Q4 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GWW | Sell | W.W. Grainger, Inc. | $3,214 | +19.3% | 3,878 | -0.4% | 2.13% | +9.2% |
| GOOG | Buy | Alphabet Inc. Class C | $3,200 | +7.0% | 22,703 | +0.1% | 2.12% | -2.0% |
| ITT | Sell | ITT Corp. | $2,827 | +21.7% | 23,694 | -0.1% | 1.87% | +11.4% |
| SNA | Sell | Snap-on Inc. | $2,683 | +13.2% | 9,289 | -0.1% | 1.78% | +3.6% |
| FISV | Sell | Fiserv Inc. | $2,673 | +17.3% | 20,119 | -0.3% | 1.77% | +7.3% |
| Sell | Linde PLC | $2,578 | +9.7% | 6,276 | -0.6% | 1.71% | +0.4% | |
| ADP | Sell | Automatic Data Processing, Inc | $2,470 | -3.4% | 10,602 | -0.3% | 1.64% | -11.6% |
| WSTG | Sell | Climb Global Solutions Inc. | $2,416 | +26.5% | 44,070 | -0.8% | 1.60% | +15.8% |
| SKT | Buy | Tanger Factory Outlet Centers, | $2,222 | +22.7% | 80,157 | +0.0% | 1.47% | +12.4% |
| CMI | Buy | Cummins Inc. | $2,209 | +5.0% | 9,220 | +0.1% | 1.46% | -3.9% |
| GGG | Sell | Graco Inc. | $2,191 | +18.7% | 25,259 | -0.3% | 1.45% | +8.6% |
| PAC | Sell | Grupo Aeroportuario Del Pacifiadr | $2,168 | +6.4% | 12,373 | -0.2% | 1.44% | -2.6% |
| HUBB | Sell | Hubbell Inc. | $2,152 | +4.8% | 6,543 | -0.2% | 1.42% | -4.1% |
| Sell | Banco del Bajio SA | $2,100 | +4.5% | 628,593 | -1.9% | 1.39% | -4.3% | |
| Sell | Schneider Electric SA | $2,067 | +20.4% | 10,303 | -0.4% | 1.37% | +10.2% | |
| PAYX | Sell | Paychex, Inc. | $2,037 | +3.1% | 17,100 | -0.2% | 1.35% | -5.7% |
| SHW | Sell | Sherwin-Williams Co. | $1,976 | +21.9% | 6,336 | -0.3% | 1.31% | +11.6% |
| PH | Sell | Parker Hannifin Corp. | $1,891 | +17.8% | 4,104 | -0.4% | 1.25% | +7.9% |
| MCD | Sell | McDonald's Corp. | $1,737 | +12.4% | 5,857 | -0.1% | 1.15% | +3.0% |
| Sell | SThree PLC | $1,687 | +15.7% | 316,766 | -0.5% | 1.12% | +5.9% | |
| HON | Sell | Honeywell International Inc. | $1,675 | +12.9% | 7,989 | -0.6% | 1.11% | +3.3% |
| Sell | Gaztransport et Technigaz SAS | $1,661 | +7.3% | 12,548 | -0.2% | 1.10% | -1.8% | |
| SWKS | Sell | Skyworks Solutions Inc. | $1,629 | +13.7% | 14,492 | -0.3% | 1.08% | +4.1% |
| NSC | Sell | Norfolk & Southern Corp. | $1,628 | +19.7% | 6,886 | -0.3% | 1.08% | +9.6% |
| ET | Buy | Energy Transfer LPunit ltd partn | $1,559 | +0.2% | 112,985 | +1.9% | 1.03% | -8.3% |
| FAST | Sell | Fastenal Co. | $1,527 | +18.4% | 23,572 | -0.1% | 1.01% | +8.4% |
| TD | Sell | Toronto Dominion Bank | $1,507 | +5.8% | 23,325 | -1.3% | 1.00% | -3.1% |
| AVY | Sell | Avery Dennison Corp. | $1,497 | +10.6% | 7,405 | -0.1% | 0.99% | +1.2% |
| LKFN | Sell | Lakeland Financial Corp. | $1,460 | +37.1% | 22,403 | -0.1% | 0.97% | +25.4% |
| DLHC | Sell | DLH Holdings Corp. | $1,457 | +34.5% | 92,517 | -0.3% | 0.96% | +23.1% |
| ASB | Sell | Associated Banc-Corp | $1,454 | +24.5% | 67,952 | -0.5% | 0.96% | +14.0% |
| LKQ | Sell | LKQ Corp. | $1,448 | -4.0% | 30,304 | -0.5% | 0.96% | -12.1% |
| MTD | Buy | Mettler-Toledo International, | $1,440 | +14.5% | 1,187 | +4.6% | 0.95% | +4.8% |
| PBA | Sell | Pembina Pipeline Corp. | $1,440 | +14.2% | 41,828 | -0.3% | 0.95% | +4.6% |
| OGS | Sell | ONE Gas, Inc. | $1,402 | -6.8% | 22,005 | -0.1% | 0.93% | -14.6% |
| WES | Sell | Western Midstream Partners, LPunit ltd partn | $1,403 | +7.4% | 47,937 | -0.1% | 0.93% | -1.7% |
| FB | Sell | Meta Platforms, Inc. | $1,369 | +14.3% | 3,869 | -3.1% | 0.91% | +4.6% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $1,365 | -3.7% | 51,814 | +0.1% | 0.90% | -11.8% |
| NVS | Sell | Novartis AG ADRadr | $1,360 | -1.1% | 13,471 | -0.2% | 0.90% | -9.4% |
| AAPL | Sell | Apple Inc. | $1,359 | +12.3% | 7,061 | -0.1% | 0.90% | +2.7% |
| GVDNY | Sell | Givaudan SA ADRadr | $1,339 | +26.6% | 16,112 | -0.5% | 0.89% | +15.8% |
| HEINY | Sell | Heineken NV ADRadr | $1,331 | +14.7% | 26,118 | -0.5% | 0.88% | +5.1% |
| NTAP | Sell | NetApp Inc. | $1,326 | +16.0% | 15,038 | -0.2% | 0.88% | +6.2% |
| TTE | Sell | TotalEnergies SE ADRadr | $1,315 | +2.3% | 19,516 | -0.2% | 0.87% | -6.4% |
| CPK | Sell | Chesapeake Utilities Corp. | $1,302 | +7.7% | 12,324 | -0.3% | 0.86% | -1.5% |
| PB | Sell | Prosperity Bancshares Inc. | $1,297 | +24.0% | 19,146 | -0.1% | 0.86% | +13.5% |
| KLAC | Buy | KLA Corp. | $1,292 | +30.8% | 2,222 | +3.2% | 0.86% | +19.7% |
| Sell | Dollarama Inc. | $1,291 | +2.7% | 17,917 | -1.8% | 0.86% | -6.0% | |
| KMI | Sell | Kinder Morgan, Inc. | $1,279 | +5.4% | 72,505 | -0.9% | 0.85% | -3.5% |
| BRT | Sell | BRT Apartments Corp. | $1,266 | +7.5% | 68,120 | -0.1% | 0.84% | -1.5% |
| ATR | Sell | AptarGroup, Inc. | $1,258 | -1.3% | 10,180 | -0.2% | 0.83% | -9.8% |
| Sell | Labrador Iron Ore Royalty Corp | $1,251 | +0.7% | 52,028 | -0.6% | 0.83% | -7.8% | |
| LECO | Sell | Lincoln Electric Holdings, Inc | $1,234 | +19.1% | 5,675 | -0.4% | 0.82% | +8.9% |
| GRMN | Sell | Garmin LTD | $1,228 | +21.7% | 9,556 | -0.4% | 0.81% | +11.4% |
| AHH | Sell | Armada Hoffler Properties, Inc | $1,227 | +20.8% | 99,211 | -0.0% | 0.81% | +10.6% |
| CVS | Sell | CVS Health Corp. | $1,195 | +12.2% | 15,135 | -0.8% | 0.79% | +2.7% |
| CMCSA | Sell | Comcast Corp. | $1,141 | -1.4% | 26,015 | -0.3% | 0.76% | -9.7% |
| ATO | Sell | Atmos Energy Corp. | $1,130 | +9.2% | 9,753 | -0.1% | 0.75% | -0.1% |
| NGG | Sell | National Grid PLC ADSadr | $1,111 | +12.0% | 16,337 | -0.2% | 0.74% | +2.5% |
| LRCX | Sell | Lam Research Corp. | $1,085 | +24.3% | 1,385 | -0.5% | 0.72% | +13.8% |
| EMR | Sell | Emerson Electric Co. | $1,083 | +0.7% | 11,128 | -0.1% | 0.72% | -8.0% |
| GTBIF | Buy | Green Thumb Industries Inc. | $1,068 | +1.6% | 94,627 | +0.2% | 0.71% | -7.1% |
| AGYS | Sell | Agilysys, Inc. | $990 | +27.9% | 11,667 | -0.3% | 0.66% | +17.1% |
| IEX | Sell | IDEX Corp. | $969 | +4.2% | 4,464 | -0.2% | 0.64% | -4.6% |
| USPH | Sell | US Physical Therapy Inc. | $967 | +1.4% | 10,378 | -0.2% | 0.64% | -7.1% |
| GAIN | Sell | Gladstone Investment Corp. | $960 | +10.7% | 67,837 | -0.3% | 0.64% | +1.4% |
| Sell | Martinrea International Inc. | $958 | +15.0% | 88,495 | -2.1% | 0.64% | +5.3% | |
| NDSN | Sell | Nordson Corp. | $941 | +18.1% | 3,563 | -0.2% | 0.62% | +8.0% |
| BIOX | Sell | Bioceres Crop Solutions Corp. | $912 | +21.0% | 66,445 | -0.5% | 0.60% | +10.6% |
| FBK | Sell | FB Financial Corp. | $909 | +39.6% | 22,802 | -0.7% | 0.60% | +27.8% |
| TNC | Sell | Tennant Co. | $882 | +24.6% | 9,514 | -0.4% | 0.58% | +14.1% |
| Sell | Sparebank 1 SR-Bank | $864 | +8.8% | 68,100 | -1.6% | 0.57% | -0.5% | |
| BHP | Sell | BHP LTD ADRadr | $847 | +19.6% | 12,403 | -0.4% | 0.56% | +9.6% |
| CSCO | Sell | Cisco Systems Inc. | $806 | -6.2% | 15,962 | -0.1% | 0.53% | -14.1% |
| TRP | Sell | TC Energy Corp. | $780 | +13.5% | 19,964 | -0.0% | 0.52% | +4.0% |
| CHD | Sell | Church & Dwight Company, Inc. | $768 | +2.9% | 8,126 | -0.1% | 0.51% | -5.7% |
| TSM | Sell | Taiwan Semiconductor Manufactuadr | $760 | +19.5% | 7,308 | -0.2% | 0.50% | +9.3% |
| ENB | Sell | Enbridge Inc. | $754 | +7.3% | 20,926 | -0.1% | 0.50% | -2.0% |
| HRL | Sell | Hormel Foods Corp. | $751 | -16.1% | 23,386 | -0.6% | 0.50% | -23.3% |
| ETN | Sell | Eaton Corp. PLC | $729 | +12.5% | 3,025 | -0.5% | 0.48% | +3.0% |
| DAN | Sell | Dana Inc. | $724 | -0.5% | 49,550 | -0.1% | 0.48% | -8.9% |
| CRMT | Sell | America's Car-Mart, Inc. | $720 | -16.9% | 9,509 | -0.1% | 0.48% | -23.9% |
| Sell | Vermilion Energy Trust | $673 | -18.4% | 55,797 | -1.1% | 0.45% | -25.3% | |
| ERF | Sell | Enerplus Resources Fund Trust | $672 | -13.2% | 43,788 | -0.2% | 0.44% | -20.5% |
| MGY | Buy | Magnolia Oil & Gas Corp. | $662 | -5.6% | 31,094 | +1.6% | 0.44% | -13.6% |
| CHCT | Sell | Community Healthcare Trust Inc | $656 | -10.5% | 24,635 | -0.1% | 0.44% | -17.9% |
| ACRE | Sell | Ares Commercial Real Estate Co | $649 | +8.7% | 62,644 | -0.1% | 0.43% | -0.5% |
| CMWAY | Sell | Commonwealth Bank of Australia | $649 | +16.5% | 8,512 | -1.8% | 0.43% | +6.7% |
| BAC | Buy | Bank of America Corp. | $599 | +24.5% | 17,785 | +1.1% | 0.40% | +14.1% |
| FNF | Sell | Fidelity National Financial, I | $597 | +22.3% | 11,700 | -1.0% | 0.40% | +11.9% |
| SFL | Buy | SFL Corp. LTD | $591 | +1.5% | 52,386 | +0.3% | 0.39% | -7.1% |
| APD | Sell | Air Products & Chemicals Inc. | $589 | -3.6% | 2,150 | -0.3% | 0.39% | -11.8% |
| Sell | Coats Group PLC | $587 | +7.5% | 595,235 | -2.6% | 0.39% | -1.5% | |
| T | Buy | AT&T Inc. | $578 | +12.7% | 34,465 | +0.9% | 0.38% | +3.2% |
| GNL | Sell | Global Net Lease, Inc. | $566 | +3.3% | 56,917 | -0.2% | 0.38% | -5.5% |
| EURN | Sell | Euronav NV | $554 | +6.7% | 31,515 | -0.2% | 0.37% | -2.4% |
| FLNG | Sell | Flex LNG Ltd. | $546 | -3.7% | 18,780 | -0.1% | 0.36% | -11.7% |
| Sell | Shell PLC ADRadr | $542 | -0.6% | 8,233 | -2.7% | 0.36% | -8.9% | |
| ECL | Sell | Ecolab, Inc. | $519 | +16.6% | 2,617 | -0.3% | 0.34% | +6.8% |
| GILD | Buy | Gilead Sciences Inc | $500 | +8.9% | 6,168 | +0.8% | 0.33% | -0.3% |
| BBY | Buy | Best Buy Co. Inc. | $446 | +14.4% | 5,698 | +1.6% | 0.30% | +4.6% |
| Sell | BW Energy LTD | $426 | +0.2% | 160,095 | -3.5% | 0.28% | -8.4% | |
| PAGS | Sell | PagSeguro Digital LTD | $422 | +43.5% | 33,873 | -0.9% | 0.28% | +31.5% |
| BGSF | Sell | BGSF Inc. | $418 | -2.6% | 44,447 | -0.5% | 0.28% | -10.6% |
| AMAT | Buy | Applied Material, Inc. | $405 | +19.8% | 2,499 | +2.5% | 0.27% | +9.4% |
| Sell | Keyera Corp. | $404 | +1.0% | 16,730 | -1.7% | 0.27% | -7.3% | |
| LYB | Sell | LyondellBasell Industries NV | $397 | 0.0% | 4,174 | -0.4% | 0.26% | -8.4% |
| CURLF | Buy | Curaleaf Holdings, Inc. | $356 | -8.2% | 87,598 | +2.1% | 0.24% | -16.0% |
| PSA | Sell | Public Storage | $340 | +11.8% | 1,116 | -3.2% | 0.22% | +2.3% |
| Sell | Gulf Keystone Petroleum LTD | $336 | +27.3% | 204,865 | -2.8% | 0.22% | +16.8% | |
| NNN | Buy | National Retail Properties | $317 | +22.4% | 7,358 | +0.5% | 0.21% | +12.3% |
| Sell | Precinct Properties New Zealan | $312 | +14.7% | 390,689 | -1.1% | 0.21% | +5.1% | |
| ABNB | Buy | Airbnb Inc. | $309 | +1.3% | 2,271 | +2.2% | 0.20% | -7.2% |
| MMM | Buy | 3M Co. | $303 | +19.8% | 2,774 | +2.6% | 0.20% | +9.8% |
| OMC | Sell | Omnicom Group | $301 | +9.9% | 3,481 | -5.3% | 0.20% | +0.5% |
| HPQ | Sell | HP Inc. | $288 | +13.8% | 9,577 | -2.7% | 0.19% | +4.4% |
| PLBC | Buy | Plumas Bancorp | $274 | +31.1% | 6,628 | +8.2% | 0.18% | +19.9% |
| EBAY | Sell | Ebay Inc. | $268 | -3.6% | 6,148 | -2.4% | 0.18% | -11.4% |
| MGDDY | Sell | Michelin ADRadr | $263 | +16.9% | 14,664 | -0.7% | 0.17% | +6.7% |
| OKE | Sell | ONEOK Inc. | $261 | +9.7% | 3,721 | -1.0% | 0.17% | +0.6% |
| GS | Buy | Goldman Sachs Group Inc. | $255 | +24.4% | 662 | +4.3% | 0.17% | +14.2% |
| ACN | Sell | Accenture PLC | $246 | +12.8% | 700 | -1.5% | 0.16% | +3.2% |
| DEO | Sell | Diageo PLC ADRadr | $230 | -5.0% | 1,576 | -2.7% | 0.15% | -13.1% |
| TCNNF | Sell | Trulieve Cannabis Corp. | $228 | -15.9% | 43,815 | -1.4% | 0.15% | -23.0% |
| VIAC | Sell | Paramount Global | $226 | +9.7% | 15,292 | -4.4% | 0.15% | +0.7% |
| HIW | New | Highwoods Properties Inc. | $206 | – | 8,990 | – | 0.14% | – |
| MDT | New | Medtronic PLC | $203 | – | 2,464 | – | 0.13% | – |
| VTRS | Buy | Viatris Inc. | $195 | +16.1% | 18,020 | +5.5% | 0.13% | +5.7% |
| Buy | Warner Brothers Discovery | $161 | +5.2% | 14,185 | +0.7% | 0.11% | -3.6% | |
| NYCB | Sell | New York Community Bancorp, In | $146 | -15.6% | 14,244 | -6.7% | 0.10% | -22.4% |
| Sell | Primaris REIT | $139 | +1.5% | 13,312 | -3.2% | 0.09% | -7.1% | |
| CRLBF | Sell | Cresco Labs | $136 | -34.3% | 100,340 | -1.5% | 0.09% | -40.0% |
| AYRWF | Sell | AYR Wellness Inc. | $29 | -21.6% | 15,890 | -0.6% | 0.02% | -29.6% |
| Sell | Credito Real Sofom ENR | $21 | – | 971,884 | -2.6% | 0.01% | – | |
| New | Cannabist Company Holdings Inc | $19 | – | 41,555 | – | 0.01% | – | |
| CCHWF | Exit | Cannabist Company Holdings Inc | $0 | – | -48,770 | – | -0.03% | – |
| ATVI | Exit | Activision Blizzard, Inc. | $0 | – | -10,433 | – | -0.71% | – |
Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GOOG | Sell | Alphabet Inc. Class C | $2,991 | +7.1% | 22,682 | -1.7% | 2.16% | +13.1% |
| GWW | Sell | W.W. Grainger, Inc. | $2,693 | -14.1% | 3,892 | -2.1% | 1.95% | -9.3% |
| ADP | Sell | Automatic Data Processing, Inc | $2,558 | +6.6% | 10,634 | -2.6% | 1.85% | +12.5% |
| SNA | Sell | Snap-on Inc. | $2,371 | -12.8% | 9,294 | -1.5% | 1.72% | -7.9% |
| Sell | Linde PLC | $2,351 | -5.0% | 6,313 | -2.8% | 1.70% | +0.4% | |
| ITT | Sell | ITT Corp. | $2,322 | +3.4% | 23,720 | -1.5% | 1.68% | +9.2% |
| FISV | Sell | Fiserv Inc. | $2,279 | -12.1% | 20,179 | -1.8% | 1.65% | -7.2% |
| CMI | Sell | Cummins Inc. | $2,104 | -9.3% | 9,210 | -2.7% | 1.52% | -4.3% |
| HUBB | Sell | Hubbell Inc. | $2,054 | -7.0% | 6,553 | -1.7% | 1.49% | -1.8% |
| PAC | Sell | Grupo Aeroportuario Del Pacifiadr | $2,037 | -10.0% | 12,394 | -2.2% | 1.47% | -5.0% |
| PAYX | Sell | Paychex, Inc. | $1,976 | +0.1% | 17,133 | -2.9% | 1.43% | +5.7% |
| WSTG | Sell | Climb Global Solutions Inc. | $1,910 | -11.9% | 44,410 | -2.0% | 1.38% | -7.0% |
| GGG | Sell | Graco Inc. | $1,846 | -17.0% | 25,332 | -1.6% | 1.34% | -12.3% |
| SKT | Sell | Tanger Factory Outlet Centers, | $1,811 | +0.3% | 80,143 | -2.0% | 1.31% | +5.9% |
| Sell | Schneider Electric SA | $1,717 | -9.9% | 10,346 | -1.4% | 1.24% | -4.8% | |
| Sell | Straumann Holdings AG | $1,629 | -22.6% | 12,722 | -1.9% | 1.18% | -18.2% | |
| SHW | Sell | Sherwin-Williams Co. | $1,621 | -5.9% | 6,356 | -2.0% | 1.17% | -0.6% |
| PH | Sell | Parker Hannifin Corp. | $1,605 | -2.5% | 4,120 | -2.4% | 1.16% | +2.9% |
| ET | Sell | Energy Transfer LPunit ltd partn | $1,556 | +7.7% | 110,905 | -2.5% | 1.13% | +13.7% |
| Sell | Gaztransport et Technigaz SAS | $1,548 | +19.1% | 12,568 | -1.6% | 1.12% | +25.7% | |
| MCD | Sell | McDonald's Corp. | $1,545 | -13.3% | 5,864 | -1.9% | 1.12% | -8.5% |
| LKQ | Sell | LKQ Corp. | $1,508 | -26.4% | 30,455 | -13.4% | 1.09% | -22.3% |
| OGS | Sell | ONE Gas, Inc. | $1,504 | -12.7% | 22,032 | -1.7% | 1.09% | -7.8% |
| HON | Sell | Honeywell International Inc. | $1,484 | -12.7% | 8,035 | -1.8% | 1.07% | -7.7% |
| Sell | SThree PLC | $1,458 | +3.6% | 318,266 | -1.8% | 1.06% | +9.4% | |
| SWKS | Buy | Skyworks Solutions Inc. | $1,433 | -10.5% | 14,540 | +0.5% | 1.04% | -5.5% |
| TD | Sell | Toronto Dominion Bank | $1,424 | -4.7% | 23,636 | -1.9% | 1.03% | +0.6% |
| EPD | Sell | Enterprise Products Partners Lunit ltd partn | $1,417 | +1.1% | 51,786 | -2.6% | 1.02% | +6.8% |
| NVS | Sell | Novartis AG ADRadr | $1,375 | -9.1% | 13,501 | -9.9% | 1.00% | -4.0% |
| NSC | Sell | Norfolk & Southern Corp. | $1,360 | -16.2% | 6,907 | -3.5% | 0.98% | -11.5% |
| AVY | Sell | Avery Dennison Corp. | $1,354 | +4.6% | 7,411 | -1.6% | 0.98% | +10.5% |
| WES | Sell | Western Midstream Partners, LPunit ltd partn | $1,306 | +0.2% | 47,969 | -2.3% | 0.94% | +5.8% |
| Sell | Sabre Insurance Group PLC | $1,295 | +4.9% | 701,016 | -2.3% | 0.94% | +10.8% | |
| FAST | Buy | Fastenal Co. | $1,290 | +55.4% | 23,606 | +67.7% | 0.93% | +64.0% |
| TTE | Sell | TotalEnergies SE ADRadr | $1,286 | +11.5% | 19,557 | -2.2% | 0.93% | +17.8% |
| ATR | Sell | AptarGroup, Inc. | $1,275 | +5.9% | 10,200 | -1.9% | 0.92% | +11.9% |
| PBA | Sell | Pembina Pipeline Corp. | $1,261 | -5.4% | 41,964 | -1.0% | 0.91% | -0.1% |
| Sell | Dollarama Inc. | $1,257 | +1.4% | 18,240 | -0.3% | 0.91% | +7.1% | |
| MTD | Sell | Mettler-Toledo International, | $1,258 | -17.0% | 1,135 | -1.8% | 0.91% | -12.4% |
| Sell | Labrador Iron Ore Royalty Corp | $1,242 | -1.8% | 52,363 | -2.8% | 0.90% | +3.7% | |
| KMI | Sell | Kinder Morgan, Inc. | $1,213 | -5.6% | 73,178 | -2.0% | 0.88% | -0.3% |
| CPK | Sell | Chesapeake Utilities Corp. | $1,209 | -19.3% | 12,365 | -1.8% | 0.88% | -14.7% |
| FB | Sell | Meta Platforms, Inc. | $1,198 | -30.2% | 3,991 | -33.3% | 0.87% | -26.3% |
| BRT | Sell | BRT Apartments Corp. | $1,178 | -13.8% | 68,183 | -1.2% | 0.85% | -9.0% |
| ASB | New | Associated Banc-Corp | $1,168 | – | 68,287 | – | 0.84% | – |
| HEINY | Sell | Heineken NV ADRadr | $1,160 | -15.4% | 26,260 | -1.4% | 0.84% | -10.6% |
| CMCSA | Sell | Comcast Corp. | $1,157 | +6.7% | 26,088 | -0.0% | 0.84% | +12.7% |
| NTAP | Buy | NetApp Inc. | $1,143 | -0.7% | 15,066 | +0.0% | 0.83% | +4.8% |
| DLHC | Sell | DLH Holdings Corp. | $1,083 | +12.2% | 92,833 | -1.4% | 0.78% | +18.6% |
| EMR | Sell | Emerson Electric Co. | $1,076 | +4.7% | 11,142 | -2.1% | 0.78% | +10.7% |
| LKFN | Sell | Lakeland Financial Corp. | $1,065 | -3.7% | 22,432 | -1.6% | 0.77% | +1.7% |
| CVS | Buy | CVS Health Corp. | $1,065 | +1.3% | 15,252 | +0.3% | 0.77% | +7.1% |
| GVDNY | Sell | Givaudan SA ADRadr | $1,058 | -3.7% | 16,192 | -2.2% | 0.77% | +1.7% |
| GTBIF | Buy | Green Thumb Industries Inc. | $1,051 | +48.4% | 94,477 | +1.7% | 0.76% | +56.9% |
| PB | Sell | Prosperity Bancshares Inc. | $1,046 | -5.3% | 19,172 | -1.9% | 0.76% | +0.1% |
| LECO | Sell | Lincoln Electric Holdings, Inc | $1,036 | -10.1% | 5,698 | -1.8% | 0.75% | -5.1% |
| ATO | Sell | Atmos Energy Corp. | $1,035 | -10.2% | 9,766 | -1.4% | 0.75% | -5.1% |
| AHH | Sell | Armada Hoffler Properties, Inc | $1,016 | -14.3% | 99,260 | -2.2% | 0.74% | -9.6% |
| GRMN | Sell | Garmin LTD | $1,009 | -0.5% | 9,594 | -1.3% | 0.73% | +5.0% |
| NGG | Buy | National Grid PLC ADSadr | $992 | -10.0% | 16,365 | +0.0% | 0.72% | -4.9% |
| KLAC | Buy | KLA Corp. | $988 | -2.6% | 2,153 | +3.0% | 0.72% | +2.9% |
| ATVI | Sell | Activision Blizzard, Inc. | $977 | +9.4% | 10,433 | -1.5% | 0.71% | +15.5% |
| USPH | Sell | US Physical Therapy Inc. | $954 | -26.2% | 10,404 | -2.3% | 0.69% | -22.1% |
| IEX | Sell | IDEX Corp. | $930 | -4.3% | 4,471 | -1.0% | 0.67% | +1.1% |
| HRL | Sell | Hormel Foods Corp. | $895 | -6.8% | 23,523 | -1.5% | 0.65% | -1.5% |
| LRCX | Buy | Lam Research Corp. | $873 | +0.2% | 1,392 | +2.7% | 0.63% | +5.9% |
| CRMT | Sell | America's Car-Mart, Inc. | $866 | -10.7% | 9,522 | -2.1% | 0.63% | -5.7% |
| GAIN | Sell | Gladstone Investment Corp. | $867 | -2.9% | 68,061 | -0.6% | 0.63% | +2.5% |
| Sell | Martinrea International Inc. | $833 | -8.5% | 90,436 | -0.4% | 0.60% | -3.4% | |
| Sell | Vermilion Energy Trust | $825 | +13.5% | 56,427 | -3.1% | 0.60% | +19.9% | |
| DMLP | Sell | Dorchester Minerals LPunit ltd partn | $823 | -35.7% | 28,343 | -33.6% | 0.60% | -32.0% |
| NDSN | Sell | Nordson Corp. | $797 | -11.5% | 3,569 | -1.7% | 0.58% | -6.5% |
| ERF | Sell | Enerplus Resources Fund Trust | $774 | +19.4% | 43,888 | -1.9% | 0.56% | +26.1% |
| AGYS | Sell | Agilysys, Inc. | $774 | -5.1% | 11,705 | -1.6% | 0.56% | +0.2% |
| BIOX | Sell | Bioceres Crop Solutions Corp. | $754 | -17.1% | 66,789 | -1.9% | 0.55% | -12.5% |
| CHD | Sell | Church & Dwight Company, Inc. | $746 | -10.0% | 8,137 | -1.6% | 0.54% | -4.9% |
| CHCT | Sell | Community Healthcare Trust Inc | $733 | -11.9% | 24,666 | -2.2% | 0.53% | -7.0% |
| DAN | Sell | Dana Inc. | $728 | -15.2% | 49,604 | -1.7% | 0.53% | -10.4% |
| BHP | Buy | BHP LTD ADRadr | $708 | -3.7% | 12,453 | +1.1% | 0.51% | +1.6% |
| TNC | Sell | Tennant Co. | $708 | -11.1% | 9,554 | -2.6% | 0.51% | -6.1% |
| ENB | Sell | Enbridge Inc. | $703 | -11.8% | 20,953 | -2.3% | 0.51% | -6.8% |
| MGY | Sell | Magnolia Oil & Gas Corp. | $701 | +6.5% | 30,604 | -2.8% | 0.51% | +12.4% |
| TRP | Sell | TC Energy Corp. | $687 | -16.7% | 19,965 | -2.2% | 0.50% | -12.0% |
| FBK | Sell | FB Financial Corp. | $651 | -1.4% | 22,965 | -2.4% | 0.47% | +4.2% |
| Sell | XP Power Ltd. | $639 | +12.1% | 22,199 | -2.5% | 0.46% | +18.2% | |
| TSM | Buy | Taiwan Semiconductor Manufactuadr | $636 | -9.9% | 7,319 | +4.7% | 0.46% | -5.0% |
| APD | Sell | Air Products & Chemicals Inc. | $611 | -6.7% | 2,157 | -1.4% | 0.44% | -1.6% |
| BNEFF | Sell | Bonterra Energy Corp. | $602 | +25.2% | 109,480 | -3.9% | 0.44% | +32.1% |
| ACRE | Sell | Ares Commercial Real Estate Co | $597 | -7.7% | 62,700 | -1.6% | 0.43% | -2.5% |
| Sell | Thunderbird Entertainment Grou | $588 | -43.2% | 381,554 | -2.0% | 0.42% | -40.1% | |
| SFL | Sell | SFL Corp. LTD | $582 | +16.4% | 52,238 | -2.5% | 0.42% | +22.7% |
| FLNG | Sell | Flex LNG Ltd. | $567 | -2.7% | 18,805 | -1.5% | 0.41% | +2.8% |
| CMWAY | Sell | Commonwealth Bank of Australia | $557 | -9.4% | 8,670 | -5.6% | 0.40% | -4.3% |
| GNL | Sell | Global Net Lease, Inc. | $548 | -8.1% | 57,013 | -1.6% | 0.40% | -2.7% |
| Sell | Shell PLC ADRadr | $545 | +3.6% | 8,459 | -2.8% | 0.39% | +9.4% | |
| EURN | Sell | Euronav NV | $519 | +4.8% | 31,575 | -2.9% | 0.38% | +10.9% |
| T | Buy | AT&T Inc. | $513 | -0.2% | 34,170 | +6.0% | 0.37% | +5.4% |
| JPM | Sell | JPMorgan Chase & Co. | $498 | -1.8% | 3,437 | -1.4% | 0.36% | +3.7% |
| FNF | Buy | Fidelity National Financial, I | $488 | +15.9% | 11,820 | +1.0% | 0.35% | +22.6% |
| BAC | Buy | Bank of America Corp. | $481 | +1.5% | 17,585 | +6.5% | 0.35% | +7.1% |
| VZ | Sell | Verizon Communications Inc. | $474 | -36.5% | 14,618 | -27.1% | 0.34% | -32.9% |
| GILD | Buy | Gilead Sciences Inc | $459 | +0.7% | 6,119 | +3.4% | 0.33% | +6.4% |
| UNH | Buy | United Health Group Incorporat | $453 | +8.6% | 898 | +3.5% | 0.33% | +14.7% |
| Sell | Treatt PLC | $446 | -21.9% | 71,223 | -0.9% | 0.32% | -17.4% | |
| APA | Sell | APA Corp. | $445 | +17.1% | 10,820 | -2.8% | 0.32% | +23.8% |
| BGSF | Sell | BGSF Inc. | $429 | -1.4% | 44,650 | -2.3% | 0.31% | +4.0% |
| LYB | Buy | LyondellBasell Industries NV | $397 | +3.1% | 4,189 | +0.0% | 0.29% | +8.7% |
| BMY | Sell | Bristol Myers Squibb Co. | $388 | -10.6% | 6,690 | -1.5% | 0.28% | -5.4% |
| CURLF | Buy | Curaleaf Holdings, Inc. | $388 | +53.4% | 85,763 | +4.6% | 0.28% | +62.4% |
| AMAT | Sell | Applied Material, Inc. | $338 | -5.6% | 2,439 | -1.6% | 0.24% | 0.0% |
| ABNB | Sell | Airbnb Inc. | $305 | -1.0% | 2,223 | -7.6% | 0.22% | +4.7% |
| PSA | Buy | Public Storage | $304 | -6.5% | 1,153 | +3.7% | 0.22% | -1.3% |
| PAGS | Sell | PagSeguro Digital LTD | $294 | -10.4% | 34,181 | -1.5% | 0.21% | -5.3% |
| EBAY | Buy | Ebay Inc. | $278 | +3.0% | 6,297 | +4.3% | 0.20% | +8.6% |
| OMC | Sell | Omnicom Group | $274 | -75.9% | 3,676 | -69.2% | 0.20% | -74.6% |
| TCNNF | Sell | Trulieve Cannabis Corp. | $271 | +54.9% | 44,455 | -0.2% | 0.20% | +63.3% |
| NNN | Buy | National Retail Properties | $259 | -15.9% | 7,318 | +1.6% | 0.19% | -11.4% |
| HPQ | Buy | HP Inc. | $253 | -14.5% | 9,845 | +2.3% | 0.18% | -9.9% |
| OKE | Buy | ONEOK Inc. | $238 | +2.6% | 3,757 | +0.0% | 0.17% | +8.2% |
| MGDDY | Sell | Michelin ADRadr | $225 | -3.8% | 14,764 | -6.9% | 0.16% | +1.9% |
| PLBC | New | Plumas Bancorp | $209 | – | 6,124 | – | 0.15% | – |
| GS | New | Goldman Sachs Group Inc. | $205 | – | 635 | – | 0.15% | – |
| NYCB | Sell | New York Community Bancorp, In | $173 | -14.8% | 15,264 | -15.5% | 0.12% | -10.1% |
| VTRS | Buy | Viatris Inc. | $168 | +42.4% | 17,075 | +44.9% | 0.12% | +50.6% |
| Buy | Warner Brothers Discovery | $153 | -11.6% | 14,085 | +2.2% | 0.11% | -6.7% | |
| Buy | Verano Holdings Corp. | $51 | +59.4% | 11,225 | +2.7% | 0.04% | +68.2% | |
| Sell | Novolipetsk GDRadr | $0 | – | 25,060 | -3.6% | 0.00% | – | |
| ROSYY | Sell | Rostelecom Long Distance ADRadr | $0 | – | 54,850 | -7.7% | 0.00% | – |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -14,781 | – | 0.00% | – |
| HIW | Exit | Highwoods Properties Inc. | $0 | – | -8,990 | – | -0.15% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -2,464 | – | -0.15% | – |
| SCCO | Exit | Southern Copper Corp. | $0 | – | -3,350 | – | -0.16% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GWW | New | W.W. Grainger, Inc. | $3,136 | – | 3,977 | – | 2.15% | – |
| GOOG | New | Alphabet Inc. Class C | $2,792 | – | 23,080 | – | 1.91% | – |
| SNA | New | Snap-on Inc. | $2,720 | – | 9,439 | – | 1.86% | – |
| FISV | New | Fiserv Inc. | $2,593 | – | 20,557 | – | 1.78% | – |
| New | Linde PLC | $2,474 | – | 6,493 | – | 1.70% | – | |
| ADP | New | Automatic Data Processing, Inc | $2,400 | – | 10,920 | – | 1.64% | – |
| CMI | New | Cummins Inc. | $2,321 | – | 9,467 | – | 1.59% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $2,264 | – | 12,670 | – | 1.55% | – |
| ITT | New | ITT Corp. | $2,245 | – | 24,086 | – | 1.54% | – |
| GGG | New | Graco Inc. | $2,223 | – | 25,742 | – | 1.52% | – |
| HUBB | New | Hubbell Inc. | $2,209 | – | 6,663 | – | 1.51% | – |
| WSTG | New | Climb Global Solutions Inc. | $2,169 | – | 45,316 | – | 1.49% | – |
| New | Straumann Holdings AG | $2,105 | – | 12,972 | – | 1.44% | – | |
| LKQ | New | LKQ Corp. | $2,050 | – | 35,178 | – | 1.40% | – |
| PAYX | New | Paychex, Inc. | $1,974 | – | 17,643 | – | 1.35% | – |
| New | Banco del Bajio SA | $1,943 | – | 640,533 | – | 1.33% | – | |
| New | Schneider Electric SA | $1,905 | – | 10,491 | – | 1.30% | – | |
| SKT | New | Tanger Factory Outlet Centers, | $1,805 | – | 81,764 | – | 1.24% | – |
| MCD | New | McDonald's Corp. | $1,783 | – | 5,975 | – | 1.22% | – |
| SHW | New | Sherwin-Williams Co. | $1,722 | – | 6,485 | – | 1.18% | – |
| OGS | New | ONE Gas, Inc. | $1,722 | – | 22,421 | – | 1.18% | – |
| FB | New | Meta Platforms, Inc. | $1,717 | – | 5,984 | – | 1.18% | – |
| HON | New | Honeywell International Inc. | $1,699 | – | 8,186 | – | 1.16% | – |
| PH | New | Parker Hannifin Corp. | $1,646 | – | 4,220 | – | 1.13% | – |
| NSC | New | Norfolk & Southern Corp. | $1,623 | – | 7,157 | – | 1.11% | – |
| SWKS | New | Skyworks Solutions Inc. | $1,601 | – | 14,462 | – | 1.10% | – |
| MTD | New | Mettler-Toledo International, | $1,516 | – | 1,156 | – | 1.04% | – |
| NVS | New | Novartis AG ADRadr | $1,512 | – | 14,981 | – | 1.04% | – |
| CPK | New | Chesapeake Utilities Corp. | $1,498 | – | 12,589 | – | 1.03% | – |
| TD | New | Toronto Dominion Bank | $1,495 | – | 24,102 | – | 1.02% | – |
| ET | New | Energy Transfer LPunit ltd partn | $1,445 | – | 113,765 | – | 0.99% | – |
| New | SThree PLC | $1,407 | – | 324,116 | – | 0.96% | – | |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $1,401 | – | 53,158 | – | 0.96% | – |
| HEINY | New | Heineken NV ADRadr | $1,371 | – | 26,635 | – | 0.94% | – |
| AAPL | New | Apple Inc. | $1,371 | – | 7,070 | – | 0.94% | – |
| BRT | New | BRT Apartments Corp. | $1,366 | – | 68,981 | – | 0.94% | – |
| PBA | New | Pembina Pipeline Corp. | $1,333 | – | 42,394 | – | 0.91% | – |
| WES | New | Western Midstream Partners, LPunit ltd partn | $1,303 | – | 49,120 | – | 0.89% | – |
| New | Gaztransport et Technigaz SAS | $1,300 | – | 12,775 | – | 0.89% | – | |
| AVY | New | Avery Dennison Corp. | $1,294 | – | 7,531 | – | 0.89% | – |
| USPH | New | US Physical Therapy Inc. | $1,293 | – | 10,652 | – | 0.89% | – |
| KMI | New | Kinder Morgan, Inc. | $1,285 | – | 74,635 | – | 0.88% | – |
| DMLP | New | Dorchester Minerals LPunit ltd partn | $1,280 | – | 42,716 | – | 0.88% | – |
| New | Labrador Iron Ore Royalty Corp | $1,265 | – | 53,878 | – | 0.87% | – | |
| New | Dollarama Inc. | $1,240 | – | 18,290 | – | 0.85% | – | |
| New | Sabre Insurance Group PLC | $1,235 | – | 717,466 | – | 0.85% | – | |
| ATR | New | AptarGroup, Inc. | $1,204 | – | 10,395 | – | 0.82% | – |
| AHH | New | Armada Hoffler Properties, Inc | $1,186 | – | 101,531 | – | 0.81% | – |
| TTE | New | TotalEnergies SE ADRadr | $1,153 | – | 20,007 | – | 0.79% | – |
| LECO | New | Lincoln Electric Holdings, Inc | $1,153 | – | 5,804 | – | 0.79% | – |
| ATO | New | Atmos Energy Corp. | $1,152 | – | 9,906 | – | 0.79% | – |
| NTAP | New | NetApp Inc. | $1,151 | – | 15,065 | – | 0.79% | – |
| OMC | New | Omnicom Group | $1,136 | – | 11,943 | – | 0.78% | – |
| LKFN | New | Lakeland Financial Corp. | $1,106 | – | 22,787 | – | 0.76% | – |
| PB | New | Prosperity Bancshares Inc. | $1,104 | – | 19,548 | – | 0.76% | – |
| NGG | New | National Grid PLC ADSadr | $1,102 | – | 16,364 | – | 0.76% | – |
| GVDNY | New | Givaudan SA ADRadr | $1,099 | – | 16,552 | – | 0.75% | – |
| CMCSA | New | Comcast Corp. | $1,084 | – | 26,092 | – | 0.74% | – |
| CVS | New | CVS Health Corp. | $1,051 | – | 15,202 | – | 0.72% | – |
| New | Thunderbird Entertainment Grou | $1,036 | – | 389,354 | – | 0.71% | – | |
| EMR | New | Emerson Electric Co. | $1,028 | – | 11,376 | – | 0.70% | – |
| GRMN | New | Garmin LTD | $1,014 | – | 9,722 | – | 0.70% | – |
| KLAC | New | KLA Corp. | $1,014 | – | 2,091 | – | 0.70% | – |
| IEX | New | IDEX Corp. | $972 | – | 4,516 | – | 0.67% | – |
| CRMT | New | America's Car-Mart, Inc. | $970 | – | 9,726 | – | 0.66% | – |
| DLHC | New | DLH Holdings Corp. | $965 | – | 94,158 | – | 0.66% | – |
| HRL | New | Hormel Foods Corp. | $960 | – | 23,872 | – | 0.66% | – |
| BIOX | New | Bioceres Crop Solutions Corp. | $910 | – | 68,094 | – | 0.62% | – |
| New | Martinrea International Inc. | $910 | – | 90,836 | – | 0.62% | – | |
| NDSN | New | Nordson Corp. | $901 | – | 3,629 | – | 0.62% | – |
| GAIN | New | Gladstone Investment Corp. | $893 | – | 68,505 | – | 0.61% | – |
| ATVI | New | Activision Blizzard, Inc. | $893 | – | 10,597 | – | 0.61% | – |
| LRCX | New | Lam Research Corp. | $871 | – | 1,355 | – | 0.60% | – |
| DAN | New | Dana Inc. | $858 | – | 50,454 | – | 0.59% | – |
| New | Sparebank 1 SR-Bank | $840 | – | 69,200 | – | 0.58% | – | |
| CHCT | New | Community Healthcare Trust Inc | $832 | – | 25,208 | – | 0.57% | – |
| FAST | New | Fastenal Co. | $830 | – | 14,077 | – | 0.57% | – |
| CHD | New | Church & Dwight Company, Inc. | $829 | – | 8,269 | – | 0.57% | – |
| CSCO | New | Cisco Systems Inc. | $826 | – | 15,972 | – | 0.57% | – |
| TRP | New | TC Energy Corp. | $825 | – | 20,413 | – | 0.56% | – |
| AGYS | New | Agilysys, Inc. | $816 | – | 11,890 | – | 0.56% | – |
| ENB | New | Enbridge Inc. | $797 | – | 21,441 | – | 0.55% | – |
| TNC | New | Tennant Co. | $796 | – | 9,808 | – | 0.54% | – |
| VZ | New | Verizon Communications Inc. | $746 | – | 20,047 | – | 0.51% | – |
| BHP | New | BHP LTDadr | $735 | – | 12,317 | – | 0.50% | – |
| New | Vermilion Energy Trust | $727 | – | 58,232 | – | 0.50% | – | |
| GTBIF | New | Green Thumb Industries Inc. | $708 | – | 92,902 | – | 0.48% | – |
| TSM | New | Taiwan Semiconductor Manufactuadr | $706 | – | 6,992 | – | 0.48% | – |
| New | Compagnie Michelin | $693 | – | 23,488 | – | 0.48% | – | |
| FBK | New | FB Financial Corp. | $660 | – | 23,536 | – | 0.45% | – |
| MGY | New | Magnolia Oil & Gas Corp. | $658 | – | 31,484 | – | 0.45% | – |
| APD | New | Air Products & Chemicals Inc. | $655 | – | 2,187 | – | 0.45% | – |
| ERF | New | Enerplus Resources Fund Trust | $648 | – | 44,758 | – | 0.44% | – |
| ACRE | New | Ares Commercial Real Estate Co | $647 | – | 63,719 | – | 0.44% | – |
| CMWAY | New | Commonwealth Bank of Australia | $615 | – | 9,180 | – | 0.42% | – |
| ETN | New | Eaton Corp. PLC | $611 | – | 3,039 | – | 0.42% | – |
| GNL | New | Global Net Lease, Inc. | $596 | – | 57,945 | – | 0.41% | – |
| FLNG | New | Flex LNG Ltd. | $583 | – | 19,095 | – | 0.40% | – |
| New | XP Power Ltd. | $570 | – | 22,769 | – | 0.39% | – | |
| New | Treatt PLC | $571 | – | 71,903 | – | 0.39% | – | |
| New | Shell PLC ADRadr | $526 | – | 8,707 | – | 0.36% | – | |
| New | Coats Group PLC | $517 | – | 611,235 | – | 0.35% | – | |
| T | New | AT&T Inc. | $514 | – | 32,240 | – | 0.35% | – |
| New | Commonwealth Bank of Australia | $511 | – | 7,659 | – | 0.35% | – | |
| JPM | New | JPMorgan Chase & Co. | $507 | – | 3,485 | – | 0.35% | – |
| SFL | New | SFL Corp. LTD | $500 | – | 53,580 | – | 0.34% | – |
| EURN | New | Euronav NV | $495 | – | 32,525 | – | 0.34% | – |
| ECL | New | Ecolab, Inc. | $490 | – | 2,624 | – | 0.34% | – |
| BNEFF | New | Bonterra Energy Corp. | $481 | – | 113,880 | – | 0.33% | – |
| BAC | New | Bank of America Corp. | $474 | – | 16,507 | – | 0.32% | – |
| BBY | New | Best Buy Co. Inc. | $460 | – | 5,610 | – | 0.32% | – |
| GILD | New | Gilead Sciences Inc | $456 | – | 5,915 | – | 0.31% | – |
| BGSF | New | BGSF Inc. | $435 | – | 45,688 | – | 0.30% | – |
| BMY | New | Bristol Myers Squibb Co. | $434 | – | 6,790 | – | 0.30% | – |
| FNF | New | Fidelity National Financial, I | $421 | – | 11,700 | – | 0.29% | – |
| UNH | New | United Health Group Incorporat | $417 | – | 868 | – | 0.29% | – |
| New | BW Energy LTD | $400 | – | 165,945 | – | 0.27% | – | |
| New | Keyera Corp. | $393 | – | 17,020 | – | 0.27% | – | |
| LYB | New | LyondellBasell Industries NV | $385 | – | 4,188 | – | 0.26% | – |
| APA | New | APA Corp. | $380 | – | 11,130 | – | 0.26% | – |
| AMAT | New | Applied Material, Inc. | $358 | – | 2,478 | – | 0.24% | – |
| LTC | New | LTC Properties Inc. | $352 | – | 10,664 | – | 0.24% | – |
| DDOG | New | Datadog, Inc. | $346 | – | 3,514 | – | 0.24% | – |
| PAGS | New | PagSeguro Digital LTD | $328 | – | 34,716 | – | 0.22% | – |
| PSA | New | Public Storage | $325 | – | 1,112 | – | 0.22% | – |
| New | Gulf Keystone Petroleum LTD | $322 | – | 210,865 | – | 0.22% | – | |
| New | Precinct Properties New Zealan | $312 | – | 394,939 | – | 0.21% | – | |
| NNN | New | National Retail Properties | $308 | – | 7,205 | – | 0.21% | – |
| ABNB | New | Airbnb Inc. | $308 | – | 2,406 | – | 0.21% | – |
| HPQ | New | HP Inc. | $296 | – | 9,626 | – | 0.20% | – |
| DEO | New | Diageo PLC ADRadr | $281 | – | 1,620 | – | 0.19% | – |
| MMM | New | 3M Co. | $271 | – | 2,704 | – | 0.19% | – |
| EBAY | New | Ebay Inc. | $270 | – | 6,037 | – | 0.18% | – |
| VIAC | New | Paramount Global | $255 | – | 15,997 | – | 0.18% | – |
| CURLF | New | Curaleaf Holdings, Inc. | $253 | – | 81,963 | – | 0.17% | – |
| SCCO | New | Southern Copper Corp. | $240 | – | 3,350 | – | 0.16% | – |
| MGDDY | New | Michelin ADRadr | $234 | – | 15,864 | – | 0.16% | – |
| OKE | New | ONEOK Inc. | $232 | – | 3,756 | – | 0.16% | – |
| ACN | New | Accenture PLC | $219 | – | 711 | – | 0.15% | – |
| MDT | New | Medtronic PLC | $217 | – | 2,464 | – | 0.15% | – |
| HIW | New | Highwoods Properties Inc. | $215 | – | 8,990 | – | 0.15% | – |
| IIPR | New | Innovative Industrial Properti | $205 | – | 2,808 | – | 0.14% | – |
| NYCB | New | New York Community Bancorp, In | $203 | – | 18,063 | – | 0.14% | – |
| TCNNF | New | Trulieve Cannabis Corp. | $175 | – | 44,565 | – | 0.12% | – |
| New | Warner Brothers Discovery | $173 | – | 13,785 | – | 0.12% | – | |
| CRLBF | New | Cresco Labs | $153 | – | 101,820 | – | 0.10% | – |
| New | Primaris REIT | $140 | – | 13,757 | – | 0.10% | – | |
| VTRS | New | Viatris Inc. | $118 | – | 11,783 | – | 0.08% | – |
| HBI | New | Hanesbrands, Inc. | $96 | – | 21,165 | – | 0.07% | – |
| New | Verano Holdings Corp. | $32 | – | 10,935 | – | 0.02% | – | |
| CCHWF | New | Columbia Care Inc. | $21 | – | 48,770 | – | 0.01% | – |
| New | Credito Real Sofom ENR | $20 | – | 997,884 | – | 0.01% | – | |
| AYRWF | New | AYR Wellness Inc. | $14 | – | 15,990 | – | 0.01% | – |
| New | Indiva Limited | $2 | – | 112,000 | – | 0.00% | – | |
| ROSYY | New | Rostelecom Long Distance ADRadr | $0 | – | 59,445 | – | 0.00% | – |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $0 | – | 14,781 | – | 0.00% | – |
| New | Novolipetsk GDRadr | $0 | – | 25,985 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Novolipetsk GDRadr | $0 | – | -25,985 | – | 0.00% | – | |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -14,781 | – | 0.00% | – |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -59,445 | – | 0.00% | – |
| Exit | Indiva Limited | $0 | – | -112,000 | – | -0.01% | – | |
| Exit | Credito Real Sofom ENR | $0 | – | -997,884 | – | -0.01% | – | |
| AYRWF | Exit | AYR Wellness Inc. | $0 | – | -16,140 | – | -0.03% | – |
| Exit | Verano Holdings Corp. F | $0 | – | -11,435 | – | -0.04% | – | |
| CCHWF | Exit | Columbia Care Inc. | $0 | – | -52,570 | – | -0.05% | – |
| LUMN | Exit | Lumen Technologies Inc | $0 | – | -10,560 | – | -0.06% | – |
| NYCB | Exit | New York Community Banco | $0 | – | -12,610 | – | -0.09% | – |
| Exit | Primaris REIT | $0 | – | -13,757 | – | -0.10% | – | |
| HBI | Exit | Hanesbrands, Inc. | $0 | – | -19,945 | – | -0.11% | – |
| Exit | Warner Brothers Discovery | $0 | – | -13,751 | – | -0.13% | – | |
| MDT | Exit | Medtronic PLC | $0 | – | -2,564 | – | -0.17% | – |
| TGA | Exit | TransGlobe Energy Corp. | $0 | – | -84,475 | – | -0.18% | – |
| UNH | Exit | United Health Group Incorporat | $0 | – | -482 | – | -0.20% | – |
| WBA | Exit | Walgreens Boots Alliance Inc. | $0 | – | -7,755 | – | -0.20% | – |
| MMM | Exit | 3M Co. | $0 | – | -2,307 | – | -0.20% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -2,794 | – | -0.20% | – |
| FNF | Exit | Fidelity National Financial, I | $0 | – | -7,285 | – | -0.21% | – |
| CRLBF | Exit | Cresco Labs | $0 | – | -98,920 | – | -0.22% | – |
| BBY | Exit | Best Buy Co. Inc. | $0 | – | -4,299 | – | -0.22% | – |
| CURLF | Exit | Curaleaf Holdings, Inc. | $0 | – | -55,466 | – | -0.22% | – |
| Exit | Precinct Properties New Zealan | $0 | – | -394,939 | – | -0.23% | – | |
| NNN | Exit | National Retail Properties | $0 | – | -7,215 | – | -0.23% | – |
| DDOG | Exit | Datadog, Inc. | $0 | – | -3,262 | – | -0.23% | – |
| LTC | Exit | LTC Properties Inc. | $0 | – | -8,250 | – | -0.25% | – |
| LYB | Exit | LyondellBasell Industries NV | $0 | – | -4,207 | – | -0.25% | – |
| Exit | BW Energy LTD | $0 | – | -166,795 | – | -0.26% | – | |
| Exit | Coats Group PLC | $0 | – | -613,535 | – | -0.28% | – | |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -3,395 | – | -0.28% | – |
| Exit | Sabre Insurance Group PLC | $0 | – | -332,920 | – | -0.29% | – | |
| BNEFF | Exit | Bonterra Energy Corp. | $0 | – | -73,731 | – | -0.29% | – |
| APA | Exit | APA Corp. | $0 | – | -11,132 | – | -0.30% | – |
| GILD | Exit | Gilead Sciences Inc | $0 | – | -6,336 | – | -0.31% | – |
| ECL | Exit | Ecolab, Inc. | $0 | – | -2,726 | – | -0.32% | – |
| ETN | Exit | Eaton Corporation PLC | $0 | – | -3,053 | – | -0.33% | – |
| Exit | H&R REIT | $0 | – | -55,507 | – | -0.33% | – | |
| Exit | Shell PLC ADRadr | $0 | – | -8,465 | – | -0.34% | – | |
| T | Exit | AT&T Inc. | $0 | – | -27,474 | – | -0.34% | – |
| BABA | Exit | Alibaba Group Holding Ltd. ADSadr | $0 | – | -5,279 | – | -0.34% | – |
| LRCX | Exit | Lam Research Corp. | $0 | – | -1,194 | – | -0.35% | – |
| Exit | Commonwealth Bank of Australia | $0 | – | -7,659 | – | -0.36% | – | |
| Exit | Gulf Keystone Petroleum LTD | $0 | – | -210,865 | – | -0.38% | – | |
| SFL | Exit | SFL Corp. LTD | $0 | – | -52,802 | – | -0.38% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -41,026 | – | -0.38% | – |
| Exit | Treatt PLC | $0 | – | -72,180 | – | -0.38% | – | |
| BAC | Exit | Bank of America Corp. | $0 | – | -16,455 | – | -0.40% | – |
| EURN | Exit | Euronav NV | $0 | – | -33,020 | – | -0.41% | – |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -2,194 | – | -0.41% | – |
| BGSF | Exit | BGSF Inc. | $0 | – | -46,188 | – | -0.41% | – |
| BIOX | Exit | Bioceres Crop Solutions Corp. | $0 | – | -40,147 | – | -0.42% | – |
| CRMT | Exit | America's Car-Mart, Inc. | $0 | – | -8,777 | – | -0.43% | – |
| CMWAY | Exit | Commonwealth Bank of Australia | $0 | – | -9,360 | – | -0.44% | – |
| TCNNF | Exit | Trulieve Cannabis Corp. | $0 | – | -64,900 | – | -0.44% | – |
| BHP | Exit | BHP LTDadr | $0 | – | -11,099 | – | -0.44% | – |
| TNC | Exit | Tennant Co. | $0 | – | -9,838 | – | -0.45% | – |
| Exit | Martinrea International Inc. | $0 | – | -91,016 | – | -0.45% | – | |
| PAGS | Exit | PagSeguro Digital LTD | $0 | – | -42,710 | – | -0.45% | – |
| FAST | Exit | Fastenal Co. | $0 | – | -12,268 | – | -0.45% | – |
| CHD | Exit | Church & Dwight Company, Inc. | $0 | – | -8,031 | – | -0.46% | – |
| KLAC | Exit | KLA Corp. | $0 | – | -1,896 | – | -0.46% | – |
| BMY | Exit | BristolMyers Squibb Co. | $0 | – | -8,085 | – | -0.46% | – |
| DAN | Exit | Dana Inc. | $0 | – | -50,478 | – | -0.46% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -14,696 | – | -0.47% | – |
| GNL | Exit | Global Net Lease, Inc. | $0 | – | -57,928 | – | -0.49% | – |
| MKC | Exit | McCormick & Company, Inc. | $0 | – | -8,675 | – | -0.50% | – |
| VIAC | Exit | Paramount Global | $0 | – | -32,669 | – | -0.50% | – |
| MGY | Exit | Magnolia Oil & Gas Corp. | $0 | – | -31,495 | – | -0.50% | – |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -44,758 | – | -0.51% | – |
| Exit | Sparebank 1 SR-Bank | $0 | – | -69,349 | – | -0.52% | – | |
| ACRE | Exit | Ares Commercial Real Estate Co | $0 | – | -63,811 | – | -0.54% | – |
| UBA | Exit | Urstadt Biddle Properties Inc. | $0 | – | -43,152 | – | -0.54% | – |
| CMCSA | Exit | Comcast Corp. | $0 | – | -24,440 | – | -0.58% | – |
| FB | Exit | META | $0 | – | -5,313 | – | -0.58% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -19,752 | – | -0.60% | – |
| NDSN | Exit | Nordson Corp. | $0 | – | -3,635 | – | -0.62% | – |
| GRMN | Exit | Garmin LTD | $0 | – | -9,667 | – | -0.62% | – |
| ATVI | Exit | Activision Blizzard, Inc. | $0 | – | -10,595 | – | -0.63% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -21,433 | – | -0.64% | – |
| AHH | Exit | Armada Hoffler Properties, Inc | $0 | – | -77,299 | – | -0.64% | – |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -10,645 | – | -0.65% | – |
| GAIN | Exit | Gladstone Investment Corp. | $0 | – | -68,713 | – | -0.67% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -11,387 | – | -0.67% | – |
| TRP | Exit | TC Energy Corp. | $0 | – | -20,780 | – | -0.67% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -16,625 | – | -0.69% | – |
| Exit | Thunderbird Entertainment Grou | $0 | – | -390,631 | – | -0.70% | – | |
| FBK | Exit | FB Financial Corp. | $0 | – | -23,624 | – | -0.72% | – |
| IEX | Exit | IDEX Corp. | $0 | – | -4,526 | – | -0.72% | – |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -13,827 | – | -0.74% | – |
| NTAP | Exit | NetApp Inc. | $0 | – | -15,125 | – | -0.75% | – |
| TTE | Exit | TotalEnergies SE ADRadr | $0 | – | -20,165 | – | -0.75% | – |
| GOOD | Exit | Gladstone Commercial Corp. | $0 | – | -62,974 | – | -0.78% | – |
| ATR | Exit | AptarGroup, Inc. | $0 | – | -10,409 | – | -0.79% | – |
| GVDNY | Exit | Givaudan SA ADRadr | $0 | – | -16,553 | – | -0.80% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -9,925 | – | -0.81% | – |
| PH | Exit | Parker Hannifin Corp. | $0 | – | -4,232 | – | -0.82% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -7,515 | – | -0.83% | – |
| GTBIF | Exit | Green Thumb Industries Inc. | $0 | – | -111,706 | – | -0.84% | – |
| Exit | Dollarama Inc. | $0 | – | -18,315 | – | -0.84% | – | |
| DMLP | Exit | Dorchester Minerals LPunit ltd partn | $0 | – | -42,723 | – | -0.86% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -24,215 | – | -0.88% | – |
| SKT | Exit | Tanger Factory Outlet Centers, | $0 | – | -81,710 | – | -0.90% | – |
| CHCT | Exit | Community Healthcare Trust Inc | $0 | – | -34,346 | – | -0.90% | – |
| Exit | Labrador Iron Ore Royalty Corp | $0 | – | -53,185 | – | -0.90% | – | |
| INTC | Exit | Intel Corp. | $0 | – | -44,156 | – | -0.91% | – |
| DLHC | Exit | DLH Holdings Corp. | $0 | – | -94,032 | – | -0.92% | – |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -26,763 | – | -0.94% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -15,505 | – | -0.94% | – |
| Exit | Schneider Electric SA | $0 | – | -10,532 | – | -0.97% | – | |
| WSTG | Exit | Wayside Technology Group, Inc. | $0 | – | -45,248 | – | -0.98% | – |
| Exit | Straumann Holdings AG | $0 | – | -13,130 | – | -0.98% | – | |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -7,537 | – | -0.98% | – |
| SWKS | Exit | Skyworks Solutions Inc. | $0 | – | -14,423 | – | -0.99% | – |
| ET | Exit | Energy Transfer LPunit ltd partn | $0 | – | -111,472 | – | -0.99% | – |
| WES | Exit | Western Midstream Partners, LPunit ltd partn | $0 | – | -48,946 | – | -0.99% | – |
| Exit | Vermilion Energy Trust | $0 | – | -58,270 | – | -1.00% | – | |
| Exit | SThree PLC | $0 | – | -325,869 | – | -1.00% | – | |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -75,209 | – | -1.00% | – |
| AGYS | Exit | Agilysys, Inc. | $0 | – | -22,869 | – | -1.02% | – |
| PBA | Exit | Pembina Pipeline Corporation | $0 | – | -42,513 | – | -1.04% | – |
| LECO | Exit | Lincoln Electric Holdings, Inc | $0 | – | -10,332 | – | -1.04% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -6,662 | – | -1.09% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -6,661 | – | -1.09% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -8,212 | – | -1.10% | – |
| BRT | Exit | BRT Apartments Corp. | $0 | – | -68,999 | – | -1.12% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -20,009 | – | -1.13% | – |
| Exit | Gaztransport et Technigaz SAS | $0 | – | -12,803 | – | -1.14% | – | |
| CVS | Exit | CVS Health Corporation | $0 | – | -14,906 | – | -1.14% | – |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -12,626 | – | -1.17% | – |
| LKQ | Exit | LKQ Corp. | $0 | – | -31,240 | – | -1.18% | – |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -7,188 | – | -1.21% | – |
| GGG | Exit | Graco Inc. | $0 | – | -25,876 | – | -1.24% | – |
| OMC | Exit | Omnicom Group | $0 | – | -24,728 | – | -1.25% | – |
| ITT | Exit | ITT Corp. | $0 | – | -24,130 | – | -1.26% | – |
| OGS | Exit | ONE Gas, Inc. | $0 | – | -22,487 | – | -1.27% | – |
| Exit | Banco del Bajio SA | $0 | – | -641,303 | – | -1.30% | – | |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -1,510 | – | -1.31% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -7,246 | – | -1.34% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -73,650 | – | -1.40% | – |
| LIN | Exit | Linde PLC | $0 | – | -6,550 | – | -1.42% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -30,900 | – | -1.52% | – |
| SNA | Exit | Snap-on Inc. | $0 | – | -9,454 | – | -1.52% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -20,600 | – | -1.54% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -15,319 | – | -1.56% | – |
| HUBB | Exit | Hubbell Inc. | $0 | – | -8,769 | – | -1.57% | – |
| GWW | Exit | W.W. Grainger, Inc. | $0 | – | -4,002 | – | -1.57% | – |
| PAYX | Exit | Paychex, Inc. | $0 | – | -17,718 | – | -1.59% | – |
| GOOG | Exit | Alphabet Inc. Class C | $0 | – | -20,722 | – | -1.60% | – |
| ADP | Exit | Automatic Data Processing, Inc | $0 | – | -11,071 | – | -2.01% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ADP | Sell | Automatic Data Processing, Inc | $2,504,000 | +7.5% | 11,071 | -0.2% | 2.01% | +15.9% |
| GOOG | Buy | Alphabet Inc. Class C | $1,992,000 | -10.4% | 20,722 | +1939.6% | 1.60% | -3.4% |
| PAYX | Sell | Paychex, Inc. | $1,988,000 | -2.2% | 17,718 | -0.8% | 1.59% | +5.4% |
| GWW | Sell | W.W. Grainger, Inc. | $1,958,000 | -5.9% | 4,002 | -12.6% | 1.57% | +1.5% |
| HUBB | Sell | Hubbell Inc. | $1,956,000 | +24.7% | 8,769 | -0.2% | 1.57% | +34.5% |
| FISV | Sell | Fiserv Inc. | $1,928,000 | +5.1% | 20,600 | -0.1% | 1.54% | +13.4% |
| SNA | Buy | Snap-on Inc. | $1,903,000 | +2.2% | 9,454 | +0.0% | 1.52% | +10.2% |
| TD | Buy | Toronto Dominion Bank | $1,895,000 | -6.1% | 30,900 | +0.4% | 1.52% | +1.2% |
| LIN | Sell | Linde PLC | $1,766,000 | -6.3% | 6,550 | -0.1% | 1.42% | +1.0% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $1,751,000 | +5.7% | 73,650 | +8.4% | 1.40% | +14.0% |
| MCD | Sell | McDonald's Corp. | $1,672,000 | -6.8% | 7,246 | -0.3% | 1.34% | +0.4% |
| OGS | Sell | ONE Gas, Inc. | $1,583,000 | -13.3% | 22,487 | -0.0% | 1.27% | -6.5% |
| ITT | Buy | ITT Corp. | $1,577,000 | -2.8% | 24,130 | +0.1% | 1.26% | +4.8% |
| OMC | Buy | Omnicom Group | $1,560,000 | -0.6% | 24,728 | +0.2% | 1.25% | +7.1% |
| GGG | Sell | Graco Inc. | $1,551,000 | +0.8% | 25,876 | -0.1% | 1.24% | +8.7% |
| NSC | Buy | Norfolk & Southern Corp. | $1,507,000 | -7.7% | 7,188 | +0.0% | 1.21% | -0.5% |
| LKQ | Buy | LKQ Corp. | $1,473,000 | -3.7% | 31,240 | +0.3% | 1.18% | +3.8% |
| CPK | Sell | Chesapeake Utilities Corp. | $1,457,000 | -11.3% | 12,626 | -0.4% | 1.17% | -4.3% |
| Sell | Gaztransport et Technigaz SAS | $1,422,000 | -38.7% | 12,803 | -30.9% | 1.14% | -33.9% | |
| CVS | Buy | CVS Health Corporation | $1,422,000 | +3.3% | 14,906 | +0.3% | 1.14% | +11.3% |
| CL | Sell | Colgate-Palmolive Co. | $1,406,000 | -12.4% | 20,009 | -0.1% | 1.13% | -5.5% |
| BRT | Buy | BRT Apartments Corp. | $1,401,000 | -5.4% | 68,999 | +0.1% | 1.12% | +2.0% |
| HON | Buy | Honeywell International Inc. | $1,371,000 | -3.9% | 8,212 | +0.1% | 1.10% | +3.7% |
| SHW | Buy | Sherwin-Williams Co. | $1,364,000 | -8.5% | 6,661 | +0.0% | 1.09% | -1.4% |
| CMI | Buy | Cummins Inc. | $1,356,000 | +5.4% | 6,662 | +0.2% | 1.09% | +13.7% |
| LECO | Buy | Lincoln Electric Holdings, Inc | $1,299,000 | +13.3% | 10,332 | +11.1% | 1.04% | +22.0% |
| PBA | Sell | Pembina Pipeline Corporation | $1,291,000 | -14.4% | 42,513 | -0.3% | 1.04% | -7.7% |
| AGYS | Sell | Agilysys, Inc. | $1,266,000 | +17.0% | 22,869 | -0.1% | 1.02% | +26.2% |
| KMI | Sell | Kinder Morgan, Inc. | $1,251,000 | -0.8% | 75,209 | -0.1% | 1.00% | +7.0% |
| Buy | SThree PLC | $1,250,000 | +22.9% | 325,869 | +38.5% | 1.00% | +32.5% | |
| Sell | Vermilion Energy Trust | $1,248,000 | +11.6% | 58,270 | -0.6% | 1.00% | +20.3% | |
| WES | Buy | Western Midstream Partners, LPunit ltd partn | $1,231,000 | +3.7% | 48,946 | +0.3% | 0.99% | +11.9% |
| SWKS | Buy | Skyworks Solutions Inc. | $1,230,000 | -2.7% | 14,423 | +5.7% | 0.99% | +4.9% |
| ET | Buy | Energy Transfer LPunit ltd partn | $1,230,000 | +29.3% | 111,472 | +16.9% | 0.99% | +39.5% |
| AVY | Sell | Avery Dennison Corp. | $1,226,000 | +0.2% | 7,537 | -0.4% | 0.98% | +8.0% |
| Buy | Straumann Holdings AG | $1,222,000 | -2.0% | 13,130 | +26.5% | 0.98% | +5.6% | |
| WSTG | Buy | Wayside Technology Group, Inc. | $1,216,000 | -5.7% | 45,248 | +16.7% | 0.98% | +1.8% |
| Buy | Schneider Electric SA | $1,207,000 | -2.3% | 10,532 | +0.9% | 0.97% | +5.3% | |
| NVS | Buy | Novartis AG ADRadr | $1,179,000 | -9.5% | 15,505 | +0.6% | 0.94% | -2.5% |
| HEINY | Sell | Heineken NV ADRadr | $1,171,000 | -4.3% | 26,763 | -0.1% | 0.94% | +3.1% |
| DLHC | Sell | DLH Holdings Corp. | $1,154,000 | -20.9% | 94,032 | -1.8% | 0.92% | -14.7% |
| INTC | Buy | Intel Corp. | $1,138,000 | -31.1% | 44,156 | +0.0% | 0.91% | -25.7% |
| Buy | Labrador Iron Ore Royalty Corp | $1,127,000 | -2.2% | 53,185 | +1.9% | 0.90% | +5.5% | |
| CHCT | Buy | Community Healthcare Trust Inc | $1,125,000 | -9.4% | 34,346 | +0.1% | 0.90% | -2.3% |
| SKT | Buy | Tanger Factory Outlet Centers, | $1,118,000 | -3.6% | 81,710 | +0.2% | 0.90% | +3.9% |
| HRL | Sell | Hormel Foods Corp. | $1,100,000 | -4.4% | 24,215 | -0.4% | 0.88% | +3.0% |
| Sell | Dollarama Inc. | $1,050,000 | -33.0% | 18,315 | -32.7% | 0.84% | -27.8% | |
| GTBIF | Buy | Green Thumb Industries Inc. | $1,047,000 | +24.9% | 111,706 | +6.6% | 0.84% | +34.7% |
| AAPL | Buy | Apple Inc. | $1,039,000 | +1.4% | 7,515 | +0.2% | 0.83% | +9.3% |
| PH | Buy | Parker Hannifin Corp. | $1,025,000 | -1.4% | 4,232 | +0.1% | 0.82% | +6.2% |
| ATO | Sell | Atmos Energy Corp. | $1,011,000 | -9.2% | 9,925 | -0.1% | 0.81% | -2.2% |
| GVDNY | Sell | Givaudan SA ADRadr | $995,000 | -14.7% | 16,553 | -0.2% | 0.80% | -8.1% |
| ATR | Buy | AptarGroup, Inc. | $989,000 | -7.9% | 10,409 | +0.0% | 0.79% | -0.6% |
| GOOD | Buy | Gladstone Commercial Corp. | $976,000 | -17.4% | 62,974 | +0.3% | 0.78% | -11.0% |
| TTE | Sell | TotalEnergies SE ADRadr | $938,000 | -12.1% | 20,165 | -0.5% | 0.75% | -5.2% |
| NTAP | Sell | NetApp Inc. | $935,000 | -5.3% | 15,125 | -0.0% | 0.75% | +2.0% |
| PB | Buy | Prosperity Bancshares Inc. | $922,000 | -2.2% | 13,827 | +0.1% | 0.74% | +5.4% |
| FBK | Sell | FB Financial Corp. | $903,000 | -2.6% | 23,624 | -0.1% | 0.72% | +5.1% |
| NGG | Buy | National Grid PLC ADSadr | $857,000 | -20.0% | 16,625 | +0.4% | 0.69% | -13.7% |
| EMR | Buy | Emerson Electric Co. | $834,000 | -7.8% | 11,387 | +0.1% | 0.67% | -0.7% |
| GAIN | Buy | Gladstone Investment Corp. | $831,000 | -14.1% | 68,713 | +0.1% | 0.67% | -7.4% |
| USPH | Buy | US Physical Therapy Inc. | $809,000 | +2.9% | 10,645 | +47.9% | 0.65% | +11.0% |
| AHH | Buy | Armada Hoffler Properties, Inc | $802,000 | -19.1% | 77,299 | +0.2% | 0.64% | -12.8% |
| ATVI | Buy | Activision Blizzard, Inc. | $788,000 | -4.5% | 10,595 | +0.0% | 0.63% | +3.1% |
| GRMN | Buy | Garmin LTD | $776,000 | -17.9% | 9,667 | +0.5% | 0.62% | -11.5% |
| NDSN | Buy | Nordson Corp. | $772,000 | +4.9% | 3,635 | +0.0% | 0.62% | +13.2% |
| VZ | Buy | Verizon Communications Inc. | $750,000 | -24.1% | 19,752 | +1.5% | 0.60% | -18.1% |
| FB | Buy | META | $721,000 | -15.1% | 5,313 | +0.9% | 0.58% | -8.4% |
| CMCSA | Buy | Comcast Corp. | $717,000 | -24.4% | 24,440 | +1.1% | 0.58% | -18.4% |
| UBA | Buy | Urstadt Biddle Properties Inc. | $669,000 | 0.0% | 43,152 | +4.5% | 0.54% | +7.8% |
| ERF | Sell | Enerplus Resources Fund Trust | $634,000 | -28.8% | 44,758 | -33.5% | 0.51% | -23.3% |
| MGY | Sell | Magnolia Oil & Gas Corp. | $624,000 | -6.0% | 31,495 | -0.4% | 0.50% | +1.2% |
| VIAC | Buy | Paramount Global | $622,000 | -21.9% | 32,669 | +1.3% | 0.50% | -15.9% |
| MKC | Buy | McCormick & Company, Inc. | $618,000 | -14.3% | 8,675 | +0.1% | 0.50% | -7.6% |
| GNL | Buy | Global Net Lease, Inc. | $617,000 | -24.3% | 57,928 | +0.6% | 0.49% | -18.5% |
| CSCO | Buy | Cisco Systems Inc. | $588,000 | -4.2% | 14,696 | +2.1% | 0.47% | +3.3% |
| DAN | Buy | Dana Inc. | $577,000 | -18.6% | 50,478 | +0.1% | 0.46% | -12.3% |
| BMY | Buy | BristolMyers Squibb Co. | $575,000 | -6.8% | 8,085 | +0.9% | 0.46% | +0.4% |
| CHD | Buy | Church & Dwight Company, Inc. | $574,000 | -22.8% | 8,031 | +0.1% | 0.46% | -16.8% |
| KLAC | Buy | KLA Corp. | $574,000 | +8.3% | 1,896 | +14.1% | 0.46% | +16.8% |
| FAST | Buy | Fastenal Co. | $565,000 | -7.7% | 12,268 | +0.1% | 0.45% | -0.4% |
| TNC | Buy | Tennant Co. | $556,000 | -4.6% | 9,838 | +0.1% | 0.45% | +3.0% |
| BHP | Buy | BHP LTDadr | $555,000 | -9.6% | 11,099 | +1.6% | 0.44% | -2.4% |
| TCNNF | Buy | Trulieve Cannabis Corp. | $552,000 | -20.2% | 64,900 | +8.0% | 0.44% | -14.0% |
| CMWAY | Buy | Commonwealth Bank of Australia | $546,000 | -4.9% | 9,360 | +1.1% | 0.44% | +2.6% |
| BGSF | Buy | BGSF Inc. | $513,000 | -10.0% | 46,188 | +0.2% | 0.41% | -3.1% |
| APD | Sell | Air Products & Chemicals Inc. | $511,000 | -5.0% | 2,194 | -1.9% | 0.41% | +2.5% |
| EURN | Sell | Euronav NV | $508,000 | -32.1% | 33,020 | -47.3% | 0.41% | -26.8% |
| BAC | Sell | Bank of America Corp. | $497,000 | -4.4% | 16,455 | -1.5% | 0.40% | +2.8% |
| SFL | Buy | SFL Corp. LTD | $481,000 | -3.8% | 52,802 | +0.1% | 0.38% | +3.5% |
| New | Treatt PLC | $480,000 | – | 72,180 | – | 0.38% | – | |
| ALOT | Sell | AstroNova, Inc. | $480,000 | -2.4% | 41,026 | -0.1% | 0.38% | +5.2% |
| Buy | Gulf Keystone Petroleum LTD | $468,000 | -27.6% | 210,865 | +3.4% | 0.38% | -21.9% | |
| LRCX | Buy | Lam Research Corp. | $437,000 | +10.1% | 1,194 | +28.2% | 0.35% | +18.6% |
| BABA | Sell | Alibaba Group Holding Ltd. ADSadr | $422,000 | -49.0% | 5,279 | -27.5% | 0.34% | -45.1% |
| T | Buy | AT&T Inc. | $421,000 | -25.7% | 27,474 | +1.5% | 0.34% | -20.1% |
| Buy | Shell PLC ADRadr | $421,000 | -3.0% | 8,465 | +1.9% | 0.34% | +4.3% | |
| ECL | Sell | Ecolab, Inc. | $394,000 | -6.9% | 2,726 | -1.0% | 0.32% | +0.6% |
| GILD | Buy | Gilead Sciences Inc | $391,000 | +4.5% | 6,336 | +4.6% | 0.31% | +12.6% |
| LYB | Buy | LyondellBasell Industries NV | $317,000 | -13.4% | 4,207 | +0.5% | 0.25% | -6.6% |
| LTC | Buy | LTC Properties Inc. | $309,000 | -0.6% | 8,250 | +1.9% | 0.25% | +7.4% |
| DDOG | Buy | Datadog, Inc. | $290,000 | -2.0% | 3,262 | +5.1% | 0.23% | +5.5% |
| NNN | Buy | National Retail Properties | $288,000 | +3.6% | 7,215 | +11.6% | 0.23% | +11.6% |
| CURLF | Buy | Curaleaf Holdings, Inc. | $274,000 | +26.3% | 55,466 | +28.9% | 0.22% | +36.6% |
| BBY | New | Best Buy Co. Inc. | $272,000 | – | 4,299 | – | 0.22% | – |
| CRLBF | Buy | Cresco Labs | $268,000 | +41.8% | 98,920 | +31.1% | 0.22% | +52.5% |
| FNF | Buy | Fidelity National Financial, I | $264,000 | +8.2% | 7,285 | +10.3% | 0.21% | +17.1% |
| IFF | Buy | International Flavors & Fragra | $254,000 | -23.5% | 2,794 | +0.3% | 0.20% | -17.4% |
| MMM | Buy | 3M Co. | $255,000 | -4.5% | 2,307 | +11.8% | 0.20% | +3.0% |
| WBA | Sell | Walgreens Boots Alliance Inc. | $244,000 | -17.3% | 7,755 | -0.5% | 0.20% | -10.5% |
| UNH | Buy | United Health Group Incorporat | $243,000 | -0.8% | 482 | +1.0% | 0.20% | +7.1% |
| Buy | Warner Brothers Discovery | $158,000 | -13.7% | 13,751 | +1.0% | 0.13% | -6.6% | |
| NYCB | New | New York Community Banco | $108,000 | – | 12,610 | – | 0.09% | – |
| LUMN | Buy | Lumen Technologies Inc | $77,000 | -31.2% | 10,560 | +3.0% | 0.06% | -25.3% |
| Buy | Verano Holdings Corp. F | $53,000 | -10.2% | 11,435 | +9.6% | 0.04% | -4.5% | |
| AYRWF | New | AYR Wellness Inc. | $38,000 | – | 16,140 | – | 0.03% | – |
| OKE | Exit | ONEOK Inc. | $0 | – | -3,759 | – | -0.16% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -2,728 | – | -0.17% | – |
| USAC | Exit | USA Compression Partners LPunit ltd partn | $0 | – | -34,610 | – | -0.43% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ADP | New | Automatic Data Processing, Inc | $2,330,000 | – | 11,092 | – | 1.73% | – |
| New | Gaztransport et Technigaz SAS | $2,321,000 | – | 18,527 | – | 1.72% | – | |
| GOOG | New | Alphabet Inc. Class C | $2,222,000 | – | 1,016 | – | 1.65% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $2,138,000 | – | 15,319 | – | 1.59% | – |
| GWW | New | W.W. Grainger, Inc. | $2,080,000 | – | 4,577 | – | 1.55% | – |
| PAYX | New | Paychex, Inc. | $2,033,000 | – | 17,857 | – | 1.51% | – |
| TD | New | Toronto Dominion Bank | $2,019,000 | – | 30,786 | – | 1.50% | – |
| LIN | New | Linde PLC | $1,885,000 | – | 6,557 | – | 1.40% | – |
| SNA | New | Snap-on Inc. | $1,862,000 | – | 9,451 | – | 1.38% | – |
| FISV | New | Fiserv Inc. | $1,834,000 | – | 20,616 | – | 1.36% | – |
| OGS | New | ONE Gas, Inc. | $1,826,000 | – | 22,497 | – | 1.36% | – |
| MCD | New | McDonald's Corp. | $1,794,000 | – | 7,269 | – | 1.33% | – |
| MTD | New | Mettler-Toledo International, | $1,735,000 | – | 1,510 | – | 1.29% | – |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $1,656,000 | – | 67,959 | – | 1.23% | – |
| INTC | New | Intel Corp. | $1,652,000 | – | 44,148 | – | 1.23% | – |
| CPK | New | Chesapeake Utilities Corp. | $1,642,000 | – | 12,673 | – | 1.22% | – |
| NSC | New | Norfolk & Southern Corp. | $1,633,000 | – | 7,185 | – | 1.21% | – |
| ITT | New | ITT Corp. | $1,622,000 | – | 24,117 | – | 1.21% | – |
| CL | New | Colgate-Palmolive Co. | $1,605,000 | – | 20,021 | – | 1.19% | – |
| OMC | New | Omnicom Group | $1,570,000 | – | 24,678 | – | 1.17% | – |
| HUBB | New | Hubbell Inc. | $1,569,000 | – | 8,786 | – | 1.17% | – |
| New | Dollarama Inc. | $1,567,000 | – | 27,211 | – | 1.16% | – | |
| GGG | New | Graco Inc. | $1,539,000 | – | 25,899 | – | 1.14% | – |
| LKQ | New | LKQ Corp. | $1,529,000 | – | 31,153 | – | 1.14% | – |
| PBA | New | Pembina Pipeline Corporation | $1,508,000 | – | 42,653 | – | 1.12% | – |
| SHW | New | Sherwin-Williams Co. | $1,491,000 | – | 6,658 | – | 1.11% | – |
| BRT | New | BRT Apartments Corp. | $1,481,000 | – | 68,923 | – | 1.10% | – |
| DLHC | New | DLH Holdings Corp. | $1,459,000 | – | 95,734 | – | 1.08% | – |
| HON | New | Honeywell International Inc. | $1,426,000 | – | 8,205 | – | 1.06% | – |
| CVS | New | CVS Health Corporation | $1,377,000 | – | 14,857 | – | 1.02% | – |
| NVS | New | Novartis AG ADRadr | $1,303,000 | – | 15,415 | – | 0.97% | – |
| New | Banco del Bajio SA | $1,292,000 | – | 641,303 | – | 0.96% | – | |
| WSTG | New | Wayside Technology Group, Inc. | $1,289,000 | – | 38,769 | – | 0.96% | – |
| CMI | New | Cummins Inc. | $1,286,000 | – | 6,647 | – | 0.96% | – |
| SWKS | New | Skyworks Solutions Inc. | $1,264,000 | – | 13,644 | – | 0.94% | – |
| KMI | New | Kinder Morgan, Inc. | $1,261,000 | – | 75,252 | – | 0.94% | – |
| New | Straumann Holdings AG | $1,247,000 | – | 10,382 | – | 0.93% | – | |
| CHCT | New | Community Healthcare Trust Inc | $1,242,000 | – | 34,297 | – | 0.92% | – |
| New | Schneider Electric SA | $1,235,000 | – | 10,435 | – | 0.92% | – | |
| AVY | New | Avery Dennison Corp. | $1,224,000 | – | 7,565 | – | 0.91% | – |
| HEINY | New | Heineken NV ADRadr | $1,224,000 | – | 26,788 | – | 0.91% | – |
| WES | New | Western Midstream Partners, LPunit ltd partn | $1,187,000 | – | 48,823 | – | 0.88% | – |
| GOOD | New | Gladstone Commercial Corp. | $1,182,000 | – | 62,760 | – | 0.88% | – |
| GVDNY | New | Givaudan SA ADRadr | $1,166,000 | – | 16,588 | – | 0.87% | – |
| SKT | New | Tanger Factory Outlet Centers, | $1,160,000 | – | 81,547 | – | 0.86% | – |
| New | Labrador Iron Ore Royalty Corp | $1,152,000 | – | 52,195 | – | 0.86% | – | |
| HRL | New | Hormel Foods Corp. | $1,151,000 | – | 24,313 | – | 0.86% | – |
| LECO | New | Lincoln Electric Holdings, Inc | $1,147,000 | – | 9,302 | – | 0.85% | – |
| New | Vermilion Energy Trust | $1,118,000 | – | 58,645 | – | 0.83% | – | |
| ATO | New | Atmos Energy Corp. | $1,114,000 | – | 9,939 | – | 0.83% | – |
| AGYS | New | Agilysys, Inc. | $1,082,000 | – | 22,887 | – | 0.80% | – |
| TRP | New | TC Energy Corp. | $1,077,000 | – | 20,780 | – | 0.80% | – |
| ATR | New | AptarGroup, Inc. | $1,074,000 | – | 10,404 | – | 0.80% | – |
| New | Thunderbird Entertainment Grou | $1,074,000 | – | 390,631 | – | 0.80% | – | |
| NGG | New | National Grid PLC ADSadr | $1,071,000 | – | 16,561 | – | 0.80% | – |
| TTE | New | TotalEnergies SE ADRadr | $1,067,000 | – | 20,264 | – | 0.79% | – |
| PH | New | Parker Hannifin Corp. | $1,040,000 | – | 4,228 | – | 0.77% | – |
| AAPL | New | Apple Inc. | $1,025,000 | – | 7,498 | – | 0.76% | – |
| DMLP | New | Dorchester Minerals LPunit ltd partn | $1,019,000 | – | 42,723 | – | 0.76% | – |
| New | SThree PLC | $1,017,000 | – | 235,269 | – | 0.76% | – | |
| AHH | New | Armada Hoffler Properties, Inc | $991,000 | – | 77,182 | – | 0.74% | – |
| VZ | New | Verizon Communications Inc. | $988,000 | – | 19,464 | – | 0.73% | – |
| NTAP | New | NetApp Inc. | $987,000 | – | 15,127 | – | 0.73% | – |
| GAIN | New | Gladstone Investment Corp. | $967,000 | – | 68,676 | – | 0.72% | – |
| ET | New | Energy Transfer LPunit ltd partn | $951,000 | – | 95,331 | – | 0.71% | – |
| CMCSA | New | Comcast Corp. | $948,000 | – | 24,168 | – | 0.70% | – |
| GRMN | New | Garmin LTD | $945,000 | – | 9,618 | – | 0.70% | – |
| PB | New | Prosperity Bancshares Inc. | $943,000 | – | 13,809 | – | 0.70% | – |
| FBK | New | FB Financial Corp. | $927,000 | – | 23,648 | – | 0.69% | – |
| ENB | New | Enbridge Inc. | $906,000 | – | 21,433 | – | 0.67% | – |
| EMR | New | Emerson Electric Co. | $905,000 | – | 11,377 | – | 0.67% | – |
| ERF | New | Enerplus Resources Fund Trust | $890,000 | – | 67,308 | – | 0.66% | – |
| CRMT | New | America's Car-Mart, Inc. | $883,000 | – | 8,777 | – | 0.66% | – |
| FB | New | Facebook Inc. | $849,000 | – | 5,267 | – | 0.63% | – |
| GTBIF | New | Green Thumb Industries Inc. | $838,000 | – | 104,796 | – | 0.62% | – |
| New | Sabre Insurance Group PLC | $833,000 | – | 332,920 | – | 0.62% | – | |
| BABA | New | Alibaba Group Holding Ltd. ADSadr | $828,000 | – | 7,284 | – | 0.62% | – |
| ATVI | New | Activision Blizzard, Inc. | $825,000 | – | 10,591 | – | 0.61% | – |
| IEX | New | IDEX Corp. | $822,000 | – | 4,526 | – | 0.61% | – |
| GNL | New | Global Net Lease, Inc. | $815,000 | – | 57,559 | – | 0.61% | – |
| VIAC | New | Paramount Global | $796,000 | – | 32,251 | – | 0.59% | – |
| USPH | New | US Physical Therapy Inc. | $786,000 | – | 7,195 | – | 0.58% | – |
| ACRE | New | Ares Commercial Real Estate Co | $780,000 | – | 63,811 | – | 0.58% | – |
| New | Sparebank 1 SR-Bank | $752,000 | – | 69,349 | – | 0.56% | – | |
| EURN | New | Euronav NV | $748,000 | – | 62,716 | – | 0.56% | – |
| CHD | New | Church & Dwight Company, Inc. | $744,000 | – | 8,026 | – | 0.55% | – |
| NDSN | New | Nordson Corp. | $736,000 | – | 3,634 | – | 0.55% | – |
| MKC | New | McCormick & Company, Inc. | $721,000 | – | 8,665 | – | 0.54% | – |
| DAN | New | Dana Inc. | $709,000 | – | 50,424 | – | 0.53% | – |
| TCNNF | New | Trulieve Cannabis Corp. | $692,000 | – | 60,085 | – | 0.51% | – |
| UBA | New | Urstadt Biddle Properties Inc. | $669,000 | – | 41,300 | – | 0.50% | – |
| MGY | New | Magnolia Oil & Gas Corp. | $664,000 | – | 31,620 | – | 0.49% | – |
| New | Gulf Keystone Petroleum LTD | $646,000 | – | 204,015 | – | 0.48% | – | |
| BMY | New | BristolMyers Squibb Co. | $617,000 | – | 8,015 | – | 0.46% | – |
| BHP | New | BHP LTDadr | $614,000 | – | 10,922 | – | 0.46% | – |
| CSCO | New | Cisco Systems Inc. | $614,000 | – | 14,391 | – | 0.46% | – |
| FAST | New | Fastenal Co. | $612,000 | – | 12,255 | – | 0.46% | – |
| New | Martinrea International Inc. | $588,000 | – | 91,016 | – | 0.44% | – | |
| TNC | New | Tennant Co. | $583,000 | – | 9,832 | – | 0.43% | – |
| USAC | New | USA Compression Partners LPunit ltd partn | $579,000 | – | 34,610 | – | 0.43% | – |
| CMWAY | New | Commonwealth Bank of Australia | $574,000 | – | 9,255 | – | 0.43% | – |
| BGSF | New | BGSF Inc. | $570,000 | – | 46,105 | – | 0.42% | – |
| T | New | AT&T Inc. | $567,000 | – | 27,064 | – | 0.42% | – |
| BIOX | New | Bioceres Crop Solutions Corp. | $550,000 | – | 40,147 | – | 0.41% | – |
| APD | New | Air Products & Chemicals Inc. | $538,000 | – | 2,237 | – | 0.40% | – |
| New | H&R REIT | $537,000 | – | 55,507 | – | 0.40% | – | |
| KLAC | New | KLA Corp. | $530,000 | – | 1,662 | – | 0.39% | – |
| BAC | New | Bank of America Corp. | $520,000 | – | 16,705 | – | 0.39% | – |
| BNEFF | New | Bonterra Energy Corp. | $512,000 | – | 73,731 | – | 0.38% | – |
| SFL | New | SFL Corp. LTD | $500,000 | – | 52,732 | – | 0.37% | – |
| ALOT | New | AstroNova, Inc. | $492,000 | – | 41,066 | – | 0.37% | – |
| New | Commonwealth Bank of Australia | $478,000 | – | 7,659 | – | 0.36% | – | |
| New | Coats Group PLC | $463,000 | – | 613,535 | – | 0.34% | – | |
| PAGS | New | PagSeguro Digital LTD | $437,000 | – | 42,710 | – | 0.32% | – |
| New | Shell PLC ADRadr | $434,000 | – | 8,305 | – | 0.32% | – | |
| New | BW Energy LTD | $433,000 | – | 166,795 | – | 0.32% | – | |
| ECL | New | Ecolab, Inc. | $423,000 | – | 2,754 | – | 0.31% | – |
| LRCX | New | Lam Research Corp. | $397,000 | – | 931 | – | 0.30% | – |
| APA | New | APA Corp. | $389,000 | – | 11,132 | – | 0.29% | – |
| ETN | New | Eaton Corporation PLC | $385,000 | – | 3,053 | – | 0.29% | – |
| JPM | New | JPMorgan Chase & Co. | $382,000 | – | 3,395 | – | 0.28% | – |
| GILD | New | Gilead Sciences Inc | $374,000 | – | 6,058 | – | 0.28% | – |
| LYB | New | LyondellBasell Industries NV | $366,000 | – | 4,185 | – | 0.27% | – |
| New | Precinct Properties New Zealan | $338,000 | – | 394,939 | – | 0.25% | – | |
| IFF | New | International Flavors & Fragra | $332,000 | – | 2,785 | – | 0.25% | – |
| LTC | New | LTC Properties Inc. | $311,000 | – | 8,095 | – | 0.23% | – |
| DDOG | New | Datadog, Inc. | $296,000 | – | 3,105 | – | 0.22% | – |
| WBA | New | Walgreens Boots Alliance Inc. | $295,000 | – | 7,795 | – | 0.22% | – |
| TGA | New | TransGlobe Energy Corp. | $286,000 | – | 84,475 | – | 0.21% | – |
| NNN | New | National Retail Properties | $278,000 | – | 6,465 | – | 0.21% | – |
| MMM | New | 3M Co. | $267,000 | – | 2,063 | – | 0.20% | – |
| UNH | New | United Health Group Incorporat | $245,000 | – | 477 | – | 0.18% | – |
| FNF | New | Fidelity National Financial, I | $244,000 | – | 6,605 | – | 0.18% | – |
| MDT | New | Medtronic PLC | $230,000 | – | 2,564 | – | 0.17% | – |
| HAS | New | Hasbro Inc. | $223,000 | – | 2,728 | – | 0.17% | – |
| CURLF | New | Curaleaf Holdings, Inc. | $217,000 | – | 43,016 | – | 0.16% | – |
| OKE | New | ONEOK Inc. | $209,000 | – | 3,759 | – | 0.16% | – |
| HBI | New | Hanesbrands, Inc. | $205,000 | – | 19,945 | – | 0.15% | – |
| CRLBF | New | Cresco Labs | $189,000 | – | 75,440 | – | 0.14% | – |
| New | Warner Brothers Discovery | $183,000 | – | 13,617 | – | 0.14% | – | |
| New | Primaris REIT | $131,000 | – | 13,757 | – | 0.10% | – | |
| LUMN | New | Lumen Technologies Inc | $112,000 | – | 10,250 | – | 0.08% | – |
| CCHWF | New | Columbia Care Inc. | $70,000 | – | 52,570 | – | 0.05% | – |
| New | Verano Holdings Corp. F | $59,000 | – | 10,435 | – | 0.04% | – | |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $33,000 | – | 14,781 | – | 0.02% | – |
| New | Indiva Limited | $14,000 | – | 112,000 | – | 0.01% | – | |
| New | Novolipetsk GDRadr | $8,000 | – | 25,985 | – | 0.01% | – | |
| New | Credito Real Sofom ENR | $2,000 | – | 997,884 | – | 0.00% | – | |
| ROSYY | New | Rostelecom Long Distance ADRadr | $0 | – | 59,445 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Indiva Limited | $0 | – | -122,000 | – | -0.02% | – | |
| MMLP | Exit | Martin Midstream Partners LPunit ltd partn | $0 | – | -15,500 | – | -0.03% | – |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -14,781 | – | -0.04% | – |
| CCHWF | Exit | Columbia Care Inc. | $0 | – | -18,380 | – | -0.05% | – |
| TSLA | Exit | Tesla Inc | $0 | – | -283 | – | -0.14% | – |
| APA | Exit | APA Corp. | $0 | – | -10,755 | – | -0.15% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -2,750 | – | -0.16% | – |
| KHC | Exit | Kraft Heinz Co. | $0 | – | -7,085 | – | -0.17% | – |
| BMY | Exit | BristolMyers Squibb Co. | $0 | – | -5,340 | – | -0.20% | – |
| MMM | Exit | 3M Co. | $0 | – | -1,808 | – | -0.20% | – |
| BNEFF | Exit | Bonterra Energy Corp. | $0 | – | -73,806 | – | -0.22% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -2,035 | – | -0.22% | – |
| CURLF | Exit | Curaleaf Holdings, Inc. | $0 | – | -30,066 | – | -0.23% | – |
| RDSB | Exit | Royal Dutch Shell ADR B Sharesadr | $0 | – | -8,265 | – | -0.24% | – |
| TGA | Exit | TransGlobe Energy Corp. | $0 | – | -170,055 | – | -0.24% | – |
| LYB | Exit | LyondellBasell Industries NV | $0 | – | -4,210 | – | -0.25% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -2,951 | – | -0.25% | – |
| Exit | Bank of Ireland Group PLC | $0 | – | -67,756 | – | -0.26% | – | |
| LRCX | Exit | Lam Research Corp. | $0 | – | -717 | – | -0.26% | – |
| CDK | Exit | CDK Global Holdings LLC | $0 | – | -9,633 | – | -0.26% | – |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -59,200 | – | -0.28% | – |
| KLAC | Exit | KLA Corp. | $0 | – | -1,358 | – | -0.29% | – |
| Exit | Precinct Properties New Zealan | $0 | – | -394,939 | – | -0.30% | – | |
| ETN | Exit | Eaton Corporation PLC | $0 | – | -3,082 | – | -0.30% | – |
| Exit | Crombie REIT | $0 | – | -36,008 | – | -0.32% | – | |
| Exit | Sabre Insurance Group PLC | $0 | – | -167,225 | – | -0.32% | – | |
| WES | Exit | Western Midstream Partners, LPunit ltd partn | $0 | – | -23,736 | – | -0.32% | – |
| BBL | Exit | BHP Billiton PLC ADRadr | $0 | – | -10,107 | – | -0.33% | – |
| BGSF | Exit | BGSF Inc. | $0 | – | -40,564 | – | -0.33% | – |
| ET | Exit | Energy Transfer LPunit ltd partn | $0 | – | -54,312 | – | -0.34% | – |
| Exit | BW Energy LTD | $0 | – | -166,150 | – | -0.34% | – | |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -67,608 | – | -0.35% | – |
| Exit | Gulf Keystone Petroleum LTD | $0 | – | -198,775 | – | -0.35% | – | |
| MNR | Exit | Monmouth REIC | $0 | – | -29,489 | – | -0.35% | – |
| Exit | Coats Group PLC | $0 | – | -610,285 | – | -0.36% | – | |
| Exit | Credito Real Sofom ENR | $0 | – | -997,534 | – | -0.36% | – | |
| MGY | Exit | Magnolia Oil & Gas Corp. | $0 | – | -31,455 | – | -0.36% | – |
| ECL | Exit | Ecolab, Inc. | $0 | – | -2,797 | – | -0.38% | – |
| USAC | Exit | USA Compression Partners LPunit ltd partn | $0 | – | -36,024 | – | -0.38% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -3,697 | – | -0.39% | – |
| Exit | Vermilion Energy Trust | $0 | – | -61,080 | – | -0.39% | – | |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -40,405 | – | -0.39% | – |
| TNC | Exit | Tennant Co. | $0 | – | -8,269 | – | -0.39% | – |
| EURN | Exit | Euronav NV | $0 | – | -62,565 | – | -0.39% | – |
| Exit | Martinrea International Inc. | $0 | – | -70,190 | – | -0.40% | – | |
| SFL | Exit | SFL Corp. LTD | $0 | – | -74,846 | – | -0.40% | – |
| T | Exit | AT&T Inc. | $0 | – | -24,137 | – | -0.42% | – |
| UBA | Exit | Urstadt Biddle Properties Inc. | $0 | – | -35,202 | – | -0.43% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -15,885 | – | -0.43% | – |
| Exit | H&R REIT | $0 | – | -55,416 | – | -0.44% | – | |
| NLY | Exit | Annaly Capital Management | $0 | – | -80,570 | – | -0.44% | – |
| BPMP | Exit | BP Midstream Partners LPunit ltd partn | $0 | – | -55,520 | – | -0.47% | – |
| CMWAY | Exit | Commonwealth Bank of Australia | $0 | – | -9,986 | – | -0.48% | – |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -2,922 | – | -0.48% | – |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -6,887 | – | -0.49% | – |
| Exit | Novolipetsk GDRadr | $0 | – | -25,985 | – | -0.50% | – | |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -10,904 | – | -0.50% | – |
| INGR | Exit | Ingredion Inc. | $0 | – | -8,758 | – | -0.50% | – |
| YNDX | Exit | Yandex NV | $0 | – | -9,875 | – | -0.51% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -14,498 | – | -0.51% | – |
| GNL | Exit | Global Net Lease, Inc. | $0 | – | -50,154 | – | -0.52% | – |
| BIOX | Exit | Bioceres Crop Solutions Corp. | $0 | – | -60,420 | – | -0.53% | – |
| Exit | Commonwealth Bank of Australia | $0 | – | -10,904 | – | -0.53% | – | |
| DMLP | Exit | Dorchester Minerals LPunit ltd partn | $0 | – | -43,279 | – | -0.54% | – |
| NDSN | Exit | Nordson Corp. | $0 | – | -3,533 | – | -0.54% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -21,336 | – | -0.55% | – |
| FAST | Exit | Fastenal Co. | $0 | – | -16,566 | – | -0.55% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -9,914 | – | -0.56% | – |
| OMP | Exit | Oasis Midstream Partners LPunit ltd partn | $0 | – | -41,134 | – | -0.59% | – |
| FBK | Exit | FB Financial Corp. | $0 | – | -22,365 | – | -0.62% | – |
| Exit | Sparebank 1 SR-Bank | $0 | – | -69,550 | – | -0.62% | – | |
| AHH | Exit | Armada Hoffler Properties, Inc | $0 | – | -72,207 | – | -0.62% | – |
| CHD | Exit | Church & Dwight Company, Inc. | $0 | – | -11,736 | – | -0.62% | – |
| TGP | Exit | Teekay LNG Partners LPunit ltd partn | $0 | – | -62,722 | – | -0.63% | – |
| TTE | Exit | Total SA ADRadr | $0 | – | -20,583 | – | -0.64% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -16,800 | – | -0.64% | – |
| TRP | Exit | TC Energy Corp. | $0 | – | -20,899 | – | -0.65% | – |
| BABA | Exit | Alibaba Group Holding Ltd. ADSadr | $0 | – | -6,927 | – | -0.66% | – |
| AGYS | Exit | Agilysys, Inc. | $0 | – | -19,847 | – | -0.67% | – |
| WSTG | Exit | Wayside Technology Group, Inc. | $0 | – | -39,014 | – | -0.68% | – |
| Exit | Equiniti Group PLC | $0 | – | -439,460 | – | -0.68% | – | |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -13,198 | – | -0.70% | – |
| MKC | Exit | McCormick & Company, Inc. | $0 | – | -13,351 | – | -0.70% | – |
| ATR | Exit | AptarGroup, Inc. | $0 | – | -9,287 | – | -0.71% | – |
| DAN | Exit | Dana Inc. | $0 | – | -50,104 | – | -0.72% | – |
| CVS | Exit | CVS Health Corporation | $0 | – | -13,326 | – | -0.73% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -27,647 | – | -0.73% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -12,051 | – | -0.73% | – |
| PH | Exit | Parker Hannifin Corp. | $0 | – | -4,209 | – | -0.76% | – |
| Exit | Dollarama Inc. | $0 | – | -27,297 | – | -0.76% | – | |
| GAIN | Exit | Gladstone Investment Corp. | $0 | – | -85,575 | – | -0.76% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -8,399 | – | -0.76% | – |
| OGS | Exit | ONE Gas, Inc. | $0 | – | -19,017 | – | -0.78% | – |
| DLHC | Exit | DLH Holdings Corp. | $0 | – | -98,219 | – | -0.78% | – |
| LECO | Exit | Lincoln Electric Holdings, Inc | $0 | – | -9,397 | – | -0.78% | – |
| Exit | Banco del Bajio SA | $0 | – | -642,965 | – | -0.78% | – | |
| CHCT | Exit | Community Healthcare Trust Inc | $0 | – | -27,225 | – | -0.79% | – |
| PAGS | Exit | PagSeguro Digital LTD | $0 | – | -24,599 | – | -0.82% | – |
| Exit | Thunderbird Entertainment Grou | $0 | – | -336,580 | – | -0.82% | – | |
| OKE | Exit | ONEOK Inc. | $0 | – | -22,403 | – | -0.84% | – |
| VIAC | Exit | ViacomCBS Inc. | $0 | – | -32,939 | – | -0.84% | – |
| CMCSA | Exit | Comcast Corp. | $0 | – | -23,345 | – | -0.84% | – |
| Exit | Gaztransport et Technigaz SAS | $0 | – | -17,708 | – | -0.86% | – | |
| GOOD | Exit | Gladstone Commercial Corp. | $0 | – | -63,120 | – | -0.86% | – |
| SKT | Exit | Tanger Factory Outlet Centers, | $0 | – | -82,117 | – | -0.86% | – |
| XYL | Exit | Xylem, Inc. | $0 | – | -10,995 | – | -0.88% | – |
| PBA | Exit | Pembina Pipeline Corporation | $0 | – | -43,100 | – | -0.88% | – |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -26,456 | – | -0.89% | – |
| CRLBF | Exit | Cresco Labs | $0 | – | -152,255 | – | -0.91% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -26,604 | – | -0.93% | – |
| SWKS | Exit | Skyworks Solutions Inc. | $0 | – | -8,737 | – | -0.93% | – |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -7,015 | – | -0.94% | – |
| Exit | Labrador Iron Ore Royalty Corp | $0 | – | -52,676 | – | -0.94% | – | |
| CMI | Exit | Cummins Inc. | $0 | – | -6,668 | – | -0.96% | – |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -12,474 | – | -0.96% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -69,783 | – | -0.97% | – |
| GVDNY | Exit | Givaudan SA ADRadr | $0 | – | -16,526 | – | -0.97% | – |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -90,867 | – | -0.98% | – |
| HUBB | Exit | Hubbell Inc. | $0 | – | -8,801 | – | -1.02% | – |
| BRT | Exit | BRT Apartments Corp. | $0 | – | -83,229 | – | -1.03% | – |
| NTAP | Exit | NetApp Inc. | $0 | – | -18,376 | – | -1.06% | – |
| TCNNF | Exit | Trulieve Cannabis Corp. | $0 | – | -61,601 | – | -1.07% | – |
| FB | Exit | Facebook Inc. | $0 | – | -4,996 | – | -1.09% | – |
| LKQ | Exit | LKQ Corp. | $0 | – | -34,010 | – | -1.10% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -22,696 | – | -1.10% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -8,190 | – | -1.12% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -15,492 | – | -1.16% | – |
| GWW | Exit | W.W. Grainger, Inc. | $0 | – | -4,616 | – | -1.17% | – |
| OMC | Exit | Omnicom Group | $0 | – | -25,303 | – | -1.18% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -16,930 | – | -1.18% | – |
| Exit | Schneider Electric SA | $0 | – | -11,296 | – | -1.21% | – | |
| Exit | SThree PLC | $0 | – | -248,948 | – | -1.25% | – | |
| LIN | Exit | Linde PLC | $0 | – | -6,633 | – | -1.25% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -8,206 | – | -1.28% | – |
| GGG | Exit | Graco Inc. | $0 | – | -28,748 | – | -1.30% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -30,680 | – | -1.31% | – |
| SNA | Exit | Snap-on Inc. | $0 | – | -9,713 | – | -1.31% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -7,385 | – | -1.33% | – |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -8,800 | – | -1.36% | – |
| INTC | Exit | Intel Corp. | $0 | – | -40,788 | – | -1.40% | – |
| ADP | Exit | Automatic Data Processing, Inc | $0 | – | -11,077 | – | -1.43% | – |
| ITT | Exit | ITT Corp. | $0 | – | -25,990 | – | -1.44% | – |
| Exit | Straumann Holdings AG | $0 | – | -1,241 | – | -1.44% | – | |
| PAYX | Exit | Paychex, Inc. | $0 | – | -20,231 | – | -1.46% | – |
| GOOG | Exit | Alphabet Inc. Class C | $0 | – | -954 | – | -1.64% | – |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -1,928 | – | -1.71% | – |
| GTBIF | Exit | Green Thumb Industries Inc. | $0 | – | -100,754 | – | -1.80% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GTBIF | Buy | Green Thumb Industries Inc. | $2,798,000 | -15.2% | 100,754 | +0.7% | 1.80% | -11.0% |
| MTD | Sell | Mettler-Toledo International, | $2,656,000 | -1.0% | 1,928 | -0.5% | 1.71% | +3.9% |
| GOOG | Sell | Alphabet Inc. Class C | $2,543,000 | +5.6% | 954 | -0.7% | 1.64% | +10.8% |
| PAYX | Sell | Paychex, Inc. | $2,275,000 | +3.3% | 20,231 | -1.5% | 1.46% | +8.4% |
| Sell | Straumann Holdings AG | $2,243,000 | +12.4% | 1,241 | -0.8% | 1.44% | +18.1% | |
| ITT | Sell | ITT Corp. | $2,231,000 | -6.8% | 25,990 | -0.5% | 1.44% | -2.1% |
| ADP | Buy | Automatic Data Processing, Inc | $2,214,000 | +1.2% | 11,077 | +0.6% | 1.43% | +6.3% |
| INTC | Buy | Intel Corp. | $2,173,000 | -4.7% | 40,788 | +0.4% | 1.40% | +0.1% |
| NSC | Buy | Norfolk & Southern Corp. | $2,105,000 | -9.6% | 8,800 | +0.3% | 1.36% | -5.1% |
| SHW | Buy | Sherwin-Williams Co. | $2,066,000 | +3.0% | 7,385 | +0.3% | 1.33% | +8.1% |
| TD | Buy | Toronto Dominion Bank | $2,029,000 | -5.4% | 30,680 | +0.2% | 1.31% | -0.7% |
| SNA | Sell | Snap-on Inc. | $2,029,000 | -6.8% | 9,713 | -0.3% | 1.31% | -2.2% |
| GGG | Sell | Graco Inc. | $2,011,000 | -8.9% | 28,748 | -1.4% | 1.30% | -4.4% |
| MCD | Sell | McDonald's Corp. | $1,979,000 | +4.0% | 8,206 | -0.4% | 1.28% | +9.2% |
| LIN | Sell | Linde PLC | $1,946,000 | +0.3% | 6,633 | -1.1% | 1.25% | +5.3% |
| Sell | SThree PLC | $1,944,000 | +21.3% | 248,948 | -1.1% | 1.25% | +27.2% | |
| Sell | Schneider Electric SA | $1,883,000 | +5.0% | 11,296 | -1.0% | 1.21% | +10.2% | |
| FISV | Buy | Fiserv Inc. | $1,837,000 | +1.9% | 16,930 | +0.3% | 1.18% | +7.0% |
| OMC | Sell | Omnicom Group | $1,833,000 | -32.3% | 25,303 | -25.2% | 1.18% | -28.9% |
| GWW | Buy | W.W. Grainger, Inc. | $1,814,000 | -10.2% | 4,616 | +0.1% | 1.17% | -5.7% |
| PAC | Buy | Grupo Aeroportuario Del Pacifiadr | $1,802,000 | +9.5% | 15,492 | +0.7% | 1.16% | +15.1% |
| HON | Sell | Honeywell International Inc. | $1,738,000 | -3.6% | 8,190 | -0.3% | 1.12% | +1.2% |
| CL | Sell | Colgate-Palmolive Co. | $1,715,000 | -8.0% | 22,696 | -0.9% | 1.10% | -3.4% |
| LKQ | Sell | LKQ Corp. | $1,711,000 | +2.0% | 34,010 | -0.2% | 1.10% | +7.0% |
| FB | Sell | Facebook Inc. | $1,696,000 | -3.2% | 4,996 | -0.9% | 1.09% | +1.6% |
| TCNNF | Buy | Trulieve Cannabis Corp. | $1,658,000 | -27.4% | 61,601 | +1.2% | 1.07% | -23.8% |
| NTAP | Sell | NetApp Inc. | $1,649,000 | +8.4% | 18,376 | -1.2% | 1.06% | +13.8% |
| BRT | Sell | BRT Apartments Corp. | $1,605,000 | +10.9% | 83,229 | -0.3% | 1.03% | +16.4% |
| HUBB | Sell | Hubbell Inc. | $1,590,000 | -4.2% | 8,801 | -0.9% | 1.02% | +0.5% |
| KMI | Buy | Kinder Morgan, Inc. | $1,520,000 | -8.0% | 90,867 | +0.3% | 0.98% | -3.5% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $1,510,000 | -9.4% | 69,783 | +1.1% | 0.97% | -4.8% |
| GVDNY | Sell | Givaudan SA ADRadr | $1,510,000 | -1.9% | 16,526 | -0.3% | 0.97% | +3.0% |
| CPK | Sell | Chesapeake Utilities Corp. | $1,498,000 | -1.4% | 12,474 | -1.2% | 0.96% | +3.5% |
| Sell | Labrador Iron Ore Royalty Corp | $1,461,000 | -48.3% | 52,676 | -29.3% | 0.94% | -45.7% | |
| AVY | Sell | Avery Dennison Corp. | $1,454,000 | -2.7% | 7,015 | -1.3% | 0.94% | +2.2% |
| SWKS | Sell | Skyworks Solutions Inc. | $1,440,000 | -14.3% | 8,737 | -0.3% | 0.93% | -10.0% |
| VZ | Buy | Verizon Communications Inc. | $1,437,000 | -3.1% | 26,604 | +0.5% | 0.93% | +1.8% |
| CRLBF | Buy | Cresco Labs | $1,413,000 | -18.2% | 152,255 | +0.5% | 0.91% | -14.2% |
| HEINY | Sell | Heineken NV ADRadr | $1,379,000 | -14.7% | 26,456 | -0.5% | 0.89% | -10.5% |
| PBA | Sell | Pembina Pipeline Corporation | $1,366,000 | -0.9% | 43,100 | -0.6% | 0.88% | +4.0% |
| XYL | Sell | Xylem, Inc. | $1,360,000 | +2.8% | 10,995 | -0.3% | 0.88% | +7.9% |
| SKT | Sell | Tanger Factory Outlet Centers, | $1,339,000 | -13.5% | 82,117 | -0.0% | 0.86% | -9.3% |
| GOOD | Sell | Gladstone Commercial Corp. | $1,327,000 | -7.0% | 63,120 | -0.2% | 0.86% | -2.4% |
| Sell | Gaztransport et Technigaz SAS | $1,328,000 | -7.4% | 17,708 | -0.3% | 0.86% | -2.8% | |
| CMCSA | Sell | Comcast Corp. | $1,306,000 | -2.0% | 23,345 | -0.1% | 0.84% | +2.9% |
| VIAC | Sell | ViacomCBS Inc. | $1,301,000 | -13.3% | 32,939 | -0.7% | 0.84% | -8.9% |
| OKE | Buy | ONEOK Inc. | $1,299,000 | +4.3% | 22,403 | +0.1% | 0.84% | +9.6% |
| Buy | Thunderbird Entertainment Grou | $1,277,000 | +15.0% | 336,580 | +0.3% | 0.82% | +20.9% | |
| PAGS | Sell | PagSeguro Digital LTD | $1,272,000 | -8.0% | 24,599 | -0.5% | 0.82% | -3.4% |
| CHCT | Sell | Community Healthcare Trust Inc | $1,230,000 | -5.6% | 27,225 | -0.9% | 0.79% | -1.0% |
| Sell | Banco del Bajio SA | $1,219,000 | +5.5% | 642,965 | -0.1% | 0.78% | +10.7% | |
| LECO | Sell | Lincoln Electric Holdings, Inc | $1,210,000 | -3.0% | 9,397 | -0.8% | 0.78% | +1.8% |
| DLHC | Buy | DLH Holdings Corp. | $1,208,000 | +6.1% | 98,219 | +0.8% | 0.78% | +11.3% |
| OGS | Buy | ONE Gas, Inc. | $1,205,000 | -13.6% | 19,017 | +1.1% | 0.78% | -9.2% |
| AAPL | Buy | Apple Inc. | $1,188,000 | +3.5% | 8,399 | +0.2% | 0.76% | +8.7% |
| GAIN | Sell | Gladstone Investment Corp. | $1,187,000 | -4.1% | 85,575 | -0.4% | 0.76% | +0.7% |
| Sell | Dollarama Inc. | $1,183,000 | -5.6% | 27,297 | -0.3% | 0.76% | -0.9% | |
| PH | Sell | Parker Hannifin Corp. | $1,177,000 | -9.1% | 4,209 | -0.2% | 0.76% | -4.7% |
| EMR | Sell | Emerson Electric Co. | $1,135,000 | -2.3% | 12,051 | -0.1% | 0.73% | +2.5% |
| HRL | Sell | Hormel Foods Corp. | $1,134,000 | -14.3% | 27,647 | -0.2% | 0.73% | -10.1% |
| CVS | Buy | CVS Health Corporation | $1,131,000 | +2.3% | 13,326 | +0.5% | 0.73% | +7.2% |
| DAN | Sell | Dana Inc. | $1,114,000 | -7.2% | 50,104 | -0.9% | 0.72% | -2.6% |
| ATR | Sell | AptarGroup, Inc. | $1,108,000 | -15.5% | 9,287 | -0.3% | 0.71% | -11.3% |
| MKC | Sell | McCormick & Company, Inc. | $1,082,000 | -9.0% | 13,351 | -0.8% | 0.70% | -4.5% |
| NVS | Buy | Novartis AG ADRadr | $1,079,000 | -10.2% | 13,198 | +0.3% | 0.70% | -5.7% |
| Sell | Equiniti Group PLC | $1,062,000 | -4.2% | 439,460 | -1.5% | 0.68% | +0.6% | |
| WSTG | Sell | Wayside Technology Group, Inc. | $1,052,000 | +6.8% | 39,014 | -0.8% | 0.68% | +12.3% |
| AGYS | Sell | Agilysys, Inc. | $1,039,000 | -8.3% | 19,847 | -0.3% | 0.67% | -3.7% |
| BABA | Buy | Alibaba Group Holding Ltd. ADSadr | $1,026,000 | -8.9% | 6,927 | +39.5% | 0.66% | -4.3% |
| TRP | Buy | TC Energy Corp. | $1,005,000 | -2.0% | 20,899 | +0.9% | 0.65% | +2.9% |
| NGG | Sell | National Grid PLC ADSadr | $1,002,000 | -7.1% | 16,800 | -0.4% | 0.64% | -2.6% |
| TTE | Buy | Total SA ADRadr | $987,000 | +46.4% | 20,583 | +38.3% | 0.64% | +53.6% |
| TGP | Buy | Teekay LNG Partners LPunit ltd partn | $975,000 | +3.5% | 62,722 | +0.4% | 0.63% | +8.7% |
| CHD | Sell | Church & Dwight Company, Inc. | $969,000 | -3.5% | 11,736 | -0.3% | 0.62% | +1.3% |
| Sell | Sparebank 1 SR-Bank | $966,000 | +4.8% | 69,550 | -0.3% | 0.62% | +9.9% | |
| AHH | Buy | Armada Hoffler Properties, Inc | $965,000 | +0.8% | 72,207 | +0.3% | 0.62% | +6.0% |
| FBK | Sell | FB Financial Corp. | $959,000 | +14.3% | 22,365 | -0.5% | 0.62% | +20.0% |
| OMP | Buy | Oasis Midstream Partners LPunit ltd partn | $919,000 | -3.2% | 41,134 | +1.6% | 0.59% | +1.7% |
| ATO | Sell | Atmos Energy Corp. | $874,000 | -8.4% | 9,914 | -0.1% | 0.56% | -3.8% |
| FAST | Sell | Fastenal Co. | $855,000 | -1.5% | 16,566 | -0.7% | 0.55% | +3.4% |
| ENB | Sell | Enbridge Inc. | $849,000 | -1.5% | 21,336 | -0.9% | 0.55% | +3.4% |
| NDSN | Sell | Nordson Corp. | $841,000 | +7.8% | 3,533 | -0.6% | 0.54% | +13.2% |
| DMLP | Sell | Dorchester Minerals LPunit ltd partn | $830,000 | +13.4% | 43,279 | -0.4% | 0.54% | +19.2% |
| Sell | Commonwealth Bank of Australia | $822,000 | -65.6% | 10,904 | -65.8% | 0.53% | -63.9% | |
| BIOX | Buy | Bioceres Crop Solutions Corp. | $816,000 | -2.9% | 60,420 | +1.0% | 0.53% | +2.1% |
| GNL | Buy | Global Net Lease, Inc. | $803,000 | -12.0% | 50,154 | +1.7% | 0.52% | -7.7% |
| YNDX | Buy | Yandex NV | $787,000 | +13.1% | 9,875 | +0.4% | 0.51% | +18.7% |
| INGR | Sell | Ingredion Inc. | $780,000 | -2.7% | 8,758 | -1.2% | 0.50% | +2.0% |
| PB | Sell | Prosperity Bancshares Inc. | $776,000 | -1.5% | 10,904 | -0.7% | 0.50% | +3.3% |
| USPH | Buy | US Physical Therapy Inc. | $762,000 | -4.4% | 6,887 | +0.2% | 0.49% | +0.4% |
| APD | Buy | Air Products & Chemicals Inc. | $748,000 | -9.0% | 2,922 | +2.3% | 0.48% | -4.4% |
| CMWAY | New | Commonwealth Bank of Australia | $741,000 | – | 9,986 | – | 0.48% | – |
| BPMP | Buy | BP Midstream Partners LPunit ltd partn | $736,000 | -7.8% | 55,520 | +0.7% | 0.47% | -3.3% |
| NLY | Sell | Annaly Capital Management | $678,000 | -5.3% | 80,570 | -0.0% | 0.44% | -0.5% |
| Buy | H&R REIT | $677,000 | -4.4% | 55,416 | +1.1% | 0.44% | +0.5% | |
| BAC | Buy | Bank of America Corp. | $674,000 | +3.2% | 15,885 | +0.3% | 0.43% | +8.2% |
| UBA | Buy | Urstadt Biddle Properties Inc. | $666,000 | -1.5% | 35,202 | +1.0% | 0.43% | +3.4% |
| T | Sell | AT&T Inc. | $652,000 | -56.3% | 24,137 | -53.5% | 0.42% | -54.1% |
| SFL | Buy | SFL Corp. LTD | $627,000 | +9.8% | 74,846 | +0.3% | 0.40% | +15.4% |
| Buy | Martinrea International Inc. | $623,000 | -14.3% | 70,190 | +1.8% | 0.40% | -10.1% | |
| TNC | Sell | Tennant Co. | $611,000 | -7.8% | 8,269 | -0.4% | 0.39% | -3.2% |
| EURN | Buy | Euronav NV | $611,000 | +6.1% | 62,565 | +1.2% | 0.39% | +11.6% |
| ALOT | Buy | AstroNova, Inc. | $608,000 | +8.4% | 40,405 | +0.2% | 0.39% | +14.0% |
| Buy | Vermilion Energy Trust | $605,000 | +14.2% | 61,080 | +0.9% | 0.39% | +20.0% | |
| JPM | Buy | JPMorgan Chase & Co. | $605,000 | +6.9% | 3,697 | +1.6% | 0.39% | +12.4% |
| USAC | Buy | USA Compression Partners LPunit ltd partn | $597,000 | +1.2% | 36,024 | +0.6% | 0.38% | +6.4% |
| ECL | Buy | Ecolab, Inc. | $584,000 | +1.7% | 2,797 | +0.3% | 0.38% | +6.8% |
| MGY | Buy | Magnolia Oil & Gas Corp. | $560,000 | +14.8% | 31,455 | +0.8% | 0.36% | +20.7% |
| Buy | Credito Real Sofom ENR | $558,000 | +18.7% | 997,534 | +6.4% | 0.36% | +24.7% | |
| Buy | Coats Group PLC | $554,000 | -0.4% | 610,285 | +3.0% | 0.36% | +4.7% | |
| MNR | Buy | Monmouth REIC | $550,000 | +2.6% | 29,489 | +3.0% | 0.35% | +7.6% |
| ERF | Buy | Enerplus Resources Fund Trust | $541,000 | +12.0% | 67,608 | +0.6% | 0.35% | +17.6% |
| Buy | Gulf Keystone Petroleum LTD | $541,000 | +7.6% | 198,775 | +0.9% | 0.35% | +12.6% | |
| ET | Buy | Energy Transfer LPunit ltd partn | $520,000 | -8.6% | 54,312 | +1.4% | 0.34% | -4.0% |
| BGSF | Buy | BGSF Inc. | $519,000 | +3.8% | 40,564 | +0.2% | 0.33% | +8.8% |
| WES | Buy | Western Midstream Partners, LPunit ltd partn | $498,000 | -1.2% | 23,736 | +0.9% | 0.32% | +3.9% |
| Buy | Sabre Insurance Group PLC | $496,000 | -15.1% | 167,225 | +1.0% | 0.32% | -10.9% | |
| Sell | Crombie REIT | $494,000 | -5.5% | 36,008 | -1.4% | 0.32% | -0.9% | |
| ETN | Sell | Eaton Corporation PLC | $460,000 | -0.9% | 3,082 | -1.5% | 0.30% | +3.9% |
| Sell | Precinct Properties New Zealan | $458,000 | -32.1% | 394,939 | -34.6% | 0.30% | -28.7% | |
| KLAC | New | KLA Corp. | $454,000 | – | 1,358 | – | 0.29% | – |
| ROSYY | Buy | Rostelecom Long Distance ADRadr | $432,000 | +110.7% | 59,200 | +134.4% | 0.28% | +120.6% |
| CDK | Sell | CDK Global Holdings LLC | $410,000 | -14.6% | 9,633 | -0.2% | 0.26% | -10.5% |
| LRCX | New | Lam Research Corp. | $408,000 | – | 717 | – | 0.26% | – |
| Buy | Bank of Ireland Group PLC | $401,000 | +11.4% | 67,756 | +1.0% | 0.26% | +16.7% | |
| LYB | Sell | LyondellBasell Industries NV | $395,000 | -10.0% | 4,210 | -1.3% | 0.25% | -5.6% |
| IFF | Sell | International Flavors & Fragra | $395,000 | -12.4% | 2,951 | -2.2% | 0.25% | -8.3% |
| TGA | Buy | TransGlobe Energy Corp. | $372,000 | +14.5% | 170,055 | +1.0% | 0.24% | +20.6% |
| RDSB | Buy | Royal Dutch Shell ADR B Sharesadr | $366,000 | +19.6% | 8,265 | +5.0% | 0.24% | +25.5% |
| CURLF | New | Curaleaf Holdings, Inc. | $362,000 | – | 30,066 | – | 0.23% | – |
| BNEFF | Buy | Bonterra Energy Corp. | $334,000 | +3.1% | 73,806 | +1.7% | 0.22% | +8.0% |
| BMY | Buy | BristolMyers Squibb Co. | $316,000 | -8.7% | 5,340 | +3.1% | 0.20% | -3.8% |
| MMM | Buy | 3M Co. | $317,000 | -9.9% | 1,808 | +2.1% | 0.20% | -5.6% |
| KHC | Sell | Kraft Heinz Co. | $261,000 | -10.0% | 7,085 | -0.4% | 0.17% | -5.6% |
| HAS | Sell | Hasbro Inc. | $245,000 | -7.9% | 2,750 | -2.1% | 0.16% | -3.1% |
| APA | Buy | APA Corp. | $230,000 | -0.4% | 10,755 | +0.9% | 0.15% | +4.2% |
| TSLA | New | Tesla Inc | $219,000 | – | 283 | – | 0.14% | – |
| CCHWF | New | Columbia Care Inc. | $71,000 | – | 18,380 | – | 0.05% | – |
| MMLP | Buy | Martin Midstream Partners LPunit ltd partn | $50,000 | +6.4% | 15,500 | +0.0% | 0.03% | +10.3% |
| TGT | Exit | Target Corporation | $0 | – | -918 | – | -0.14% | – |
| HRVSF | Exit | Harvest Health and Recreation | $0 | – | -77,358 | – | -0.20% | – |
| EDPFY | Exit | Energias de Portugal, SA ADRadr | $0 | – | -6,643 | – | -0.22% | – |
| SHO | Exit | Sunstone Hotel Investors, Inc. | $0 | – | -30,164 | – | -0.23% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GTBIF | New | Green Thumb Industries Inc. | $3,300,000 | – | 100,014 | – | 2.02% | – |
| New | Labrador Iron Ore Royalty Corp | $2,824,000 | – | 74,554 | – | 1.73% | – | |
| OMC | New | Omnicom Group | $2,706,000 | – | 33,824 | – | 1.66% | – |
| MTD | New | Mettler-Toledo International, | $2,683,000 | – | 1,937 | – | 1.65% | – |
| GOOG | New | Alphabet Inc. Class C | $2,409,000 | – | 961 | – | 1.48% | – |
| ITT | New | ITT Corp. | $2,393,000 | – | 26,128 | – | 1.47% | – |
| New | Commonwealth Bank of Australia | $2,389,000 | – | 31,893 | – | 1.47% | – | |
| NSC | New | Norfolk & Southern Corp. | $2,329,000 | – | 8,775 | – | 1.43% | – |
| TCNNF | New | Trulieve Cannabis Corp. | $2,283,000 | – | 60,871 | – | 1.40% | – |
| INTC | New | Intel Corp. | $2,280,000 | – | 40,616 | – | 1.40% | – |
| GGG | New | Graco Inc. | $2,207,000 | – | 29,158 | – | 1.35% | – |
| PAYX | New | Paychex, Inc. | $2,203,000 | – | 20,532 | – | 1.35% | – |
| ADP | New | Automatic Data Processing, Inc | $2,187,000 | – | 11,012 | – | 1.34% | – |
| SNA | New | Snap-on Inc. | $2,178,000 | – | 9,747 | – | 1.34% | – |
| TD | New | Toronto Dominion Bank | $2,144,000 | – | 30,606 | – | 1.32% | – |
| GWW | New | W.W. Grainger, Inc. | $2,019,000 | – | 4,610 | – | 1.24% | – |
| SHW | New | Sherwin-Williams Co. | $2,006,000 | – | 7,363 | – | 1.23% | – |
| New | Straumann Holdings AG | $1,995,000 | – | 1,251 | – | 1.22% | – | |
| LIN | New | Linde PLC | $1,940,000 | – | 6,710 | – | 1.19% | – |
| MCD | New | McDonald's Corp. | $1,903,000 | – | 8,239 | – | 1.17% | – |
| CL | New | Colgate-Palmolive Co. | $1,864,000 | – | 22,913 | – | 1.14% | – |
| FISV | New | Fiserv Inc. | $1,803,000 | – | 16,871 | – | 1.11% | – |
| HON | New | Honeywell International Inc. | $1,802,000 | – | 8,217 | – | 1.11% | – |
| New | Schneider Electric SA | $1,794,000 | – | 11,405 | – | 1.10% | – | |
| FB | New | Facebook Inc. | $1,752,000 | – | 5,040 | – | 1.08% | – |
| CRLBF | New | Cresco Labs | $1,727,000 | – | 151,505 | – | 1.06% | – |
| SWKS | New | Skyworks Solutions Inc. | $1,680,000 | – | 8,762 | – | 1.03% | – |
| LKQ | New | LKQ Corp. | $1,678,000 | – | 34,083 | – | 1.03% | – |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $1,666,000 | – | 69,048 | – | 1.02% | – |
| HUBB | New | Hubbell Inc. | $1,660,000 | – | 8,883 | – | 1.02% | – |
| KMI | New | Kinder Morgan, Inc. | $1,652,000 | – | 90,598 | – | 1.01% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $1,645,000 | – | 15,390 | – | 1.01% | – |
| CMI | New | Cummins Inc. | $1,626,000 | – | 6,668 | – | 1.00% | – |
| HEINY | New | Heineken NV ADRadr | $1,616,000 | – | 26,601 | – | 0.99% | – |
| New | SThree PLC | $1,603,000 | – | 251,633 | – | 0.98% | – | |
| SKT | New | Tanger Factory Outlet Centers, | $1,548,000 | – | 82,119 | – | 0.95% | – |
| GVDNY | New | Givaudan SA ADRadr | $1,540,000 | – | 16,583 | – | 0.94% | – |
| NTAP | New | NetApp Inc. | $1,521,000 | – | 18,594 | – | 0.93% | – |
| CPK | New | Chesapeake Utilities Corp. | $1,519,000 | – | 12,620 | – | 0.93% | – |
| VIAC | New | ViacomCBS Inc Class B | $1,500,000 | – | 33,176 | – | 0.92% | – |
| AVY | New | Avery Dennison Corp. | $1,494,000 | – | 7,106 | – | 0.92% | – |
| T | New | AT&T Inc. | $1,493,000 | – | 51,892 | – | 0.92% | – |
| VZ | New | Verizon Communications Inc. | $1,483,000 | – | 26,465 | – | 0.91% | – |
| BRT | New | BRT Apartments Corp. | $1,447,000 | – | 83,446 | – | 0.89% | – |
| New | Gaztransport et Technigaz SAS | $1,434,000 | – | 17,753 | – | 0.88% | – | |
| GOOD | New | Gladstone Commercial Corp. | $1,427,000 | – | 63,268 | – | 0.88% | – |
| OGS | New | ONE Gas, Inc. | $1,394,000 | – | 18,807 | – | 0.86% | – |
| PAGS | New | PagSeguro Digital LTD | $1,382,000 | – | 24,719 | – | 0.85% | – |
| PBA | New | Pembina Pipeline Corporation | $1,378,000 | – | 43,376 | – | 0.85% | – |
| CMCSA | New | Comcast Corp. | $1,332,000 | – | 23,358 | – | 0.82% | – |
| HRL | New | Hormel Foods Corp. | $1,323,000 | – | 27,706 | – | 0.81% | – |
| XYL | New | Xylem, Inc. | $1,323,000 | – | 11,033 | – | 0.81% | – |
| ATR | New | AptarGroup, Inc. | $1,312,000 | – | 9,316 | – | 0.80% | – |
| CHCT | New | Community Healthcare Trust Inc | $1,303,000 | – | 27,464 | – | 0.80% | – |
| PH | New | Parker Hannifin Corp. | $1,295,000 | – | 4,216 | – | 0.80% | – |
| New | Dollarama Inc. | $1,253,000 | – | 27,366 | – | 0.77% | – | |
| LECO | New | Lincoln Electric Holdings, Inc | $1,247,000 | – | 9,470 | – | 0.76% | – |
| OKE | New | ONEOK Inc. | $1,245,000 | – | 22,375 | – | 0.76% | – |
| GAIN | New | Gladstone Investment Corp. | $1,238,000 | – | 85,908 | – | 0.76% | – |
| DAN | New | Dana Inc. | $1,201,000 | – | 50,555 | – | 0.74% | – |
| NVS | New | Novartis AG ADRadr | $1,201,000 | – | 13,160 | – | 0.74% | – |
| MKC | New | McCormick & Company, Inc. | $1,189,000 | – | 13,462 | – | 0.73% | – |
| EMR | New | Emerson Electric Co. | $1,162,000 | – | 12,069 | – | 0.71% | – |
| New | Banco del Bajio SA | $1,155,000 | – | 643,465 | – | 0.71% | – | |
| AAPL | New | Apple Inc. | $1,148,000 | – | 8,384 | – | 0.70% | – |
| DLHC | New | DLH Holdings Corp. | $1,139,000 | – | 97,480 | – | 0.70% | – |
| AGYS | New | Agilysys, Inc. | $1,133,000 | – | 19,916 | – | 0.70% | – |
| BABA | New | Alibaba Group Holding Ltd. ADSadr | $1,126,000 | – | 4,966 | – | 0.69% | – |
| New | Thunderbird Entertainment Grou | $1,110,000 | – | 335,430 | – | 0.68% | – | |
| New | Equiniti Group PLC | $1,108,000 | – | 445,960 | – | 0.68% | – | |
| CVS | New | CVS Health Corporation | $1,106,000 | – | 13,261 | – | 0.68% | – |
| NGG | New | National Grid PLC ADSadr | $1,078,000 | – | 16,862 | – | 0.66% | – |
| TRP | New | TC Energy Corp. | $1,025,000 | – | 20,703 | – | 0.63% | – |
| CHD | New | Church & Dwight Company, Inc. | $1,004,000 | – | 11,777 | – | 0.62% | – |
| WSTG | New | Wayside Technology Group, Inc. | $985,000 | – | 39,338 | – | 0.60% | – |
| AHH | New | Armada Hoffler Properties, Inc | $957,000 | – | 72,012 | – | 0.59% | – |
| ATO | New | Atmos Energy Corp. | $954,000 | – | 9,923 | – | 0.58% | – |
| OMP | New | Oasis Midstream Partners LPunit ltd partn | $949,000 | – | 40,473 | – | 0.58% | – |
| TGP | New | Teekay LNG Partners LPunit ltd partn | $942,000 | – | 62,447 | – | 0.58% | – |
| New | Sparebank 1 SR-Bank | $922,000 | – | 69,725 | – | 0.57% | – | |
| GNL | New | Global Net Lease, Inc. | $912,000 | – | 49,295 | – | 0.56% | – |
| FAST | New | Fastenal Co. | $868,000 | – | 16,688 | – | 0.53% | – |
| ENB | New | Enbridge Inc. | $862,000 | – | 21,521 | – | 0.53% | – |
| FBK | New | FB Financial Corp. | $839,000 | – | 22,478 | – | 0.52% | – |
| BIOX | New | Bioceres Crop Solutions Corp. | $840,000 | – | 59,820 | – | 0.52% | – |
| APD | New | Air Products & Chemicals Inc. | $822,000 | – | 2,857 | – | 0.50% | – |
| New | Novolipetsk GDRadr | $819,000 | – | 25,985 | – | 0.50% | – | |
| INGR | New | Ingredion Inc. | $802,000 | – | 8,861 | – | 0.49% | – |
| BPMP | New | BP Midstream Partners LPunit ltd partn | $798,000 | – | 55,120 | – | 0.49% | – |
| USPH | New | US Physical Therapy Inc. | $797,000 | – | 6,876 | – | 0.49% | – |
| PB | New | Prosperity Bancshares Inc. | $788,000 | – | 10,979 | – | 0.48% | – |
| NDSN | New | Nordson Corp. | $780,000 | – | 3,554 | – | 0.48% | – |
| CSCO | New | Cisco Systems Inc. | $768,000 | – | 14,498 | – | 0.47% | – |
| DMLP | New | Dorchester Minerals LPunit ltd partn | $732,000 | – | 43,463 | – | 0.45% | – |
| New | Martinrea International Inc. | $727,000 | – | 68,945 | – | 0.45% | – | |
| NLY | New | Annaly Capital Management | $716,000 | – | 80,610 | – | 0.44% | – |
| New | H&R REIT | $708,000 | – | 54,833 | – | 0.43% | – | |
| YNDX | New | Yandex NV | $696,000 | – | 9,838 | – | 0.43% | – |
| UBA | New | Urstadt Biddle Properties Inc. | $676,000 | – | 34,867 | – | 0.42% | – |
| TTE | New | Total SA ADRadr | $674,000 | – | 14,885 | – | 0.41% | – |
| New | Precinct Properties New Zealan | $675,000 | – | 604,339 | – | 0.41% | – | |
| TNC | New | Tennant Co. | $663,000 | – | 8,303 | – | 0.41% | – |
| BAC | New | Bank of America Corp. | $653,000 | – | 15,840 | – | 0.40% | – |
| BBL | New | BHP Billiton PLC ADRadr | $603,000 | – | 10,107 | – | 0.37% | – |
| USAC | New | USA Compression Partners LPunit ltd partn | $590,000 | – | 35,793 | – | 0.36% | – |
| New | Sabre Insurance Group PLC | $584,000 | – | 165,550 | – | 0.36% | – | |
| EURN | New | Euronav NV | $576,000 | – | 61,831 | – | 0.35% | – |
| ECL | New | Ecolab, Inc. | $574,000 | – | 2,788 | – | 0.35% | – |
| SFL | New | SFL Corp. LTD | $571,000 | – | 74,608 | – | 0.35% | – |
| ET | New | Energy Transfer LPunit ltd partn | $569,000 | – | 53,555 | – | 0.35% | – |
| JPM | New | JPMorgan Chase & Co. | $566,000 | – | 3,637 | – | 0.35% | – |
| ALOT | New | AstroNova, Inc. | $561,000 | – | 40,320 | – | 0.34% | – |
| New | Coats Group PLC | $556,000 | – | 592,285 | – | 0.34% | – | |
| MNR | New | Monmouth REIC | $536,000 | – | 28,622 | – | 0.33% | – |
| New | Vermilion Energy Trust | $530,000 | – | 60,535 | – | 0.32% | – | |
| New | Crombie REIT | $523,000 | – | 36,508 | – | 0.32% | – | |
| New | BW Energy LTD | $506,000 | – | 166,150 | – | 0.31% | – | |
| New | Gulf Keystone Petroleum LTD | $503,000 | – | 196,925 | – | 0.31% | – | |
| WES | New | Western Midstream Partners, LPunit ltd partn | $504,000 | – | 23,518 | – | 0.31% | – |
| BGSF | New | BGSF Inc. | $500,000 | – | 40,498 | – | 0.31% | – |
| MGY | New | Magnolia Oil & Gas Corp. | $488,000 | – | 31,205 | – | 0.30% | – |
| ERF | New | Enerplus Resources Fund Trust | $483,000 | – | 67,188 | – | 0.30% | – |
| CDK | New | CDK Global Holdings LLC | $480,000 | – | 9,657 | – | 0.30% | – |
| New | Credito Real Sofom ENR | $470,000 | – | 937,234 | – | 0.29% | – | |
| ETN | New | Eaton Corporation PLC | $464,000 | – | 3,130 | – | 0.28% | – |
| IFF | New | International Flavors & Fragra | $451,000 | – | 3,017 | – | 0.28% | – |
| LYB | New | LyondellBasell Industries NV | $439,000 | – | 4,266 | – | 0.27% | – |
| SHO | New | Sunstone Hotel Investors, Inc. | $375,000 | – | 30,164 | – | 0.23% | – |
| New | Bank of Ireland Group PLC | $360,000 | – | 67,086 | – | 0.22% | – | |
| DIS | New | Walt Disney Co. | $358,000 | – | 2,035 | – | 0.22% | – |
| EDPFY | New | Energias de Portugal, SA ADRadr | $354,000 | – | 6,643 | – | 0.22% | – |
| MMM | New | 3M Co. | $352,000 | – | 1,770 | – | 0.22% | – |
| BMY | New | BristolMyers Squibb Co. | $346,000 | – | 5,180 | – | 0.21% | – |
| BNEFF | New | Bonterra Energy Corp. | $324,000 | – | 72,606 | – | 0.20% | – |
| TGA | New | TransGlobe Energy Corp. | $325,000 | – | 168,305 | – | 0.20% | – |
| HRVSF | New | Harvest Health and Recreation | $319,000 | – | 77,358 | – | 0.20% | – |
| RDSB | New | Royal Dutch Shell ADR B Sharesadr | $306,000 | – | 7,875 | – | 0.19% | – |
| KHC | New | Kraft Heinz Co. | $290,000 | – | 7,115 | – | 0.18% | – |
| HAS | New | Hasbro Inc. | $266,000 | – | 2,810 | – | 0.16% | – |
| APA | New | APA Corp. | $231,000 | – | 10,660 | – | 0.14% | – |
| TGT | New | Target Corporation | $222,000 | – | 918 | – | 0.14% | – |
| ROSYY | New | Rostelecom Long Distance ADRadr | $205,000 | – | 25,260 | – | 0.13% | – |
| MMLP | New | Martin Midstream Partners LPunit ltd partn | $47,000 | – | 15,499 | – | 0.03% | – |
| New | Indiva Limited | $35,000 | – | 122,000 | – | 0.02% | – | |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $30,000 | – | 14,781 | – | 0.02% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Reliq Health Technologies Inc. | $0 | – | -20,000 | – | -0.00% | – | |
| MMLP | Exit | Martin Midstream Partners LPunit ltd partn | $0 | – | -15,624 | – | -0.02% | – |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -14,781 | – | -0.02% | – |
| Exit | Indiva Limited | $0 | – | -122,000 | – | -0.02% | – | |
| VLNCF | Exit | Valens Company | $0 | – | -23,870 | – | -0.02% | – |
| BNEFF | Exit | Bonterra Energy Corp. | $0 | – | -61,731 | – | -0.04% | – |
| Exit | Gulf Keystone Petroleum LTD | $0 | – | -88,875 | – | -0.07% | – | |
| APA | Exit | Apache Corp. | $0 | – | -10,835 | – | -0.08% | – |
| Exit | BW Energy LTD | $0 | – | -61,500 | – | -0.09% | – | |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -58,958 | – | -0.09% | – |
| Exit | Vermilion Energy Trust | $0 | – | -62,085 | – | -0.12% | – | |
| Exit | Credito Real Sofom ENR | $0 | – | -305,934 | – | -0.12% | – | |
| MGY | Exit | Magnolia Oil & Gas Corp. | $0 | – | -29,355 | – | -0.12% | – |
| Exit | Bank of Ireland | $0 | – | -89,531 | – | -0.14% | – | |
| Exit | Coats Group PLC | $0 | – | -242,035 | – | -0.14% | – | |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -25,015 | – | -0.15% | – |
| WES | Exit | Western Midstream Partners, LPunit ltd partn | $0 | – | -23,965 | – | -0.16% | – |
| UBA | Exit | Urstadt Biddle Properties Inc. | $0 | – | -22,885 | – | -0.17% | – |
| KHC | Exit | Kraft Heinz Co. | $0 | – | -7,165 | – | -0.18% | – |
| SHO | Exit | Sunstone Hotel Investors, Inc. | $0 | – | -30,494 | – | -0.20% | – |
| Exit | H&R REIT | $0 | – | -34,206 | – | -0.21% | – | |
| HAS | Exit | Hasbro Inc. | $0 | – | -3,053 | – | -0.21% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -2,035 | – | -0.21% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -2,775 | – | -0.22% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -11,345 | – | -0.22% | – |
| WBA | Exit | Walgreens Boots Alliance Inc. | $0 | – | -8,145 | – | -0.24% | – |
| TGP | Exit | Teekay LNG Partners LPunit ltd partn | $0 | – | -28,327 | – | -0.24% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -39,430 | – | -0.26% | – |
| Exit | Infraestructura Energ | $0 | – | -113,870 | – | -0.28% | – | |
| Exit | Crombie REIT | $0 | – | -37,958 | – | -0.31% | – | |
| LYB | Exit | LyondellBasell Industries NV | $0 | – | -5,380 | – | -0.31% | – |
| OMP | Exit | Oasis Midstream Partners LPunit ltd partn | $0 | – | -61,740 | – | -0.31% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -10,431 | – | -0.31% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -3,282 | – | -0.33% | – |
| VIAC | Exit | ViacomCBS Inc Class B | $0 | – | -14,320 | – | -0.33% | – |
| USAC | Exit | USA Compression Partners LPunit ltd partn | $0 | – | -40,248 | – | -0.33% | – |
| BBL | Exit | BHP Billiton PLC ADRadr | $0 | – | -9,542 | – | -0.33% | – |
| SPH | Exit | Suburban Propane Partners LPunit ltd partn | $0 | – | -25,115 | – | -0.34% | – |
| Exit | Equiniti Group PLC | $0 | – | -284,735 | – | -0.34% | – | |
| CRLBF | Exit | Cresco Labs | $0 | – | -70,715 | – | -0.35% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -11,041 | – | -0.36% | – |
| DMLP | Exit | Dorchester Minerals LPunit ltd partn | $0 | – | -43,015 | – | -0.36% | – |
| CMWAY | Exit | Commonwealth Bank of Australia | $0 | – | -9,704 | – | -0.36% | – |
| NLY | Exit | Annaly Capital Management | $0 | – | -66,565 | – | -0.39% | – |
| Exit | Banco del Bajio | $0 | – | -652,765 | – | -0.40% | – | |
| Exit | Sabre Insurance Group PLC | $0 | – | -148,700 | – | -0.40% | – | |
| SFL | Exit | SFL Corp. | $0 | – | -67,088 | – | -0.41% | – |
| ET | Exit | Energy Transfer LPunit ltd partn | $0 | – | -94,201 | – | -0.42% | – |
| TTE | Exit | Total SA ADRadr | $0 | – | -15,011 | – | -0.42% | – |
| BGSF | Exit | BG Staffing, Inc. | $0 | – | -63,690 | – | -0.44% | – |
| EURN | Exit | Euronav NV | $0 | – | -61,726 | – | -0.45% | – |
| Exit | Martinrea International Inc. | $0 | – | -76,390 | – | -0.45% | – | |
| BPMP | Exit | BP Midstream Partners LPunit ltd partn | $0 | – | -55,520 | – | -0.45% | – |
| SKT | Exit | Tanger Factory Outlet Centers, | $0 | – | -93,165 | – | -0.46% | – |
| Exit | Novolipetsk GDRadr | $0 | – | -25,985 | – | -0.47% | – | |
| FBK | Exit | FB Financial Corp. | $0 | – | -23,585 | – | -0.48% | – |
| Exit | Sparebank 1 SR-Bank | $0 | – | -71,440 | – | -0.48% | – | |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -11,480 | – | -0.49% | – |
| ECL | Exit | Ecolab, Inc. | $0 | – | -3,011 | – | -0.49% | – |
| OKE | Exit | ONEOK Inc. | $0 | – | -23,180 | – | -0.49% | – |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -7,031 | – | -0.50% | – |
| CDK | Exit | CDK Global Holdings LLC | $0 | – | -14,200 | – | -0.51% | – |
| AGYS | Exit | Agilysys, Inc. | $0 | – | -26,000 | – | -0.52% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -21,957 | – | -0.52% | – |
| TNC | Exit | Tennant Co. | $0 | – | -10,631 | – | -0.53% | – |
| TCNNF | Exit | Trulieve Cannabis Corp. | $0 | – | -34,825 | – | -0.53% | – |
| YNDX | Exit | Yandex NV | $0 | – | -9,965 | – | -0.53% | – |
| DAN | Exit | Dana Inc. | $0 | – | -52,785 | – | -0.53% | – |
| AHH | Exit | Armada Hoffler Properties, Inc | $0 | – | -72,855 | – | -0.55% | – |
| Exit | Precinct Properties New Zealan | $0 | – | -604,339 | – | -0.55% | – | |
| INGR | Exit | Ingredion Inc. | $0 | – | -9,215 | – | -0.57% | – |
| CVS | Exit | CVS Health Corporation | $0 | – | -11,953 | – | -0.57% | – |
| MNR | Exit | Monmouth Real Estate Investmen | $0 | – | -52,070 | – | -0.59% | – |
| OGS | Exit | ONE Gas, Inc. | $0 | – | -10,695 | – | -0.60% | – |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -61,213 | – | -0.62% | – |
| FAST | Exit | Fastenal Co. | $0 | – | -17,065 | – | -0.63% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -11,985 | – | -0.64% | – |
| Exit | SThree PLC | $0 | – | -260,038 | – | -0.66% | – | |
| GAIN | Exit | Gladstone Investment Corp. | $0 | – | -88,925 | – | -0.66% | – |
| Exit | Genworth MI Canada Inc. | $0 | – | -31,407 | – | -0.67% | – | |
| GTBIF | Exit | Green Thumb Industries Inc. | $0 | – | -62,993 | – | -0.67% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -4,271 | – | -0.68% | – |
| NTAP | Exit | NetApp Inc. | $0 | – | -19,280 | – | -0.69% | – |
| WSTG | Exit | Wayside Technology Group, Inc. | $0 | – | -37,552 | – | -0.71% | – |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -7,687 | – | -0.72% | – |
| LTC | Exit | LTC Properties Inc. | $0 | – | -26,205 | – | -0.75% | – |
| INTC | Exit | Intel Corp. | $0 | – | -18,020 | – | -0.76% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -8,184 | – | -0.78% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -10,085 | – | -0.79% | – |
| XYL | Exit | Xylem, Inc. | $0 | – | -11,595 | – | -0.80% | – |
| GOOD | Exit | Gladstone Commercial Corp. | $0 | – | -59,682 | – | -0.82% | – |
| Exit | Commonwealth Bank of Australia | $0 | – | -22,282 | – | -0.83% | – | |
| PAGS | Exit | PagSeguro Digital LTD | $0 | – | -27,070 | – | -0.84% | – |
| PH | Exit | Parker Hannifin Corp. | $0 | – | -5,061 | – | -0.84% | – |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -8,202 | – | -0.86% | – |
| LECO | Exit | Lincoln Electric Holdings, Inc | $0 | – | -11,477 | – | -0.87% | – |
| Exit | Dollarama Inc. | $0 | – | -28,035 | – | -0.88% | – | |
| LKQ | Exit | LKQ Corp. | $0 | – | -39,905 | – | -0.91% | – |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -13,190 | – | -0.91% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -7,596 | – | -0.92% | – |
| CMCSA | Exit | Comcast Corp. | $0 | – | -24,604 | – | -0.93% | – |
| CHD | Exit | Church & Dwight Company, Inc. | $0 | – | -12,167 | – | -0.93% | – |
| ATR | Exit | AptarGroup, Inc. | $0 | – | -10,407 | – | -0.97% | – |
| BDX | Exit | Becton, Dickinson and Co. | $0 | – | -5,070 | – | -0.97% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -13,579 | – | -0.97% | – |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -27,111 | – | -0.99% | – |
| TCP | Exit | TC Pipelines LPunit ltd partn | $0 | – | -48,239 | – | -1.01% | – |
| HUBB | Exit | Hubbell Inc. | $0 | – | -9,108 | – | -1.02% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -80,026 | – | -1.04% | – |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -4,264 | – | -1.04% | – |
| SWKS | Exit | Skyworks Solutions Inc. | $0 | – | -9,007 | – | -1.08% | – |
| FB | Exit | Facebook Inc. | $0 | – | -5,009 | – | -1.08% | – |
| BRT | Exit | BRT Apartments Corp. | $0 | – | -112,445 | – | -1.09% | – |
| MKC | Exit | McCormick & Company, Inc. | $0 | – | -6,936 | – | -1.10% | – |
| T | Exit | AT&T Inc. | $0 | – | -48,461 | – | -1.13% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -8,446 | – | -1.14% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -6,647 | – | -1.15% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -30,446 | – | -1.15% | – |
| Exit | Labrador Iron Ore Royalty Corp | $0 | – | -73,525 | – | -1.16% | – | |
| NDSN | Exit | Nordson Corp. | $0 | – | -7,565 | – | -1.19% | – |
| Exit | Straumann Holdings AG | $0 | – | -1,444 | – | -1.20% | – | |
| SNA | Exit | Snap-on Inc. | $0 | – | -10,095 | – | -1.22% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -24,993 | – | -1.22% | – |
| EDPFY | Exit | Energias de Portugal, SA ADRadr | $0 | – | -29,926 | – | -1.23% | – |
| GOOG | Exit | Alphabet Inc. Class C | $0 | – | -1,062 | – | -1.28% | – |
| GVDNY | Exit | Givaudan SA ADRadr | $0 | – | -18,109 | – | -1.28% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -27,170 | – | -1.29% | – |
| ADP | Exit | Automatic Data Processing, Inc | $0 | – | -11,421 | – | -1.31% | – |
| OMC | Exit | Omnicom Group | $0 | – | -32,439 | – | -1.32% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -33,060 | – | -1.32% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -20,916 | – | -1.38% | – |
| PAYX | Exit | Paychex, Inc. | $0 | – | -21,420 | – | -1.40% | – |
| Exit | Schneider Electric SA | $0 | – | -13,835 | – | -1.41% | – | |
| Exit | Gaztransport et Technigaz SAS | $0 | – | -18,188 | – | -1.42% | – | |
| FISV | Exit | Fiserv Inc. | $0 | – | -17,588 | – | -1.48% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -23,638 | – | -1.50% | – |
| GWW | Exit | W.W. Grainger, Inc. | $0 | – | -5,232 | – | -1.53% | – |
| ITT | Exit | ITT Corp. | $0 | – | -32,371 | – | -1.57% | – |
| LIN | Exit | Linde PLC | $0 | – | -8,343 | – | -1.63% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -9,220 | – | -1.66% | – |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -9,940 | – | -1.74% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -3,249 | – | -1.86% | – |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -2,352 | – | -1.86% | – |
| GGG | Exit | Graco Inc. | $0 | – | -38,107 | – | -1.92% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GGG | Buy | Graco Inc. | $2,338,000 | +28.9% | 38,107 | +0.8% | 1.92% | +25.4% |
| MTD | Buy | Mettler-Toledo International, | $2,271,000 | +20.9% | 2,352 | +0.8% | 1.86% | +17.6% |
| SHW | Sell | Sherwin-Williams Co. | $2,264,000 | +20.4% | 3,249 | -0.2% | 1.86% | +17.1% |
| NSC | Buy | Norfolk & Southern Corp. | $2,127,000 | +22.1% | 9,940 | +0.2% | 1.74% | +18.7% |
| MCD | Buy | McDonald's Corp. | $2,024,000 | +20.0% | 9,220 | +0.8% | 1.66% | +16.7% |
| LIN | Sell | Linde PLC | $1,987,000 | +11.8% | 8,343 | -0.5% | 1.63% | +8.7% |
| ITT | Buy | ITT Corp. | $1,912,000 | +1.3% | 32,371 | +0.8% | 1.57% | -1.4% |
| GWW | Buy | W.W. Grainger, Inc. | $1,867,000 | +14.0% | 5,232 | +0.3% | 1.53% | +10.9% |
| CL | Buy | Colgate-Palmolive Co. | $1,824,000 | +6.4% | 23,638 | +1.0% | 1.50% | +3.5% |
| FISV | Buy | Fiserv Inc. | $1,812,000 | +6.7% | 17,588 | +1.1% | 1.48% | +3.8% |
| Buy | Gaztransport et Technigaz SAS | $1,739,000 | +26.3% | 18,188 | +0.8% | 1.42% | +22.8% | |
| Buy | Schneider Electric SA | $1,720,000 | +13.0% | 13,835 | +1.0% | 1.41% | +10.0% | |
| PAYX | Buy | Paychex, Inc. | $1,709,000 | +6.3% | 21,420 | +0.9% | 1.40% | +3.4% |
| PAC | Buy | Grupo Aeroportuario Del Pacifiadr | $1,687,000 | +12.8% | 20,916 | +0.5% | 1.38% | +9.8% |
| HRL | Buy | Hormel Foods Corp. | $1,616,000 | +2.2% | 33,060 | +0.9% | 1.32% | -0.5% |
| OMC | Buy | Omnicom Group | $1,606,000 | -8.2% | 32,439 | +1.3% | 1.32% | -10.7% |
| ADP | Sell | Automatic Data Processing, Inc | $1,593,000 | -6.4% | 11,421 | -0.1% | 1.31% | -8.9% |
| NGG | Buy | National Grid PLC ADSadr | $1,570,000 | -4.0% | 27,170 | +1.0% | 1.29% | -6.6% |
| GVDNY | Buy | Givaudan SA ADRadr | $1,563,000 | +16.0% | 18,109 | +0.8% | 1.28% | +12.9% |
| GOOG | Buy | Alphabet Inc. Class C | $1,561,000 | +8.3% | 1,062 | +4.1% | 1.28% | +5.3% |
| EDPFY | Buy | Energias de Portugal, SA ADRadr | $1,497,000 | +5.1% | 29,926 | +1.1% | 1.23% | +2.2% |
| VZ | Buy | Verizon Communications Inc. | $1,487,000 | +13.1% | 24,993 | +4.8% | 1.22% | +10.0% |
| SNA | Buy | Snap-on Inc. | $1,485,000 | +7.1% | 10,095 | +0.9% | 1.22% | +4.2% |
| Sell | Straumann Holdings AG | $1,459,000 | +4.3% | 1,444 | -11.3% | 1.20% | +1.4% | |
| NDSN | Buy | Nordson Corp. | $1,451,000 | +2.2% | 7,565 | +1.1% | 1.19% | -0.6% |
| Buy | Labrador Iron Ore Royalty Corp | $1,418,000 | +8.3% | 73,525 | +0.6% | 1.16% | +5.3% | |
| TD | Buy | Toronto Dominion Bank | $1,408,000 | +5.1% | 30,446 | +1.4% | 1.15% | +2.2% |
| CMI | Buy | Cummins Inc. | $1,404,000 | +23.9% | 6,647 | +1.7% | 1.15% | +20.5% |
| HON | Buy | Honeywell International Inc. | $1,390,000 | +15.2% | 8,446 | +1.1% | 1.14% | +12.0% |
| T | Buy | AT&T Inc. | $1,382,000 | -2.4% | 48,461 | +3.4% | 1.13% | -5.0% |
| MKC | Buy | McCormick & Company, Inc. | $1,346,000 | +9.2% | 6,936 | +0.9% | 1.10% | +6.2% |
| BRT | Buy | BRT Apartments Corp. | $1,325,000 | +9.2% | 112,445 | +0.3% | 1.09% | +6.3% |
| SWKS | Sell | Skyworks Solutions Inc. | $1,311,000 | -40.6% | 9,007 | -47.8% | 1.08% | -42.2% |
| FB | Buy | Facebook Inc. | $1,312,000 | +17.2% | 5,009 | +1.6% | 1.08% | +14.0% |
| APD | Sell | Air Products & Chemicals Inc. | $1,270,000 | -38.6% | 4,264 | -50.3% | 1.04% | -40.3% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $1,264,000 | -12.8% | 80,026 | +0.4% | 1.04% | -15.2% |
| HUBB | Buy | Hubbell Inc. | $1,246,000 | +10.5% | 9,108 | +1.3% | 1.02% | +7.5% |
| TCP | Sell | TC Pipelines LPunit ltd partn | $1,234,000 | -17.7% | 48,239 | -0.1% | 1.01% | -20.0% |
| HEINY | Buy | Heineken NV ADRadr | $1,207,000 | -2.7% | 27,111 | +0.8% | 0.99% | -5.4% |
| NVS | Buy | Novartis AG ADRadr | $1,181,000 | +1.3% | 13,579 | +1.7% | 0.97% | -1.4% |
| BDX | Buy | Becton, Dickinson and Co. | $1,180,000 | -1.4% | 5,070 | +1.3% | 0.97% | -4.2% |
| ATR | Buy | AptarGroup, Inc. | $1,178,000 | +2.1% | 10,407 | +1.0% | 0.97% | -0.6% |
| CHD | Buy | Church & Dwight Company, Inc. | $1,140,000 | +22.8% | 12,167 | +1.3% | 0.93% | +19.4% |
| CMCSA | Sell | Comcast Corp. | $1,138,000 | +8.3% | 24,604 | -8.8% | 0.93% | +5.3% |
| KMB | Buy | Kimberly-Clark Corp. | $1,122,000 | +7.8% | 7,596 | +3.1% | 0.92% | +4.9% |
| CPK | Buy | Chesapeake Utilities Corp. | $1,112,000 | +1.7% | 13,190 | +1.4% | 0.91% | -1.1% |
| LKQ | Buy | LKQ Corp. | $1,107,000 | +6.2% | 39,905 | +0.3% | 0.91% | +3.3% |
| Buy | Dollarama Inc. | $1,075,000 | +16.5% | 28,035 | +1.1% | 0.88% | +13.2% | |
| LECO | Buy | Lincoln Electric Holdings, Inc | $1,056,000 | +10.2% | 11,477 | +0.9% | 0.87% | +7.3% |
| AVY | Buy | Avery Dennison Corp. | $1,049,000 | +13.7% | 8,202 | +1.4% | 0.86% | +10.5% |
| PH | Sell | Parker Hannifin Corp. | $1,024,000 | -23.4% | 5,061 | -30.6% | 0.84% | -25.5% |
| PAGS | Buy | PagSeguro Digital LTD | $1,021,000 | +7.8% | 27,070 | +1.1% | 0.84% | +4.9% |
| Buy | Commonwealth Bank of Australia | $1,015,000 | -4.1% | 22,282 | +0.9% | 0.83% | -6.6% | |
| GOOD | Sell | Gladstone Commercial Corp. | $1,006,000 | -19.4% | 59,682 | -10.4% | 0.82% | -21.6% |
| XYL | Buy | Xylem, Inc. | $975,000 | +30.0% | 11,595 | +0.5% | 0.80% | +26.4% |
| ATO | Buy | Atmos Energy Corp. | $964,000 | -2.8% | 10,085 | +1.3% | 0.79% | -5.5% |
| AAPL | Buy | Apple Inc. | $948,000 | +27.1% | 8,184 | +300.0% | 0.78% | +23.5% |
| INTC | Buy | Intel Corp. | $933,000 | +134.4% | 18,020 | +170.8% | 0.76% | +128.4% |
| LTC | Sell | LTC Properties Inc. | $914,000 | -33.0% | 26,205 | -27.6% | 0.75% | -34.8% |
| CBRL | Buy | Cracker Barrel Old Country Sto | $881,000 | +3.8% | 7,687 | +0.5% | 0.72% | +1.0% |
| WSTG | Buy | Wayside Technology Group, Inc. | $866,000 | -8.9% | 37,552 | +1.4% | 0.71% | -11.4% |
| NTAP | Buy | NetApp Inc. | $845,000 | +0.1% | 19,280 | +1.4% | 0.69% | -2.5% |
| ITW | Buy | Illinois Tool Works Inc. | $825,000 | +11.8% | 4,271 | +1.3% | 0.68% | +8.7% |
| GTBIF | Buy | Green Thumb Industries Inc. | $816,000 | +31.8% | 62,993 | +1.7% | 0.67% | +28.2% |
| Buy | Genworth MI Canada Inc. | $814,000 | +11.7% | 31,407 | +5.5% | 0.67% | +8.6% | |
| GAIN | New | Gladstone Investment Corp. | $809,000 | – | 88,925 | – | 0.66% | – |
| Buy | SThree PLC | $805,000 | -5.8% | 260,038 | +1.2% | 0.66% | -8.3% | |
| EMR | Buy | Emerson Electric Co. | $786,000 | +10.1% | 11,985 | +4.1% | 0.64% | +7.0% |
| FAST | Buy | Fastenal Co. | $769,000 | +6.1% | 17,065 | +0.9% | 0.63% | +3.1% |
| KMI | Buy | Kinder Morgan, Inc. | $755,000 | -17.8% | 61,213 | +1.0% | 0.62% | -20.0% |
| OGS | Buy | ONE Gas, Inc. | $738,000 | -9.3% | 10,695 | +1.2% | 0.60% | -11.8% |
| MNR | Buy | Monmouth Real Estate Investmen | $721,000 | -3.9% | 52,070 | +0.6% | 0.59% | -6.5% |
| CVS | Buy | CVS Health Corporation | $698,000 | -6.9% | 11,953 | +3.5% | 0.57% | -9.5% |
| INGR | Buy | Ingredion Inc. | $697,000 | -7.6% | 9,215 | +1.4% | 0.57% | -10.1% |
| AHH | Buy | Armada Hoffler Properties, Inc | $675,000 | -5.7% | 72,855 | +1.2% | 0.55% | -8.3% |
| YNDX | Buy | Yandex NV | $650,000 | +31.3% | 9,965 | +0.7% | 0.53% | +27.8% |
| DAN | Buy | Dana Inc. | $650,000 | +2.2% | 52,785 | +1.1% | 0.53% | -0.6% |
| TCNNF | Buy | Trulieve Cannabis Corp. | $644,000 | +51.2% | 34,825 | +2.8% | 0.53% | +47.1% |
| TNC | Buy | Tennant Co. | $642,000 | -6.1% | 10,631 | +1.0% | 0.53% | -8.7% |
| ENB | Buy | Enbridge Inc. | $641,000 | -3.0% | 21,957 | +1.0% | 0.52% | -5.7% |
| AGYS | Buy | Agilysys, Inc. | $628,000 | +36.2% | 26,000 | +1.2% | 0.52% | +32.7% |
| CDK | Buy | CDK Global Holdings LLC | $619,000 | +6.7% | 14,200 | +1.4% | 0.51% | +3.7% |
| USPH | Buy | US Physical Therapy Inc. | $611,000 | +8.5% | 7,031 | +1.2% | 0.50% | +5.7% |
| OKE | Buy | ONEOK Inc. | $602,000 | -21.0% | 23,180 | +1.1% | 0.49% | -23.2% |
| ECL | Buy | Ecolab, Inc. | $602,000 | +2.0% | 3,011 | +1.5% | 0.49% | -0.8% |
| PB | Buy | Prosperity Bancshares Inc. | $595,000 | -11.3% | 11,480 | +1.6% | 0.49% | -13.6% |
| FBK | Buy | FB Financial Corp. | $592,000 | +3.1% | 23,585 | +1.7% | 0.48% | +0.2% |
| Buy | Sparebank 1 SR-Bank | $592,000 | +15.4% | 71,440 | +1.3% | 0.48% | +12.3% | |
| SKT | Buy | Tanger Factory Outlet Centers, | $562,000 | -15.0% | 93,165 | +0.6% | 0.46% | -17.2% |
| Buy | Martinrea International Inc. | $547,000 | -4.2% | 76,390 | +1.4% | 0.45% | -6.9% | |
| EURN | Buy | Euronav NV | $545,000 | +9.0% | 61,726 | +0.7% | 0.45% | +6.2% |
| BGSF | Buy | BG Staffing, Inc. | $539,000 | -24.5% | 63,690 | +1.0% | 0.44% | -26.6% |
| TTE | Buy | Total SA ADRadr | $515,000 | -9.6% | 15,011 | +1.2% | 0.42% | -12.1% |
| ET | Buy | Energy Transfer LPunit ltd partn | $511,000 | -13.4% | 94,201 | +13.6% | 0.42% | -15.7% |
| SFL | Buy | SFL Corp. | $502,000 | -18.0% | 67,088 | +1.9% | 0.41% | -20.3% |
| Buy | Banco del Bajio | $484,000 | -13.1% | 652,765 | +0.3% | 0.40% | -15.4% | |
| NLY | Buy | Annaly Capital Management | $474,000 | +13.1% | 66,565 | +4.1% | 0.39% | +10.2% |
| CMWAY | Buy | Commonwealth Bank of Australia | $445,000 | -2.4% | 9,704 | +2.3% | 0.36% | -4.9% |
| DMLP | Buy | Dorchester Minerals LPunit ltd partn | $444,000 | -19.1% | 43,015 | +0.1% | 0.36% | -21.4% |
| CSCO | Buy | Cisco Systems Inc. | $435,000 | -1.4% | 11,041 | +16.8% | 0.36% | -4.0% |
| CRLBF | Buy | Cresco Labs | $424,000 | +87.6% | 70,715 | +29.2% | 0.35% | +83.2% |
| Buy | Equiniti Group PLC | $419,000 | -17.0% | 284,735 | +1.8% | 0.34% | -19.3% | |
| SPH | Buy | Suburban Propane Partners LPunit ltd partn | $409,000 | +15.9% | 25,115 | +1.6% | 0.34% | +12.8% |
| USAC | Buy | USA Compression Partners LPunit ltd partn | $403,000 | +11.9% | 40,248 | +21.3% | 0.33% | +8.9% |
| VIAC | Buy | ViacomCBS Inc Class B | $401,000 | +32.3% | 14,320 | +10.3% | 0.33% | +29.0% |
| IFF | Buy | International Flavors & Fragra | $402,000 | +2.6% | 3,282 | +2.7% | 0.33% | -0.3% |
| PFE | Buy | Pfizer Inc. | $383,000 | +26.8% | 10,431 | +12.9% | 0.31% | +23.6% |
| LYB | Buy | LyondellBasell Industries NV | $379,000 | +7.7% | 5,380 | +0.5% | 0.31% | +4.7% |
| Buy | Crombie REIT | $375,000 | +6.8% | 37,958 | +1.9% | 0.31% | +3.7% | |
| Buy | Infraestructura Energ | $343,000 | +5.2% | 113,870 | +0.4% | 0.28% | +2.2% | |
| ALOT | Buy | AstroNova, Inc. | $316,000 | +2.6% | 39,430 | +1.9% | 0.26% | -0.4% |
| WBA | Buy | Walgreens Boots Alliance Inc. | $293,000 | -6.7% | 8,145 | +10.0% | 0.24% | -9.4% |
| BAC | Buy | Bank of America Corp. | $273,000 | +8.8% | 11,345 | +7.5% | 0.22% | +6.2% |
| JPM | New | JPMorgan Chase & Co. | $267,000 | – | 2,775 | – | 0.22% | – |
| HAS | Buy | Hasbro Inc. | $253,000 | +14.0% | 3,053 | +3.2% | 0.21% | +10.7% |
| Buy | H&R REIT | $251,000 | +48.5% | 34,206 | +42.5% | 0.21% | +45.1% | |
| SHO | Sell | Sunstone Hotel Investors, Inc. | $242,000 | -40.4% | 30,494 | -38.7% | 0.20% | -42.1% |
| UBA | Buy | Urstadt Biddle Properties Inc. | $211,000 | -21.9% | 22,885 | +0.8% | 0.17% | -23.8% |
| Buy | Bank of Ireland | $170,000 | -5.6% | 89,531 | +0.5% | 0.14% | -8.6% | |
| Buy | Vermilion Energy Trust | $145,000 | -44.4% | 62,085 | +6.0% | 0.12% | -45.9% | |
| Buy | Gulf Keystone Petroleum LTD | $85,000 | -13.3% | 88,875 | +0.5% | 0.07% | -15.7% | |
| VLNCF | Sell | Valens Company | $29,000 | -92.1% | 23,870 | -88.5% | 0.02% | -92.3% |
| MMLP | Buy | Martin Midstream Partners LPunit ltd partn | $18,000 | 0.0% | 15,624 | +3.1% | 0.02% | 0.0% |
| Exit | Altus Midstream Co. | $0 | – | -55,305 | – | -0.03% | – | |
| RDSB | Exit | Royal Dutch Shell ADR B Sharesadr | $0 | – | -6,590 | – | -0.17% | – |
| ASB | Exit | Associated Banc-Corp. | $0 | – | -51,100 | – | -0.59% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SWKS | New | Skyworks Solutions Inc. | $2,208,000 | – | 17,265 | – | 1.86% | – |
| APD | New | Air Products & Chemicals Inc. | $2,070,000 | – | 8,571 | – | 1.74% | – |
| ITT | New | ITT Corp. | $1,887,000 | – | 32,120 | – | 1.59% | – |
| SHW | New | Sherwin-Williams Co. | $1,881,000 | – | 3,256 | – | 1.58% | – |
| MTD | New | Mettler-Toledo International, | $1,879,000 | – | 2,333 | – | 1.58% | – |
| GGG | New | Graco Inc. | $1,814,000 | – | 37,802 | – | 1.53% | – |
| LIN | New | Linde PLC | $1,778,000 | – | 8,381 | – | 1.50% | – |
| OMC | New | Omnicom Group | $1,749,000 | – | 32,029 | – | 1.47% | – |
| NSC | New | Norfolk & Southern Corp. | $1,742,000 | – | 9,920 | – | 1.47% | – |
| CL | New | Colgate-Palmolive Co. | $1,714,000 | – | 23,398 | – | 1.44% | – |
| ADP | New | Automatic Data Processing, Inc | $1,702,000 | – | 11,433 | – | 1.43% | – |
| FISV | New | Fiserv Inc. | $1,698,000 | – | 17,393 | – | 1.43% | – |
| MCD | New | McDonald's Corp. | $1,687,000 | – | 9,145 | – | 1.42% | – |
| GWW | New | W.W. Grainger, Inc. | $1,638,000 | – | 5,214 | – | 1.38% | – |
| NGG | New | National Grid PLC ADSadr | $1,635,000 | – | 26,910 | – | 1.38% | – |
| PAYX | New | Paychex, Inc. | $1,608,000 | – | 21,225 | – | 1.36% | – |
| HRL | New | Hormel Foods Corp. | $1,581,000 | – | 32,750 | – | 1.33% | – |
| New | Schneider Electric SA | $1,522,000 | – | 13,700 | – | 1.28% | – | |
| TCP | New | TC Pipelines LPunit ltd partn | $1,499,000 | – | 48,274 | – | 1.26% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $1,495,000 | – | 20,816 | – | 1.26% | – |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $1,449,000 | – | 79,736 | – | 1.22% | – |
| GOOG | New | Alphabet Inc. Class C | $1,442,000 | – | 1,020 | – | 1.22% | – |
| EDPFY | New | Energias de Portugal, SA ADRadr | $1,425,000 | – | 29,591 | – | 1.20% | – |
| NDSN | New | Nordson Corp. | $1,420,000 | – | 7,485 | – | 1.20% | – |
| T | New | AT&T Inc. | $1,416,000 | – | 46,856 | – | 1.19% | – |
| New | Straumann Holdings AG | $1,399,000 | – | 1,628 | – | 1.18% | – | |
| SNA | New | Snap-on Inc. | $1,386,000 | – | 10,005 | – | 1.17% | – |
| New | Gaztransport et Technigaz SAS | $1,377,000 | – | 18,045 | – | 1.16% | – | |
| LTC | New | LTC Properties Inc. | $1,364,000 | – | 36,205 | – | 1.15% | – |
| GVDNY | New | Givaudan SA ADRadr | $1,347,000 | – | 17,974 | – | 1.14% | – |
| TD | New | Toronto Dominion Bank | $1,340,000 | – | 30,038 | – | 1.13% | – |
| PH | New | Parker Hannifin Corp. | $1,337,000 | – | 7,296 | – | 1.13% | – |
| VZ | New | Verizon Communications Inc. | $1,315,000 | – | 23,859 | – | 1.11% | – |
| New | Labrador Iron Ore Royalty Corp | $1,309,000 | – | 73,055 | – | 1.10% | – | |
| GOOD | New | Gladstone Commercial Corp. | $1,248,000 | – | 66,582 | – | 1.05% | – |
| HEINY | New | Heineken NV ADRadr | $1,240,000 | – | 26,896 | – | 1.04% | – |
| MKC | New | McCormick & Company, Inc. | $1,233,000 | – | 6,871 | – | 1.04% | – |
| BRT | New | BRT Apartments Corp. | $1,213,000 | – | 112,085 | – | 1.02% | – |
| HON | New | Honeywell International Inc. | $1,207,000 | – | 8,351 | – | 1.02% | – |
| BDX | New | Becton, Dickinson and Co. | $1,197,000 | – | 5,003 | – | 1.01% | – |
| NVS | New | Novartis AG ADRadr | $1,166,000 | – | 13,354 | – | 0.98% | – |
| ATR | New | AptarGroup, Inc. | $1,154,000 | – | 10,307 | – | 0.97% | – |
| CMI | New | Cummins Inc. | $1,133,000 | – | 6,537 | – | 0.96% | – |
| HUBB | New | Hubbell Inc. | $1,128,000 | – | 8,995 | – | 0.95% | – |
| FB | New | Facebook Inc. | $1,119,000 | – | 4,930 | – | 0.94% | – |
| CPK | New | Chesapeake Utilities Corp. | $1,093,000 | – | 13,010 | – | 0.92% | – |
| New | Commonwealth Bank of Australia | $1,058,000 | – | 22,077 | – | 0.89% | – | |
| CMCSA | New | Comcast Corp. | $1,051,000 | – | 26,974 | – | 0.89% | – |
| LKQ | New | LKQ Corp. | $1,042,000 | – | 39,780 | – | 0.88% | – |
| KMB | New | Kimberly-Clark Corp. | $1,041,000 | – | 7,366 | – | 0.88% | – |
| ATO | New | Atmos Energy Corp. | $992,000 | – | 9,960 | – | 0.84% | – |
| LECO | New | Lincoln Electric Holdings, Inc | $958,000 | – | 11,372 | – | 0.81% | – |
| WSTG | New | Wayside Technology Group, Inc. | $951,000 | – | 37,017 | – | 0.80% | – |
| PAGS | New | PagSeguro Digital LTD | $947,000 | – | 26,785 | – | 0.80% | – |
| CHD | New | Church & Dwight Company, Inc. | $928,000 | – | 12,007 | – | 0.78% | – |
| New | Dollarama Inc. | $923,000 | – | 27,735 | – | 0.78% | – | |
| AVY | New | Avery Dennison Corp. | $923,000 | – | 8,087 | – | 0.78% | – |
| KMI | New | Kinder Morgan, Inc. | $919,000 | – | 60,578 | – | 0.77% | – |
| New | SThree PLC | $855,000 | – | 256,838 | – | 0.72% | – | |
| CBRL | New | Cracker Barrel Old Country Sto | $849,000 | – | 7,652 | – | 0.72% | – |
| NTAP | New | NetApp Inc. | $844,000 | – | 19,020 | – | 0.71% | – |
| OGS | New | ONE Gas, Inc. | $814,000 | – | 10,570 | – | 0.69% | – |
| OKE | New | ONEOK Inc. | $762,000 | – | 22,930 | – | 0.64% | – |
| INGR | New | Ingredion Inc. | $754,000 | – | 9,085 | – | 0.64% | – |
| CVS | New | CVS Health Corporation | $750,000 | – | 11,548 | – | 0.63% | – |
| XYL | New | Xylem, Inc. | $750,000 | – | 11,540 | – | 0.63% | – |
| MNR | New | Monmouth Real Estate Investmen | $750,000 | – | 51,770 | – | 0.63% | – |
| AAPL | New | Apple Inc. | $746,000 | – | 2,046 | – | 0.63% | – |
| ITW | New | Illinois Tool Works Inc. | $738,000 | – | 4,218 | – | 0.62% | – |
| New | Genworth MI Canada Inc. | $729,000 | – | 29,782 | – | 0.61% | – | |
| FAST | New | Fastenal Co. | $725,000 | – | 16,915 | – | 0.61% | – |
| AHH | New | Armada Hoffler Properties, Inc | $716,000 | – | 71,990 | – | 0.60% | – |
| EMR | New | Emerson Electric Co. | $714,000 | – | 11,510 | – | 0.60% | – |
| BGSF | New | BG Staffing, Inc. | $714,000 | – | 63,080 | – | 0.60% | – |
| ASB | New | Associated Banc-Corp. | $699,000 | – | 51,100 | – | 0.59% | – |
| TNC | New | Tennant Co. | $684,000 | – | 10,525 | – | 0.58% | – |
| PB | New | Prosperity Bancshares Inc. | $671,000 | – | 11,295 | – | 0.56% | – |
| SKT | New | Tanger Factory Outlet Centers, | $661,000 | – | 92,640 | – | 0.56% | – |
| ENB | New | Enbridge Inc. | $661,000 | – | 21,744 | – | 0.56% | – |
| BPMP | New | BP Midstream Partners LPunit ltd partn | $637,000 | – | 55,520 | – | 0.54% | – |
| DAN | New | Dana Inc. | $636,000 | – | 52,210 | – | 0.54% | – |
| GTBIF | New | Green Thumb Industries Inc. | $619,000 | – | 61,945 | – | 0.52% | – |
| SFL | New | SFL Corp. | $612,000 | – | 65,830 | – | 0.52% | – |
| New | Precinct Properties New Zealan | $613,000 | – | 604,339 | – | 0.52% | – | |
| ET | New | Energy Transfer LPunit ltd partn | $590,000 | – | 82,933 | – | 0.50% | – |
| ECL | New | Ecolab, Inc. | $590,000 | – | 2,966 | – | 0.50% | – |
| CDK | New | CDK Global Holdings LLC | $580,000 | – | 14,005 | – | 0.49% | – |
| FBK | New | FB Financial Corp. | $574,000 | – | 23,190 | – | 0.48% | – |
| New | Martinrea International Inc. | $571,000 | – | 75,335 | – | 0.48% | – | |
| TTE | New | Total SA ADRadr | $570,000 | – | 14,829 | – | 0.48% | – |
| USPH | New | US Physical Therapy Inc. | $563,000 | – | 6,951 | – | 0.47% | – |
| New | Banco del Bajio | $557,000 | – | 650,790 | – | 0.47% | – | |
| DMLP | New | Dorchester Minerals LPunit ltd partn | $549,000 | – | 42,975 | – | 0.46% | – |
| OMP | New | Oasis Midstream Partners LPunit ltd partn | $538,000 | – | 61,740 | – | 0.45% | – |
| New | Novolipetsk GDRadr | $517,000 | – | 25,985 | – | 0.44% | – | |
| New | Sparebank 1 SR-Bank | $513,000 | – | 70,550 | – | 0.43% | – | |
| New | Equiniti Group PLC | $505,000 | – | 279,835 | – | 0.42% | – | |
| EURN | New | Euronav NV | $500,000 | – | 61,301 | – | 0.42% | – |
| YNDX | New | Yandex NV | $495,000 | – | 9,895 | – | 0.42% | – |
| New | Sabre Insurance Group PLC | $485,000 | – | 148,700 | – | 0.41% | – | |
| AGYS | New | Agilysys, Inc. | $461,000 | – | 25,700 | – | 0.39% | – |
| CMWAY | New | Commonwealth Bank of Australia | $456,000 | – | 9,484 | – | 0.38% | – |
| CSCO | New | Cisco Systems Inc. | $441,000 | – | 9,456 | – | 0.37% | – |
| TCNNF | New | Trulieve Cannabis Corp. | $426,000 | – | 33,885 | – | 0.36% | – |
| NLY | New | Annaly Capital Management | $419,000 | – | 63,925 | – | 0.35% | – |
| SHO | New | Sunstone Hotel Investors, Inc. | $406,000 | – | 49,784 | – | 0.34% | – |
| INTC | New | Intel Corp. | $398,000 | – | 6,655 | – | 0.34% | – |
| BBL | New | BHP Billiton PLC ADRadr | $393,000 | – | 9,542 | – | 0.33% | – |
| IFF | New | International Flavors & Fragra | $392,000 | – | 3,197 | – | 0.33% | – |
| VLNCF | New | Valens Company | $369,000 | – | 207,470 | – | 0.31% | – |
| USAC | New | USA Compression Partners LPunit ltd partn | $360,000 | – | 33,191 | – | 0.30% | – |
| SPH | New | Suburban Propane Partners LPunit ltd partn | $353,000 | – | 24,715 | – | 0.30% | – |
| LYB | New | LyondellBasell Industries NV | $352,000 | – | 5,355 | – | 0.30% | – |
| New | Crombie REIT | $351,000 | – | 37,258 | – | 0.30% | – | |
| TGP | New | Teekay LNG Partners LPunit ltd partn | $330,000 | – | 28,327 | – | 0.28% | – |
| New | Infraestructura Energ | $326,000 | – | 113,370 | – | 0.28% | – | |
| WBA | New | Walgreens Boots Alliance Inc. | $314,000 | – | 7,405 | – | 0.26% | – |
| ALOT | New | AstroNova, Inc. | $308,000 | – | 38,710 | – | 0.26% | – |
| VIAC | New | ViacomCBS Inc Class B | $303,000 | – | 12,980 | – | 0.26% | – |
| PFE | New | Pfizer Inc. | $302,000 | – | 9,242 | – | 0.25% | – |
| UBA | New | Urstadt Biddle Properties Inc. | $270,000 | – | 22,710 | – | 0.23% | – |
| New | Vermilion Energy Trust | $261,000 | – | 58,560 | – | 0.22% | – | |
| BAC | New | Bank of America Corp. | $251,000 | – | 10,550 | – | 0.21% | – |
| WES | New | Western Midstream Partners, LPunit ltd partn | $241,000 | – | 23,965 | – | 0.20% | – |
| KHC | New | Kraft Heinz Co. | $228,000 | – | 7,165 | – | 0.19% | – |
| DIS | New | Walt Disney Co. | $227,000 | – | 2,035 | – | 0.19% | – |
| CRLBF | New | Cresco Labs | $226,000 | – | 54,750 | – | 0.19% | – |
| HAS | New | Hasbro Inc. | $222,000 | – | 2,958 | – | 0.19% | – |
| RDSB | New | Royal Dutch Shell ADR B Sharesadr | $201,000 | – | 6,590 | – | 0.17% | – |
| ROSYY | New | Rostelecom Long Distance ADRadr | $182,000 | – | 25,015 | – | 0.15% | – |
| New | Bank of Ireland | $180,000 | – | 89,081 | – | 0.15% | – | |
| MGY | New | Magnolia Oil & Gas Corp. | $178,000 | – | 29,355 | – | 0.15% | – |
| New | H&R REIT | $169,000 | – | 24,006 | – | 0.14% | – | |
| New | Coats Group PLC | $167,000 | – | 242,035 | – | 0.14% | – | |
| ERF | New | Enerplus Resources Fund Trust | $167,000 | – | 58,958 | – | 0.14% | – |
| New | Credito Real Sofom ENR | $159,000 | – | 305,934 | – | 0.13% | – | |
| APA | New | Apache Corp. | $146,000 | – | 10,835 | – | 0.12% | – |
| New | BW Energy LTD | $109,000 | – | 61,500 | – | 0.09% | – | |
| New | Gulf Keystone Petroleum LTD | $98,000 | – | 88,425 | – | 0.08% | – | |
| BNEFF | New | Bonterra Energy Corp. | $62,000 | – | 61,731 | – | 0.05% | – |
| New | Altus Midstream Co. | $35,000 | – | 55,305 | – | 0.03% | – | |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $25,000 | – | 14,781 | – | 0.02% | – |
| New | Indiva Limited | $24,000 | – | 122,000 | – | 0.02% | – | |
| MMLP | New | Martin Midstream Partners LPunit ltd partn | $18,000 | – | 15,161 | – | 0.02% | – |
| New | Reliq Health Technologies Inc. | $4,000 | – | 20,000 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Reliq Health Technologies Inc. | $0 | – | -20,000 | – | -0.01% | – | |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -14,781 | – | -0.02% | – |
| MMLP | Exit | Martin Midstream Partners LPunit ltd partn | $0 | – | -27,381 | – | -0.09% | – |
| GTBIF | Exit | Green Thumb Industries Inc. | $0 | – | -16,060 | – | -0.10% | – |
| MGY | Exit | Magnolia Oil & Gas Corp. | $0 | – | -12,630 | – | -0.10% | – |
| Exit | Altus Midstream Co. | $0 | – | -55,305 | – | -0.12% | – | |
| Exit | Bank of Ireland | $0 | – | -42,206 | – | -0.13% | – | |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -24,045 | – | -0.13% | – |
| Exit | Credito Real Sofom ENR | $0 | – | -185,634 | – | -0.16% | – | |
| TCNNF | Exit | Trulieve Cannabis Corp. | $0 | – | -27,965 | – | -0.17% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -2,027 | – | -0.18% | – |
| Exit | Gulf Keystone Petroleum LTD | $0 | – | -85,825 | – | -0.18% | – | |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -5,204 | – | -0.19% | – |
| RDSB | Exit | Royal Dutch Shell ADR B Sharesadr | $0 | – | -4,390 | – | -0.20% | – |
| BNEFF | Exit | Bonterra Energy Corp. | $0 | – | -90,556 | – | -0.21% | – |
| SPH | Exit | Suburban Propane Partners LPunit ltd partn | $0 | – | -12,275 | – | -0.22% | – |
| Exit | Eland Oil & Gas PLC | $0 | – | -189,375 | – | -0.22% | – | |
| IRBT | Exit | iRobot Corp. | $0 | – | -5,310 | – | -0.24% | – |
| INTC | Exit | Intel Corp. | $0 | – | -6,560 | – | -0.25% | – |
| Exit | Seven Generations Energy Ltd. | $0 | – | -53,950 | – | -0.26% | – | |
| HAS | Exit | Hasbro Inc. | $0 | – | -2,978 | – | -0.26% | – |
| APA | Exit | Apache Corp. | $0 | – | -13,955 | – | -0.27% | – |
| Exit | Novolipetsk GDRadr | $0 | – | -16,785 | – | -0.27% | – | |
| IFF | Exit | International Flavors & Fragra | $0 | – | -3,282 | – | -0.30% | – |
| WBA | Exit | Walgreens Boots Alliance Inc. | $0 | – | -7,430 | – | -0.31% | – |
| Exit | H&R REIT | $0 | – | -24,006 | – | -0.31% | – | |
| NLY | Exit | Annaly Capital Management | $0 | – | -50,145 | – | -0.33% | – |
| Exit | Infraestructura Energ | $0 | – | -111,695 | – | -0.33% | – | |
| Exit | Crombie REIT | $0 | – | -37,381 | – | -0.33% | – | |
| CMWAY | Exit | Commonwealth Bank of Australia | $0 | – | -8,429 | – | -0.34% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -3,535 | – | -0.34% | – |
| SNN | Exit | Smith & Nephew PLC | $0 | – | -9,677 | – | -0.35% | – |
| EURN | Exit | Euronav NV | $0 | – | -50,775 | – | -0.35% | – |
| YNDX | Exit | Yandex NV | $0 | – | -13,310 | – | -0.35% | – |
| CRLBF | Exit | Cresco Labs | $0 | – | -80,475 | – | -0.36% | – |
| BGSF | Exit | BG Staffing, Inc. | $0 | – | -25,155 | – | -0.36% | – |
| LYB | Exit | LyondellBasell | $0 | – | -5,400 | – | -0.36% | – |
| LBRT | Exit | Liberty Oilfield Services Inc. | $0 | – | -47,855 | – | -0.39% | – |
| FAST | Exit | Fastenal Co. | $0 | – | -16,620 | – | -0.41% | – |
| Exit | Equiniti Group PLC | $0 | – | -204,660 | – | -0.41% | – | |
| USAC | Exit | USA Compression Partners LPunit ltd partn | $0 | – | -32,486 | – | -0.42% | – |
| UGI | Exit | UGI Corp. | $0 | – | -11,281 | – | -0.42% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -2,576 | – | -0.43% | – |
| Exit | Martinrea International Inc. | $0 | – | -69,085 | – | -0.45% | – | |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -84,483 | – | -0.47% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -38,930 | – | -0.47% | – |
| SHO | Exit | Sunstone Hotel Investors, Inc. | $0 | – | -46,054 | – | -0.47% | – |
| AGYS | Exit | Agilysys, Inc. | $0 | – | -25,955 | – | -0.50% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -4,287 | – | -0.50% | – |
| CDK | Exit | CDK Global Holdings LLC | $0 | – | -13,955 | – | -0.50% | – |
| ECL | Exit | Ecolab, Inc. | $0 | – | -3,408 | – | -0.50% | – |
| CVS | Exit | CVS Health Corporation | $0 | – | -10,720 | – | -0.51% | – |
| Exit | Precinct Properties New Zealan | $0 | – | -600,939 | – | -0.52% | – | |
| VSM | Exit | Versum Materials, Inc. | $0 | – | -13,427 | – | -0.53% | – |
| FSCT | Exit | ForeScout Technologies Inc. | $0 | – | -18,890 | – | -0.54% | – |
| WES | Exit | Western Gas Equity Partners, Lunit ltd partn | $0 | – | -29,476 | – | -0.55% | – |
| MNR | Exit | Monmouth Real Estate Investmen | $0 | – | -51,310 | – | -0.55% | – |
| DAN | Exit | Dana Inc. | $0 | – | -51,380 | – | -0.56% | – |
| INGR | Exit | Ingredion Inc. | $0 | – | -9,136 | – | -0.56% | – |
| Exit | Genworth MI Canada Inc. | $0 | – | -19,037 | – | -0.57% | – | |
| TNC | Exit | Tennant Co. | $0 | – | -10,735 | – | -0.57% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -11,445 | – | -0.57% | – |
| ENB | Exit | Enbridge Inc. | $0 | – | -21,842 | – | -0.57% | – |
| TTE | Exit | Total SA ADRadr | $0 | – | -14,829 | – | -0.58% | – |
| LECO | Exit | Lincoln Electric Holdings, Inc | $0 | – | -8,955 | – | -0.58% | – |
| DMLP | Exit | Dorchester Minerals LPunit ltd partn | $0 | – | -41,695 | – | -0.58% | – |
| BPMP | Exit | BP Midstream Partners LPunit ltd partn | $0 | – | -53,775 | – | -0.59% | – |
| GLP | Exit | Global Partners LPunit ltd partn | $0 | – | -43,985 | – | -0.65% | – |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -6,720 | – | -0.66% | – |
| Exit | Vermilion Energy Trust | $0 | – | -52,920 | – | -0.66% | – | |
| FBK | Exit | FB Financial Corp. | $0 | – | -23,605 | – | -0.66% | – |
| PAGS | Exit | PagSeguro Digital LTD | $0 | – | -19,435 | – | -0.67% | – |
| CHD | Exit | Church & Dwight Company, Inc. | $0 | – | -12,042 | – | -0.68% | – |
| ET | Exit | Energy Transfer LPunit ltd partn | $0 | – | -69,233 | – | -0.68% | – |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -8,187 | – | -0.70% | – |
| XYL | Exit | Xylem, Inc. | $0 | – | -11,815 | – | -0.70% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -5,914 | – | -0.72% | – |
| Exit | Dollarama Inc. | $0 | – | -27,730 | – | -0.74% | – | |
| GVDNY | Exit | Givaudan SA ADRadr | $0 | – | -18,169 | – | -0.76% | – |
| UBA | Exit | Urstadt Biddle Properties Inc. | $0 | – | -42,938 | – | -0.76% | – |
| OGS | Exit | ONE Gas, Inc. | $0 | – | -10,660 | – | -0.77% | – |
| Exit | Banco del Bajio | $0 | – | -627,390 | – | -0.78% | – | |
| OMP | Exit | Oasis Midstream Partners LPunit ltd partn | $0 | – | -65,130 | – | -0.78% | – |
| Exit | IMI PLC | $0 | – | -88,615 | – | -0.78% | – | |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -7,448 | – | -0.79% | – |
| BPL | Exit | Buckeye Partners LPunit ltd partn | $0 | – | -26,918 | – | -0.83% | – |
| AHH | Exit | Armada Hoffler Properties, Inc | $0 | – | -61,970 | – | -0.84% | – |
| EDPFY | Exit | Energias de Portugal, SA ADRadr | $0 | – | -28,926 | – | -0.85% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -9,920 | – | -0.85% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -13,154 | – | -0.86% | – |
| GOOD | Exit | Gladstone Commercial Corp. | $0 | – | -49,099 | – | -0.86% | – |
| HUBB | Exit | Hubbell Inc. | $0 | – | -8,965 | – | -0.88% | – |
| Exit | Commonwealth Bank of Australia | $0 | – | -21,643 | – | -0.88% | – | |
| JCI | Exit | Johnson Controls International | $0 | – | -27,042 | – | -0.89% | – |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -16,865 | – | -0.89% | – |
| CMCSA | Exit | Comcast Corp. | $0 | – | -26,527 | – | -0.90% | – |
| DCP | Exit | DCP Midstream Partners LPunit ltd partn | $0 | – | -45,614 | – | -0.90% | – |
| Exit | Schneider Electric SA | $0 | – | -13,710 | – | -0.90% | – | |
| Exit | Labrador Iron Ore Royalty Corp | $0 | – | -64,935 | – | -0.90% | – | |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -7,490 | – | -0.91% | – |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -12,887 | – | -0.92% | – |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -59,978 | – | -0.92% | – |
| NDSN | Exit | Nordson Corp. | $0 | – | -8,480 | – | -0.93% | – |
| LKQ | Exit | LKQ Corp. | $0 | – | -39,760 | – | -0.94% | – |
| BDX | Exit | Becton, Dickinson and Co. | $0 | – | -5,038 | – | -0.95% | – |
| SFL | Exit | Ship Finance International LTD | $0 | – | -92,225 | – | -0.97% | – |
| Exit | Straumann Holdings AG | $0 | – | -1,625 | – | -1.00% | – | |
| PH | Exit | Parker Hannifin Corp. | $0 | – | -7,381 | – | -1.00% | – |
| SWKS | Exit | Skyworks Solutions Inc. | $0 | – | -17,370 | – | -1.03% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -8,270 | – | -1.05% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -23,439 | – | -1.06% | – |
| T | Exit | AT&T Inc. | $0 | – | -38,036 | – | -1.08% | – |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -27,091 | – | -1.10% | – |
| GWW | Exit | W.W. Grainger, Inc. | $0 | – | -4,934 | – | -1.10% | – |
| MKC | Exit | McCormick & Company, Inc. | $0 | – | -9,694 | – | -1.13% | – |
| SNA | Exit | Snap-on Inc. | $0 | – | -10,390 | – | -1.22% | – |
| LIN | Exit | Linde PLC | $0 | – | -8,479 | – | -1.23% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -28,541 | – | -1.24% | – |
| BRT | Exit | BRT Apartments Corp. | $0 | – | -114,280 | – | -1.25% | – |
| OKE | Exit | ONEOK Inc. | $0 | – | -22,605 | – | -1.25% | – |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -2,443 | – | -1.29% | – |
| PAYX | Exit | Paychex, Inc. | $0 | – | -21,048 | – | -1.30% | – |
| GGG | Exit | Graco Inc. | $0 | – | -38,207 | – | -1.32% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -40,420 | – | -1.32% | – |
| Exit | Gaztransport et Technigaz SAS | $0 | – | -17,865 | – | -1.32% | – | |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -33,450 | – | -1.36% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -17,508 | – | -1.36% | – |
| ADP | Exit | Automatic Data Processing, Inc | $0 | – | -11,453 | – | -1.38% | – |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -10,330 | – | -1.39% | – |
| LTC | Exit | LTC Properties Inc. | $0 | – | -36,435 | – | -1.40% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -3,416 | – | -1.40% | – |
| ATR | Exit | AptarGroup, Inc. | $0 | – | -16,050 | – | -1.42% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -26,368 | – | -1.45% | – |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -8,796 | – | -1.46% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -68,421 | – | -1.46% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -20,287 | – | -1.46% | – |
| ITT | Exit | ITT Corp. | $0 | – | -32,270 | – | -1.48% | – |
| TCP | Exit | TC Pipelines LPunit ltd partn | $0 | – | -49,679 | – | -1.51% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -9,505 | – | -1.53% | – |
| OMC | Exit | Omnicom Group | $0 | – | -33,899 | – | -1.99% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OMC | Buy | Omnicom Group | $2,654,000 | -4.0% | 33,899 | +0.5% | 1.99% | -4.3% |
| MCD | Buy | McDonald's Corp. | $2,041,000 | +4.1% | 9,505 | +0.6% | 1.53% | +3.7% |
| TCP | Buy | TC Pipelines LPunit ltd partn | $2,020,000 | +8.8% | 49,679 | +0.6% | 1.51% | +8.5% |
| ITT | Buy | ITT Corp. | $1,975,000 | -6.0% | 32,270 | +0.5% | 1.48% | -6.3% |
| PAC | Buy | Grupo Aeroportuario Del Pacifiadr | $1,958,000 | -6.7% | 20,287 | +0.8% | 1.46% | -7.0% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $1,955,000 | -0.2% | 68,421 | +0.8% | 1.46% | -0.5% |
| APD | Buy | Air Products & Chemicals Inc. | $1,951,000 | -1.8% | 8,796 | +0.2% | 1.46% | -2.1% |
| CL | Buy | Colgate-Palmolive Co. | $1,938,000 | +3.4% | 26,368 | +0.8% | 1.45% | +3.1% |
| ATR | Sell | AptarGroup, Inc. | $1,901,000 | -5.8% | 16,050 | -1.2% | 1.42% | -6.1% |
| SHW | Sell | Sherwin-Williams Co. | $1,878,000 | +19.5% | 3,416 | -0.4% | 1.40% | +19.2% |
| LTC | Buy | LTC Properties Inc. | $1,866,000 | +12.7% | 36,435 | +0.5% | 1.40% | +12.3% |
| NSC | Sell | Norfolk & Southern Corp. | $1,856,000 | -9.9% | 10,330 | -0.0% | 1.39% | -10.2% |
| ADP | Buy | Automatic Data Processing, Inc | $1,849,000 | -1.9% | 11,453 | +0.5% | 1.38% | -2.1% |
| FISV | Sell | Fiserv Inc. | $1,814,000 | -4.6% | 17,508 | -16.0% | 1.36% | -4.9% |
| NGG | Buy | National Grid PLC ADSadr | $1,811,000 | +3.7% | 33,450 | +1.9% | 1.36% | +3.4% |
| Buy | Gaztransport et Technigaz SAS | $1,769,000 | +13.3% | 17,865 | +14.6% | 1.32% | +13.0% | |
| HRL | Buy | Hormel Foods Corp. | $1,768,000 | +8.6% | 40,420 | +0.6% | 1.32% | +8.3% |
| GGG | Buy | Graco Inc. | $1,759,000 | -7.6% | 38,207 | +0.7% | 1.32% | -7.9% |
| PAYX | Buy | Paychex, Inc. | $1,742,000 | +1.6% | 21,048 | +1.1% | 1.30% | +1.4% |
| MTD | Buy | Mettler-Toledo International, | $1,721,000 | -15.7% | 2,443 | +0.5% | 1.29% | -15.9% |
| BRT | Buy | BRT Apartments Corp. | $1,666,000 | +4.0% | 114,280 | +0.8% | 1.25% | +3.7% |
| OKE | Sell | ONEOK Inc. | $1,666,000 | +5.6% | 22,605 | -1.4% | 1.25% | +5.3% |
| TD | Buy | Toronto Dominion Bank | $1,663,000 | +0.4% | 28,541 | +0.6% | 1.24% | +0.1% |
| LIN | Buy | Linde PLC | $1,643,000 | -3.4% | 8,479 | +0.1% | 1.23% | -3.7% |
| SNA | Buy | Snap-on Inc. | $1,626,000 | -4.7% | 10,390 | +0.9% | 1.22% | -4.9% |
| MKC | Sell | McCormick & Company, Inc. | $1,515,000 | -5.0% | 9,694 | -5.8% | 1.13% | -5.2% |
| GWW | Buy | W.W. Grainger, Inc. | $1,466,000 | +11.7% | 4,934 | +0.8% | 1.10% | +11.4% |
| HEINY | Buy | Heineken NV ADRadr | $1,466,000 | -2.6% | 27,091 | +0.3% | 1.10% | -2.8% |
| T | Buy | AT&T Inc. | $1,439,000 | +457.8% | 38,036 | +393.9% | 1.08% | +455.2% |
| VZ | Buy | Verizon Communications Inc. | $1,415,000 | +6.5% | 23,439 | +0.7% | 1.06% | +6.2% |
| HON | Buy | Honeywell International Inc. | $1,399,000 | -2.6% | 8,270 | +0.5% | 1.05% | -2.9% |
| SWKS | Buy | Skyworks Solutions Inc. | $1,377,000 | +3.2% | 17,370 | +0.6% | 1.03% | +2.9% |
| PH | Buy | Parker Hannifin Corp. | $1,333,000 | +7.0% | 7,381 | +0.7% | 1.00% | +6.7% |
| Buy | Straumann Holdings AG | $1,329,000 | -6.7% | 1,625 | +0.6% | 1.00% | -6.9% | |
| SFL | Buy | Ship Finance International LTD | $1,295,000 | +13.3% | 92,225 | +0.9% | 0.97% | +12.9% |
| BDX | Buy | Becton, Dickinson and Co. | $1,274,000 | +0.7% | 5,038 | +0.4% | 0.95% | +0.4% |
| LKQ | Buy | LKQ Corp. | $1,250,000 | +18.7% | 39,760 | +0.4% | 0.94% | +18.4% |
| NDSN | Buy | Nordson Corp. | $1,240,000 | +4.3% | 8,480 | +0.8% | 0.93% | +4.0% |
| KMI | Buy | Kinder Morgan, Inc. | $1,236,000 | 0.0% | 59,978 | +1.3% | 0.92% | -0.3% |
| CPK | Buy | Chesapeake Utilities Corp. | $1,228,000 | +1.7% | 12,887 | +1.5% | 0.92% | +1.4% |
| CBRL | Buy | Cracker Barrel Old Country Sto | $1,218,000 | -3.1% | 7,490 | +1.8% | 0.91% | -3.4% |
| Buy | Labrador Iron Ore Royalty Corp | $1,208,000 | -29.3% | 64,935 | +1.6% | 0.90% | -29.5% | |
| Buy | Schneider Electric SA | $1,203,000 | -2.6% | 13,710 | +0.7% | 0.90% | -2.9% | |
| DCP | Buy | DCP Midstream Partners LPunit ltd partn | $1,196,000 | -9.3% | 45,614 | +1.4% | 0.90% | -9.6% |
| CMCSA | Buy | Comcast Corp. | $1,196,000 | +7.4% | 26,527 | +0.7% | 0.90% | +7.1% |
| PB | Buy | Prosperity Bancshares Inc. | $1,191,000 | +7.7% | 16,865 | +0.7% | 0.89% | +7.3% |
| JCI | Sell | Johnson Controls International | $1,187,000 | -8.3% | 27,042 | -13.7% | 0.89% | -8.6% |
| Buy | Commonwealth Bank of Australia | $1,181,000 | -5.5% | 21,643 | +0.7% | 0.88% | -5.8% | |
| HUBB | Buy | Hubbell Inc. | $1,178,000 | +1.5% | 8,965 | +0.7% | 0.88% | +1.3% |
| GOOD | Buy | Gladstone Commercial Corp. | $1,154,000 | +11.8% | 49,099 | +0.9% | 0.86% | +11.5% |
| NVS | Buy | Novartis AG ADRadr | $1,143,000 | -4.5% | 13,154 | +0.3% | 0.86% | -4.8% |
| EDPFY | Buy | Energias de Portugal, SA ADRadr | $1,131,000 | +5.8% | 28,926 | +2.5% | 0.85% | +5.5% |
| ATO | Buy | Atmos Energy Corp. | $1,130,000 | +8.7% | 9,920 | +0.7% | 0.85% | +8.3% |
| AHH | Buy | Armada Hoffler Properties, Inc | $1,121,000 | +10.2% | 61,970 | +0.8% | 0.84% | +10.0% |
| BPL | Sell | Buckeye Partners LPunit ltd partn | $1,106,000 | -2.7% | 26,918 | -2.8% | 0.83% | -2.9% |
| KMB | Sell | Kimberly-Clark Corp. | $1,058,000 | -22.4% | 7,448 | -27.1% | 0.79% | -22.6% |
| Buy | IMI PLC | $1,046,000 | -10.0% | 88,615 | +0.5% | 0.78% | -10.2% | |
| OMP | Buy | Oasis Midstream Partners LPunit ltd partn | $1,040,000 | -22.7% | 65,130 | +4.0% | 0.78% | -23.0% |
| Buy | Banco del Bajio | $1,037,000 | -12.4% | 627,390 | +6.0% | 0.78% | -12.7% | |
| OGS | Buy | ONE Gas, Inc. | $1,025,000 | +7.4% | 10,660 | +0.9% | 0.77% | +7.1% |
| UBA | Sell | Urstadt Biddle Properties Inc. | $1,018,000 | -24.0% | 42,938 | -32.6% | 0.76% | -24.2% |
| GVDNY | Buy | Givaudan SA ADRadr | $1,012,000 | -0.4% | 18,169 | +0.7% | 0.76% | -0.8% |
| Buy | Dollarama Inc. | $993,000 | +2.4% | 27,730 | +0.7% | 0.74% | +2.1% | |
| CMI | Buy | Cummins Inc. | $962,000 | -4.4% | 5,914 | +0.7% | 0.72% | -4.6% |
| XYL | Sell | Xylem, Inc. | $941,000 | -5.1% | 11,815 | -0.4% | 0.70% | -5.4% |
| AVY | Buy | Avery Dennison Corp. | $930,000 | -1.5% | 8,187 | +0.4% | 0.70% | -1.7% |
| ET | Buy | Energy Transfer LPunit ltd partn | $906,000 | -2.5% | 69,233 | +5.0% | 0.68% | -2.7% |
| CHD | Buy | Church & Dwight Company, Inc. | $906,000 | +3.4% | 12,042 | +0.4% | 0.68% | +3.2% |
| PAGS | Buy | PagSeguro Digital LTD | $900,000 | +21.6% | 19,435 | +2.4% | 0.67% | +21.4% |
| FBK | Buy | FB Financial Corp. | $886,000 | +3.6% | 23,605 | +1.0% | 0.66% | +3.3% |
| Buy | Vermilion Energy Trust | $884,000 | -3.6% | 52,920 | +25.3% | 0.66% | -3.8% | |
| USPH | Buy | US Physical Therapy Inc. | $877,000 | +7.0% | 6,720 | +0.4% | 0.66% | +6.7% |
| GLP | Buy | Global Partners LPunit ltd partn | $863,000 | -0.9% | 43,985 | +0.6% | 0.65% | -1.2% |
| BPMP | Buy | BP Midstream Partners LPunit ltd partn | $785,000 | -4.7% | 53,775 | +1.0% | 0.59% | -5.0% |
| DMLP | Buy | Dorchester Minerals LPunit ltd partn | $778,000 | +2.8% | 41,695 | +0.9% | 0.58% | +2.5% |
| LECO | Buy | Lincoln Electric Holdings, Inc | $777,000 | +7.0% | 8,955 | +1.5% | 0.58% | +6.6% |
| TTE | Sell | Total SA ADRadr | $771,000 | -18.9% | 14,829 | -13.0% | 0.58% | -19.2% |
| ENB | Buy | Enbridge Inc. | $766,000 | -2.0% | 21,842 | +0.8% | 0.57% | -2.4% |
| EMR | Buy | Emerson Electric Co. | $765,000 | +1.2% | 11,445 | +1.0% | 0.57% | +0.9% |
| TNC | Buy | Tennant Co. | $759,000 | +16.4% | 10,735 | +0.8% | 0.57% | +16.2% |
| Sell | Genworth MI Canada Inc. | $756,000 | +22.1% | 19,037 | -2.7% | 0.57% | +21.7% | |
| INGR | Sell | Ingredion Inc. | $747,000 | -10.5% | 9,136 | -9.7% | 0.56% | -10.8% |
| DAN | Buy | Dana Inc. | $742,000 | +51.7% | 51,380 | +109.5% | 0.56% | +51.2% |
| MNR | Sell | Monmouth Real Estate Investmen | $739,000 | +0.5% | 51,310 | -5.5% | 0.55% | +0.2% |
| WES | Buy | Western Gas Equity Partners, Lunit ltd partn | $734,000 | -19.1% | 29,476 | +0.1% | 0.55% | -19.4% |
| FSCT | Buy | ForeScout Technologies Inc. | $716,000 | +12.6% | 18,890 | +0.6% | 0.54% | +12.4% |
| VSM | Buy | Versum Materials, Inc. | $711,000 | +3.5% | 13,427 | +0.8% | 0.53% | +3.1% |
| Buy | Precinct Properties New Zealan | $702,000 | -1.5% | 600,939 | +0.2% | 0.52% | -1.9% | |
| CVS | Buy | CVS Health Corporation | $676,000 | +17.2% | 10,720 | +1.3% | 0.51% | +16.9% |
| ECL | Sell | Ecolab, Inc. | $675,000 | -0.4% | 3,408 | -0.7% | 0.50% | -0.8% |
| CDK | Buy | CDK Global Holdings LLC | $671,000 | -2.2% | 13,955 | +0.6% | 0.50% | -2.5% |
| ITW | Buy | Illinois Tool Works Inc. | $671,000 | +4.5% | 4,287 | +0.7% | 0.50% | +4.1% |
| AGYS | Buy | Agilysys, Inc. | $665,000 | +20.3% | 25,955 | +0.7% | 0.50% | +20.0% |
| SHO | Buy | Sunstone Hotel Investors, Inc. | $633,000 | +1.1% | 46,054 | +0.8% | 0.47% | +0.9% |
| ERF | Sell | Enerplus Resources Fund Trust | $629,000 | -27.2% | 84,483 | -26.4% | 0.47% | -27.3% |
| ALOT | Buy | AstroNova, Inc. | $629,000 | -37.2% | 38,930 | +0.5% | 0.47% | -37.3% |
| New | Martinrea International Inc. | $596,000 | – | 69,085 | – | 0.45% | – | |
| AAPL | Sell | Apple Inc. | $577,000 | +12.9% | 2,576 | -0.3% | 0.43% | +12.5% |
| UGI | New | UGI Corp. | $567,000 | – | 11,281 | – | 0.42% | – |
| USAC | Buy | USA Compression Partners LPunit ltd partn | $561,000 | -2.3% | 32,486 | +0.6% | 0.42% | -2.6% |
| Buy | Equiniti Group PLC | $545,000 | +155.9% | 204,660 | +169.1% | 0.41% | +155.0% | |
| FAST | Buy | Fastenal Co. | $543,000 | +2.1% | 16,620 | +1.8% | 0.41% | +1.8% |
| LBRT | Buy | Liberty Oilfield Services Inc. | $518,000 | -32.6% | 47,855 | +0.7% | 0.39% | -32.8% |
| LYB | New | LyondellBasell | $483,000 | – | 5,400 | – | 0.36% | – |
| BGSF | New | BG Staffing, Inc. | $481,000 | – | 25,155 | – | 0.36% | – |
| CRLBF | New | Cresco Labs | $475,000 | – | 80,475 | – | 0.36% | – |
| YNDX | Buy | Yandex NV | $466,000 | -7.4% | 13,310 | +0.5% | 0.35% | -7.7% |
| EURN | Buy | Euronav NV | $467,000 | +371.7% | 50,775 | +383.6% | 0.35% | +371.6% |
| CMWAY | Sell | Commonwealth Bank of Australia | $460,000 | -6.5% | 8,429 | -0.3% | 0.34% | -6.8% |
| Buy | Crombie REIT | $446,000 | +5.4% | 37,381 | +1.8% | 0.33% | +5.4% | |
| Buy | Infraestructura Energ | $445,000 | +2.1% | 111,695 | +0.7% | 0.33% | +1.8% | |
| NLY | Buy | Annaly Capital Management | $441,000 | -2.6% | 50,145 | +1.1% | 0.33% | -2.9% |
| WBA | Buy | Walgreens Boots Alliance Inc. | $411,000 | +3.0% | 7,430 | +1.7% | 0.31% | +3.0% |
| IFF | Buy | International Flavors & Fragra | $403,000 | -14.6% | 3,282 | +0.9% | 0.30% | -14.7% |
| APA | Buy | Apache Corp. | $357,000 | -9.2% | 13,955 | +3.0% | 0.27% | -9.5% |
| HAS | Buy | Hasbro Inc. | $353,000 | +15.0% | 2,978 | +2.4% | 0.26% | +14.8% |
| INTC | Buy | Intel Corp. | $338,000 | +8.3% | 6,560 | +0.6% | 0.25% | +8.1% |
| IRBT | New | iRobot Corp. | $327,000 | – | 5,310 | – | 0.24% | – |
| Buy | Eland Oil & Gas PLC | $294,000 | +7.7% | 189,375 | +3.8% | 0.22% | +7.3% | |
| SPH | Buy | Suburban Propane Partners LPunit ltd partn | $290,000 | +20.3% | 12,275 | +23.7% | 0.22% | +19.9% |
| BNEFF | Buy | Bonterra Energy Corp. | $282,000 | -24.4% | 90,556 | +0.3% | 0.21% | -24.6% |
| RDSB | Sell | Royal Dutch Shell ADR B Sharesadr | $263,000 | -11.1% | 4,390 | -2.4% | 0.20% | -11.3% |
| Buy | Gulf Keystone Petroleum LTD | $242,000 | +2.1% | 85,825 | +5.5% | 0.18% | +1.7% | |
| JPM | Sell | JPMorgan Chase & Co. | $239,000 | +2.6% | 2,027 | -2.6% | 0.18% | +2.3% |
| TCNNF | Buy | Trulieve Cannabis Corp. | $229,000 | -22.1% | 27,965 | +4.7% | 0.17% | -22.6% |
| Buy | Credito Real Sofom ENR | $211,000 | +2.9% | 185,634 | +10.0% | 0.16% | +2.6% | |
| ROSYY | Buy | Rostelecom Long Distance ADRadr | $176,000 | -6.4% | 24,045 | +1.6% | 0.13% | -6.4% |
| Buy | Bank of Ireland | $168,000 | -21.9% | 42,206 | +2.0% | 0.13% | -21.7% | |
| Buy | Altus Midstream Co. | $157,000 | -8.7% | 55,305 | +19.5% | 0.12% | -9.3% | |
| GTBIF | Buy | Green Thumb Industries Inc. | $131,000 | -23.4% | 16,060 | +4.7% | 0.10% | -23.4% |
| MMLP | Buy | Martin Midstream Partners LPunit ltd partn | $124,000 | -35.8% | 27,381 | +1.3% | 0.09% | -35.9% |
| Exit | Renaissance Gold Inc. | $0 | – | -22,400 | – | -0.00% | – | |
| DESP | Exit | Despegar.com Corp. | $0 | – | -11,020 | – | -0.12% | – |
| THR | Exit | Thermon Group Holdings, Inc. | $0 | – | -8,568 | – | -0.16% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -5,322 | – | -0.17% | – |
| O | Exit | Realty Income Corp. | $0 | – | -6,415 | – | -0.33% | – |
| Exit | Cresco Labs | $0 | – | -80,070 | – | -0.62% | – | |
| APU | Exit | AmeriGas Partners LPunit ltd partn | $0 | – | -26,395 | – | -0.69% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OMC | New | Omnicom Group | $2,765,000 | – | 33,744 | – | 2.08% | – |
| ITT | New | ITT Corp. | $2,102,000 | – | 32,095 | – | 1.58% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $2,099,000 | – | 20,127 | – | 1.58% | – |
| NSC | New | Norfolk & Southern Corp. | $2,060,000 | – | 10,335 | – | 1.55% | – |
| MTD | New | Mettler-Toledo International, | $2,041,000 | – | 2,430 | – | 1.53% | – |
| ATR | New | AptarGroup, Inc. | $2,019,000 | – | 16,240 | – | 1.52% | – |
| APD | New | Air Products & Chemicals Inc. | $1,987,000 | – | 8,776 | – | 1.49% | – |
| MCD | New | McDonald's Corp. | $1,961,000 | – | 9,445 | – | 1.47% | – |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $1,959,000 | – | 67,861 | – | 1.47% | – |
| GGG | New | Graco Inc. | $1,904,000 | – | 37,942 | – | 1.43% | – |
| FISV | New | Fiserv Inc. | $1,901,000 | – | 20,853 | – | 1.43% | – |
| ADP | New | Automatic Data Processing, Inc | $1,884,000 | – | 11,393 | – | 1.41% | – |
| CL | New | Colgate-Palmolive Co. | $1,875,000 | – | 26,168 | – | 1.41% | – |
| TCP | New | TC Pipelines LPunit ltd partn | $1,857,000 | – | 49,359 | – | 1.39% | – |
| NGG | New | National Grid PLC ADSadr | $1,746,000 | – | 32,830 | – | 1.31% | – |
| PAYX | New | Paychex, Inc. | $1,714,000 | – | 20,823 | – | 1.29% | – |
| New | Labrador Iron Ore Royalty Corp | $1,709,000 | – | 63,900 | – | 1.28% | – | |
| SNA | New | Snap-on Inc. | $1,706,000 | – | 10,300 | – | 1.28% | – |
| LIN | New | Linde PLC | $1,701,000 | – | 8,473 | – | 1.28% | – |
| TD | New | Toronto Dominion Bank | $1,656,000 | – | 28,371 | – | 1.24% | – |
| LTC | New | LTC Properties Inc. | $1,656,000 | – | 36,260 | – | 1.24% | – |
| HRL | New | Hormel Foods Corp. | $1,628,000 | – | 40,165 | – | 1.22% | – |
| BRT | New | BRT Apartments Corp. | $1,602,000 | – | 113,380 | – | 1.20% | – |
| MKC | New | McCormick & Company, Inc. | $1,594,000 | – | 10,286 | – | 1.20% | – |
| OKE | New | ONEOK Inc. | $1,578,000 | – | 22,930 | – | 1.18% | – |
| SHW | New | Sherwin-Williams Co. | $1,571,000 | – | 3,429 | – | 1.18% | – |
| New | Gaztransport et Technigaz SAS | $1,562,000 | – | 15,585 | – | 1.17% | – | |
| HEINY | New | Heineken NV ADRadr | $1,505,000 | – | 27,006 | – | 1.13% | – |
| HON | New | Honeywell International Inc. | $1,436,000 | – | 8,225 | – | 1.08% | – |
| New | Straumann Holdings AG | $1,425,000 | – | 1,615 | – | 1.07% | – | |
| KMB | New | Kimberly-Clark Corp. | $1,363,000 | – | 10,223 | – | 1.02% | – |
| OMP | New | Oasis Midstream Partners LPunit ltd partn | $1,346,000 | – | 62,625 | – | 1.01% | – |
| UBA | New | Urstadt Biddle Properties Inc. | $1,339,000 | – | 63,744 | – | 1.00% | – |
| SWKS | New | Skyworks Solutions Inc. | $1,334,000 | – | 17,260 | – | 1.00% | – |
| VZ | New | Verizon Communications Inc. | $1,329,000 | – | 23,269 | – | 1.00% | – |
| DCP | New | DCP Midstream Partners LPunit ltd partn | $1,319,000 | – | 45,004 | – | 0.99% | – |
| GWW | New | W.W. Grainger, Inc. | $1,313,000 | – | 4,894 | – | 0.98% | – |
| JCI | New | Johnson Controls International | $1,295,000 | – | 31,342 | – | 0.97% | – |
| BDX | New | Becton, Dickinson and Co. | $1,265,000 | – | 5,018 | – | 0.95% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $1,257,000 | – | 7,360 | – | 0.94% | – |
| New | Commonwealth Bank of Australia | $1,250,000 | – | 21,503 | – | 0.94% | – | |
| PH | New | Parker Hannifin Corp. | $1,246,000 | – | 7,328 | – | 0.94% | – |
| KMI | New | Kinder Morgan, Inc. | $1,236,000 | – | 59,208 | – | 0.93% | – |
| New | Schneider Electric SA | $1,235,000 | – | 13,620 | – | 0.93% | – | |
| CPK | New | Chesapeake Utilities Corp. | $1,207,000 | – | 12,700 | – | 0.91% | – |
| NVS | New | Novartis AG ADRadr | $1,197,000 | – | 13,109 | – | 0.90% | – |
| NDSN | New | Nordson Corp. | $1,189,000 | – | 8,415 | – | 0.89% | – |
| New | Banco del Bajio | $1,184,000 | – | 591,665 | – | 0.89% | – | |
| New | IMI PLC | $1,162,000 | – | 88,195 | – | 0.87% | – | |
| HUBB | New | Hubbell Inc. | $1,161,000 | – | 8,900 | – | 0.87% | – |
| SFL | New | Ship Finance International LTD | $1,143,000 | – | 91,395 | – | 0.86% | – |
| BPL | New | Buckeye Partners LPunit ltd partn | $1,137,000 | – | 27,703 | – | 0.85% | – |
| CMCSA | New | Comcast Corp. | $1,114,000 | – | 26,347 | – | 0.84% | – |
| PB | New | Prosperity Bancshares Inc. | $1,106,000 | – | 16,745 | – | 0.83% | – |
| EDPFY | New | Energias de Portugal, SA ADRadr | $1,069,000 | – | 28,223 | – | 0.80% | – |
| LKQ | New | LKQ Corp. | $1,053,000 | – | 39,585 | – | 0.79% | – |
| ATO | New | Atmos Energy Corp. | $1,040,000 | – | 9,850 | – | 0.78% | – |
| GOOD | New | Gladstone Commercial Corp. | $1,032,000 | – | 48,649 | – | 0.78% | – |
| GVDNY | New | Givaudan SA ADRadr | $1,016,000 | – | 18,039 | – | 0.76% | – |
| AHH | New | Armada Hoffler Properties, Inc | $1,017,000 | – | 61,470 | – | 0.76% | – |
| CMI | New | Cummins Inc. | $1,006,000 | – | 5,874 | – | 0.76% | – |
| ALOT | New | AstroNova, Inc. | $1,001,000 | – | 38,750 | – | 0.75% | – |
| XYL | New | Xylem, Inc. | $992,000 | – | 11,860 | – | 0.74% | – |
| New | Dollarama Inc. | $970,000 | – | 27,550 | – | 0.73% | – | |
| OGS | New | ONE Gas, Inc. | $954,000 | – | 10,560 | – | 0.72% | – |
| TTE | New | Total SA ADRadr | $951,000 | – | 17,049 | – | 0.71% | – |
| AVY | New | Avery Dennison Corp. | $944,000 | – | 8,157 | – | 0.71% | – |
| ET | New | Energy Transfer LPunit ltd partn | $929,000 | – | 65,963 | – | 0.70% | – |
| APU | New | AmeriGas Partners LPunit ltd partn | $920,000 | – | 26,395 | – | 0.69% | – |
| New | Vermilion Energy Trust | $917,000 | – | 42,220 | – | 0.69% | – | |
| WES | New | Western Gas Equity Partners, Lunit ltd partn | $907,000 | – | 29,461 | – | 0.68% | – |
| CHD | New | Church & Dwight Company, Inc. | $876,000 | – | 11,992 | – | 0.66% | – |
| GLP | New | Global Partners LPunit ltd partn | $871,000 | – | 43,725 | – | 0.65% | – |
| ERF | New | Enerplus Resources Fund Trust | $864,000 | – | 114,738 | – | 0.65% | – |
| FBK | New | FB Financial Corp. | $855,000 | – | 23,365 | – | 0.64% | – |
| INGR | New | Ingredion Inc. | $835,000 | – | 10,121 | – | 0.63% | – |
| BPMP | New | BP Midstream Partners LPunit ltd partn | $824,000 | – | 53,240 | – | 0.62% | – |
| New | Cresco Labs | $823,000 | – | 80,070 | – | 0.62% | – | |
| USPH | New | US Physical Therapy Inc. | $820,000 | – | 6,690 | – | 0.62% | – |
| ENB | New | Enbridge Inc. | $782,000 | – | 21,679 | – | 0.59% | – |
| LBRT | New | Liberty Oilfield Services Inc. | $769,000 | – | 47,535 | – | 0.58% | – |
| DMLP | New | Dorchester Minerals LPunit ltd partn | $757,000 | – | 41,340 | – | 0.57% | – |
| EMR | New | Emerson Electric Co. | $756,000 | – | 11,335 | – | 0.57% | – |
| PAGS | New | PagSeguro Digital LTD | $740,000 | – | 18,985 | – | 0.56% | – |
| MNR | New | Monmouth Real Estate Investmen | $735,000 | – | 54,270 | – | 0.55% | – |
| LECO | New | Lincoln Electric Holdings, Inc | $726,000 | – | 8,825 | – | 0.54% | – |
| New | Precinct Properties New Zealan | $713,000 | – | 599,639 | – | 0.54% | – | |
| VSM | New | Versum Materials, Inc. | $687,000 | – | 13,317 | – | 0.52% | – |
| CDK | New | CDK Global Holdings LLC | $686,000 | – | 13,870 | – | 0.52% | – |
| ECL | New | Ecolab, Inc. | $678,000 | – | 3,433 | – | 0.51% | – |
| TNC | New | Tennant Co. | $652,000 | – | 10,650 | – | 0.49% | – |
| ITW | New | Illinois Tool Works Inc. | $642,000 | – | 4,257 | – | 0.48% | – |
| FSCT | New | ForeScout Technologies Inc. | $636,000 | – | 18,775 | – | 0.48% | – |
| SHO | New | Sunstone Hotel Investors, Inc. | $626,000 | – | 45,689 | – | 0.47% | – |
| New | Genworth MI Canada Inc. | $619,000 | – | 19,562 | – | 0.46% | – | |
| CVS | New | CVS Health Corporation | $577,000 | – | 10,585 | – | 0.43% | – |
| USAC | New | USA Compression Partners LPunit ltd partn | $574,000 | – | 32,301 | – | 0.43% | – |
| AGYS | New | Agilysys, Inc. | $553,000 | – | 25,780 | – | 0.42% | – |
| FAST | New | Fastenal Co. | $532,000 | – | 16,330 | – | 0.40% | – |
| AAPL | New | Apple Inc. | $511,000 | – | 2,583 | – | 0.38% | – |
| YNDX | New | Yandex NV | $503,000 | – | 13,250 | – | 0.38% | – |
| DIS | New | Walt Disney Co. | $494,000 | – | 3,535 | – | 0.37% | – |
| CMWAY | New | Commonwealth Bank of Australia | $492,000 | – | 8,454 | – | 0.37% | – |
| DAN | New | Dana Inc. | $489,000 | – | 24,520 | – | 0.37% | – |
| IFF | New | International Flavors & Fragra | $472,000 | – | 3,252 | – | 0.35% | – |
| NLY | New | Annaly Capital Management | $453,000 | – | 49,615 | – | 0.34% | – |
| O | New | Realty Income Corp. | $442,000 | – | 6,415 | – | 0.33% | – |
| New | Infraestructura Energ | $436,000 | – | 110,970 | – | 0.33% | – | |
| New | Novolipetsk GDRadr | $424,000 | – | 16,785 | – | 0.32% | – | |
| New | Crombie REIT | $423,000 | – | 36,736 | – | 0.32% | – | |
| SNN | New | Smith & Nephew PLC | $421,000 | – | 9,677 | – | 0.32% | – |
| New | H&R REIT | $418,000 | – | 24,006 | – | 0.31% | – | |
| WBA | New | Walgreens Boots Alliance Inc. | $399,000 | – | 7,305 | – | 0.30% | – |
| APA | New | Apache Corp. | $393,000 | – | 13,555 | – | 0.30% | – |
| BNEFF | New | Bonterra Energy Corp. | $373,000 | – | 90,241 | – | 0.28% | – |
| INTC | New | Intel Corp. | $312,000 | – | 6,520 | – | 0.23% | – |
| HAS | New | Hasbro Inc. | $307,000 | – | 2,908 | – | 0.23% | – |
| RDSB | New | Royal Dutch Shell ADR B Sharesadr | $296,000 | – | 4,500 | – | 0.22% | – |
| TCNNF | New | Trulieve Cannabis Corp. | $294,000 | – | 26,715 | – | 0.22% | – |
| CSCO | New | Cisco Systems Inc. | $285,000 | – | 5,204 | – | 0.21% | – |
| New | Eland Oil & Gas PLC | $273,000 | – | 182,375 | – | 0.20% | – | |
| New | Seven Generations Energy Ltd. | $265,000 | – | 53,950 | – | 0.20% | – | |
| T | New | AT&T Inc. | $258,000 | – | 7,701 | – | 0.19% | – |
| SPH | New | Suburban Propane Partners LPunit ltd partn | $241,000 | – | 9,925 | – | 0.18% | – |
| New | Gulf Keystone Petroleum LTD | $237,000 | – | 81,375 | – | 0.18% | – | |
| JPM | New | JPMorgan Chase & Co. | $233,000 | – | 2,082 | – | 0.18% | – |
| PFE | New | Pfizer Inc. | $231,000 | – | 5,322 | – | 0.17% | – |
| THR | New | Thermon Group Holdings, Inc. | $220,000 | – | 8,568 | – | 0.16% | – |
| New | Bank of Ireland | $215,000 | – | 41,381 | – | 0.16% | – | |
| New | Equiniti Group PLC | $213,000 | – | 76,050 | – | 0.16% | – | |
| New | Credito Real Sofom ENR | $205,000 | – | 168,734 | – | 0.15% | – | |
| MMLP | New | Martin Midstream Partners LPunit ltd partn | $193,000 | – | 27,031 | – | 0.14% | – |
| ROSYY | New | Rostelecom Long Distance ADRadr | $188,000 | – | 23,670 | – | 0.14% | – |
| New | Altus Midstream Co. | $172,000 | – | 46,275 | – | 0.13% | – | |
| GTBIF | New | Green Thumb Industries Inc. | $171,000 | – | 15,340 | – | 0.13% | – |
| DESP | New | Despegar.com Corp. | $153,000 | – | 11,020 | – | 0.12% | – |
| MGY | New | Magnolia Oil & Gas Corp. | $146,000 | – | 12,630 | – | 0.11% | – |
| EURN | New | Euronav NV | $99,000 | – | 10,500 | – | 0.07% | – |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $31,000 | – | 14,781 | – | 0.02% | – |
| New | Reliq Health Technologies Inc. | $4,000 | – | 20,000 | – | 0.00% | – | |
| New | Renaissance Gold Inc. | $4,000 | – | 22,400 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Diagnos Inc. | $0 | – | -12,000 | – | -0.00% | – | |
| Exit | Renaissance Gold Inc. | $0 | – | -22,400 | – | -0.00% | – | |
| Exit | Reliq Health Technologies Inc. | $0 | – | -20,000 | – | -0.01% | – | |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -16,051 | – | -0.04% | – |
| PGHEF | Exit | Pengrowth Energy Trust | $0 | – | -96,448 | – | -0.06% | – |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -21,755 | – | -0.10% | – |
| THR | Exit | Thermon Group Holdings, Inc. | $0 | – | -8,393 | – | -0.15% | – |
| AGYS | Exit | Agilysys, Inc. | $0 | – | -13,315 | – | -0.15% | – |
| Exit | Credito Real Sofom ENR | $0 | – | -164,944 | – | -0.16% | – | |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -5,002 | – | -0.17% | – |
| Exit | Eland Oil & Gas PLC | $0 | – | -161,125 | – | -0.17% | – | |
| IMO | Exit | Imperial Oil Ltd. | $0 | – | -7,813 | – | -0.17% | – |
| SPH | Exit | Suburban Propane Partners LPunit ltd partn | $0 | – | -11,015 | – | -0.18% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -5,921 | – | -0.18% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -2,339 | – | -0.18% | – |
| Exit | Gulf Keystone Petroleum LTD | $0 | – | -71,375 | – | -0.18% | – | |
| MYGN | Exit | Myriad Genetics Inc. | $0 | – | -6,440 | – | -0.20% | – |
| HF | Exit | HFF Inc. | $0 | – | -7,105 | – | -0.21% | – |
| INTC | Exit | Intel Corp. | $0 | – | -6,530 | – | -0.21% | – |
| RDSB | Exit | Royal Dutch Shell ADR B Sharesadr | $0 | – | -4,610 | – | -0.22% | – |
| MMLP | Exit | Martin Midstream Partners LPunit ltd partn | $0 | – | -28,651 | – | -0.23% | – |
| KHC | Exit | Kraft Heinz Co. | $0 | – | -6,335 | – | -0.24% | – |
| VSM | Exit | Versum Materials, Inc. | $0 | – | -9,812 | – | -0.24% | – |
| Exit | Crombie REIT | $0 | – | -35,881 | – | -0.25% | – | |
| Exit | H&R REIT | $0 | – | -25,451 | – | -0.27% | – | |
| CMWAY | Exit | Commonwealth Bank of Australia | $0 | – | -7,619 | – | -0.27% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -3,551 | – | -0.28% | – |
| Exit | Novolipetsk GDRadr | $0 | – | -16,225 | – | -0.30% | – | |
| DESP | Exit | Despegar.com Corp | $0 | – | -26,565 | – | -0.31% | – |
| YNDX | Exit | Yandex NV | $0 | – | -13,975 | – | -0.31% | – |
| NLY | Exit | Annaly Capital Management | $0 | – | -46,455 | – | -0.32% | – |
| FAST | Exit | Fastenal Co. | $0 | – | -8,225 | – | -0.33% | – |
| CLX | Exit | Clorox Co. | $0 | – | -3,362 | – | -0.34% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -4,858 | – | -0.35% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -2,345 | – | -0.36% | – |
| GLP | Exit | Global Partners LPunit ltd partn | $0 | – | -29,105 | – | -0.36% | – |
| ECL | Exit | Ecolab, Inc. | $0 | – | -3,378 | – | -0.36% | – |
| PAA | Exit | Plains All American Pipeline Lunit ltd partn | $0 | – | -21,533 | – | -0.37% | – |
| Exit | Infraestructura Energ | $0 | – | -108,640 | – | -0.37% | – | |
| USAC | Exit | USA Compression Partners LPunit ltd partn | $0 | – | -33,431 | – | -0.38% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -4,437 | – | -0.43% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -7,693 | – | -0.43% | – |
| APA | Exit | Apache Corp. | $0 | – | -13,510 | – | -0.44% | – |
| Exit | Bank of Ireland | $0 | – | -89,931 | – | -0.47% | – | |
| FSCT | Exit | ForeScout Technologies Inc. | $0 | – | -18,410 | – | -0.48% | – |
| CHD | Exit | Church & Dwight Company, Inc. | $0 | – | -11,762 | – | -0.48% | – |
| BNEFF | Exit | Bonterra Energy Corp. | $0 | – | -47,516 | – | -0.48% | – |
| Exit | St. Gobain SA | $0 | – | -17,002 | – | -0.50% | – | |
| SHO | Exit | Sunstone Hotel Investors Inc.adr | $0 | – | -46,894 | – | -0.52% | – |
| OMP | Exit | Oasis Midstream Partners LPunit ltd partn | $0 | – | -34,720 | – | -0.53% | – |
| Exit | Precinct Properties New Zealan | $0 | – | -829,250 | – | -0.54% | – | |
| LECO | Exit | Lincoln Electric Holdings Inc. | $0 | – | -8,710 | – | -0.56% | – |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -6,905 | – | -0.56% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -5,714 | – | -0.57% | – |
| TNC | Exit | Tennant Co. | $0 | – | -11,180 | – | -0.58% | – |
| SEP | Exit | Spectra Energy Partners LPunit ltd partn | $0 | – | -23,865 | – | -0.58% | – |
| WES | Exit | Western Gas Partners, LPunit ltd partn | $0 | – | -20,180 | – | -0.60% | – |
| GVDNY | Exit | Givaudan SA ADRadr | $0 | – | -17,969 | – | -0.60% | – |
| CDK | Exit | CDK Global Holdings LLC | $0 | – | -14,315 | – | -0.61% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -11,770 | – | -0.62% | – |
| MNR | Exit | Monmouth Real Estate Investmen | $0 | – | -54,570 | – | -0.62% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -10,015 | – | -0.64% | – |
| LEG | Exit | Leggett & Platt Inc. | $0 | – | -21,640 | – | -0.65% | – |
| FBK | Exit | FB Financial Corp. | $0 | – | -24,245 | – | -0.65% | – |
| CMCSA | Exit | Comcast Corp. | $0 | – | -27,037 | – | -0.65% | – |
| SNN | Exit | Smith & Nephew PLC | $0 | – | -25,819 | – | -0.65% | – |
| AHH | Exit | Armada Hoffler Properties, Inc | $0 | – | -63,545 | – | -0.66% | – |
| LBRT | Exit | Liberty Oilfield Services Inc. | $0 | – | -44,880 | – | -0.66% | – |
| Exit | Genworth MI Canada Inc. | $0 | – | -29,752 | – | -0.67% | – | |
| EDPFY | Exit | Energias de Portugal, SA ADRadr | $0 | – | -28,223 | – | -0.72% | – |
| HUBB | Exit | Hubbell Inc. | $0 | – | -7,875 | – | -0.72% | – |
| Exit | Schneider Electric SA | $0 | – | -13,115 | – | -0.72% | – | |
| OGS | Exit | ONE Gas, Inc. | $0 | – | -13,295 | – | -0.75% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -51,210 | – | -0.76% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -7,952 | – | -0.76% | – |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -62,553 | – | -0.76% | – |
| Exit | Vermilion Energy Trust | $0 | – | -33,905 | – | -0.76% | – | |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -13,114 | – | -0.77% | – |
| TTE | Exit | Total SA ADRadr | $0 | – | -17,764 | – | -0.78% | – |
| Exit | IMI PLC | $0 | – | -82,615 | – | -0.81% | – | |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -10,538 | – | -0.82% | – |
| NDSN | Exit | Nordson Corp. | $0 | – | -8,655 | – | -0.82% | – |
| SFL | Exit | Ship Finance International Ltd | $0 | – | -87,840 | – | -0.83% | – |
| Exit | Straumann Holdings AG | $0 | – | -1,625 | – | -0.84% | – | |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -8,450 | – | -0.85% | – |
| Exit | Commonwealth Bank of Australia | $0 | – | -24,323 | – | -0.86% | – | |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -23,760 | – | -0.87% | – |
| GOOD | Exit | Gladstone Commercial Corp. | $0 | – | -66,887 | – | -0.88% | – |
| LKQ | Exit | LKQ Corp. | $0 | – | -40,545 | – | -0.88% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -19,075 | – | -0.88% | – |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -27,771 | – | -0.89% | – |
| ETP | Exit | Energy Transfer Partners LPunit ltd partn | $0 | – | -60,915 | – | -0.93% | – |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -16,354 | – | -0.94% | – |
| BDX | Exit | Becton, Dickinson and Co. | $0 | – | -5,288 | – | -0.94% | – |
| Exit | Gaztransport et Technigaz SAS | $0 | – | -18,255 | – | -0.95% | – | |
| O | Exit | Realty Income Corp. | $0 | – | -24,677 | – | -0.96% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -8,510 | – | -0.97% | – |
| Exit | Banco del Bajio | $0 | – | -576,125 | – | -0.97% | – | |
| XYL | Exit | Xylem, Inc. | $0 | – | -17,847 | – | -0.97% | – |
| PH | Exit | Parker Hannifin Corp. | $0 | – | -7,903 | – | -0.99% | – |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -2,400 | – | -1.00% | – |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -13,602 | – | -1.01% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -42,422 | – | -1.01% | – |
| BRT | Exit | BRT Apartments Corp. | $0 | – | -129,320 | – | -1.06% | – |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -22,916 | – | -1.08% | – |
| BPL | Exit | Buckeye Partners LPunit ltd partn | $0 | – | -45,195 | – | -1.10% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -31,190 | – | -1.10% | – |
| Exit | Labrador Iron Ore Royalty Corp | $0 | – | -77,600 | – | -1.15% | – | |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -10,114 | – | -1.15% | – |
| MKC | Exit | McCormick & Company, Inc. | $0 | – | -12,851 | – | -1.16% | – |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -139,963 | – | -1.18% | – |
| TCP | Exit | TC Pipelines LPunit ltd partn | $0 | – | -57,701 | – | -1.20% | – |
| DCP | Exit | DCP Midstream Partners LPunit ltd partn | $0 | – | -44,794 | – | -1.21% | – |
| APU | Exit | Amerigas Partners LPunit ltd partn | $0 | – | -45,026 | – | -1.22% | – |
| LTC | Exit | LTC Properties Inc. | $0 | – | -40,440 | – | -1.22% | – |
| ATR | Exit | AptarGroup, Inc. | $0 | – | -16,890 | – | -1.24% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -11,558 | – | -1.27% | – |
| ITT | Exit | ITT Corp. | $0 | – | -30,370 | – | -1.27% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -4,086 | – | -1.27% | – |
| UBA | Exit | Urstadt Biddle Properties Inc. | $0 | – | -87,499 | – | -1.27% | – |
| INGR | Exit | Ingredion Inc. | $0 | – | -17,801 | – | -1.28% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -11,429 | – | -1.30% | – |
| PAYX | Exit | Paychex, Inc. | $0 | – | -27,472 | – | -1.38% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -33,886 | – | -1.41% | – |
| GWW | Exit | W.W. Grainger Inc. | $0 | – | -5,774 | – | -1.41% | – |
| SNA | Exit | Snap-on, Inc. | $0 | – | -11,735 | – | -1.47% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -32,277 | – | -1.48% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -77,561 | – | -1.52% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -20,447 | – | -1.52% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -58,783 | – | -1.58% | – |
| GGG | Exit | Graco, Inc. | $0 | – | -50,443 | – | -1.60% | – |
| OKE | Exit | ONEOK Inc. | $0 | – | -34,590 | – | -1.60% | – |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -13,173 | – | -1.62% | – |
| OMC | Exit | Omnicom Group | $0 | – | -38,259 | – | -1.78% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -36,490 | – | -2.05% | – |
| ADP | Exit | Automatic Data Processing Inc. | $0 | – | -20,764 | – | -2.14% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ADP | Sell | Automatic Data Processing Inc. | $3,128,000 | +10.2% | 20,764 | -1.9% | 2.14% | +4.2% |
| FISV | Sell | Fiserv Inc. | $3,006,000 | +9.0% | 36,490 | -2.0% | 2.05% | +3.0% |
| OMC | Buy | Omnicom Group | $2,602,000 | -5.7% | 38,259 | +5.8% | 1.78% | -10.8% |
| NSC | Sell | Norfolk & Southern Corp. | $2,378,000 | +18.5% | 13,173 | -1.0% | 1.62% | +12.0% |
| OKE | Sell | ONEOK Inc. | $2,345,000 | -4.2% | 34,590 | -1.3% | 1.60% | -9.4% |
| GGG | Sell | Graco, Inc. | $2,338,000 | +1.1% | 50,443 | -1.3% | 1.60% | -4.4% |
| HRL | Sell | Hormel Foods Corp. | $2,316,000 | +4.2% | 58,783 | -1.6% | 1.58% | -1.5% |
| PAC | Buy | Grupo Aeroportuario Del Pacifiadr | $2,232,000 | +30.2% | 20,447 | +10.8% | 1.52% | +23.1% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $2,228,000 | +9.6% | 77,561 | +5.6% | 1.52% | +3.5% |
| CL | Sell | Colgate-Palmolive Co. | $2,161,000 | +1.7% | 32,277 | -1.5% | 1.48% | -3.8% |
| SNA | Sell | Snap-on, Inc. | $2,155,000 | +12.6% | 11,735 | -1.5% | 1.47% | +6.4% |
| GWW | Sell | W.W. Grainger Inc. | $2,064,000 | +14.0% | 5,774 | -1.7% | 1.41% | +7.7% |
| TD | Buy | Toronto Dominion Bank | $2,060,000 | +15.7% | 33,886 | +10.1% | 1.41% | +9.3% |
| PAYX | Sell | Paychex, Inc. | $2,023,000 | +5.8% | 27,472 | -1.8% | 1.38% | -0.1% |
| MCD | Sell | McDonald's Corp. | $1,912,000 | +5.6% | 11,429 | -1.0% | 1.30% | -0.2% |
| INGR | Sell | Ingredion Inc. | $1,868,000 | -9.1% | 17,801 | -4.1% | 1.28% | -14.1% |
| UBA | Buy | Urstadt Biddle Properties Inc. | $1,863,000 | +7.8% | 87,499 | +14.5% | 1.27% | +1.8% |
| SHW | Sell | Sherwin-Williams Co. | $1,860,000 | +10.5% | 4,086 | -1.1% | 1.27% | +4.4% |
| ITT | Sell | ITT Corp. | $1,860,000 | -18.7% | 30,370 | -30.7% | 1.27% | -23.2% |
| PX | Sell | Praxair, Inc. | $1,858,000 | +0.3% | 11,558 | -1.4% | 1.27% | -5.2% |
| ATR | Sell | AptarGroup, Inc. | $1,820,000 | +13.5% | 16,890 | -1.6% | 1.24% | +7.3% |
| LTC | Buy | LTC Properties Inc. | $1,784,000 | +26.0% | 40,440 | +22.0% | 1.22% | +19.1% |
| APU | Sell | Amerigas Partners LPunit ltd partn | $1,779,000 | -7.8% | 45,026 | -1.4% | 1.22% | -12.8% |
| DCP | Sell | DCP Midstream Partners LPunit ltd partn | $1,773,000 | -2.6% | 44,794 | -2.7% | 1.21% | -7.9% |
| TCP | Buy | TC Pipelines LPunit ltd partn | $1,750,000 | +28.3% | 57,701 | +9.8% | 1.20% | +21.3% |
| ERF | Sell | Enerplus Resources Fund Trust | $1,727,000 | -3.4% | 139,963 | -1.3% | 1.18% | -8.7% |
| MKC | Sell | McCormick & Company, Inc. | $1,693,000 | +12.3% | 12,851 | -1.1% | 1.16% | +6.2% |
| APD | Sell | Air Products & Chemicals Inc. | $1,690,000 | +6.0% | 10,114 | -1.2% | 1.15% | +0.2% |
| Buy | Labrador Iron Ore Royalty Corp | $1,688,000 | +31.5% | 77,600 | +10.7% | 1.15% | +24.2% | |
| NGG | Buy | National Grid PLC ADSadr | $1,618,000 | -1.0% | 31,190 | +6.5% | 1.10% | -6.4% |
| BPL | Buy | Buckeye Partners LPunit ltd partn | $1,614,000 | +10.2% | 45,195 | +8.5% | 1.10% | +4.2% |
| PB | Sell | Prosperity Bancshares Inc. | $1,589,000 | +0.3% | 22,916 | -1.1% | 1.08% | -5.2% |
| BRT | Buy | BRT Apartments Corp. | $1,557,000 | +6.3% | 129,320 | +12.6% | 1.06% | +0.5% |
| JCI | Buy | Johnson Controls International | $1,485,000 | +38.0% | 42,422 | +31.8% | 1.01% | +30.5% |
| AVY | Sell | Avery Dennison Corp. | $1,474,000 | +4.5% | 13,602 | -1.5% | 1.01% | -1.3% |
| MTD | Sell | Mettler-Toledo International, | $1,462,000 | +3.8% | 2,400 | -1.4% | 1.00% | -1.9% |
| PH | Sell | Parker Hannifin Corp. | $1,454,000 | +15.9% | 7,903 | -1.9% | 0.99% | +9.5% |
| XYL | Sell | Xylem, Inc. | $1,425,000 | +17.3% | 17,847 | -1.0% | 0.97% | +10.8% |
| Sell | Banco del Bajio | $1,423,000 | +16.1% | 576,125 | -1.2% | 0.97% | +9.7% | |
| HON | Sell | Honeywell International Inc. | $1,416,000 | +13.6% | 8,510 | -1.7% | 0.97% | +7.3% |
| O | Buy | Realty Income Corp. | $1,404,000 | +8.2% | 24,677 | +2.2% | 0.96% | +2.2% |
| Sell | Gaztransport et Technigaz SAS | $1,385,000 | -6.8% | 18,255 | -24.7% | 0.95% | -11.8% | |
| BDX | Buy | Becton, Dickinson and Co. | $1,380,000 | +173.3% | 5,288 | +150.9% | 0.94% | +158.1% |
| CPK | Sell | Chesapeake Utilities Corp. | $1,372,000 | +2.8% | 16,354 | -2.1% | 0.94% | -2.8% |
| ETP | Sell | Energy Transfer Partners LPunit ltd partn | $1,356,000 | +13.3% | 60,915 | -3.1% | 0.93% | +7.1% |
| HEINY | Sell | Heineken NV ADRadr | $1,302,000 | -7.9% | 27,771 | -1.4% | 0.89% | -12.9% |
| APC | Sell | Anadarko Petroleum Corp. | $1,286,000 | -9.9% | 19,075 | -2.1% | 0.88% | -14.8% |
| LKQ | Sell | LKQ Corp. | $1,284,000 | -2.3% | 40,545 | -1.5% | 0.88% | -7.6% |
| GOOD | Sell | Gladstone Commercial Corp. | $1,281,000 | -1.5% | 66,887 | -1.1% | 0.88% | -6.8% |
| VZ | Buy | Verizon Communications Inc. | $1,269,000 | +15.8% | 23,760 | +9.1% | 0.87% | +9.3% |
| Sell | Commonwealth Bank of Australia | $1,257,000 | -5.6% | 24,323 | -1.7% | 0.86% | -10.8% | |
| CBRL | Sell | Cracker Barrel Old Country Sto | $1,243,000 | -7.2% | 8,450 | -1.4% | 0.85% | -12.2% |
| Sell | Straumann Holdings AG | $1,228,000 | -2.4% | 1,625 | -1.8% | 0.84% | -7.8% | |
| SFL | Buy | Ship Finance International Ltd | $1,221,000 | +10.1% | 87,840 | +18.5% | 0.83% | +4.1% |
| NDSN | Sell | Nordson Corp. | $1,202,000 | +5.6% | 8,655 | -2.3% | 0.82% | -0.1% |
| KMB | Sell | Kimberly-Clark Corp. | $1,198,000 | +5.1% | 10,538 | -2.6% | 0.82% | -0.6% |
| Sell | IMI PLC | $1,182,000 | -5.7% | 82,615 | -1.5% | 0.81% | -10.9% | |
| TTE | Sell | Total SA ADRadr | $1,144,000 | +3.3% | 17,764 | -2.8% | 0.78% | -2.4% |
| NVS | Buy | Novartis AG ADRadr | $1,130,000 | +41.1% | 13,114 | +23.7% | 0.77% | +33.3% |
| Sell | Vermilion Energy Trust | $1,116,000 | -8.9% | 33,905 | -0.2% | 0.76% | -13.9% | |
| KMI | Buy | Kinder Morgan, Inc. | $1,109,000 | +15.4% | 62,553 | +15.0% | 0.76% | +9.1% |
| IFF | Sell | International Flavors & Fragra | $1,106,000 | +9.6% | 7,952 | -2.3% | 0.76% | +3.6% |
| ALOT | Buy | AstroNova, Inc. | $1,106,000 | +20.7% | 51,210 | +5.4% | 0.76% | +14.0% |
| OGS | Sell | ONE Gas, Inc. | $1,094,000 | +7.0% | 13,295 | -2.8% | 0.75% | +1.2% |
| Buy | Schneider Electric SA | $1,056,000 | -2.2% | 13,115 | +1.2% | 0.72% | -7.6% | |
| HUBB | Sell | Hubbell Inc. | $1,052,000 | +23.8% | 7,875 | -2.0% | 0.72% | +16.9% |
| EDPFY | Sell | Energias de Portugal, SA ADRadr | $1,047,000 | -7.1% | 28,223 | -0.2% | 0.72% | -12.2% |
| Buy | Genworth MI Canada Inc. | $980,000 | +1.4% | 29,752 | +0.2% | 0.67% | -4.2% | |
| LBRT | Sell | Liberty Oilfield Services Inc. | $968,000 | +13.5% | 44,880 | -1.5% | 0.66% | +7.3% |
| AHH | Sell | Armada Hoffler Properties, Inc | $960,000 | 0.0% | 63,545 | -1.4% | 0.66% | -5.5% |
| SNN | Sell | Smith & Nephew PLC | $958,000 | -1.4% | 25,819 | -0.3% | 0.65% | -6.8% |
| CMCSA | Buy | Comcast Corp. | $957,000 | +21.6% | 27,037 | +12.7% | 0.65% | +15.0% |
| FBK | Sell | FB Financial Corp. | $950,000 | -6.0% | 24,245 | -2.4% | 0.65% | -11.1% |
| LEG | Sell | Leggett & Platt Inc. | $948,000 | -3.5% | 21,640 | -1.7% | 0.65% | -8.7% |
| ATO | Sell | Atmos Energy Corp. | $941,000 | +2.7% | 10,015 | -1.4% | 0.64% | -2.9% |
| MNR | Sell | Monmouth Real Estate Investmen | $912,000 | +1.0% | 54,570 | -0.2% | 0.62% | -4.4% |
| EMR | Sell | Emerson Electric Co. | $901,000 | +7.6% | 11,770 | -2.8% | 0.62% | +1.7% |
| CDK | Sell | CDK Global Holdings LLC | $896,000 | -5.0% | 14,315 | -1.2% | 0.61% | -10.1% |
| WES | Buy | Western Gas Partners, LPunit ltd partn | $881,000 | -9.5% | 20,180 | +0.2% | 0.60% | -14.5% |
| GVDNY | Sell | Givaudan SA ADRadr | $881,000 | +6.4% | 17,969 | -1.6% | 0.60% | +0.7% |
| SEP | Sell | Spectra Energy Partners LPunit ltd partn | $852,000 | -0.2% | 23,865 | -1.0% | 0.58% | -5.7% |
| TNC | Sell | Tennant Co. | $849,000 | -5.4% | 11,180 | -1.6% | 0.58% | -10.5% |
| CMI | Sell | Cummins Inc. | $835,000 | +5.8% | 5,714 | -3.6% | 0.57% | 0.0% |
| USPH | Sell | US Physical Therapy Inc. | $819,000 | +21.7% | 6,905 | -1.5% | 0.56% | +15.0% |
| LECO | Sell | Lincoln Electric Holdings Inc. | $814,000 | +5.2% | 8,710 | -1.3% | 0.56% | -0.5% |
| Sell | Precinct Properties New Zealan | $792,000 | +4.5% | 829,250 | -0.0% | 0.54% | -1.3% | |
| OMP | Sell | Oasis Midstream Partners LPunit ltd partn | $773,000 | +20.2% | 34,720 | -1.6% | 0.53% | +13.8% |
| SHO | Sell | Sunstone Hotel Investors Inc.adr | $767,000 | -3.3% | 46,894 | -1.7% | 0.52% | -8.6% |
| Buy | St. Gobain SA | $734,000 | -3.3% | 17,002 | +0.1% | 0.50% | -8.6% | |
| BNEFF | Sell | Bonterra Energy Corp. | $706,000 | +13.1% | 47,516 | -1.1% | 0.48% | +6.9% |
| CHD | Buy | Church & Dwight Company, Inc. | $698,000 | +16.7% | 11,762 | +4.6% | 0.48% | +10.4% |
| FSCT | Sell | ForeScout Technologies Inc. | $695,000 | +8.6% | 18,410 | -1.5% | 0.48% | +2.8% |
| Sell | Bank of Ireland | $689,000 | -3.5% | 89,931 | -1.7% | 0.47% | -8.9% | |
| APA | Sell | Apache Corp. | $644,000 | +1.3% | 13,510 | -0.6% | 0.44% | -4.1% |
| OXY | Sell | Occidental Petroleum Corp. | $632,000 | -1.9% | 7,693 | -0.1% | 0.43% | -7.1% |
| ITW | Sell | Illinois Tool Works Inc. | $626,000 | -0.8% | 4,437 | -2.6% | 0.43% | -6.4% |
| USAC | Buy | USA Compression Partners LPunit ltd partn | $552,000 | +14.3% | 33,431 | +16.4% | 0.38% | +8.0% |
| Sell | Infraestructura Energ | $540,000 | +8.4% | 108,640 | -1.6% | 0.37% | +2.5% | |
| PAA | Sell | Plains All American Pipeline Lunit ltd partn | $539,000 | +3.3% | 21,533 | -2.4% | 0.37% | -2.4% |
| GLP | Buy | Global Partners LPunit ltd partn | $530,000 | +68.3% | 29,105 | +57.6% | 0.36% | +58.8% |
| ECL | Sell | Ecolab, Inc. | $530,000 | +9.5% | 3,378 | -2.1% | 0.36% | +3.4% |
| AAPL | Sell | Apple Inc. | $529,000 | -11.8% | 2,345 | -27.7% | 0.36% | -16.6% |
| HAS | Sell | Hasbro Inc. | $511,000 | +9.7% | 4,858 | -3.8% | 0.35% | +3.6% |
| CLX | Sell | Clorox Co. | $506,000 | -11.4% | 3,362 | -20.4% | 0.34% | -16.3% |
| FAST | Sell | Fastenal Co. | $477,000 | +19.2% | 8,225 | -1.1% | 0.33% | +12.8% |
| NLY | Buy | Annaly Capital Management | $475,000 | +48.9% | 46,455 | +49.9% | 0.32% | +40.9% |
| YNDX | Buy | Yandex NV | $460,000 | -7.8% | 13,975 | +0.5% | 0.31% | -12.8% |
| DESP | Buy | Despegar.com Corp | $448,000 | +12.0% | 26,565 | +39.3% | 0.31% | +5.9% |
| Buy | Novolipetsk GDRadr | $437,000 | +10.9% | 16,225 | +0.5% | 0.30% | +4.6% | |
| DIS | Sell | Walt Disney Co. | $415,000 | -1.9% | 3,551 | -12.1% | 0.28% | -7.5% |
| CMWAY | Buy | Commonwealth Bank of Australia | $392,000 | +96.0% | 7,619 | +105.7% | 0.27% | +86.1% |
| New | H&R REIT | $391,000 | – | 25,451 | – | 0.27% | – | |
| Sell | Crombie REIT | $361,000 | +0.8% | 35,881 | -3.1% | 0.25% | -5.0% | |
| VSM | Sell | Versum Materials, Inc. | $353,000 | -4.6% | 9,812 | -1.4% | 0.24% | -9.7% |
| KHC | New | Kraft Heinz Co. | $349,000 | – | 6,335 | – | 0.24% | – |
| MMLP | Sell | Martin Midstream Partners LPunit ltd partn | $332,000 | -18.2% | 28,651 | -2.7% | 0.23% | -22.5% |
| RDSB | Sell | Royal Dutch Shell ADR B Sharesadr | $327,000 | -21.4% | 4,610 | -19.4% | 0.22% | -25.9% |
| INTC | Sell | Intel Corp. | $309,000 | -35.2% | 6,530 | -32.0% | 0.21% | -38.8% |
| HF | Buy | HFF Inc. | $302,000 | +24.8% | 7,105 | +0.8% | 0.21% | +17.7% |
| MYGN | Sell | Myriad Genetics Inc. | $296,000 | +0.7% | 6,440 | -18.2% | 0.20% | -4.7% |
| New | Gulf Keystone Petroleum LTD | $269,000 | – | 71,375 | – | 0.18% | – | |
| JPM | Sell | JPMorgan Chase & Co. | $264,000 | -18.3% | 2,339 | -24.6% | 0.18% | -22.7% |
| PFE | Sell | Pfizer Inc. | $261,000 | +3.2% | 5,921 | -14.9% | 0.18% | -2.7% |
| SPH | Sell | Suburban Propane Partners LPunit ltd partn | $259,000 | 0.0% | 11,015 | -0.1% | 0.18% | -5.3% |
| IMO | Sell | Imperial Oil Ltd. | $253,000 | -2.7% | 7,813 | -0.3% | 0.17% | -8.0% |
| Buy | Eland Oil & Gas PLC | $246,000 | +64.0% | 161,125 | +76.0% | 0.17% | +55.6% | |
| CSCO | Sell | Cisco Systems Inc. | $243,000 | -10.3% | 5,002 | -20.6% | 0.17% | -15.3% |
| Sell | Credito Real Sofom ENR | $227,000 | +16.4% | 164,944 | -0.2% | 0.16% | +9.9% | |
| AGYS | New | Agilysys, Inc. | $217,000 | – | 13,315 | – | 0.15% | – |
| THR | New | Thermon Group Holdings, Inc. | $216,000 | – | 8,393 | – | 0.15% | – |
| ROSYY | Buy | Rostelecom Long Distance ADRadr | $139,000 | -8.6% | 21,755 | +0.2% | 0.10% | -13.6% |
| FGPRQ | Exit | Ferrellgas Partners LPunit ltd partn | $0 | – | -12,015 | – | -0.03% | – |
| GILD | Exit | Gilead Sciences Inc | $0 | – | -3,118 | – | -0.16% | – |
| WFC | Exit | Wells Fargo | $0 | – | -4,870 | – | -0.20% | – |
| XRAY | Exit | Dentsply Sirona Inc. | $0 | – | -7,204 | – | -0.23% | – |
| Exit | H&R REIT | $0 | – | -20,924 | – | -0.23% | – | |
| QIWI | Exit | Qiwi PLC | $0 | – | -23,655 | – | -0.27% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ADP | New | Automatic Data Processing Inc. | $2,838,000 | – | 21,159 | – | 2.05% | – |
| OMC | New | Omnicom Group | $2,759,000 | – | 36,175 | – | 1.99% | – |
| FISV | New | Fiserv Inc. | $2,758,000 | – | 37,230 | – | 1.99% | – |
| OKE | New | ONEOK Inc. | $2,448,000 | – | 35,063 | – | 1.77% | – |
| GGG | New | Graco, Inc. | $2,312,000 | – | 51,128 | – | 1.67% | – |
| ITT | New | ITT Corp. | $2,289,000 | – | 43,799 | – | 1.65% | – |
| HRL | New | Hormel Foods Corp. | $2,222,000 | – | 59,713 | – | 1.60% | – |
| CL | New | Colgate-Palmolive Co. | $2,124,000 | – | 32,777 | – | 1.53% | – |
| INGR | New | Ingredion Inc. | $2,056,000 | – | 18,571 | – | 1.48% | – |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $2,033,000 | – | 73,476 | – | 1.47% | – |
| NSC | New | Norfolk & Southern Corp. | $2,007,000 | – | 13,302 | – | 1.45% | – |
| APU | New | Amerigas Partners LPunit ltd partn | $1,929,000 | – | 45,686 | – | 1.39% | – |
| SNA | New | Snap-on, Inc. | $1,914,000 | – | 11,910 | – | 1.38% | – |
| PAYX | New | Paychex, Inc. | $1,913,000 | – | 27,982 | – | 1.38% | – |
| PX | New | Praxair, Inc. | $1,853,000 | – | 11,718 | – | 1.34% | – |
| DCP | New | DCP Midstream Partners LPunit ltd partn | $1,821,000 | – | 46,054 | – | 1.32% | – |
| GWW | New | Grainger, WW Inc. | $1,811,000 | – | 5,873 | – | 1.31% | – |
| MCD | New | McDonald's Corp. | $1,810,000 | – | 11,549 | – | 1.31% | – |
| ERF | New | Enerplus Resources Fund Trust | $1,788,000 | – | 141,873 | – | 1.29% | – |
| TD | New | Toronto Dominion Bank | $1,781,000 | – | 30,781 | – | 1.29% | – |
| UBA | New | Urstadt Biddle Properties Inc. | $1,729,000 | – | 76,404 | – | 1.25% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $1,714,000 | – | 18,447 | – | 1.24% | – |
| SHW | New | Sherwin-Williams Co. | $1,684,000 | – | 4,133 | – | 1.22% | – |
| NGG | New | National Grid PLC ADSadr | $1,635,000 | – | 29,279 | – | 1.18% | – |
| ATR | New | AptarGroup, Inc. | $1,603,000 | – | 17,170 | – | 1.16% | – |
| APD | New | Air Products & Chemicals Inc. | $1,595,000 | – | 10,239 | – | 1.15% | – |
| PB | New | Prosperity Bancshares Inc. | $1,584,000 | – | 23,176 | – | 1.14% | – |
| MKC | New | McCormick & Company, Inc. | $1,508,000 | – | 12,994 | – | 1.09% | – |
| New | Gaztransport et Technigaz SAS | $1,486,000 | – | 24,250 | – | 1.07% | – | |
| BPL | New | Buckeye Partners LPunit ltd partn | $1,464,000 | – | 41,653 | – | 1.06% | – |
| BRT | New | BRT Apartments Corp. | $1,465,000 | – | 114,875 | – | 1.06% | – |
| APC | New | Anadarko Petroleum Corp. | $1,427,000 | – | 19,485 | – | 1.03% | – |
| LTC | New | LTC Properties Inc. | $1,416,000 | – | 33,135 | – | 1.02% | – |
| HEINY | New | Heineken NV ADRadr | $1,414,000 | – | 28,176 | – | 1.02% | – |
| AVY | New | Avery Dennison Corp. | $1,410,000 | – | 13,807 | – | 1.02% | – |
| MTD | New | Mettler-Toledo International, | $1,408,000 | – | 2,433 | – | 1.02% | – |
| TCP | New | TC Pipelines LPunit ltd partn | $1,364,000 | – | 52,559 | – | 0.98% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $1,339,000 | – | 8,570 | – | 0.97% | – |
| CPK | New | Chesapeake Utilities Corp. | $1,335,000 | – | 16,699 | – | 0.96% | – |
| New | Commonwealth Bank of Australia | $1,332,000 | – | 24,748 | – | 0.96% | – | |
| LKQ | New | LKQ Corp. | $1,314,000 | – | 41,180 | – | 0.95% | – |
| GOOD | New | Gladstone Commercial Corp. | $1,300,000 | – | 67,612 | – | 0.94% | – |
| O | New | Realty Income Corp. | $1,298,000 | – | 24,137 | – | 0.94% | – |
| New | Labrador Iron Ore Royalty Corp | $1,284,000 | – | 70,100 | – | 0.93% | – | |
| New | Straumann Holdings AG | $1,258,000 | – | 1,655 | – | 0.91% | – | |
| PH | New | Parker Hannifin Corp. | $1,255,000 | – | 8,053 | – | 0.91% | – |
| New | IMI PLC | $1,254,000 | – | 83,890 | – | 0.91% | – | |
| HON | New | Honeywell International Inc. | $1,247,000 | – | 8,655 | – | 0.90% | – |
| New | Banco del Bajio | $1,226,000 | – | 583,125 | – | 0.89% | – | |
| New | Vermilion Energy Trust | $1,225,000 | – | 33,980 | – | 0.88% | – | |
| XYL | New | Xylem, Inc. | $1,215,000 | – | 18,027 | – | 0.88% | – |
| ETP | New | Energy Transfer Partners LPunit ltd partn | $1,197,000 | – | 62,880 | – | 0.86% | – |
| KMB | New | Kimberly-Clark Corp. | $1,140,000 | – | 10,823 | – | 0.82% | – |
| NDSN | New | Nordson Corp. | $1,138,000 | – | 8,860 | – | 0.82% | – |
| EDPFY | New | Energias de Portugal, SA ADRadr | $1,127,000 | – | 28,278 | – | 0.81% | – |
| SFL | New | Ship Finance International Ltd | $1,109,000 | – | 74,155 | – | 0.80% | – |
| TTE | New | Total SA ADRadr | $1,107,000 | – | 18,274 | – | 0.80% | – |
| VZ | New | Verizon Communications Inc. | $1,096,000 | – | 21,785 | – | 0.79% | – |
| New | Schneider Electric SA | $1,080,000 | – | 12,955 | – | 0.78% | – | |
| JCI | New | Johnson Controls International | $1,076,000 | – | 32,178 | – | 0.78% | – |
| OGS | New | ONE Gas, Inc. | $1,022,000 | – | 13,675 | – | 0.74% | – |
| FBK | New | FB Financial Corp. | $1,011,000 | – | 24,840 | – | 0.73% | – |
| IFF | New | International Flavors & Fragra | $1,009,000 | – | 8,140 | – | 0.73% | – |
| LEG | New | Leggett & Platt Inc. | $982,000 | – | 22,005 | – | 0.71% | – |
| WES | New | Western Gas Partners, LPunit ltd partn | $974,000 | – | 20,130 | – | 0.70% | – |
| SNN | New | Smith & Nephew PLC | $972,000 | – | 25,894 | – | 0.70% | – |
| New | Genworth MI Canada Inc. | $966,000 | – | 29,692 | – | 0.70% | – | |
| KMI | New | Kinder Morgan, Inc. | $961,000 | – | 54,408 | – | 0.69% | – |
| AHH | New | Armada Hoffler Properties, Inc | $960,000 | – | 64,435 | – | 0.69% | – |
| CDK | New | CDK Global Holdings LLC | $943,000 | – | 14,490 | – | 0.68% | – |
| ATO | New | Atmos Energy Corp. | $916,000 | – | 10,160 | – | 0.66% | – |
| ALOT | New | AstroNova, Inc. | $916,000 | – | 48,600 | – | 0.66% | – |
| MNR | New | Monmouth Real Estate Investmen | $903,000 | – | 54,655 | – | 0.65% | – |
| TNC | New | Tennant Co. | $897,000 | – | 11,360 | – | 0.65% | – |
| SEP | New | Spectra Energy Partners LPunit ltd partn | $854,000 | – | 24,115 | – | 0.62% | – |
| LBRT | New | Liberty Oilfield Services Inc. | $853,000 | – | 45,550 | – | 0.62% | – |
| HUBB | New | Hubbell Inc. | $850,000 | – | 8,035 | – | 0.61% | – |
| EMR | New | Emerson Electric Co. | $837,000 | – | 12,107 | – | 0.60% | – |
| GVDNY | New | Givaudan SA ADRadr | $828,000 | – | 18,254 | – | 0.60% | – |
| NVS | New | Novartis AG ADRadr | $801,000 | – | 10,599 | – | 0.58% | – |
| SHO | New | Sunstone Hotel Investors Inc. | $793,000 | – | 47,724 | – | 0.57% | – |
| CMI | New | Cummins Inc. | $789,000 | – | 5,929 | – | 0.57% | – |
| CMCSA | New | Comcast Corp. | $787,000 | – | 23,982 | – | 0.57% | – |
| LECO | New | Lincoln Electric Holdings Inc. | $774,000 | – | 8,825 | – | 0.56% | – |
| New | Precinct Properties New Zealan | $758,000 | – | 829,355 | – | 0.55% | – | |
| New | St. Gobain SA | $759,000 | – | 16,977 | – | 0.55% | – | |
| New | Bank of Ireland | $714,000 | – | 91,506 | – | 0.52% | – | |
| USPH | New | US Physical Therapy Inc. | $673,000 | – | 7,012 | – | 0.49% | – |
| OXY | New | Occidental Petroleum Corp. | $644,000 | – | 7,698 | – | 0.46% | – |
| OMP | New | Oasis Midstream Partners LPunit ltd partn | $643,000 | – | 35,280 | – | 0.46% | – |
| FSCT | New | ForeScout Technologies Inc. | $640,000 | – | 18,690 | – | 0.46% | – |
| APA | New | Apache Corp. | $636,000 | – | 13,595 | – | 0.46% | – |
| ITW | New | Illinois Tool Works Inc. | $631,000 | – | 4,555 | – | 0.46% | – |
| BNEFF | New | Bonterra Energy Corp. | $624,000 | – | 48,066 | – | 0.45% | – |
| AAPL | New | Apple Inc. | $600,000 | – | 3,243 | – | 0.43% | – |
| CHD | New | Church & Dwight Company, Inc. | $598,000 | – | 11,247 | – | 0.43% | – |
| CLX | New | The Clorox Co. | $571,000 | – | 4,225 | – | 0.41% | – |
| PAA | New | Plains All American Pipeline Lunit ltd partn | $522,000 | – | 22,068 | – | 0.38% | – |
| BDX | New | Becton, Dickinson and Co. | $505,000 | – | 2,108 | – | 0.36% | – |
| New | Infraestructura Energ Nov | $498,000 | – | 110,400 | – | 0.36% | – | |
| YNDX | New | Yandex NV | $499,000 | – | 13,900 | – | 0.36% | – |
| ECL | New | Ecolab, Inc. | $484,000 | – | 3,450 | – | 0.35% | – |
| USAC | New | USA Compression Partners LPunit ltd partn | $483,000 | – | 28,726 | – | 0.35% | – |
| INTC | New | Intel Corp. | $477,000 | – | 9,602 | – | 0.34% | – |
| HAS | New | Hasbro Inc. | $466,000 | – | 5,050 | – | 0.34% | – |
| DIS | New | Walt Disney Co. | $423,000 | – | 4,040 | – | 0.31% | – |
| RDSB | New | Royal Dutch Shell ADR B Sharesadr | $416,000 | – | 5,720 | – | 0.30% | – |
| MMLP | New | Martin Midstream Partners LPunit ltd partn | $406,000 | – | 29,451 | – | 0.29% | – |
| FAST | New | Fastenal Co. | $400,000 | – | 8,315 | – | 0.29% | – |
| DESP | New | Despegar.com Corp | $400,000 | – | 19,075 | – | 0.29% | – |
| New | Novolipetsk GDRadr | $394,000 | – | 16,140 | – | 0.28% | – | |
| QIWI | New | Qiwi PLC | $373,000 | – | 23,655 | – | 0.27% | – |
| VSM | New | Versum Materials, Inc. | $370,000 | – | 9,952 | – | 0.27% | – |
| New | Crombie REIT | $358,000 | – | 37,031 | – | 0.26% | – | |
| JPM | New | JPMorgan Chase & Co. | $323,000 | – | 3,104 | – | 0.23% | – |
| New | H&R REIT | $320,000 | – | 20,924 | – | 0.23% | – | |
| NLY | New | Annaly Capital Management | $319,000 | – | 30,985 | – | 0.23% | – |
| GLP | New | Global Partners LPunit ltd partn | $315,000 | – | 18,470 | – | 0.23% | – |
| XRAY | New | Dentsply Sirona Inc. | $315,000 | – | 7,204 | – | 0.23% | – |
| MYGN | New | Myriad Genetics Inc. | $294,000 | – | 7,870 | – | 0.21% | – |
| CSCO | New | Cisco Systems Inc. | $271,000 | – | 6,297 | – | 0.20% | – |
| WFC | New | Wells Fargo | $270,000 | – | 4,870 | – | 0.20% | – |
| IMO | New | Imperial Oil Ltd. | $260,000 | – | 7,833 | – | 0.19% | – |
| SPH | New | Suburban Propane Partners LPunit ltd partn | $259,000 | – | 11,030 | – | 0.19% | – |
| PFE | New | Pfizer Inc. | $253,000 | – | 6,961 | – | 0.18% | – |
| HF | New | HFF Inc. | $242,000 | – | 7,050 | – | 0.18% | – |
| GILD | New | Gilead Sciences Inc | $221,000 | – | 3,118 | – | 0.16% | – |
| CMWAY | New | Commonwealth Bank of Australia | $200,000 | – | 3,704 | – | 0.14% | – |
| New | Credito Real Sofom ENR | $195,000 | – | 165,244 | – | 0.14% | – | |
| ROSYY | New | Rostelecom Long Distance ADRadr | $152,000 | – | 21,705 | – | 0.11% | – |
| New | Eland Oil & Gas PLC | $150,000 | – | 91,525 | – | 0.11% | – | |
| PGHEF | New | Pengrowth Energy Trust | $67,000 | – | 96,448 | – | 0.05% | – |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $50,000 | – | 16,051 | – | 0.04% | – |
| FGPRQ | New | Ferrellgas Partners LPunit ltd partn | $40,000 | – | 12,015 | – | 0.03% | – |
| New | Reliq Health Technologies Inc. | $28,000 | – | 20,000 | – | 0.02% | – | |
| New | Renaissance Gold Inc. | $3,000 | – | 22,400 | – | 0.00% | – | |
| New | Diagnos Inc. | $1,000 | – | 12,000 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Reliq Health Technologies Inc. | $0 | – | -20,000 | – | -0.00% | – | |
| BBEPQ | Exit | Breitburn Energy Partners LPunit ltd partn | $0 | – | -152,249 | – | -0.01% | – |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -16,051 | – | -0.07% | – |
| FGPRQ | Exit | Ferrellgas Partners LPunit ltd partn | $0 | – | -27,788 | – | -0.12% | – |
| PGHEF | Exit | Pengrowth Energy Trust | $0 | – | -152,784 | – | -0.13% | – |
| QIWI | Exit | Qiwi PLC | $0 | – | -10,945 | – | -0.15% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -14,482 | – | -0.15% | – |
| SHO | Exit | Sunstone Hotel Investors Inc. | $0 | – | -13,417 | – | -0.17% | – |
| MMLP | Exit | Martin Midstream Partners LPunit ltd partn | $0 | – | -15,223 | – | -0.19% | – |
| IMO | Exit | Imperial Oil Ltd. | $0 | – | -7,833 | – | -0.20% | – |
| Exit | Infraestructura Energ | $0 | – | -47,410 | – | -0.21% | – | |
| HF | Exit | HFF Inc. | $0 | – | -7,050 | – | -0.22% | – |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -39,205 | – | -0.24% | – |
| Exit | Bank of Ireland | $0 | – | -36,552 | – | -0.24% | – | |
| Exit | Credito Real Sofom ENR | $0 | – | -191,758 | – | -0.26% | – | |
| Exit | Novolipetsk GDRadr | $0 | – | -15,715 | – | -0.29% | – | |
| BNEFF | Exit | Bonterra Energy Corp. | $0 | – | -27,921 | – | -0.30% | – |
| FAST | Exit | Fastenal Co. | $0 | – | -8,280 | – | -0.30% | – |
| Exit | H&R REIT | $0 | – | -22,472 | – | -0.31% | – | |
| SPH | Exit | Suburban Propane Partners LPunit ltd partn | $0 | – | -14,880 | – | -0.31% | – |
| APA | Exit | Apache Corp. | $0 | – | -8,725 | – | -0.32% | – |
| Exit | Crombie REIT | $0 | – | -36,946 | – | -0.32% | – | |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -7,002 | – | -0.35% | – |
| ECL | Exit | Ecolab, Inc. | $0 | – | -3,450 | – | -0.36% | – |
| YNDX | Exit | Yandex NV | $0 | – | -13,900 | – | -0.37% | – |
| USAC | Exit | USA Compression Partners LPunit ltd partn | $0 | – | -28,056 | – | -0.38% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -5,030 | – | -0.40% | – |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -3,240 | – | -0.40% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -7,698 | – | -0.40% | – |
| LECO | Exit | Lincoln Electric Holdings Inc. | $0 | – | -5,815 | – | -0.43% | – |
| CHD | Exit | Church & Dwight Company, Inc. | $0 | – | -11,217 | – | -0.44% | – |
| CLX | Exit | The Clorox Co. | $0 | – | -4,230 | – | -0.45% | – |
| OMP | Exit | Oasis Midstream Partners LPunit ltd partn | $0 | – | -34,505 | – | -0.47% | – |
| MYGN | Exit | Myriad Genetics Inc. | $0 | – | -16,322 | – | -0.48% | – |
| GLP | Exit | Global Partners LPunit ltd partn | $0 | – | -35,546 | – | -0.50% | – |
| XRAY | Exit | Dentsply Sirona Inc. | $0 | – | -10,979 | – | -0.53% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -13,576 | – | -0.53% | – |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -4,545 | – | -0.54% | – |
| SEP | Exit | Spectra Energy Partners LPunit ltd partn | $0 | – | -15,520 | – | -0.55% | – |
| PAA | Exit | Plains All American Pipeline Lunit ltd partn | $0 | – | -32,782 | – | -0.56% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -11,065 | – | -0.56% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -8,209 | – | -0.57% | – |
| Exit | Cominar REIT | $0 | – | -68,320 | – | -0.60% | – | |
| CMCSA | Exit | Comcast Corp. | $0 | – | -19,382 | – | -0.60% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -11,945 | – | -0.60% | – |
| TNC | Exit | Tennant Co. | $0 | – | -11,345 | – | -0.60% | – |
| TTE | Exit | Total SA ADRadr | $0 | – | -14,214 | – | -0.61% | – |
| Exit | IMI PLC | $0 | – | -45,715 | – | -0.61% | – | |
| Exit | Precinct Properties New Zealan | $0 | – | -829,355 | – | -0.61% | – | |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -15,868 | – | -0.63% | – |
| GVDNY | Exit | Givaudan SA ADRadr | $0 | – | -18,234 | – | -0.64% | – |
| LTC | Exit | LTC Properties Inc. | $0 | – | -17,015 | – | -0.64% | – |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -81,878 | – | -0.65% | – |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -43,055 | – | -0.66% | – |
| OGS | Exit | ONE Gas, Inc. | $0 | – | -11,307 | – | -0.67% | – |
| CDK | Exit | CDK Global Holdings LLC | $0 | – | -13,297 | – | -0.67% | – |
| AHH | Exit | Armada Hoffler Properties, Inc | $0 | – | -60,750 | – | -0.67% | – |
| SYF | Exit | Synchrony Financial | $0 | – | -27,249 | – | -0.68% | – |
| Exit | Banco del Bajio | $0 | – | -445,000 | – | -0.69% | – | |
| Exit | Genworth MI Canada Inc. | $0 | – | -29,692 | – | -0.71% | – | |
| LKQ | Exit | LKQ Corp. | $0 | – | -24,530 | – | -0.71% | – |
| SFL | Exit | Ship Finance International Ltd | $0 | – | -61,795 | – | -0.72% | – |
| HUBB | Exit | Hubbell Inc. | $0 | – | -8,025 | – | -0.75% | – |
| FBK | Exit | FB Financial Corp. | $0 | – | -24,915 | – | -0.76% | – |
| SNN | Exit | Smith & Nephew PLC | $0 | – | -25,814 | – | -0.76% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -5,707 | – | -0.77% | – |
| ETP | Exit | Energy Transfer Partners LPunit ltd partn | $0 | – | -54,725 | – | -0.80% | – |
| Exit | St. Gobain SA | $0 | – | -16,977 | – | -0.81% | – | |
| UBA | Exit | Urstadt Biddle Properties Inc. | $0 | – | -47,529 | – | -0.83% | – |
| LEG | Exit | Leggett & Platt Inc. | $0 | – | -21,964 | – | -0.84% | – |
| NDSN | Exit | Nordson Corp. | $0 | – | -8,838 | – | -0.84% | – |
| MNR | Exit | Monmouth Real Estate Investmen | $0 | – | -65,255 | – | -0.85% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -17,039 | – | -0.86% | – |
| EDPFY | Exit | Energias de Portugal, SA ADRadr | $0 | – | -28,278 | – | -0.86% | – |
| Exit | Straumann Holdings AG | $0 | – | -1,665 | – | -0.86% | – | |
| Exit | Schneider Electric SA | $0 | – | -12,400 | – | -0.87% | – | |
| GIS | Exit | General Mills Inc. | $0 | – | -21,170 | – | -0.88% | – |
| Exit | Labrador Iron Ore Royalty Corp | $0 | – | -70,125 | – | -0.89% | – | |
| XYL | Exit | Xylem, Inc. | $0 | – | -18,037 | – | -0.91% | – |
| O | Exit | Realty Income Corp. | $0 | – | -20,024 | – | -0.92% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -8,115 | – | -0.93% | – |
| Exit | Vermilion Energy Trust | $0 | – | -33,385 | – | -0.95% | – | |
| JCI | Exit | Johnson Controls International | $0 | – | -30,313 | – | -0.98% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -8,650 | – | -0.98% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -10,713 | – | -1.01% | – |
| BMS | Exit | Bemis Co. Inc. | $0 | – | -28,303 | – | -1.04% | – |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -16,671 | – | -1.05% | – |
| MKC | Exit | McCormick & Company, Inc. | $0 | – | -12,961 | – | -1.07% | – |
| BCR | Exit | C.R. Bard Inc. | $0 | – | -4,169 | – | -1.07% | – |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -13,777 | – | -1.09% | – |
| SNA | Exit | Snap-on, Inc. | $0 | – | -9,105 | – | -1.09% | – |
| GWW | Exit | Grainger, WW Inc. | $0 | – | -7,589 | – | -1.10% | – |
| DCP | Exit | DCP Midstream Partners LPunit ltd partn | $0 | – | -39,501 | – | -1.10% | – |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -28,146 | – | -1.12% | – |
| PH | Exit | Parker Hannifin Corp. | $0 | – | -8,038 | – | -1.13% | – |
| Exit | Commonwealth Bank of Australia | $0 | – | -24,058 | – | -1.14% | – | |
| ATR | Exit | AptarGroup, Inc. | $0 | – | -17,150 | – | -1.19% | – |
| GOOD | Exit | Gladstone Commercial Corp. | $0 | – | -67,542 | – | -1.21% | – |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -10,264 | – | -1.25% | – |
| Exit | Gaztransport et Technigaz SAS | $0 | – | -29,436 | – | -1.29% | – | |
| PAYX | Exit | Paychex, Inc. | $0 | – | -28,177 | – | -1.36% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -30,405 | – | -1.38% | – |
| ITT | Exit | ITT Corp. | $0 | – | -38,899 | – | -1.38% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -66,791 | – | -1.40% | – |
| BPL | Exit | Buckeye Partners LPunit ltd partn | $0 | – | -30,693 | – | -1.41% | – |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -13,243 | – | -1.41% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -12,742 | – | -1.43% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -11,534 | – | -1.45% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -17,867 | – | -1.47% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -5,438 | – | -1.56% | – |
| TCP | Exit | TC Pipelines LPunit ltd partn | $0 | – | -37,382 | – | -1.57% | – |
| APU | Exit | Amerigas Partners LPunit ltd partn | $0 | – | -45,311 | – | -1.64% | – |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -3,298 | – | -1.66% | – |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -32,596 | – | -1.72% | – |
| OKE | Exit | ONEOK Inc. | $0 | – | -39,213 | – | -1.75% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -67,797 | – | -1.75% | – |
| INGR | Exit | Ingredion Inc. | $0 | – | -18,566 | – | -1.80% | – |
| OMC | Exit | Omnicom Group | $0 | – | -30,986 | – | -1.84% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -33,230 | – | -1.95% | – |
| GGG | Exit | Graco, Inc. | $0 | – | -19,595 | – | -1.95% | – |
| ADP | Exit | Automatic Data Processing Inc. | $0 | – | -24,735 | – | -2.17% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -22,628 | – | -2.34% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FISV | Sell | Fiserv Inc. | $2,918,000 | +5.1% | 22,628 | -0.3% | 2.34% | +1.1% |
| ADP | Sell | Automatic Data Processing Inc. | $2,704,000 | +6.7% | 24,735 | -0.0% | 2.17% | +2.6% |
| GGG | Sell | Graco, Inc. | $2,424,000 | +10.7% | 19,595 | -2.2% | 1.95% | +6.4% |
| CL | Buy | Colgate-Palmolive Co. | $2,421,000 | -1.7% | 33,230 | +0.0% | 1.95% | -5.4% |
| OMC | Buy | Omnicom Group | $2,295,000 | +3.7% | 30,986 | +16.0% | 1.84% | -0.3% |
| INGR | Sell | Ingredion Inc. | $2,240,000 | +1.2% | 18,566 | -0.1% | 1.80% | -2.7% |
| HRL | Buy | Hormel Foods Corp. | $2,179,000 | -5.6% | 67,797 | +0.2% | 1.75% | -9.2% |
| OKE | Buy | ONEOK Inc. | $2,173,000 | +696.0% | 39,213 | +648.8% | 1.75% | +666.2% |
| APU | Buy | Amerigas Partners LPunit ltd partn | $2,036,000 | +0.8% | 45,311 | +1.3% | 1.64% | -3.1% |
| TCP | Buy | TC Pipelines LPunit ltd partn | $1,956,000 | -3.6% | 37,382 | +1.3% | 1.57% | -7.3% |
| SHW | Buy | Sherwin-Williams Co. | $1,947,000 | +2.4% | 5,438 | +0.4% | 1.56% | -1.5% |
| PAC | Buy | Grupo Aeroportuario Del Pacifiadr | $1,832,000 | -8.0% | 17,867 | +0.8% | 1.47% | -11.5% |
| MCD | Buy | McDonald's Corp. | $1,807,000 | +2.7% | 11,534 | +0.4% | 1.45% | -1.3% |
| PX | Buy | Praxair, Inc. | $1,781,000 | +6.5% | 12,742 | +1.0% | 1.43% | +2.4% |
| NSC | Buy | Norfolk & Southern Corp. | $1,751,000 | +9.3% | 13,243 | +0.6% | 1.41% | +5.1% |
| BPL | Buy | Buckeye Partners LPunit ltd partn | $1,750,000 | -9.7% | 30,693 | +1.2% | 1.41% | -13.1% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $1,741,000 | -2.6% | 66,791 | +1.2% | 1.40% | -6.3% |
| ITT | Buy | ITT Corp. | $1,722,000 | +10.9% | 38,899 | +0.6% | 1.38% | +6.6% |
| TD | Buy | Toronto Dominion Bank | $1,711,000 | +12.2% | 30,405 | +0.4% | 1.38% | +7.9% |
| PAYX | Buy | Paychex, Inc. | $1,689,000 | +5.4% | 28,177 | +0.2% | 1.36% | +1.4% |
| Buy | Gaztransport et Technigaz SAS | $1,601,000 | +36.7% | 29,436 | +0.3% | 1.29% | +31.5% | |
| APD | Buy | Air Products & Chemicals Inc. | $1,552,000 | +6.7% | 10,264 | +0.9% | 1.25% | +2.5% |
| GOOD | Buy | Gladstone Commercial Corp. | $1,504,000 | +3.5% | 67,542 | +1.3% | 1.21% | -0.4% |
| ATR | Sell | AptarGroup, Inc. | $1,480,000 | -28.3% | 17,150 | -27.8% | 1.19% | -31.0% |
| Buy | Commonwealth Bank of Australia | $1,421,000 | -6.0% | 24,058 | +1.1% | 1.14% | -9.6% | |
| PH | Buy | Parker Hannifin Corp. | $1,407,000 | +9.8% | 8,038 | +0.2% | 1.13% | +5.6% |
| HEINY | Buy | Heineken NV ADRadr | $1,397,000 | +2.5% | 28,146 | +0.6% | 1.12% | -1.4% |
| DCP | Buy | DCP Midstream Partners LPunit ltd partn | $1,368,000 | +79.5% | 39,501 | +75.4% | 1.10% | +72.7% |
| GWW | Buy | Grainger, WW Inc. | $1,364,000 | +0.4% | 7,589 | +0.8% | 1.10% | -3.5% |
| SNA | Buy | Snap-on, Inc. | $1,357,000 | -4.8% | 9,105 | +0.9% | 1.09% | -8.5% |
| AVY | Sell | Avery Dennison Corp. | $1,355,000 | -21.0% | 13,777 | -29.1% | 1.09% | -24.1% |
| BCR | Buy | C.R. Bard Inc. | $1,336,000 | +2.0% | 4,169 | +0.6% | 1.07% | -1.9% |
| MKC | Sell | McCormick & Company, Inc. | $1,330,000 | -20.5% | 12,961 | -24.4% | 1.07% | -23.5% |
| CPK | Sell | Chesapeake Utilities Corp. | $1,305,000 | +3.7% | 16,671 | -0.7% | 1.05% | -0.2% |
| BMS | Buy | Bemis Co. Inc. | $1,290,000 | -0.8% | 28,303 | +0.6% | 1.04% | -4.6% |
| KMB | Buy | Kimberly-Clark Corp. | $1,261,000 | -8.6% | 10,713 | +0.3% | 1.01% | -12.0% |
| HON | Buy | Honeywell International Inc. | $1,226,000 | +6.6% | 8,650 | +0.2% | 0.98% | +2.5% |
| JCI | Buy | Johnson Controls International | $1,221,000 | +36.6% | 30,313 | +47.0% | 0.98% | +31.3% |
| Buy | Vermilion Energy Trust | $1,184,000 | +38.2% | 33,385 | +23.4% | 0.95% | +33.0% | |
| O | Buy | Realty Income Corp. | $1,145,000 | +5.3% | 20,024 | +1.6% | 0.92% | +1.3% |
| XYL | Buy | Xylem, Inc. | $1,130,000 | +14.5% | 18,037 | +1.3% | 0.91% | +10.1% |
| Buy | Labrador Iron Ore Royalty Corp | $1,110,000 | +32.5% | 70,125 | +1.2% | 0.89% | +27.4% | |
| GIS | Buy | General Mills Inc. | $1,096,000 | +9.4% | 21,170 | +17.0% | 0.88% | +5.3% |
| Sell | Schneider Electric SA | $1,079,000 | -5.8% | 12,400 | -16.9% | 0.87% | -9.4% | |
| EDPFY | Buy | Energias de Portugal, SA ADRadr | $1,069,000 | +15.7% | 28,278 | +0.3% | 0.86% | +11.3% |
| NGG | New | National Grid PLC ADSadr | $1,069,000 | – | 17,039 | – | 0.86% | – |
| MNR | Sell | Monmouth Real Estate Investmen | $1,056,000 | -48.8% | 65,255 | -52.3% | 0.85% | -50.7% |
| LEG | Buy | Leggett & Platt Inc. | $1,048,000 | -7.2% | 21,964 | +2.2% | 0.84% | -10.7% |
| NDSN | Buy | Nordson Corp. | $1,047,000 | +33.4% | 8,838 | +36.6% | 0.84% | +28.4% |
| UBA | Buy | Urstadt Biddle Properties Inc. | $1,031,000 | +10.9% | 47,529 | +1.2% | 0.83% | +6.7% |
| Buy | St. Gobain SA | $1,012,000 | +11.9% | 16,977 | +0.1% | 0.81% | +7.7% | |
| ETP | Sell | Energy Transfer Partners LPunit ltd partn | $1,001,000 | -10.5% | 54,725 | -0.3% | 0.80% | -13.9% |
| CMI | Buy | Cummins Inc. | $959,000 | +76.3% | 5,707 | +70.3% | 0.77% | +69.5% |
| FBK | Buy | FB Financial Corp. | $940,000 | +5.7% | 24,915 | +1.5% | 0.76% | +1.7% |
| SNN | Buy | Smith & Nephew PLC | $940,000 | +5.6% | 25,814 | +1.1% | 0.76% | +1.6% |
| HUBB | Sell | Hubbell Inc. | $931,000 | +2.4% | 8,025 | -0.1% | 0.75% | -1.6% |
| SFL | Buy | Ship Finance International Ltd | $896,000 | +42.7% | 61,795 | +33.8% | 0.72% | +37.1% |
| LKQ | Buy | LKQ Corp. | $883,000 | +100.7% | 24,530 | +83.8% | 0.71% | +92.9% |
| SYF | Buy | Synchrony Financial | $846,000 | +6.0% | 27,249 | +1.8% | 0.68% | +1.9% |
| CDK | Sell | CDK Global Holdings LLC | $839,000 | +1.2% | 13,297 | -0.4% | 0.67% | -2.7% |
| AHH | Buy | Armada Hoffler Properties, Inc | $839,000 | +8.4% | 60,750 | +1.7% | 0.67% | +4.2% |
| OGS | Buy | ONE Gas, Inc. | $833,000 | +7.6% | 11,307 | +2.0% | 0.67% | +3.6% |
| KMI | Buy | Kinder Morgan, Inc. | $826,000 | +3.1% | 43,055 | +3.0% | 0.66% | -0.7% |
| ERF | Buy | Enerplus Resources Fund Trust | $808,000 | +23.5% | 81,878 | +1.6% | 0.65% | +18.6% |
| LTC | Buy | LTC Properties Inc. | $799,000 | +230.2% | 17,015 | +262.0% | 0.64% | +217.8% |
| GVDNY | Sell | Givaudan SA ADRadr | $796,000 | +8.4% | 18,234 | -0.2% | 0.64% | +4.4% |
| VZ | Buy | Verizon Communications Inc. | $785,000 | +12.3% | 15,868 | +1.3% | 0.63% | +8.0% |
| Buy | Precinct Properties New Zealan | $764,000 | +2.6% | 829,355 | +0.3% | 0.61% | -1.4% | |
| Buy | IMI PLC | $762,000 | +140.4% | 45,715 | +123.8% | 0.61% | +130.9% | |
| TTE | Buy | Total SA ADRadr | $761,000 | +9.7% | 14,214 | +1.6% | 0.61% | +5.5% |
| EMR | Buy | Emerson Electric Co. | $751,000 | +5.9% | 11,945 | +0.4% | 0.60% | +1.9% |
| TNC | Buy | Tennant Co. | $751,000 | -10.2% | 11,345 | +0.1% | 0.60% | -13.6% |
| CMCSA | Sell | Comcast Corp. | $746,000 | -2.4% | 19,382 | -1.3% | 0.60% | -6.0% |
| Buy | Cominar REIT | $741,000 | +10.9% | 68,320 | +0.1% | 0.60% | +6.8% | |
| NVS | Sell | Novartis AG ADRadr | $705,000 | -42.6% | 8,209 | -44.2% | 0.57% | -44.7% |
| MO | Buy | Altria Group, Inc. | $702,000 | -13.0% | 11,065 | +2.2% | 0.56% | -16.3% |
| PAA | Buy | Plains All American Pipeline Lunit ltd partn | $695,000 | -17.9% | 32,782 | +1.6% | 0.56% | -21.0% |
| SEP | Buy | Spectra Energy Partners LPunit ltd partn | $689,000 | +4.1% | 15,520 | +0.5% | 0.55% | +0.2% |
| ITW | Buy | Illinois Tool Works Inc. | $672,000 | +3.4% | 4,545 | +0.1% | 0.54% | -0.6% |
| XRAY | Buy | Dentsply Sirona Inc. | $657,000 | +4.8% | 10,979 | +13.5% | 0.53% | +0.8% |
| GLP | Buy | Global Partners LPunit ltd partn | $619,000 | +2.3% | 35,546 | +6.0% | 0.50% | -1.6% |
| MYGN | Sell | Myriad Genetics Inc. | $591,000 | +39.7% | 16,322 | -0.4% | 0.48% | +34.6% |
| OMP | New | Oasis Midstream Partners LPunit ltd partn | $585,000 | – | 34,505 | – | 0.47% | – |
| CLX | Buy | The Clorox Co. | $558,000 | 0.0% | 4,230 | +1.0% | 0.45% | -3.6% |
| CHD | Buy | Church & Dwight Company, Inc. | $543,000 | -6.4% | 11,217 | +0.3% | 0.44% | -10.1% |
| LECO | Sell | Lincoln Electric Holdings Inc. | $533,000 | -0.9% | 5,815 | -0.5% | 0.43% | -4.9% |
| OXY | Buy | Occidental Petroleum Corp. | $494,000 | +7.9% | 7,698 | +0.7% | 0.40% | +3.7% |
| HAS | Buy | Hasbro Inc. | $491,000 | -12.0% | 5,030 | +0.6% | 0.40% | -15.2% |
| CBRL | New | Cracker Barrel Old Country Sto | $491,000 | – | 3,240 | – | 0.40% | – |
| USAC | Buy | USA Compression Partners LPunit ltd partn | $469,000 | +5.9% | 28,056 | +3.6% | 0.38% | +1.9% |
| ECL | Buy | Ecolab, Inc. | $444,000 | -2.6% | 3,450 | +0.4% | 0.36% | -6.3% |
| USPH | Sell | US Physical Therapy Inc. | $430,000 | -50.8% | 7,002 | -51.6% | 0.35% | -52.6% |
| Buy | Crombie REIT | $403,000 | +135.7% | 36,946 | +133.2% | 0.32% | +126.6% | |
| APA | Buy | Apache Corp. | $400,000 | -2.9% | 8,725 | +1.5% | 0.32% | -6.4% |
| SPH | Buy | Suburban Propane Partners LPunit ltd partn | $388,000 | +14.1% | 14,880 | +4.1% | 0.31% | +9.9% |
| Buy | H&R REIT | $387,000 | +2.1% | 22,472 | +0.5% | 0.31% | -1.9% | |
| FAST | Buy | Fastenal Co. | $377,000 | +5.9% | 8,280 | +1.3% | 0.30% | +1.7% |
| BNEFF | Buy | Bonterra Energy Corp. | $368,000 | +3.1% | 27,921 | +0.8% | 0.30% | -0.7% |
| Buy | Credito Real Sofom ENR | $326,000 | +9.0% | 191,758 | +0.2% | 0.26% | +4.8% | |
| Sell | Bank of Ireland | $299,000 | +3.8% | 36,552 | -96.7% | 0.24% | -0.4% | |
| Buy | Infraestructura Energ | $266,000 | +5.6% | 47,410 | +0.6% | 0.21% | +1.4% | |
| IMO | Buy | Imperial Oil Ltd. | $250,000 | +20.2% | 7,833 | +10.0% | 0.20% | +15.5% |
| MMLP | Buy | Martin Midstream Partners LPunit ltd partn | $237,000 | -10.9% | 15,223 | +0.3% | 0.19% | -14.4% |
| ALOT | Sell | AstroNova, Inc. | $188,000 | 0.0% | 14,482 | -0.5% | 0.15% | -3.8% |
| PGHEF | Buy | Pengrowth Energy Trust | $157,000 | +31.9% | 152,784 | +1.3% | 0.13% | +27.3% |
| FGPRQ | Buy | Ferrellgas Partners LPunit ltd partn | $143,000 | +18.2% | 27,788 | +5.6% | 0.12% | +13.9% |
| BBEPQ | Sell | Breitburn Energy Partners LPunit ltd partn | $8,000 | +33.3% | 152,249 | -1.2% | 0.01% | +20.0% |
| SBRA | Exit | Sabra Health Care REIT | $0 | – | -29,170 | – | -0.59% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -16,807 | – | -0.88% | – |
| OKS | Exit | ONEOK Partners LPunit ltd partn | $0 | – | -34,904 | – | -1.49% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FISV | New | Fiserv Inc. | $2,776,000 | – | 22,688 | – | 2.32% | – |
| ADP | New | Automatic Data Processing Inc. | $2,535,000 | – | 24,740 | – | 2.12% | – |
| CL | New | Colgate-Palmolive Co. | $2,463,000 | – | 33,225 | – | 2.06% | – |
| HRL | New | Hormel Foods Corp. | $2,308,000 | – | 67,672 | – | 1.93% | – |
| INGR | New | Ingredion Inc. | $2,214,000 | – | 18,576 | – | 1.85% | – |
| OMC | New | Omnicom Group | $2,214,000 | – | 26,711 | – | 1.85% | – |
| GGG | New | Graco, Inc. | $2,190,000 | – | 20,040 | – | 1.83% | – |
| PB | New | Prosperity Bancshares Inc. | $2,094,000 | – | 32,596 | – | 1.75% | – |
| ATR | New | AptarGroup, Inc. | $2,064,000 | – | 23,759 | – | 1.72% | – |
| MNR | New | Monmouth Real Estate Investmen | $2,061,000 | – | 136,925 | – | 1.72% | – |
| TCP | New | TC Pipelines LPunit ltd partn | $2,029,000 | – | 36,892 | – | 1.70% | – |
| APU | New | Amerigas Partners LPunit ltd partn | $2,020,000 | – | 44,731 | – | 1.69% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $1,991,000 | – | 17,727 | – | 1.66% | – |
| MTD | New | Mettler-Toledo International, | $1,941,000 | – | 3,298 | – | 1.62% | – |
| BPL | New | Buckeye Partners LPunit ltd partn | $1,938,000 | – | 30,318 | – | 1.62% | – |
| SHW | New | Sherwin-Williams Co. | $1,902,000 | – | 5,418 | – | 1.59% | – |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $1,787,000 | – | 66,006 | – | 1.49% | – |
| OKS | New | ONEOK Partners LPunit ltd partn | $1,783,000 | – | 34,904 | – | 1.49% | – |
| MCD | New | McDonald's Corp. | $1,760,000 | – | 11,489 | – | 1.47% | – |
| AVY | New | Avery Dennison Corp. | $1,716,000 | – | 19,422 | – | 1.43% | – |
| PX | New | Praxair, Inc. | $1,673,000 | – | 12,622 | – | 1.40% | – |
| MKC | New | McCormick & Company, Inc. | $1,672,000 | – | 17,145 | – | 1.40% | – |
| NSC | New | Norfolk & Southern Corp. | $1,602,000 | – | 13,163 | – | 1.34% | – |
| PAYX | New | Paychex, Inc. | $1,602,000 | – | 28,127 | – | 1.34% | – |
| ITT | New | ITT Corp. | $1,553,000 | – | 38,659 | – | 1.30% | – |
| TD | New | Toronto Dominion Bank | $1,525,000 | – | 30,270 | – | 1.27% | – |
| New | Commonwealth Bank of Australia | $1,511,000 | – | 23,793 | – | 1.26% | – | |
| APD | New | Air Products & Chemicals Inc. | $1,455,000 | – | 10,174 | – | 1.22% | – |
| GOOD | New | Gladstone Commercial Corp. | $1,453,000 | – | 66,698 | – | 1.21% | – |
| SNA | New | Snap-on, Inc. | $1,426,000 | – | 9,025 | – | 1.19% | – |
| KMB | New | Kimberly-Clark Corp. | $1,379,000 | – | 10,683 | – | 1.15% | – |
| HEINY | New | Heineken NV ADRadr | $1,363,000 | – | 27,971 | – | 1.14% | – |
| GWW | New | Grainger, WW Inc. | $1,359,000 | – | 7,529 | – | 1.14% | – |
| BCR | New | C.R. Bard Inc. | $1,310,000 | – | 4,144 | – | 1.10% | – |
| BMS | New | Bemis Co. Inc. | $1,301,000 | – | 28,123 | – | 1.09% | – |
| PH | New | Parker Hannifin Corp. | $1,281,000 | – | 8,018 | – | 1.07% | – |
| CPK | New | Chesapeake Utilities Corp. | $1,258,000 | – | 16,786 | – | 1.05% | – |
| NVS | New | Novartis AG ADRadr | $1,228,000 | – | 14,709 | – | 1.03% | – |
| New | Gaztransport et Technigaz SAS | $1,171,000 | – | 29,356 | – | 0.98% | – | |
| HON | New | Honeywell International Inc. | $1,150,000 | – | 8,630 | – | 0.96% | – |
| New | Schneider Electric SA | $1,145,000 | – | 14,919 | – | 0.96% | – | |
| LEG | New | Leggett & Platt Inc. | $1,129,000 | – | 21,484 | – | 0.94% | – |
| ETP | New | Energy Transfer Partners LPunit ltd partn | $1,119,000 | – | 54,900 | – | 0.94% | – |
| IFF | New | International Flavors & Fragra | $1,096,000 | – | 8,115 | – | 0.92% | – |
| O | New | Realty Income Corp. | $1,087,000 | – | 19,699 | – | 0.91% | – |
| NGG | New | National Grid PLC ADSadr | $1,056,000 | – | 16,807 | – | 0.88% | – |
| GIS | New | General Mills Inc. | $1,002,000 | – | 18,095 | – | 0.84% | – |
| XYL | New | Xylem, Inc. | $987,000 | – | 17,812 | – | 0.82% | – |
| New | Straumann Holdings AG | $948,000 | – | 1,665 | – | 0.79% | – | |
| UBA | New | Urstadt Biddle Properties Inc. | $930,000 | – | 46,959 | – | 0.78% | – |
| EDPFY | New | Energias de Portugal, SA ADRadr | $924,000 | – | 28,203 | – | 0.77% | – |
| HUBB | New | Hubbell Inc. | $909,000 | – | 8,030 | – | 0.76% | – |
| New | St. Gobain SA | $904,000 | – | 16,952 | – | 0.76% | – | |
| JCI | New | Johnson Controls International | $894,000 | – | 20,616 | – | 0.75% | – |
| SNN | New | Smith & Nephew PLC | $890,000 | – | 25,544 | – | 0.74% | – |
| FBK | New | FB Financial Corp. | $889,000 | – | 24,555 | – | 0.74% | – |
| USPH | New | US Physical Therapy Inc. | $874,000 | – | 14,467 | – | 0.73% | – |
| New | Vermilion Energy Trust | $857,000 | – | 27,044 | – | 0.72% | – | |
| PAA | New | Plains All American Pipeline Lunit ltd partn | $847,000 | – | 32,257 | – | 0.71% | – |
| New | Labrador Iron Ore Royalty Corp | $838,000 | – | 69,270 | – | 0.70% | – | |
| TNC | New | Tennant Co. | $836,000 | – | 11,330 | – | 0.70% | – |
| CDK | New | CDK Global Holdings LLC | $829,000 | – | 13,352 | – | 0.69% | – |
| New | Genworth MI Canada Inc. | $816,000 | – | 29,692 | – | 0.68% | – | |
| MO | New | Altria Group, Inc. | $807,000 | – | 10,830 | – | 0.67% | – |
| KMI | New | Kinder Morgan, Inc. | $801,000 | – | 41,805 | – | 0.67% | – |
| SYF | New | Synchrony Financial | $798,000 | – | 26,770 | – | 0.67% | – |
| New | Banco del Bajio | $786,000 | – | 445,000 | – | 0.66% | – | |
| NDSN | New | Nordson Corp. | $785,000 | – | 6,468 | – | 0.66% | – |
| AHH | New | Armada Hoffler Properties, Inc | $774,000 | – | 59,740 | – | 0.65% | – |
| OGS | New | ONE Gas, Inc. | $774,000 | – | 11,082 | – | 0.65% | – |
| CMCSA | New | Comcast Corp. | $764,000 | – | 19,637 | – | 0.64% | – |
| DCP | New | DCP Midstream Partners LPunit ltd partn | $762,000 | – | 22,526 | – | 0.64% | – |
| New | Precinct Properties New Zealan | $745,000 | – | 827,050 | – | 0.62% | – | |
| GVDNY | New | Givaudan SA ADRadr | $734,000 | – | 18,269 | – | 0.61% | – |
| EMR | New | Emerson Electric Co. | $709,000 | – | 11,900 | – | 0.59% | – |
| SBRA | New | Sabra Health Care REIT | $703,000 | – | 29,170 | – | 0.59% | – |
| VZ | New | Verizon Communications Inc. | $699,000 | – | 15,658 | – | 0.58% | – |
| TTE | New | Total SA ADRadr | $694,000 | – | 13,989 | – | 0.58% | – |
| New | Cominar REIT | $668,000 | – | 68,280 | – | 0.56% | – | |
| SEP | New | Spectra Energy Partners LPunit ltd partn | $662,000 | – | 15,440 | – | 0.55% | – |
| ERF | New | Enerplus Resources Fund Trust | $654,000 | – | 80,598 | – | 0.55% | – |
| ITW | New | Illinois Tool Works Inc. | $650,000 | – | 4,540 | – | 0.54% | – |
| SFL | New | Ship Finance International Ltd | $628,000 | – | 46,190 | – | 0.52% | – |
| XRAY | New | Dentsply Sirona Inc. | $627,000 | – | 9,676 | – | 0.52% | – |
| APC | New | Anadarko Petroleum Corp. | $616,000 | – | 13,576 | – | 0.52% | – |
| GLP | New | Global Partners LPunit ltd partn | $605,000 | – | 33,526 | – | 0.51% | – |
| CHD | New | Church & Dwight Company, Inc. | $580,000 | – | 11,187 | – | 0.48% | – |
| HAS | New | Hasbro Inc. | $558,000 | – | 5,000 | – | 0.47% | – |
| CLX | New | The Clorox Co. | $558,000 | – | 4,190 | – | 0.47% | – |
| CMI | New | Cummins Inc. | $544,000 | – | 3,352 | – | 0.46% | – |
| LECO | New | Lincoln Electric Holdings Inc. | $538,000 | – | 5,845 | – | 0.45% | – |
| OXY | New | Occidental Petroleum Corp. | $458,000 | – | 7,648 | – | 0.38% | – |
| ECL | New | Ecolab, Inc. | $456,000 | – | 3,435 | – | 0.38% | – |
| USAC | New | USA Compression Partners LPunit ltd partn | $443,000 | – | 27,086 | – | 0.37% | – |
| LKQ | New | LKQ Corp. | $440,000 | – | 13,343 | – | 0.37% | – |
| MYGN | New | Myriad Genetics Inc. | $423,000 | – | 16,382 | – | 0.35% | – |
| APA | New | Apache Corp. | $412,000 | – | 8,595 | – | 0.34% | – |
| New | H&R REIT | $379,000 | – | 22,352 | – | 0.32% | – | |
| YNDX | New | Yandex NV | $365,000 | – | 13,900 | – | 0.30% | – |
| FAST | New | Fastenal Co. | $356,000 | – | 8,170 | – | 0.30% | – |
| BNEFF | New | Bonterra Energy Corp. | $357,000 | – | 27,711 | – | 0.30% | – |
| SPH | New | Suburban Propane Partners LPunit ltd partn | $340,000 | – | 14,290 | – | 0.28% | – |
| New | IMI PLC | $317,000 | – | 20,425 | – | 0.26% | – | |
| New | Novolipetsk GDRadr | $304,000 | – | 15,715 | – | 0.25% | – | |
| New | Credito Real Sofom ENR | $299,000 | – | 191,458 | – | 0.25% | – | |
| New | Bank of Ireland | $288,000 | – | 1,096,540 | – | 0.24% | – | |
| ROSYY | New | Rostelecom Long Distance ADRadr | $285,000 | – | 39,205 | – | 0.24% | – |
| OKE | New | ONEOK Inc. | $273,000 | – | 5,237 | – | 0.23% | – |
| QIWI | New | Qiwi PLC | $270,000 | – | 10,945 | – | 0.23% | – |
| MMLP | New | Martin Midstream Partners LPunit ltd partn | $266,000 | – | 15,173 | – | 0.22% | – |
| New | Infraestructura Energ Nov | $252,000 | – | 47,150 | – | 0.21% | – | |
| HF | New | HFF Inc. | $245,000 | – | 7,050 | – | 0.20% | – |
| LTC | New | LTC Properties Inc. | $242,000 | – | 4,700 | – | 0.20% | – |
| SHO | New | Sunstone Hotel Investors Inc. | $216,000 | – | 13,417 | – | 0.18% | – |
| IMO | New | Imperial Oil Ltd. | $208,000 | – | 7,123 | – | 0.17% | – |
| ALOT | New | AstroNova, Inc. | $188,000 | – | 14,562 | – | 0.16% | – |
| New | Crombie REIT | $171,000 | – | 15,840 | – | 0.14% | – | |
| FGPRQ | New | Ferrellgas Partners LPunit ltd partn | $121,000 | – | 26,325 | – | 0.10% | – |
| PGHEF | New | Pengrowth Energy Trust | $119,000 | – | 150,784 | – | 0.10% | – |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $74,000 | – | 16,051 | – | 0.06% | – |
| BBEPQ | New | Breitburn Energy Partners LPunit ltd partn | $6,000 | – | 154,074 | – | 0.01% | – |
| New | Reliq Health Technologies Inc. | $2,000 | – | 20,000 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BBEPQ | Exit | Breitburn Energy Partners LPunit ltd partn | $0 | – | -122,778 | – | -0.00% | – |
| DIAGF | Exit | Spectral Medical Inc. | $0 | – | -40,000 | – | -0.02% | – |
| CLMT | Exit | Calumet Specialty Products Parunit ltd partn | $0 | – | -21,844 | – | -0.03% | – |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -59,272 | – | -0.06% | – |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -30,200 | – | -0.07% | – |
| Exit | WPT Industrial REIT | $0 | – | -22,830 | – | -0.08% | – | |
| PGHEF | Exit | Pengrowth Energy Trust | $0 | – | -227,038 | – | -0.12% | – |
| GSM | Exit | Ferroglobe PLC | $0 | – | -41,880 | – | -0.12% | – |
| OKE | Exit | ONEOK Inc. | $0 | – | -10,438 | – | -0.17% | – |
| ALOT | Exit | AstroNova, Inc. | $0 | – | -36,694 | – | -0.18% | – |
| Exit | IMI PLC | $0 | – | -40,480 | – | -0.18% | – | |
| SHO | Exit | Sunstone Hotel Investors Inc. | $0 | – | -48,636 | – | -0.20% | – |
| HF | Exit | HFF Inc. | $0 | – | -23,960 | – | -0.21% | – |
| TGP | Exit | Teekay LNG Partners LPunit ltd partn | $0 | – | -47,240 | – | -0.23% | – |
| MPG | Exit | Metaldyne Performance Group, I | $0 | – | -45,560 | – | -0.23% | – |
| IMO | Exit | Imperial Oil Ltd. | $0 | – | -24,396 | – | -0.25% | – |
| Exit | Novolipetsk GDR | $0 | – | -61,730 | – | -0.26% | – | |
| THR | Exit | Thermon Group Holdings, Inc. | $0 | – | -41,776 | – | -0.27% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -10,460 | – | -0.27% | – |
| ECL | Exit | Ecolab, Inc. | $0 | – | -6,860 | – | -0.27% | – |
| MYGN | Exit | Myriad Genetics Inc. | $0 | – | -43,924 | – | -0.29% | – |
| Exit | Crombie REIT | $0 | – | -83,420 | – | -0.29% | – | |
| SBH | Exit | Sally Beauty Holdings Inc. | $0 | – | -35,864 | – | -0.30% | – |
| Exit | Credito Real Sofom ENR | $0 | – | -537,456 | – | -0.30% | – | |
| Exit | Bank of Ireland | $0 | – | -4,541,640 | – | -0.30% | – | |
| FAST | Exit | Fastenal Co. | $0 | – | -23,010 | – | -0.31% | – |
| YNDX | Exit | Yandex NV | $0 | – | -48,020 | – | -0.33% | – |
| CHD | Exit | Church & Dwight Company, Inc. | $0 | – | -22,184 | – | -0.34% | – |
| FGPRQ | Exit | Ferrellgas Partners LPunit ltd partn | $0 | – | -95,180 | – | -0.36% | – |
| MMLP | Exit | Martin Midstream Partners LPunit ltd partn | $0 | – | -57,506 | – | -0.37% | – |
| Exit | Cominar REIT | $0 | – | -104,220 | – | -0.39% | – | |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -189,854 | – | -0.39% | – |
| Exit | Reckitt Benckiser PLC | $0 | – | -12,930 | – | -0.39% | – | |
| AHH | Exit | Armada Hoffler Properties, Inc | $0 | – | -93,100 | – | -0.40% | – |
| Exit | H&R REIT | $0 | – | -74,352 | – | -0.41% | – | |
| LKQ | Exit | LKQ Corp. | $0 | – | -36,626 | – | -0.42% | – |
| CLX | Exit | The Clorox Co. | $0 | – | -10,494 | – | -0.42% | – |
| FBK | Exit | FB Financial Corp. | $0 | – | -66,270 | – | -0.43% | – |
| CMCSA | Exit | Comcast Corp. | $0 | – | -20,222 | – | -0.43% | – |
| SPH | Exit | Suburban Propane Partners LPunit ltd partn | $0 | – | -40,770 | – | -0.44% | – |
| OGS | Exit | ONE Gas, Inc. | $0 | – | -22,694 | – | -0.45% | – |
| Exit | Vermilion Energy Trust | $0 | – | -36,528 | – | -0.46% | – | |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -11,910 | – | -0.46% | – |
| APA | Exit | Apache Corp. | $0 | – | -22,410 | – | -0.46% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -11,904 | – | -0.49% | – |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -65,976 | – | -0.49% | – |
| USAC | Exit | USA Compression Partners LPunit ltd partn | $0 | – | -82,152 | – | -0.50% | – |
| XRAY | Exit | Dentsply Sirona Inc. | $0 | – | -26,164 | – | -0.50% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -26,250 | – | -0.54% | – |
| GLP | Exit | Global Partners LPunit ltd partn | $0 | – | -102,942 | – | -0.54% | – |
| SFL | Exit | Ship Finance International Ltd | $0 | – | -123,760 | – | -0.59% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -25,656 | – | -0.60% | – |
| BATS | Exit | Bats Global Market Inc. | $0 | – | -62,310 | – | -0.60% | – |
| TTE | Exit | Total SA ADRadr | $0 | – | -40,398 | – | -0.62% | – |
| Exit | Precinct Properties New Zealan | $0 | – | -2,090,200 | – | -0.64% | – | |
| SYF | Exit | Synchrony Financial | $0 | – | -71,538 | – | -0.65% | – |
| TNC | Exit | Tennant Co. | $0 | – | -31,350 | – | -0.66% | – |
| GVDNY | Exit | Givaudan SA ADRadr | $0 | – | -50,518 | – | -0.66% | – |
| LIFZF | Exit | Labrador Iron Ore Royalty Corp | $0 | – | -193,800 | – | -0.66% | – |
| SNN | Exit | Smith & Nephew PLC | $0 | – | -64,358 | – | -0.68% | – |
| Exit | St. Gobain SA | $0 | – | -51,724 | – | -0.72% | – | |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -43,108 | – | -0.72% | – |
| LECO | Exit | Lincoln Electric Holdings Inc. | $0 | – | -35,790 | – | -0.72% | – |
| EDPFY | Exit | Energias de Portugal, SA ADRadr | $0 | – | -66,996 | – | -0.73% | – |
| NDSN | Exit | Nordson Corp. | $0 | – | -22,646 | – | -0.73% | – |
| CDK | Exit | CDK Global Holdings LLC | $0 | – | -39,964 | – | -0.74% | – |
| HUBB | Exit | Hubbell Inc. | $0 | – | -21,350 | – | -0.74% | – |
| Exit | Genworth MI Canada Inc. | $0 | – | -92,374 | – | -0.76% | – | |
| Exit | Gaztransport et Technigaz SAS | $0 | – | -82,862 | – | -0.77% | – | |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -40,206 | – | -0.79% | – |
| UBA | Exit | Urstadt Biddle Properties Inc. | $0 | – | -110,736 | – | -0.79% | – |
| DCP | Exit | DCP Midstream Partners LPunit ltd partn | $0 | – | -71,152 | – | -0.81% | – |
| LEG | Exit | Leggett & Platt Inc. | $0 | – | -55,898 | – | -0.82% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -22,040 | – | -0.83% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -41,982 | – | -0.86% | – |
| O | Exit | Realty Income Corp. | $0 | – | -40,238 | – | -0.87% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -57,984 | – | -0.87% | – |
| PAA | Exit | Plains All American Pipeline Lunit ltd partn | $0 | – | -87,482 | – | -0.89% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -36,038 | – | -0.92% | – |
| Exit | Schneider Electric SA | $0 | – | -41,398 | – | -0.93% | – | |
| GOOD | Exit | Gladstone Commercial Corp. | $0 | – | -158,516 | – | -0.95% | – |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -39,166 | – | -0.98% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -11,036 | – | -0.98% | – |
| ITT | Exit | ITT Corp. | $0 | – | -85,572 | – | -0.99% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -43,194 | – | -0.99% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -22,220 | – | -1.02% | – |
| BCR | Exit | C.R. Bard Inc. | $0 | – | -14,730 | – | -1.06% | – |
| Exit | Commonwealth Bank of Australia | $0 | – | -60,306 | – | -1.08% | – | |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -54,588 | – | -1.10% | – |
| XYL | Exit | Xylem, Inc. | $0 | – | -65,394 | – | -1.10% | – |
| OKS | Exit | ONEOK Partners LPunit ltd partn | $0 | – | -88,838 | – | -1.14% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -29,786 | – | -1.21% | – |
| PH | Exit | Parker Hannifin Corp. | $0 | – | -30,276 | – | -1.22% | – |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -9,206 | – | -1.25% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -34,298 | – | -1.28% | – |
| SXL | Exit | Sunoco Logistic Partners LPunit ltd partn | $0 | – | -143,220 | – | -1.31% | – |
| GWW | Exit | Grainger, WW Inc. | $0 | – | -18,182 | – | -1.32% | – |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -27,308 | – | -1.32% | – |
| GGG | Exit | Graco, Inc. | $0 | – | -57,110 | – | -1.36% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -78,690 | – | -1.38% | – |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -44,754 | – | -1.40% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -37,014 | – | -1.44% | – |
| PAYX | Exit | Paychex, Inc. | $0 | – | -77,654 | – | -1.45% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -164,174 | – | -1.46% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -108,240 | – | -1.55% | – |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -87,862 | – | -1.55% | – |
| BMS | Exit | Bemis Co. Inc. | $0 | – | -96,306 | – | -1.58% | – |
| APU | Exit | Amerigas Partners LPunit ltd partn | $0 | – | -107,772 | – | -1.59% | – |
| ATR | Exit | Aptargroup, Inc. | $0 | – | -63,558 | – | -1.59% | – |
| MKC | Exit | McCormick & Company, Inc. | $0 | – | -49,930 | – | -1.61% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -52,864 | – | -1.62% | – |
| TCP | Exit | TC Pipelines LPunit ltd partn | $0 | – | -93,324 | – | -1.72% | – |
| BPL | Exit | Buckeye Partners LPunit ltd partn | $0 | – | -75,646 | – | -1.74% | – |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -131,620 | – | -1.86% | – |
| MNR | Exit | Monmouth Real Estate Investmen | $0 | – | -428,434 | – | -1.97% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -97,854 | – | -2.02% | – |
| OMC | Exit | Omnicom Group | $0 | – | -74,182 | – | -2.03% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -63,506 | – | -2.04% | – |
| ADP | Exit | Automatic Data Processing Inc. | $0 | – | -72,724 | – | -2.07% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -184,454 | – | -2.26% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -96,250 | – | -2.30% | – |
| INGR | Exit | Ingredion Inc. | $0 | – | -54,282 | – | -2.33% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| INGR | Buy | Ingredion Inc. | $7,223,000 | +85.9% | 54,282 | +80.8% | 2.33% | +3.2% |
| CL | Buy | Colgate-Palmolive Co. | $7,136,000 | +85.8% | 96,250 | +83.4% | 2.30% | +3.1% |
| HRL | Buy | Hormel Foods Corp. | $6,996,000 | +88.9% | 184,454 | +82.3% | 2.26% | +4.9% |
| ADP | Buy | Automatic Data Processing Inc. | $6,414,000 | +68.3% | 72,724 | +75.3% | 2.07% | -6.6% |
| FISV | Buy | Fiserv Inc. | $6,317,000 | +65.9% | 63,506 | +81.4% | 2.04% | -7.9% |
| OMC | Buy | Omnicom Group | $6,305,000 | +88.9% | 74,182 | +81.1% | 2.03% | +4.9% |
| GIS | Buy | General Mills Inc. | $6,251,000 | +59.3% | 97,854 | +77.9% | 2.02% | -11.5% |
| MNR | Buy | Monmouth Real Estate Investmen | $6,114,000 | +83.5% | 428,434 | +70.5% | 1.97% | +1.8% |
| HEINY | Buy | Heineken NV ADRadr | $5,773,000 | +69.4% | 131,620 | +78.9% | 1.86% | -6.0% |
| BPL | Buy | Buckeye Partners LPunit ltd partn | $5,416,000 | +91.4% | 75,646 | +88.0% | 1.74% | +6.2% |
| TCP | Buy | TC Pipelines LPunit ltd partn | $5,322,000 | +82.4% | 93,324 | +83.2% | 1.72% | +1.2% |
| PAC | Buy | Grupo Aeroportuario Del Pacifiadr | $5,020,000 | +73.1% | 52,864 | +87.1% | 1.62% | -3.9% |
| MKC | Buy | McCormick & Company, Inc. | $4,989,000 | +62.8% | 49,930 | +73.9% | 1.61% | -9.6% |
| ATR | Buy | Aptargroup, Inc. | $4,920,000 | +66.2% | 63,558 | +69.9% | 1.59% | -7.7% |
| APU | Buy | Amerigas Partners LPunit ltd partn | $4,921,000 | +83.6% | 107,772 | +87.8% | 1.59% | +1.9% |
| BMS | Buy | Bemis Co. Inc. | $4,913,000 | +75.2% | 96,306 | +76.9% | 1.58% | -2.8% |
| PB | Buy | Prosperity Bancshares Inc. | $4,823,000 | +92.8% | 87,862 | +79.1% | 1.55% | +7.0% |
| TD | Buy | Toronto Dominion Bank | $4,806,000 | +80.0% | 108,240 | +74.0% | 1.55% | -0.1% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $4,536,000 | +72.1% | 164,174 | +82.3% | 1.46% | -4.4% |
| PAYX | Buy | Paychex, Inc. | $4,494,000 | +58.4% | 77,654 | +62.9% | 1.45% | -12.1% |
| PX | Buy | Praxair, Inc. | $4,472,000 | +91.1% | 37,014 | +77.8% | 1.44% | +6.0% |
| NSC | Buy | Norfolk & Southern Corp. | $4,344,000 | +103.6% | 44,754 | +78.5% | 1.40% | +13.0% |
| EMR | Buy | Emerson Electric Co. | $4,289,000 | +86.6% | 78,690 | +78.5% | 1.38% | +3.5% |
| GGG | Buy | Graco, Inc. | $4,226,000 | +72.2% | 57,110 | +83.8% | 1.36% | -4.4% |
| APD | Buy | Air Products & Chemicals Inc. | $4,105,000 | +90.1% | 27,308 | +79.7% | 1.32% | +5.5% |
| GWW | Buy | Grainger, WW Inc. | $4,088,000 | +73.2% | 18,182 | +75.1% | 1.32% | -3.9% |
| SXL | Buy | Sunoco Logistic Partners LPunit ltd partn | $4,069,000 | +84.6% | 143,220 | +86.8% | 1.31% | +2.4% |
| MCD | Buy | McDonald's Corp. | $3,957,000 | +73.3% | 34,298 | +80.8% | 1.28% | -3.8% |
| MTD | Buy | Mettler-Toledo International, | $3,865,000 | +107.9% | 9,206 | +80.8% | 1.25% | +15.5% |
| PH | Buy | Parker Hannifin Corp. | $3,801,000 | +99.6% | 30,276 | +71.8% | 1.22% | +10.8% |
| KMB | Buy | Kimberly-Clark Corp. | $3,757,000 | +72.3% | 29,786 | +87.8% | 1.21% | -4.3% |
| OKS | Buy | ONEOK Partners LPunit ltd partn | $3,549,000 | +78.1% | 88,838 | +78.5% | 1.14% | -1.1% |
| XYL | Buy | Xylem, Inc. | $3,430,000 | +85.9% | 65,394 | +58.3% | 1.10% | +3.2% |
| USPH | Buy | US Physical Therapy Inc. | $3,423,000 | +86.1% | 54,588 | +78.7% | 1.10% | +3.3% |
| Buy | Commonwealth Bank of Australia | $3,341,000 | +81.1% | 60,306 | +81.0% | 1.08% | +0.6% | |
| BCR | Buy | C.R. Bard Inc. | $3,304,000 | +79.6% | 14,730 | +88.2% | 1.06% | -0.3% |
| IFF | Buy | International Flavors & Fragra | $3,177,000 | +102.1% | 22,220 | +78.2% | 1.02% | +12.2% |
| NGG | Buy | National Grid PLC ADSadr | $3,072,000 | +80.1% | 43,194 | +88.2% | 0.99% | -0.1% |
| ITT | Buy | ITT Corp. | $3,067,000 | +88.4% | 85,572 | +68.1% | 0.99% | +4.6% |
| SHW | Buy | Sherwin-Williams Co. | $3,053,000 | +25.1% | 11,036 | +32.8% | 0.98% | -30.6% |
| AVY | Buy | Avery Dennison Corp. | $3,047,000 | +92.8% | 39,166 | +85.2% | 0.98% | +7.1% |
| GOOD | Buy | Gladstone Commercial Corp. | $2,953,000 | +102.4% | 158,516 | +83.5% | 0.95% | +12.4% |
| Buy | Schneider Electric SA | $2,887,000 | +87.2% | 41,398 | +58.3% | 0.93% | +3.9% | |
| NVS | Buy | Novartis AG ADRadr | $2,846,000 | +80.6% | 36,038 | +88.7% | 0.92% | +0.2% |
| PAA | Buy | Plains All American Pipeline Lunit ltd partn | $2,748,000 | +106.6% | 87,482 | +80.9% | 0.89% | +14.8% |
| JCI | New | Johnson Controls International | $2,698,000 | – | 57,984 | – | 0.87% | – |
| O | Buy | Realty Income Corp. | $2,693,000 | +93.0% | 40,238 | +100.0% | 0.87% | +7.2% |
| APC | Buy | Anadarko Petroleum Corp. | $2,660,000 | +108.5% | 41,982 | +75.2% | 0.86% | +15.7% |
| HON | Buy | Honeywell International Inc. | $2,570,000 | +78.2% | 22,040 | +77.7% | 0.83% | -1.1% |
| LEG | Buy | Leggett & Platt Inc. | $2,548,000 | +65.9% | 55,898 | +86.0% | 0.82% | -8.0% |
| DCP | Buy | DCP Midstream Partners LPunit ltd partn | $2,514,000 | +126.3% | 71,152 | +120.8% | 0.81% | +25.6% |
| UBA | Buy | Urstadt Biddle Properties Inc. | $2,461,000 | +65.5% | 110,736 | +84.5% | 0.79% | -8.1% |
| CPK | Buy | Chesapeake Utilities Corp. | $2,455,000 | +96.4% | 40,206 | +112.9% | 0.79% | +9.0% |
| Buy | Gaztransport et Technigaz SAS | $2,395,000 | +86.7% | 82,862 | +96.6% | 0.77% | +3.6% | |
| Buy | Genworth MI Canada Inc. | $2,373,000 | +83.1% | 92,374 | +81.9% | 0.76% | +1.6% | |
| HUBB | Buy | Hubbell Inc. | $2,300,000 | +79.8% | 21,350 | +76.0% | 0.74% | -0.3% |
| CDK | Buy | CDK Global Holdings LLC | $2,292,000 | +79.1% | 39,964 | +73.3% | 0.74% | -0.5% |
| NDSN | Buy | Nordson Corp. | $2,256,000 | +114.4% | 22,646 | +80.0% | 0.73% | +19.0% |
| EDPFY | Buy | Energias de Portugal, SA ADRadr | $2,252,000 | +104.0% | 66,996 | +86.2% | 0.73% | +13.3% |
| VZ | Buy | Verizon Communications Inc. | $2,241,000 | +141.2% | 43,108 | +159.2% | 0.72% | +34.0% |
| LECO | Buy | Lincoln Electric Holdings Inc. | $2,241,000 | +73.6% | 35,790 | +63.8% | 0.72% | -3.7% |
| Buy | St. Gobain SA | $2,236,000 | +93.4% | 51,724 | +70.8% | 0.72% | +7.5% | |
| SNN | Buy | Smith & Nephew PLC | $2,110,000 | +78.1% | 64,358 | +86.5% | 0.68% | -1.2% |
| LIFZF | Buy | Labrador Iron Ore Royalty Corp | $2,050,000 | +92.5% | 193,800 | +73.9% | 0.66% | +7.0% |
| GVDNY | Buy | Givaudan SA ADRadr | $2,052,000 | +79.4% | 50,518 | +77.4% | 0.66% | -0.5% |
| TNC | Buy | Tennant Co. | $2,031,000 | +106.4% | 31,350 | +71.7% | 0.66% | +14.7% |
| SYF | Buy | Synchrony Financial | $2,003,000 | +105.4% | 71,538 | +85.5% | 0.65% | +14.1% |
| Buy | Precinct Properties New Zealan | $1,976,000 | +89.6% | 2,090,200 | +77.9% | 0.64% | +5.3% | |
| TTE | Buy | Total SA ADRadr | $1,927,000 | +92.5% | 40,398 | +94.0% | 0.62% | +6.9% |
| BATS | Buy | Bats Global Market Inc. | $1,877,000 | +77.2% | 62,310 | +51.1% | 0.60% | -1.6% |
| OXY | Buy | Occidental Petroleum Corp. | $1,871,000 | +73.9% | 25,656 | +80.1% | 0.60% | -3.5% |
| SFL | New | Ship Finance International Ltd | $1,823,000 | – | 123,760 | – | 0.59% | – |
| GLP | Buy | Global Partners LPunit ltd partn | $1,661,000 | +112.7% | 102,942 | +80.7% | 0.54% | +17.8% |
| MO | Buy | Altria Group, Inc. | $1,660,000 | +63.5% | 26,250 | +78.3% | 0.54% | -9.2% |
| XRAY | Buy | Dentsply Sirona Inc. | $1,555,000 | +70.3% | 26,164 | +77.8% | 0.50% | -5.5% |
| USAC | Buy | USA Compression Partners LPunit ltd partn | $1,543,000 | +124.6% | 82,152 | +75.2% | 0.50% | +24.6% |
| KMI | Buy | Kinder Morgan, Inc. | $1,526,000 | +102.7% | 65,976 | +64.0% | 0.49% | +12.6% |
| CMI | Buy | Cummins Inc. | $1,525,000 | +105.8% | 11,904 | +80.7% | 0.49% | +14.2% |
| APA | Buy | Apache Corp. | $1,431,000 | +101.5% | 22,410 | +75.8% | 0.46% | +11.9% |
| ITW | Buy | Illinois Tool Works Inc. | $1,427,000 | +104.7% | 11,910 | +78.0% | 0.46% | +13.6% |
| Buy | Vermilion Energy Trust | $1,412,000 | +100.6% | 36,528 | +64.4% | 0.46% | +11.2% | |
| OGS | Buy | ONE Gas, Inc. | $1,403,000 | +85.6% | 22,694 | +100.0% | 0.45% | +3.0% |
| SPH | Buy | Suburban Propane Partners LPunit ltd partn | $1,358,000 | +71.5% | 40,770 | +71.8% | 0.44% | -4.8% |
| CMCSA | Buy | Comcast Corp. | $1,342,000 | +29.2% | 20,222 | +26.9% | 0.43% | -28.2% |
| FBK | New | FB Financial Corp. | $1,337,000 | – | 66,270 | – | 0.43% | – |
| CLX | Buy | The Clorox Co. | $1,314,000 | +39.8% | 10,494 | +54.5% | 0.42% | -22.5% |
| LKQ | Buy | LKQ Corp. | $1,299,000 | +93.0% | 36,626 | +72.6% | 0.42% | +7.2% |
| Buy | H&R REIT | $1,269,000 | +67.9% | 74,352 | +70.4% | 0.41% | -6.8% | |
| AHH | Buy | Armada Hoffler Properties, Inc | $1,248,000 | +105.3% | 93,100 | +110.4% | 0.40% | +13.9% |
| Buy | Reckitt Benckiser PLC | $1,220,000 | +67.6% | 12,930 | +77.9% | 0.39% | -7.1% | |
| ERF | Buy | Enerplus Resources Fund Trust | $1,217,000 | +79.5% | 189,854 | +83.8% | 0.39% | -0.5% |
| Buy | Cominar REIT | $1,210,000 | +53.9% | 104,220 | +72.0% | 0.39% | -14.5% | |
| MMLP | Buy | Martin Midstream Partners LPunit ltd partn | $1,152,000 | +50.4% | 57,506 | +73.5% | 0.37% | -16.6% |
| FGPRQ | Buy | Ferrellgas Partners LPunit ltd partn | $1,108,000 | +20.6% | 95,180 | +91.3% | 0.36% | -33.1% |
| CHD | Buy | Church & Dwight Company, Inc. | $1,063,000 | +85.8% | 22,184 | +299.3% | 0.34% | +3.3% |
| YNDX | Buy | Yandex NV | $1,011,000 | +79.9% | 48,020 | +86.8% | 0.33% | 0.0% |
| FAST | Buy | Fastenal Co. | $961,000 | +63.7% | 23,010 | +73.9% | 0.31% | -9.1% |
| Buy | Bank of Ireland | $944,000 | +62.5% | 4,541,640 | +58.4% | 0.30% | -9.8% | |
| Buy | Credito Real Sofom ENR | $926,000 | +60.2% | 537,456 | +75.2% | 0.30% | -11.3% | |
| SBH | Buy | Sally Beauty Holdings Inc. | $921,000 | +4.3% | 35,864 | +19.5% | 0.30% | -42.1% |
| Buy | Crombie REIT | $908,000 | +31.6% | 83,420 | +42.8% | 0.29% | -26.9% | |
| MYGN | Buy | Myriad Genetics Inc. | $904,000 | +20.9% | 43,924 | +79.8% | 0.29% | -32.9% |
| ECL | Buy | Ecolab, Inc. | $835,000 | +104.2% | 6,860 | +99.1% | 0.27% | +13.5% |
| HAS | Buy | Hasbro Inc. | $830,000 | +244.4% | 10,460 | +264.8% | 0.27% | +90.7% |
| THR | Buy | Thermon Group Holdings, Inc. | $825,000 | +43.2% | 41,776 | +39.4% | 0.27% | -20.4% |
| Buy | Novolipetsk GDR | $802,000 | +63.3% | 61,730 | +63.5% | 0.26% | -9.5% | |
| IMO | Buy | Imperial Oil Ltd. | $764,000 | +98.4% | 24,396 | +100.0% | 0.25% | +9.8% |
| MPG | Buy | Metaldyne Performance Group, I | $722,000 | +90.0% | 45,560 | +64.7% | 0.23% | +5.4% |
| TGP | Buy | Teekay LNG Partners LPunit ltd partn | $715,000 | +76.1% | 47,240 | +31.1% | 0.23% | -2.5% |
| HF | Buy | HFF Inc. | $663,000 | +54.5% | 23,960 | +61.2% | 0.21% | -14.1% |
| SHO | Buy | Sunstone Hotel Investors Inc. | $622,000 | +75.7% | 48,636 | +66.0% | 0.20% | -2.9% |
| Buy | IMI PLC | $565,000 | +85.2% | 40,480 | +71.8% | 0.18% | +2.8% | |
| ALOT | Buy | AstroNova, Inc. | $543,000 | +74.6% | 36,694 | +79.8% | 0.18% | -3.3% |
| OKE | Buy | ONEOK Inc. | $536,000 | +116.1% | 10,438 | +100.0% | 0.17% | +20.1% |
| GSM | Buy | Ferroglobe PLC | $378,000 | +71.0% | 41,880 | +62.9% | 0.12% | -4.7% |
| PGHEF | Buy | Pengrowth Energy Trust | $361,000 | +45.0% | 227,038 | +67.5% | 0.12% | -20.0% |
| Buy | WPT Industrial REIT | $257,000 | +74.8% | 22,830 | +71.1% | 0.08% | -2.4% | |
| ROSYY | Buy | Rostelecom Long Distance ADRadr | $226,000 | +21.5% | 30,200 | +40.8% | 0.07% | -32.4% |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $170,000 | – | 59,272 | – | 0.06% | – |
| CLMT | Buy | Calumet Specialty Products Parunit ltd partn | $99,000 | +1.0% | 21,844 | +9.2% | 0.03% | -43.9% |
| DIAGF | Buy | Spectral Medical Inc. | $49,000 | +226.7% | 40,000 | +100.0% | 0.02% | +77.8% |
| BBEPQ | Buy | Breitburn Energy Partners LPunit ltd partn | $8,000 | +60.0% | 122,778 | +81.9% | 0.00% | 0.0% |
| Exit | Lakeview Hotel Investment Co. | $0 | – | -23,294 | – | -0.00% | – | |
| Exit | Lakeview Hotel Investment Corp | $0 | – | -73,900 | – | -0.01% | – | |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -34,183 | – | -0.03% | – |
| QIWI | Exit | Qiwi PLC | $0 | – | -11,693 | – | -0.09% | – |
| CRTO | Exit | Criteo SA ADSadr | $0 | – | -4,568 | – | -0.12% | – |
| Exit | Partners REIT | $0 | – | -78,769 | – | -0.12% | – | |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -2,386 | – | -0.13% | – |
| SSL | Exit | Sasol Ltd. ADRadr | $0 | – | -10,167 | – | -0.16% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -3,322 | – | -0.18% | – |
| JCI | Exit | Johnson Controls Inc. | $0 | – | -39,313 | – | -1.01% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GIS | New | General Mills Inc. | $3,923,000 | – | 55,007 | – | 2.28% | – |
| INGR | New | Ingredion Inc. | $3,885,000 | – | 30,021 | – | 2.26% | – |
| CL | New | Colgate-Palmolive Co. | $3,841,000 | – | 52,470 | – | 2.23% | – |
| ADP | New | Automatic Data Processing Inc. | $3,810,000 | – | 41,477 | – | 2.21% | – |
| FISV | New | Fiserv Inc. | $3,808,000 | – | 35,018 | – | 2.21% | – |
| HRL | New | Hormel Foods Corp. | $3,703,000 | – | 101,167 | – | 2.15% | – |
| HEINY | New | Heineken NV ADRadr | $3,408,000 | – | 73,575 | – | 1.98% | – |
| OMC | New | Omnicom Group | $3,337,000 | – | 40,951 | – | 1.94% | – |
| MNR | New | Monmouth Real Estate Investmen | $3,332,000 | – | 251,247 | – | 1.94% | – |
| MKC | New | McCormick & Co. Inc. | $3,064,000 | – | 28,720 | – | 1.78% | – |
| ATR | New | Aptargroup, Inc. | $2,961,000 | – | 37,414 | – | 1.72% | – |
| TCP | New | TC Pipelines LPunit ltd partn | $2,917,000 | – | 50,947 | – | 1.69% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $2,900,000 | – | 28,252 | – | 1.68% | – |
| PAYX | New | Paychex, Inc. | $2,837,000 | – | 47,682 | – | 1.65% | – |
| BPL | New | Buckeye Partners LPunit ltd partn | $2,829,000 | – | 40,228 | – | 1.64% | – |
| BMS | New | Bemis Co. Inc. | $2,804,000 | – | 54,448 | – | 1.63% | – |
| APU | New | Amerigas Partners LPunit ltd partn | $2,680,000 | – | 57,381 | – | 1.56% | – |
| TD | New | Toronto Dominion Bank | $2,670,000 | – | 62,202 | – | 1.55% | – |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $2,635,000 | – | 90,067 | – | 1.53% | – |
| PB | New | Prosperity Bancshares Inc. | $2,502,000 | – | 49,066 | – | 1.45% | – |
| GGG | New | Graco, Inc. | $2,454,000 | – | 31,065 | – | 1.42% | – |
| SHW | New | Sherwin-Williams Co. | $2,440,000 | – | 8,308 | – | 1.42% | – |
| GWW | New | Grainger, WW Inc. | $2,360,000 | – | 10,386 | – | 1.37% | – |
| PX | New | Praxair, Inc. | $2,340,000 | – | 20,817 | – | 1.36% | – |
| EMR | New | Emerson Electric Co. | $2,299,000 | – | 44,075 | – | 1.34% | – |
| MCD | New | McDonald's Corp. | $2,283,000 | – | 18,969 | – | 1.33% | – |
| SXL | New | Sunoco Logistic Partners LPunit ltd partn | $2,204,000 | – | 76,650 | – | 1.28% | – |
| KMB | New | Kimberly-Clark Corp. | $2,181,000 | – | 15,863 | – | 1.27% | – |
| APD | New | Air Products & Chemicals Inc. | $2,159,000 | – | 15,199 | – | 1.25% | – |
| NSC | New | Norfolk & Southern Corp. | $2,134,000 | – | 25,072 | – | 1.24% | – |
| OKS | New | ONEOK Partners LPunit ltd partn | $1,993,000 | – | 49,759 | – | 1.16% | – |
| PH | New | Parker Hannifin Corp. | $1,904,000 | – | 17,618 | – | 1.11% | – |
| MTD | New | Mettler-Toledo International, | $1,859,000 | – | 5,093 | – | 1.08% | – |
| XYL | New | Xylem, Inc. | $1,845,000 | – | 41,312 | – | 1.07% | – |
| New | Commonwealth Bank of Australia | $1,845,000 | – | 33,313 | – | 1.07% | – | |
| BCR | New | C.R. Bard Inc. | $1,840,000 | – | 7,825 | – | 1.07% | – |
| USPH | New | US Physical Therapy Inc. | $1,839,000 | – | 30,544 | – | 1.07% | – |
| JCI | New | Johnson Controls Inc. | $1,740,000 | – | 39,313 | – | 1.01% | – |
| NGG | New | National Grid PLC ADSadr | $1,706,000 | – | 22,957 | – | 0.99% | – |
| ITT | New | ITT Corp. | $1,628,000 | – | 50,909 | – | 0.94% | – |
| AVY | New | Avery Dennison Corp. | $1,580,000 | – | 21,143 | – | 0.92% | – |
| NVS | New | Novartis AG ADRadr | $1,576,000 | – | 19,099 | – | 0.92% | – |
| IFF | New | International Flavors & Fragra | $1,572,000 | – | 12,470 | – | 0.91% | – |
| New | Schneider Electric SA | $1,542,000 | – | 26,154 | – | 0.90% | – | |
| LEG | New | Leggett & Platt Inc. | $1,536,000 | – | 30,049 | – | 0.89% | – |
| UBA | New | Urstadt Biddle Properties Inc. | $1,487,000 | – | 60,008 | – | 0.86% | – |
| GOOD | New | Gladstone Commerical Corp. | $1,459,000 | – | 86,408 | – | 0.85% | – |
| HON | New | Honeywell International Inc. | $1,442,000 | – | 12,400 | – | 0.84% | – |
| O | New | Realty Income Corp. | $1,395,000 | – | 20,119 | – | 0.81% | – |
| PAA | New | Plains All American Pipeline Lunit ltd partn | $1,330,000 | – | 48,372 | – | 0.77% | – |
| New | Genworth MI Canada Inc. | $1,296,000 | – | 50,787 | – | 0.75% | – | |
| LECO | New | Lincoln Electric Holdings Inc. | $1,291,000 | – | 21,855 | – | 0.75% | – |
| New | Gaztransport et Technigaz SAS | $1,283,000 | – | 42,146 | – | 0.74% | – | |
| CDK | New | CDK Global Holdings LLC | $1,280,000 | – | 23,067 | – | 0.74% | – |
| HUBB | New | Hubbell Inc. | $1,279,000 | – | 12,130 | – | 0.74% | – |
| APC | New | Anadarko Petroleum Corp. | $1,276,000 | – | 23,956 | – | 0.74% | – |
| CPK | New | Chesapeake Utilities Corp. | $1,250,000 | – | 18,887 | – | 0.73% | – |
| SNN | New | Smith & Nephew PLC | $1,185,000 | – | 34,514 | – | 0.69% | – |
| New | St. Gobain SA | $1,156,000 | – | 30,287 | – | 0.67% | – | |
| GVDNY | New | Givaudan SA ADRadr | $1,144,000 | – | 28,469 | – | 0.66% | – |
| DCP | New | DCP Midstream Partners LPunit ltd partn | $1,111,000 | – | 32,226 | – | 0.64% | – |
| EDPFY | New | Energias de Portugal, SA ADRadr | $1,104,000 | – | 35,983 | – | 0.64% | – |
| OXY | New | Occidental Petroleum Corp. | $1,076,000 | – | 14,243 | – | 0.62% | – |
| LIFZF | New | Labrador Iron Ore Royalty Corp | $1,065,000 | – | 111,425 | – | 0.62% | – |
| BATS | New | Bats Global Market Inc. | $1,059,000 | – | 41,240 | – | 0.62% | – |
| NDSN | New | Nordson Corp. | $1,052,000 | – | 12,578 | – | 0.61% | – |
| New | Precinct Properties New Zealan | $1,042,000 | – | 1,175,180 | – | 0.60% | – | |
| CMCSA | New | Comcast Corp. | $1,039,000 | – | 15,932 | – | 0.60% | – |
| MO | New | Altria Group, Inc. | $1,015,000 | – | 14,725 | – | 0.59% | – |
| TTE | New | Total SA ADRadr | $1,001,000 | – | 20,819 | – | 0.58% | – |
| TNC | New | Tennant Co. | $984,000 | – | 18,260 | – | 0.57% | – |
| SYF | New | Synchrony Financial | $975,000 | – | 38,564 | – | 0.57% | – |
| CLX | New | The Clorox Co. | $940,000 | – | 6,792 | – | 0.55% | – |
| VZ | New | Verizon Communications Inc. | $929,000 | – | 16,634 | – | 0.54% | – |
| FGPRQ | New | Ferrellgas Partners LPunit ltd partn | $919,000 | – | 49,750 | – | 0.53% | – |
| XRAY | New | Dentsply Sirona Inc. | $913,000 | – | 14,717 | – | 0.53% | – |
| SBH | New | Sally Beauty Holdings Inc. | $883,000 | – | 30,022 | – | 0.51% | – |
| SPH | New | Suburban Propane Partners LPunit ltd partn | $792,000 | – | 23,725 | – | 0.46% | – |
| New | Cominar REIT | $786,000 | – | 60,580 | – | 0.46% | – | |
| GLP | New | Global Partners LPunit ltd partn | $781,000 | – | 56,966 | – | 0.45% | – |
| MMLP | New | Martin Midstream Partners LPunit ltd partn | $766,000 | – | 33,148 | – | 0.44% | – |
| OGS | New | ONE Gas, Inc. | $756,000 | – | 11,347 | – | 0.44% | – |
| New | H&R REIT | $756,000 | – | 43,645 | – | 0.44% | – | |
| KMI | New | Kinder Morgan, Inc. | $753,000 | – | 40,232 | – | 0.44% | – |
| MYGN | New | Myriad Genetics Inc. | $748,000 | – | 24,432 | – | 0.43% | – |
| CMI | New | Cummins Inc. | $741,000 | – | 6,587 | – | 0.43% | – |
| New | Reckitt Benckiser PLC | $728,000 | – | 7,270 | – | 0.42% | – | |
| APA | New | Apache Corp. | $710,000 | – | 12,750 | – | 0.41% | – |
| New | Vermilion Energy Trust | $704,000 | – | 22,224 | – | 0.41% | – | |
| ITW | New | Illinois Tool Works Inc. | $697,000 | – | 6,690 | – | 0.40% | – |
| New | Crombie REIT | $690,000 | – | 58,410 | – | 0.40% | – | |
| USAC | New | USA Compression Partners LPunit ltd partn | $687,000 | – | 46,886 | – | 0.40% | – |
| ERF | New | Enerplus Resources Fund Trust | $678,000 | – | 103,272 | – | 0.39% | – |
| LKQ | New | LKQ Corp. | $673,000 | – | 21,223 | – | 0.39% | – |
| AHH | New | Armada Hoffler Properties, Inc | $608,000 | – | 44,255 | – | 0.35% | – |
| FAST | New | Fastenal Co. | $587,000 | – | 13,230 | – | 0.34% | – |
| New | Bank of Ireland | $581,000 | – | 2,866,810 | – | 0.34% | – | |
| New | Credito Real Sofom ENR | $578,000 | – | 306,783 | – | 0.34% | – | |
| THR | New | Thermon Group Holdings, Inc. | $576,000 | – | 29,973 | – | 0.33% | – |
| CHD | New | Church & Dwight Co., Inc. | $572,000 | – | 5,556 | – | 0.33% | – |
| YNDX | New | Yandex NV | $562,000 | – | 25,713 | – | 0.33% | – |
| New | Novolipetsk GDRadr | $491,000 | – | 37,765 | – | 0.28% | – | |
| HF | New | HFF Inc. | $429,000 | – | 14,860 | – | 0.25% | – |
| ECL | New | Ecolab, Inc. | $409,000 | – | 3,445 | – | 0.24% | – |
| TGP | New | Teekay LNG Partners LPunit ltd partn | $406,000 | – | 36,046 | – | 0.24% | – |
| IMO | New | Imperial Oil Ltd. | $385,000 | – | 12,198 | – | 0.22% | – |
| MPG | New | Metaldyne Performance Group, I | $380,000 | – | 27,670 | – | 0.22% | – |
| SHO | New | Sunstone Hotel Investors Inc. | $354,000 | – | 29,292 | – | 0.21% | – |
| AAPL | New | Apple Inc. | $318,000 | – | 3,322 | – | 0.18% | – |
| ALOT | New | AstroNova, Inc. | $311,000 | – | 20,407 | – | 0.18% | – |
| New | IMI PLC | $305,000 | – | 23,560 | – | 0.18% | – | |
| SSL | New | Sasol Ltd. ADRadr | $276,000 | – | 10,167 | – | 0.16% | – |
| PGHEF | New | Pengrowth Energy Trust | $249,000 | – | 135,519 | – | 0.14% | – |
| OKE | New | ONEOK Inc. | $248,000 | – | 5,219 | – | 0.14% | – |
| HAS | New | Hasbro Inc. | $241,000 | – | 2,867 | – | 0.14% | – |
| XOM | New | Exxon Mobil Corp. | $224,000 | – | 2,386 | – | 0.13% | – |
| GSM | New | Ferroglobe PLC | $221,000 | – | 25,710 | – | 0.13% | – |
| New | Partners REIT | $213,000 | – | 78,769 | – | 0.12% | – | |
| CRTO | New | Criteo SA ADSadr | $210,000 | – | 4,568 | – | 0.12% | – |
| ROSYY | New | Rostelecom Long Distance ADRadr | $186,000 | – | 21,455 | – | 0.11% | – |
| QIWI | New | Qiwi PLC | $153,000 | – | 11,693 | – | 0.09% | – |
| New | WPT Industrial REIT | $147,000 | – | 13,345 | – | 0.08% | – | |
| CLMT | New | Calumet Specialty Products Parunit ltd partn | $98,000 | – | 19,997 | – | 0.06% | – |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $57,000 | – | 34,183 | – | 0.03% | – |
| DIAGF | New | Spectral Medical Inc. | $15,000 | – | 20,000 | – | 0.01% | – |
| New | Lakeview Hotel Investment Corp | $8,000 | – | 73,900 | – | 0.01% | – | |
| BBEPQ | New | Breitburn Energy Partners LPunit ltd partn | $5,000 | – | 67,509 | – | 0.00% | – |
| New | Lakeview Hotel Investment Co. | $2,000 | – | 23,294 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Temple Hotels Inc. REIT | $0 | – | -10,200 | – | -0.00% | – | |
| Exit | Lakeview Hotel Investment Co. | $0 | – | -32,602 | – | -0.01% | – | |
| DIAGF | Exit | Spectral Medical Inc. | $0 | – | -20,000 | – | -0.01% | – |
| Exit | Lakeview Hotel Investment Corp | $0 | – | -73,900 | – | -0.01% | – | |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -71,622 | – | -0.04% | – |
| PGHEF | Exit | Pengrowth Energy Trust | $0 | – | -128,909 | – | -0.07% | – |
| BBEPQ | Exit | Breitburn Energy Partners LPunit ltd partn | $0 | – | -71,192 | – | -0.09% | – |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -26,116 | – | -0.13% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -2,882 | – | -0.13% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -2,960 | – | -0.14% | – |
| Exit | Partners REIT | $0 | – | -102,618 | – | -0.16% | – | |
| SHPG | Exit | Shire PLC | $0 | – | -1,313 | – | -0.17% | – |
| QIWI | Exit | Qiwi PLC | $0 | – | -18,249 | – | -0.18% | – |
| YNDX | Exit | Yandex NV | $0 | – | -27,529 | – | -0.18% | – |
| DTE | Exit | DTE Energy Co. | $0 | – | -3,800 | – | -0.19% | – |
| MRO | Exit | Marathon Oil Corp. | $0 | – | -22,321 | – | -0.21% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -3,909 | – | -0.23% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -3,331 | – | -0.23% | – |
| ECL | Exit | Ecolab, Inc. | $0 | – | -3,370 | – | -0.23% | – |
| INFY | Exit | Infosys Ltd. ADRadr | $0 | – | -19,495 | – | -0.23% | – |
| SHO | Exit | Sunstone Hotel Investors Inc. | $0 | – | -28,236 | – | -0.23% | – |
| IMO | Exit | Imperial Oil Ltd. | $0 | – | -12,471 | – | -0.24% | – |
| HTS | Exit | Hatteras Financial Corp | $0 | – | -27,780 | – | -0.26% | – |
| CLMT | Exit | Calumet Specialty Products Par | $0 | – | -17,796 | – | -0.27% | – |
| MPG | Exit | Metaldyne Performance Group, I | $0 | – | -22,383 | – | -0.29% | – |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -99,794 | – | -0.30% | – |
| Exit | Gaztransport et Technigaz SAS | $0 | – | -10,522 | – | -0.34% | – | |
| GSM | Exit | Global Specialty Metals Inc. | $0 | – | -46,340 | – | -0.35% | – |
| LKQ | Exit | LKQ Corp. | $0 | – | -19,870 | – | -0.35% | – |
| Exit | Crombie REIT | $0 | – | -59,798 | – | -0.35% | – | |
| JWA | Exit | John Wiley & Sons Inc. A | $0 | – | -11,796 | – | -0.36% | – |
| Exit | Credito Real Sofom ENR | $0 | – | -309,702 | – | -0.37% | – | |
| SSL | Exit | Sasol Ltd. ADRadr | $0 | – | -21,864 | – | -0.38% | – |
| OGS | Exit | ONE Gas, Inc. | $0 | – | -14,486 | – | -0.41% | – |
| Exit | Reckitt Benckiser PLC | $0 | – | -7,276 | – | -0.41% | – | |
| Exit | H&R REIT | $0 | – | -43,153 | – | -0.41% | – | |
| USAC | Exit | USA Compression Partnersunit ltd partn | $0 | – | -45,870 | – | -0.41% | – |
| NDSN | Exit | Nordson Corp. | $0 | – | -11,195 | – | -0.44% | – |
| MOH | Exit | Molina Healthcare Inc. | $0 | – | -10,521 | – | -0.45% | – |
| SPH | Exit | Suburban Propane Partners LPunit ltd partn | $0 | – | -23,496 | – | -0.48% | – |
| SIRO | Exit | Sirona Dental Systems Inc. | $0 | – | -8,325 | – | -0.48% | – |
| Exit | Novolipetsk GDRadr | $0 | – | -67,865 | – | -0.48% | – | |
| DCP | Exit | DCP Midstream Partners LPunit ltd partn | $0 | – | -32,498 | – | -0.49% | – |
| SBH | Exit | Sally Beauty Holdings Inc. | $0 | – | -33,192 | – | -0.49% | – |
| CLX | Exit | The Clorox Co. | $0 | – | -6,877 | – | -0.49% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -18,362 | – | -0.49% | – |
| CHD | Exit | Church & Dwight Co., Inc. | $0 | – | -9,857 | – | -0.51% | – |
| Exit | Cominar REIT | $0 | – | -69,119 | – | -0.51% | – | |
| TGP | Exit | Teekay LNG Partners LPunit ltd partn | $0 | – | -36,602 | – | -0.54% | – |
| Exit | Precinct Properties New Zealan | $0 | – | -1,212,123 | – | -0.54% | – | |
| MMLP | Exit | Martin Midstream Partners LPunit ltd partn | $0 | – | -36,108 | – | -0.54% | – |
| THR | Exit | Thermon Group Holdings, Inc. | $0 | – | -43,114 | – | -0.55% | – |
| CMCSA | Exit | Comcast Corp. | $0 | – | -16,009 | – | -0.56% | – |
| MYGN | Exit | Myriad Genetics Inc. | $0 | – | -25,131 | – | -0.58% | – |
| GVDNY | Exit | Givaudan SA ADRadr | $0 | – | -29,224 | – | -0.59% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -8,964 | – | -0.60% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -17,961 | – | -0.60% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -14,813 | – | -0.61% | – |
| O | Exit | Realty Income Corp. | $0 | – | -20,712 | – | -0.61% | – |
| TNC | Exit | Tennant Co. | $0 | – | -17,815 | – | -0.62% | – |
| IFF | Exit | International Flavors & Fragra | $0 | – | -9,793 | – | -0.62% | – |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -19,538 | – | -0.64% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -11,060 | – | -0.65% | – |
| SYF | Exit | Synchrony Financial | $0 | – | -34,351 | – | -0.66% | – |
| UBA | Exit | Urstadt Biddle Properties A | $0 | – | -58,839 | – | -0.68% | – |
| Exit | Genworth MI Canada Inc. | $0 | – | -52,090 | – | -0.69% | – | |
| GOOD | Exit | Gladstone Commerical Corp. | $0 | – | -80,556 | – | -0.70% | – |
| CDK | Exit | CDK Global Holdings LLC | $0 | – | -24,091 | – | -0.71% | – |
| HUBA | Exit | Hubbell Inc. | $0 | – | -10,825 | – | -0.72% | – |
| SNN | Exit | Smith & Nephew PLC | $0 | – | -33,908 | – | -0.73% | – |
| TTE | Exit | Total SA ADRadr | $0 | – | -26,817 | – | -0.74% | – |
| Exit | Vermilion Energy Trust | $0 | – | -37,506 | – | -0.74% | – | |
| LEG | Exit | Leggett & Platt Inc. | $0 | – | -30,635 | – | -0.78% | – |
| EDPFY | Exit | Energias de Portugal, SA ADRadr | $0 | – | -36,968 | – | -0.83% | – |
| Exit | St. Gobain SA | $0 | – | -31,792 | – | -0.85% | – | |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -31,605 | – | -0.88% | – |
| XYL | Exit | Xylem, Inc. | $0 | – | -43,489 | – | -0.88% | – |
| LECO | Exit | Lincoln Electric Holdings Inc. | $0 | – | -27,572 | – | -0.89% | – |
| BCR | Exit | C.R. Bard Inc. | $0 | – | -7,922 | – | -0.91% | – |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -26,273 | – | -0.92% | – |
| FGPRQ | Exit | Ferrellgas Partners LPunit ltd partn | $0 | – | -75,537 | – | -0.92% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -22,329 | – | -0.96% | – |
| OKS | Exit | ONEOK Partners LPunit ltd partn | $0 | – | -53,270 | – | -0.96% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -27,108 | – | -1.01% | – |
| JCI | Exit | Johnson Controls Inc. | $0 | – | -41,651 | – | -1.06% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -16,170 | – | -1.09% | – |
| Exit | Commonwealth Bank of Australia | $0 | – | -34,540 | – | -1.09% | – | |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -19,517 | – | -1.11% | – |
| PH | Exit | Parker Hannifin Corp. | $0 | – | -18,446 | – | -1.11% | – |
| GLP | Exit | Global Partners LPunit ltd partn | $0 | – | -63,609 | – | -1.11% | – |
| Exit | Bank of Ireland | $0 | – | -4,932,181 | – | -1.18% | – | |
| PAA | Exit | Plains All American Pipeline Lunit ltd partn | $0 | – | -64,016 | – | -1.20% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -44,128 | – | -1.20% | – |
| ITT | Exit | ITT Corp. | $0 | – | -58,606 | – | -1.21% | – |
| Exit | Schneider Electric SA | $0 | – | -35,565 | – | -1.23% | – | |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -25,996 | – | -1.23% | – |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -15,774 | – | -1.24% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -9,547 | – | -1.32% | – |
| GGG | Exit | Graco, Inc. | $0 | – | -32,132 | – | -1.33% | – |
| SXL | Exit | Sunoco Logistic Partners LPunit ltd partn | $0 | – | -76,225 | – | -1.35% | – |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -7,709 | – | -1.36% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -21,611 | – | -1.36% | – |
| KMI | Exit | Kinder Morgan, Inc. | $0 | – | -80,247 | – | -1.37% | – |
| BMS | Exit | Bemis Co. Inc. | $0 | – | -56,785 | – | -1.39% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -22,804 | – | -1.39% | – |
| ATR | Exit | Aptargroup, Inc. | $0 | – | -35,592 | – | -1.45% | – |
| PAYX | Exit | Paychex, Inc. | $0 | – | -49,481 | – | -1.46% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -95,005 | – | -1.46% | – |
| APU | Exit | Amerigas Partners LPunit ltd partn | $0 | – | -57,368 | – | -1.47% | – |
| TCP | Exit | TC Pipelines LPunit ltd partn | $0 | – | -50,684 | – | -1.49% | – |
| INGR | Exit | Ingredion Inc. | $0 | – | -27,952 | – | -1.51% | – |
| MKC | Exit | McCormick & Co. Inc. | $0 | – | -29,877 | – | -1.52% | – |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -50,738 | – | -1.54% | – |
| MNR | Exit | Monmouth Real Estate Investmen | $0 | – | -258,170 | – | -1.56% | – |
| BPL | Exit | Buckeye Partners LPunit ltd partn | $0 | – | -42,797 | – | -1.57% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -64,712 | – | -1.58% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -29,726 | – | -1.60% | – |
| GWW | Exit | Grainger, WW Inc. | $0 | – | -12,935 | – | -1.72% | – |
| OMC | Exit | Omnicom Group | $0 | – | -43,433 | – | -1.77% | – |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -72,604 | – | -1.83% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -52,710 | – | -2.07% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -60,002 | – | -2.08% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -39,123 | – | -2.09% | – |
| ADP | Exit | Automatic Data Processing Inc. | $0 | – | -44,390 | – | -2.20% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -60,881 | – | -2.38% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HRL | Sell | Hormel Foods Corp. | $3,854,000 | -10.1% | 60,881 | -19.9% | 2.38% | +2.9% |
| ADP | Buy | Automatic Data Processing Inc. | $3,567,000 | +0.6% | 44,390 | +0.5% | 2.20% | +15.2% |
| FISV | Sell | Fiserv Inc. | $3,388,000 | -21.1% | 39,123 | -24.5% | 2.09% | -9.7% |
| GIS | Sell | General Mills Inc. | $3,368,000 | -4.1% | 60,002 | -4.8% | 2.08% | +9.8% |
| CL | Buy | Colgate-Palmolive Co. | $3,345,000 | -0.1% | 52,710 | +2.9% | 2.07% | +14.3% |
| HEINY | Sell | Heineken NV ADRadr | $2,962,000 | -2.2% | 72,604 | -9.1% | 1.83% | +11.9% |
| OMC | Sell | Omnicom Group | $2,862,000 | -7.7% | 43,433 | -2.7% | 1.77% | +5.6% |
| GWW | Sell | Grainger, WW Inc. | $2,781,000 | -14.7% | 12,935 | -6.1% | 1.72% | -2.3% |
| PAC | Sell | Grupo Aeroportuario Del Pacifiadr | $2,581,000 | +10.7% | 29,726 | -12.7% | 1.60% | +26.8% |
| TD | Buy | Toronto Dominion Bank | $2,551,000 | -6.8% | 64,712 | +0.5% | 1.58% | +6.7% |
| BPL | Buy | Buckeye Partners LPunit ltd partn | $2,537,000 | -19.3% | 42,797 | +0.6% | 1.57% | -7.7% |
| MNR | Buy | Monmouth Real Estate Investmen | $2,517,000 | +0.3% | 258,170 | +0.0% | 1.56% | +14.8% |
| PB | Sell | Prosperity Bancshares Inc. | $2,492,000 | -18.1% | 50,738 | -3.7% | 1.54% | -6.2% |
| MKC | Buy | McCormick & Co. Inc. | $2,455,000 | +2.2% | 29,877 | +0.7% | 1.52% | +17.0% |
| INGR | Sell | Ingredion Inc. | $2,440,000 | -20.6% | 27,952 | -27.4% | 1.51% | -9.2% |
| TCP | Buy | TC Pipelines LPunit ltd partn | $2,413,000 | -16.2% | 50,684 | +0.3% | 1.49% | -4.1% |
| APU | Buy | Amerigas Partners LPunit ltd partn | $2,382,000 | -8.6% | 57,368 | +0.6% | 1.47% | +4.6% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $2,366,000 | -16.5% | 95,005 | +0.2% | 1.46% | -4.4% |
| PAYX | Sell | Paychex, Inc. | $2,357,000 | -7.8% | 49,481 | -9.3% | 1.46% | +5.5% |
| ATR | Sell | Aptargroup, Inc. | $2,348,000 | -20.4% | 35,592 | -23.1% | 1.45% | -8.9% |
| MCD | Sell | McDonald's Corp. | $2,247,000 | -29.1% | 22,804 | -31.6% | 1.39% | -18.9% |
| BMS | Sell | Bemis Co. Inc. | $2,247,000 | -12.2% | 56,785 | -0.1% | 1.39% | +0.5% |
| KMI | Buy | Kinder Morgan, Inc. | $2,221,000 | -27.7% | 80,247 | +0.2% | 1.37% | -17.3% |
| PX | Buy | Praxair, Inc. | $2,201,000 | -14.6% | 21,611 | +0.2% | 1.36% | -2.3% |
| MTD | Sell | Mettler-Toledo International, | $2,195,000 | -45.5% | 7,709 | -34.7% | 1.36% | -37.6% |
| SXL | Buy | Sunoco Logistic Partners LPunit ltd partn | $2,185,000 | -24.2% | 76,225 | +0.6% | 1.35% | -13.2% |
| GGG | Sell | Graco, Inc. | $2,154,000 | -31.3% | 32,132 | -27.2% | 1.33% | -21.3% |
| SHW | Sell | Sherwin-Williams Co. | $2,127,000 | -44.4% | 9,547 | -31.3% | 1.32% | -36.4% |
| APD | Buy | Air Products & Chemicals Inc. | $2,012,000 | -6.5% | 15,774 | +0.3% | 1.24% | +7.0% |
| NSC | Sell | Norfolk & Southern Corp. | $1,986,000 | -33.5% | 25,996 | -23.9% | 1.23% | -23.9% |
| Buy | Schneider Electric SA | $1,985,000 | -18.8% | 35,565 | +0.4% | 1.23% | -7.1% | |
| ITT | Buy | ITT Corp. | $1,959,000 | -20.0% | 58,606 | +0.1% | 1.21% | -8.5% |
| EMR | Buy | Emerson Electric Co. | $1,949,000 | -20.0% | 44,128 | +0.4% | 1.20% | -8.4% |
| PAA | Buy | Plains All American Pipeline Lunit ltd partn | $1,945,000 | -30.0% | 64,016 | +0.4% | 1.20% | -19.9% |
| Sell | Bank of Ireland | $1,913,000 | -4.9% | 4,932,181 | -0.5% | 1.18% | +8.9% | |
| GLP | Buy | Global Partners LPunit ltd partn | $1,802,000 | -12.2% | 63,609 | +0.5% | 1.11% | +0.5% |
| PH | Sell | Parker Hannifin Corp. | $1,795,000 | -23.3% | 18,446 | -8.3% | 1.11% | -12.2% |
| NVS | Buy | Novartis AG ADRadr | $1,794,000 | +29.8% | 19,517 | +38.9% | 1.11% | +48.5% |
| Buy | Commonwealth Bank of Australia | $1,764,000 | -21.2% | 34,540 | +0.9% | 1.09% | -9.8% | |
| KMB | Buy | Kimberly-Clark Corp. | $1,763,000 | +11.2% | 16,170 | +8.0% | 1.09% | +27.2% |
| JCI | Sell | Johnson Controls Inc. | $1,723,000 | -16.5% | 41,651 | -0.0% | 1.06% | -4.4% |
| APC | Buy | Anadarko Petroleum Corp. | $1,637,000 | -21.9% | 27,108 | +1.0% | 1.01% | -10.6% |
| OKS | Buy | ONEOK Partners LPunit ltd partn | $1,559,000 | -8.6% | 53,270 | +6.3% | 0.96% | +4.7% |
| NGG | Buy | National Grid PLC ADSadr | $1,555,000 | +68.5% | 22,329 | +56.1% | 0.96% | +92.6% |
| FGPRQ | Buy | Ferrellgas Partners LPunit ltd partn | $1,492,000 | -12.2% | 75,537 | +0.1% | 0.92% | +0.4% |
| AVY | Sell | Avery Dennison Corp. | $1,486,000 | -13.2% | 26,273 | -6.4% | 0.92% | -0.5% |
| BCR | Buy | C.R. Bard Inc. | $1,476,000 | +60.3% | 7,922 | +46.9% | 0.91% | +83.1% |
| LECO | Buy | Lincoln Electric Holdings Inc. | $1,446,000 | -13.4% | 27,572 | +0.6% | 0.89% | -0.9% |
| XYL | Buy | Xylem, Inc. | $1,429,000 | -8.2% | 43,489 | +3.6% | 0.88% | +5.0% |
| USPH | Buy | US Physical Therapy Inc. | $1,419,000 | -17.8% | 31,605 | +0.3% | 0.88% | -5.9% |
| Sell | St. Gobain SA | $1,374,000 | -3.8% | 31,792 | -0.1% | 0.85% | +10.1% | |
| EDPFY | Buy | Energias de Portugal, SA ADRadr | $1,344,000 | -4.1% | 36,968 | +0.1% | 0.83% | +9.8% |
| LEG | Buy | Leggett & Platt Inc. | $1,264,000 | +48.7% | 30,635 | +75.5% | 0.78% | +70.2% |
| Buy | Vermilion Energy Trust | $1,202,000 | -25.7% | 37,506 | +0.2% | 0.74% | -15.0% | |
| TTE | Sell | Total SA ADRadr | $1,199,000 | -9.2% | 26,817 | -0.1% | 0.74% | +3.9% |
| SNN | Buy | Smith & Nephew PLC | $1,187,000 | +81.5% | 33,908 | +76.0% | 0.73% | +107.9% |
| HUBA | New | Hubbell Inc. | $1,171,000 | – | 10,825 | – | 0.72% | – |
| CDK | Buy | CDK Global Holdings LLC | $1,151,000 | -11.3% | 24,091 | +0.2% | 0.71% | +1.6% |
| GOOD | Buy | Gladstone Commerical Corp. | $1,137,000 | -14.5% | 80,556 | +0.3% | 0.70% | -2.1% |
| Sell | Genworth MI Canada Inc. | $1,117,000 | -18.5% | 52,090 | -0.1% | 0.69% | -6.6% | |
| UBA | Buy | Urstadt Biddle Properties A | $1,103,000 | +1.2% | 58,839 | +0.8% | 0.68% | +15.8% |
| SYF | Buy | Synchrony Financial | $1,075,000 | -0.6% | 34,351 | +4.5% | 0.66% | +13.9% |
| HON | New | Honeywell International Inc. | $1,047,000 | – | 11,060 | – | 0.65% | – |
| CPK | Buy | Chesapeake Utilities Corp. | $1,037,000 | -0.2% | 19,538 | +1.3% | 0.64% | +14.3% |
| IFF | New | International Flavors & Fragra | $1,011,000 | – | 9,793 | – | 0.62% | – |
| TNC | New | Tennant Co. | $1,001,000 | – | 17,815 | – | 0.62% | – |
| O | Buy | Realty Income Corp. | $982,000 | +9.5% | 20,712 | +2.5% | 0.61% | +25.2% |
| OXY | Sell | Occidental Petroleum Corp. | $980,000 | -15.4% | 14,813 | -0.6% | 0.61% | -3.2% |
| MO | Buy | Altria Group, Inc. | $977,000 | +44.5% | 17,961 | +30.0% | 0.60% | +65.5% |
| CMI | Buy | Cummins Inc. | $973,000 | -11.1% | 8,964 | +7.4% | 0.60% | +1.7% |
| GVDNY | New | Givaudan SA ADRadr | $949,000 | – | 29,224 | – | 0.59% | – |
| MYGN | Sell | Myriad Genetics Inc. | $942,000 | +7.7% | 25,131 | -2.3% | 0.58% | +23.0% |
| CMCSA | Buy | Comcast Corp. | $911,000 | +30.3% | 16,009 | +37.7% | 0.56% | +48.9% |
| THR | Buy | Thermon Group Holdings, Inc. | $886,000 | -10.3% | 43,114 | +5.1% | 0.55% | +2.6% |
| MMLP | Sell | Martin Midstream Partners LPunit ltd partn | $881,000 | -38.0% | 36,108 | -21.3% | 0.54% | -29.0% |
| Sell | Precinct Properties New Zealan | $880,000 | -5.9% | 1,212,123 | -0.1% | 0.54% | +7.7% | |
| TGP | Buy | Teekay LNG Partners LPunit ltd partn | $876,000 | -25.1% | 36,602 | +0.8% | 0.54% | -14.1% |
| Sell | Cominar REIT | $832,000 | -17.7% | 69,119 | -2.9% | 0.51% | -5.9% | |
| CHD | Buy | Church & Dwight Co., Inc. | $827,000 | +28.6% | 9,857 | +24.4% | 0.51% | +47.3% |
| VZ | Buy | Verizon Communications Inc. | $799,000 | +19.4% | 18,362 | +27.9% | 0.49% | +36.8% |
| CLX | Buy | The Clorox Co. | $794,000 | +18.7% | 6,877 | +7.0% | 0.49% | +36.0% |
| SBH | Buy | Sally Beauty Holdings Inc. | $788,000 | -20.4% | 33,192 | +5.8% | 0.49% | -9.0% |
| DCP | Buy | DCP Midstream Partners LPunit ltd partn | $786,000 | -1.9% | 32,498 | +24.6% | 0.49% | +12.2% |
| SIRO | Sell | Sirona Dental Systems Inc. | $777,000 | -7.2% | 8,325 | -0.1% | 0.48% | +6.2% |
| SPH | Sell | Suburban Propane Partners LPunit ltd partn | $772,000 | -25.3% | 23,496 | -9.4% | 0.48% | -14.7% |
| MOH | Buy | Molina Healthcare Inc. | $724,000 | -0.1% | 10,521 | +2.0% | 0.45% | +14.3% |
| NDSN | Buy | Nordson Corp. | $705,000 | +87.0% | 11,195 | +131.3% | 0.44% | +113.7% |
| USAC | Sell | USA Compression Partnersunit ltd partn | $661,000 | -26.6% | 45,870 | -2.4% | 0.41% | -16.0% |
| Buy | H&R REIT | $662,000 | -13.7% | 43,153 | +1.1% | 0.41% | -1.2% | |
| Buy | Reckitt Benckiser PLC | $660,000 | +34.1% | 7,276 | +27.5% | 0.41% | +53.4% | |
| OGS | Buy | ONE Gas, Inc. | $657,000 | +8.8% | 14,486 | +2.1% | 0.41% | +24.5% |
| SSL | Buy | Sasol Ltd. ADRadr | $608,000 | -24.3% | 21,864 | +1.0% | 0.38% | -13.4% |
| Buy | Credito Real Sofom ENR | $603,000 | -13.0% | 309,702 | +0.2% | 0.37% | -0.3% | |
| JWA | Sell | John Wiley & Sons Inc. A | $590,000 | -18.1% | 11,796 | -10.9% | 0.36% | -6.2% |
| Buy | Crombie REIT | $572,000 | -4.2% | 59,798 | +0.1% | 0.35% | +9.9% | |
| LKQ | New | LKQ Corp. | $564,000 | – | 19,870 | – | 0.35% | – |
| GSM | Sell | Global Specialty Metals Inc. | $562,000 | -31.5% | 46,340 | -0.1% | 0.35% | -21.8% |
| Buy | Gaztransport et Technigaz SAS | $545,000 | -16.9% | 10,522 | +1.4% | 0.34% | -4.8% | |
| ERF | Sell | Enerplus Resources Fund Trust | $485,000 | -45.9% | 99,794 | -2.3% | 0.30% | -38.1% |
| MPG | Buy | Metaldyne Performance Group, I | $470,000 | +16.6% | 22,383 | +0.7% | 0.29% | +33.5% |
| CLMT | New | Calumet Specialty Products Par | $432,000 | – | 17,796 | – | 0.27% | – |
| HTS | Buy | Hatteras Financial Corp | $421,000 | -6.9% | 27,780 | +0.3% | 0.26% | +6.6% |
| IMO | Sell | Imperial Oil Ltd. | $394,000 | -18.3% | 12,471 | -0.1% | 0.24% | -6.2% |
| SHO | Sell | Sunstone Hotel Investors Inc. | $374,000 | -11.8% | 28,236 | -0.1% | 0.23% | +0.9% |
| INFY | Sell | Infosys Ltd. ADRadr | $372,000 | -62.5% | 19,495 | -68.8% | 0.23% | -57.0% |
| ECL | Buy | Ecolab, Inc. | $370,000 | -1.3% | 3,370 | +1.5% | 0.23% | +12.8% |
| AAPL | Buy | Apple Inc. | $367,000 | -9.8% | 3,331 | +2.7% | 0.23% | +3.2% |
| JNJ | Sell | Johnson & Johnson | $365,000 | -4.7% | 3,909 | -0.5% | 0.23% | +9.2% |
| MRO | Sell | Marathon Oil Corp. | $344,000 | -66.8% | 22,321 | -42.8% | 0.21% | -62.0% |
| DTE | Sell | DTE Energy Co. | $305,000 | 0.0% | 3,800 | -6.9% | 0.19% | +14.5% |
| QIWI | Buy | Qiwi PLC | $294,000 | -42.5% | 18,249 | +0.2% | 0.18% | -34.1% |
| YNDX | Sell | Yandex NV | $295,000 | -29.6% | 27,529 | -0.0% | 0.18% | -19.5% |
| SHPG | Buy | Shire PLC | $269,000 | -13.8% | 1,313 | +1.5% | 0.17% | -1.8% |
| Sell | Partners REIT | $256,000 | -15.8% | 102,618 | -0.1% | 0.16% | -3.7% | |
| XOM | Sell | Exxon Mobil Corp. | $220,000 | -76.9% | 2,960 | -74.1% | 0.14% | -73.5% |
| HAS | Buy | Hasbro Inc. | $208,000 | -1.0% | 2,882 | +2.9% | 0.13% | +14.2% |
| ROSYY | Sell | Rostelecom Long Distance ADRadr | $205,000 | -19.6% | 26,116 | -0.0% | 0.13% | -8.0% |
| BBEPQ | Sell | Breitburn Energy Partners LPunit ltd partn | $145,000 | -57.2% | 71,192 | -0.0% | 0.09% | -50.8% |
| PGHEF | Buy | Pengrowth Energy Trust | $111,000 | -65.2% | 128,909 | +0.6% | 0.07% | -59.9% |
| MTL | Sell | Mechel Open Joint Stock Co. ADadr | $65,000 | -26.1% | 71,622 | -0.0% | 0.04% | -16.7% |
| Sell | Lakeview Hotel Investment Co. | $8,000 | 0.0% | 32,602 | -0.8% | 0.01% | +25.0% | |
| New | Temple Hotels Inc. REIT | $1,000 | – | 10,200 | – | 0.00% | – | |
| OKE | Exit | Oneok Inc. | $0 | – | -5,259 | – | -0.11% | – |
| NSA | Exit | National Storage Affiliates Tr | $0 | – | -22,549 | – | -0.15% | – |
| SRE | Exit | Sempra Energy | $0 | – | -3,141 | – | -0.17% | – |
| MCHP | Exit | Microchip Technology Inc. | $0 | – | -8,130 | – | -0.21% | – |
| SON | Exit | Sonoco Products Co. | $0 | – | -11,538 | – | -0.27% | – |
| ADVS | Exit | Advent Software, Inc. | $0 | – | -11,590 | – | -0.28% | – |
| M | Exit | Macy's, Inc. | $0 | – | -8,325 | – | -0.30% | – |
| GSK | Exit | GlaxoSmithKline PLC ADRadr | $0 | – | -15,747 | – | -0.35% | – |
| J | Exit | Jacobs Engineering Group | $0 | – | -51,233 | – | -1.12% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FISV | New | Fiserv Inc. | $4,293,000 | – | 51,825 | – | 2.32% | – |
| HRL | New | Hormel Foods Corp. | $4,286,000 | – | 76,038 | – | 2.32% | – |
| MTD | New | Mettler-Toledo International, | $4,028,000 | – | 11,805 | – | 2.18% | – |
| SHW | New | Sherwin-Williams Co. | $3,824,000 | – | 13,903 | – | 2.07% | – |
| ADP | New | Automatic Data Processing Inc. | $3,544,000 | – | 44,181 | – | 1.91% | – |
| GIS | New | General Mills Inc. | $3,511,000 | – | 63,004 | – | 1.90% | – |
| CL | New | Colgate-Palmolive Co. | $3,349,000 | – | 51,206 | – | 1.81% | – |
| GWW | New | Grainger, WW Inc. | $3,259,000 | – | 13,772 | – | 1.76% | – |
| MCD | New | McDonald's Corp. | $3,170,000 | – | 33,348 | – | 1.71% | – |
| BPL | New | Buckeye Partners LPunit ltd partn | $3,144,000 | – | 42,527 | – | 1.70% | – |
| GGG | New | Graco, Inc. | $3,134,000 | – | 44,120 | – | 1.69% | – |
| OMC | New | Omnicom Group | $3,101,000 | – | 44,625 | – | 1.68% | – |
| INGR | New | Ingredion Inc. | $3,073,000 | – | 38,502 | – | 1.66% | – |
| KMI | New | Kinder Morgan, Inc. | $3,073,000 | – | 80,047 | – | 1.66% | – |
| PB | New | Prosperity Bancshares Inc. | $3,042,000 | – | 52,687 | – | 1.64% | – |
| HEINY | New | Heineken NV ADRadr | $3,030,000 | – | 79,909 | – | 1.64% | – |
| NSC | New | Norfolk & Southern Corp. | $2,986,000 | – | 34,181 | – | 1.61% | – |
| ATR | New | Aptargroup, Inc. | $2,951,000 | – | 46,281 | – | 1.59% | – |
| SXL | New | Sunoco Logistic Partners LPunit ltd partn | $2,882,000 | – | 75,777 | – | 1.56% | – |
| TCP | New | TC Pipelines LPunit ltd partn | $2,880,000 | – | 50,528 | – | 1.56% | – |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $2,835,000 | – | 94,844 | – | 1.53% | – |
| PAA | New | Plains All American Pipeline Lunit ltd partn | $2,778,000 | – | 63,770 | – | 1.50% | – |
| TD | New | Toronto Dominion Bank | $2,736,000 | – | 64,363 | – | 1.48% | – |
| APU | New | Amerigas Partners LPunit ltd partn | $2,607,000 | – | 57,035 | – | 1.41% | – |
| PX | New | Praxair, Inc. | $2,578,000 | – | 21,568 | – | 1.39% | – |
| BMS | New | Bemis Co. Inc. | $2,558,000 | – | 56,824 | – | 1.38% | – |
| PAYX | New | Paychex, Inc. | $2,556,000 | – | 54,527 | – | 1.38% | – |
| MNR | New | Monmouth Real Estate Investmen | $2,509,000 | – | 258,160 | – | 1.36% | – |
| ITT | New | ITT Corp. | $2,450,000 | – | 58,552 | – | 1.32% | – |
| New | Schneider Electric SA | $2,445,000 | – | 35,439 | – | 1.32% | – | |
| EMR | New | Emerson Electric Co. | $2,436,000 | – | 43,944 | – | 1.32% | – |
| MKC | New | McCormick & Co. Inc. | $2,401,000 | – | 29,665 | – | 1.30% | – |
| PH | New | Parker Hannifin Corp. | $2,340,000 | – | 20,115 | – | 1.26% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $2,331,000 | – | 34,038 | – | 1.26% | – |
| New | Commonwealth Bank of Australia | $2,240,000 | – | 34,242 | – | 1.21% | – | |
| APD | New | Air Products & Chemicals Inc. | $2,153,000 | – | 15,732 | – | 1.16% | – |
| APC | New | Anadarko Petroleum Corp. | $2,095,000 | – | 26,833 | – | 1.13% | – |
| J | New | Jacobs Engineering Group | $2,081,000 | – | 51,233 | – | 1.12% | – |
| JCI | New | Johnson Controls Inc. | $2,063,000 | – | 41,652 | – | 1.11% | – |
| GLP | New | Global Partners LPunit ltd partn | $2,053,000 | – | 63,299 | – | 1.11% | – |
| New | Bank of Irelandadr | $2,011,000 | – | 4,957,955 | – | 1.09% | – | |
| USPH | New | US Physical Therapy Inc. | $1,726,000 | – | 31,517 | – | 0.93% | – |
| AVY | New | Avery Dennison Corp. | $1,711,000 | – | 28,081 | – | 0.92% | – |
| OKS | New | Oneok Partners LPunit ltd partn | $1,705,000 | – | 50,134 | – | 0.92% | – |
| FGPRQ | New | Ferrellgas Partners LPunit ltd partn | $1,700,000 | – | 75,460 | – | 0.92% | – |
| LECO | New | Lincoln Electric Holdings Inc. | $1,669,000 | – | 27,416 | – | 0.90% | – |
| New | Vermilion Energy Trust | $1,618,000 | – | 37,441 | – | 0.87% | – | |
| KMB | New | Kimberly-Clark Corp. | $1,586,000 | – | 14,969 | – | 0.86% | – |
| XYL | New | Xylem, Inc. | $1,556,000 | – | 41,984 | – | 0.84% | – |
| New | St. Gobain SA | $1,428,000 | – | 31,819 | – | 0.77% | – | |
| MMLP | New | Martin Midstream Partners LPunit ltd partn | $1,421,000 | – | 45,907 | – | 0.77% | – |
| EDPFY | New | Energias de Portugal, SA ADRadr | $1,402,000 | – | 36,947 | – | 0.76% | – |
| NVS | New | Novartis AG ADRadr | $1,382,000 | – | 14,050 | – | 0.75% | – |
| New | Genworth MI Canada Inc. | $1,370,000 | – | 52,153 | – | 0.74% | – | |
| GOOD | New | Gladstone Commerical Corp. | $1,330,000 | – | 80,309 | – | 0.72% | – |
| TTE | New | Total SA ADRadr | $1,320,000 | – | 26,843 | – | 0.71% | – |
| CDK | New | CDK Global Holdings LLC | $1,298,000 | – | 24,038 | – | 0.70% | – |
| TGP | New | Teekay LNG Partners LPunit ltd partn | $1,169,000 | – | 36,314 | – | 0.63% | – |
| OXY | New | Occidental Petroleum Corp. | $1,159,000 | – | 14,900 | – | 0.63% | – |
| CMI | New | Cummins Inc. | $1,095,000 | – | 8,350 | – | 0.59% | – |
| UBA | New | Urstadt Biddle Properties A | $1,090,000 | – | 58,371 | – | 0.59% | – |
| SYF | New | Synchrony Financial | $1,082,000 | – | 32,868 | – | 0.58% | – |
| CPK | New | Chesapeake Utilities Corp. | $1,039,000 | – | 19,287 | – | 0.56% | – |
| MRO | New | Marathon Oil Corp. | $1,036,000 | – | 39,017 | – | 0.56% | – |
| SPH | New | Suburban Propane Partners LPunit ltd partn | $1,034,000 | – | 25,927 | – | 0.56% | – |
| New | Cominar REIT | $1,011,000 | – | 71,187 | – | 0.55% | – | |
| INFY | New | Infosys Ltd. ADRadr | $991,000 | – | 62,520 | – | 0.54% | – |
| SBH | New | Sally Beauty Holdings Inc. | $990,000 | – | 31,363 | – | 0.54% | – |
| THR | New | Thermon Group Holdings, Inc. | $988,000 | – | 41,034 | – | 0.53% | – |
| XOM | New | Exxon Mobil Corp. | $951,000 | – | 11,435 | – | 0.51% | – |
| New | Precinct Properties New Zealan | $935,000 | – | 1,213,024 | – | 0.50% | – | |
| NGG | New | National Grid PLC ADSadr | $923,000 | – | 14,301 | – | 0.50% | – |
| BCR | New | C.R. Bard Inc. | $921,000 | – | 5,394 | – | 0.50% | – |
| New | Novolipetsk GDRadr | $903,000 | – | 67,865 | – | 0.49% | – | |
| USAC | New | USA Compression Partnersunit ltd partn | $901,000 | – | 47,000 | – | 0.49% | – |
| ERF | New | Enerplus Resources Fund Trust | $897,000 | – | 102,096 | – | 0.48% | – |
| O | New | Realty Income Corp. | $897,000 | – | 20,197 | – | 0.48% | – |
| MYGN | New | Myriad Genetics Inc. | $875,000 | – | 25,729 | – | 0.47% | – |
| LEG | New | Leggett & Platt Inc. | $850,000 | – | 17,460 | – | 0.46% | – |
| SIRO | New | Sirona Dental Systems Inc. | $837,000 | – | 8,332 | – | 0.45% | – |
| GSM | New | Global Specialty Metals Inc. | $821,000 | – | 46,378 | – | 0.44% | – |
| SSL | New | Sasol Ltd. ADRadr | $803,000 | – | 21,656 | – | 0.43% | – |
| DCP | New | DCP Midstream Partners LPunit ltd partn | $801,000 | – | 26,092 | – | 0.43% | – |
| New | H&R REIT | $767,000 | – | 42,665 | – | 0.41% | – | |
| MOH | New | Molina Healthcare Inc. | $725,000 | – | 10,311 | – | 0.39% | – |
| JWA | New | John Wiley & Sons Inc. A | $720,000 | – | 13,237 | – | 0.39% | – |
| CMCSA | New | Comcast Corp. | $699,000 | – | 11,622 | – | 0.38% | – |
| New | Credito Real Sofom ENRadr | $693,000 | – | 309,221 | – | 0.37% | – | |
| MO | New | Altria Group, Inc. | $676,000 | – | 13,821 | – | 0.36% | – |
| VZ | New | Verizon Communications Inc. | $669,000 | – | 14,354 | – | 0.36% | – |
| CLX | New | The Clorox Co. | $669,000 | – | 6,427 | – | 0.36% | – |
| New | Gaztransport et Technigaz SAS | $656,000 | – | 10,381 | – | 0.35% | – | |
| GSK | New | GlaxoSmithKline PLC ADRadr | $656,000 | – | 15,747 | – | 0.35% | – |
| SNN | New | Smith & Nephew PLC | $654,000 | – | 19,271 | – | 0.35% | – |
| CHD | New | Church & Dwight Co., Inc. | $643,000 | – | 7,925 | – | 0.35% | – |
| OGS | New | ONE Gas, Inc. | $604,000 | – | 14,192 | – | 0.33% | – |
| New | Crombie REIT | $597,000 | – | 59,755 | – | 0.32% | – | |
| M | New | Macy's, Inc. | $562,000 | – | 8,325 | – | 0.30% | – |
| ADVS | New | Advent Software, Inc. | $512,000 | – | 11,590 | – | 0.28% | – |
| QIWI | New | Qiwi PLC | $511,000 | – | 18,210 | – | 0.28% | – |
| SON | New | Sonoco Products Co. | $495,000 | – | 11,538 | – | 0.27% | – |
| New | Reckitt Benckiser PLC | $492,000 | – | 5,705 | – | 0.27% | – | |
| IMO | New | Imperial Oil Ltd. | $482,000 | – | 12,482 | – | 0.26% | – |
| HTS | New | Hatteras Financial Corp | $452,000 | – | 27,700 | – | 0.24% | – |
| SHO | New | Sunstone Hotel Investors Inc. | $424,000 | – | 28,259 | – | 0.23% | – |
| YNDX | New | Yandex NV | $419,000 | – | 27,542 | – | 0.23% | – |
| AAPL | New | Apple Inc. | $407,000 | – | 3,242 | – | 0.22% | – |
| MPG | New | Metaldyne Performance Group, I | $403,000 | – | 22,221 | – | 0.22% | – |
| MCHP | New | Microchip Technology Inc. | $386,000 | – | 8,130 | – | 0.21% | – |
| JNJ | New | Johnson & Johnson | $383,000 | – | 3,929 | – | 0.21% | – |
| NDSN | New | Nordson Corp. | $377,000 | – | 4,840 | – | 0.20% | – |
| ECL | New | Ecolab, Inc. | $375,000 | – | 3,320 | – | 0.20% | – |
| BBEPQ | New | Breitburn Energy Partners LPunit ltd partn | $339,000 | – | 71,199 | – | 0.18% | – |
| PGHEF | New | Pengrowth Energy Trust | $319,000 | – | 128,130 | – | 0.17% | – |
| SHPG | New | Shire PLC | $312,000 | – | 1,293 | – | 0.17% | – |
| SRE | New | Sempra Energy | $311,000 | – | 3,141 | – | 0.17% | – |
| DTE | New | DTE Energy Co. | $305,000 | – | 4,080 | – | 0.16% | – |
| New | Partners REIT | $304,000 | – | 102,699 | – | 0.16% | – | |
| NSA | New | National Storage Affiliates Tr | $280,000 | – | 22,549 | – | 0.15% | – |
| ROSYY | New | Rostelecom Long Distance ADRadr | $255,000 | – | 26,128 | – | 0.14% | – |
| HAS | New | Hasbro Inc. | $210,000 | – | 2,802 | – | 0.11% | – |
| OKE | New | Oneok Inc. | $208,000 | – | 5,259 | – | 0.11% | – |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $88,000 | – | 71,645 | – | 0.05% | – |
| New | Lakeview Hotel Investment Corp | $21,000 | – | 73,900 | – | 0.01% | – | |
| DIAGF | New | Spectral Medical Inc. | $13,000 | – | 20,000 | – | 0.01% | – |
| New | Lakeview Hotel Investment Co. | $8,000 | – | 32,876 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DIAGF | Exit | Spectral Medical Inc. | $0 | – | -20,000 | – | -0.00% | – |
| Exit | Lakeview Hotel Investment Corp | $0 | – | -73,900 | – | -0.01% | – | |
| Exit | Lakeview Hotel Investment Co. | $0 | – | -85,300 | – | -0.01% | – | |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -67,825 | – | -0.02% | – |
| Exit | Reckitt Benckiser PLC | $0 | – | -2,500 | – | -0.04% | – | |
| QIWI | Exit | Qiwi PLC | $0 | – | -8,220 | – | -0.05% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -4,960 | – | -0.05% | – |
| BGS | Exit | B&G Foods Inc. | $0 | – | -12,940 | – | -0.07% | – |
| VDMCY | Exit | Vodacom Group Ltd.ADRadr | $0 | – | -31,000 | – | -0.07% | – |
| FNHM | Exit | FNBH Bancorp Inc. | $0 | – | -509,260 | – | -0.10% | – |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -33,580 | – | -0.10% | – |
| SYF | Exit | Synchrony Financial | $0 | – | -26,680 | – | -0.13% | – |
| SIRO | Exit | Sirona Dental Systems Inc. | $0 | – | -9,440 | – | -0.14% | – |
| Exit | Partners REIT | $0 | – | -202,756 | – | -0.14% | – | |
| HTS | Exit | Hatteras Financial Corp | $0 | – | -42,460 | – | -0.15% | – |
| Exit | Credito Real Sofom ENR | $0 | – | -340,010 | – | -0.19% | – | |
| GSM | Exit | Global Specialty Metals Inc. | $0 | – | -53,310 | – | -0.19% | – |
| Exit | Novolipetsk GDRadr | $0 | – | -69,635 | – | -0.20% | – | |
| MYGN | Exit | Myriad Genetics Inc. | $0 | – | -26,600 | – | -0.20% | – |
| Exit | Crombie REIT | $0 | – | -92,516 | – | -0.21% | – | |
| CDK | Exit | CDK Global Holdings LLC | $0 | – | -36,077 | – | -0.22% | – |
| MPC | Exit | Marathon Petroleum Corp. | $0 | – | -14,250 | – | -0.24% | – |
| BBY | Exit | Best Buy Co. Inc. | $0 | – | -37,100 | – | -0.24% | – |
| Exit | Precinct Properties New Zealan | $0 | – | -1,580,600 | – | -0.26% | – | |
| YNDX | Exit | Yandex NV | $0 | – | -49,240 | – | -0.27% | – |
| PGHEF | Exit | Pengrowth Energy Trust | $0 | – | -263,250 | – | -0.27% | – |
| IMO | Exit | Imperial Oil Ltd. | $0 | – | -29,275 | – | -0.27% | – |
| THR | Exit | Thermon Group Holdings, Inc. | $0 | – | -56,863 | – | -0.27% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -13,555 | – | -0.28% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -11,575 | – | -0.30% | – |
| CNL | Exit | Cleco Corp. | $0 | – | -33,215 | – | -0.31% | – |
| Exit | H&R REIT | $0 | – | -83,645 | – | -0.32% | – | |
| SHPG | Exit | Shire PLC | $0 | – | -6,435 | – | -0.33% | – |
| GOOD | Exit | Gladstone Commerical Corp. | $0 | – | -99,462 | – | -0.33% | – |
| USAC | Exit | USA Compression Partnersunit ltd partn | $0 | – | -70,654 | – | -0.34% | – |
| MCHP | Exit | Microchip Technology Inc. | $0 | – | -37,150 | – | -0.34% | – |
| SNN | Exit | Smith & Nephew PLC | $0 | – | -22,145 | – | -0.37% | – |
| JWA | Exit | John Wiley & Sons Inc. A | $0 | – | -33,815 | – | -0.37% | – |
| EDPFY | Exit | Energias de Portugal, SA ADRadr | $0 | – | -44,315 | – | -0.38% | – |
| Exit | Gaztransport et Technigaz SAS | $0 | – | -33,950 | – | -0.40% | – | |
| Exit | Genworth MI Canada Inc. | $0 | – | -63,920 | – | -0.40% | – | |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -21,290 | – | -0.40% | – |
| PSXP | Exit | Phillips 66 Partners LPunit ltd partn | $0 | – | -32,110 | – | -0.42% | – |
| ADVS | Exit | Advent Software, Inc. | $0 | – | -68,420 | – | -0.42% | – |
| TGP | Exit | Teekay LNG Partners LPunit ltd partn | $0 | – | -50,502 | – | -0.43% | – |
| SBH | Exit | Sally Beauty Holdings Inc. | $0 | – | -80,856 | – | -0.44% | – |
| INFY | Exit | Infosys Ltd. ADRadr | $0 | – | -37,570 | – | -0.45% | – |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -123,028 | – | -0.46% | – |
| IREBY | Exit | Bank of Ireland ADRadr | $0 | – | -149,981 | – | -0.47% | – |
| JCI | Exit | Johnson Controls Inc. | $0 | – | -55,585 | – | -0.48% | – |
| Exit | Cominar REIT | $0 | – | -145,490 | – | -0.48% | – | |
| CPK | Exit | Chesapeake Utilities Corp. | $0 | – | -59,925 | – | -0.49% | – |
| CHD | Exit | Church & Dwight Co., Inc. | $0 | – | -36,095 | – | -0.50% | – |
| FGPRQ | Exit | Ferrellgas Partners LPunit ltd partn | $0 | – | -94,485 | – | -0.50% | – |
| GSK | Exit | GlaxoSmithKline PLC ADRadr | $0 | – | -59,075 | – | -0.53% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -54,350 | – | -0.53% | – |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -21,194 | – | -0.54% | – |
| TTE | Exit | Total SA ADRadr | $0 | – | -42,804 | – | -0.54% | – |
| LEG | Exit | Leggett & Platt Inc. | $0 | – | -80,570 | – | -0.55% | – |
| OGS | Exit | ONE Gas, Inc. | $0 | – | -85,738 | – | -0.58% | – |
| T | Exit | AT&T Inc. | $0 | – | -83,400 | – | -0.58% | – |
| J | Exit | Jacobs Engineering Group | $0 | – | -60,343 | – | -0.58% | – |
| SSL | Exit | Sasol Ltd. ADRadr | $0 | – | -55,910 | – | -0.60% | – |
| Exit | Vermilion Energy Trust | $0 | – | -50,802 | – | -0.61% | – | |
| OTEX | Exit | OpenText Corp. | $0 | – | -56,050 | – | -0.61% | – |
| ECL | Exit | Ecolab, Inc. | $0 | – | -27,095 | – | -0.61% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -46,478 | – | -0.62% | – |
| BMS | Exit | Bemis Co. Inc. | $0 | – | -83,095 | – | -0.62% | – |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -92,688 | – | -0.64% | – |
| MOH | Exit | Molina Healthcare Inc. | $0 | – | -78,300 | – | -0.65% | – |
| CLX | Exit | The Clorox Co. | $0 | – | -34,830 | – | -0.66% | – |
| UBA | Exit | Urstadt Biddle Properties A | $0 | – | -165,140 | – | -0.66% | – |
| SRE | Exit | Sempra Energy | $0 | – | -31,835 | – | -0.66% | – |
| OKE | Exit | Oneok Inc. | $0 | – | -51,203 | – | -0.66% | – |
| CMCSA | Exit | Comcast Corp. | $0 | – | -63,290 | – | -0.67% | – |
| KMR | Exit | Kinder Morgan Management LLC | $0 | – | -38,463 | – | -0.71% | – |
| M | Exit | Macy's, Inc. | $0 | – | -63,315 | – | -0.72% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -39,490 | – | -0.73% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -52,339 | – | -0.74% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -82,650 | – | -0.75% | – |
| GLP | Exit | Global Partners LPunit ltd partn | $0 | – | -91,380 | – | -0.75% | – |
| XYL | Exit | Xylem, Inc. | $0 | – | -109,085 | – | -0.76% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -43,046 | – | -0.85% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -34,524 | – | -0.88% | – |
| O | Exit | Realty Income Corp. | $0 | – | -111,255 | – | -0.89% | – |
| SON | Exit | Sonoco Products Co. | $0 | – | -116,585 | – | -0.90% | – |
| BBEPQ | Exit | BreitBurn Energy Partners LPunit ltd partn | $0 | – | -230,099 | – | -0.92% | – |
| Exit | Schneider Electric SA | $0 | – | -62,080 | – | -0.94% | – | |
| Exit | Commonwealth Bank of Australia | $0 | – | -72,860 | – | -0.94% | – | |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -131,505 | – | -0.96% | – |
| MNR | Exit | Monmouth Real Estate Investmen | $0 | – | -494,316 | – | -0.98% | – |
| MKC | Exit | McCormick & Co. Inc. | $0 | – | -75,660 | – | -0.99% | – |
| LECO | Exit | Lincoln Electric Holdings Inc. | $0 | – | -73,460 | – | -1.00% | – |
| BCR | Exit | C.R. Bard Inc. | $0 | – | -36,175 | – | -1.01% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -49,505 | – | -1.05% | – |
| MMLP | Exit | Martin Midstream Partners LPunit ltd partn | $0 | – | -144,155 | – | -1.06% | – |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -123,655 | – | -1.08% | – |
| MRO | Exit | Marathon Oil Corp. | $0 | – | -153,936 | – | -1.14% | – |
| DCP | Exit | DCP Midstream Partners LPunit ltd partn | $0 | – | -110,319 | – | -1.18% | – |
| APU | Exit | Amerigas Partners LPunit ltd partn | $0 | – | -133,695 | – | -1.20% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -101,375 | – | -1.25% | – |
| ITT | Exit | ITT Corp. | $0 | – | -141,723 | – | -1.25% | – |
| PAYX | Exit | Paychex, Inc. | $0 | – | -146,000 | – | -1.27% | – |
| INGR | Exit | Ingredion Inc. | $0 | – | -86,730 | – | -1.29% | – |
| SPH | Exit | Suburban Propane Partners LPunit ltd partn | $0 | – | -148,364 | – | -1.30% | – |
| ATR | Exit | Aptargroup, Inc. | $0 | – | -109,677 | – | -1.31% | – |
| OMC | Exit | Omnicom Group | $0 | – | -97,508 | – | -1.32% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -75,155 | – | -1.39% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -144,630 | – | -1.40% | – |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -129,270 | – | -1.45% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -76,935 | – | -1.53% | – |
| GGG | Exit | Graco, Inc. | $0 | – | -109,855 | – | -1.57% | – |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -31,600 | – | -1.59% | – |
| GWW | Exit | Grainger, WW Inc. | $0 | – | -32,660 | – | -1.61% | – |
| PH | Exit | Parker Hannifin Corp. | $0 | – | -73,691 | – | -1.65% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -129,675 | – | -1.66% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -89,960 | – | -1.68% | – |
| 4945SC | Exit | Kinder Morgan Energy Partnersunit ltd partn | $0 | – | -95,435 | – | -1.75% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -176,205 | – | -1.78% | – |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -81,660 | – | -1.79% | – |
| ADP | Exit | Automatic Data Processing Inc. | $0 | – | -110,210 | – | -1.80% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -41,825 | – | -1.80% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -150,560 | – | -1.91% | – |
| BPL | Exit | Buckeye Partners LPunit ltd partn | $0 | – | -122,833 | – | -1.92% | – |
| SXL | Exit | Sunoco Logistic Partners LPunit ltd partn | $0 | – | -203,222 | – | -1.93% | – |
| OKS | Exit | Oneok Partners LPunit ltd partn | $0 | – | -178,905 | – | -1.97% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -200,364 | – | -1.98% | – |
| PAA | Exit | Plains All American Pipeline Lunit ltd partn | $0 | – | -173,123 | – | -2.00% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -276,580 | – | -2.19% | – |
| TCP | Exit | TC Pipelines LPunit ltd partn | $0 | – | -175,287 | – | -2.33% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TCP | Sell | TC Pipelines LPunit ltd partn | $11,869,000 | +27.5% | 175,287 | -2.8% | 2.33% | +37.6% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $11,146,000 | -1.9% | 276,580 | +90.6% | 2.19% | +5.9% |
| PAA | Sell | Plains All American Pipeline Lunit ltd partn | $10,190,000 | -4.9% | 173,123 | -3.0% | 2.00% | +2.6% |
| GIS | Sell | General Mills Inc. | $10,108,000 | -7.3% | 200,364 | -3.4% | 1.98% | +0.1% |
| OKS | Buy | Oneok Partners LPunit ltd partn | $10,012,000 | -4.4% | 178,905 | +0.1% | 1.97% | +3.2% |
| SXL | Buy | Sunoco Logistic Partners LPunit ltd partn | $9,807,000 | +2.7% | 203,222 | +0.2% | 1.93% | +10.8% |
| BPL | Sell | Buckeye Partners LPunit ltd partn | $9,782,000 | -8.1% | 122,833 | -4.2% | 1.92% | -0.8% |
| FISV | Sell | Fiserv Inc. | $9,731,000 | +2.6% | 150,560 | -4.2% | 1.91% | +10.7% |
| SHW | Sell | Sherwin-Williams Co. | $9,159,000 | +4.8% | 41,825 | -0.9% | 1.80% | +13.1% |
| ADP | Sell | Automatic Data Processing Inc. | $9,156,000 | -3.7% | 110,210 | -8.1% | 1.80% | +4.0% |
| NSC | Sell | Norfolk & Southern Corp. | $9,113,000 | +4.4% | 81,660 | -3.6% | 1.79% | +12.6% |
| HRL | Sell | Hormel Foods Corp. | $9,055,000 | +0.2% | 176,205 | -3.8% | 1.78% | +8.2% |
| 4945SC | Sell | Kinder Morgan Energy Partnersunit ltd partn | $8,902,000 | +1.6% | 95,435 | -10.4% | 1.75% | +9.7% |
| MCD | Sell | McDonald's Corp. | $8,529,000 | -10.4% | 89,960 | -4.8% | 1.68% | -3.3% |
| CL | Sell | Colgate-Palmolive Co. | $8,457,000 | -5.2% | 129,675 | -0.9% | 1.66% | +2.3% |
| PH | Sell | Parker Hannifin Corp. | $8,412,000 | -13.3% | 73,691 | -4.5% | 1.65% | -6.4% |
| GWW | Sell | Grainger, WW Inc. | $8,219,000 | -1.7% | 32,660 | -0.7% | 1.61% | +6.0% |
| MTD | Sell | Mettler-Toledo International, | $8,094,000 | -1.9% | 31,600 | -3.0% | 1.59% | +5.9% |
| GGG | Sell | Graco, Inc. | $8,017,000 | -8.3% | 109,855 | -1.9% | 1.57% | -1.1% |
| APC | Buy | Anadarko Petroleum Corp. | $7,804,000 | -6.9% | 76,935 | +0.5% | 1.53% | +0.5% |
| PB | Buy | Prosperity Bancshares Inc. | $7,390,000 | -8.0% | 129,270 | +0.8% | 1.45% | -0.7% |
| TD | Sell | Toronto Dominion Bank | $7,143,000 | -14.0% | 144,630 | -10.4% | 1.40% | -7.1% |
| NVS | Buy | Novartis AG ADRadr | $7,074,000 | +4.7% | 75,155 | +0.7% | 1.39% | +12.9% |
| OMC | Sell | Omnicom Group | $6,714,000 | -11.8% | 97,508 | -8.8% | 1.32% | -4.8% |
| ATR | Sell | Aptargroup, Inc. | $6,657,000 | -10.3% | 109,677 | -0.9% | 1.31% | -3.2% |
| SPH | Sell | Suburban Propane Partners LPunit ltd partn | $6,610,000 | -3.5% | 148,364 | -0.4% | 1.30% | +4.1% |
| INGR | Sell | Ingredion Inc. | $6,573,000 | -12.3% | 86,730 | -13.1% | 1.29% | -5.3% |
| PAYX | Sell | Paychex, Inc. | $6,453,000 | +2.0% | 146,000 | -4.1% | 1.27% | +10.0% |
| ITT | Sell | ITT Corp. | $6,369,000 | -13.8% | 141,723 | -7.8% | 1.25% | -7.0% |
| EMR | Buy | Emerson Electric Co. | $6,344,000 | -5.1% | 101,375 | +0.6% | 1.25% | +2.5% |
| APU | Buy | Amerigas Partners LPunit ltd partn | $6,099,000 | +1.1% | 133,695 | +0.6% | 1.20% | +9.2% |
| DCP | Buy | DCP Midstream Partners LPunit ltd partn | $6,007,000 | -4.1% | 110,319 | +0.4% | 1.18% | +3.5% |
| MRO | Buy | Marathon Oil Corp. | $5,786,000 | -4.8% | 153,936 | +1.1% | 1.14% | +2.7% |
| AVY | Buy | Avery Dennison Corp. | $5,521,000 | -7.0% | 123,655 | +6.8% | 1.08% | +0.4% |
| MMLP | Buy | Martin Midstream Partners LPunit ltd partn | $5,376,000 | -9.1% | 144,155 | +0.4% | 1.06% | -1.9% |
| KMB | Buy | Kimberly-Clark Corp. | $5,325,000 | -2.6% | 49,505 | +0.7% | 1.05% | +5.1% |
| BCR | Buy | C.R. Bard Inc. | $5,163,000 | +1.1% | 36,175 | +1.3% | 1.01% | +9.0% |
| LECO | Buy | Lincoln Electric Holdings Inc. | $5,079,000 | -0.2% | 73,460 | +0.8% | 1.00% | +7.7% |
| MKC | Buy | McCormick & Co. Inc. | $5,062,000 | -6.0% | 75,660 | +0.6% | 0.99% | +1.5% |
| MNR | Sell | Monmouth Real Estate Investmen | $5,002,000 | -0.6% | 494,316 | -1.4% | 0.98% | +7.2% |
| HEINY | Sell | Heineken NV ADRadr | $4,916,000 | -34.3% | 131,505 | -37.0% | 0.96% | -29.1% |
| Sell | Commonwealth Bank of Australia | $4,800,000 | -20.2% | 72,860 | -7.5% | 0.94% | -13.8% | |
| Sell | Schneider Electric SA | $4,768,000 | -26.5% | 62,080 | -9.9% | 0.94% | -20.7% | |
| BBEPQ | Buy | BreitBurn Energy Partners LPunit ltd partn | $4,676,000 | -2.0% | 230,099 | +6.7% | 0.92% | +5.8% |
| SON | Buy | Sonoco Products Co. | $4,581,000 | -10.0% | 116,585 | +0.6% | 0.90% | -2.8% |
| O | Buy | Realty Income Corp. | $4,538,000 | -7.4% | 111,255 | +0.9% | 0.89% | -0.1% |
| AAPL | Buy | Apple Inc. | $4,337,000 | +24.7% | 43,046 | +15.0% | 0.85% | +34.6% |
| XYL | Buy | Xylem, Inc. | $3,871,000 | -8.6% | 109,085 | +0.7% | 0.76% | -1.3% |
| GLP | Buy | Global Partners LPunit ltd partn | $3,808,000 | +2.7% | 91,380 | +0.1% | 0.75% | +10.8% |
| MO | Sell | Altria Group, Inc. | $3,797,000 | -1.7% | 82,650 | -10.2% | 0.75% | +6.1% |
| NGG | Buy | National Grid PLC ADSadr | $3,762,000 | -2.6% | 52,339 | +0.8% | 0.74% | +5.1% |
| XOM | Sell | Exxon Mobil Corp. | $3,714,000 | -18.5% | 39,490 | -12.7% | 0.73% | -12.1% |
| M | Buy | Macy's, Inc. | $3,684,000 | +1.5% | 63,315 | +1.3% | 0.72% | +9.5% |
| KMR | Buy | Kinder Morgan Management LLC | $3,621,000 | +22.1% | 38,463 | +2.3% | 0.71% | +31.7% |
| CMCSA | Buy | Comcast Corp. | $3,404,000 | +1.9% | 63,290 | +1.7% | 0.67% | +9.9% |
| OKE | Buy | Oneok Inc. | $3,356,000 | +1.1% | 51,203 | +5.0% | 0.66% | +9.1% |
| SRE | Buy | Sempra Energy | $3,355,000 | +48.9% | 31,835 | +48.0% | 0.66% | +60.7% |
| UBA | Buy | Urstadt Biddle Properties A | $3,352,000 | -1.6% | 165,140 | +1.2% | 0.66% | +6.1% |
| CLX | Buy | The Clorox Co. | $3,345,000 | +7.2% | 34,830 | +2.1% | 0.66% | +15.7% |
| MOH | Buy | Molina Healthcare Inc. | $3,312,000 | -3.2% | 78,300 | +2.2% | 0.65% | +4.5% |
| USPH | Buy | US Physical Therapy Inc. | $3,280,000 | +4.8% | 92,688 | +1.3% | 0.64% | +13.2% |
| BMS | Sell | Bemis Co. Inc. | $3,159,000 | -39.7% | 83,095 | -35.5% | 0.62% | -35.0% |
| PAC | Sell | Grupo Aeroportuario Del Pacifiadr | $3,134,000 | -0.4% | 46,478 | -0.1% | 0.62% | +7.5% |
| OTEX | Sell | OpenText Corp. | $3,106,000 | -6.9% | 56,050 | -19.4% | 0.61% | +0.5% |
| SSL | Buy | Sasol Ltd. ADRadr | $3,047,000 | -7.2% | 55,910 | +0.7% | 0.60% | +0.2% |
| J | Buy | Jacobs Engineering Group | $2,946,000 | -8.1% | 60,343 | +0.3% | 0.58% | -0.7% |
| T | Buy | AT&T Inc. | $2,939,000 | +0.5% | 83,400 | +0.8% | 0.58% | +8.5% |
| OGS | Buy | ONE Gas, Inc. | $2,937,000 | -8.8% | 85,738 | +0.5% | 0.58% | -1.5% |
| LEG | Buy | Leggett & Platt Inc. | $2,814,000 | +5.1% | 80,570 | +3.2% | 0.55% | +13.6% |
| TTE | Sell | Total SA ADRadr | $2,759,000 | -35.4% | 42,804 | -27.6% | 0.54% | -30.2% |
| APD | Sell | Air Products & Chemicals Inc. | $2,759,000 | -7.7% | 21,194 | -8.8% | 0.54% | -0.4% |
| VZ | Buy | Verizon Communications Inc. | $2,717,000 | +3.0% | 54,350 | +0.8% | 0.53% | +11.2% |
| GSK | Sell | GlaxoSmithKline PLC ADRadr | $2,716,000 | -33.5% | 59,075 | -22.6% | 0.53% | -28.3% |
| FGPRQ | Sell | Ferrellgas Partners LPunit ltd partn | $2,539,000 | -2.4% | 94,485 | -0.6% | 0.50% | +5.5% |
| CHD | Sell | Church & Dwight Co., Inc. | $2,532,000 | -16.8% | 36,095 | -17.1% | 0.50% | -10.3% |
| CPK | Buy | Chesapeake Utilities Corp. | $2,496,000 | +43.7% | 59,925 | +146.0% | 0.49% | +55.1% |
| Sell | Cominar REIT | $2,461,000 | -15.6% | 145,490 | -11.7% | 0.48% | -8.9% | |
| ERF | Sell | Enerplus Resources Fund Trust | $2,334,000 | -24.7% | 123,028 | -0.1% | 0.46% | -18.8% |
| INFY | Sell | Infosys Ltd. ADRadr | $2,273,000 | +12.3% | 37,570 | -0.2% | 0.45% | +21.2% |
| SBH | Buy | Sally Beauty Holdings Inc. | $2,213,000 | +9.6% | 80,856 | +0.5% | 0.44% | +18.5% |
| ADVS | Buy | Advent Software, Inc. | $2,159,000 | +15.8% | 68,420 | +19.6% | 0.42% | +25.1% |
| OXY | Sell | Occidental Petroleum Corp. | $2,047,000 | -27.6% | 21,290 | -22.7% | 0.40% | -21.8% |
| Buy | Gaztransport et Technigaz SAS | $2,009,000 | +6.0% | 33,950 | +16.7% | 0.40% | +14.5% | |
| JWA | Buy | John Wiley & Sons Inc. A | $1,897,000 | +8.6% | 33,815 | +17.4% | 0.37% | +17.3% |
| SNN | Sell | Smith & Nephew PLC | $1,864,000 | -45.1% | 22,145 | -41.8% | 0.37% | -40.8% |
| MCHP | Buy | Microchip Technology Inc. | $1,755,000 | +78.4% | 37,150 | +84.4% | 0.34% | +92.7% |
| GOOD | Buy | Gladstone Commerical Corp. | $1,690,000 | -4.3% | 99,462 | +0.6% | 0.33% | +3.4% |
| SHPG | Sell | Shire PLC | $1,667,000 | -79.5% | 6,435 | -81.4% | 0.33% | -77.9% |
| Sell | H&R REIT | $1,636,000 | -31.4% | 83,645 | -23.7% | 0.32% | -26.0% | |
| CNL | Buy | Cleco Corp. | $1,599,000 | -2.9% | 33,215 | +19.0% | 0.31% | +4.7% |
| JNJ | Buy | Johnson & Johnson | $1,445,000 | +5.0% | 13,555 | +3.0% | 0.28% | +13.6% |
| IMO | Buy | Imperial Oil Ltd. | $1,382,000 | -9.9% | 29,275 | +0.4% | 0.27% | -2.9% |
| MPC | Sell | Marathon Petroleum Corp. | $1,207,000 | -29.5% | 14,250 | -35.0% | 0.24% | -24.0% |
| CDK | New | CDK Global Holdings LLC | $1,104,000 | – | 36,077 | – | 0.22% | – |
| MYGN | New | Myriad Genetics Inc. | $1,026,000 | – | 26,600 | – | 0.20% | – |
| HTS | Buy | Hatteras Financial Corp | $763,000 | -8.7% | 42,460 | +0.6% | 0.15% | -1.3% |
| SIRO | Buy | Sirona Dental Systems Inc. | $724,000 | -4.6% | 9,440 | +2.6% | 0.14% | +2.9% |
| SYF | New | Synchrony Financial | $655,000 | – | 26,680 | – | 0.13% | – |
| FNHM | New | FNBH Bancorp Inc. | $500,000 | – | 509,260 | – | 0.10% | – |
| BGS | Sell | B&G Foods Inc. | $356,000 | -91.9% | 12,940 | -90.3% | 0.07% | -91.2% |
| QIWI | Sell | Qiwi PLC | $260,000 | -83.2% | 8,220 | -78.6% | 0.05% | -81.9% |
| New | Reckitt Benckiser PLC | $217,000 | – | 2,500 | – | 0.04% | – | |
| Exit | Heineken NV | $0 | – | -3,965 | – | -0.05% | – | |
| LPT | Exit | Liberty Property Trust | $0 | – | -18,265 | – | -0.13% | – |
| Exit | CPL Resources PLC | $0 | – | -78,455 | – | -0.14% | – | |
| Exit | St. Gobain SA | $0 | – | -41,307 | – | -0.42% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EPD | New | Enterprise Products Partners Lunit ltd partn | $11,359,000 | – | 145,095 | – | 2.07% | – |
| GIS | New | General Mills Inc. | $10,902,000 | – | 207,494 | – | 1.98% | – |
| PAA | New | Plains All American Pipeline Lunit ltd partn | $10,720,000 | – | 178,513 | – | 1.95% | – |
| BPL | New | Buckeye Partners LPunit ltd partn | $10,645,000 | – | 128,163 | – | 1.94% | – |
| OKS | New | Oneok Partners LPunit ltd partn | $10,470,000 | – | 178,675 | – | 1.90% | – |
| PH | New | Parker Hannifin Corp. | $9,699,000 | – | 77,141 | – | 1.76% | – |
| SXL | New | Sunoco Logistic Partners LPunit ltd partn | $9,553,000 | – | 202,782 | – | 1.74% | – |
| MCD | New | McDonald's Corp. | $9,524,000 | – | 94,540 | – | 1.73% | – |
| ADP | New | Automatic Data Processing Inc. | $9,504,000 | – | 119,885 | – | 1.73% | – |
| FISV | New | Fiserv Inc. | $9,484,000 | – | 157,220 | – | 1.73% | – |
| TCP | New | TC Pipelines LPunit ltd partn | $9,312,000 | – | 180,262 | – | 1.69% | – |
| HRL | New | Hormel Foods Corp. | $9,035,000 | – | 183,085 | – | 1.64% | – |
| CL | New | Colgate-Palmolive Co. | $8,923,000 | – | 130,875 | – | 1.62% | – |
| 4945SC | New | Kinder Morgan Energy Partnersunit ltd partn | $8,760,000 | – | 106,555 | – | 1.59% | – |
| GGG | New | Graco, Inc. | $8,743,000 | – | 111,975 | – | 1.59% | – |
| SHW | New | Sherwin-Williams Co. | $8,737,000 | – | 42,225 | – | 1.59% | – |
| NSC | New | Norfolk & Southern Corp. | $8,732,000 | – | 84,750 | – | 1.59% | – |
| APC | New | Anadarko Petroleum Corp. | $8,379,000 | – | 76,545 | – | 1.52% | – |
| GWW | New | Grainger, WW Inc. | $8,364,000 | – | 32,895 | – | 1.52% | – |
| TD | New | Toronto Dominion Bank | $8,303,000 | – | 161,502 | – | 1.51% | – |
| MTD | New | Mettler-Toledo International, | $8,251,000 | – | 32,590 | – | 1.50% | – |
| SHPG | New | Shire PLC | $8,144,000 | – | 34,585 | – | 1.48% | – |
| PB | New | Prosperity Bancshares Inc. | $8,032,000 | – | 128,300 | – | 1.46% | – |
| OMC | New | Omnicom Group | $7,614,000 | – | 106,908 | – | 1.38% | – |
| INGR | New | Ingredion Inc. | $7,491,000 | – | 99,830 | – | 1.36% | – |
| HEINY | New | Heineken NV ADRadr | $7,477,000 | – | 208,615 | – | 1.36% | – |
| ATR | New | Aptargroup, Inc. | $7,418,000 | – | 110,707 | – | 1.35% | – |
| ITT | New | ITT Corp. | $7,390,000 | – | 153,633 | – | 1.34% | – |
| SPH | New | Suburban Propane Partners LPunit ltd partn | $6,851,000 | – | 148,924 | – | 1.25% | – |
| NVS | New | Novartis AG ADRadr | $6,759,000 | – | 74,665 | – | 1.23% | – |
| EMR | New | Emerson Electric Co. | $6,684,000 | – | 100,725 | – | 1.22% | – |
| New | Schneider Electric SA | $6,483,000 | – | 68,870 | – | 1.18% | – | |
| PAYX | New | Paychex, Inc. | $6,329,000 | – | 152,280 | – | 1.15% | – |
| DCP | New | DCP Midstream Partners LPunit ltd partn | $6,265,000 | – | 109,919 | – | 1.14% | – |
| MRO | New | Marathon Oil Corp. | $6,077,000 | – | 152,236 | – | 1.11% | – |
| APU | New | Amerigas Partners LPunit ltd partn | $6,030,000 | – | 132,840 | – | 1.10% | – |
| New | Commonwealth Bank of Australia | $6,014,000 | – | 78,780 | – | 1.09% | – | |
| AVY | New | Avery Dennison Corp. | $5,935,000 | – | 115,805 | – | 1.08% | – |
| MMLP | New | Martin Midstream Partners LPunit ltd partn | $5,911,000 | – | 143,535 | – | 1.08% | – |
| KMB | New | Kimberly-Clark Corp. | $5,466,000 | – | 49,145 | – | 1.00% | – |
| MKC | New | McCormick & Co. Inc. | $5,383,000 | – | 75,190 | – | 0.98% | – |
| BMS | New | Bemis Co. Inc. | $5,241,000 | – | 128,905 | – | 0.95% | – |
| BCR | New | C.R. Bard Inc. | $5,109,000 | – | 35,725 | – | 0.93% | – |
| SON | New | Sonoco Products Co. | $5,089,000 | – | 115,845 | – | 0.93% | – |
| LECO | New | Lincoln Electric Holdings Inc. | $5,091,000 | – | 72,850 | – | 0.93% | – |
| MNR | New | Monmouth Real Estate Investmen | $5,032,000 | – | 501,146 | – | 0.92% | – |
| O | New | Realty Income Corp. | $4,900,000 | – | 110,305 | – | 0.89% | – |
| BBEPQ | New | BreitBurn Energy Partners LPunit ltd partn | $4,770,000 | – | 215,659 | – | 0.87% | – |
| PX | New | Praxair, Inc. | $4,586,000 | – | 34,524 | – | 0.83% | – |
| XOM | New | Exxon Mobil Corp. | $4,555,000 | – | 45,240 | – | 0.83% | – |
| BGS | New | B&G Foods Inc. | $4,378,000 | – | 133,910 | – | 0.80% | – |
| TTE | New | Total SA ADRadr | $4,271,000 | – | 59,154 | – | 0.78% | – |
| XYL | New | Xylem, Inc. | $4,234,000 | – | 108,345 | – | 0.77% | – |
| GSK | New | GlaxoSmithKline PLC ADRadr | $4,084,000 | – | 76,365 | – | 0.74% | – |
| MO | New | Altria Group, Inc. | $3,861,000 | – | 92,060 | – | 0.70% | – |
| NGG | New | National Grid PLC ADSadr | $3,864,000 | – | 51,949 | – | 0.70% | – |
| GLP | New | Global Partners LPunit ltd partn | $3,708,000 | – | 91,260 | – | 0.68% | – |
| M | New | Macy's, Inc. | $3,628,000 | – | 62,525 | – | 0.66% | – |
| New | Vermilion Energy Trust | $3,541,000 | – | 50,802 | – | 0.64% | – | |
| AAPL | New | Apple Inc. | $3,477,000 | – | 37,416 | – | 0.63% | – |
| MOH | New | Molina Healthcare Inc. | $3,420,000 | – | 76,620 | – | 0.62% | – |
| UBA | New | Urstadt Biddle Properties A | $3,406,000 | – | 163,140 | – | 0.62% | – |
| SNN | New | Smith & Nephew PLC | $3,397,000 | – | 38,045 | – | 0.62% | – |
| CMCSA | New | Comcast Corp. | $3,340,000 | – | 62,225 | – | 0.61% | – |
| OTEX | New | OpenText Corp. | $3,336,000 | – | 69,580 | – | 0.61% | – |
| OKE | New | Oneok Inc. | $3,318,000 | – | 48,743 | – | 0.60% | – |
| SSL | New | Sasol Ltd. ADRadr | $3,282,000 | – | 55,520 | – | 0.60% | – |
| OGS | New | ONE Gas, Inc. | $3,222,000 | – | 85,345 | – | 0.59% | – |
| J | New | Jacobs Engineering Group | $3,204,000 | – | 60,143 | – | 0.58% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $3,146,000 | – | 46,528 | – | 0.57% | – |
| USPH | New | US Physical Therapy Inc. | $3,129,000 | – | 91,508 | – | 0.57% | – |
| CLX | New | The Clorox Co. | $3,119,000 | – | 34,130 | – | 0.57% | – |
| ERF | New | Enerplus Resources Fund Trust | $3,100,000 | – | 123,128 | – | 0.56% | – |
| CHD | New | Church & Dwight Co., Inc. | $3,045,000 | – | 43,525 | – | 0.55% | – |
| ECL | New | Ecolab, Inc. | $3,017,000 | – | 27,095 | – | 0.55% | – |
| APD | New | Air Products & Chemicals Inc. | $2,990,000 | – | 23,244 | – | 0.54% | – |
| KMR | New | Kinder Morgan Management LLC | $2,966,000 | – | 37,580 | – | 0.54% | – |
| T | New | AT&T Inc. | $2,924,000 | – | 82,700 | – | 0.53% | – |
| New | Cominar REIT | $2,915,000 | – | 164,690 | – | 0.53% | – | |
| OXY | New | Occidental Petroleum Corp. | $2,827,000 | – | 27,550 | – | 0.51% | – |
| JCI | New | Johnson Controls Inc. | $2,775,000 | – | 55,585 | – | 0.50% | – |
| LEG | New | Leggett & Platt Inc. | $2,677,000 | – | 78,080 | – | 0.49% | – |
| VZ | New | Verizon Communications Inc. | $2,639,000 | – | 53,930 | – | 0.48% | – |
| FGPRQ | New | Ferrellgas Partners LPunit ltd partn | $2,602,000 | – | 95,085 | – | 0.47% | – |
| PSXP | New | Phillips 66 Partners LPunit ltd partn | $2,426,000 | – | 32,110 | – | 0.44% | – |
| New | H&R REIT | $2,384,000 | – | 109,652 | – | 0.43% | – | |
| TGP | New | Teekay LNG Partners LPunit ltd partn | $2,330,000 | – | 50,502 | – | 0.42% | – |
| New | St. Gobain SA | $2,330,000 | – | 41,307 | – | 0.42% | – | |
| New | Genworth MI Canada Inc. | $2,281,000 | – | 63,920 | – | 0.42% | – | |
| SRE | New | Sempra Energy | $2,253,000 | – | 21,515 | – | 0.41% | – |
| EDPFY | New | Energias de Portugal, SA ADRadr | $2,220,000 | – | 44,315 | – | 0.40% | – |
| IREBY | New | Bank of Ireland ADRadr | $2,085,000 | – | 149,981 | – | 0.38% | – |
| INFY | New | Infosys Ltd. ADRadr | $2,024,000 | – | 37,640 | – | 0.37% | – |
| SBH | New | Sally Beauty Holdings Inc. | $2,019,000 | – | 80,486 | – | 0.37% | – |
| New | Gaztransport et Technigaz SAS | $1,896,000 | – | 29,080 | – | 0.34% | – | |
| PGHEF | New | Pengrowth Energy Trust | $1,890,000 | – | 263,250 | – | 0.34% | – |
| ADVS | New | Advent Software, Inc. | $1,864,000 | – | 57,220 | – | 0.34% | – |
| USAC | New | USA Compression Partnersunit ltd partn | $1,814,000 | – | 70,654 | – | 0.33% | – |
| CMI | New | Cummins Inc. | $1,786,000 | – | 11,575 | – | 0.32% | – |
| GOOD | New | Gladstone Commerical Corp. | $1,766,000 | – | 98,832 | – | 0.32% | – |
| YNDX | New | Yandex NV | $1,755,000 | – | 49,240 | – | 0.32% | – |
| JWA | New | John Wiley & Sons Inc. A | $1,746,000 | – | 28,815 | – | 0.32% | – |
| CPK | New | Chesapeake Utilities Corp. | $1,737,000 | – | 24,355 | – | 0.32% | – |
| MPC | New | Marathon Petroleum Corp. | $1,712,000 | – | 21,930 | – | 0.31% | – |
| CNL | New | Cleco Corp. | $1,646,000 | – | 27,915 | – | 0.30% | – |
| QIWI | New | Qiwi PLC | $1,547,000 | – | 38,370 | – | 0.28% | – |
| IMO | New | Imperial Oil Ltd. | $1,534,000 | – | 29,155 | – | 0.28% | – |
| THR | New | Thermon Group Holdings, Inc. | $1,497,000 | – | 56,863 | – | 0.27% | – |
| New | Precinct Properties New Zealan | $1,488,000 | – | 1,580,600 | – | 0.27% | – | |
| JNJ | New | Johnson & Johnson | $1,376,000 | – | 13,155 | – | 0.25% | – |
| New | Crombie REIT | $1,167,000 | – | 92,516 | – | 0.21% | – | |
| BBY | New | Best Buy Co. Inc. | $1,150,000 | – | 37,100 | – | 0.21% | – |
| GSM | New | Global Specialty Metals Inc. | $1,108,000 | – | 53,310 | – | 0.20% | – |
| MCHP | New | Microchip Technology Inc. | $984,000 | – | 20,150 | – | 0.18% | – |
| New | Novolipetsk GDRadr | $978,000 | – | 69,635 | – | 0.18% | – | |
| New | Partners REIT | $950,000 | – | 202,756 | – | 0.17% | – | |
| HTS | New | Hatteras Financial Corp | $836,000 | – | 42,190 | – | 0.15% | – |
| New | Credito Real Sofom ENR | $761,000 | – | 340,010 | – | 0.14% | – | |
| SIRO | New | Sirona Dental Systems Inc. | $759,000 | – | 9,200 | – | 0.14% | – |
| New | CPL Resources PLC | $751,000 | – | 78,455 | – | 0.14% | – | |
| LPT | New | Liberty Property Trust | $693,000 | – | 18,265 | – | 0.13% | – |
| ROSYY | New | Rostelecom Long Distance ADRadr | $515,000 | – | 33,580 | – | 0.09% | – |
| VDMCY | New | Vodacom Group Ltd.ADRadr | $384,000 | – | 31,000 | – | 0.07% | – |
| New | Heineken NV | $285,000 | – | 3,965 | – | 0.05% | – | |
| HAS | New | Hasbro Inc. | $263,000 | – | 4,960 | – | 0.05% | – |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $149,000 | – | 67,825 | – | 0.03% | – |
| New | Lakeview Hotel Investment Co. | $34,000 | – | 85,300 | – | 0.01% | – | |
| New | Lakeview Hotel Investment Corp | $27,000 | – | 73,900 | – | 0.01% | – | |
| DIAGF | New | Spectral Medical Inc. | $7,000 | – | 20,000 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EMEXF | Exit | Emerald Plantation Holdings LT | $0 | – | -68,496 | – | -0.00% | – |
| DIAGF | Exit | Spectral Diagnostics | $0 | – | -20,000 | – | -0.00% | – |
| Exit | Lakeview Hotel REIT A | $0 | – | -85,300 | – | -0.01% | – | |
| MTL | Exit | Mechel Open Joint Stock Co. ADadr | $0 | – | -67,825 | – | -0.05% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -4,960 | – | -0.05% | – |
| BBY | Exit | Best Buy Co. Inc. | $0 | – | -7,000 | – | -0.06% | – |
| Exit | Heineken NV | $0 | – | -3,965 | – | -0.06% | – | |
| Exit | Lakeview Hotel REIT B | $0 | – | -73,900 | – | -0.06% | – | |
| WSR | Exit | Whitestone REIT | $0 | – | -20,550 | – | -0.06% | – |
| PSXP | Exit | Phillips 66 Partners LPunit ltd partn | $0 | – | -11,000 | – | -0.07% | – |
| Exit | Credito Real Sofom ENR | $0 | – | -241,000 | – | -0.08% | – | |
| ORAN | Exit | Orange ADRadr | $0 | – | -32,075 | – | -0.08% | – |
| GSM | Exit | Global Specialty Metals Inc. | $0 | – | -27,250 | – | -0.09% | – |
| Exit | CPL Resources PLC | $0 | – | -75,885 | – | -0.12% | – | |
| ROSYY | Exit | Rostelecom Long Distance ADRadr | $0 | – | -33,580 | – | -0.13% | – |
| RNDY | Exit | Roundy's Inc. | $0 | – | -78,300 | – | -0.14% | – |
| BTU | Exit | Peabody Energy Corp. | $0 | – | -46,750 | – | -0.17% | – |
| HTS | Exit | Hatteras Financial Corp | $0 | – | -43,975 | – | -0.17% | – |
| HNP | Exit | Huaneng Power ADRadr | $0 | – | -25,090 | – | -0.21% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -30,065 | – | -0.22% | – |
| Exit | Partners REIT | $0 | – | -183,545 | – | -0.25% | – | |
| THR | Exit | Thermon Group Holdings, Inc. | $0 | – | -52,815 | – | -0.26% | – |
| PGHEF | Exit | Pengrowth Energy Trust | $0 | – | -207,650 | – | -0.26% | – |
| IMO | Exit | Imperial Oil Ltd. | $0 | – | -29,145 | – | -0.27% | – |
| Exit | Precinct Properties New Zealan | $0 | – | -1,580,600 | – | -0.27% | – | |
| ECL | Exit | Ecolab, Inc. | $0 | – | -13,495 | – | -0.28% | – |
| USAC | Exit | USA Compression Partnersunit ltd partn | $0 | – | -58,560 | – | -0.29% | – |
| JWA | Exit | John Wiley & Sons Inc. A | $0 | – | -29,315 | – | -0.29% | – |
| Exit | Crombie REIT | $0 | – | -118,775 | – | -0.31% | – | |
| PWE | Exit | Penn West Energy Trust | $0 | – | -135,988 | – | -0.32% | – |
| PTR | Exit | PetroChina Ltd. ADSadr | $0 | – | -13,755 | – | -0.32% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -11,575 | – | -0.32% | – |
| T | Exit | AT&T Inc. | $0 | – | -45,640 | – | -0.32% | – |
| CMCSA | Exit | Comcast Corp | $0 | – | -34,335 | – | -0.32% | – |
| IREBY | Exit | Bank of Ireland ADRadr | $0 | – | -139,981 | – | -0.33% | – |
| EDPFY | Exit | Energias de Portugal, SA ADRadr | $0 | – | -43,440 | – | -0.33% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -18,655 | – | -0.34% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -35,110 | – | -0.34% | – |
| SHPG | Exit | Shire PLC | $0 | – | -14,165 | – | -0.36% | – |
| M | Exit | Macy's, Inc. | $0 | – | -40,430 | – | -0.37% | – |
| YNDX | Exit | Yandex NV | $0 | – | -48,210 | – | -0.37% | – |
| GOOD | Exit | Gladstone Commerical Corp. | $0 | – | -100,005 | – | -0.38% | – |
| INFY | Exit | Infosys Ltd. ADRadr | $0 | – | -37,640 | – | -0.38% | – |
| Exit | Genworth MI Canada Inc. | $0 | – | -66,320 | – | -0.39% | – | |
| MO | Exit | Altria Group, Inc | $0 | – | -54,575 | – | -0.39% | – |
| FGPRQ | Exit | Ferrellgas Partners LPunit ltd partn | $0 | – | -84,155 | – | -0.39% | – |
| VRX | Exit | Valeant Pharmaceuticals | $0 | – | -18,300 | – | -0.40% | – |
| TGP | Exit | Teekay LNG Partners LPunit ltd partn | $0 | – | -44,345 | – | -0.41% | – |
| SNN | Exit | Smith & Nephew PLC | $0 | – | -31,945 | – | -0.42% | – |
| ERF | Exit | Enerplus Resources Fund Trust | $0 | – | -123,040 | – | -0.43% | – |
| SBH | Exit | Sally Beauty Holdings Inc. | $0 | – | -79,420 | – | -0.44% | – |
| MOH | Exit | Molina Healthcare Inc. | $0 | – | -59,090 | – | -0.44% | – |
| OTEX | Exit | OpenText Corp. | $0 | – | -29,970 | – | -0.47% | – |
| PVR | Exit | PVR Partners LPunit ltd partn | $0 | – | -98,915 | – | -0.48% | – |
| Exit | St. Gobain | $0 | – | -46,245 | – | -0.48% | – | |
| USPH | Exit | US Physical Therapy Inc. | $0 | – | -75,327 | – | -0.49% | – |
| PAC | Exit | Grupo Aeroportuario Del Pacifiadr | $0 | – | -46,170 | – | -0.50% | – |
| Exit | H&R REIT | $0 | – | -115,337 | – | -0.50% | – | |
| SSL | Exit | Sasol Ltd. ADRadr | $0 | – | -51,155 | – | -0.51% | – |
| APD | Exit | Air Products & Chemicals Inc. | $0 | – | -23,290 | – | -0.52% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -27,550 | – | -0.54% | – |
| JCI | Exit | Johnson Controls Inc. | $0 | – | -62,460 | – | -0.54% | – |
| SON | Exit | Sonoco Products Co. | $0 | – | -69,795 | – | -0.57% | – |
| CLX | Exit | The Clorox Company | $0 | – | -35,280 | – | -0.60% | – |
| LECO | Exit | Lincoln Electric Holdings Inc. | $0 | – | -43,835 | – | -0.61% | – |
| XYL | Exit | Xylem, Inc | $0 | – | -105,120 | – | -0.62% | – |
| GLP | Exit | Global Partners LPunit ltd partn | $0 | – | -87,035 | – | -0.63% | – |
| NGG | Exit | National Grid PLC ADSadr | $0 | – | -51,879 | – | -0.64% | – |
| Exit | Vermilion Energy Trust | $0 | – | -55,896 | – | -0.64% | – | |
| UBA | Exit | Urstadt Biddle Properties A | $0 | – | -155,190 | – | -0.65% | – |
| CHD | Exit | Church & Dwight Co., Inc. | $0 | – | -52,290 | – | -0.66% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -27,520 | – | -0.69% | – |
| AVY | Exit | Avery Dennison Corp. | $0 | – | -78,710 | – | -0.72% | – |
| J | Exit | Jacob Engineering Group | $0 | – | -60,125 | – | -0.73% | – |
| GSK | Exit | GlaxoSmithKline PLC ADRadr | $0 | – | -70,275 | – | -0.74% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -44,340 | – | -0.80% | – |
| O | Exit | Realty Income Corp. | $0 | – | -97,295 | – | -0.81% | – |
| MNR | Exit | Monmouth Real Estate Investmen | $0 | – | -429,383 | – | -0.82% | – |
| DCP | Exit | DCP Midstream Partners LPunit ltd partn | $0 | – | -80,630 | – | -0.84% | – |
| MPC | Exit | Marathon Petroleum Corp. | $0 | – | -65,247 | – | -0.88% | – |
| BBEPQ | Exit | BrietBurn Energy Partners LPunit ltd partn | $0 | – | -229,025 | – | -0.88% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -47,575 | – | -0.94% | – |
| Exit | Tullow Oil PLC | $0 | – | -276,080 | – | -0.96% | – | |
| MRO | Exit | Maranthon Oil Corp. | $0 | – | -133,236 | – | -0.97% | – |
| Exit | Cominar REIT | $0 | – | -248,445 | – | -0.98% | – | |
| MKC | Exit | McCormick & Co. Inc. | $0 | – | -73,810 | – | -1.00% | – |
| BCR | Exit | C.R. Bard Inc. | $0 | – | -43,635 | – | -1.05% | – |
| ITT | Exit | ITT Corp. | $0 | – | -140,538 | – | -1.06% | – |
| BRC | Exit | Brady Corp. | $0 | – | -171,995 | – | -1.10% | – |
| Exit | Commonwealth Bank of Australia | $0 | – | -78,920 | – | -1.10% | – | |
| BMS | Exit | Bemis Co. Inc. | $0 | – | -136,105 | – | -1.11% | – |
| PNG | Exit | PAA Natural Gas Storage LPunit ltd partn | $0 | – | -228,300 | – | -1.12% | – |
| TTE | Exit | Total SA ADRadr | $0 | – | -94,610 | – | -1.15% | – |
| BGS | Exit | B&G Foods Inc. | $0 | – | -159,700 | – | -1.16% | – |
| INGR | Exit | Ingredion Inc. | $0 | – | -84,830 | – | -1.18% | – |
| PAYX | Exit | Paychex, Inc. | $0 | – | -142,760 | – | -1.22% | – |
| APU | Exit | Amerigas Partners LPunit ltd partn | $0 | – | -137,570 | – | -1.24% | – |
| MMLP | Exit | Martin Midstream Partners LPunit ltd partn | $0 | – | -127,980 | – | -1.26% | – |
| ATR | Exit | Aptargroup, Inc. | $0 | – | -108,620 | – | -1.37% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -102,030 | – | -1.38% | – |
| Exit | Schneider Electric SA | $0 | – | -78,360 | – | -1.39% | – | |
| SPH | Exit | Suburban Propane Partners LPunit ltd partn | $0 | – | -143,344 | – | -1.41% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -73,090 | – | -1.42% | – |
| PH | Exit | Parker Hannifin | $0 | – | -65,226 | – | -1.49% | – |
| HEINY | Exit | Heineken NV ADRadr | $0 | – | -205,765 | – | -1.53% | – |
| NSC | Exit | Norfolk & Southern Corp. | $0 | – | -95,280 | – | -1.54% | – |
| TD | Exit | Toronto Dominion Bank | $0 | – | -83,471 | – | -1.58% | – |
| OMC | Exit | Omnicom Group | $0 | – | -121,015 | – | -1.61% | – |
| HRL | Exit | Hormel Foods Corp. | $0 | – | -183,995 | – | -1.62% | – |
| MTD | Exit | Mettler-Toledo International, | $0 | – | -32,800 | – | -1.65% | – |
| GWW | Exit | Grainger, WW Inc. | $0 | – | -30,375 | – | -1.67% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -82,955 | – | -1.67% | – |
| PB | Exit | Prosperity Bancshares Inc. | $0 | – | -130,080 | – | -1.69% | – |
| GGG | Exit | Graco, Inc. | $0 | – | -113,375 | – | -1.76% | – |
| ADP | Exit | Automatic Data Processing Inc. | $0 | – | -119,265 | – | -1.81% | – |
| TCP | Exit | TC Pipelines LPunit ltd partn | $0 | – | -177,872 | – | -1.82% | – |
| PAA | Exit | Plains All American Pipeline Lunit ltd partn | $0 | – | -165,555 | – | -1.83% | – |
| BPL | Exit | Buckeye Partners LPunit ltd partn | $0 | – | -133,925 | – | -1.84% | – |
| SHW | Exit | Sherwin-Williams Co. | $0 | – | -48,760 | – | -1.86% | – |
| CL | Exit | Colgate-Palmolive Co. | $0 | – | -150,585 | – | -1.87% | – |
| FISV | Exit | Fiserv Inc. | $0 | – | -89,685 | – | -1.90% | – |
| NVS | Exit | Novartis AG ADRadr | $0 | – | -119,880 | – | -1.93% | – |
| 4945SC | Exit | Kinder Morgan Energy Partnersunit ltd partn | $0 | – | -118,014 | – | -1.98% | – |
| OKS | Exit | Oneok Partners LPunit ltd partn | $0 | – | -181,585 | – | -2.02% | – |
| SXL | Exit | Sunoco Logistic Partners LPunit ltd partn | $0 | – | -146,395 | – | -2.04% | – |
| EPD | Exit | Enterprise Products Partners Lunit ltd partn | $0 | – | -168,840 | – | -2.16% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -216,490 | – | -2.18% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GIS | Sell | General Mills Inc. | $10,374,000 | -5.8% | 216,490 | -4.6% | 2.18% | -10.6% |
| EPD | Buy | Enterprise Products Partners Lunit ltd partn | $10,306,000 | +1.0% | 168,840 | +2.9% | 2.16% | -4.1% |
| SXL | Sell | Sunoco Logistic Partners LPunit ltd partn | $9,728,000 | -9.8% | 146,395 | -13.2% | 2.04% | -14.4% |
| OKS | Buy | Oneok Partners LPunit ltd partn | $9,626,000 | +13.7% | 181,585 | +6.2% | 2.02% | +7.9% |
| 4945SC | Buy | Kinder Morgan Energy Partnersunit ltd partn | $9,421,000 | -0.8% | 118,014 | +6.2% | 1.98% | -5.8% |
| NVS | Sell | Novartis AG ADRadr | $9,196,000 | +7.8% | 119,880 | -0.6% | 1.93% | +2.3% |
| FISV | Sell | Fiserv Inc. | $9,063,000 | +7.7% | 89,685 | -6.9% | 1.90% | +2.2% |
| CL | Sell | Colgate-Palmolive Co. | $8,930,000 | -1.0% | 150,585 | -4.4% | 1.87% | -6.1% |
| SHW | Sell | Sherwin-Williams Co. | $8,883,000 | -5.5% | 48,760 | -8.4% | 1.86% | -10.4% |
| BPL | Buy | Buckeye Partners LPunit ltd partn | $8,776,000 | -0.9% | 133,925 | +6.1% | 1.84% | -5.9% |
| PAA | Sell | Plains All American Pipeline Lunit ltd partn | $8,718,000 | -7.8% | 165,555 | -2.3% | 1.83% | -12.5% |
| TCP | Buy | TC Pipelines LPunit ltd partn | $8,662,000 | +1.3% | 177,872 | +0.4% | 1.82% | -3.9% |
| ADP | Sell | Automatic Data Processing Inc. | $8,632,000 | +2.0% | 119,265 | -2.9% | 1.81% | -3.2% |
| GGG | Sell | Graco, Inc. | $8,397,000 | +11.8% | 113,375 | -4.6% | 1.76% | +6.0% |
| PB | Sell | Prosperity Bancshares Inc. | $8,044,000 | -0.9% | 130,080 | -17.0% | 1.69% | -6.0% |
| MCD | Buy | McDonald's Corp. | $7,981,000 | -2.1% | 82,955 | +0.7% | 1.67% | -7.1% |
| GWW | Buy | Grainger, WW Inc. | $7,949,000 | +4.6% | 30,375 | +0.8% | 1.67% | -0.8% |
| MTD | Sell | Mettler-Toledo International, | $7,875,000 | +16.9% | 32,800 | -2.0% | 1.65% | +11.0% |
| HRL | Sell | Hormel Foods Corp. | $7,750,000 | -0.1% | 183,995 | -8.5% | 1.62% | -5.1% |
| OMC | Buy | Omnicom Group | $7,677,000 | +1.4% | 121,015 | +0.5% | 1.61% | -3.8% |
| TD | Sell | Toronto Dominion Bank | $7,511,000 | +6.3% | 83,471 | -5.0% | 1.58% | +0.9% |
| NSC | Sell | Norfolk & Southern Corp. | $7,370,000 | +4.2% | 95,280 | -2.2% | 1.54% | -1.2% |
| HEINY | Sell | Heineken NV ADRadr | $7,294,000 | +10.4% | 205,765 | -0.8% | 1.53% | +4.8% |
| PH | Sell | Parker Hannifin | $7,091,000 | +6.3% | 65,226 | -6.7% | 1.49% | +0.9% |
| APC | Buy | Anadarko Petroleum Corp. | $6,797,000 | +12.5% | 73,090 | +4.0% | 1.42% | +6.7% |
| SPH | Buy | Suburban Propane Partners LPunit ltd partn | $6,708,000 | +8.1% | 143,344 | +7.3% | 1.41% | +2.6% |
| Sell | Schneider Electric SA | $6,631,000 | +6.7% | 78,360 | -8.7% | 1.39% | +1.2% | |
| EMR | Sell | Emerson Electric Co. | $6,601,000 | +8.6% | 102,030 | -8.4% | 1.38% | +3.1% |
| ATR | Sell | Aptargroup, Inc. | $6,531,000 | +7.1% | 108,620 | -1.7% | 1.37% | +1.6% |
| MMLP | Buy | Martin Midstream Partners LPunit ltd partn | $6,007,000 | +8.0% | 127,980 | +1.4% | 1.26% | +2.4% |
| APU | Buy | Amerigas Partners LPunit ltd partn | $5,925,000 | +3.3% | 137,570 | +18.5% | 1.24% | -2.0% |
| PAYX | Sell | Paychex, Inc. | $5,802,000 | -0.8% | 142,760 | -10.9% | 1.22% | -6.0% |
| BGS | Buy | B&G Foods Inc. | $5,518,000 | +2.3% | 159,700 | +0.8% | 1.16% | -2.9% |
| TTE | Buy | Total SA ADRadr | $5,480,000 | +19.2% | 94,610 | +0.2% | 1.15% | +13.1% |
| PNG | Buy | PAA Natural Gas Storage LPunit ltd partn | $5,317,000 | +12.3% | 228,300 | +1.4% | 1.12% | +6.6% |
| BMS | Buy | Bemis Co. Inc. | $5,309,000 | +1.2% | 136,105 | +1.6% | 1.11% | -4.0% |
| Buy | Commonwealth Bank of Australia | $5,255,000 | +8.7% | 78,920 | +3.4% | 1.10% | +3.2% | |
| BRC | Sell | Brady Corp. | $5,246,000 | -8.1% | 171,995 | -7.4% | 1.10% | -12.8% |
| ITT | Sell | ITT Corp. | $5,052,000 | +18.1% | 140,538 | -3.4% | 1.06% | +12.1% |
| BCR | Buy | C.R. Bard Inc. | $5,027,000 | +17.9% | 43,635 | +11.2% | 1.05% | +11.9% |
| MKC | Sell | McCormick & Co. Inc. | $4,776,000 | -10.0% | 73,810 | -2.2% | 1.00% | -14.7% |
| Buy | Cominar REIT | $4,653,000 | -2.2% | 248,445 | +3.1% | 0.98% | -7.3% | |
| MRO | Buy | Maranthon Oil Corp. | $4,647,000 | +2.1% | 133,236 | +1.2% | 0.97% | -3.2% |
| KMB | Sell | Kimberly-Clark Corp. | $4,483,000 | -5.0% | 47,575 | -2.1% | 0.94% | -9.9% |
| BBEPQ | Buy | BrietBurn Energy Partners LPunit ltd partn | $4,198,000 | +2.5% | 229,025 | +2.0% | 0.88% | -2.8% |
| MPC | Buy | Marathon Petroleum Corp. | $4,197,000 | -2.0% | 65,247 | +8.3% | 0.88% | -7.0% |
| DCP | Buy | DCP Midstream Partners LPunit ltd partn | $4,004,000 | -6.2% | 80,630 | +2.2% | 0.84% | -11.0% |
| MNR | Sell | Monmouth Real Estate Investmen | $3,895,000 | -9.3% | 429,383 | -1.4% | 0.82% | -13.9% |
| O | Buy | Realty Income Corp. | $3,867,000 | +0.7% | 97,295 | +6.2% | 0.81% | -4.5% |
| XOM | Buy | Exxon Mobil Corp. | $3,815,000 | +1.4% | 44,340 | +6.5% | 0.80% | -3.7% |
| GSK | Sell | GlaxoSmithKline PLC ADRadr | $3,526,000 | -10.8% | 70,275 | -11.2% | 0.74% | -15.4% |
| J | Sell | Jacob Engineering Group | $3,498,000 | +3.2% | 60,125 | -2.2% | 0.73% | -2.1% |
| AVY | Buy | Avery Dennison Corp. | $3,425,000 | +46.7% | 78,710 | +44.1% | 0.72% | +39.1% |
| PX | Sell | Praxair, Inc. | $3,308,000 | -29.1% | 27,520 | -32.1% | 0.69% | -32.7% |
| CHD | Buy | Church & Dwight Co., Inc. | $3,140,000 | 0.0% | 52,290 | +2.8% | 0.66% | -5.2% |
| UBA | Buy | Urstadt Biddle Properties A | $3,085,000 | +14.1% | 155,190 | +15.8% | 0.65% | +8.4% |
| NGG | Sell | National Grid PLC ADSadr | $3,063,000 | -6.1% | 51,879 | -9.9% | 0.64% | -11.0% |
| GLP | Buy | Global Partners LPunit ltd partn | $3,026,000 | -11.4% | 87,035 | +1.7% | 0.63% | -15.9% |
| XYL | Sell | Xylem, Inc | $2,936,000 | +1.7% | 105,120 | -1.9% | 0.62% | -3.4% |
| LECO | Buy | Lincoln Electric Holdings Inc. | $2,920,000 | +18.7% | 43,835 | +2.1% | 0.61% | +12.7% |
| CLX | Sell | The Clorox Company | $2,883,000 | -3.1% | 35,280 | -1.4% | 0.60% | -8.1% |
| SON | Buy | Sonoco Products Co. | $2,718,000 | +361.5% | 69,795 | +310.0% | 0.57% | +338.5% |
| OXY | Buy | Occidental Petroleum Corp. | $2,577,000 | +6.0% | 27,550 | +1.1% | 0.54% | +0.6% |
| APD | Sell | Air Products & Chemicals Inc. | $2,482,000 | -15.1% | 23,290 | -27.1% | 0.52% | -19.5% |
| SSL | Buy | Sasol Ltd. ADRadr | $2,445,000 | +12.1% | 51,155 | +1.6% | 0.51% | +6.4% |
| PAC | Buy | Grupo Aeroportuario Del Pacifiadr | $2,362,000 | +1.0% | 46,170 | +0.3% | 0.50% | -4.3% |
| USPH | Buy | US Physical Therapy Inc. | $2,341,000 | +37.9% | 75,327 | +22.6% | 0.49% | +30.9% |
| Sell | St. Gobain | $2,291,000 | +22.4% | 46,245 | -0.2% | 0.48% | +15.9% | |
| OTEX | Buy | OpenText Corp. | $2,237,000 | +149.9% | 29,970 | +129.3% | 0.47% | +136.9% |
| MOH | Buy | Molina Healthcare Inc. | $2,104,000 | +155.7% | 59,090 | +166.9% | 0.44% | +142.3% |
| SBH | Buy | Sally Beauty Holdings Inc. | $2,078,000 | -14.0% | 79,420 | +2.3% | 0.44% | -18.4% |
| ERF | Buy | Enerplus Resources Fund Trust | $2,041,000 | +12.6% | 123,040 | +0.4% | 0.43% | +7.0% |
| SNN | Buy | Smith & Nephew PLC | $1,994,000 | +50.9% | 31,945 | +35.7% | 0.42% | +43.2% |
| TGP | Buy | Teekay LNG Partners LPunit ltd partn | $1,956,000 | +1.4% | 44,345 | +0.5% | 0.41% | -3.8% |
| FGPRQ | Buy | Ferrellgas Partners LPunit ltd partn | $1,876,000 | +4.3% | 84,155 | +1.2% | 0.39% | -1.0% |
| MO | New | Altria Group, Inc | $1,875,000 | – | 54,575 | – | 0.39% | – |
| INFY | Sell | Infosys Ltd. ADRadr | $1,811,000 | +14.9% | 37,640 | -1.6% | 0.38% | +9.2% |
| GOOD | Sell | Gladstone Commerical Corp. | $1,796,000 | -8.5% | 100,005 | -5.0% | 0.38% | -12.9% |
| YNDX | Buy | Yandex NV | $1,756,000 | +40.5% | 48,210 | +6.6% | 0.37% | +33.3% |
| M | Buy | Macy's, Inc. | $1,749,000 | +84.7% | 40,430 | +104.9% | 0.37% | +75.6% |
| SHPG | Buy | Shire PLC | $1,698,000 | +37.5% | 14,165 | +9.0% | 0.36% | +30.4% |
| VZ | New | Verizon Communications Inc. | $1,639,000 | – | 35,110 | – | 0.34% | – |
| JNJ | Buy | Johnson & Johnson | $1,617,000 | +12.7% | 18,655 | +11.6% | 0.34% | +6.9% |
| EDPFY | Buy | Energias de Portugal, SA ADRadr | $1,587,000 | +15.2% | 43,440 | +1.4% | 0.33% | +9.5% |
| IREBY | New | Bank of Ireland ADRadr | $1,578,000 | – | 139,981 | – | 0.33% | – |
| CMCSA | New | Comcast Corp | $1,549,000 | – | 34,335 | – | 0.32% | – |
| T | New | AT&T Inc. | $1,544,000 | – | 45,640 | – | 0.32% | – |
| CMI | Buy | Cummins Inc. | $1,538,000 | +28.9% | 11,575 | +5.2% | 0.32% | +22.0% |
| PWE | Buy | Penn West Energy Trust | $1,514,000 | +6.4% | 135,988 | +1.1% | 0.32% | +1.0% |
| Buy | Crombie REIT | $1,483,000 | -0.5% | 118,775 | +3.5% | 0.31% | -5.5% | |
| USAC | Buy | USA Compression Partnersunit ltd partn | $1,395,000 | +30.7% | 58,560 | +29.1% | 0.29% | +23.7% |
| ECL | Sell | Ecolab, Inc. | $1,333,000 | -43.6% | 13,495 | -51.4% | 0.28% | -46.6% |
| PGHEF | Buy | Pengrowth Energy Trust | $1,229,000 | +26.8% | 207,650 | +5.6% | 0.26% | +20.6% |
| Sell | Partners REIT | $1,195,000 | -18.2% | 183,545 | -18.9% | 0.25% | -22.3% | |
| LPT | Buy | Liberty Property Trust | $1,070,000 | -3.1% | 30,065 | +0.7% | 0.22% | -8.2% |
| HNP | Buy | Huaneng Power ADRadr | $1,005,000 | +5.8% | 25,090 | +1.5% | 0.21% | +0.5% |
| BTU | Sell | Peabody Energy Corp. | $806,000 | -18.1% | 46,750 | -30.4% | 0.17% | -22.1% |
| RNDY | Sell | Roundy's Inc. | $673,000 | -55.3% | 78,300 | -56.7% | 0.14% | -57.7% |
| PSXP | New | Phillips 66 Partners LPunit ltd partn | $338,000 | – | 11,000 | – | 0.07% | – |
| BBY | New | Best Buy Co. Inc. | $262,000 | – | 7,000 | – | 0.06% | – |
| HAS | Sell | Hasbro Inc. | $234,000 | -76.7% | 4,960 | -77.8% | 0.05% | -77.9% |
| UNTD | Exit | United Online Inc. | $0 | – | -54,140 | – | -0.09% | – |
| FN | Exit | Fabrinet | $0 | – | -97,175 | – | -0.30% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GIS | New | General Mills Inc. | $11,011,000 | – | 226,890 | – | 2.43% | – |
| SXL | New | Sunoco Logistic Partners LPunit ltd partn | $10,782,000 | – | 168,595 | – | 2.38% | – |
| EPD | New | Enterprise Products Partners Lunit ltd partn | $10,203,000 | – | 164,160 | – | 2.25% | – |
| 4945SC | New | Kinder Morgan Energy Partnersunit ltd partn | $9,493,000 | – | 111,164 | – | 2.10% | – |
| PAA | New | Plains All American Pipeline Lunit ltd partn | $9,460,000 | – | 169,505 | – | 2.09% | – |
| SHW | New | Sherwin-Williams Co. | $9,401,000 | – | 53,235 | – | 2.08% | – |
| CL | New | Colgate-Palmolive Co. | $9,021,000 | – | 157,460 | – | 1.99% | – |
| BPL | New | Buckeye Partners LPunit ltd partn | $8,852,000 | – | 126,170 | – | 1.96% | – |
| TCP | New | TC Pipelines LPunit ltd partn | $8,554,000 | – | 177,172 | – | 1.89% | – |
| NVS | New | Novartis AG ADRadr | $8,532,000 | – | 120,655 | – | 1.88% | – |
| OKS | New | Oneok Partners LPunit ltd partn | $8,465,000 | – | 170,935 | – | 1.87% | – |
| ADP | New | Automatic Data Processing Inc. | $8,459,000 | – | 122,840 | – | 1.87% | – |
| FISV | New | Fiserv Inc. | $8,416,000 | – | 96,285 | – | 1.86% | – |
| MCD | New | McDonald's Corp. | $8,153,000 | – | 82,355 | – | 1.80% | – |
| PB | New | Prosperity Bancshares Inc. | $8,116,000 | – | 156,705 | – | 1.79% | – |
| HRL | New | Hormel Foods Corp. | $7,755,000 | – | 201,020 | – | 1.71% | – |
| GWW | New | Grainger, WW Inc. | $7,597,000 | – | 30,125 | – | 1.68% | – |
| OMC | New | Omnicom Group | $7,570,000 | – | 120,415 | – | 1.67% | – |
| GGG | New | Graco, Inc. | $7,513,000 | – | 118,850 | – | 1.66% | – |
| NSC | New | Norfolk & Southern Corp. | $7,075,000 | – | 97,380 | – | 1.56% | – |
| TD | New | Toronto Dominion Bank | $7,064,000 | – | 87,896 | – | 1.56% | – |
| MTD | New | Mettler-Toledo International, | $6,735,000 | – | 33,475 | – | 1.49% | – |
| PH | New | Parker Hannifin | $6,671,000 | – | 69,926 | – | 1.47% | – |
| HEINY | New | Heineken NV ADRadr | $6,605,000 | – | 207,390 | – | 1.46% | – |
| New | Schneider Electric SA | $6,216,000 | – | 85,815 | – | 1.37% | – | |
| SPH | New | Suburban Propane Partners LPunit ltd partn | $6,203,000 | – | 133,544 | – | 1.37% | – |
| ATR | New | Aptargroup, Inc. | $6,100,000 | – | 110,495 | – | 1.35% | – |
| EMR | New | Emerson Electric Co. | $6,077,000 | – | 111,430 | – | 1.34% | – |
| APC | New | Anadarko Petroleum Corp. | $6,040,000 | – | 70,290 | – | 1.34% | – |
| PAYX | New | Paychex, Inc. | $5,850,000 | – | 160,235 | – | 1.29% | – |
| APU | New | Amerigas Partners LPunit ltd partn | $5,736,000 | – | 116,045 | – | 1.27% | – |
| BRC | New | Brady Corp. | $5,706,000 | – | 185,670 | – | 1.26% | – |
| INGR | New | Ingredion Inc. | $5,567,000 | – | 84,830 | – | 1.23% | – |
| MMLP | New | Martin Midstream Partners LPunit ltd partn | $5,563,000 | – | 126,180 | – | 1.23% | – |
| BGS | New | B&G Foods Inc. | $5,394,000 | – | 158,400 | – | 1.19% | – |
| MKC | New | McCormick & Co. Inc. | $5,308,000 | – | 75,435 | – | 1.17% | – |
| BMS | New | Bemis Co. Inc. | $5,244,000 | – | 133,990 | – | 1.16% | – |
| New | Commonwealth Bank of Australia | $4,833,000 | – | 76,320 | – | 1.07% | – | |
| New | Cominar REIT | $4,760,000 | – | 240,945 | – | 1.05% | – | |
| PNG | New | PAA Natural Gas Storage LPunit ltd partn | $4,736,000 | – | 225,100 | – | 1.05% | – |
| KMB | New | Kimberly-Clark Corp. | $4,719,000 | – | 48,575 | – | 1.04% | – |
| PX | New | Praxair, Inc. | $4,666,000 | – | 40,515 | – | 1.03% | – |
| TTE | New | Total SA ADRadr | $4,598,000 | – | 94,410 | – | 1.02% | – |
| MRO | New | Maranthon Oil Corp. | $4,552,000 | – | 131,636 | – | 1.01% | – |
| MNR | New | Monmouth Real Estate Investmenadr | $4,296,000 | – | 435,279 | – | 0.95% | – |
| MPC | New | Marathon Petroleum Corp. | $4,281,000 | – | 60,247 | – | 0.95% | – |
| ITT | New | ITT Corp. | $4,279,000 | – | 145,488 | – | 0.94% | – |
| DCP | New | DCP Midstream Partners LPunit ltd partn | $4,270,000 | – | 78,930 | – | 0.94% | – |
| BCR | New | C.R. Bard Inc. | $4,265,000 | – | 39,245 | – | 0.94% | – |
| New | Tullow Oil PLC | $4,191,000 | – | 276,080 | – | 0.93% | – | |
| BBEPQ | New | BrietBurn Energy Partners LPunit ltd partn | $4,096,000 | – | 224,425 | – | 0.90% | – |
| GSK | New | GlaxoSmithKline PLC ADRadr | $3,955,000 | – | 79,145 | – | 0.87% | – |
| O | New | Realty Income Corp. | $3,842,000 | – | 91,645 | – | 0.85% | – |
| XOM | New | Exxon Mobil Corp. | $3,762,000 | – | 41,640 | – | 0.83% | – |
| GLP | New | Global Partners LPunit ltd partn | $3,414,000 | – | 85,555 | – | 0.75% | – |
| J | New | Jacob Engineering Group | $3,389,000 | – | 61,470 | – | 0.75% | – |
| NGG | New | National Grid PLC ADSadr | $3,262,000 | – | 57,565 | – | 0.72% | – |
| CHD | New | Church & Dwight Co., Inc. | $3,140,000 | – | 50,890 | – | 0.69% | – |
| CLX | New | The Clorox Company | $2,975,000 | – | 35,780 | – | 0.66% | – |
| APD | New | Air Products & Chemicals Inc. | $2,924,000 | – | 31,935 | – | 0.65% | – |
| XYL | New | Xylem, Inc | $2,886,000 | – | 107,120 | – | 0.64% | – |
| New | Vermilion Energy Trust | $2,724,000 | – | 55,896 | – | 0.60% | – | |
| UBA | New | Urstadt Biddle Properties A | $2,703,000 | – | 133,990 | – | 0.60% | – |
| PVR | New | PVR Partners LPunit ltd partn | $2,700,000 | – | 98,915 | – | 0.60% | – |
| LECO | New | Lincoln Electric Holdings Inc. | $2,459,000 | – | 42,935 | – | 0.54% | – |
| OXY | New | Occidental Petroleum Corp. | $2,432,000 | – | 27,250 | – | 0.54% | – |
| SBH | New | Sally Beauty Holdings Inc. | $2,415,000 | – | 77,645 | – | 0.53% | – |
| New | H&R REIT | $2,410,000 | – | 115,337 | – | 0.53% | – | |
| ECL | New | Ecolab, Inc. | $2,364,000 | – | 27,750 | – | 0.52% | – |
| PAC | New | Grupo Aeroportuario Del Pacifiadr | $2,339,000 | – | 46,020 | – | 0.52% | – |
| AVY | New | Avery Dennison Corp. | $2,335,000 | – | 54,610 | – | 0.52% | – |
| JCI | New | Johnson Controls Inc. | $2,235,000 | – | 62,460 | – | 0.49% | – |
| SSL | New | Sasol Ltd. ADRadr | $2,181,000 | – | 50,355 | – | 0.48% | – |
| GOOD | New | Gladstone Commerical Corp. | $1,962,000 | – | 105,255 | – | 0.43% | – |
| TGP | New | Teekay LNG Partners LPunit ltd partn | $1,929,000 | – | 44,145 | – | 0.43% | – |
| New | St. Gobain | $1,872,000 | – | 46,315 | – | 0.41% | – | |
| ERF | New | Enerplus Resources Fund Trust | $1,812,000 | – | 122,540 | – | 0.40% | – |
| FGPRQ | New | Ferrellgas Partners LPunit ltd partn | $1,799,000 | – | 83,155 | – | 0.40% | – |
| USPH | New | US Physical Therapy Inc. | $1,698,000 | – | 61,420 | – | 0.38% | – |
| VRX | New | Valeant Pharmaceuticals | $1,575,000 | – | 18,300 | – | 0.35% | – |
| INFY | New | Infosys Ltd. ADRadr | $1,576,000 | – | 38,260 | – | 0.35% | – |
| New | Genworth MI Canada Inc. | $1,543,000 | – | 66,320 | – | 0.34% | – | |
| PTR | New | PetroChina Ltd. ADSadr | $1,522,000 | – | 13,755 | – | 0.34% | – |
| RNDY | New | Roundy's Inc. | $1,505,000 | – | 180,650 | – | 0.33% | – |
| New | Crombie REIT | $1,491,000 | – | 114,775 | – | 0.33% | – | |
| New | Partners REIT | $1,460,000 | – | 226,445 | – | 0.32% | – | |
| JNJ | New | Johnson & Johnson | $1,435,000 | – | 16,715 | – | 0.32% | – |
| PWE | New | Penn West Energy Trust | $1,423,000 | – | 134,488 | – | 0.31% | – |
| EDPFY | New | Energias de Portugal, SA ADRadr | $1,378,000 | – | 42,840 | – | 0.30% | – |
| FN | New | Fabrinet | $1,360,000 | – | 97,175 | – | 0.30% | – |
| SNN | New | Smith & Nephew PLC | $1,321,000 | – | 23,545 | – | 0.29% | – |
| New | Precinct Properties New Zealan | $1,257,000 | – | 1,580,600 | – | 0.28% | – | |
| YNDX | New | Yandex NV | $1,250,000 | – | 45,210 | – | 0.28% | – |
| SHPG | New | Shire PLC | $1,235,000 | – | 12,990 | – | 0.27% | – |
| CMI | New | Cummins Inc. | $1,193,000 | – | 11,000 | – | 0.26% | – |
| JWA | New | John Wiley & Sons Inc. A | $1,175,000 | – | 29,315 | – | 0.26% | – |
| IMO | New | Imperial Oil Ltd. | $1,114,000 | – | 29,145 | – | 0.25% | – |
| LPT | New | Liberty Property Trust | $1,104,000 | – | 29,865 | – | 0.24% | – |
| HTS | New | Hatteras Financial Corp | $1,084,000 | – | 43,975 | – | 0.24% | – |
| THR | New | Thermon Group Holdings, Inc. | $1,077,000 | – | 52,815 | – | 0.24% | – |
| USAC | New | USA Compression Partnersunit ltd partn | $1,067,000 | – | 45,350 | – | 0.24% | – |
| HAS | New | Hasbro Inc. | $1,004,000 | – | 22,385 | – | 0.22% | – |
| BTU | New | Peabody Energy Corp. | $984,000 | – | 67,180 | – | 0.22% | – |
| PGHEF | New | Pengrowth Energy Trust | $969,000 | – | 196,650 | – | 0.21% | – |
| HNP | New | Huaneng Power ADRadr | $950,000 | – | 24,720 | – | 0.21% | – |
| M | New | Macy's, Inc. | $947,000 | – | 19,730 | – | 0.21% | – |
| OTEX | New | OpenText Corp. | $895,000 | – | 13,070 | – | 0.20% | – |
| MOH | New | Molina Healthcare Inc. | $823,000 | – | 22,140 | – | 0.18% | – |
| SON | New | Sonoco Products Co. | $589,000 | – | 17,025 | – | 0.13% | – |
| New | CPL Resources PLC | $557,000 | – | 75,885 | – | 0.12% | – | |
| ROSYY | New | Rostelecom Long Distance ADRadr | $532,000 | – | 33,580 | – | 0.12% | – |
| UNTD | New | United Online Inc. | $410,000 | – | 54,140 | – | 0.09% | – |
| New | Credito Real Sofom ENR | $396,000 | – | 241,000 | – | 0.09% | – | |
| WSR | New | Whitestone REIT | $324,000 | – | 20,550 | – | 0.07% | – |
| ORAN | New | Orange ADRadr | $303,000 | – | 32,075 | – | 0.07% | – |
| GSM | New | Global Specialty Metals Inc. | $296,000 | – | 27,250 | – | 0.06% | – |
| New | Heineken NV | $252,000 | – | 3,965 | – | 0.06% | – | |
| MTL | New | Mechel Open Joint Stock Co. ADadr | $195,000 | – | 67,825 | – | 0.04% | – |
| New | Lakeview Hotel REIT A | $24,000 | – | 85,300 | – | 0.01% | – | |
| EMEXF | New | Emerald Plantation Holdings LT | $18,000 | – | 68,496 | – | 0.00% | – |
| New | Lakeview Hotel REIT B | $15,000 | – | 73,900 | – | 0.00% | – | |
| DIAGF | New | Spectral Diagnostics | $5,000 | – | 20,000 | – | 0.00% | – |