Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JNJ | Buy | JOHNSON & JOHNSON | $6,680,000 | +19.7% | 77,054 | +18.6% | 2.52% | +17.1% |
| CVX | Sell | CHEVRON CORP NEW | $5,448,000 | -3.0% | 44,842 | -5.5% | 2.06% | -5.1% |
| MRK | Buy | MERCK & CO INC NEW | $5,198,000 | +5.4% | 109,177 | +2.8% | 1.96% | +3.2% |
| AAPL | Sell | APPLE INC | $4,865,000 | +12.7% | 10,204 | -6.3% | 1.84% | +10.3% |
| JPM | Buy | JPMORGAN CHASE & CO | $4,370,000 | +35.4% | 84,549 | +38.3% | 1.65% | +32.4% |
| GOOGL | Sell | GOOGLE INCcl a | $4,077,000 | -6.6% | 4,655 | -6.1% | 1.54% | -8.6% |
| WFC | New | WELLS FARGO & CO NEW | $3,729,000 | – | 90,250 | – | 1.41% | – |
| HD | Buy | HOME DEPOT INC | $3,643,000 | +2.4% | 48,025 | +4.6% | 1.38% | +0.3% |
| AIG | Sell | AMERICAN INTL GROUP INC | $3,609,000 | +1.7% | 74,217 | -6.5% | 1.36% | -0.4% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $3,476,000 | +1.8% | 94,347 | -6.3% | 1.31% | -0.4% |
| C | Sell | CITIGROUP INC | $3,472,000 | -5.4% | 71,583 | -6.4% | 1.31% | -7.4% |
| LLY | Buy | LILLY ELI & CO | $3,443,000 | +4.8% | 68,405 | +2.2% | 1.30% | +2.5% |
| PEP | Buy | PEPSICO INC | $3,408,000 | -2.5% | 42,866 | +0.3% | 1.29% | -4.6% |
| SLB | Sell | SCHLUMBERGER LTD | $3,268,000 | +15.3% | 36,980 | -6.5% | 1.23% | +12.8% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $3,191,000 | +1.4% | 70,725 | -6.2% | 1.20% | -0.8% |
| DIS | Buy | DISNEY WALT CO | $3,116,000 | +47.9% | 48,320 | +44.8% | 1.18% | +44.6% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $3,086,000 | -1.8% | 32,996 | -6.3% | 1.16% | -3.8% |
| TRW | Buy | TRW AUTOMOTIVE HLDGS CORP | $3,081,000 | +18.4% | 43,210 | +10.3% | 1.16% | +15.8% |
| KORS | Sell | MICHAEL KORS HLDGS LTD | $3,003,000 | +12.3% | 40,300 | -6.5% | 1.13% | +9.8% |
| PH | Buy | PARKER HANNIFIN CORP | $2,804,000 | +23.9% | 25,789 | +8.7% | 1.06% | +21.2% |
| QCOM | Sell | QUALCOMM INC | $2,800,000 | -24.6% | 41,589 | -31.6% | 1.06% | -26.2% |
| ALL | Sell | ALLSTATE CORP | $2,769,000 | -21.6% | 54,772 | -25.4% | 1.04% | -23.3% |
| TKR | Sell | TIMKEN CO | $2,769,000 | +0.4% | 45,847 | -6.4% | 1.04% | -1.8% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $2,692,000 | -3.0% | 58,173 | -6.4% | 1.02% | -5.1% |
| DFS | Sell | DISCOVER FINL SVCS | $2,653,000 | -0.9% | 52,499 | -6.5% | 1.00% | -3.0% |
| CSCO | Buy | CISCO SYS INC | $2,630,000 | +17.7% | 112,268 | +22.2% | 0.99% | +15.2% |
| MA | New | MASTERCARD INCcl a | $2,612,000 | – | 3,883 | – | 0.99% | – |
| ORCL | Sell | ORACLE CORP | $2,571,000 | -26.9% | 77,495 | -32.4% | 0.97% | -28.5% |
| AME | Sell | AMETEK INC NEW | $2,544,000 | +1.8% | 55,287 | -6.4% | 0.96% | -0.3% |
| EOG | Sell | EOG RES INC | $2,528,000 | +21.5% | 14,933 | -5.5% | 0.95% | +18.8% |
| COST | New | COSTCO WHSL CORP NEW | $2,528,000 | – | 21,952 | – | 0.95% | – |
| PCP | Sell | PRECISION CASTPARTS CORP | $2,525,000 | -6.0% | 11,112 | -6.5% | 0.95% | -8.0% |
| WHR | Sell | WHIRLPOOL CORP | $2,486,000 | +20.1% | 16,977 | -6.2% | 0.94% | +17.5% |
| GM | Buy | GENERAL MTRS CO | $2,452,000 | +30.2% | 68,168 | +20.6% | 0.92% | +27.4% |
| UNP | Buy | UNION PAC CORP | $2,435,000 | +27.3% | 15,678 | +26.5% | 0.92% | +24.5% |
| SYK | Sell | STRYKER CORP | $2,421,000 | -1.1% | 35,813 | -5.4% | 0.91% | -3.3% |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $2,404,000 | – | 55,803 | – | 0.91% | – |
| BKU | New | BANKUNITED INC | $2,369,000 | – | 75,964 | – | 0.89% | – |
| APC | Sell | ANADARKO PETE CORP | $2,325,000 | +1.5% | 25,001 | -6.2% | 0.88% | -0.7% |
| KLAC | Sell | KLA-TENCOR CORP | $2,287,000 | +2.2% | 37,587 | -6.4% | 0.86% | 0.0% |
| EBAY | Sell | EBAY INC | $2,251,000 | -33.2% | 40,336 | -38.1% | 0.85% | -34.6% |
| IVZ | Buy | INVESCO LTD | $2,246,000 | +23.5% | 70,414 | +23.2% | 0.85% | +21.0% |
| AON | New | AON PLC | $2,222,000 | – | 29,846 | – | 0.84% | – |
| BIIB | Buy | BIOGEN IDEC INC | $2,224,000 | +22.5% | 9,239 | +9.5% | 0.84% | +19.9% |
| FRX | Buy | FOREST LABS INC | $2,207,000 | +122.3% | 51,582 | +112.9% | 0.83% | +117.5% |
| NWL | Sell | NEWELL RUBBERMAID INC | $2,197,000 | -2.1% | 79,893 | -6.6% | 0.83% | -4.2% |
| PCLN | New | PRICELINE COM INC | $2,192,000 | – | 2,168 | – | 0.83% | – |
| BA | New | BOEING CO | $2,171,000 | – | 18,474 | – | 0.82% | – |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $2,156,000 | +3.5% | 29,444 | -6.4% | 0.81% | +1.2% |
| YHOO | Buy | YAHOO INC | $1,969,000 | +56.4% | 59,353 | +18.4% | 0.74% | +52.9% |
| CHD | Sell | CHURCH & DWIGHT INC | $1,895,000 | -7.9% | 31,560 | -5.4% | 0.72% | -9.9% |
| GE | Sell | GENERAL ELECTRIC CO | $1,876,000 | -68.3% | 78,510 | -69.2% | 0.71% | -68.9% |
| TGI | Sell | TRIUMPH GROUP INC NEW | $1,867,000 | -35.7% | 26,585 | -27.5% | 0.70% | -37.1% |
| LSI | New | LSI CORPORATION | $1,833,000 | – | 234,112 | – | 0.69% | – |
| NEE | Sell | NEXTERA ENERGY INC | $1,831,000 | -7.5% | 22,846 | -6.0% | 0.69% | -9.6% |
| ZBH | Sell | ZIMMER HLDGS INC | $1,827,000 | +4.3% | 22,244 | -4.8% | 0.69% | +2.2% |
| MET | Sell | METLIFE INC | $1,803,000 | -20.9% | 38,404 | -22.9% | 0.68% | -22.6% |
| AMCX | New | AMC NETWORKS INCcl a | $1,795,000 | – | 26,198 | – | 0.68% | – |
| KBR | Buy | KBR INC | $1,767,000 | +21.4% | 54,146 | +20.8% | 0.67% | +18.7% |
| HSIC | New | SCHEIN HENRY INC | $1,692,000 | – | 16,309 | – | 0.64% | – |
| XLNX | New | XILINX INC | $1,656,000 | – | 35,338 | – | 0.62% | – |
| IP | Sell | INTL PAPER CO | $1,642,000 | -8.9% | 36,646 | -9.9% | 0.62% | -10.8% |
| CLR | Sell | CONTINENTAL RESOURCES INC | $1,613,000 | +19.0% | 15,038 | -4.5% | 0.61% | +16.4% |
| CMI | Sell | CUMMINS INC | $1,560,000 | +14.8% | 11,742 | -6.3% | 0.59% | +12.4% |
| SPG | Sell | SIMON PPTY GROUP INC NEW | $1,357,000 | -40.1% | 9,157 | -36.2% | 0.51% | -41.4% |
| MOD | Sell | MODINE MFG CO | $1,331,000 | -0.2% | 90,972 | -25.8% | 0.50% | -2.3% |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $1,273,000 | – | 6,019 | – | 0.48% | – |
| T | Sell | AT&T INC | $1,214,000 | -64.9% | 35,890 | -63.2% | 0.46% | -65.6% |
| CMD | Buy | CANTEL MEDICAL CORP | $1,209,000 | +45.8% | 37,957 | +55.0% | 0.46% | +42.5% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $1,162,000 | +9.0% | 19,850 | -2.2% | 0.44% | +6.8% |
| CMLS | Buy | CUMULUS MEDIA INCcl a | $1,143,000 | +89.6% | 216,102 | +21.4% | 0.43% | +85.0% |
| SLXP | Buy | SALIX PHARMACEUTICALS INC | $1,136,000 | +6.8% | 16,991 | +5.6% | 0.43% | +4.6% |
| VASC | Buy | VASCULAR SOLUTIONS INC | $1,132,000 | +19.2% | 67,353 | +4.3% | 0.43% | +16.7% |
| ACOR | Buy | ACORDA THERAPEUTICS INC | $1,129,000 | +8.5% | 32,998 | +4.6% | 0.43% | +6.2% |
| NTUS | Buy | NATUS MEDICAL INC DEL | $1,130,000 | +7.3% | 79,666 | +3.3% | 0.43% | +4.9% |
| ODFL | Buy | OLD DOMINION FGHT LINES INC | $1,094,000 | +40.6% | 23,794 | +27.4% | 0.41% | +37.7% |
| KMT | Buy | KENNAMETAL INC | $1,089,000 | +23.3% | 23,878 | +5.0% | 0.41% | +20.5% |
| NUVA | Sell | NUVASIVE INC | $1,084,000 | -16.4% | 44,251 | -15.4% | 0.41% | -18.2% |
| ESL | Buy | ESTERLINE TECHNOLOGIES CORP | $1,072,000 | +15.0% | 13,422 | +4.1% | 0.40% | +12.8% |
| TEN | Buy | TENNECO INC | $1,072,000 | +16.0% | 21,218 | +4.0% | 0.40% | +13.8% |
| SFLY | Buy | SHUTTERFLY INC | $1,060,000 | +3.9% | 18,963 | +3.9% | 0.40% | +1.8% |
| MPWR | Sell | MONOLITHIC PWR SYS INC | $1,059,000 | +9.0% | 34,978 | -13.2% | 0.40% | +6.7% |
| SMTC | Buy | SEMTECH CORP | $1,044,000 | +9.9% | 34,810 | +28.4% | 0.39% | +7.7% |
| POL | Buy | POLYONE CORP | $1,030,000 | +28.3% | 33,551 | +3.5% | 0.39% | +25.5% |
| PFE | Sell | PFIZER INC | $1,027,000 | +0.3% | 35,751 | -2.2% | 0.39% | -1.8% |
| BCEI | Sell | BONANZA CREEK ENERGY INC | $1,025,000 | +18.4% | 21,247 | -13.0% | 0.39% | +15.9% |
| PG | Buy | PROCTER & GAMBLE CO | $1,019,000 | 0.0% | 13,480 | +1.8% | 0.38% | -2.0% |
| TEX | Buy | TEREX CORP NEW | $1,020,000 | +33.7% | 30,350 | +4.6% | 0.38% | +31.0% |
| LOPE | Buy | GRAND CANYON ED INC | $1,020,000 | +29.9% | 25,360 | +4.1% | 0.38% | +27.1% |
| MCD | Buy | MCDONALDS CORP | $1,003,000 | +25.1% | 10,425 | +28.7% | 0.38% | +22.7% |
| MSCC | Buy | MICROSEMI CORP | $1,003,000 | +11.6% | 41,357 | +4.7% | 0.38% | +9.2% |
| JKHY | Buy | HENRY JACK & ASSOC INC | $1,003,000 | +16.4% | 19,407 | +6.2% | 0.38% | +14.2% |
| PRIM | Buy | PRIMORIS SVCS CORP | $1,001,000 | +69.7% | 39,288 | +31.2% | 0.38% | +65.8% |
| ARUN | Buy | ARUBA NETWORKS INC | $997,000 | +180.8% | 59,910 | +159.4% | 0.38% | +174.5% |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $995,000 | -10.9% | 5,925 | -14.9% | 0.38% | -12.8% |
| ADTN | Buy | ADTRAN INC | $981,000 | +11.4% | 36,825 | +3.0% | 0.37% | +8.8% |
| PRFT | Buy | PERFICIENT INC | $978,000 | +43.0% | 53,282 | +3.9% | 0.37% | +39.8% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $975,000 | -9.3% | 20,895 | -2.2% | 0.37% | -11.3% |
| WWD | Buy | WOODWARD INC | $972,000 | +6.8% | 23,804 | +4.7% | 0.37% | +4.6% |
| FUL | Buy | FULLER H B CO | $966,000 | +26.3% | 21,372 | +5.7% | 0.36% | +23.7% |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $953,000 | – | 161,603 | – | 0.36% | – |
| INTC | Buy | INTEL CORP | $949,000 | -3.1% | 41,405 | +2.4% | 0.36% | -5.3% |
| CVLT | Buy | COMMVAULT SYSTEMS INC | $946,000 | +19.6% | 10,759 | +3.2% | 0.36% | +17.0% |
| FTK | Sell | FLOTEK INDS INC DEL | $940,000 | +0.8% | 40,869 | -21.4% | 0.36% | -1.4% |
| SWKS | Buy | SKYWORKS SOLUTIONS INC | $938,000 | +18.7% | 37,759 | +4.7% | 0.35% | +16.1% |
| IPAR | Buy | INTER PARFUMS INC | $937,000 | +9.7% | 31,255 | +4.4% | 0.35% | +7.6% |
| MSFT | Sell | MICROSOFT CORP | $926,000 | -6.2% | 27,815 | -2.7% | 0.35% | -8.4% |
| WCC | Buy | WESCO INTL INC | $907,000 | +17.8% | 11,850 | +4.6% | 0.34% | +15.2% |
| EGBN | Buy | EAGLE BANCORP INC MD | $895,000 | +32.8% | 31,629 | +5.0% | 0.34% | +30.0% |
| MNTX | New | MANITEX INTL INC | $888,000 | – | 81,254 | – | 0.34% | – |
| T107PS | Buy | WRIGHT MED GROUP INC | $888,000 | +4.2% | 34,063 | +4.8% | 0.34% | +1.8% |
| BCPC | New | BALCHEM CORP | $885,000 | – | 17,107 | – | 0.33% | – |
| ENTG | Buy | ENTEGRIS INC | $884,000 | +13.0% | 86,989 | +4.4% | 0.33% | +10.6% |
| LTM | Buy | LIFE TIME FITNESS INC | $873,000 | +7.8% | 16,966 | +5.0% | 0.33% | +5.4% |
| VRTS | Buy | VIRTUS INVT PARTNERS INC | $873,000 | +71.2% | 5,366 | +85.3% | 0.33% | +67.0% |
| WTFC | Buy | WINTRUST FINL CORP | $848,000 | +74.8% | 20,648 | +63.0% | 0.32% | +71.1% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $838,000 | +23.1% | 44,282 | +2.9% | 0.32% | +20.2% |
| KOG | Sell | KODIAK OIL & GAS CORP | $829,000 | +31.4% | 68,753 | -3.1% | 0.31% | +28.8% |
| GBX | Buy | GREENBRIER COS INC | $829,000 | +2.6% | 33,520 | +1.1% | 0.31% | +0.3% |
| ICUI | Buy | ICU MED INC | $825,000 | +0.1% | 12,148 | +6.2% | 0.31% | -2.2% |
| RTEC | Buy | RUDOLPH TECHNOLOGIES INC | $816,000 | +6.5% | 71,582 | +4.6% | 0.31% | +4.4% |
| CAB | Buy | CABELAS INC | $810,000 | +3.3% | 12,854 | +6.2% | 0.31% | +1.3% |
| GB | Buy | GREATBATCH INC | $805,000 | +9.5% | 23,660 | +5.6% | 0.30% | +7.4% |
| AMN | Buy | AMN HEALTHCARE SERVICES INC | $800,000 | +0.5% | 58,146 | +4.6% | 0.30% | -1.6% |
| GLFMQ | Buy | GULFMARK OFFSHORE INCcl a new | $778,000 | +14.1% | 15,289 | +1.0% | 0.29% | +11.8% |
| KKD | Sell | KRISPY KREME DOUGHNUTS INC | $770,000 | -9.6% | 39,794 | -18.5% | 0.29% | -11.6% |
| HPQ | Sell | HEWLETT PACKARD CO | $746,000 | -17.8% | 35,520 | -2.9% | 0.28% | -19.4% |
| AREXQ | Buy | APPROACH RESOURCES INC | $736,000 | +13.4% | 28,018 | +6.1% | 0.28% | +11.2% |
| AVD | New | AMERICAN VANGUARD CORP | $727,000 | – | 27,005 | – | 0.27% | – |
| CUBE | New | CUBESMART | $718,000 | – | 40,252 | – | 0.27% | – |
| VCLK | Buy | VALUECLICK INC | $690,000 | -11.9% | 33,087 | +4.4% | 0.26% | -13.9% |
| CNS | Buy | COHEN & STEERS INC | $686,000 | +10.3% | 19,421 | +6.0% | 0.26% | +7.9% |
| ENTR | Buy | ENTROPIC COMMUNICATIONS INC | $675,000 | +7.5% | 154,387 | +5.0% | 0.26% | +5.4% |
| CLDT | Buy | CHATHAM LODGING TR | $669,000 | +6.0% | 37,470 | +2.1% | 0.25% | +3.7% |
| CYBX | Buy | CYBERONICS INC | $669,000 | +0.9% | 13,180 | +3.2% | 0.25% | -1.6% |
| WDR | Buy | WADDELL & REED FINL INCcl a | $635,000 | +19.4% | 12,330 | +0.9% | 0.24% | +17.1% |
| LOCK | New | LIFELOCK INC | $637,000 | – | 42,966 | – | 0.24% | – |
| POST | Buy | POST HLDGS INC | $631,000 | -1.4% | 15,637 | +6.7% | 0.24% | -3.6% |
| IDA | Buy | IDACORP INC | $622,000 | +3.5% | 12,843 | +2.0% | 0.24% | +1.3% |
| SKT | Buy | TANGER FACTORY OUTLET CTRS I | $613,000 | -1.3% | 18,790 | +1.2% | 0.23% | -3.8% |
| PTRY | Buy | PANTRY INC | $611,000 | +44.4% | 55,181 | +59.0% | 0.23% | +41.7% |
| SJI | Buy | SOUTH JERSEY INDS INC | $611,000 | +4.3% | 10,431 | +2.2% | 0.23% | +2.2% |
| EWBC | Buy | EAST WEST BANCORP INC | $602,000 | +17.3% | 18,842 | +1.0% | 0.23% | +14.6% |
| SHOO | Buy | MADDEN STEVEN LTD | $594,000 | -6.8% | 16,546 | +25.6% | 0.22% | -8.9% |
| SIVB | Buy | SVB FINL GROUP | $594,000 | +4.0% | 6,881 | +0.4% | 0.22% | +1.8% |
| SURG | Buy | SYNERGETICS USA INC | $572,000 | +21.7% | 125,682 | +5.4% | 0.22% | +19.3% |
| NX | Sell | QUANEX BUILDING PRODUCTS COR | $569,000 | -9.4% | 30,222 | -18.9% | 0.22% | -11.2% |
| BCOV | New | BRIGHTCOVE INC | $564,000 | – | 50,105 | – | 0.21% | – |
| MAA | Buy | MID-AMER APT CMNTYS INC | $564,000 | -6.3% | 9,023 | +1.6% | 0.21% | -8.2% |
| TCBI | Sell | TEXAS CAPITAL BANCSHARES INC | $537,000 | -40.1% | 11,704 | -42.1% | 0.20% | -41.3% |
| CPK | Buy | CHESAPEAKE UTILS CORP | $535,000 | +3.5% | 10,188 | +1.5% | 0.20% | +1.5% |
| SCHN | Buy | SCHNITZER STL INDScl a | $533,000 | +20.6% | 19,387 | +2.5% | 0.20% | +18.2% |
| CJES | New | C&J ENERGY SVCS INC | $523,000 | – | 26,060 | – | 0.20% | – |
| FULT | Buy | FULTON FINL CORP PA | $518,000 | +3.6% | 44,342 | +1.8% | 0.20% | +1.6% |
| TR | Buy | TOOTSIE ROLL INDS INC | $511,000 | -1.4% | 16,590 | +1.8% | 0.19% | -3.5% |
| QLGC | Buy | QLOGIC CORP | $453,000 | +15.3% | 41,403 | +0.8% | 0.17% | +12.5% |
| RYL | Buy | RYLAND GROUP INC | $450,000 | +2.5% | 11,093 | +1.2% | 0.17% | +0.6% |
| CAT | New | CATERPILLAR INC DEL | $257,000 | – | 3,085 | – | 0.10% | – |
| USB | Sell | US BANCORP DEL | $211,000 | -93.0% | 5,755 | -93.1% | 0.08% | -93.1% |
| XRX | Buy | XEROX CORP | $202,000 | +41.3% | 19,615 | +24.0% | 0.08% | +38.2% |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -10,820 | – | -0.06% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,040 | – | -0.08% | – |
| VVUS | Exit | VIVUS INC | $0 | – | -29,365 | – | -0.14% | – |
| PTP | Exit | PLATINUM UNDERWRITER HLDGS L | $0 | – | -8,976 | – | -0.20% | – |
| OZRK | Exit | BANK OF THE OZARKS INC | $0 | – | -15,280 | – | -0.26% | – |
| PNK | Exit | PINNACLE ENTMT INC | $0 | – | -38,886 | – | -0.30% | – |
| INWK | Exit | INNERWORKINGS INC | $0 | – | -76,461 | – | -0.32% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -27,661 | – | -0.32% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -27,948 | – | -0.39% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -29,083 | – | -0.50% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -22,250 | – | -0.53% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -14,577 | – | -0.56% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -65,074 | – | -0.59% | – |
| PII | Exit | POLARIS INDS INC | $0 | – | -19,581 | – | -0.72% | – |
| TGT | Exit | TARGET CORP | $0 | – | -30,912 | – | -0.82% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -91,583 | – | -0.86% | – |
| V | Exit | VISA INC | $0 | – | -15,117 | – | -1.07% | – |
| AJG | Exit | GALLAGHER ARTHUR J & CO | $0 | – | -63,791 | – | -1.08% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -169,610 | – | -1.18% | – |
| KO | Exit | COCA COLA CO | $0 | – | -83,748 | – | -1.30% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -40,699 | – | -1.36% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GE | New | GENERAL ELECTRIC CO | $5,913,000 | – | 254,982 | – | 2.28% | – |
| CVX | New | CHEVRON CORP NEW | $5,615,000 | – | 47,447 | – | 2.17% | – |
| JNJ | New | JOHNSON & JOHNSON | $5,580,000 | – | 64,988 | – | 2.15% | – |
| MRK | New | MERCK & CO INC NEW | $4,931,000 | – | 106,155 | – | 1.90% | – |
| GOOGL | New | GOOGLE INCcl a | $4,366,000 | – | 4,959 | – | 1.68% | – |
| AAPL | New | APPLE INC | $4,317,000 | – | 10,886 | – | 1.66% | – |
| EFA | New | ISHARES TRmsci eafe index | $3,971,000 | – | 69,300 | – | 1.53% | – |
| QCOM | New | QUALCOMM INC | $3,714,000 | – | 60,797 | – | 1.43% | – |
| C | New | CITIGROUP INC | $3,669,000 | – | 76,483 | – | 1.42% | – |
| HD | New | HOME DEPOT INC | $3,556,000 | – | 45,908 | – | 1.37% | – |
| AIG | New | AMERICAN INTL GROUP INC | $3,548,000 | – | 79,377 | – | 1.37% | – |
| ALL | New | ALLSTATE CORP | $3,534,000 | – | 73,432 | – | 1.36% | – |
| PM | New | PHILIP MORRIS INTL INC | $3,525,000 | – | 40,699 | – | 1.36% | – |
| ORCL | New | ORACLE CORP | $3,519,000 | – | 114,586 | – | 1.36% | – |
| PEP | New | PEPSICO INC | $3,495,000 | – | 42,733 | – | 1.35% | – |
| T | New | AT&T INC | $3,455,000 | – | 97,602 | – | 1.33% | – |
| ADM | New | ARCHER DANIELS MIDLAND CO | $3,414,000 | – | 100,687 | – | 1.32% | – |
| EBAY | New | EBAY INC | $3,368,000 | – | 65,124 | – | 1.30% | – |
| KO | New | COCA COLA CO | $3,359,000 | – | 83,748 | – | 1.30% | – |
| LLY | New | LILLY ELI & CO | $3,286,000 | – | 66,902 | – | 1.27% | – |
| JPM | New | JPMORGAN CHASE & CO | $3,228,000 | – | 61,141 | – | 1.24% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $3,148,000 | – | 75,405 | – | 1.21% | – |
| OXY | New | OCCIDENTAL PETE CORP DEL | $3,141,000 | – | 35,201 | – | 1.21% | – |
| FITB | New | FIFTH THIRD BANCORP | $3,061,000 | – | 169,610 | – | 1.18% | – |
| IAU | New | ISHARES GOLD TRUSTishares | $3,020,000 | – | 251,845 | – | 1.16% | – |
| USB | New | US BANCORP DEL | $3,002,000 | – | 83,043 | – | 1.16% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $2,904,000 | – | 36,692 | – | 1.12% | – |
| SLB | New | SCHLUMBERGER LTD | $2,835,000 | – | 39,565 | – | 1.09% | – |
| AJG | New | GALLAGHER ARTHUR J & CO | $2,787,000 | – | 63,791 | – | 1.08% | – |
| BMY | New | BRISTOL MYERS SQUIBB CO | $2,776,000 | – | 62,123 | – | 1.07% | – |
| V | New | VISA INC | $2,763,000 | – | 15,117 | – | 1.07% | – |
| TKR | New | TIMKEN CO | $2,758,000 | – | 49,007 | – | 1.06% | – |
| PCP | New | PRECISION CASTPARTS CORP | $2,685,000 | – | 11,882 | – | 1.04% | – |
| KORS | New | MICHAEL KORS HLDGS LTD | $2,675,000 | – | 43,124 | – | 1.03% | – |
| DFS | New | DISCOVER FINL SVCS | $2,676,000 | – | 56,174 | – | 1.03% | – |
| TRW | New | TRW AUTOMOTIVE HLDGS CORP | $2,603,000 | – | 39,175 | – | 1.00% | – |
| AME | New | AMETEK INC NEW | $2,498,000 | – | 59,047 | – | 0.96% | – |
| SYK | New | STRYKER CORP | $2,449,000 | – | 37,863 | – | 0.94% | – |
| APC | New | ANADARKO PETE CORP | $2,291,000 | – | 26,666 | – | 0.88% | – |
| MET | New | METLIFE INC | $2,279,000 | – | 49,797 | – | 0.88% | – |
| SPG | New | SIMON PPTY GROUP INC NEW | $2,267,000 | – | 14,354 | – | 0.87% | – |
| PH | New | PARKER HANNIFIN CORP | $2,263,000 | – | 23,720 | – | 0.87% | – |
| NWL | New | NEWELL RUBBERMAID INC | $2,244,000 | – | 85,498 | – | 0.86% | – |
| KLAC | New | KLA-TENCOR CORP | $2,237,000 | – | 40,137 | – | 0.86% | – |
| MS | New | MORGAN STANLEY | $2,237,000 | – | 91,583 | – | 0.86% | – |
| CSCO | New | CISCO SYS INC | $2,235,000 | – | 91,840 | – | 0.86% | – |
| TGT | New | TARGET CORP | $2,129,000 | – | 30,912 | – | 0.82% | – |
| DIS | New | DISNEY WALT CO | $2,107,000 | – | 33,359 | – | 0.81% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $2,084,000 | – | 31,459 | – | 0.80% | – |
| EOG | New | EOG RES INC | $2,081,000 | – | 15,803 | – | 0.80% | – |
| WHR | New | WHIRLPOOL CORP | $2,070,000 | – | 18,097 | – | 0.80% | – |
| CHD | New | CHURCH & DWIGHT INC | $2,058,000 | – | 33,350 | – | 0.79% | – |
| NEE | New | NEXTERA ENERGY INC | $1,980,000 | – | 24,296 | – | 0.76% | – |
| UNP | New | UNION PAC CORP | $1,913,000 | – | 12,397 | – | 0.74% | – |
| GM | New | GENERAL MTRS CO | $1,883,000 | – | 56,521 | – | 0.73% | – |
| PII | New | POLARIS INDS INC | $1,860,000 | – | 19,581 | – | 0.72% | – |
| IVZ | New | INVESCO LTD | $1,818,000 | – | 57,172 | – | 0.70% | – |
| BIIB | New | BIOGEN IDEC INC | $1,815,000 | – | 8,436 | – | 0.70% | – |
| IP | New | INTL PAPER CO | $1,802,000 | – | 40,671 | – | 0.70% | – |
| ZBH | New | ZIMMER HLDGS INC | $1,751,000 | – | 23,364 | – | 0.68% | – |
| EMC | New | E M C CORP MASS | $1,537,000 | – | 65,074 | – | 0.59% | – |
| LH | New | LABORATORY CORP AMER HLDGS | $1,459,000 | – | 14,577 | – | 0.56% | – |
| KBR | New | KBR INC | $1,456,000 | – | 44,814 | – | 0.56% | – |
| WDC | New | WESTERN DIGITAL CORP | $1,382,000 | – | 22,250 | – | 0.53% | – |
| CMI | New | CUMMINS INC | $1,359,000 | – | 12,527 | – | 0.52% | – |
| CLR | New | CONTINENTAL RESOURCES INC | $1,355,000 | – | 15,748 | – | 0.52% | – |
| MOD | New | MODINE MFG CO | $1,333,000 | – | 122,535 | – | 0.51% | – |
| VWO | New | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $1,317,000 | – | 33,945 | – | 0.51% | – |
| ADI | New | ANALOG DEVICES INC | $1,310,000 | – | 29,083 | – | 0.50% | – |
| NUVA | New | NUVASIVE INC | $1,296,000 | – | 52,277 | – | 0.50% | – |
| YHOO | New | YAHOO INC | $1,259,000 | – | 50,119 | – | 0.49% | – |
| SPY | New | SPDR S&P 500 ETF TRtr unit | $1,117,000 | – | 6,960 | – | 0.43% | – |
| VZ | New | VERIZON COMMUNICATIONS INC | $1,075,000 | – | 21,360 | – | 0.42% | – |
| DD | New | DU PONT E I DE NEMOURS & CO | $1,066,000 | – | 20,300 | – | 0.41% | – |
| SLXP | New | SALIX PHARMACEUTICALS INC | $1,064,000 | – | 16,091 | – | 0.41% | – |
| NTUS | New | NATUS MEDICAL INC DEL | $1,053,000 | – | 77,125 | – | 0.41% | – |
| ACOR | New | ACORDA THERAPEUTICS INC | $1,041,000 | – | 31,547 | – | 0.40% | – |
| PFE | New | PFIZER INC | $1,024,000 | – | 36,561 | – | 0.40% | – |
| SFLY | New | SHUTTERFLY INC | $1,020,000 | – | 18,246 | – | 0.39% | – |
| PG | New | PROCTER & GAMBLE CO | $1,019,000 | – | 13,240 | – | 0.39% | – |
| HUBG | New | HUB GROUP INCcl a | $1,018,000 | – | 27,948 | – | 0.39% | – |
| FRX | New | FOREST LABS INC | $993,000 | – | 24,226 | – | 0.38% | – |
| MSFT | New | MICROSOFT CORP | $987,000 | – | 28,575 | – | 0.38% | – |
| INTC | New | INTEL CORP | $979,000 | – | 40,425 | – | 0.38% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $972,000 | – | 40,315 | – | 0.38% | – |
| VASC | New | VASCULAR SOLUTIONS INC | $950,000 | – | 64,548 | – | 0.37% | – |
| SMTC | New | SEMTECH CORP | $950,000 | – | 27,115 | – | 0.37% | – |
| FTK | New | FLOTEK INDS INC DEL | $933,000 | – | 52,002 | – | 0.36% | – |
| ESL | New | ESTERLINE TECHNOLOGIES CORP | $932,000 | – | 12,892 | – | 0.36% | – |
| TEN | New | TENNECO INC | $924,000 | – | 20,409 | – | 0.36% | – |
| WWD | New | WOODWARD INC | $910,000 | – | 22,743 | – | 0.35% | – |
| HPQ | New | HEWLETT PACKARD CO | $907,000 | – | 36,585 | – | 0.35% | – |
| MSCC | New | MICROSEMI CORP | $899,000 | – | 39,511 | – | 0.35% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $896,000 | – | 20,198 | – | 0.35% | – |
| KMT | New | KENNAMETAL INC | $883,000 | – | 22,745 | – | 0.34% | – |
| ADTN | New | ADTRAN INC | $881,000 | – | 35,769 | – | 0.34% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $866,000 | – | 24,428 | – | 0.33% | – |
| JKHY | New | HENRY JACK & ASSOC INC | $862,000 | – | 18,282 | – | 0.33% | – |
| T107PS | New | WRIGHT MED GROUP INC | $852,000 | – | 32,501 | – | 0.33% | – |
| KKD | New | KRISPY KREME DOUGHNUTS INC | $852,000 | – | 48,820 | – | 0.33% | – |
| IPAR | New | INTER PARFUMS INC | $854,000 | – | 29,946 | – | 0.33% | – |
| FET | New | FORUM ENERGY TECHNOLOGIES IN | $842,000 | – | 27,661 | – | 0.32% | – |
| CMD | New | CANTEL MEDICAL CORP | $829,000 | – | 24,481 | – | 0.32% | – |
| INWK | New | INNERWORKINGS INC | $830,000 | – | 76,461 | – | 0.32% | – |
| ICUI | New | ICU MED INC | $824,000 | – | 11,439 | – | 0.32% | – |
| GBX | New | GREENBRIER COS INC | $808,000 | – | 33,170 | – | 0.31% | – |
| LTM | New | LIFE TIME FITNESS INC | $810,000 | – | 16,157 | – | 0.31% | – |
| POL | New | POLYONE CORP | $803,000 | – | 32,405 | – | 0.31% | – |
| MCD | New | MCDONALDS CORP | $802,000 | – | 8,100 | – | 0.31% | – |
| AMN | New | AMN HEALTHCARE SERVICES INC | $796,000 | – | 55,572 | – | 0.31% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $791,000 | – | 10,421 | – | 0.30% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $790,000 | – | 36,077 | – | 0.30% | – |
| LOPE | New | GRAND CANYON ED INC | $785,000 | – | 24,353 | – | 0.30% | – |
| ENTG | New | ENTEGRIS INC | $782,000 | – | 83,319 | – | 0.30% | – |
| CAB | New | CABELAS INC | $784,000 | – | 12,103 | – | 0.30% | – |
| VCLK | New | VALUECLICK INC | $783,000 | – | 31,701 | – | 0.30% | – |
| ODFL | New | OLD DOMINION FGHT LINES INC | $778,000 | – | 18,682 | – | 0.30% | – |
| WCC | New | WESCO INTL INC | $770,000 | – | 11,333 | – | 0.30% | – |
| RTEC | New | RUDOLPH TECHNOLOGIES INC | $766,000 | – | 68,415 | – | 0.30% | – |
| PNK | New | PINNACLE ENTMT INC | $765,000 | – | 38,886 | – | 0.30% | – |
| FUL | New | FULLER H B CO | $765,000 | – | 20,227 | – | 0.30% | – |
| TEX | New | TEREX CORP NEW | $763,000 | – | 29,025 | – | 0.29% | – |
| GB | New | GREATBATCH INC | $735,000 | – | 22,401 | – | 0.28% | – |
| PRFT | New | PERFICIENT INC | $684,000 | – | 51,262 | – | 0.26% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $681,000 | – | 43,021 | – | 0.26% | – |
| GLFMQ | New | GULFMARK OFFSHORE INCcl a new | $682,000 | – | 15,133 | – | 0.26% | – |
| EGBN | New | EAGLE BANCORP INC MD | $674,000 | – | 30,113 | – | 0.26% | – |
| CYBX | New | CYBERONICS INC | $663,000 | – | 12,767 | – | 0.26% | – |
| OZRK | New | BANK OF THE OZARKS INC | $662,000 | – | 15,280 | – | 0.26% | – |
| AREXQ | New | APPROACH RESOURCES INC | $649,000 | – | 26,395 | – | 0.25% | – |
| POST | New | POST HLDGS INC | $640,000 | – | 14,649 | – | 0.25% | – |
| SHOO | New | MADDEN STEVEN LTD | $637,000 | – | 13,170 | – | 0.25% | – |
| CLDT | New | CHATHAM LODGING TR | $631,000 | – | 36,704 | – | 0.24% | – |
| KOG | New | KODIAK OIL & GAS CORP | $631,000 | – | 70,933 | – | 0.24% | – |
| ENTR | New | ENTROPIC COMMUNICATIONS INC | $628,000 | – | 147,061 | – | 0.24% | – |
| NX | New | QUANEX BUILDING PRODUCTS COR | $628,000 | – | 37,278 | – | 0.24% | – |
| CNS | New | COHEN & STEERS INC | $622,000 | – | 18,315 | – | 0.24% | – |
| SKT | New | TANGER FACTORY OUTLET CTRS I | $621,000 | – | 18,570 | – | 0.24% | – |
| CMLS | New | CUMULUS MEDIA INCcl a | $603,000 | – | 177,963 | – | 0.23% | – |
| IDA | New | IDACORP INC | $601,000 | – | 12,592 | – | 0.23% | – |
| MAA | New | MID-AMER APT CMNTYS INC | $602,000 | – | 8,879 | – | 0.23% | – |
| PRIM | New | PRIMORIS SVCS CORP | $590,000 | – | 29,934 | – | 0.23% | – |
| SJI | New | SOUTH JERSEY INDS INC | $586,000 | – | 10,204 | – | 0.23% | – |
| SIVB | New | SVB FINL GROUP | $571,000 | – | 6,857 | – | 0.22% | – |
| VYM | New | VANGUARD WHITEHALL FDS INChigh div yld | $555,000 | – | 9,850 | – | 0.21% | – |
| WDR | New | WADDELL & REED FINL INCcl a | $532,000 | – | 12,226 | – | 0.20% | – |
| TR | New | TOOTSIE ROLL INDS INC | $518,000 | – | 16,297 | – | 0.20% | – |
| CPK | New | CHESAPEAKE UTILS CORP | $517,000 | – | 10,039 | – | 0.20% | – |
| EWBC | New | EAST WEST BANCORP INC | $513,000 | – | 18,658 | – | 0.20% | – |
| PTP | New | PLATINUM UNDERWRITER HLDGS L | $514,000 | – | 8,976 | – | 0.20% | – |
| VRTS | New | VIRTUS INVT PARTNERS INC | $510,000 | – | 2,896 | – | 0.20% | – |
| FULT | New | FULTON FINL CORP PA | $500,000 | – | 43,579 | – | 0.19% | – |
| WTFC | New | WINTRUST FINANCIAL CORP | $485,000 | – | 12,665 | – | 0.19% | – |
| SURG | New | SYNERGETICS USA INC | $470,000 | – | 119,236 | – | 0.18% | – |
| SCHN | New | SCHNITZER STL INDScl a | $442,000 | – | 18,912 | – | 0.17% | – |
| RYL | New | RYLAND GROUP INC | $439,000 | – | 10,957 | – | 0.17% | – |
| PTRY | New | PANTRY INC | $423,000 | – | 34,700 | – | 0.16% | – |
| QLGC | New | QLOGIC CORP | $393,000 | – | 41,061 | – | 0.15% | – |
| VVUS | New | VIVUS INC | $369,000 | – | 29,365 | – | 0.14% | – |
| ARUN | New | ARUBA NETWORKS INC | $355,000 | – | 23,094 | – | 0.14% | – |
| FDX | New | FEDEX CORP | $201,000 | – | 2,040 | – | 0.08% | – |
| F | New | FORD MTR CO DEL | $183,000 | – | 11,860 | – | 0.07% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $151,000 | – | 10,820 | – | 0.06% | – |
| XRX | New | XEROX CORP | $143,000 | – | 15,815 | – | 0.06% | – |