | $0 | – | -260,000 | – | -0.31% | – |
| LAD | Exit | LITHIA MTRS INCcl a | $0 | – | -139,300 | – | -0.32% | – |
| TEN | Exit | TENNECO INC | $0 | – | -201,100 | – | -0.32% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -504,200 | – | -0.32% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -254,300 | – | -0.32% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INCcl a | $0 | – | -53 | – | -0.33% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD CO COM | $0 | – | -480,200 | – | -0.33% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -117,700 | – | -0.33% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -93,850 | – | -0.34% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -61,400 | – | -0.34% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -183,700 | – | -0.34% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -195,100 | – | -0.36% | – |
| LEA | Exit | LEAR CORP | $0 | – | -141,300 | – | -0.36% | – |
| ITT | Exit | ITT CORP NEW | $0 | – | -282,900 | – | -0.38% | – |
| INTC | Exit | INTEL CORP | $0 | – | -375,150 | – | -0.39% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -387,900 | – | -0.39% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -246,128 | – | -0.39% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -311,865 | – | -0.39% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -618,000 | – | -0.42% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -188,337 | – | -0.42% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -136,600 | – | -0.43% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -270,500 | – | -0.44% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -454,402 | – | -0.46% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -315,966 | – | -0.47% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -295,200 | – | -0.47% | – |
| GNW | Exit | GENWORTH FINL INCcl a | $0 | – | -1,230,000 | – | -0.48% | – |
| PPC | Exit | PILGRIMS PRIDE CORP NEW | $0 | – | -555,500 | – | -0.51% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -158,400 | – | -0.51% | – |
| NU | Exit | NORTHEAST UTILS | $0 | – | -386,975 | – | -0.51% | – |
| VC | Exit | VISTEON CORP | $0 | – | -188,900 | – | -0.55% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -431,800 | – | -0.56% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -474,416 | – | -0.57% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -376,142 | – | -0.57% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -197,500 | – | -0.62% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -678,399 | – | -0.62% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -491,987 | – | -0.62% | – |
| EXC | Exit | EXELON CORP | $0 | – | -610,881 | – | -0.62% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -615,578 | – | -0.63% | – |
| LG | Exit | LACLEDE GROUP INC | $0 | – | -509,111 | – | -0.71% | – |
| PAGP | Exit | PLAINS GP HLDGS L P | $0 | – | -854,500 | – | -0.78% | – |
| SWX | Exit | SOUTHWEST GAS CORP | $0 | – | -557,190 | – | -0.81% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -996,407 | – | -0.83% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -1,180,226 | – | -0.86% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -1,057,648 | – | -0.94% | – |
| P105PS | Exit | INTEGRYS ENERGY GROUP INC | $0 | – | -484,488 | – | -0.94% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -413,954 | – | -0.94% | – |
| PNY | Exit | PIEDMONT NAT GAS INC | $0 | – | -975,720 | – | -0.98% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -610,886 | – | -1.04% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -1,648,619 | – | -1.10% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -540,324 | – | -1.13% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -1,302,790 | – | -1.45% | – |
| EQT | Exit | EQT CORP | $0 | – | -534,732 | – | -1.46% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -1,271,962 | – | -1.82% | – |
| GAS | Exit | AGL RES INC | $0 | – | -1,212,916 | – | -1.86% | – |
| PCG | Exit | PG&E CORP | $0 | – | -1,494,299 | – | -2.01% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -1,528,598 | – | -3.00% | – |
| NI | Exit | NISOURCE INC | $0 | – | -2,475,131 | – | -3.03% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -2,027,927 | – | -3.13% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -2,200,247 | – | -3.15% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -1,327,117 | – | -3.18% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -1,489,698 | – | -3.20% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -2,737,615 | – | -3.22% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -1,030,940 | – | -3.25% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -1,576,896 | – | -3.26% | – |
| ET | Exit | ENERGY TRANSFER EQUITY L P | $0 | – | -1,773,908 | – | -3.27% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -2,853,725 | – | -3.27% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ET | Buy | ENERGY TRANSFER EQUITY L P | $109,432,000 | +5.0% | 1,773,908 | +0.3% | 3.27% | +1.3% |
| KMI | Buy | KINDER MORGAN INC DEL | $109,412,000 | +10.8% | 2,853,725 | +4.8% | 3.27% | +7.0% |
| D | Buy | DOMINION RES INC VA NEW | $108,948,000 | +9.1% | 1,576,896 | +13.0% | 3.26% | +5.4% |
| SRE | Buy | SEMPRA ENERGY | $108,640,000 | +10.1% | 1,030,940 | +9.4% | 3.25% | +6.3% |
| SE | Buy | SPECTRA ENERGY CORP | $107,479,000 | +9.4% | 2,737,615 | +18.4% | 3.22% | +5.7% |
| NGG | Buy | NATIONAL GRID PLCspon adr new | $107,079,000 | +9.4% | 1,489,698 | +13.2% | 3.20% | +5.6% |
| LNG | Sell | CHENIERE ENERGY INC | $106,209,000 | +2.9% | 1,327,117 | -7.8% | 3.18% | -0.7% |
| ENB | Buy | ENBRIDGE INC | $105,348,000 | +6.5% | 2,200,247 | +5.5% | 3.15% | +2.8% |
| TRP | Sell | TRANSCANADA CORP | $104,499,000 | +6.4% | 2,027,927 | -1.5% | 3.13% | +2.7% |
| NI | Buy | NISOURCE INC | $101,431,000 | +22.0% | 2,475,131 | +17.1% | 3.03% | +17.8% |
| OKE | Buy | ONEOK INC NEW | $100,200,000 | +10.2% | 1,528,598 | +14.5% | 3.00% | +6.4% |
| PCG | Buy | PG&E CORP | $67,303,000 | +10.2% | 1,494,299 | +17.5% | 2.01% | +6.4% |
| GAS | Buy | AGL RES INC | $62,271,000 | +8.2% | 1,212,916 | +16.0% | 1.86% | +4.5% |
| ATO | Buy | ATMOS ENERGY CORP | $60,673,000 | +3.1% | 1,271,962 | +15.4% | 1.82% | -0.5% |
| EQT | Buy | EQT CORP | $48,949,000 | -2.5% | 534,732 | +13.8% | 1.46% | -5.9% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $48,516,000 | +4.2% | 1,302,790 | +14.1% | 1.45% | +0.6% |
| NFG | Buy | NATIONAL FUEL GAS CO N J | $37,817,000 | +2.9% | 540,324 | +15.1% | 1.13% | -0.7% |
| STR | Buy | QUESTAR CORP | $36,748,000 | +3.1% | 1,648,619 | +14.8% | 1.10% | -0.5% |
| ED | Buy | CONSOLIDATED EDISON INC | $34,613,000 | +11.9% | 610,886 | +14.0% | 1.04% | +7.9% |
| PNY | Buy | PIEDMONT NAT GAS INC | $32,716,000 | +4.9% | 975,720 | +17.0% | 0.98% | +1.3% |
| DTE | Buy | DTE ENERGY CO | $31,494,000 | +10.8% | 413,954 | +13.4% | 0.94% | +7.0% |
| P105PS | Buy | INTEGRYS ENERGY GROUP INC | $31,405,000 | +6.0% | 484,488 | +16.3% | 0.94% | +2.3% |
| CMS | Buy | CMS ENERGY CORP | $31,370,000 | +12.8% | 1,057,648 | +18.5% | 0.94% | +8.9% |
| CNP | Buy | CENTERPOINT ENERGY INC | $28,880,000 | +4.4% | 1,180,226 | +9.0% | 0.86% | +0.8% |
| MDU | Buy | MDU RES GROUP INC | $27,710,000 | +4.3% | 996,407 | +31.7% | 0.83% | +0.7% |
| SWX | Buy | SOUTHWEST GAS CORP | $27,068,000 | +6.1% | 557,190 | +15.3% | 0.81% | +2.5% |
| PAGP | Buy | PLAINS GP HLDGS L P | $26,190,000 | +7.7% | 854,500 | +12.4% | 0.78% | +3.8% |
| LG | Buy | LACLEDE GROUP INC | $23,623,000 | +45.4% | 509,111 | +52.1% | 0.71% | +40.6% |
| OGS | Buy | ONE GAS INC | $21,084,000 | +1.5% | 615,578 | +11.9% | 0.63% | -1.9% |
| EXC | Buy | EXELON CORP | $20,825,000 | +5.9% | 610,881 | +13.4% | 0.62% | +2.3% |
| WGL | Buy | WGL HLDGS INC | $20,722,000 | +7.2% | 491,987 | +9.7% | 0.62% | +3.5% |
| XEL | Buy | XCEL ENERGY INC | $20,623,000 | +6.7% | 678,399 | +13.2% | 0.62% | +3.0% |
| HII | Buy | HUNTINGTON INGALLS INDS INC | $20,581,000 | +33.3% | 197,500 | +21.0% | 0.62% | +28.9% |
| NJR | Buy | NEW JERSEY RES | $18,999,000 | +2.1% | 376,142 | +15.5% | 0.57% | -1.6% |
| VVC | Buy | VECTREN CORP | $18,929,000 | +10.4% | 474,416 | +17.6% | 0.57% | +6.6% |
| ALK | Buy | ALASKA AIR GROUP INC | $18,801,000 | +10.0% | 431,800 | +140.2% | 0.56% | +6.2% |
| VC | Buy | VISTEON CORP | $18,371,000 | +19.4% | 188,900 | +19.1% | 0.55% | +15.3% |
| NU | Buy | NORTHEAST UTILS | $17,143,000 | +5.7% | 386,975 | +12.8% | 0.51% | +2.2% |
| HBI | Buy | HANESBRANDS INC | $17,018,000 | +39.9% | 158,400 | +28.2% | 0.51% | +35.0% |
| PPC | Buy | PILGRIMS PRIDE CORP NEW | $16,976,000 | +38.7% | 555,500 | +24.2% | 0.51% | +34.0% |
| GNW | Buy | GENWORTH FINL INCcl a | $16,113,000 | -19.4% | 1,230,000 | +7.1% | 0.48% | -22.1% |
| SKX | Buy | SKECHERS U S A INCcl a | $15,737,000 | +35.5% | 295,200 | +16.1% | 0.47% | +30.8% |
| SCG | Buy | SCANA CORP NEW | $15,675,000 | +6.5% | 315,966 | +15.5% | 0.47% | +2.9% |
| UGI | Buy | UGI CORP NEW | $15,491,000 | +16.4% | 454,402 | +72.5% | 0.46% | +12.4% |
| CAR | Buy | AVIS BUDGET GROUP | $14,848,000 | +5.0% | 270,500 | +14.1% | 0.44% | +1.4% |
| UHS | Buy | UNIVERSAL HLTH SVCS INCcl b | $14,275,000 | +43.1% | 136,600 | +31.1% | 0.43% | +38.2% |
| DUK | Buy | DUKE ENERGY CORP NEW | $14,082,000 | +13.4% | 188,337 | +12.5% | 0.42% | +9.4% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $13,958,000 | -2.6% | 618,000 | +19.8% | 0.42% | -5.9% |
| NWN | Buy | NORTHWEST NAT GAS CO | $13,176,000 | +7.2% | 311,865 | +19.7% | 0.39% | +3.4% |
| SJI | Buy | SOUTH JERSEY INDS INC | $13,133,000 | -3.1% | 246,128 | +9.7% | 0.39% | -6.4% |
| SPWR | Buy | SUNPOWER CORP | $13,142,000 | +8.4% | 387,900 | +31.1% | 0.39% | +4.5% |
| INTC | Sell | INTEL CORP | $13,063,000 | -8.8% | 375,150 | -19.1% | 0.39% | -11.9% |
| ITT | Buy | ITT CORP NEW | $12,714,000 | +22.5% | 282,900 | +31.2% | 0.38% | +18.4% |
| LEA | Buy | LEAR CORP | $12,210,000 | +26.9% | 141,300 | +31.2% | 0.36% | +22.5% |
| CSC | Buy | COMPUTER SCIENCES CORP | $11,930,000 | +26.9% | 195,100 | +31.1% | 0.36% | +22.7% |
| OCR | Buy | OMNICARE INC | $11,437,000 | +22.6% | 183,700 | +31.1% | 0.34% | +18.3% |
| LMT | Sell | LOCKHEED MARTIN CORP | $11,223,000 | +10.3% | 61,400 | -3.0% | 0.34% | +6.7% |
| CVX | Sell | CHEVRON CORP NEW | $11,198,000 | -10.3% | 93,850 | -1.9% | 0.34% | -13.4% |
| MCD | Sell | MCDONALDS CORP | $11,159,000 | -6.2% | 117,700 | -0.3% | 0.33% | -9.5% |
| AEL | Buy | AMERICAN EQTY INVT LIFE HLD CO COM | $10,987,000 | +22.0% | 480,200 | +31.2% | 0.33% | +17.9% |
| BRKA | Buy | BERKSHIRE HATHAWAY INCcl a | $10,966,000 | +20.3% | 53 | +10.4% | 0.33% | +16.3% |
| BC | Buy | BRUNSWICK CORP | $10,716,000 | +31.2% | 254,300 | +31.2% | 0.32% | +26.9% |
| SWFT | Buy | SWIFT TRANSN COcl a | $10,578,000 | +9.0% | 504,200 | +31.1% | 0.32% | +5.0% |
| TEN | Buy | TENNECO INC | $10,520,000 | +4.4% | 201,100 | +31.2% | 0.32% | +1.0% |
| LAD | Buy | LITHIA MTRS INCcl a | $10,544,000 | +5.5% | 139,300 | +31.2% | 0.32% | +1.6% |
| AFSI | Buy | AMTRUST FINL SVCS INC | $10,353,000 | +24.9% | 260,000 | +31.1% | 0.31% | +20.6% |
| MRK | Sell | MERCK & CO INC NEW | $10,226,000 | -2.5% | 172,500 | -4.9% | 0.31% | -5.8% |
| CBRL | Buy | CRACKER BARREL OLD CTRY STORE COM | $10,164,000 | +35.9% | 98,500 | +31.2% | 0.30% | +31.0% |
| UIL | Buy | UIL HLDG CORP | $10,005,000 | +6.5% | 282,633 | +16.5% | 0.30% | +2.7% |
| MSFT | Sell | MICROSOFT CORP | $9,896,000 | +9.0% | 213,450 | -1.9% | 0.30% | +5.3% |
| WEN | Buy | WENDYS CO | $9,806,000 | +27.0% | 1,187,200 | +31.1% | 0.29% | +22.6% |
| EGN | Sell | ENERGEN CORP | $9,788,000 | -28.0% | 135,492 | -11.4% | 0.29% | -30.4% |
| BANR | Buy | BANNER CORP | $9,618,000 | +26.4% | 250,000 | +30.2% | 0.29% | +22.0% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $9,601,000 | +1.2% | 192,050 | -1.0% | 0.29% | -2.4% |
| ZION | Sell | ZIONS BANCORPORATION | $9,532,000 | -4.0% | 328,000 | -2.7% | 0.28% | -7.5% |
| T | Sell | AT&T INC | $9,488,000 | -2.0% | 269,250 | -1.7% | 0.28% | -5.3% |
| WEC | Buy | WISCONSIN ENERGY CORP | $9,480,000 | +0.5% | 220,460 | +9.7% | 0.28% | -2.7% |
| SNV | Sell | SYNOVUS FINL CORP | $9,456,000 | -8.0% | 400,000 | -5.1% | 0.28% | -11.0% |
| BKU | Buy | BANKUNITED INC | $9,452,000 | -5.6% | 310,000 | +3.7% | 0.28% | -8.7% |
| AEE | Buy | AMEREN CORP | $9,348,000 | +5.4% | 243,890 | +12.4% | 0.28% | +1.8% |
| OSK | Buy | OSHKOSH CORP | $9,205,000 | +4.3% | 208,500 | +31.1% | 0.28% | +0.4% |
| AF | Sell | ASTORIA FINL CORP | $8,983,000 | -11.0% | 725,000 | -3.3% | 0.27% | -14.1% |
| WTFC | Sell | WINTRUST FINL CORP | $8,934,000 | -11.7% | 200,000 | -9.1% | 0.27% | -15.0% |
| PFE | Sell | PFIZER INC | $8,841,000 | -0.8% | 299,000 | -0.4% | 0.26% | -4.3% |
| PG | Sell | PROCTER & GAMBLE CO | $8,659,000 | +4.6% | 103,400 | -1.8% | 0.26% | +1.2% |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $8,611,000 | -4.4% | 850,000 | +4.3% | 0.26% | -7.5% |
| FLO | Buy | FLOWERS FOODS INC | $8,576,000 | +14.2% | 467,100 | +31.1% | 0.26% | +10.3% |
| AXL | Buy | AMERICAN AXLE & MFG HLDGS INC COM | $8,606,000 | +16.4% | 513,200 | +31.2% | 0.26% | +12.2% |
| GE | Sell | GENERAL ELECTRIC CO | $8,323,000 | -4.8% | 324,850 | -2.4% | 0.25% | -8.1% |
| HPQ | Sell | HEWLETT PACKARD CO | $8,073,000 | +2.4% | 227,600 | -2.8% | 0.24% | -1.2% |
| DAL | Sell | DELTA AIR LINES INC DEL | $7,877,000 | -9.3% | 217,900 | -2.8% | 0.24% | -12.3% |
| RDN | Sell | RADIAN GROUP INC | $7,558,000 | -20.9% | 530,000 | -17.8% | 0.23% | -23.6% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $7,510,000 | +6.9% | 57,000 | -2.9% | 0.22% | +3.2% |
| RTN | Sell | RAYTHEON CO | $7,296,000 | +7.2% | 71,800 | -2.7% | 0.22% | +3.3% |
| CSCO | Buy | CISCO SYS INC | $7,263,000 | +37.7% | 288,550 | +35.9% | 0.22% | +33.1% |
| ASB | Sell | ASSOCIATED BANC CORP | $7,229,000 | -9.1% | 415,000 | -5.7% | 0.22% | -12.2% |
| JPM | Sell | JPMORGAN CHASE & CO. | $7,114,000 | -5.1% | 118,100 | -9.2% | 0.21% | -8.2% |
| LUV | Sell | SOUTHWEST AIRLS CO | $7,125,000 | +21.8% | 211,000 | -3.1% | 0.21% | +17.7% |
| TE | Buy | TECO ENERGY INC | $7,078,000 | +15.3% | 407,236 | +22.6% | 0.21% | +11.6% |
| CSBK | Buy | CLIFTON BANCORP INC | $6,925,000 | +166.7% | 550,000 | +168.3% | 0.21% | +158.8% |
| NWE | Buy | NORTHWESTERN CORP | $6,813,000 | +4.3% | 150,198 | +20.0% | 0.20% | +1.0% |
| CIEN | Buy | CIENA CORP | $6,822,000 | +1.2% | 408,000 | +31.1% | 0.20% | -2.4% |
| GPRE | Sell | GREEN PLAINS INC | $6,771,000 | +10.2% | 181,100 | -3.2% | 0.20% | +6.8% |
| SUSQ | Buy | SUSQUEHANNA BANCSHARES INC PA | $6,350,000 | -1.4% | 635,000 | +4.1% | 0.19% | -5.0% |
| MO | Sell | ALTRIA GROUP INC | $6,344,000 | +6.2% | 138,100 | -3.1% | 0.19% | +2.7% |
| TRGP | Sell | TARGA RES CORP | $6,332,000 | -5.5% | 46,500 | -3.1% | 0.19% | -9.1% |
| KO | Buy | COCA COLA CO | $6,205,000 | +44.9% | 145,450 | +43.9% | 0.19% | +39.8% |
| TUESQ | Sell | TUESDAY MORNING CORP | $6,171,000 | +5.5% | 318,011 | -3.1% | 0.18% | +2.2% |
| LLY | Sell | LILLY ELI & CO | $6,141,000 | +1.1% | 94,700 | -3.1% | 0.18% | -2.1% |
| CORE | Sell | CORE MARK HOLDING CO INC | $6,155,000 | +12.6% | 116,044 | -3.1% | 0.18% | +8.9% |
| CPK | Buy | CHESAPEAKE UTILS CORP | $6,094,000 | -0.3% | 146,287 | +70.8% | 0.18% | -3.7% |
| LNT | Buy | ALLIANT ENERGY CORP | $6,048,000 | +1.8% | 109,154 | +11.8% | 0.18% | -1.6% |
| URI | Sell | UNITED RENTALS INC | $6,011,000 | +2.9% | 54,100 | -3.0% | 0.18% | -0.6% |
| SMCI | Sell | SUPER MICRO COMPUTER INC | $6,022,000 | +12.8% | 204,700 | -3.1% | 0.18% | +9.1% |
| ECPG | Sell | ENCORE CAP GROUP INC | $5,982,000 | -30.7% | 135,000 | -28.9% | 0.18% | -33.0% |
| JACK | Sell | JACK IN THE BOX INC COM | $5,803,000 | +10.4% | 85,100 | -3.1% | 0.17% | +6.7% |
| CBF | Buy | CAPITAL BK FINL CORP | $5,827,000 | +27.9% | 244,000 | +26.4% | 0.17% | +23.4% |
| BKH | Buy | BLACK HILLS CORP | $5,720,000 | -11.2% | 119,459 | +13.8% | 0.17% | -14.5% |
| PEP | Sell | PEPSICO INC | $5,716,000 | +1.1% | 61,400 | -3.0% | 0.17% | -2.3% |
| COP | Sell | CONOCOPHILLIPS | $5,662,000 | -13.6% | 74,000 | -3.1% | 0.17% | -16.7% |
| WSFS | Buy | WSFS FINL CORP | $5,586,000 | +72.4% | 78,000 | +77.3% | 0.17% | +67.0% |
| GIII | Sell | G-III APPAREL GROUP LTD | $5,518,000 | -1.6% | 66,600 | -3.1% | 0.16% | -5.2% |
| EXH | Sell | EXTERRAN HLDGS INC | $5,530,000 | -4.6% | 124,800 | -3.2% | 0.16% | -8.3% |
| CI | Sell | CIGNA CORPORATION | $5,333,000 | -4.5% | 58,800 | -3.1% | 0.16% | -7.5% |
| SYY | Sell | SYSCO CORP | $5,309,000 | -1.7% | 139,900 | -3.0% | 0.16% | -4.8% |
| UBNK | Sell | UNITED FINL BANCORP INC NEW | $5,330,000 | -9.5% | 420,000 | -3.3% | 0.16% | -12.6% |
| KRFT | Sell | KRAFT FOODS GROUP INC | $5,324,000 | -8.7% | 94,400 | -3.0% | 0.16% | -12.2% |
| BAX | Sell | BAXTER INTL INC | $5,216,000 | -3.6% | 72,675 | -2.9% | 0.16% | -7.1% |
| AKS | Sell | AK STL HLDG CORP | $5,231,000 | -2.5% | 653,100 | -3.1% | 0.16% | -6.0% |
| GIS | Sell | GENERAL MLS INC | $5,181,000 | -6.9% | 102,700 | -3.0% | 0.16% | -9.9% |
| PM | Sell | PHILIP MORRIS INTL INC | $5,154,000 | -4.2% | 61,800 | -3.1% | 0.15% | -7.8% |
| KMB | Sell | KIMBERLY CLARK CORP | $5,045,000 | -6.1% | 46,900 | -2.9% | 0.15% | -9.0% |
| BPOP | Sell | POPULAR INC | $5,004,000 | -38.5% | 170,000 | -28.6% | 0.15% | -40.5% |
| ALR | Sell | ALERE INC | $4,910,000 | +0.4% | 126,600 | -3.1% | 0.15% | -3.3% |
| XOM | Sell | EXXON MOBIL CORP | $4,919,000 | -9.5% | 52,300 | -3.1% | 0.15% | -12.5% |
| NGL | Sell | NGL ENERGY PARTNERS LP | $4,893,000 | -12.0% | 124,279 | -3.1% | 0.15% | -15.1% |
| UVE | Sell | UNIVERSAL INS HLDGS INC | $4,845,000 | -3.4% | 374,700 | -3.1% | 0.14% | -6.5% |
| F | Sell | FORD MTR CO DEL | $4,864,000 | -16.8% | 328,900 | -3.0% | 0.14% | -19.9% |
| CKEC | Sell | CARMIKE CINEMAS INC | $4,843,000 | -14.5% | 156,327 | -3.1% | 0.14% | -17.6% |
| BGCP | Sell | BGC PARTNERS INCcl a | $4,749,000 | -3.3% | 639,173 | -3.1% | 0.14% | -6.6% |
| AVA | Buy | AVISTA CORP | $4,762,000 | +8.5% | 155,972 | +19.1% | 0.14% | +4.4% |
| PPL | Buy | PPL CORP | $4,747,000 | +5.2% | 144,535 | +13.8% | 0.14% | +1.4% |
| LLL | Sell | L-3 COMMUNICATIONS HLDGS INC COM | $4,709,000 | -4.4% | 39,600 | -2.9% | 0.14% | -7.8% |
| TSN | Sell | TYSON FOODS INCcl a | $4,701,000 | +1.6% | 119,400 | -3.2% | 0.14% | -1.4% |
| CUBI | Buy | CUSTOMERS BANCORP INC | $4,679,000 | -9.5% | 260,500 | +0.8% | 0.14% | -12.5% |
| UAL | Sell | UNITED CONTL HLDGS INC | $4,642,000 | +10.4% | 99,200 | -3.1% | 0.14% | +6.9% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $4,613,000 | -6.6% | 35,400 | -3.3% | 0.14% | -9.8% |
| CW | Sell | CURTISS WRIGHT CORP | $4,628,000 | -2.6% | 70,200 | -3.2% | 0.14% | -6.1% |
| ACETQ | Sell | ACETO CORP | $4,577,000 | +3.2% | 236,884 | -3.1% | 0.14% | 0.0% |
| FULT | Sell | FULTON FINL CORP PA | $4,543,000 | -14.7% | 410,000 | -4.7% | 0.14% | -17.6% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $4,536,000 | -10.6% | 53,000 | -7.0% | 0.14% | -13.4% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $4,528,000 | -24.8% | 63,100 | -31.4% | 0.14% | -27.8% |
| JAH | Sell | JARDEN CORP | $4,502,000 | -2.0% | 74,900 | -3.2% | 0.14% | -4.9% |
| USB | Buy | US BANCORP DEL | $4,476,000 | +3.3% | 107,000 | +7.0% | 0.13% | 0.0% |
| FITB | Sell | FIFTH THIRD BANCORP | $4,484,000 | -10.6% | 224,000 | -4.7% | 0.13% | -13.5% |
| STI | Sell | SUNTRUST BKS INC | $4,450,000 | -12.5% | 117,000 | -7.9% | 0.13% | -15.8% |
| C | Sell | CITIGROUP INC | $4,457,000 | -1.4% | 86,000 | -10.4% | 0.13% | -5.0% |
| DFS | Sell | DISCOVER FINL SVCS | $4,443,000 | +2.4% | 69,000 | -1.4% | 0.13% | -0.7% |
| COF | Sell | CAPITAL ONE FINL CORP | $4,407,000 | -11.1% | 54,000 | -10.0% | 0.13% | -14.3% |
| WFC | Buy | WELLS FARGO & CO NEW | $4,409,000 | +21.6% | 85,000 | +23.2% | 0.13% | +17.9% |
| RF | Sell | REGIONS FINL CORP NEW | $4,418,000 | -11.5% | 440,000 | -6.4% | 0.13% | -14.8% |
| POL | Sell | POLYONE CORP | $4,423,000 | -18.3% | 124,300 | -3.2% | 0.13% | -21.4% |
| CSGS | Sell | CSG SYS INTL INC | $4,378,000 | -2.5% | 166,600 | -3.1% | 0.13% | -5.8% |
| FBC | Sell | FLAGSTAR BANCORP INC | $4,376,000 | -30.0% | 260,000 | -24.7% | 0.13% | -32.5% |
| MTG | Sell | MGIC INVT CORP WIS | $4,335,000 | -38.3% | 555,000 | -27.0% | 0.13% | -40.4% |
| JBT | Sell | JOHN BEAN TECHNOLOGIES CORP | $4,281,000 | -12.1% | 152,186 | -3.1% | 0.13% | -15.2% |
| MWIV | Sell | MWI VETERINARY SUPPLY INC | $4,200,000 | +1.3% | 28,300 | -3.1% | 0.13% | -1.6% |
| CNO | Sell | CNO FINL GROUP INC | $4,160,000 | -7.7% | 245,300 | -3.1% | 0.12% | -11.4% |
| BAC | Sell | BANK AMER CORP | $4,126,000 | -6.5% | 242,000 | -15.7% | 0.12% | -10.2% |
| CMA | Buy | COMERICA INC | $4,039,000 | +25.8% | 81,000 | +26.6% | 0.12% | +22.2% |
| V | Sell | VISA INCcl a | $4,054,000 | -3.8% | 19,000 | -5.0% | 0.12% | -7.6% |
| BHBK | New | BLUE HILLS BANCORP INC | $4,002,000 | – | 305,000 | – | 0.12% | – |
| MS | Sell | MORGAN STANLEY | $3,976,000 | -11.5% | 115,000 | -17.3% | 0.12% | -14.4% |
| UMPQ | Sell | UMPQUA HLDGS CORP | $3,953,000 | -23.3% | 240,000 | -16.5% | 0.12% | -26.2% |
| LUMN | Sell | CENTURYLINK INC | $3,958,000 | +8.8% | 96,800 | -3.7% | 0.12% | +4.4% |
| LII | Sell | LENNOX INTL INC | $3,890,000 | -17.0% | 50,600 | -3.3% | 0.12% | -20.0% |
| MA | Sell | MASTERCARD INCcl a | $3,844,000 | -1.3% | 52,000 | -1.9% | 0.12% | -5.0% |
| LPLA | Sell | LPL FINL HLDGS INC | $3,818,000 | -10.3% | 82,900 | -3.2% | 0.11% | -13.6% |
| WBS | Sell | WEBSTER FINL CORP CONN | $3,788,000 | -17.2% | 130,000 | -10.3% | 0.11% | -20.4% |
| SGM | Sell | STONEGATE MTG CORP | $3,767,000 | -39.3% | 290,000 | -34.8% | 0.11% | -41.1% |
| INDB | Buy | INDEPENDENT BANK CORP MASS | $3,751,000 | +30.3% | 105,000 | +40.0% | 0.11% | +25.8% |
| PZZA | Sell | PAPA JOHNS INTL INC | $3,703,000 | -8.6% | 92,600 | -3.1% | 0.11% | -11.9% |
| OCFC | Buy | OCEANFIRST FINL CORP | $3,685,000 | +3.3% | 231,600 | +7.5% | 0.11% | -0.9% |
| MTW | Sell | MANITOWOC INC | $3,646,000 | -30.9% | 155,500 | -3.1% | 0.11% | -33.1% |
| BX | Sell | BLACKSTONE GROUP L P | $3,652,000 | -19.1% | 116,000 | -14.1% | 0.11% | -22.1% |
| PRIM | Sell | PRIMORIS SVCS CORP | $3,656,000 | -9.8% | 136,200 | -3.1% | 0.11% | -13.5% |
| MTRX | Sell | MATRIX SVC CO | $3,592,000 | -28.7% | 148,927 | -3.1% | 0.11% | -31.4% |
| NYT | Sell | NEW YORK TIMES COcl a | $3,486,000 | -28.5% | 310,700 | -3.1% | 0.10% | -31.1% |
| MDCA | Sell | MDC PARTNERS INCcl a sub vtg | $3,420,000 | -13.5% | 178,197 | -3.2% | 0.10% | -17.1% |
| SNDK | Sell | SANDISK CORP | $3,399,000 | -7.6% | 34,705 | -1.5% | 0.10% | -10.5% |
| EGL | Sell | ENGILITY HLDGS INC | $3,424,000 | -21.1% | 109,846 | -3.1% | 0.10% | -23.9% |
| JNJ | Sell | JOHNSON & JOHNSON | $3,347,000 | -1.9% | 31,400 | -3.7% | 0.10% | -5.7% |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $3,315,000 | – | 24,000 | – | 0.10% | – |
| ABBV | Sell | ABBVIE INC | $3,321,000 | -1.4% | 57,500 | -3.7% | 0.10% | -4.8% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $3,308,000 | +0.5% | 340,000 | -1.4% | 0.10% | -2.9% |
| KEY | Buy | KEYCORP NEW | $3,266,000 | +26.6% | 245,000 | +36.1% | 0.10% | +22.5% |
| LZB | Sell | LA Z BOY INC | $3,238,000 | -17.3% | 163,600 | -3.1% | 0.10% | -19.8% |
| DOW | Sell | DOW CHEM CO | $3,194,000 | -1.9% | 60,900 | -3.8% | 0.10% | -5.0% |
| SFBS | Buy | SERVISFIRST BANCSHARES INC | $3,226,000 | +24.4% | 112,000 | +273.3% | 0.10% | +20.0% |
| NUE | Sell | NUCOR CORP | $3,170,000 | +6.2% | 58,400 | -3.6% | 0.10% | +3.3% |
| WM | Sell | WASTE MGMT INC DEL | $3,156,000 | +2.3% | 66,400 | -3.8% | 0.09% | -2.1% |
| AIG | Sell | AMERICAN INTL GROUP INC | $3,133,000 | -32.5% | 58,000 | -31.8% | 0.09% | -34.7% |
| TXN | Sell | TEXAS INSTRS INC | $3,128,000 | -3.9% | 65,600 | -3.7% | 0.09% | -6.9% |
| SQBK | Buy | SQUARE 1 FINL INCcl a | $3,115,000 | +5.7% | 162,000 | +4.5% | 0.09% | +2.2% |
| MMM | Sell | 3M CO | $3,117,000 | -4.6% | 22,000 | -3.5% | 0.09% | -7.9% |
| TTE | Sell | TOTAL S Asponsored adr | $3,119,000 | -14.1% | 48,400 | -3.8% | 0.09% | -17.7% |
| SAN | Sell | BANCO SANTANDER SAadr | $3,094,000 | -12.2% | 325,700 | -3.7% | 0.09% | -14.7% |
| TGT | Sell | TARGET CORP | $3,078,000 | +4.2% | 49,100 | -3.7% | 0.09% | 0.0% |
| MBI | Sell | MBIA INC | $3,029,000 | -48.7% | 330,000 | -38.3% | 0.09% | -50.3% |
| UTL | Buy | UNITIL CORP | $3,052,000 | +4.4% | 98,168 | +13.6% | 0.09% | 0.0% |
| RDSB | Sell | ROYAL DUTCH SHELL PLCsponsored adr | $3,014,000 | -12.5% | 38,100 | -3.8% | 0.09% | -15.9% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $3,000,000 | -9.8% | 31,200 | -3.7% | 0.09% | -12.6% |
| UL | Sell | UNILEVER PLCspon adr new | $3,000,000 | -11.0% | 71,600 | -3.8% | 0.09% | -13.5% |
| CAG | Sell | CONAGRA FOODS INC | $2,931,000 | +7.2% | 88,700 | -3.7% | 0.09% | +3.5% |
| K | Sell | KELLOGG CO | $2,944,000 | -9.8% | 47,800 | -3.8% | 0.09% | -12.9% |
| KR | Sell | KROGER CO | $2,922,000 | +2.8% | 56,200 | -2.3% | 0.09% | -1.1% |
| FCX | Sell | FREEPORT-MCMORAN INC | $2,860,000 | -13.9% | 87,600 | -3.7% | 0.09% | -16.5% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $2,866,000 | +1.7% | 56,000 | -3.6% | 0.09% | -1.1% |
| UNP | Sell | UNION PAC CORP | $2,862,000 | +6.3% | 26,400 | -2.2% | 0.09% | +3.6% |
| AAPL | Sell | APPLE INC | $2,866,000 | +6.1% | 28,450 | -2.1% | 0.09% | +2.4% |
| HAL | Sell | HALLIBURTON CO | $2,832,000 | -11.0% | 43,900 | -2.0% | 0.08% | -14.1% |
| POM | Buy | PEPCO HOLDINGS INC | $2,807,000 | +6.5% | 104,904 | +9.4% | 0.08% | +2.4% |
| IP | Sell | INTL PAPER CO | $2,769,000 | -10.6% | 58,000 | -5.5% | 0.08% | -13.5% |
| TRI | Sell | THOMSON REUTERS CORP | $2,789,000 | -3.6% | 76,600 | -3.8% | 0.08% | -7.8% |
| CF | Sell | CF INDS HLDGS INC | $2,653,000 | +13.7% | 9,500 | -2.1% | 0.08% | +9.7% |
| BP | Sell | BP PLCsponsored adr | $2,593,000 | -19.8% | 59,000 | -3.8% | 0.08% | -22.0% |
| WDC | Sell | WESTERN DIGITAL CORP | $2,569,000 | +3.1% | 26,400 | -2.2% | 0.08% | 0.0% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $2,527,000 | +3.4% | 29,300 | -2.0% | 0.08% | 0.0% |
| CSX | Sell | CSX CORP | $2,478,000 | +1.8% | 77,300 | -2.2% | 0.07% | -1.3% |
| GM | Sell | GENERAL MTRS CO | $2,466,000 | -15.3% | 77,200 | -3.7% | 0.07% | -17.8% |
| CAT | Sell | CATERPILLAR INC DEL | $2,426,000 | -10.7% | 24,500 | -2.0% | 0.07% | -13.1% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $2,455,000 | -17.1% | 53,400 | -3.6% | 0.07% | -20.7% |
| MRO | Sell | MARATHON OIL CORP | $2,394,000 | -7.9% | 63,700 | -2.2% | 0.07% | -11.1% |
| M | Sell | MACYS INC | $2,391,000 | -1.9% | 41,100 | -2.1% | 0.07% | -5.3% |
| LOW | Sell | LOWES COS INC | $2,376,000 | +7.9% | 44,900 | -2.2% | 0.07% | +4.4% |
| AZO | Sell | AUTOZONE INC | $2,344,000 | -7.0% | 4,600 | -2.1% | 0.07% | -10.3% |
| CIT | Sell | CIT GROUP INC | $2,298,000 | -42.3% | 50,000 | -42.5% | 0.07% | -43.9% |
| GPS | Sell | GAP INC DEL | $2,318,000 | -1.8% | 55,600 | -2.1% | 0.07% | -5.5% |
| ORCL | Sell | ORACLE CORP | $2,236,000 | -7.6% | 58,400 | -2.2% | 0.07% | -10.7% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS COM | $2,240,000 | +3.0% | 11,800 | -1.7% | 0.07% | 0.0% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $2,220,000 | -5.4% | 26,300 | -1.9% | 0.07% | -9.6% |
| MGEE | Buy | MGE ENERGY INC | $2,217,000 | +3.9% | 59,496 | +10.2% | 0.07% | 0.0% |
| DG | Sell | DOLLAR GEN CORP NEW | $2,206,000 | +4.5% | 36,100 | -1.9% | 0.07% | +1.5% |
| WMT | Sell | WAL-MART STORES INC | $2,141,000 | -0.3% | 28,000 | -2.1% | 0.06% | -4.5% |
| MET | Sell | METLIFE INC | $2,095,000 | -58.1% | 39,000 | -56.7% | 0.06% | -59.4% |
| MPC | Sell | MARATHON PETE CORP | $2,108,000 | +5.9% | 24,900 | -2.4% | 0.06% | +1.6% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $2,059,000 | -10.4% | 19,500 | -2.0% | 0.06% | -12.7% |
| CMI | Sell | CUMMINS INC | $2,085,000 | -16.1% | 15,800 | -1.9% | 0.06% | -19.5% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $2,019,000 | -45.2% | 11,000 | -50.0% | 0.06% | -47.4% |
| DE | Sell | DEERE & CO | $1,992,000 | -11.3% | 24,300 | -2.0% | 0.06% | -14.3% |
| HMST | Sell | HOMESTREET INC | $1,936,000 | -67.6% | 113,283 | -65.1% | 0.06% | -68.6% |
| HFC | Sell | HOLLYFRONTIER CORP | $1,944,000 | -2.2% | 44,500 | -2.2% | 0.06% | -6.5% |
| TRV | Sell | TRAVELERS COMPANIES INC | $1,879,000 | -60.1% | 20,000 | -60.0% | 0.06% | -61.6% |
| BBBY | Sell | BED BATH & BEYOND INC | $1,797,000 | +12.2% | 27,300 | -2.2% | 0.05% | +8.0% |
| DGAS | Buy | DELTA NAT GAS INC | $1,681,000 | +2.0% | 85,047 | +13.3% | 0.05% | -2.0% |
| EBSB | New | MERIDIAN BANCORP INC MD | $1,531,000 | – | 145,000 | – | 0.05% | – |
| ETR | Buy | ENTERGY CORP NEW | $1,396,000 | +5.9% | 18,050 | +12.5% | 0.04% | +2.4% |
| COH | Sell | COACH INC | $1,392,000 | +2.1% | 39,100 | -2.0% | 0.04% | 0.0% |
| RGCO | Buy | RGC RES INC | $1,115,000 | +18.0% | 56,049 | +14.5% | 0.03% | +13.8% |
| EGAS | Buy | GAS NAT INC | $1,058,000 | +30.5% | 89,600 | +16.4% | 0.03% | +28.0% |
| TBBK | Sell | BANCORP INC DEL | $1,031,000 | -80.5% | 120,000 | -73.0% | 0.03% | -81.1% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $1,015,000 | -53.7% | 50,000 | -52.4% | 0.03% | -55.9% |
| EQR | New | EQUITY RESIDENTIALsh ben int | $924,000 | – | 15,000 | – | 0.03% | – |
| KKR | Sell | KKR & CO L P DEL | $892,000 | -82.1% | 40,000 | -80.5% | 0.03% | -82.6% |
| SPG | New | SIMON PPTY GROUP INC NEW | $904,000 | – | 5,500 | – | 0.03% | – |
| PRU | Sell | PRUDENTIAL FINL INC | $791,000 | -80.2% | 9,000 | -80.0% | 0.02% | -80.6% |
| EDE | Buy | EMPIRE DIST ELEC CO | $763,000 | +5.7% | 31,600 | +12.5% | 0.02% | +4.5% |
| BXP | New | BOSTON PROPERTIES INC | $752,000 | – | 6,500 | – | 0.02% | – |
| CNIG | Buy | CORNING NAT GAS HLDG CORP | $605,000 | +19.6% | 28,132 | +12.2% | 0.02% | +12.5% |
| IBCP | Sell | INDEPENDENT BANK CORP MICH | $536,000 | -84.3% | 45,000 | -83.0% | 0.02% | -84.9% |
| FBP | Sell | FIRST BANCORP P R | $451,000 | -90.2% | 95,000 | -88.8% | 0.01% | -90.8% |
| BKMU | Sell | BANK MUTUAL CORP NEW | $321,000 | -76.4% | 50,000 | -78.7% | 0.01% | -76.2% |
| TWTR | New | TWITTER INC | $259,000 | – | 5,015 | – | 0.01% | – |
| TMUS | Buy | T-MOBILE US INC | $253,000 | -5.6% | 8,752 | +9.9% | 0.01% | 0.0% |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $263,000 | +4.4% | 2,160 | +1.2% | 0.01% | 0.0% |
| MCK | Sell | MCKESSON CORP | $256,000 | -1.9% | 1,315 | -6.1% | 0.01% | 0.0% |
| LNKD | New | LINKEDIN CORP | $256,000 | – | 1,230 | – | 0.01% | – |
| LRCX | Sell | LAM RESEARCH CORP | $260,000 | +6.6% | 3,480 | -3.5% | 0.01% | 0.0% |
| MU | Sell | MICRON TECHNOLOGY INC | $274,000 | -1.1% | 8,005 | -4.8% | 0.01% | -11.1% |
| NFLX | Sell | NETFLIX INC | $253,000 | -3.4% | 560 | -5.9% | 0.01% | 0.0% |
| AMAT | Buy | APPLIED MATLS INC | $264,000 | +1.5% | 12,235 | +6.2% | 0.01% | 0.0% |
| GLW | Buy | CORNING INC | $252,000 | -2.3% | 13,015 | +10.5% | 0.01% | 0.0% |
| NRF | New | NORTHSTAR RLTY FIN CORP | $265,000 | – | 15,000 | – | 0.01% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $232,000 | – | 3,990 | – | 0.01% | – |
| MCHP | Sell | MICROCHIP TECHNOLOGY INC | $201,000 | -7.4% | 4,259 | -4.3% | 0.01% | -14.3% |
| FB | New | FACEBOOK INCcl a | $202,000 | – | 2,550 | – | 0.01% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -635 | – | -0.01% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -3,025 | – | -0.01% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -4,515 | – | -0.01% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -3,690 | – | -0.01% | – |
| FIG | Exit | FORTRESS INVESTMENT GROUP LLCcl a | $0 | – | -40,000 | – | -0.01% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -95,000 | – | -0.03% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -25,000 | – | -0.03% | – |
| UNS | Exit | UNS ENERGY CORP | $0 | – | -26,980 | – | -0.05% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -80,000 | – | -0.05% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -75,000 | – | -0.06% | – |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -140,000 | – | -0.08% | – |
| KBH | Exit | KB HOME | $0 | – | -130,000 | – | -0.08% | – |
| RASF | Exit | RAIT FINANCIAL TRUST | $0 | – | -310,000 | – | -0.08% | – |
| LO | Exit | LORILLARD INC | $0 | – | -45,100 | – | -0.08% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -144,443 | – | -0.09% | – |
| 6107SC | Exit | URS CORP NEW | $0 | – | -143,600 | – | -0.20% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ET | New | ENERGY TRANSFER EQUITY L P | $104,259,000 | – | 1,768,908 | – | 3.23% | – |
| LNG | New | CHENIERE ENERGY INC | $103,256,000 | – | 1,440,117 | – | 3.20% | – |
| D | New | DOMINION RES INC VA NEW | $99,849,000 | – | 1,396,096 | – | 3.09% | – |
| ENB | New | ENBRIDGE INC | $98,963,000 | – | 2,084,747 | – | 3.07% | – |
| KMI | New | KINDER MORGAN INC DEL | $98,762,000 | – | 2,723,725 | – | 3.06% | – |
| SRE | New | SEMPRA ENERGY | $98,631,000 | – | 941,940 | – | 3.06% | – |
| TRP | New | TRANSCANADA CORP | $98,228,000 | – | 2,058,427 | – | 3.04% | – |
| SE | New | SPECTRA ENERGY CORP | $98,219,000 | – | 2,312,115 | – | 3.04% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $97,862,000 | – | 1,315,698 | – | 3.03% | – |
| OKE | New | ONEOK INC NEW | $90,928,000 | – | 1,335,598 | – | 2.82% | – |
| NI | New | NISOURCE INC | $83,131,000 | – | 2,113,131 | – | 2.58% | – |
| PCG | New | PG&E CORP | $61,072,000 | – | 1,271,799 | – | 1.89% | – |
| ATO | New | ATMOS ENERGY CORP | $58,871,000 | – | 1,102,462 | – | 1.82% | – |
| GAS | New | AGL RES INC | $57,529,000 | – | 1,045,416 | – | 1.78% | – |
| EQT | New | EQT CORP | $50,214,000 | – | 469,732 | – | 1.56% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $46,574,000 | – | 1,141,790 | – | 1.44% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $36,748,000 | – | 469,324 | – | 1.14% | – |
| STR | New | QUESTAR CORP | $35,628,000 | – | 1,436,615 | – | 1.10% | – |
| PNY | New | PIEDMONT NAT GAS INC | $31,189,000 | – | 833,707 | – | 0.97% | – |
| ED | New | CONSOLIDATED EDISON INC | $30,942,000 | – | 535,886 | – | 0.96% | – |
| P105PS | New | INTEGRYS ENERGY GROUP INC | $29,625,000 | – | 416,488 | – | 0.92% | – |
| DTE | New | DTE ENERGY CO | $28,419,000 | – | 364,954 | – | 0.88% | – |
| CMS | New | CMS ENERGY CORP | $27,806,000 | – | 892,648 | – | 0.86% | – |
| CNP | New | CENTERPOINT ENERGY INC | $27,653,000 | – | 1,082,726 | – | 0.86% | – |
| MDU | New | MDU RES GROUP INC | $26,557,000 | – | 756,607 | – | 0.82% | – |
| SWX | New | SOUTHWEST GAS CORP | $25,507,000 | – | 483,178 | – | 0.79% | – |
| PAGP | New | PLAINS GP HLDGS L P | $24,328,000 | – | 760,500 | – | 0.75% | – |
| OGS | New | ONE GAS INC | $20,765,000 | – | 550,078 | – | 0.64% | – |
| GNW | New | GENWORTH FINL INCcl a | $19,986,000 | – | 1,148,600 | – | 0.62% | – |
| EXC | New | EXELON CORP | $19,658,000 | – | 538,881 | – | 0.61% | – |
| XEL | New | XCEL ENERGY INC | $19,319,000 | – | 599,399 | – | 0.60% | – |
| WGL | New | WGL HLDGS INC | $19,334,000 | – | 448,587 | – | 0.60% | – |
| NJR | New | NEW JERSEY RES | $18,614,000 | – | 325,642 | – | 0.58% | – |
| VVC | New | VECTREN CORP | $17,145,000 | – | 403,416 | – | 0.53% | – |
| ALK | New | ALASKA AIR GROUP INC | $17,090,000 | – | 179,800 | – | 0.53% | – |
| LG | New | LACLEDE GROUP INC | $16,246,000 | – | 334,633 | – | 0.50% | – |
| NU | New | NORTHEAST UTILS | $16,212,000 | – | 342,975 | – | 0.50% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $15,437,000 | – | 163,200 | – | 0.48% | – |
| VC | New | VISTEON CORP | $15,386,000 | – | 158,600 | – | 0.48% | – |
| SCG | New | SCANA CORP NEW | $14,715,000 | – | 273,466 | – | 0.46% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $14,334,000 | – | 516,000 | – | 0.44% | – |
| INTC | New | INTEL CORP | $14,321,000 | – | 463,450 | – | 0.44% | – |
| CAR | New | AVIS BUDGET GROUP | $14,147,000 | – | 237,000 | – | 0.44% | – |
| EGN | New | ENERGEN CORP | $13,598,000 | – | 152,992 | – | 0.42% | – |
| SJI | New | SOUTH JERSEY INDS INC | $13,555,000 | – | 224,378 | – | 0.42% | – |
| UGI | New | UGI CORP NEW | $13,303,000 | – | 263,435 | – | 0.41% | – |
| CVX | New | CHEVRON CORP NEW | $12,487,000 | – | 95,650 | – | 0.39% | – |
| DUK | New | DUKE ENERGY CORP NEW | $12,415,000 | – | 167,337 | – | 0.38% | – |
| NWN | New | NORTHWEST NAT GAS CO | $12,286,000 | – | 260,568 | – | 0.38% | – |
| PPC | New | PILGRIMS PRIDE CORP NEW | $12,241,000 | – | 447,400 | – | 0.38% | – |
| HBI | New | HANESBRANDS INC | $12,167,000 | – | 123,600 | – | 0.38% | – |
| SPWR | New | SUNPOWER CORP | $12,122,000 | – | 295,800 | – | 0.38% | – |
| MCD | New | MCDONALDS CORP | $11,897,000 | – | 118,100 | – | 0.37% | – |
| SKX | New | SKECHERS U S A INCcl a | $11,617,000 | – | 254,200 | – | 0.36% | – |
| MRK | New | MERCK & CO INC NEW | $10,488,000 | – | 181,300 | – | 0.32% | – |
| ITT | New | ITT CORP NEW | $10,375,000 | – | 215,700 | – | 0.32% | – |
| WAFD | New | WASHINGTON FED INC | $10,318,000 | – | 460,000 | – | 0.32% | – |
| SNV | New | SYNOVUS FINL CORP | $10,274,000 | – | 421,428 | – | 0.32% | – |
| LMT | New | LOCKHEED MARTIN CORP | $10,174,000 | – | 63,300 | – | 0.32% | – |
| WTFC | New | WINTRUST FINL CORP | $10,120,000 | – | 220,000 | – | 0.31% | – |
| AF | New | ASTORIA FINL CORP | $10,088,000 | – | 750,000 | – | 0.31% | – |
| TEN | New | TENNECO INC | $10,072,000 | – | 153,300 | – | 0.31% | – |
| BKU | New | BANKUNITED INC | $10,011,000 | – | 299,000 | – | 0.31% | – |
| LAD | New | LITHIA MTRS INCcl a | $9,990,000 | – | 106,200 | – | 0.31% | – |
| FFIC | New | FLUSHING FINL CORP | $9,967,000 | – | 485,000 | – | 0.31% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $9,978,000 | – | 104,200 | – | 0.31% | – |
| ZION | New | ZIONS BANCORPORATION | $9,931,000 | – | 337,000 | – | 0.31% | – |
| SWFT | New | SWIFT TRANSN COcl a | $9,701,000 | – | 384,500 | – | 0.30% | – |
| T | New | AT&T INC | $9,683,000 | – | 273,850 | – | 0.30% | – |
| LEA | New | LEAR CORP | $9,620,000 | – | 107,700 | – | 0.30% | – |
| RDN | New | RADIAN GROUP INC | $9,552,000 | – | 645,000 | – | 0.30% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $9,526,000 | – | 550,000 | – | 0.30% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $9,490,000 | – | 193,950 | – | 0.29% | – |
| WEC | New | WISCONSIN ENERGY CORP | $9,429,000 | – | 200,960 | – | 0.29% | – |
| CSC | New | COMPUTER SCIENCES CORP | $9,404,000 | – | 148,800 | – | 0.29% | – |
| UIL | New | UIL HLDG CORP | $9,392,000 | – | 242,633 | – | 0.29% | – |
| OCR | New | OMNICARE INC | $9,326,000 | – | 140,100 | – | 0.29% | – |
| BRKA | New | BERKSHIRE HATHAWAY INCcl a | $9,115,000 | – | 48 | – | 0.28% | – |
| MSFT | New | MICROSOFT CORP | $9,076,000 | – | 217,650 | – | 0.28% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD CO | $9,006,000 | – | 366,100 | – | 0.28% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $9,006,000 | – | 815,000 | – | 0.28% | – |
| PFE | New | PFIZER INC | $8,911,000 | – | 300,250 | – | 0.28% | – |
| AEE | New | AMEREN CORP | $8,866,000 | – | 216,890 | – | 0.28% | – |
| OSK | New | OSHKOSH CORP | $8,829,000 | – | 159,000 | – | 0.27% | – |
| GE | New | GENERAL ELECTRIC CO | $8,746,000 | – | 332,800 | – | 0.27% | – |
| DAL | New | DELTA AIR LINES INC DEL | $8,681,000 | – | 224,200 | – | 0.27% | – |
| ECPG | New | ENCORE CAP GROUP INC | $8,630,000 | – | 190,000 | – | 0.27% | – |
| AFSI | New | AMTRUST FINL SVCS INC | $8,291,000 | – | 198,300 | – | 0.26% | – |
| PG | New | PROCTER & GAMBLE CO | $8,276,000 | – | 105,300 | – | 0.26% | – |
| BC | New | BRUNSWICK CORP | $8,169,000 | – | 193,900 | – | 0.25% | – |
| BPOP | New | POPULAR INC | $8,135,000 | – | 238,000 | – | 0.25% | – |
| ASB | New | ASSOCIATED BANC CORP | $7,955,000 | – | 440,000 | – | 0.25% | – |
| HPQ | New | HEWLETT PACKARD CO | $7,884,000 | – | 234,100 | – | 0.24% | – |
| WEN | New | WENDYS CO | $7,722,000 | – | 905,300 | – | 0.24% | – |
| BANR | New | BANNER CORP | $7,609,000 | – | 192,000 | – | 0.24% | – |
| FLO | New | FLOWERS FOODS INC | $7,509,000 | – | 356,200 | – | 0.23% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STORE | $7,478,000 | – | 75,100 | – | 0.23% | – |
| JPM | New | JPMORGAN CHASE & CO. | $7,496,000 | – | 130,100 | – | 0.23% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $7,464,000 | – | 94,000 | – | 0.23% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS INC | $7,392,000 | – | 391,300 | – | 0.23% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $7,022,000 | – | 58,700 | – | 0.22% | – |
| MTG | New | MGIC INVT CORP WIS | $7,022,000 | – | 760,000 | – | 0.22% | – |
| RTN | New | RAYTHEON CO | $6,808,000 | – | 73,800 | – | 0.21% | – |
| CIEN | New | CIENA CORP | $6,738,000 | – | 311,100 | – | 0.21% | – |
| TRGP | New | TARGA RES CORP | $6,699,000 | – | 48,000 | – | 0.21% | – |
| 6107SC | New | URS CORP NEW | $6,584,000 | – | 143,600 | – | 0.20% | – |
| COP | New | CONOCOPHILLIPS | $6,550,000 | – | 76,400 | – | 0.20% | – |
| NWE | New | NORTHWESTERN CORP | $6,534,000 | – | 125,198 | – | 0.20% | – |
| BKH | New | BLACK HILLS CORP | $6,443,000 | – | 104,959 | – | 0.20% | – |
| SUSQ | New | SUSQUEHANNA BANCSHARES INC PA | $6,442,000 | – | 610,000 | – | 0.20% | – |
| FBC | New | FLAGSTAR BANCORP INC | $6,249,000 | – | 345,244 | – | 0.19% | – |
| SGM | New | STONEGATE MTG CORP | $6,208,000 | – | 445,000 | – | 0.19% | – |
| GPRE | New | GREEN PLAINS INC | $6,147,000 | – | 187,000 | – | 0.19% | – |
| TE | New | TECO ENERGY INC | $6,140,000 | – | 332,236 | – | 0.19% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $6,110,000 | – | 85,663 | – | 0.19% | – |
| LLY | New | LILLY ELI & CO | $6,074,000 | – | 97,700 | – | 0.19% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $6,020,000 | – | 92,000 | – | 0.19% | – |
| MO | New | ALTRIA GROUP INC | $5,976,000 | – | 142,500 | – | 0.18% | – |
| HMST | New | HOMESTREET INC | $5,970,000 | – | 325,000 | – | 0.18% | – |
| LNT | New | ALLIANT ENERGY CORP | $5,943,000 | – | 97,654 | – | 0.18% | – |
| MBI | New | MBIA INC | $5,906,000 | – | 535,000 | – | 0.18% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $5,888,000 | – | 434,512 | – | 0.18% | – |
| TUESQ | New | TUESDAY MORNING CORP | $5,849,000 | – | 328,211 | – | 0.18% | – |
| LUV | New | SOUTHWEST AIRLS CO | $5,850,000 | – | 217,800 | – | 0.18% | – |
| F | New | FORD MTR CO DEL | $5,846,000 | – | 339,100 | – | 0.18% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $5,833,000 | – | 97,300 | – | 0.18% | – |
| URI | New | UNITED RENTALS INC | $5,844,000 | – | 55,800 | – | 0.18% | – |
| EXH | New | EXTERRAN HLDGS INC | $5,799,000 | – | 128,900 | – | 0.18% | – |
| CKEC | New | CARMIKE CINEMAS INC | $5,667,000 | – | 161,327 | – | 0.18% | – |
| PEP | New | PEPSICO INC | $5,655,000 | – | 63,300 | – | 0.18% | – |
| GIII | New | G-III APPAREL GROUP LTD | $5,610,000 | – | 68,700 | – | 0.17% | – |
| CI | New | CIGNA CORPORATION | $5,583,000 | – | 60,700 | – | 0.17% | – |
| GIS | New | GENERAL MLS INC | $5,564,000 | – | 105,900 | – | 0.17% | – |
| NGL | New | NGL ENERGY PARTNERS LP | $5,560,000 | – | 128,279 | – | 0.17% | – |
| CORE | New | CORE MARK HOLDING CO INC | $5,464,000 | – | 119,744 | – | 0.17% | – |
| POL | New | POLYONE CORP | $5,411,000 | – | 128,400 | – | 0.17% | – |
| BAX | New | BAXTER INTL INC | $5,413,000 | – | 74,875 | – | 0.17% | – |
| XOM | New | EXXON MOBIL CORP | $5,437,000 | – | 54,000 | – | 0.17% | – |
| SYY | New | SYSCO CORP | $5,400,000 | – | 144,200 | – | 0.17% | – |
| PM | New | PHILIP MORRIS INTL INC | $5,379,000 | – | 63,800 | – | 0.17% | – |
| KMB | New | KIMBERLY CLARK CORP | $5,372,000 | – | 48,300 | – | 0.17% | – |
| AKS | New | AK STL HLDG CORP | $5,367,000 | – | 674,200 | – | 0.17% | – |
| FULT | New | FULTON FINL CORP PA | $5,328,000 | – | 430,000 | – | 0.16% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $5,340,000 | – | 211,300 | – | 0.16% | – |
| TBBK | New | BANCORP INC DEL | $5,300,000 | – | 445,000 | – | 0.16% | – |
| MTW | New | MANITOWOC INC | $5,274,000 | – | 160,500 | – | 0.16% | – |
| JACK | New | JACK IN THE BOX INC | $5,254,000 | – | 87,800 | – | 0.16% | – |
| CSCO | New | CISCO SYS INC | $5,274,000 | – | 212,250 | – | 0.16% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $5,173,000 | – | 258,500 | – | 0.16% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $5,151,000 | – | 287,425 | – | 0.16% | – |
| STI | New | SUNTRUST BKS INC | $5,088,000 | – | 127,000 | – | 0.16% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $5,076,000 | – | 57,000 | – | 0.16% | – |
| MTRX | New | MATRIX SVC CO | $5,041,000 | – | 153,727 | – | 0.16% | – |
| RF | New | REGIONS FINL CORP NEW | $4,991,000 | – | 470,000 | – | 0.16% | – |
| UVE | New | UNIVERSAL INS HLDGS INC | $5,017,000 | – | 386,800 | – | 0.16% | – |
| KKR | New | KKR & CO L P DEL | $4,988,000 | – | 205,000 | – | 0.16% | – |
| FITB | New | FIFTH THIRD BANCORP | $5,017,000 | – | 235,000 | – | 0.16% | – |
| MET | New | METLIFE INC | $5,000,000 | – | 90,000 | – | 0.16% | – |
| COF | New | CAPITAL ONE FINL CORP | $4,956,000 | – | 60,000 | – | 0.15% | – |
| LLL | New | L-3 COMMUNICATIONS HLDGS INC | $4,927,000 | – | 40,800 | – | 0.15% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $4,938,000 | – | 36,600 | – | 0.15% | – |
| ALR | New | ALERE INC | $4,891,000 | – | 130,700 | – | 0.15% | – |
| BGCP | New | BGC PARTNERS INCcl a | $4,909,000 | – | 659,773 | – | 0.15% | – |
| NYT | New | NEW YORK TIMES COcl a | $4,878,000 | – | 320,700 | – | 0.15% | – |
| JBT | New | JOHN BEAN TECHNOLOGIES CORP | $4,868,000 | – | 157,086 | – | 0.15% | – |
| CW | New | CURTISS WRIGHT CORP | $4,753,000 | – | 72,500 | – | 0.15% | – |
| TRV | New | TRAVELERS COMPANIES INC | $4,704,000 | – | 50,000 | – | 0.15% | – |
| LII | New | LENNOX INTL INC | $4,685,000 | – | 52,300 | – | 0.14% | – |
| AIG | New | AMERICAN INTL GROUP INC | $4,639,000 | – | 85,000 | – | 0.14% | – |
| TSN | New | TYSON FOODS INCcl a | $4,629,000 | – | 123,300 | – | 0.14% | – |
| WBS | New | WEBSTER FINL CORP CONN | $4,573,000 | – | 145,000 | – | 0.14% | – |
| FBP | New | FIRST BANCORP P R | $4,597,000 | – | 845,000 | – | 0.14% | – |
| JAH | New | JARDEN CORP | $4,594,000 | – | 77,400 | – | 0.14% | – |
| CBF | New | CAPITAL BK FINL CORP | $4,557,000 | – | 193,000 | – | 0.14% | – |
| CNO | New | CNO FINL GROUP INC | $4,507,000 | – | 253,200 | – | 0.14% | – |
| PPL | New | PPL CORP | $4,514,000 | – | 127,035 | – | 0.14% | – |
| BX | New | BLACKSTONE GROUP L P | $4,514,000 | – | 135,000 | – | 0.14% | – |
| C | New | CITIGROUP INC | $4,522,000 | – | 96,000 | – | 0.14% | – |
| MS | New | MORGAN STANLEY | $4,494,000 | – | 139,000 | – | 0.14% | – |
| CSGS | New | CSG SYS INTL INC | $4,491,000 | – | 172,000 | – | 0.14% | – |
| ACETQ | New | ACETO CORP | $4,435,000 | – | 244,484 | – | 0.14% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $4,411,000 | – | 287,000 | – | 0.14% | – |
| AVA | New | AVISTA CORP | $4,390,000 | – | 130,972 | – | 0.14% | – |
| EGL | New | ENGILITY HLDGS INC | $4,337,000 | – | 113,346 | – | 0.13% | – |
| USB | New | US BANCORP DEL | $4,332,000 | – | 100,000 | – | 0.13% | – |
| DFS | New | DISCOVER FINL SVCS | $4,339,000 | – | 70,000 | – | 0.13% | – |
| KO | New | COCA COLA CO | $4,283,000 | – | 101,100 | – | 0.13% | – |
| LPLA | New | LPL FINL HLDGS INC | $4,258,000 | – | 85,600 | – | 0.13% | – |
| V | New | VISA INCcl a | $4,214,000 | – | 20,000 | – | 0.13% | – |
| UAL | New | UNITED CONTL HLDGS INC | $4,206,000 | – | 102,400 | – | 0.13% | – |
| MWIV | New | MWI VETERINARY SUPPLY INC | $4,146,000 | – | 29,200 | – | 0.13% | – |
| PRIM | New | PRIMORIS SVCS CORP | $4,055,000 | – | 140,600 | – | 0.13% | – |
| PZZA | New | PAPA JOHNS INTL INC | $4,052,000 | – | 95,600 | – | 0.13% | – |
| PRU | New | PRUDENTIAL FINL INC | $3,995,000 | – | 45,000 | – | 0.12% | – |
| MDCA | New | MDC PARTNERS INCcl a sub vtg | $3,954,000 | – | 183,997 | – | 0.12% | – |
| CIT | New | CIT GROUP INC | $3,981,000 | – | 87,000 | – | 0.12% | – |
| LZB | New | LA Z BOY INC | $3,913,000 | – | 168,900 | – | 0.12% | – |
| MA | New | MASTERCARD INCcl a | $3,894,000 | – | 53,000 | – | 0.12% | – |
| SNDK | New | SANDISK CORP | $3,679,000 | – | 35,230 | – | 0.11% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $3,684,000 | – | 22,000 | – | 0.11% | – |
| TTE | New | TOTAL S Asponsored adr | $3,632,000 | – | 50,300 | – | 0.11% | – |
| LUMN | New | CENTURYLINK INC | $3,638,000 | – | 100,500 | – | 0.11% | – |
| WFC | New | WELLS FARGO & CO NEW | $3,627,000 | – | 69,000 | – | 0.11% | – |
| OCFC | New | OCEANFIRST FINL CORP | $3,567,000 | – | 215,400 | – | 0.11% | – |
| SAN | New | BANCO SANTANDER SAadr | $3,524,000 | – | 338,200 | – | 0.11% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCsponsored adr | $3,446,000 | – | 39,600 | – | 0.11% | – |
| JNJ | New | JOHNSON & JOHNSON | $3,411,000 | – | 32,600 | – | 0.11% | – |
| IBCP | New | INDEPENDENT BANK CORP MICH | $3,411,000 | – | 265,000 | – | 0.11% | – |
| ABBV | New | ABBVIE INC | $3,369,000 | – | 59,700 | – | 0.10% | – |
| UL | New | UNILEVER PLCspon adr new | $3,371,000 | – | 74,400 | – | 0.10% | – |
| FCX | New | FREEPORT-MCMORAN COPPER & GOLD | $3,322,000 | – | 91,000 | – | 0.10% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $3,325,000 | – | 32,400 | – | 0.10% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $3,291,000 | – | 345,000 | – | 0.10% | – |
| K | New | KELLOGG CO | $3,265,000 | – | 49,700 | – | 0.10% | – |
| TXN | New | TEXAS INSTRS INC | $3,254,000 | – | 68,100 | – | 0.10% | – |
| DOW | New | DOW CHEM CO | $3,257,000 | – | 63,300 | – | 0.10% | – |
| MMM | New | 3M CO | $3,266,000 | – | 22,800 | – | 0.10% | – |
| WSFS | New | WSFS FINL CORP | $3,241,000 | – | 44,000 | – | 0.10% | – |
| BP | New | BP PLCsponsored adr | $3,234,000 | – | 61,300 | – | 0.10% | – |
| HAL | New | HALLIBURTON CO | $3,181,000 | – | 44,800 | – | 0.10% | – |
| CMA | New | COMERICA INC | $3,210,000 | – | 64,000 | – | 0.10% | – |
| IP | New | INTL PAPER CO | $3,099,000 | – | 61,400 | – | 0.10% | – |
| WM | New | WASTE MGMT INC DEL | $3,086,000 | – | 69,000 | – | 0.10% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $2,963,000 | – | 55,400 | – | 0.09% | – |
| NUE | New | NUCOR CORP | $2,985,000 | – | 60,600 | – | 0.09% | – |
| TGT | New | TARGET CORP | $2,955,000 | – | 51,000 | – | 0.09% | – |
| INBK | New | FIRST INTERNET BANCORP | $2,976,000 | – | 144,443 | – | 0.09% | – |
| SQBK | New | SQUARE 1 FINL INC.cl a | $2,947,000 | – | 155,000 | – | 0.09% | – |
| UTL | New | UNITIL CORP | $2,923,000 | – | 86,404 | – | 0.09% | – |
| GM | New | GENERAL MTRS CO | $2,911,000 | – | 80,200 | – | 0.09% | – |
| TRI | New | THOMSON REUTERS CORP | $2,894,000 | – | 79,600 | – | 0.09% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $2,879,000 | – | 75,000 | – | 0.09% | – |
| KR | New | KROGER CO | $2,842,000 | – | 57,500 | – | 0.09% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $2,818,000 | – | 58,100 | – | 0.09% | – |
| CAG | New | CONAGRA FOODS INC | $2,734,000 | – | 92,100 | – | 0.08% | – |
| LO | New | LORILLARD INC | $2,750,000 | – | 45,100 | – | 0.08% | – |
| CAT | New | CATERPILLAR INC DEL | $2,717,000 | – | 25,000 | – | 0.08% | – |
| AAPL | New | APPLE INC | $2,700,000 | – | 29,050 | – | 0.08% | – |
| UNP | New | UNION PAC CORP | $2,693,000 | – | 27,000 | – | 0.08% | – |
| POM | New | PEPCO HOLDINGS INC | $2,635,000 | – | 95,904 | – | 0.08% | – |
| MRO | New | MARATHON OIL CORP | $2,599,000 | – | 65,100 | – | 0.08% | – |
| SFBS | New | SERVISFIRST BANCSHARES INC | $2,593,000 | – | 30,000 | – | 0.08% | – |
| KEY | New | KEYCORP NEW | $2,579,000 | – | 180,000 | – | 0.08% | – |
| CSBK | New | CLIFTON BANCORP INC | $2,597,000 | – | 205,000 | – | 0.08% | – |
| RASF | New | RAIT FINANCIAL TRUST | $2,564,000 | – | 310,000 | – | 0.08% | – |
| AZO | New | AUTOZONE INC | $2,520,000 | – | 4,700 | – | 0.08% | – |
| CMI | New | CUMMINS INC | $2,484,000 | – | 16,100 | – | 0.08% | – |
| WDC | New | WESTERN DIGITAL CORP | $2,492,000 | – | 27,000 | – | 0.08% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $2,444,000 | – | 29,900 | – | 0.08% | – |
| M | New | MACYS INC | $2,437,000 | – | 42,000 | – | 0.08% | – |
| KBH | New | KB HOME | $2,428,000 | – | 130,000 | – | 0.08% | – |
| CSX | New | CSX CORP | $2,434,000 | – | 79,000 | – | 0.08% | – |
| NRF | New | NORTHSTAR RLTY FIN CORP | $2,433,000 | – | 140,000 | – | 0.08% | – |
| ORCL | New | ORACLE CORP | $2,420,000 | – | 59,700 | – | 0.08% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $2,347,000 | – | 26,800 | – | 0.07% | – |
| GPS | New | GAP INC DEL | $2,361,000 | – | 56,800 | – | 0.07% | – |
| CF | New | CF INDS HLDGS INC | $2,333,000 | – | 9,700 | – | 0.07% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $2,297,000 | – | 19,900 | – | 0.07% | – |
| DE | New | DEERE & CO | $2,246,000 | – | 24,800 | – | 0.07% | – |
| LOW | New | LOWES COS INC | $2,203,000 | – | 45,900 | – | 0.07% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $2,192,000 | – | 105,000 | – | 0.07% | – |
| WMT | New | WAL-MART STORES INC | $2,147,000 | – | 28,600 | – | 0.07% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $2,175,000 | – | 12,000 | – | 0.07% | – |
| MGEE | New | MGE ENERGY INC | $2,133,000 | – | 53,996 | – | 0.07% | – |
| DG | New | DOLLAR GEN CORP NEW | $2,111,000 | – | 36,800 | – | 0.06% | – |
| SCHW | New | SCHWAB CHARLES CORP NEW | $2,020,000 | – | 75,000 | – | 0.06% | – |
| MPC | New | MARATHON PETE CORP | $1,991,000 | – | 25,500 | – | 0.06% | – |
| HFC | New | HOLLYFRONTIER CORP | $1,988,000 | – | 45,500 | – | 0.06% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $1,701,000 | – | 80,000 | – | 0.05% | – |
| DGAS | New | DELTA NAT GAS INC | $1,648,000 | – | 75,047 | – | 0.05% | – |
| UNS | New | UNS ENERGY CORP | $1,630,000 | – | 26,980 | – | 0.05% | – |
| BBBY | New | BED BATH & BEYOND INC | $1,601,000 | – | 27,900 | – | 0.05% | – |
| BKMU | New | BANK MUTUAL CORP NEW | $1,363,000 | – | 235,000 | – | 0.04% | – |
| COH | New | COACH INC | $1,364,000 | – | 39,900 | – | 0.04% | – |
| ETR | New | ENTERGY CORP NEW | $1,318,000 | – | 16,050 | – | 0.04% | – |
| PACW | New | PACWEST BANCORP DEL | $1,079,000 | – | 25,000 | – | 0.03% | – |
| RGCO | New | RGC RES INC | $945,000 | – | 48,967 | – | 0.03% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $830,000 | – | 95,000 | – | 0.03% | – |
| EGAS | New | GAS NAT INC | $811,000 | – | 76,944 | – | 0.02% | – |
| EDE | New | EMPIRE DIST ELEC CO | $722,000 | – | 28,100 | – | 0.02% | – |
| CNIG | New | CORNING NAT GAS HLDG CORP | $506,000 | – | 25,068 | – | 0.02% | – |
| FIG | New | FORTRESS INVESTMENT GROUP LLCcl a | $298,000 | – | 40,000 | – | 0.01% | – |
| MU | New | MICRON TECHNOLOGY INC | $277,000 | – | 8,410 | – | 0.01% | – |
| TMUS | New | T-MOBILE US INC | $268,000 | – | 7,967 | – | 0.01% | – |
| GLW | New | CORNING INC | $258,000 | – | 11,775 | – | 0.01% | – |
| CRM | New | SALESFORCE COM INC | $262,000 | – | 4,515 | – | 0.01% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $252,000 | – | 2,135 | – | 0.01% | – |
| NFLX | New | NETFLIX INC | $262,000 | – | 595 | – | 0.01% | – |
| AMAT | New | APPLIED MATLS INC | $260,000 | – | 11,520 | – | 0.01% | – |
| KLAC | New | KLA-TENCOR CORP | $268,000 | – | 3,690 | – | 0.01% | – |
| WDAY | New | WORKDAY INCcl a | $272,000 | – | 3,025 | – | 0.01% | – |
| MCK | New | MCKESSON CORP | $261,000 | – | 1,400 | – | 0.01% | – |
| LRCX | New | LAM RESEARCH CORP | $244,000 | – | 3,605 | – | 0.01% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $217,000 | – | 4,449 | – | 0.01% | – |
| BIIB | New | BIOGEN IDEC INC | $200,000 | – | 635 | – | 0.01% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -5,300 | – | -0.01% | – |
| N | Exit | NETSUITE INC | $0 | – | -2,000 | – | -0.01% | – |
| ILMN | Exit | ILLUMINA INC | $0 | – | -2,873 | – | -0.01% | – |
| DOV | Exit | DOVER CORP | $0 | – | -2,650 | – | -0.01% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -770 | – | -0.01% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -2,130 | – | -0.01% | – |
| LNKD | Exit | LINKEDIN CORP | $0 | – | -970 | – | -0.01% | – |
| TRIP | Exit | TRIPADVISOR INC | $0 | – | -3,145 | – | -0.01% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -4,020 | – | -0.01% | – |
| PCLN | Exit | PRICELINE COM INC | $0 | – | -240 | – | -0.01% | – |
| CRM | Exit | SALESFORCE COM INC | $0 | – | -4,650 | – | -0.01% | – |
| CNIG | Exit | CORNING NAT GAS CORP | $0 | – | -15,135 | – | -0.01% | – |
| PIPR | Exit | PIPER JAFFRAY COS | $0 | – | -10,000 | – | -0.02% | – |
| AXP | Exit | AMERICAN EXPRESS CO | $0 | – | -5,000 | – | -0.02% | – |
| EDE | Exit | EMPIRE DIST ELEC CO | $0 | – | -20,300 | – | -0.02% | – |
| COWN | Exit | COWEN GROUP INC NEWcl a | $0 | – | -140,000 | – | -0.02% | – |
| EGAS | Exit | GAS NAT INC | $0 | – | -49,943 | – | -0.02% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -9,400 | – | -0.03% | – |
| RGCO | Exit | RGC RES INC | $0 | – | -33,310 | – | -0.03% | – |
| CSCO | Exit | CISCO SYS INC | $0 | – | -27,350 | – | -0.03% | – |
| UNS | Exit | UNS ENERGY CORP | $0 | – | -16,880 | – | -0.04% | – |
| NVE | Exit | NV ENERGY INC | $0 | – | -42,350 | – | -0.04% | – |
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -57,604 | – | -0.05% | – |
| OPY | Exit | OPPENHEIMER HLDGS INCcl a non voting | $0 | – | -59,406 | – | -0.05% | – |
| DGAS | Exit | DELTA NAT GAS INC | $0 | – | -48,605 | – | -0.05% | – |
| INDB | Exit | INDEPENDENT BANK CORP MASS | $0 | – | -35,000 | – | -0.06% | – |
| MGEE | Exit | MGE ENERGY INC | $0 | – | -24,017 | – | -0.06% | – |
| PVTB | Exit | PRIVATEBANCORP INC | $0 | – | -61,000 | – | -0.06% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -120,000 | – | -0.06% | – |
| SUSQ | Exit | SUSQUEHANNA BANCSHARES INC | $0 | – | -105,000 | – | -0.06% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -26,900 | – | -0.06% | – |
| IBCP | Exit | INDEPENDENT BANK CORP MICH | $0 | – | -136,000 | – | -0.06% | – |
| AAPL | Exit | APPLE INC | $0 | – | -3,050 | – | -0.07% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -155,000 | – | -0.07% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -35,900 | – | -0.07% | – |
| CAT | Exit | CATERPILLAR INC DEL | $0 | – | -18,400 | – | -0.07% | – |
| GPT | Exit | GRAMERCY PPTY TR INC | $0 | – | -370,000 | – | -0.07% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -73,950 | – | -0.07% | – |
| DE | Exit | DEERE & CO | $0 | – | -19,000 | – | -0.07% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -18,300 | – | -0.07% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -53,523 | – | -0.07% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -8,500 | – | -0.07% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -36,600 | – | -0.07% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -24,775 | – | -0.07% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -58,600 | – | -0.08% | – |
| CF | Exit | CF INDS HLDGS INC | $0 | – | -8,000 | – | -0.08% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -26,300 | – | -0.08% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -49,900 | – | -0.08% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -31,200 | – | -0.08% | – |
| FDO | Exit | FAMILY DLR STORES INC | $0 | – | -24,700 | – | -0.08% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -155,000 | – | -0.08% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -125,000 | – | -0.08% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -22,300 | – | -0.08% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -45,400 | – | -0.08% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -53,800 | – | -0.08% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -4,500 | – | -0.09% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -37,000 | – | -0.09% | – |
| A309PS | Exit | DIRECTV | $0 | – | -32,500 | – | -0.09% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -62,300 | – | -0.09% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -28,700 | – | -0.09% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -55,000 | – | -0.09% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURGny registry sh | $0 | – | -146,700 | – | -0.09% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -28,500 | – | -0.09% | – |
| UNP | Exit | UNION PAC CORP | $0 | – | -13,000 | – | -0.09% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -38,800 | – | -0.09% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -77,972 | – | -0.09% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -15,400 | – | -0.09% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -37,000 | – | -0.09% | – |
| GPS | Exit | GAP INC DEL | $0 | – | -51,600 | – | -0.09% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -30,000 | – | -0.09% | – |
| MMM | Exit | 3M CO | $0 | – | -17,600 | – | -0.10% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -19,500 | – | -0.10% | – |
| KLAC | Exit | KLA-TENCOR CORP | $0 | – | -34,900 | – | -0.10% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -29,900 | – | -0.10% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -27,900 | – | -0.10% | – |
| ACAS | Exit | AMERICAN CAP LTD COM | $0 | – | -160,000 | – | -0.10% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -52,700 | – | -0.10% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -105,000 | – | -0.10% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -122,700 | – | -0.10% | – |
| CAG | Exit | CONAGRA FOODS INC | $0 | – | -77,500 | – | -0.11% | – |
| PRAA | Exit | PORTFOLIO RECOVERY ASSOCS INC | $0 | – | -39,000 | – | -0.11% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -48,500 | – | -0.11% | – |
| UN | Exit | UNILEVER N V | $0 | – | -62,900 | – | -0.11% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -41,800 | – | -0.11% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -62,600 | – | -0.11% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -57,300 | – | -0.11% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -235,000 | – | -0.11% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCsponsored adr | $0 | – | -35,200 | – | -0.11% | – |
| HSBC | Exit | HSBC HLDGS PLCspon adr new | $0 | – | -45,100 | – | -0.11% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -155,800 | – | -0.11% | – |
| KR | Exit | KROGER CO | $0 | – | -61,700 | – | -0.11% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -29,100 | – | -0.11% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -30,500 | – | -0.12% | – |
| SAN | Exit | BANCO SANTANDER SAadr | $0 | – | -310,000 | – | -0.12% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -79,900 | – | -0.12% | – |
| K | Exit | KELLOGG CO | $0 | – | -43,700 | – | -0.12% | – |
| BA | Exit | BOEING CO | $0 | – | -21,900 | – | -0.12% | – |
| CMA | Exit | COMERICA INC | $0 | – | -65,000 | – | -0.12% | – |
| FBNK | Exit | FIRST CONN BANCORP INC MD | $0 | – | -175,000 | – | -0.12% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -75,000 | – | -0.12% | – |
| NBHC | Exit | NATIONAL BK HLDGS CORPcl a | $0 | – | -130,000 | – | -0.12% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -28,500 | – | -0.12% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -54,600 | – | -0.12% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -46,700 | – | -0.12% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -60,500 | – | -0.12% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -43,000 | – | -0.12% | – |
| AXLL | Exit | AXIALL CORP | $0 | – | -72,800 | – | -0.12% | – |
| CPK | Exit | CHESAPEAKE UTILS CORP | $0 | – | -52,068 | – | -0.12% | – |
| HPY | Exit | HEARTLAND PMT SYS INC | $0 | – | -70,000 | – | -0.13% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -56,100 | – | -0.13% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -35,300 | – | -0.13% | – |
| ISBC | Exit | INVESTORS BANCORP INC | $0 | – | -130,000 | – | -0.13% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -57,654 | – | -0.13% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -36,800 | – | -0.13% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -18,000 | – | -0.13% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -350,000 | – | -0.13% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -70,600 | – | -0.13% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -60,800 | – | -0.13% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -32,100 | – | -0.13% | – |
| KRFT | Exit | KRAFT FOODS GROUP INC | $0 | – | -56,534 | – | -0.13% | – |
| RCKB | Exit | ROCKVILLE FINL INC NEW | $0 | – | -230,000 | – | -0.14% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -50,000 | – | -0.14% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -78,700 | – | -0.14% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING INC | $0 | – | -42,300 | – | -0.14% | – |
| INWK | Exit | INNERWORKINGS INC | $0 | – | -313,265 | – | -0.14% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -62,100 | – | -0.14% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -28,400 | – | -0.14% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -195,000 | – | -0.14% | – |
| UBNK | Exit | UNITED FINANCIAL BANCORP INC | $0 | – | -195,294 | – | -0.14% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -69,500 | – | -0.14% | – |
| CLMT | Exit | CALUMET SPECIALTY PRODS PTNRSut ltd partner | $0 | – | -119,800 | – | -0.15% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -42,000 | – | -0.15% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -196,900 | – | -0.15% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -40,000 | – | -0.15% | – |
| TE | Exit | TECO ENERGY INC | $0 | – | -206,736 | – | -0.16% | – |
| EVER | Exit | EVERBANK FINL CORP | $0 | – | -230,000 | – | -0.16% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -191,000 | – | -0.16% | – |
| GDOT | Exit | GREEN DOT CORPcl a | $0 | – | -135,000 | – | -0.16% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -80,398 | – | -0.16% | – |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -145,000 | – | -0.16% | – |
| CTRX | Exit | CATAMARAN CORP | $0 | – | -80,700 | – | -0.17% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -405,000 | – | -0.17% | – |
| PIR | Exit | PIER 1 IMPORTS INC | $0 | – | -192,400 | – | -0.17% | – |
| VMI | Exit | VALMONT INDS INC | $0 | – | -27,200 | – | -0.17% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -140,000 | – | -0.17% | – |
| MET | Exit | METLIFE INC | $0 | – | -81,000 | – | -0.17% | – |
| TISI | Exit | TEAM INC | $0 | – | -96,200 | – | -0.17% | – |
| MA | Exit | MASTERCARD INCcl a | $0 | – | -5,700 | – | -0.17% | – |
| CBF | Exit | CAPITAL BK FINL CORP | $0 | – | -175,000 | – | -0.17% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -79,000 | – | -0.17% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -230,400 | – | -0.18% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -54,000 | – | -0.18% | – |
| CGIPQ | Exit | CELADON GROUP INC | $0 | – | -209,100 | – | -0.18% | – |
| DIN | Exit | DINEEQUITY INC | $0 | – | -57,400 | – | -0.18% | – |
| SHLM | Exit | SCHULMAN A INC | $0 | – | -134,800 | – | -0.18% | – |
| BKD | Exit | BROOKDALE SR LIVING INC | $0 | – | -151,600 | – | -0.18% | – |
| SCL | Exit | STEPAN CO | $0 | – | -69,400 | – | -0.18% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -291,000 | – | -0.18% | – |
| FCX | Exit | FREEPORT-MCMORAN COPPER & GOLD | $0 | – | -121,700 | – | -0.18% | – |
| V | Exit | VISA INCcl a | $0 | – | -21,000 | – | -0.18% | – |
| USG | Exit | U S G CORP | $0 | – | -142,200 | – | -0.18% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -81,000 | – | -0.18% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -127,000 | – | -0.19% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -60,000 | – | -0.19% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -82,000 | – | -0.19% | – |
| C | Exit | CITIGROUP INC | $0 | – | -85,000 | – | -0.19% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -112,600 | – | -0.19% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -124,000 | – | -0.19% | – |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -365,000 | – | -0.19% | – |
| PVH | Exit | PVH CORP | $0 | – | -36,100 | – | -0.19% | – |
| EME | Exit | EMCOR GROUP INC | $0 | – | -112,800 | – | -0.20% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIALcl a | $0 | – | -167,500 | – | -0.20% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -63,700 | – | -0.20% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -129,890 | – | -0.20% | – |
| FOR | Exit | FORESTAR GROUP INC | $0 | – | -215,000 | – | -0.21% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -140,300 | – | -0.21% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -108,300 | – | -0.21% | – |
| AMWD | Exit | AMERICAN WOODMARK CORP | $0 | – | -136,400 | – | -0.21% | – |
| JPM | Exit | JPMORGAN CHASE & CO. | $0 | – | -92,850 | – | -0.22% | – |
| GEL | Exit | GENESIS ENERGY L Punit ltd partn | $0 | – | -97,100 | – | -0.22% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -64,100 | – | -0.22% | – |
| HTZ | Exit | HERTZ GLOBAL HOLDINGS INC | $0 | – | -221,900 | – | -0.22% | – |
| IOSP | Exit | INNOSPEC INC | $0 | – | -105,200 | – | -0.22% | – |
| COP | Exit | CONOCOPHILLIPS | $0 | – | -71,700 | – | -0.22% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -69,000 | – | -0.23% | – |
| HLSSF | Exit | HOME LN SERVICING SOLUTIONS | $0 | – | -230,000 | – | -0.23% | – |
| DW | Exit | DREW INDS INC | $0 | – | -112,600 | – | -0.23% | – |
| TTC | Exit | TORO CO | $0 | – | -94,500 | – | -0.23% | – |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -275,600 | – | -0.23% | – |
| APOG | Exit | APOGEE ENTERPRISES INC | $0 | – | -173,037 | – | -0.23% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -149,400 | – | -0.23% | – |
| MWIV | Exit | MWI VETERINARY SUPPLY INC | $0 | – | -34,600 | – | -0.23% | – |
| UIL | Exit | UIL HLDG CORP | $0 | – | -139,433 | – | -0.24% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -139,100 | – | -0.24% | – |
| KBH | Exit | KB HOME | $0 | – | -290,000 | – | -0.24% | – |
| JAH | Exit | JARDEN CORP | $0 | – | -108,200 | – | -0.24% | – |
| RASF | Exit | RAIT FINANCIAL TRUST | $0 | – | -740,000 | – | -0.24% | – |
| MHK | Exit | MOHAWK INDS INC | $0 | – | -40,200 | – | -0.24% | – |
| STC | Exit | STEWART INFORMATION SVCS CORP | $0 | – | -163,800 | – | -0.24% | – |
| NU | Exit | NORTHEAST UTILS | $0 | – | -127,475 | – | -0.24% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -110,600 | – | -0.24% | – |
| UNF | Exit | UNIFIRST CORP MASS | $0 | – | -51,400 | – | -0.24% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -324,600 | – | -0.24% | – |
| CI | Exit | CIGNA CORPORATION | $0 | – | -70,900 | – | -0.25% | – |
| LII | Exit | LENNOX INTL INC | $0 | – | -72,900 | – | -0.25% | – |
| PZZA | Exit | PAPA JOHNS INTL INC | $0 | – | -78,500 | – | -0.25% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -62,800 | – | -0.25% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -133,000 | – | -0.25% | – |
| CSE | Exit | CAPITALSOURCE INC | $0 | – | -470,000 | – | -0.25% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -270,000 | – | -0.25% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INCcl a | $0 | – | -33 | – | -0.25% | – |
| CAB | Exit | CABELAS INC | $0 | – | -89,800 | – | -0.26% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -250,000 | – | -0.26% | – |
| DXPE | Exit | DXP ENTERPRISES INC NEW | $0 | – | -71,800 | – | -0.26% | – |
| MBI | Exit | MBIA INC | $0 | – | -570,000 | – | -0.26% | – |
| PG | Exit | PROCTER & GAMBLE CO | $0 | – | -77,400 | – | -0.26% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -330,000 | – | -0.26% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -77,000 | – | -0.27% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -47,500 | – | -0.27% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -1,105,000 | – | -0.28% | – |
| KFN | Exit | KKR FINL HLDGS LLC | $0 | – | -610,000 | – | -0.28% | – |
| FNP | Exit | FIFTH & PAC COS INC | $0 | – | -253,500 | – | -0.29% | – |
| 6107SC | Exit | URS CORP NEW | $0 | – | -118,900 | – | -0.29% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -164,435 | – | -0.29% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -102,600 | – | -0.29% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -300,300 | – | -0.29% | – |
| SWY | Exit | SAFEWAY INC | $0 | – | -202,500 | – | -0.29% | – |
| CIEN | Exit | CIENA CORP | $0 | – | -260,500 | – | -0.29% | – |
| AFSI | Exit | AMTRUST FINL SVCS INC | $0 | – | -166,100 | – | -0.29% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS INC | $0 | – | -329,300 | – | -0.29% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -104,300 | – | -0.29% | – |
| ITT | Exit | ITT CORP NEW | $0 | – | -181,100 | – | -0.30% | – |
| LEA | Exit | LEAR CORP | $0 | – | -91,100 | – | -0.30% | – |
| ATK | Exit | ALLIANT TECHSYSTEMS INC | $0 | – | -67,000 | – | -0.30% | – |
| CBRL | Exit | CRACKER BARREL OLD CTRY STORE | $0 | – | -63,400 | – | -0.30% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -291,600 | – | -0.30% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -94,000 | – | -0.30% | – |
| TEN | Exit | TENNECO INC | $0 | – | -129,800 | – | -0.30% | – |
| VC | Exit | VISTEON CORP | $0 | – | -86,900 | – | -0.30% | – |
| PPC | Exit | PILGRIMS PRIDE CORP NEW | $0 | – | -392,200 | – | -0.30% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -127,200 | – | -0.30% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -310,400 | – | -0.30% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -97,700 | – | -0.30% | – |
| WEN | Exit | WENDYS CO | $0 | – | -778,000 | – | -0.30% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -75,900 | – | -0.30% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -135,500 | – | -0.30% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -88,700 | – | -0.30% | – |
| OCR | Exit | OMNICARE INC | $0 | – | -119,700 | – | -0.30% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -332,100 | – | -0.30% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -100,837 | – | -0.30% | – |
| SKX | Exit | SKECHERS U S A INCcl a | $0 | – | -217,200 | – | -0.31% | – |
| SPWR | Exit | SUNPOWER CORP | $0 | – | -258,900 | – | -0.31% | – |
| VVC | Exit | VECTREN CORP | $0 | – | -208,916 | – | -0.32% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -296,400 | – | -0.32% | – |
| WEC | Exit | WISCONSIN ENERGY CORP | $0 | – | -177,460 | – | -0.32% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -171,564 | – | -0.33% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -94,492 | – | -0.33% | – |
| NRF | Exit | NORTHSTAR RLTY FIN CORP | $0 | – | -780,000 | – | -0.33% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -410,000 | – | -0.34% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -185,000 | – | -0.34% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -520,000 | – | -0.35% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -2,330,000 | – | -0.35% | – |
| AF | Exit | ASTORIA FINL CORP | $0 | – | -635,000 | – | -0.36% | – |
| PHH | Exit | PHH CORP | $0 | – | -335,000 | – | -0.36% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -580,000 | – | -0.36% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -176,466 | – | -0.37% | – |
| STSA | Exit | STERLING FINL CORP WASH | $0 | – | -285,000 | – | -0.37% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -85,850 | – | -0.37% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -315,000 | – | -0.37% | – |
| T | Exit | AT&T INC | $0 | – | -246,750 | – | -0.38% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -445,000 | – | -0.39% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -1,187,000 | – | -0.39% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -185,800 | – | -0.39% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -148,485 | – | -0.39% | – |
| WAC | Exit | WALTER INVT MGMT CORP | $0 | – | -220,000 | – | -0.39% | – |
| EQT | Exit | EQT CORP | $0 | – | -98,960 | – | -0.40% | – |
| PFE | Exit | PFIZER INC | $0 | – | -306,050 | – | -0.40% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -190,300 | – | -0.41% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -215,142 | – | -0.43% | – |
| BANR | Exit | BANNER CORP | $0 | – | -250,000 | – | -0.43% | – |
| CVX | Exit | CHEVRON CORP NEW | $0 | – | -78,800 | – | -0.43% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -197,900 | – | -0.44% | – |
| LG | Exit | LACLEDE GROUP INC | $0 | – | -214,833 | – | -0.44% | – |
| EXC | Exit | EXELON CORP | $0 | – | -328,381 | – | -0.44% | – |
| OCN | Exit | OCWEN FINL CORP | $0 | – | -175,000 | – | -0.44% | – |
| ECPG | Exit | ENCORE CAP GROUP INC | $0 | – | -215,000 | – | -0.45% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -170,600 | – | -0.45% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -320,000 | – | -0.45% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -368,899 | – | -0.46% | – |
| NSM | Exit | NATIONSTAR MTG HLDGS INC | $0 | – | -185,000 | – | -0.47% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -443,600 | – | -0.47% | – |
| INTC | Exit | INTEL CORP | $0 | – | -463,850 | – | -0.48% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -285,000 | – | -0.52% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -180,454 | – | -0.54% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -416,600 | – | -0.54% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -449,607 | – | -0.57% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -306,487 | – | -0.59% | – |
| PPL | Exit | PPL CORP | $0 | – | -455,035 | – | -0.62% | – |
| LAD | Exit | LITHIA MTRS INCcl a | $0 | – | -192,800 | – | -0.64% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -539,148 | – | -0.64% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -1,132,300 | – | -0.66% | – |
| SWX | Exit | SOUTHWEST GAS CORP | $0 | – | -306,423 | – | -0.69% | – |
| P105PS | Exit | INTEGRYS ENERGY GROUP INC | $0 | – | -273,988 | – | -0.69% | – |
| PNY | Exit | PIEDMONT NAT GAS INC | $0 | – | -522,566 | – | -0.78% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -331,886 | – | -0.83% | – |
| STR | Exit | QUESTAR CORP | $0 | – | -949,115 | – | -0.97% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -664,790 | – | -0.99% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -328,724 | – | -1.02% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -1,104,226 | – | -1.20% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -652,262 | – | -1.26% | – |
| PCG | Exit | PG&E CORP | $0 | – | -747,799 | – | -1.38% | – |
| GAS | Exit | AGL RES INC | $0 | – | -681,416 | – | -1.42% | – |
| NI | Exit | NISOURCE INC | $0 | – | -1,348,631 | – | -1.88% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -1,343,825 | – | -2.21% | – |
| OKE | Exit | ONEOK INC NEW | $0 | – | -916,315 | – | -2.21% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -1,245,348 | – | -2.35% | – |
| D | Exit | DOMINION RES INC VA NEW | $0 | – | -845,596 | – | -2.39% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -619,440 | – | -2.40% | – |
| TRP | Exit | TRANSCANADA CORP | $0 | – | -1,214,827 | – | -2.42% | – |
| KMI | Exit | KINDER MORGAN INC DEL | $0 | – | -1,511,225 | – | -2.43% | – |
| NGG | Exit | NATIONAL GRID PLCspon adr new | $0 | – | -911,698 | – | -2.44% | – |
| SE | Exit | SPECTRA ENERGY CORP | $0 | – | -1,593,615 | – | -2.47% | – |
| ET | Exit | ENERGY TRANSFER EQUITY L P | $0 | – | -848,704 | – | -2.53% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -1,651,617 | – | -2.55% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LNG | Buy | CHENIERE ENERGY INC | $56,386,000 | +53.3% | 1,651,617 | +24.7% | 2.55% | +38.6% |
| ET | Buy | ENERGY TRANSFER EQUITY L P | $55,828,000 | +11.3% | 848,704 | +1.2% | 2.53% | +0.6% |
| SE | Buy | SPECTRA ENERGY CORP | $54,549,000 | +11.4% | 1,593,615 | +12.2% | 2.47% | +0.7% |
| NGG | Buy | NATIONAL GRID PLCspon adr new | $53,836,000 | +10.0% | 911,698 | +5.6% | 2.44% | -0.5% |
| KMI | Buy | KINDER MORGAN INC DEL | $53,754,000 | +8.0% | 1,511,225 | +15.8% | 2.43% | -2.4% |
| TRP | Buy | TRANSCANADA CORP | $53,379,000 | +10.2% | 1,214,827 | +8.2% | 2.42% | -0.4% |
| SRE | Buy | SEMPRA ENERGY | $53,024,000 | +9.0% | 619,440 | +4.1% | 2.40% | -1.5% |
| D | Buy | DOMINION RES INC VA NEW | $52,833,000 | +25.7% | 845,596 | +14.3% | 2.39% | +13.6% |
| ENB | Buy | ENBRIDGE INC | $51,981,000 | +6.8% | 1,245,348 | +7.7% | 2.35% | -3.4% |
| OKE | Buy | ONEOK INC NEW | $48,858,000 | +33.6% | 916,315 | +3.5% | 2.21% | +20.7% |
| WMB | Sell | WILLIAMS COS INC DEL | $48,861,000 | -0.5% | 1,343,825 | -11.2% | 2.21% | -10.1% |
| NI | Buy | NISOURCE INC | $41,659,000 | +22.1% | 1,348,631 | +13.2% | 1.88% | +10.4% |
| GAS | Buy | AGL RES INC | $31,366,000 | +14.2% | 681,416 | +6.3% | 1.42% | +3.2% |
| PCG | Buy | PG&E CORP | $30,600,000 | -6.4% | 747,799 | +4.6% | 1.38% | -15.5% |
| ATO | Buy | ATMOS ENERGY CORP | $27,780,000 | +17.8% | 652,262 | +13.6% | 1.26% | +6.4% |
| CNP | Buy | CENTERPOINT ENERGY INC | $26,468,000 | +15.6% | 1,104,226 | +13.3% | 1.20% | +4.5% |
| NFG | Sell | NATIONAL FUEL GAS CO N J | $22,603,000 | +13.8% | 328,724 | -4.1% | 1.02% | +2.9% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $21,892,000 | +17.6% | 664,790 | +16.7% | 0.99% | +6.2% |
| STR | Buy | QUESTAR CORP | $21,346,000 | -4.7% | 949,115 | +1.1% | 0.97% | -13.8% |
| ED | Buy | CONSOLIDATED EDISON INC | $18,300,000 | +0.8% | 331,886 | +6.6% | 0.83% | -8.9% |
| PNY | Buy | PIEDMONT NAT GAS INC | $17,182,000 | +2.4% | 522,566 | +5.0% | 0.78% | -7.5% |
| SWX | Buy | SOUTHWEST GAS CORP | $15,321,000 | +9.1% | 306,423 | +2.1% | 0.69% | -1.4% |
| P105PS | Buy | INTEGRYS ENERGY GROUP INC | $15,313,000 | +2.0% | 273,988 | +6.8% | 0.69% | -7.8% |
| GNW | Buy | GENWORTH FINL INC | $14,482,000 | +124.6% | 1,132,300 | +100.4% | 0.66% | +102.8% |
| LAD | Buy | LITHIA MTRS INCcl a | $14,067,000 | +150.1% | 192,800 | +82.7% | 0.64% | +125.5% |
| PPL | Buy | PPL CORP | $13,824,000 | +437.3% | 455,035 | +435.1% | 0.62% | +384.5% |
| MDU | Buy | MDU RES GROUP INC | $12,576,000 | +14.3% | 449,607 | +5.9% | 0.57% | +3.3% |
| CAR | Buy | AVIS BUDGET GROUP | $12,011,000 | +121.2% | 416,600 | +120.5% | 0.54% | +99.6% |
| DTE | Sell | DTE ENERGY CO | $11,906,000 | -20.0% | 180,454 | -18.8% | 0.54% | -27.7% |
| BC | Buy | BRUNSWICK CORP | $11,374,000 | +187.3% | 285,000 | +130.0% | 0.52% | +160.1% |
| INTC | Buy | INTEL CORP | $10,631,000 | -4.5% | 463,850 | +0.9% | 0.48% | -13.6% |
| DAL | Sell | DELTA AIR LINES INC DEL | $10,465,000 | +21.6% | 443,600 | -3.6% | 0.47% | +9.7% |
| NSM | Buy | NATIONSTAR MTG HLDGS INC | $10,403,000 | +52.7% | 185,000 | +1.6% | 0.47% | +38.1% |
| XEL | Buy | XCEL ENERGY INC | $10,185,000 | -0.8% | 368,899 | +1.8% | 0.46% | -10.3% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $9,990,000 | +10.8% | 170,600 | -0.7% | 0.45% | 0.0% |
| BKU | Buy | BANKUNITED INC | $9,981,000 | +32.3% | 320,000 | +10.3% | 0.45% | +19.6% |
| ECPG | Sell | ENCORE CAP GROUP INC | $9,860,000 | +35.4% | 215,000 | -2.3% | 0.45% | +22.2% |
| OCN | Buy | OCWEN FINL CORP | $9,760,000 | +46.2% | 175,000 | +8.0% | 0.44% | +32.3% |
| EXC | Buy | EXELON CORP | $9,733,000 | +2.2% | 328,381 | +6.5% | 0.44% | -7.8% |
| LG | Buy | LACLEDE GROUP INC | $9,667,000 | +20.4% | 214,833 | +22.2% | 0.44% | +8.7% |
| AIG | Buy | AMERICAN INTL GROUP INC | $9,624,000 | +11.9% | 197,900 | +2.9% | 0.44% | +0.9% |
| CVX | Buy | CHEVRON CORP NEW | $9,574,000 | +15.2% | 78,800 | +12.2% | 0.43% | +4.1% |
| BANR | Buy | BANNER CORP | $9,540,000 | +76.5% | 250,000 | +56.2% | 0.43% | +59.4% |
| NJR | Buy | NEW JERSEY RES | $9,477,000 | +8.6% | 215,142 | +2.4% | 0.43% | -1.8% |
| MRK | Sell | MERCK & CO INC NEW | $9,060,000 | +0.4% | 190,300 | -2.0% | 0.41% | -9.3% |
| PFE | Sell | PFIZER INC | $8,787,000 | -1.8% | 306,050 | -4.2% | 0.40% | -11.2% |
| WAC | Buy | WALTER INVT MGMT CORP | $8,699,000 | +45.4% | 220,000 | +24.3% | 0.39% | +31.3% |
| SJI | Sell | SOUTH JERSEY INDS INC | $8,698,000 | -0.6% | 148,485 | -2.6% | 0.39% | -10.3% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $8,669,000 | -8.4% | 185,800 | -1.1% | 0.39% | -17.3% |
| MTG | Buy | MGIC INVT CORP WIS | $8,641,000 | +22.2% | 1,187,000 | +1.9% | 0.39% | +10.5% |
| HMST | Buy | HOMESTREET INC | $8,589,000 | +23.2% | 445,000 | +36.9% | 0.39% | +11.5% |
| T | Buy | AT&T INC | $8,345,000 | +1.7% | 246,750 | +6.4% | 0.38% | -8.0% |
| MCD | Buy | MCDONALDS CORP | $8,260,000 | +25.6% | 85,850 | +29.3% | 0.37% | +13.7% |
| BPOP | Buy | POPULAR INC | $8,262,000 | +11.2% | 315,000 | +28.6% | 0.37% | +0.5% |
| STSA | Sell | STERLING FINL CORP WASH | $8,165,000 | +10.8% | 285,000 | -8.1% | 0.37% | 0.0% |
| SCG | Buy | SCANA CORP NEW | $8,124,000 | +7.6% | 176,466 | +14.7% | 0.37% | -2.6% |
| RDN | Buy | RADIAN GROUP INC | $8,079,000 | +58.0% | 580,000 | +31.8% | 0.36% | +42.6% |
| PHH | Buy | PHH CORP | $7,953,000 | +41.9% | 335,000 | +21.8% | 0.36% | +28.1% |
| AF | Buy | ASTORIA FINL CORP | $7,899,000 | +37.0% | 635,000 | +18.7% | 0.36% | +23.5% |
| SNV | Buy | SYNOVUS FINL CORP | $7,689,000 | +18.3% | 2,330,000 | +4.7% | 0.35% | +7.1% |
| FBC | Buy | FLAGSTAR BANCORP INC | $7,675,000 | +7.8% | 520,000 | +2.0% | 0.35% | -2.5% |
| WTFC | Buy | WINTRUST FINL CORP | $7,598,000 | +120.6% | 185,000 | +105.6% | 0.34% | +100.0% |
| FFIC | Buy | FLUSHING FINL CORP | $7,565,000 | +22.6% | 410,000 | +9.3% | 0.34% | +10.7% |
| NRF | Buy | NORTHSTAR RLTY FIN CORP | $7,238,000 | +20.5% | 780,000 | +18.2% | 0.33% | +8.6% |
| EGN | Sell | ENERGEN CORP | $7,218,000 | +25.3% | 94,492 | -14.2% | 0.33% | +13.5% |
| NWN | Buy | NORTHWEST NAT GAS CO | $7,202,000 | +4.9% | 171,564 | +6.2% | 0.33% | -5.2% |
| WEC | Buy | WISCONSIN ENERGY CORP | $7,166,000 | +5.7% | 177,460 | +7.3% | 0.32% | -4.7% |
| GE | Buy | GENERAL ELECTRIC CO | $7,081,000 | +7.6% | 296,400 | +4.5% | 0.32% | -2.7% |
| SKX | New | SKECHERS U S A INCcl a | $6,757,000 | – | 217,200 | – | 0.31% | – |
| SPWR | New | SUNPOWER CORP | $6,773,000 | – | 258,900 | – | 0.31% | – |
| DUK | Buy | DUKE ENERGY CORP NEW | $6,734,000 | +0.9% | 100,837 | +2.0% | 0.30% | -8.7% |
| SWFT | New | SWIFT TRANSN COcl a | $6,705,000 | – | 332,100 | – | 0.30% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $6,652,000 | – | 88,700 | – | 0.30% | – |
| OCR | New | OMNICARE INC | $6,643,000 | – | 119,700 | – | 0.30% | – |
| OSK | New | OSHKOSH CORP | $6,637,000 | – | 135,500 | – | 0.30% | – |
| JNJ | Sell | JOHNSON & JOHNSON | $6,580,000 | -25.9% | 75,900 | -26.6% | 0.30% | -32.9% |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $6,587,000 | – | 310,400 | – | 0.30% | – |
| PPC | New | PILGRIMS PRIDE CORP NEW | $6,585,000 | – | 392,200 | – | 0.30% | – |
| CSC | New | COMPUTER SCIENCES CORP | $6,581,000 | – | 127,200 | – | 0.30% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $6,585,000 | – | 97,700 | – | 0.30% | – |
| WEN | New | WENDYS CO | $6,597,000 | – | 778,000 | – | 0.30% | – |
| VC | New | VISTEON CORP | $6,573,000 | – | 86,900 | – | 0.30% | – |
| TEN | New | TENNECO INC | $6,555,000 | – | 129,800 | – | 0.30% | – |
| ATK | New | ALLIANT TECHSYSTEMS INC | $6,537,000 | – | 67,000 | – | 0.30% | – |
| CBRL | New | CRACKER BARREL OLD CTRY STORE | $6,545,000 | – | 63,400 | – | 0.30% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $6,546,000 | – | 291,600 | – | 0.30% | – |
| LEA | New | LEAR CORP | $6,520,000 | – | 91,100 | – | 0.30% | – |
| ITT | New | ITT CORP NEW | $6,511,000 | – | 181,100 | – | 0.30% | – |
| CIEN | New | CIENA CORP | $6,507,000 | – | 260,500 | – | 0.29% | – |
| HBI | New | HANESBRANDS INC | $6,499,000 | – | 104,300 | – | 0.29% | – |
| AFSI | New | AMTRUST FINL SVCS INC | $6,488,000 | – | 166,100 | – | 0.29% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS INC | $6,494,000 | – | 329,300 | – | 0.29% | – |
| SWY | New | SAFEWAY INC | $6,478,000 | – | 202,500 | – | 0.29% | – |
| ALK | New | ALASKA AIR GROUP INC | $6,425,000 | – | 102,600 | – | 0.29% | – |
| UGI | Sell | UGI CORP NEW | $6,434,000 | -28.3% | 164,435 | -28.3% | 0.29% | -35.2% |
| FLO | New | FLOWERS FOODS INC | $6,438,000 | – | 300,300 | – | 0.29% | – |
| 6107SC | New | URS CORP NEW | $6,391,000 | – | 118,900 | – | 0.29% | – |
| FNP | Sell | FIFTH & PAC COS INC | $6,370,000 | +8.2% | 253,500 | -3.8% | 0.29% | -2.4% |
| KFN | Buy | KKR FINL HLDGS LLC | $6,301,000 | +8.6% | 610,000 | +10.9% | 0.28% | -2.1% |
| FBP | Buy | FIRST BANCORP P R | $6,276,000 | -17.2% | 1,105,000 | +3.3% | 0.28% | -25.1% |
| LMT | Sell | LOCKHEED MARTIN CORP | $6,059,000 | +16.4% | 47,500 | -1.0% | 0.27% | +5.0% |
| RTN | Sell | RAYTHEON CO | $5,934,000 | +15.4% | 77,000 | -1.0% | 0.27% | +3.9% |
| TBBK | Buy | BANCORP INC DEL | $5,848,000 | +151.7% | 330,000 | +112.9% | 0.26% | +128.4% |
| PG | Sell | PROCTER & GAMBLE CO | $5,851,000 | -6.9% | 77,400 | -5.2% | 0.26% | -15.9% |
| MBI | Buy | MBIA INC | $5,831,000 | -18.1% | 570,000 | +6.5% | 0.26% | -25.8% |
| DXPE | Sell | DXP ENTERPRISES INC NEW | $5,670,000 | +14.0% | 71,800 | -3.9% | 0.26% | +3.2% |
| PMT | Buy | PENNYMAC MTG INVT TR | $5,670,000 | +24.1% | 250,000 | +15.2% | 0.26% | +12.2% |
| CAB | Sell | CABELAS INC | $5,660,000 | -6.3% | 89,800 | -3.8% | 0.26% | -15.2% |
| BRKA | New | BERKSHIRE HATHAWAY INCcl a | $5,624,000 | – | 33 | – | 0.25% | – |
| CSE | Sell | CAPITALSOURCE INC | $5,584,000 | +2.6% | 470,000 | -19.0% | 0.25% | -7.0% |
| WAFD | Buy | WASHINGTON FED INC | $5,584,000 | +127.5% | 270,000 | +107.7% | 0.25% | +105.7% |
| GD | Sell | GENERAL DYNAMICS CORP | $5,496,000 | +10.3% | 62,800 | -1.3% | 0.25% | 0.0% |
| WFC | Buy | WELLS FARGO & CO NEW | $5,496,000 | +12.9% | 133,000 | +12.7% | 0.25% | +2.0% |
| LII | Sell | LENNOX INTL INC | $5,486,000 | +12.1% | 72,900 | -3.8% | 0.25% | +1.2% |
| PZZA | Sell | PAPA JOHNS INTL INC | $5,486,000 | +2.7% | 78,500 | -3.9% | 0.25% | -7.1% |
| CI | Sell | CIGNA CORPORATION | $5,449,000 | +2.0% | 70,900 | -3.8% | 0.25% | -7.5% |
| SCS | Sell | STEELCASE INCcl a | $5,395,000 | +9.6% | 324,600 | -3.8% | 0.24% | -0.8% |
| UNF | Sell | UNIFIRST CORP MASS | $5,367,000 | +9.9% | 51,400 | -3.9% | 0.24% | -0.4% |
| NU | Sell | NORTHEAST UTILS | $5,258,000 | -12.2% | 127,475 | -10.5% | 0.24% | -20.7% |
| LOW | Sell | LOWES COS INC | $5,266,000 | +11.9% | 110,600 | -3.8% | 0.24% | +1.3% |
| STC | Sell | STEWART INFORMATION SVCS CORP | $5,240,000 | +17.5% | 163,800 | -3.8% | 0.24% | +6.3% |
| JAH | Sell | JARDEN CORP | $5,237,000 | -58.4% | 108,200 | -62.4% | 0.24% | -62.4% |
| RASF | Buy | RAIT FINANCIAL TRUST | $5,239,000 | -3.9% | 740,000 | +2.1% | 0.24% | -13.2% |
| MHK | Sell | MOHAWK INDS INC | $5,236,000 | -57.8% | 40,200 | -63.5% | 0.24% | -61.8% |
| KBH | Sell | KB HOME | $5,226,000 | -59.1% | 290,000 | -55.5% | 0.24% | -63.1% |
| UIL | Sell | UIL HLDG CORP | $5,184,000 | -2.9% | 139,433 | -0.1% | 0.24% | -12.0% |
| TRS | Sell | TRIMAS CORP | $5,188,000 | -3.8% | 139,100 | -3.8% | 0.24% | -13.0% |
| MWIV | Sell | MWI VETERINARY SUPPLY INC | $5,168,000 | +16.5% | 34,600 | -3.9% | 0.23% | +5.4% |
| WOR | Sell | WORTHINGTON INDS INC | $5,144,000 | +4.4% | 149,400 | -3.8% | 0.23% | -5.7% |
| SCI | Sell | SERVICE CORP INTL | $5,132,000 | -0.7% | 275,600 | -3.8% | 0.23% | -10.4% |
| DW | Sell | DREW INDS INC | $5,128,000 | +11.5% | 112,600 | -3.8% | 0.23% | +0.9% |
| TTC | Sell | TORO CO | $5,136,000 | +15.1% | 94,500 | -3.9% | 0.23% | +4.0% |
| APOG | Sell | APOGEE ENTERPRISES INC | $5,136,000 | +18.9% | 173,037 | -3.8% | 0.23% | +7.4% |
| HLSSF | Sell | HOME LN SERVICING SOLUTIONS | $5,062,000 | -13.8% | 230,000 | -6.1% | 0.23% | -22.1% |
| TRGP | Sell | TARGA RES CORP | $5,034,000 | +9.0% | 69,000 | -3.9% | 0.23% | -1.3% |
| COP | Sell | CONOCOPHILLIPS | $4,984,000 | +13.5% | 71,700 | -1.2% | 0.22% | +2.3% |
| HTZ | Sell | HERTZ GLOBAL HOLDINGS INC | $4,917,000 | -14.1% | 221,900 | -3.9% | 0.22% | -22.6% |
| IOSP | Sell | INNOSPEC INC | $4,909,000 | +11.7% | 105,200 | -3.8% | 0.22% | +0.9% |
| HD | Sell | HOME DEPOT INC | $4,862,000 | -5.9% | 64,100 | -3.9% | 0.22% | -15.1% |
| GEL | Sell | GENESIS ENERGY L Punit ltd partn | $4,862,000 | -7.0% | 97,100 | -3.8% | 0.22% | -16.0% |
| JPM | Sell | JPMORGAN CHASE & CO. | $4,799,000 | -23.4% | 92,850 | -21.7% | 0.22% | -30.7% |
| AMWD | Sell | AMERICAN WOODMARK CORP | $4,726,000 | -3.9% | 136,400 | -3.8% | 0.21% | -13.0% |
| AVY | Sell | AVERY DENNISON CORP | $4,713,000 | -2.1% | 108,300 | -3.8% | 0.21% | -11.6% |
| FOR | Sell | FORESTAR GROUP INC | $4,629,000 | -1.8% | 215,000 | -8.5% | 0.21% | -11.4% |
| AEE | Buy | AMEREN CORP | $4,525,000 | +29.0% | 129,890 | +27.5% | 0.20% | +16.5% |
| CSL | Sell | CARLISLE COS INC | $4,477,000 | +8.5% | 63,700 | -3.8% | 0.20% | -1.9% |
| FNF | Sell | FIDELITY NATIONAL FINANCIALcl a | $4,456,000 | +7.4% | 167,500 | -3.8% | 0.20% | -2.9% |
| EME | Sell | EMCOR GROUP INC | $4,414,000 | -7.4% | 112,800 | -3.8% | 0.20% | -16.3% |
| PVH | Sell | PVH CORP | $4,285,000 | -62.2% | 36,100 | -60.2% | 0.19% | -65.8% |
| FULT | Buy | FULTON FINL CORP PA | $4,263,000 | +6.1% | 365,000 | +4.3% | 0.19% | -4.0% |
| TEX | Sell | TEREX CORP NEW | $4,166,000 | +22.9% | 124,000 | -3.8% | 0.19% | +10.6% |
| BECN | Sell | BEACON ROOFING SUPPLY INC | $4,152,000 | -64.1% | 112,600 | -63.1% | 0.19% | -67.5% |
| COF | Buy | CAPITAL ONE FINL CORP | $4,124,000 | +36.8% | 60,000 | +25.0% | 0.19% | +23.8% |
| C | Buy | CITIGROUP INC | $4,123,000 | +22.8% | 85,000 | +21.4% | 0.19% | +11.3% |
| DFS | Buy | DISCOVER FINL SVCS | $4,144,000 | +33.8% | 82,000 | +26.2% | 0.19% | +20.6% |
| STI | Buy | SUNTRUST BKS INC | $4,117,000 | +27.9% | 127,000 | +24.5% | 0.19% | +15.5% |
| USG | Sell | U S G CORP | $4,064,000 | -52.7% | 142,200 | -61.8% | 0.18% | -57.2% |
| LLY | Sell | LILLY ELI & CO | $4,077,000 | +1.1% | 81,000 | -1.3% | 0.18% | -8.9% |
| FCX | Sell | FREEPORT-MCMORAN COPPER & GOLD | $4,026,000 | +18.3% | 121,700 | -1.3% | 0.18% | +7.1% |
| BAC | Buy | BANK OF AMERICA CORPORATION | $4,016,000 | +23.0% | 291,000 | +14.6% | 0.18% | +11.0% |
| V | Buy | VISA INCcl a | $4,013,000 | +22.0% | 21,000 | +16.7% | 0.18% | +10.3% |
| SCL | Sell | STEPAN CO | $4,006,000 | -0.2% | 69,400 | -3.9% | 0.18% | -10.0% |
| BKD | Sell | BROOKDALE SR LIVING INC | $3,987,000 | -4.3% | 151,600 | -3.8% | 0.18% | -13.9% |
| SHLM | Sell | SCHULMAN A INC | $3,971,000 | +5.6% | 134,800 | -3.9% | 0.18% | -4.3% |
| DIN | Sell | DINEEQUITY INC | $3,961,000 | -3.7% | 57,400 | -3.9% | 0.18% | -13.1% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $3,912,000 | +21.9% | 54,000 | +22.7% | 0.18% | +9.9% |
| CGIPQ | Sell | CELADON GROUP INC | $3,904,000 | -1.6% | 209,100 | -3.8% | 0.18% | -11.1% |
| OCFC | Buy | OCEANFIRST FINL CORP | $3,896,000 | +11.2% | 230,400 | +2.2% | 0.18% | +0.6% |
| CBF | Buy | CAPITAL BK FINL CORP | $3,841,000 | +152.9% | 175,000 | +118.8% | 0.17% | +128.9% |
| CIT | Buy | CIT GROUP INC | $3,853,000 | +42.4% | 79,000 | +36.2% | 0.17% | +28.9% |
| TISI | Sell | TEAM INC | $3,824,000 | +1.0% | 96,200 | -3.8% | 0.17% | -8.5% |
| MA | New | MASTERCARD INCcl a | $3,835,000 | – | 5,700 | – | 0.17% | – |
| MET | Buy | METLIFE INC | $3,803,000 | +66.2% | 81,000 | +62.0% | 0.17% | +49.6% |
| VMI | Sell | VALMONT INDS INC | $3,778,000 | -63.7% | 27,200 | -62.6% | 0.17% | -67.2% |
| MS | Buy | MORGAN STANLEY | $3,773,000 | +28.7% | 140,000 | +16.7% | 0.17% | +16.3% |
| RF | Buy | REGIONS FINL CORP NEW | $3,750,000 | +15.7% | 405,000 | +19.1% | 0.17% | +4.9% |
| PIR | Sell | PIER 1 IMPORTS INC | $3,756,000 | -67.6% | 192,400 | -61.0% | 0.17% | -70.7% |
| CTRX | Sell | CATAMARAN CORP | $3,708,000 | -13.5% | 80,700 | -8.3% | 0.17% | -21.9% |
| BX | Sell | BLACKSTONE GROUP L P | $3,609,000 | +10.6% | 145,000 | -6.5% | 0.16% | 0.0% |
| NWE | Buy | NORTHWESTERN CORP | $3,611,000 | +21.7% | 80,398 | +8.1% | 0.16% | +9.4% |
| GDOT | Buy | GREEN DOT CORPcl a | $3,555,000 | +78.2% | 135,000 | +35.0% | 0.16% | +61.0% |
| EVER | Sell | EVERBANK FINL CORP | $3,445,000 | -21.5% | 230,000 | -13.2% | 0.16% | -29.1% |
| FITB | Buy | FIFTH THIRD BANCORP | $3,446,000 | +98.8% | 191,000 | +99.0% | 0.16% | +79.3% |
| TE | Buy | TECO ENERGY INC | $3,419,000 | +10.6% | 206,736 | +14.9% | 0.16% | 0.0% |
| TRV | Buy | TRAVELERS COMPANIES INC | $3,391,000 | +112.2% | 40,000 | +100.0% | 0.15% | +91.2% |
| CLMT | Sell | CALUMET SPECIALTY PRODS PTNRSut ltd partner | $3,269,000 | -71.4% | 119,800 | -61.8% | 0.15% | -74.1% |
| PRU | Buy | PRUDENTIAL FINL INC | $3,275,000 | +60.1% | 42,000 | +50.0% | 0.15% | +45.1% |
| UBNK | Sell | UNITED FINANCIAL BANCORP INC | $3,158,000 | +4.1% | 195,294 | -2.5% | 0.14% | -5.9% |
| PFS | New | PROVIDENT FINL SVCS INC | $3,161,000 | – | 195,000 | – | 0.14% | – |
| BKH | Buy | BLACK HILLS CORP | $3,096,000 | +15.3% | 62,100 | +12.7% | 0.14% | +4.5% |
| INWK | Sell | INNERWORKINGS INC | $3,076,000 | -13.0% | 313,265 | -3.8% | 0.14% | -21.5% |
| WSFS | Sell | WSFS FINL CORP | $3,013,000 | +5.5% | 50,000 | -8.3% | 0.14% | -4.9% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $2,891,000 | +11.2% | 350,000 | +6.1% | 0.13% | +0.8% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $2,848,000 | +25.5% | 18,000 | +20.0% | 0.13% | +13.2% |
| ISBC | Buy | INVESTORS BANCORP INC | $2,844,000 | +46.7% | 130,000 | +41.3% | 0.13% | +33.0% |
| LNT | Sell | ALLIANT ENERGY CORP | $2,857,000 | -12.1% | 57,654 | -10.6% | 0.13% | -20.9% |
| HPY | Sell | HEARTLAND PMT SYS INC | $2,780,000 | -12.2% | 70,000 | -17.6% | 0.13% | -20.3% |
| AXLL | Sell | AXIALL CORP | $2,751,000 | -71.5% | 72,800 | -67.9% | 0.12% | -74.4% |
| CPK | Buy | CHESAPEAKE UTILS CORP | $2,733,000 | +9.1% | 52,068 | +7.0% | 0.12% | -0.8% |
| WDC | Sell | WESTERN DIGITAL CORP | $2,726,000 | -8.3% | 43,000 | -10.2% | 0.12% | -17.4% |
| NBHC | New | NATIONAL BK HLDGS CORPcl a | $2,670,000 | – | 130,000 | – | 0.12% | – |
| BA | Sell | BOEING CO | $2,573,000 | +11.1% | 21,900 | -3.1% | 0.12% | 0.0% |
| CMA | New | COMERICA INC | $2,555,000 | – | 65,000 | – | 0.12% | – |
| VIAB | Sell | VIACOM INC NEWcl b | $2,549,000 | +19.3% | 30,500 | -2.9% | 0.12% | +7.5% |
| CUBI | New | CUSTOMERS BANCORP INC | $2,508,000 | – | 155,800 | – | 0.11% | – |
| KR | Sell | KROGER CO | $2,489,000 | +13.3% | 61,700 | -3.0% | 0.11% | +2.7% |
| FNFG | Sell | FIRST NIAGARA FINL GP INC | $2,437,000 | -8.7% | 235,000 | -11.3% | 0.11% | -17.9% |
| DLTR | Sell | DOLLAR TREE INC | $2,389,000 | +8.8% | 41,800 | -3.2% | 0.11% | -1.8% |
| PRAA | Buy | PORTFOLIO RECOVERY ASSOCS INC | $2,338,000 | +17.1% | 39,000 | +200.0% | 0.11% | +6.0% |
| HAL | Sell | HALLIBURTON CO | $2,335,000 | +11.9% | 48,500 | -3.0% | 0.11% | +1.9% |
| WU | Sell | WESTERN UN CO | $2,290,000 | +5.8% | 122,700 | -3.0% | 0.10% | -3.7% |
| HCA | Sell | HCA HOLDINGS INC | $2,253,000 | +15.1% | 52,700 | -2.9% | 0.10% | +4.1% |
| ACAS | Sell | AMERICAN CAP LTD COM | $2,200,000 | -0.8% | 160,000 | -8.6% | 0.10% | -9.9% |
| BBBY | Sell | BED BATH & BEYOND INC | $2,158,000 | +5.7% | 27,900 | -3.1% | 0.10% | -3.9% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $2,141,000 | +6.1% | 29,900 | -2.9% | 0.10% | -4.0% |
| PH | Sell | PARKER HANNIFIN CORP | $2,120,000 | +10.5% | 19,500 | -3.0% | 0.10% | 0.0% |
| KLAC | Sell | KLA-TENCOR CORP | $2,124,000 | +5.9% | 34,900 | -3.1% | 0.10% | -4.0% |
| MMM | Sell | 3M CO | $2,102,000 | +6.2% | 17,600 | -2.8% | 0.10% | -4.0% |
| GPS | Sell | GAP INC DEL | $2,078,000 | -6.6% | 51,600 | -3.2% | 0.09% | -15.3% |
| HP | Sell | HELMERICH & PAYNE INC | $2,069,000 | +7.2% | 30,000 | -2.9% | 0.09% | -3.1% |
| PCAR | Sell | PACCAR INC | $2,059,000 | +0.4% | 37,000 | -3.1% | 0.09% | -9.7% |
| CMI | Sell | CUMMINS INC | $2,046,000 | +18.6% | 15,400 | -3.1% | 0.09% | +8.1% |
| CAH | Sell | CARDINAL HEALTH INC | $2,023,000 | +7.2% | 38,800 | -3.0% | 0.09% | -3.2% |
| FLR | Sell | FLUOR CORP NEW | $2,022,000 | +15.9% | 28,500 | -3.1% | 0.09% | +4.6% |
| UNP | Sell | UNION PAC CORP | $2,019,000 | -2.3% | 13,000 | -3.0% | 0.09% | -11.7% |
| USB | Buy | US BANCORP DEL | $2,012,000 | +85.4% | 55,000 | +83.3% | 0.09% | +68.5% |
| A309PS | Sell | DIRECTV | $1,942,000 | -5.9% | 32,500 | -3.0% | 0.09% | -14.6% |
| COL | Sell | ROCKWELL COLLINS INC | $1,948,000 | +3.8% | 28,700 | -3.0% | 0.09% | -6.4% |
| KSS | Sell | KOHLS CORP | $1,915,000 | -0.7% | 37,000 | -3.1% | 0.09% | -10.3% |
| AZO | New | AUTOZONE INC | $1,902,000 | – | 4,500 | – | 0.09% | – |
| MRO | Sell | MARATHON OIL CORP | $1,877,000 | -2.2% | 53,800 | -3.1% | 0.08% | -11.5% |
| CPB | Sell | CAMPBELL SOUP CO | $1,848,000 | -11.8% | 45,400 | -3.0% | 0.08% | -20.0% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $1,844,000 | -1.2% | 22,300 | -3.0% | 0.08% | -10.8% |
| TCF | Sell | TCF FINL CORP | $1,785,000 | -10.1% | 125,000 | -10.7% | 0.08% | -18.2% |
| KEY | Sell | KEYCORP NEW | $1,767,000 | -34.7% | 155,000 | -36.7% | 0.08% | -40.7% |
| FDO | Sell | FAMILY DLR STORES INC | $1,779,000 | +12.4% | 24,700 | -2.8% | 0.08% | +1.3% |
| JWN | Sell | NORDSTROM INC | $1,753,000 | -8.9% | 31,200 | -2.8% | 0.08% | -17.7% |
| MPC | Sell | MARATHON PETE CORP | $1,692,000 | -12.1% | 26,300 | -3.0% | 0.08% | -19.8% |
| FL | Sell | FOOT LOCKER INC | $1,694,000 | -6.2% | 49,900 | -2.9% | 0.08% | -14.4% |
| CF | New | CF INDS HLDGS INC | $1,687,000 | – | 8,000 | – | 0.08% | – |
| BAX | Sell | BAXTER INTL INC | $1,627,000 | -8.2% | 24,775 | -3.1% | 0.07% | -16.9% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $1,640,000 | -5.3% | 36,600 | -2.9% | 0.07% | -14.9% |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $1,574,000 | – | 8,500 | – | 0.07% | – |
| XOM | Sell | EXXON MOBIL CORP | $1,575,000 | -7.8% | 18,300 | -3.2% | 0.07% | -17.4% |
| UTL | Buy | UNITIL CORP | $1,567,000 | +15.1% | 53,523 | +13.6% | 0.07% | +4.4% |
| DE | Sell | DEERE & CO | $1,546,000 | -3.0% | 19,000 | -3.1% | 0.07% | -12.5% |
| CAT | Sell | CATERPILLAR INC DEL | $1,534,000 | -2.1% | 18,400 | -3.2% | 0.07% | -11.5% |
| GPT | Sell | GRAMERCY PPTY TR INC | $1,536,000 | -25.0% | 370,000 | -18.7% | 0.07% | -33.0% |
| HFC | Sell | HOLLYFRONTIER CORP | $1,512,000 | -80.6% | 35,900 | -80.3% | 0.07% | -82.6% |
| BRKL | Sell | BROOKLINE BANCORP INC DEL | $1,459,000 | -13.8% | 155,000 | -20.5% | 0.07% | -22.4% |
| AAPL | New | APPLE INC | $1,454,000 | – | 3,050 | – | 0.07% | – |
| IBCP | New | INDEPENDENT BANK CORP MICH | $1,360,000 | – | 136,000 | – | 0.06% | – |
| JOY | Sell | JOY GLOBAL INC | $1,373,000 | +1.8% | 26,900 | -3.2% | 0.06% | -8.8% |
| FHN | Sell | FIRST HORIZON NATL CORP | $1,319,000 | -24.0% | 120,000 | -22.6% | 0.06% | -31.0% |
| SUSQ | Sell | SUSQUEHANNA BANCSHARES INC | $1,318,000 | -29.3% | 105,000 | -27.6% | 0.06% | -35.5% |
| PVTB | Sell | PRIVATEBANCORP INC | $1,305,000 | -23.1% | 61,000 | -23.8% | 0.06% | -30.6% |
| INDB | Sell | INDEPENDENT BANK CORP MASS | $1,250,000 | -9.4% | 35,000 | -12.5% | 0.06% | -17.4% |
| DGAS | Buy | DELTA NAT GAS INC | $1,074,000 | +14.9% | 48,605 | +10.5% | 0.05% | +4.3% |
| OPY | Sell | OPPENHEIMER HLDGS INCcl a non voting | $1,056,000 | -57.9% | 59,406 | -54.9% | 0.05% | -61.9% |
| NVE | Buy | NV ENERGY INC | $1,000,000 | +2.9% | 42,350 | +2.2% | 0.04% | -8.2% |
| UNS | Sell | UNS ENERGY CORP | $787,000 | -1.6% | 16,880 | -5.6% | 0.04% | -10.0% |
| CSCO | Sell | CISCO SYS INC | $641,000 | -27.8% | 27,350 | -25.1% | 0.03% | -34.1% |
| RGCO | Sell | RGC RES INC | $614,000 | -9.3% | 33,310 | -0.3% | 0.03% | -17.6% |
| ETR | New | ENTERGY CORP NEW | $594,000 | – | 9,400 | – | 0.03% | – |
| EGAS | Buy | GAS NAT INC | $509,000 | +37.9% | 49,943 | +39.3% | 0.02% | +27.8% |
| COWN | Sell | COWEN GROUP INC NEWcl a | $483,000 | -60.8% | 140,000 | -67.1% | 0.02% | -64.5% |
| EDE | Sell | EMPIRE DIST ELEC CO | $440,000 | -3.7% | 20,300 | -1.0% | 0.02% | -13.0% |
| AXP | Sell | AMERICAN EXPRESS CO | $378,000 | -79.8% | 5,000 | -80.0% | 0.02% | -81.9% |
| PIPR | Sell | PIPER JAFFRAY COS | $343,000 | -72.9% | 10,000 | -75.0% | 0.02% | -74.6% |
| PCLN | New | PRICELINE COM INC | $243,000 | – | 240 | – | 0.01% | – |
| NFLX | New | NETFLIX INC | $238,000 | – | 770 | – | 0.01% | – |
| LNKD | New | LINKEDIN CORP | $239,000 | – | 970 | – | 0.01% | – |
| CRM | New | SALESFORCE COM INC | $241,000 | – | 4,650 | – | 0.01% | – |
| SNDK | New | SANDISK CORP | $239,000 | – | 4,020 | – | 0.01% | – |
| DOV | New | DOVER CORP | $238,000 | – | 2,650 | – | 0.01% | – |
| TRIP | New | TRIPADVISOR INC | $239,000 | – | 3,145 | – | 0.01% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $247,000 | – | 2,130 | – | 0.01% | – |
| ILMN | New | ILLUMINA INC | $232,000 | – | 2,873 | – | 0.01% | – |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $214,000 | – | 5,300 | – | 0.01% | – |
| N | New | NETSUITE INC | $216,000 | – | 2,000 | – | 0.01% | – |
| MGI | Exit | MONEYGRAM INTL INC | $0 | – | -20,000 | – | -0.02% | – |
| SWS | Exit | SWS GROUP INC | $0 | – | -114,136 | – | -0.03% | – |
| CHS | Exit | CHICOS FAS INC | $0 | – | -314,500 | – | -0.27% | – |
| FAF | Exit | FIRST AMERN FINL CORP | $0 | – | -254,500 | – | -0.28% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -69,900 | – | -0.29% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -351,000 | – | -0.29% | – |
| THO | Exit | THOR INDS INC | $0 | – | -137,700 | – | -0.34% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -76,100 | – | -0.34% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -157,700 | – | -0.34% | – |
| CHMT | Exit | CHEMTURA CORP | $0 | – | -339,600 | – | -0.34% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -60,300 | – | -0.34% | – |
| AOS | Exit | SMITH A O | $0 | – | -196,900 | – | -0.36% | – |
| SPF | Exit | STANDARD PAC CORP NEW | $0 | – | -869,000 | – | -0.36% | – |
| MAS | Exit | MASCO CORP | $0 | – | -373,900 | – | -0.36% | – |
| LCC | Exit | U S AIRWAYS GROUP INC | $0 | – | -450,500 | – | -0.37% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -91,200 | – | -0.38% | – |
| EXH | Exit | EXTERRAN HLDGS INC | $0 | – | -293,000 | – | -0.41% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -249,400 | – | -0.41% | – |
| GEO | Exit | GEO GROUP INC | $0 | – | -246,193 | – | -0.42% | – |
| PRXL | Exit | PAREXEL INTL CORP | $0 | – | -197,000 | – | -0.45% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ET | New | ENERGY TRANSFER EQUITY L P | $50,166,000 | – | 838,624 | – | 2.51% | – |
| KMI | New | KINDER MORGAN INC DEL | $49,787,000 | – | 1,305,025 | – | 2.49% | – |
| WMB | New | WILLIAMS COS INC DEL | $49,112,000 | – | 1,512,529 | – | 2.46% | – |
| SE | New | SPECTRA ENERGY CORP | $48,956,000 | – | 1,420,660 | – | 2.45% | – |
| NGG | New | NATIONAL GRID PLCspon adr new | $48,928,000 | – | 863,385 | – | 2.45% | – |
| ENB | New | ENBRIDGE INC | $48,656,000 | – | 1,156,551 | – | 2.44% | – |
| SRE | New | SEMPRA ENERGY | $48,658,000 | – | 595,134 | – | 2.44% | – |
| TRP | New | TRANSCANADA CORP | $48,417,000 | – | 1,123,102 | – | 2.42% | – |
| D | New | DOMINION RES INC VA NEW | $42,027,000 | – | 739,659 | – | 2.10% | – |
| LNG | New | CHENIERE ENERGY INC | $36,773,000 | – | 1,324,692 | – | 1.84% | – |
| OKE | New | ONEOK INC NEW | $36,573,000 | – | 885,329 | – | 1.83% | – |
| NI | New | NISOURCE INC | $34,114,000 | – | 1,191,131 | – | 1.71% | – |
| PCG | New | PG&E CORP | $32,699,000 | – | 715,055 | – | 1.64% | – |
| GAS | New | AGL RES INC | $27,470,000 | – | 640,916 | – | 1.38% | – |
| ATO | New | ATMOS ENERGY CORP | $23,583,000 | – | 574,362 | – | 1.18% | – |
| CNP | New | CENTERPOINT ENERGY INC | $22,896,000 | – | 974,726 | – | 1.15% | – |
| STR | New | QUESTAR CORP | $22,398,000 | – | 939,115 | – | 1.12% | – |
| NFG | New | NATIONAL FUEL GAS CO N J | $19,861,000 | – | 342,718 | – | 0.99% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $18,609,000 | – | 569,790 | – | 0.93% | – |
| ED | New | CONSOLIDATED EDISON INC | $18,151,000 | – | 311,281 | – | 0.91% | – |
| PNY | New | PIEDMONT NAT GAS INC | $16,787,000 | – | 497,544 | – | 0.84% | – |
| P105PS | New | INTEGRYS ENERGY GROUP INC | $15,020,000 | – | 256,621 | – | 0.75% | – |
| DTE | New | DTE ENERGY CO | $14,886,000 | – | 222,148 | – | 0.74% | – |
| CMS | New | CMS ENERGY CORP | $14,649,000 | – | 539,148 | – | 0.73% | – |
| SWX | New | SOUTHWEST GAS CORP | $14,038,000 | – | 300,023 | – | 0.70% | – |
| WGL | New | WGL HLDGS INC | $13,246,000 | – | 306,487 | – | 0.66% | – |
| KBH | New | KB HOME | $12,787,000 | – | 651,400 | – | 0.64% | – |
| JAH | New | JARDEN CORP | $12,589,000 | – | 287,750 | – | 0.63% | – |
| MHK | New | MOHAWK INDS INC | $12,396,000 | – | 110,200 | – | 0.62% | – |
| PIR | New | PIER 1 IMPORTS INC | $11,597,000 | – | 493,700 | – | 0.58% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $11,553,000 | – | 305,000 | – | 0.58% | – |
| CLMT | New | CALUMET SPECIALTY PRODS PTNRSut ltd partner | $11,423,000 | – | 314,000 | – | 0.57% | – |
| PVH | New | PVH CORP | $11,342,000 | – | 90,700 | – | 0.57% | – |
| INTC | New | INTEL CORP | $11,135,000 | – | 459,750 | – | 0.56% | – |
| MDU | New | MDU RES GROUP INC | $11,002,000 | – | 424,607 | – | 0.55% | – |
| VMI | New | VALMONT INDS INC | $10,417,000 | – | 72,800 | – | 0.52% | – |
| XEL | New | XCEL ENERGY INC | $10,267,000 | – | 362,291 | – | 0.51% | – |
| AXLL | New | AXIALL CORP | $9,661,000 | – | 226,900 | – | 0.48% | – |
| EXC | New | EXELON CORP | $9,523,000 | – | 308,381 | – | 0.48% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $9,461,000 | – | 187,950 | – | 0.47% | – |
| PRXL | New | PAREXEL INTL CORP | $9,050,000 | – | 197,000 | – | 0.45% | – |
| MRK | New | MERCK & CO INC NEW | $9,021,000 | – | 194,200 | – | 0.45% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $9,020,000 | – | 171,800 | – | 0.45% | – |
| UGI | New | UGI CORP NEW | $8,973,000 | – | 229,435 | – | 0.45% | – |
| PFE | New | PFIZER INC | $8,945,000 | – | 319,350 | – | 0.45% | – |
| JNJ | New | JOHNSON & JOHNSON | $8,874,000 | – | 103,350 | – | 0.44% | – |
| SJI | New | SOUTH JERSEY INDS INC | $8,754,000 | – | 152,485 | – | 0.44% | – |
| NJR | New | NEW JERSEY RES | $8,727,000 | – | 210,142 | – | 0.44% | – |
| AIG | New | AMERICAN INTL GROUP INC | $8,600,000 | – | 192,400 | – | 0.43% | – |
| DAL | New | DELTA AIR LINES INC DEL | $8,608,000 | – | 460,100 | – | 0.43% | – |
| USG | New | U S G CORP | $8,588,000 | – | 372,600 | – | 0.43% | – |
| GEO | New | GEO GROUP INC | $8,358,000 | – | 246,193 | – | 0.42% | – |
| CVX | New | CHEVRON CORP NEW | $8,313,000 | – | 70,250 | – | 0.42% | – |
| CTB | New | COOPER TIRE & RUBR CO | $8,273,000 | – | 249,400 | – | 0.41% | – |
| EXH | New | EXTERRAN HLDGS INC | $8,239,000 | – | 293,000 | – | 0.41% | – |
| T | New | AT&T INC | $8,209,000 | – | 231,900 | – | 0.41% | – |
| LG | New | LACLEDE GROUP INC | $8,029,000 | – | 175,849 | – | 0.40% | – |
| EQT | New | EQT CORP | $7,854,000 | – | 98,960 | – | 0.39% | – |
| HFC | New | HOLLYFRONTIER CORP | $7,790,000 | – | 182,100 | – | 0.39% | – |
| GRA | New | GRACE W R & CO DEL NEW | $7,664,000 | – | 91,200 | – | 0.38% | – |
| FBP | New | FIRST BANCORP P R | $7,576,000 | – | 1,070,000 | – | 0.38% | – |
| BKU | New | BANKUNITED INC | $7,543,000 | – | 290,000 | – | 0.38% | – |
| SCG | New | SCANA CORP NEW | $7,553,000 | – | 153,823 | – | 0.38% | – |
| BPOP | New | POPULAR INC | $7,431,000 | – | 245,000 | – | 0.37% | – |
| LCC | New | U S AIRWAYS GROUP INC | $7,397,000 | – | 450,500 | – | 0.37% | – |
| STSA | New | STERLING FINL CORP WASH | $7,372,000 | – | 310,000 | – | 0.37% | – |
| MAS | New | MASCO CORP | $7,287,000 | – | 373,900 | – | 0.36% | – |
| ECPG | New | ENCORE CAP GROUP INC | $7,284,000 | – | 220,000 | – | 0.36% | – |
| SPF | New | STANDARD PAC CORP NEW | $7,239,000 | – | 869,000 | – | 0.36% | – |
| AOS | New | SMITH A O | $7,144,000 | – | 196,900 | – | 0.36% | – |
| MBI | New | MBIA INC | $7,121,000 | – | 535,000 | – | 0.36% | – |
| FBC | New | FLAGSTAR BANCORP INC | $7,120,000 | – | 510,000 | – | 0.36% | – |
| VVC | New | VECTREN CORP | $7,068,000 | – | 208,916 | – | 0.35% | – |
| MTG | New | MGIC INVT CORP WIS | $7,072,000 | – | 1,165,000 | – | 0.35% | – |
| HMST | New | HOMESTREET INC | $6,971,000 | – | 325,000 | – | 0.35% | – |
| WHR | New | WHIRLPOOL CORP | $6,896,000 | – | 60,300 | – | 0.34% | – |
| CHMT | New | CHEMTURA CORP | $6,894,000 | – | 339,600 | – | 0.34% | – |
| NWN | New | NORTHWEST NAT GAS CO | $6,863,000 | – | 161,564 | – | 0.34% | – |
| MTH | New | MERITAGE HOMES CORP | $6,838,000 | – | 157,700 | – | 0.34% | – |
| SNA | New | SNAP ON INC | $6,802,000 | – | 76,100 | – | 0.34% | – |
| NSM | New | NATIONSTAR MTG HLDGS INC | $6,814,000 | – | 182,000 | – | 0.34% | – |
| WEC | New | WISCONSIN ENERGY CORP | $6,782,000 | – | 165,460 | – | 0.34% | – |
| THO | New | THOR INDS INC | $6,772,000 | – | 137,700 | – | 0.34% | – |
| OCN | New | OCWEN FINL CORP | $6,678,000 | – | 162,000 | – | 0.33% | – |
| DUK | New | DUKE ENERGY CORP NEW | $6,671,000 | – | 98,837 | – | 0.33% | – |
| MCD | New | MCDONALDS CORP | $6,574,000 | – | 66,400 | – | 0.33% | – |
| GE | New | GENERAL ELECTRIC CO | $6,578,000 | – | 283,650 | – | 0.33% | – |
| SNV | New | SYNOVUS FINL CORP | $6,497,000 | – | 2,225,000 | – | 0.32% | – |
| GNW | New | GENWORTH FINL INC | $6,447,000 | – | 565,000 | – | 0.32% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $6,381,000 | – | 94,000 | – | 0.32% | – |
| PG | New | PROCTER & GAMBLE CO | $6,286,000 | – | 81,650 | – | 0.32% | – |
| JPM | New | JPMORGAN CHASE & CO. | $6,261,000 | – | 118,600 | – | 0.31% | – |
| FFIC | New | FLUSHING FINL CORP | $6,169,000 | – | 375,000 | – | 0.31% | – |
| CAB | New | CABELAS INC | $6,042,000 | – | 93,300 | – | 0.30% | – |
| NRF | New | NORTHSTAR RLTY FIN CORP | $6,006,000 | – | 660,000 | – | 0.30% | – |
| NU | New | NORTHEAST UTILS | $5,987,000 | – | 142,475 | – | 0.30% | – |
| WAC | New | WALTER INVT MGMT CORP | $5,984,000 | – | 177,000 | – | 0.30% | – |
| FNP | New | FIFTH & PAC COS INC | $5,889,000 | – | 263,600 | – | 0.30% | – |
| HLSSF | New | HOME LN SERVICING SOLUTIONS | $5,873,000 | – | 245,000 | – | 0.29% | – |
| KFN | New | KKR FINL HLDGS LLC | $5,803,000 | – | 550,000 | – | 0.29% | – |
| HUN | New | HUNTSMAN CORP | $5,813,000 | – | 351,000 | – | 0.29% | – |
| AF | New | ASTORIA FINL CORP | $5,767,000 | – | 535,000 | – | 0.29% | – |
| EGN | New | ENERGEN CORP | $5,759,000 | – | 110,192 | – | 0.29% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $5,724,000 | – | 230,800 | – | 0.29% | – |
| DDS | New | DILLARDS INCcl a | $5,730,000 | – | 69,900 | – | 0.29% | – |
| LAD | New | LITHIA MTRS INCcl a | $5,624,000 | – | 105,500 | – | 0.28% | – |
| PHH | New | PHH CORP | $5,605,000 | – | 275,000 | – | 0.28% | – |
| FAF | New | FIRST AMERN FINL CORP | $5,609,000 | – | 254,500 | – | 0.28% | – |
| RASF | New | RAIT FINANCIAL TRUST | $5,452,000 | – | 725,000 | – | 0.27% | – |
| CSE | New | CAPITALSOURCE INC | $5,440,000 | – | 580,000 | – | 0.27% | – |
| CAR | New | AVIS BUDGET GROUP | $5,431,000 | – | 188,900 | – | 0.27% | – |
| BANR | New | BANNER CORP | $5,406,000 | – | 160,000 | – | 0.27% | – |
| TRS | New | TRIMAS CORP | $5,391,000 | – | 144,600 | – | 0.27% | – |
| CHS | New | CHICOS FAS INC | $5,365,000 | – | 314,500 | – | 0.27% | – |
| CI | New | CIGNA CORPORATION | $5,343,000 | – | 73,700 | – | 0.27% | – |
| PZZA | New | PAPA JOHNS INTL INC | $5,341,000 | – | 81,700 | – | 0.27% | – |
| UIL | New | UIL HLDG CORP | $5,340,000 | – | 139,612 | – | 0.27% | – |
| GEL | New | GENESIS ENERGY L Punit ltd partn | $5,230,000 | – | 100,900 | – | 0.26% | – |
| LMT | New | LOCKHEED MARTIN CORP | $5,206,000 | – | 48,000 | – | 0.26% | – |
| HD | New | HOME DEPOT INC | $5,167,000 | – | 66,700 | – | 0.26% | – |
| SCI | New | SERVICE CORP INTL | $5,167,000 | – | 286,600 | – | 0.26% | – |
| RTN | New | RAYTHEON CO | $5,144,000 | – | 77,800 | – | 0.26% | – |
| RDN | New | RADIAN GROUP INC | $5,113,000 | – | 440,000 | – | 0.26% | – |
| DXPE | New | DXP ENTERPRISES INC NEW | $4,975,000 | – | 74,700 | – | 0.25% | – |
| GD | New | GENERAL DYNAMICS CORP | $4,982,000 | – | 63,600 | – | 0.25% | – |
| WOR | New | WORTHINGTON INDS INC | $4,925,000 | – | 155,300 | – | 0.25% | – |
| AMWD | New | AMERICAN WOODMARK CORP | $4,920,000 | – | 141,800 | – | 0.25% | – |
| SCS | New | STEELCASE INCcl a | $4,921,000 | – | 337,500 | – | 0.25% | – |
| LII | New | LENNOX INTL INC | $4,892,000 | – | 75,800 | – | 0.24% | – |
| WFC | New | WELLS FARGO & CO NEW | $4,870,000 | – | 118,000 | – | 0.24% | – |
| UNF | New | UNIFIRST CORP MASS | $4,882,000 | – | 53,500 | – | 0.24% | – |
| MSFT | New | MICROSOFT CORP | $4,845,000 | – | 140,300 | – | 0.24% | – |
| AVY | New | AVERY DENNISON CORP | $4,815,000 | – | 112,600 | – | 0.24% | – |
| EME | New | EMCOR GROUP INC | $4,768,000 | – | 117,300 | – | 0.24% | – |
| FOR | New | FORESTAR GROUP INC | $4,714,000 | – | 235,000 | – | 0.24% | – |
| LOW | New | LOWES COS INC | $4,704,000 | – | 115,000 | – | 0.24% | – |
| TRGP | New | TARGA RES CORP | $4,619,000 | – | 71,800 | – | 0.23% | – |
| DW | New | DREW INDS INC | $4,600,000 | – | 117,000 | – | 0.23% | – |
| PMT | New | PENNYMAC MTG INVT TR | $4,568,000 | – | 217,000 | – | 0.23% | – |
| TTC | New | TORO CO | $4,464,000 | – | 98,300 | – | 0.22% | – |
| STC | New | STEWART INFORMATION SVCS CORP COM | $4,460,000 | – | 170,300 | – | 0.22% | – |
| MWIV | New | MWI VETERINARY SUPPLY INC | $4,437,000 | – | 36,000 | – | 0.22% | – |
| EVER | New | EVERBANK FINL CORP | $4,388,000 | – | 265,000 | – | 0.22% | – |
| IOSP | New | INNOSPEC INC | $4,396,000 | – | 109,400 | – | 0.22% | – |
| COP | New | CONOCOPHILLIPS | $4,392,000 | – | 72,600 | – | 0.22% | – |
| APOG | New | APOGEE ENTERPRISES INC | $4,318,000 | – | 179,937 | – | 0.22% | – |
| CTRX | New | CATAMARAN CORP | $4,289,000 | – | 88,035 | – | 0.22% | – |
| BKD | New | BROOKDALE SR LIVING INC | $4,167,000 | – | 157,600 | – | 0.21% | – |
| FNF | New | FIDELITY NATIONAL FINANCIALcl a | $4,148,000 | – | 174,200 | – | 0.21% | – |
| CSL | New | CARLISLE COS INC | $4,125,000 | – | 66,200 | – | 0.21% | – |
| DIN | New | DINEEQUITY INC | $4,112,000 | – | 59,700 | – | 0.21% | – |
| LLY | New | LILLY ELI & CO | $4,033,000 | – | 82,100 | – | 0.20% | – |
| SCL | New | STEPAN CO | $4,015,000 | – | 72,200 | – | 0.20% | – |
| FULT | New | FULTON FINL CORP PA | $4,018,000 | – | 350,000 | – | 0.20% | – |
| CGIPQ | New | CELADON GROUP INC | $3,968,000 | – | 217,400 | – | 0.20% | – |
| BC | New | BRUNSWICK CORP | $3,959,000 | – | 123,900 | – | 0.20% | – |
| TISI | New | TEAM INC | $3,785,000 | – | 100,000 | – | 0.19% | – |
| SHLM | New | SCHULMAN A INC | $3,760,000 | – | 140,200 | – | 0.19% | – |
| INWK | New | INNERWORKINGS INC | $3,535,000 | – | 325,765 | – | 0.18% | – |
| AEE | New | AMEREN CORP | $3,509,000 | – | 101,890 | – | 0.18% | – |
| OCFC | New | OCEANFIRST FINL CORP | $3,505,000 | – | 225,400 | – | 0.18% | – |
| WTFC | New | WINTRUST FINANCIAL CORP | $3,445,000 | – | 90,000 | – | 0.17% | – |
| FCX | New | FREEPORT-MCMORAN COP & GLD | $3,404,000 | – | 123,300 | – | 0.17% | – |
| TEX | New | TEREX CORP NEW | $3,390,000 | – | 128,900 | – | 0.17% | – |
| C | New | CITIGROUP INC | $3,358,000 | – | 70,000 | – | 0.17% | – |
| V | New | VISA INCcl a | $3,290,000 | – | 18,000 | – | 0.16% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $3,266,000 | – | 254,000 | – | 0.16% | – |
| BX | New | BLACKSTONE GROUP L P | $3,264,000 | – | 155,000 | – | 0.16% | – |
| LNT | New | ALLIANT ENERGY CORP | $3,252,000 | – | 64,492 | – | 0.16% | – |
| RF | New | REGIONS FINL CORP NEW | $3,240,000 | – | 340,000 | – | 0.16% | – |
| STI | New | SUNTRUST BKS INC | $3,220,000 | – | 102,000 | – | 0.16% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $3,208,000 | – | 44,000 | – | 0.16% | – |
| TWC | New | TIME WARNER CABLE INC | $3,194,000 | – | 28,400 | – | 0.16% | – |
| HPY | New | HEARTLAND PMT SYS INC | $3,166,000 | – | 85,000 | – | 0.16% | – |
| KRFT | New | KRAFT FOODS GROUP INC | $3,159,000 | – | 56,534 | – | 0.16% | – |
| DFS | New | DISCOVER FINL SVCS | $3,097,000 | – | 65,000 | – | 0.16% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $3,106,000 | – | 69,500 | – | 0.16% | – |
| TE | New | TECO ENERGY INC | $3,092,000 | – | 179,890 | – | 0.16% | – |
| UBNK | New | UNITED FINANCIAL BANCORP INC | $3,034,000 | – | 200,294 | – | 0.15% | – |
| F | New | FORD MTR CO DEL | $3,046,000 | – | 196,900 | – | 0.15% | – |
| RCKB | New | ROCKVILLE FINL INC NEW | $3,008,000 | – | 230,000 | – | 0.15% | – |
| COF | New | CAPITAL ONE FINL CORP | $3,015,000 | – | 48,000 | – | 0.15% | – |
| WDC | New | WESTERN DIGITAL CORP | $2,974,000 | – | 47,900 | – | 0.15% | – |
| NWE | New | NORTHWESTERN CORP | $2,968,000 | – | 74,398 | – | 0.15% | – |
| GIS | New | GENERAL MLS INC | $2,951,000 | – | 60,800 | – | 0.15% | – |
| MS | New | MORGAN STANLEY | $2,932,000 | – | 120,000 | – | 0.15% | – |
| ADP | New | AUTOMATIC DATA PROCESSING INC | $2,913,000 | – | 42,300 | – | 0.15% | – |
| PEP | New | PEPSICO INC | $2,887,000 | – | 35,300 | – | 0.14% | – |
| WM | New | WASTE MGMT INC DEL | $2,847,000 | – | 70,600 | – | 0.14% | – |
| WSFS | New | WSFS FINL CORP | $2,855,000 | – | 54,500 | – | 0.14% | – |
| K | New | KELLOGG CO | $2,807,000 | – | 43,700 | – | 0.14% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $2,803,000 | – | 56,100 | – | 0.14% | – |
| KMB | New | KIMBERLY CLARK CORP | $2,768,000 | – | 28,500 | – | 0.14% | – |
| UPS | New | UNITED PARCEL SERVICE INCcl b | $2,776,000 | – | 32,100 | – | 0.14% | – |
| SYY | New | SYSCO CORP | $2,729,000 | – | 79,900 | – | 0.14% | – |
| CAG | New | CONAGRA FOODS INC | $2,707,000 | – | 77,500 | – | 0.14% | – |
| CIT | New | CIT GROUP INC | $2,705,000 | – | 58,000 | – | 0.14% | – |
| KEY | New | KEYCORP NEW | $2,705,000 | – | 245,000 | – | 0.14% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $2,669,000 | – | 265,000 | – | 0.13% | – |
| IP | New | INTL PAPER CO | $2,681,000 | – | 60,500 | – | 0.13% | – |
| BKH | New | BLACK HILLS CORP | $2,686,000 | – | 55,100 | – | 0.13% | – |
| NSC | New | NORFOLK SOUTHERN CORP | $2,674,000 | – | 36,800 | – | 0.13% | – |
| MO | New | ALTRIA GROUP INC | $2,624,000 | – | 75,000 | – | 0.13% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $2,600,000 | – | 330,000 | – | 0.13% | – |
| PPL | New | PPL CORP | $2,573,000 | – | 85,035 | – | 0.13% | – |
| DOW | New | DOW CHEM CO | $2,532,000 | – | 78,700 | – | 0.13% | – |
| UL | New | UNILEVER PLCspon adr new | $2,532,000 | – | 62,600 | – | 0.13% | – |
| PM | New | PHILIP MORRIS INTL INC | $2,521,000 | – | 29,100 | – | 0.13% | – |
| OPY | New | OPPENHEIMER HLDGS INCcl a non voting | $2,508,000 | – | 131,706 | – | 0.13% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $2,506,000 | – | 48,679 | – | 0.12% | – |
| UN | New | UNILEVER N V | $2,473,000 | – | 62,900 | – | 0.12% | – |
| WAFD | New | WASHINGTON FED INC | $2,454,000 | – | 130,000 | – | 0.12% | – |
| FBNK | New | FIRST CONN BANCORP INC MD | $2,436,000 | – | 175,000 | – | 0.12% | – |
| BP | New | BP PLCsponsored adr | $2,392,000 | – | 57,300 | – | 0.12% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $2,374,000 | – | 105,000 | – | 0.12% | – |
| NUE | New | NUCOR CORP | $2,365,000 | – | 54,600 | – | 0.12% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCsponsored adr | $2,333,000 | – | 35,200 | – | 0.12% | – |
| HSBC | New | HSBC HLDGS PLCspon adr new | $2,341,000 | – | 45,100 | – | 0.12% | – |
| TBBK | New | BANCORP INC DEL | $2,323,000 | – | 155,000 | – | 0.12% | – |
| BA | New | BOEING CO | $2,315,000 | – | 22,600 | – | 0.12% | – |
| MET | New | METLIFE INC | $2,288,000 | – | 50,000 | – | 0.12% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $2,269,000 | – | 15,000 | – | 0.11% | – |
| TTE | New | TOTAL S Asponsored adr | $2,274,000 | – | 46,700 | – | 0.11% | – |
| GPS | New | GAP INC DEL | $2,224,000 | – | 53,300 | – | 0.11% | – |
| ACAS | New | AMERICAN CAP LTD | $2,217,000 | – | 175,000 | – | 0.11% | – |
| LUMN | New | CENTURYLINK INC | $2,202,000 | – | 62,300 | – | 0.11% | – |
| DLTR | New | DOLLAR TREE INC | $2,196,000 | – | 43,200 | – | 0.11% | – |
| KR | New | KROGER CO | $2,197,000 | – | 63,600 | – | 0.11% | – |
| WU | New | WESTERN UN CO | $2,164,000 | – | 126,500 | – | 0.11% | – |
| VIAB | New | VIACOM INC NEWcl b | $2,137,000 | – | 31,400 | – | 0.11% | – |
| CPB | New | CAMPBELL SOUP CO | $2,096,000 | – | 46,800 | – | 0.10% | – |
| AVA | New | AVISTA CORP | $2,107,000 | – | 77,972 | – | 0.10% | – |
| HAL | New | HALLIBURTON CO | $2,086,000 | – | 50,000 | – | 0.10% | – |
| A309PS | New | DIRECTV | $2,064,000 | – | 33,500 | – | 0.10% | – |
| GPT | New | GRAMERCY PPTY TR INC | $2,048,000 | – | 455,000 | – | 0.10% | – |
| UNP | New | UNION PAC CORP | $2,067,000 | – | 13,400 | – | 0.10% | – |
| PCAR | New | PACCAR INC | $2,050,000 | – | 38,200 | – | 0.10% | – |
| BBBY | New | BED BATH & BEYOND INC | $2,042,000 | – | 28,800 | – | 0.10% | – |
| PRU | New | PRUDENTIAL FINL INC | $2,045,000 | – | 28,000 | – | 0.10% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $2,017,000 | – | 30,800 | – | 0.10% | – |
| PRAA | New | PORTFOLIO RECOVERY ASSOCS | $1,997,000 | – | 13,000 | – | 0.10% | – |
| GDOT | New | GREEN DOT CORPcl a | $1,995,000 | – | 100,000 | – | 0.10% | – |
| KLAC | New | KLA-TENCOR CORP | $2,006,000 | – | 36,000 | – | 0.10% | – |
| SAN | New | BANCO SANTANDER SAadr | $2,006,000 | – | 310,000 | – | 0.10% | – |
| MMM | New | 3M CO | $1,979,000 | – | 18,100 | – | 0.10% | – |
| TCF | New | TCF FINL CORP | $1,985,000 | – | 140,000 | – | 0.10% | – |
| HCA | New | HCA HOLDINGS INC | $1,958,000 | – | 54,300 | – | 0.10% | – |
| ISBC | New | INVESTORS BANCORP INC | $1,939,000 | – | 92,000 | – | 0.10% | – |
| HP | New | HELMERICH & PAYNE INC | $1,930,000 | – | 30,900 | – | 0.10% | – |
| KSS | New | KOHLS CORP | $1,929,000 | – | 38,200 | – | 0.10% | – |
| PH | New | PARKER HANNIFIN CORP | $1,918,000 | – | 20,100 | – | 0.10% | – |
| JWN | New | NORDSTROM INC | $1,924,000 | – | 32,100 | – | 0.10% | – |
| MPC | New | MARATHON PETE CORP | $1,926,000 | – | 27,100 | – | 0.10% | – |
| MRO | New | MARATHON OIL CORP | $1,919,000 | – | 55,500 | – | 0.10% | – |
| CAH | New | CARDINAL HEALTH INC | $1,888,000 | – | 40,000 | – | 0.10% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,869,000 | – | 25,000 | – | 0.09% | – |
| COL | New | ROCKWELL COLLINS INC | $1,877,000 | – | 29,600 | – | 0.09% | – |
| AAP | New | ADVANCE AUTO PARTS INC | $1,867,000 | – | 23,000 | – | 0.09% | – |
| SUSQ | New | SUSQUEHANNA BANCSHARES INC | $1,863,000 | – | 145,000 | – | 0.09% | – |
| HPQ | New | HEWLETT PACKARD CO | $1,834,000 | – | 73,950 | – | 0.09% | – |
| FL | New | FOOT LOCKER INC | $1,806,000 | – | 51,400 | – | 0.09% | – |
| BAX | New | BAXTER INTL INC | $1,772,000 | – | 25,575 | – | 0.09% | – |
| NEM | New | NEWMONT MINING CORP | $1,755,000 | – | 58,600 | – | 0.09% | – |
| FITB | New | FIFTH THIRD BANCORP | $1,733,000 | – | 96,000 | – | 0.09% | – |
| FHN | New | FIRST HORIZON NATL CORP | $1,736,000 | – | 155,000 | – | 0.09% | – |
| FLR | New | FLUOR CORP NEW | $1,744,000 | – | 29,400 | – | 0.09% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $1,732,000 | – | 37,700 | – | 0.09% | – |
| XOM | New | EXXON MOBIL CORP | $1,708,000 | – | 18,900 | – | 0.09% | – |
| CMI | New | CUMMINS INC | $1,725,000 | – | 15,900 | – | 0.09% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $1,693,000 | – | 195,000 | – | 0.08% | – |
| PVTB | New | PRIVATEBANCORP INC | $1,697,000 | – | 80,000 | – | 0.08% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $1,643,000 | – | 146,700 | – | 0.08% | – |
| TRV | New | TRAVELERS COMPANIES INC | $1,598,000 | – | 20,000 | – | 0.08% | – |
| DE | New | DEERE & CO | $1,593,000 | – | 19,600 | – | 0.08% | – |
| FDO | New | FAMILY DLR STORES INC | $1,583,000 | – | 25,400 | – | 0.08% | – |
| CAT | New | CATERPILLAR INC DEL | $1,567,000 | – | 19,000 | – | 0.08% | – |
| CBF | New | CAPITAL BK FINL CORP | $1,519,000 | – | 80,000 | – | 0.08% | – |
| INDB | New | INDEPENDENT BANK CORP MASS | $1,380,000 | – | 40,000 | – | 0.07% | – |
| UTL | New | UNITIL CORP | $1,361,000 | – | 47,126 | – | 0.07% | – |
| JOY | New | JOY GLOBAL INC | $1,349,000 | – | 27,800 | – | 0.07% | – |
| MGEE | New | MGE ENERGY INC | $1,315,000 | – | 24,017 | – | 0.07% | – |
| PIPR | New | PIPER JAFFRAY COS | $1,264,000 | – | 40,000 | – | 0.06% | – |
| COWN | New | COWEN GROUP INC NEWcl a | $1,233,000 | – | 425,000 | – | 0.06% | – |
| POM | New | PEPCO HOLDINGS INC | $1,161,000 | – | 57,604 | – | 0.06% | – |
| USB | New | US BANCORP DEL | $1,085,000 | – | 30,000 | – | 0.05% | – |
| NVE | New | NV ENERGY INC | $972,000 | – | 41,450 | – | 0.05% | – |
| DGAS | New | DELTA NAT GAS INC | $935,000 | – | 43,993 | – | 0.05% | – |
| CSCO | New | CISCO SYS INC | $888,000 | – | 36,530 | – | 0.04% | – |
| UNS | New | UNS ENERGY CORP | $800,000 | – | 17,880 | – | 0.04% | – |
| RGCO | New | RGC RES INC | $677,000 | – | 33,410 | – | 0.03% | – |
| SWS | New | SWS GROUP INC | $622,000 | – | 114,136 | – | 0.03% | – |
| EDE | New | EMPIRE DIST ELEC CO | $457,000 | – | 20,500 | – | 0.02% | – |
| MGI | New | MONEYGRAM INTL INC | $453,000 | – | 20,000 | – | 0.02% | – |
| EGAS | New | GAS NAT INC | $369,000 | – | 35,842 | – | 0.02% | – |
| CNIG | New | CORNING NAT GAS CORP | $255,000 | – | 15,135 | – | 0.01% | – |