Q1 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | APPLE INC | $18,296,000 | -4.5% | 104,780 | -2.8% | 6.55% | +3.6% |
| MSFT | Sell | MICROSOFT CORP | $17,826,000 | -11.1% | 57,818 | -3.0% | 6.38% | -3.6% |
| AMZN | Sell | AMAZON COM INC | $10,386,000 | -4.9% | 3,186 | -2.7% | 3.72% | +3.1% |
| NVDA | Sell | NVIDIA CORP | $5,010,000 | -9.8% | 18,361 | -2.8% | 1.79% | -2.2% |
| GOOG | Sell | ALPHABET INC Class C | $4,829,000 | -7.9% | 1,729 | -4.6% | 1.73% | -0.1% |
| GOOGL | Sell | ALPHABET INC Class A | $4,723,000 | -7.9% | 1,698 | -4.1% | 1.69% | -0.1% |
| FB | Sell | FACEBOOK INC | $4,300,000 | -35.9% | 19,336 | -3.0% | 1.54% | -30.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $3,615,000 | -16.1% | 26,517 | -2.6% | 1.29% | -9.1% |
| LLY | Sell | ELI LILLY & CO | $3,597,000 | +1.4% | 12,560 | -2.2% | 1.29% | +9.9% |
| HD | Sell | HOME DEPOT INC | $3,517,000 | -29.6% | 11,750 | -2.4% | 1.26% | -23.7% |
| JNJ | Sell | JOHNSON & JOHNSON | $3,378,000 | +0.7% | 19,062 | -2.8% | 1.21% | +9.2% |
| UNH | Sell | UNITEDHEALTH GRP INC | $3,112,000 | -2.2% | 6,102 | -3.7% | 1.11% | +6.1% |
| V | Sell | VISA INC | $2,941,000 | -0.2% | 13,262 | -2.5% | 1.05% | +8.1% |
| PG | Sell | PROCTER & GAMBLE CO | $2,656,000 | -8.9% | 17,380 | -2.5% | 0.95% | -1.3% |
| NOC | Sell | NORTHROP GRUMMAN CO | $2,645,000 | +13.0% | 5,915 | -2.2% | 0.95% | +22.7% |
| TMO | Sell | THERMO FISHER SCI | $2,604,000 | -27.4% | 4,409 | -18.0% | 0.93% | -21.3% |
| AVGO | Sell | BROADCOM INC | $2,528,000 | -7.2% | 4,014 | -1.9% | 0.90% | +0.7% |
| PFE | Sell | PFIZER INC | $2,386,000 | -14.6% | 46,088 | -2.6% | 0.85% | -7.4% |
| MA | Sell | MASTERCARD INC | $2,358,000 | -3.2% | 6,597 | -2.7% | 0.84% | +5.0% |
| CVX | Sell | CHEVRON CORP | $2,336,000 | +35.2% | 14,348 | -2.6% | 0.84% | +46.7% |
| TGT | Sell | TARGET CORPORATION | $2,232,000 | -10.5% | 10,518 | -2.4% | 0.80% | -2.9% |
| BAC | Buy | BANK OF AMERICA CORP | $2,226,000 | -5.6% | 53,991 | +1.9% | 0.80% | +2.4% |
| UNP | Sell | UNION PAC CORP | $2,171,000 | +4.9% | 7,946 | -3.2% | 0.78% | +13.8% |
| HON | Sell | HONEYWELL INTL INC | $2,138,000 | -9.2% | 10,987 | -2.7% | 0.76% | -1.5% |
| KO | Sell | COCA-COLA CO | $2,119,000 | +1.9% | 34,174 | -2.7% | 0.76% | +10.5% |
| MMC | Sell | MARSH & MCLENNAN COS | $2,060,000 | -3.6% | 12,088 | -1.7% | 0.74% | +4.5% |
| WMT | Sell | WALMART INC | $1,996,000 | +0.1% | 13,405 | -2.7% | 0.71% | +8.5% |
| DIS | Sell | WALT DISNEY CO | $1,978,000 | -13.7% | 14,418 | -2.5% | 0.71% | -6.3% |
| ADBE | Sell | ADOBE SYSTEMS INC | $1,918,000 | -29.6% | 4,209 | -12.4% | 0.69% | -23.8% |
| PEP | Sell | PEPSICO INC | $1,916,000 | -6.4% | 11,449 | -2.8% | 0.69% | +1.5% |
| ABBV | Sell | ABBVIE INC | $1,848,000 | +16.3% | 11,401 | -2.9% | 0.66% | +26.1% |
| PLD | Sell | PROLOGIS INC | $1,835,000 | -5.7% | 11,362 | -1.7% | 0.66% | +2.3% |
| NEE | Sell | NEXTERA ENERGY INC | $1,830,000 | -11.2% | 21,602 | -2.2% | 0.66% | -3.7% |
| MS | Sell | MORGAN STANLEY | $1,807,000 | -14.0% | 20,680 | -3.3% | 0.65% | -6.6% |
| MCD | Sell | MCDONALDS CORP | $1,765,000 | -10.4% | 7,139 | -2.8% | 0.63% | -2.8% |
| CMCSA | Sell | COMCAST CORP | $1,743,000 | -9.4% | 37,234 | -2.5% | 0.62% | -1.7% |
| MRK | Sell | MERCK & CO INC | $1,735,000 | +4.0% | 21,148 | -2.9% | 0.62% | +12.7% |
| XOM | Sell | EXXON MOBIL CORP | $1,723,000 | +31.8% | 20,868 | -2.3% | 0.62% | +43.2% |
| SCHW | Sell | SCHWAB CHARLES CORP | $1,717,000 | -1.7% | 20,368 | -1.9% | 0.61% | +6.4% |
| DHR | Sell | DANAHER CORP | $1,688,000 | -26.2% | 5,753 | -17.2% | 0.60% | -19.9% |
| COST | Sell | COSTCO WHSL CORP | $1,665,000 | -1.1% | 2,892 | -2.5% | 0.60% | +7.2% |
| PNC | Sell | PNC FINL SVCS GRP | $1,572,000 | -10.1% | 8,522 | -2.3% | 0.56% | -2.4% |
| AXP | Sell | AMERICAN EXPRESS CO | $1,564,000 | +10.1% | 8,362 | -3.7% | 0.56% | +19.4% |
| CSCO | Sell | CISCO SYSTEMS INC | $1,552,000 | -14.9% | 27,831 | -3.2% | 0.56% | -7.8% |
| CRM | Sell | SALESFORCE.COM | $1,541,000 | -18.9% | 7,257 | -2.9% | 0.55% | -12.1% |
| ANTM | Sell | ANTHEM INC | $1,524,000 | +2.4% | 3,103 | -3.4% | 0.54% | +11.0% |
| QCOM | Sell | QUALCOMM INC | $1,510,000 | -18.6% | 9,883 | -2.6% | 0.54% | -11.9% |
| VZ | Sell | VERIZON COMMUNICATIO | $1,479,000 | -4.0% | 29,027 | -2.0% | 0.53% | +4.1% |
| ZTS | Sell | ZOETIS INC | $1,462,000 | -24.9% | 7,753 | -2.8% | 0.52% | -18.7% |
| ACN | Sell | ACCENTURE PLC | $1,455,000 | -19.3% | 4,315 | -0.7% | 0.52% | -12.4% |
| ISRG | Sell | INTUITIVE SURGIC INC | $1,416,000 | -42.2% | 4,695 | -31.1% | 0.51% | -37.3% |
| PYPL | Sell | PAYPAL HLDGS INC | $1,398,000 | -40.3% | 12,089 | -2.6% | 0.50% | -35.3% |
| GS | Sell | GOLDMAN SACHS GROUP | $1,398,000 | -16.8% | 4,234 | -3.6% | 0.50% | -9.9% |
| STZ | Sell | CONSTELLATION BRANDS | $1,392,000 | -10.7% | 6,044 | -2.7% | 0.50% | -3.3% |
| AJG | Sell | GALLAGHER ARTHR J&CO | $1,377,000 | 0.0% | 7,889 | -2.8% | 0.49% | +8.6% |
| WFC | Buy | WELLS FARGO & CO | $1,365,000 | +13.4% | 28,172 | +12.2% | 0.49% | +22.9% |
| NFLX | Sell | NETFLIX INC | $1,360,000 | -39.5% | 3,630 | -2.7% | 0.49% | -34.4% |
| UPS | Sell | UNITED PARCEL SERVIC | $1,317,000 | -2.2% | 6,139 | -2.2% | 0.47% | +6.1% |
| BMY | Sell | BRISTOL MYERS SQUIBB | $1,287,000 | +15.2% | 17,628 | -1.6% | 0.46% | +24.9% |
| LOW | Sell | LOWES CO | $1,268,000 | -23.7% | 6,272 | -2.4% | 0.45% | -17.2% |
| T | Sell | AT&T INC | $1,241,000 | -6.1% | 52,510 | -2.3% | 0.44% | +1.8% |
| ABT | Sell | ABBOTT LABS | $1,203,000 | -18.8% | 10,162 | -3.4% | 0.43% | -12.1% |
| CG | Sell | CARLYLE GROUP L P | $1,203,000 | -13.2% | 24,589 | -2.6% | 0.43% | -5.9% |
| NOW | Sell | SERVICENOW INC | $1,202,000 | -15.9% | 2,158 | -2.0% | 0.43% | -8.9% |
| DUK | Sell | DUKE ENERGY CORP | $1,202,000 | +4.8% | 10,766 | -1.5% | 0.43% | +13.5% |
| SRE | Sell | SEMPRA ENERGY | $1,190,000 | +24.5% | 7,079 | -2.1% | 0.43% | +34.8% |
| INTC | Sell | INTEL CORP | $1,181,000 | -6.5% | 23,837 | -2.8% | 0.42% | +1.4% |
| SO | Sell | SOUTHERN CO | $1,110,000 | +3.8% | 15,307 | -1.8% | 0.40% | +12.5% |
| BA | Sell | BOEING CO | $1,071,000 | -7.3% | 5,591 | -2.5% | 0.38% | +0.5% |
| NTR | Sell | NUTRIEN LTD. | $1,062,000 | +35.3% | 10,213 | -2.2% | 0.38% | +46.7% |
| CVS | Sell | CVS HEALTH CORP | $1,059,000 | -4.9% | 10,463 | -3.0% | 0.38% | +3.3% |
| EQT | Sell | EQT CORP | $1,049,000 | +53.8% | 30,495 | -2.5% | 0.38% | +66.7% |
| PANW | Sell | PALO ALTO NETWORKS | $1,049,000 | +1.6% | 1,685 | -9.1% | 0.38% | +10.0% |
| ICE | Sell | INTER CONTINENTAL EX | $1,043,000 | -5.9% | 7,892 | -2.6% | 0.37% | +1.9% |
| SBUX | Sell | STARBUCKS CORP | $1,027,000 | -24.2% | 11,292 | -2.4% | 0.37% | -17.7% |
| LNG | Sell | CHENIERE ENERGY INC | $1,017,000 | +33.1% | 7,336 | -2.6% | 0.36% | +44.4% |
| ALB | Sell | ALBEMARLE CORP | $990,000 | -8.3% | 4,476 | -3.1% | 0.35% | -0.6% |
| AMD | Sell | Advanced Micro Devices | $961,000 | -26.2% | 8,789 | -2.9% | 0.34% | -20.0% |
| TMUS | Sell | T-MOBILE US INC | $954,000 | +8.2% | 7,431 | -2.3% | 0.34% | +17.2% |
| TSCO | Sell | TRACTOR SUPPLY CO | $940,000 | -5.1% | 4,026 | -3.1% | 0.34% | +2.8% |
| EPD | Sell | ENTERPRISE PRODS | $935,000 | +15.0% | 36,215 | -2.2% | 0.34% | +25.0% |
| ORCL | Sell | ORACLE CORP | $929,000 | -9.1% | 11,225 | -4.2% | 0.33% | -1.5% |
| DG | Sell | DOLLAR GEN CORP | $919,000 | -9.0% | 4,127 | -3.7% | 0.33% | -1.2% |
| WY | Buy | WEYERHAEUSER CO | $920,000 | +136.5% | 24,269 | +157.1% | 0.33% | +157.0% |
| NEM | Sell | NEWMONT GOLD CORP | $916,000 | +24.8% | 11,534 | -2.5% | 0.33% | +35.5% |
| CMS | Sell | CMS ENERGY CORP | $913,000 | +5.5% | 13,060 | -1.8% | 0.33% | +14.7% |
| ULTA | Sell | ULTA BEAUTY INC | $877,000 | -6.0% | 2,203 | -2.6% | 0.31% | +1.9% |
| MELI | Sell | MERCADOLIBRE INC | $874,000 | -12.5% | 735 | -0.8% | 0.31% | -5.2% |
| GTLS | Sell | CHART INDS INC | $861,000 | +6.2% | 5,014 | -1.4% | 0.31% | +14.9% |
| CCI | Sell | CROWN CASTLE INTL | $841,000 | -13.5% | 4,554 | -2.2% | 0.30% | -6.2% |
| RTX | Sell | RAYTHEON TECHNOLOGIE | $842,000 | +10.1% | 8,496 | -4.4% | 0.30% | +19.4% |
| TXN | Sell | TEXAS INSTRUMENTS | $841,000 | -5.2% | 4,586 | -2.5% | 0.30% | +2.7% |
| CAT | Sell | CATERPILLAR INC | $824,000 | +3.4% | 3,696 | -4.1% | 0.30% | +12.2% |
| MGPI | Sell | MGP INGREDIENTS INC | $823,000 | -0.1% | 9,615 | -0.8% | 0.30% | +8.5% |
| ROP | Sell | ROPER TECHNOLOGIES | $808,000 | -6.7% | 1,710 | -2.8% | 0.29% | +1.0% |
| EOG | Sell | EOG RESOURCES INC | $808,000 | +29.5% | 6,775 | -3.6% | 0.29% | +40.3% |
| MDLZ | Sell | MONDELEZ INTL INC | $806,000 | -7.8% | 12,832 | -2.6% | 0.29% | 0.0% |
| ALGN | Sell | ALIGN TECH INC | $801,000 | -35.6% | 1,837 | -2.9% | 0.29% | -30.0% |
| AEP | Sell | AMERN ELEC PWR INC | $792,000 | +9.8% | 7,943 | -2.0% | 0.28% | +18.9% |
| COF | Sell | CAPITAL ONE FINL CO | $783,000 | -13.6% | 5,967 | -4.4% | 0.28% | -6.4% |
| MDT | Sell | MEDTRONIC PLC | $770,000 | +5.6% | 6,939 | -1.5% | 0.28% | +14.5% |
| MNST | Sell | MONSTER BEVERAGE CRP | $769,000 | -17.8% | 9,620 | -1.3% | 0.28% | -11.0% |
| IRM | Sell | IRON MOUNTAIN INC | $768,000 | +4.1% | 13,868 | -1.7% | 0.28% | +12.7% |
| C | Sell | CITIGROUP INC | $766,000 | -11.9% | 14,339 | -0.4% | 0.27% | -4.5% |
| TRV | Sell | TRAVELERS CO(THE) | $762,000 | +13.1% | 4,170 | -3.2% | 0.27% | +23.0% |
| VRTX | Sell | VERTEX PHARMACEUTICL | $756,000 | +15.4% | 2,897 | -2.8% | 0.27% | +25.5% |
| Sell | GENERAL ELECTRIC CO | $751,000 | -5.1% | 8,213 | -1.9% | 0.27% | +3.1% | |
| ENB | Sell | ENBRIDGE INC | $750,000 | +17.2% | 16,269 | -0.6% | 0.27% | +27.0% |
| MET | Sell | METLIFE INC | $745,000 | +7.5% | 10,602 | -4.4% | 0.27% | +16.6% |
| ASO | Sell | ACADEMY SPORTS & O | $743,000 | -11.4% | 18,857 | -1.3% | 0.27% | -4.0% |
| PODD | Sell | INSULET CORP | $737,000 | -33.5% | 2,767 | -33.6% | 0.26% | -27.9% |
| OKE | New | ONEOK INC | $734,000 | – | 10,397 | – | 0.26% | – |
| PPG | Sell | PPG INDUSTRIES INC | $733,000 | -26.1% | 5,591 | -2.8% | 0.26% | -19.9% |
| LHX | Sell | L3HARRIS TECHNOLOGIE | $723,000 | +13.5% | 2,909 | -2.5% | 0.26% | +23.3% |
| CI | Sell | CIGNA CORP | $725,000 | +1.5% | 3,026 | -2.6% | 0.26% | +9.7% |
| FITB | Sell | FIFTH THIRD BANCORP | $717,000 | -4.1% | 16,659 | -3.0% | 0.26% | +4.0% |
| MO | Sell | ALTRIA GROUP INC | $717,000 | +8.1% | 13,715 | -1.9% | 0.26% | +17.4% |
| RJF | New | RAYMOND JAMES FINL | $718,000 | – | 6,536 | – | 0.26% | – |
| CDNS | Sell | CADENCE DESIGN SYS | $714,000 | -14.2% | 4,341 | -2.8% | 0.26% | -6.9% |
| New | APOLLO GLOBAL MGMT | $707,000 | – | 11,400 | – | 0.25% | – | |
| TXT | New | TEXTRON INC | $705,000 | – | 9,479 | – | 0.25% | – |
| USB | Sell | US BANCORP DEL | $702,000 | -8.6% | 13,207 | -3.4% | 0.25% | -0.8% |
| MMM | Sell | 3M COMPANY | $696,000 | -61.8% | 4,676 | -54.4% | 0.25% | -58.6% |
| CMI | Sell | CUMMINS INC | $691,000 | -9.1% | 3,368 | -3.3% | 0.25% | -1.6% |
| FDX | Sell | FEDEX CORP | $682,000 | -12.6% | 2,949 | -2.2% | 0.24% | -5.1% |
| GLPI | Sell | GAMING & LEISURE PPTYS | $682,000 | -6.1% | 14,541 | -2.5% | 0.24% | +1.7% |
| EXPE | Sell | EXPEDIA INC | $679,000 | +4.8% | 3,469 | -3.2% | 0.24% | +13.6% |
| SPLK | Sell | SPLUNK INC | $678,000 | +24.9% | 4,563 | -2.7% | 0.24% | +35.8% |
| TJX | Sell | TJX COMPANIES INC | $680,000 | -21.5% | 11,226 | -1.6% | 0.24% | -15.0% |
| FISV | Sell | FISERV INC | $672,000 | -4.7% | 6,627 | -2.5% | 0.24% | +3.0% |
| MU | Sell | MICRON TECHNOLOGY | $641,000 | -18.4% | 8,228 | -2.5% | 0.23% | -11.6% |
| IBM | Sell | INTL BUSINESS MCHN | $637,000 | -4.4% | 4,899 | -1.7% | 0.23% | +3.6% |
| DRI | Sell | DARDEN RESTAURANT | $634,000 | -14.2% | 4,772 | -2.7% | 0.23% | -7.0% |
| ZS | Sell | ZSCALER INC | $631,000 | -40.5% | 2,616 | -20.7% | 0.23% | -35.4% |
| CSTM | Sell | CONSTELLIUM SE | $631,000 | -2.0% | 35,049 | -2.5% | 0.23% | +6.1% |
| CNC | Sell | CENTENE CORP DEL | $626,000 | -0.5% | 7,430 | -2.7% | 0.22% | +7.7% |
| OKTA | Sell | OKTA INC | $624,000 | -44.6% | 4,131 | -17.8% | 0.22% | -40.1% |
| FIS | Sell | FIDELITY NATL INFO | $620,000 | -10.3% | 6,177 | -2.4% | 0.22% | -2.6% |
| ALL | Sell | ALLSTATE CORP | $617,000 | +14.0% | 4,456 | -3.0% | 0.22% | +23.5% |
| TFC | Buy | TRUIST FINANCIAL COR | $615,000 | +12.4% | 10,846 | +16.1% | 0.22% | +21.5% |
| SAIL | Sell | SAILPOINT TECHNLGIES | $612,000 | +3.0% | 11,960 | -2.6% | 0.22% | +11.7% |
| ACA | Sell | ARCOSA INC | $607,000 | +6.1% | 10,594 | -2.4% | 0.22% | +14.8% |
| HOLX | Sell | HOLOGIC INC | $599,000 | +0.3% | 7,792 | -0.1% | 0.21% | +8.6% |
| WERN | Sell | WERNER ENTERPRISES | $597,000 | -16.2% | 14,566 | -2.5% | 0.21% | -8.9% |
| APD | Sell | AIR PRODS & CHEMS | $596,000 | -20.4% | 2,385 | -3.1% | 0.21% | -13.8% |
| AWK | Sell | AMERICAN WTR WKS CO | $594,000 | -14.7% | 3,587 | -2.6% | 0.21% | -7.4% |
| MDB | Sell | MONGODB INC | $578,000 | -17.9% | 1,304 | -2.0% | 0.21% | -10.8% |
| Buy | ZURN WATER SOLUTIONS | $578,000 | +24.6% | 16,319 | +28.0% | 0.21% | +35.3% | |
| CRWD | Sell | CROWDSTRIKE HOLDIN | $576,000 | -30.1% | 2,537 | -37.0% | 0.21% | -24.3% |
| FMC | Sell | FMC CORP | $577,000 | +16.6% | 4,387 | -2.7% | 0.21% | +26.4% |
| NI | Sell | NISOURCE INC | $566,000 | +12.5% | 17,804 | -2.2% | 0.20% | +22.3% |
| PRU | Sell | PRUDENTIAL FINL | $564,000 | +6.6% | 4,771 | -2.4% | 0.20% | +15.4% |
| YETI | Sell | YETI HOLDINGS INC | $563,000 | -28.2% | 9,380 | -1.0% | 0.20% | -22.4% |
| GILD | Sell | GILEAD SCIENCES INC | $559,000 | -20.7% | 9,405 | -3.2% | 0.20% | -14.2% |
| EXP | Sell | EAGLE MATERIALS | $552,000 | -25.0% | 4,304 | -2.6% | 0.20% | -18.5% |
| TTWO | Sell | TAKE-TWO INTERACTIVE | $549,000 | -15.7% | 3,574 | -2.4% | 0.20% | -8.8% |
| BK | Sell | BANK OF NEW YORK MEL | $533,000 | -17.1% | 10,739 | -3.1% | 0.19% | -9.9% |
| EXC | Sell | EXELON CORP | $535,000 | -19.5% | 11,231 | -2.5% | 0.19% | -12.8% |
| COP | Sell | CONOCOPHILLIPS | $533,000 | +35.3% | 5,332 | -2.4% | 0.19% | +46.9% |
| UBER | Sell | UBER TECHNOLOGIES | $530,000 | -17.2% | 14,861 | -2.6% | 0.19% | -10.0% |
| EA | Sell | ELECTRONIC ARTS INC | $528,000 | -6.4% | 4,176 | -2.3% | 0.19% | +1.6% |
| EXAS | Sell | EXACT SCIENCES CORP | $525,000 | -13.1% | 7,510 | -3.2% | 0.19% | -5.5% |
| RBC | Buy | REGAL REXNORD CORP | $512,000 | +6.2% | 3,442 | +21.4% | 0.18% | +15.1% |
| ZEN | Sell | ZENDESK INC | $494,000 | +13.0% | 4,105 | -2.0% | 0.18% | +22.9% |
| EIX | Sell | EDISON INTL | $494,000 | +0.6% | 7,047 | -2.0% | 0.18% | +9.3% |
| ATVI | Sell | ACTIVISION BLIZZARD | $490,000 | +18.1% | 6,115 | -1.9% | 0.18% | +27.7% |
| FCX | Sell | FREEPORT-MCMORAN INC | $489,000 | +18.7% | 9,838 | -0.3% | 0.18% | +28.7% |
| MPC | Sell | MARATHON PETROLEUM | $486,000 | +30.3% | 5,690 | -2.3% | 0.17% | +41.5% |
| COLM | Sell | COLUMBIA SPORTSWEAR | $487,000 | -10.3% | 5,382 | -3.5% | 0.17% | -2.8% |
| SYF | Sell | SYNCHRONY FINL | $459,000 | -26.8% | 13,172 | -2.6% | 0.16% | -20.8% |
| MAR | Sell | MARRIOTT INTL INC | $446,000 | +3.0% | 2,537 | -3.2% | 0.16% | +11.9% |
| MCK | Sell | MCKESSON CORP | $446,000 | +18.9% | 1,458 | -3.3% | 0.16% | +29.0% |
| SLB | Sell | SCHLUMBERGER LTD | $443,000 | +33.4% | 10,732 | -3.2% | 0.16% | +44.5% |
| HUBS | Sell | HUBSPOT INC | $443,000 | -29.8% | 932 | -2.6% | 0.16% | -23.6% |
| EVRG | Sell | EVERGY INC | $406,000 | -2.9% | 5,941 | -2.6% | 0.14% | +5.1% |
| SHOP | Sell | SHOPIFY INC | $405,000 | -52.4% | 599 | -2.9% | 0.14% | -48.4% |
| DVA | Sell | DAVITA INC | $402,000 | -2.9% | 3,556 | -2.4% | 0.14% | +5.1% |
| VLO | Sell | VALERO ENERGY CORP | $396,000 | +30.7% | 3,900 | -3.5% | 0.14% | +42.0% |
| SEE | Sell | SEALED AIR CORP | $391,000 | -4.6% | 5,832 | -4.1% | 0.14% | +3.7% |
| CARR | Sell | CARRIER GLOBAL CORP | $390,000 | -19.1% | 8,498 | -4.4% | 0.14% | -11.9% |
| HAL | Sell | HALLIBURTON | $389,000 | +58.8% | 10,281 | -4.0% | 0.14% | +71.6% |
| VMW | Sell | VMWARE INC | $387,000 | -3.5% | 3,400 | -1.8% | 0.14% | +4.5% |
| GPN | Sell | GLOBAL PAYMENTS INC | $359,000 | -2.7% | 2,626 | -3.8% | 0.13% | +4.9% |
| FANG | Sell | DIAMONDBACK ENERGY | $352,000 | +25.7% | 2,565 | -1.3% | 0.13% | +37.0% |
| PTC | Sell | PTC INC | $349,000 | -12.1% | 3,238 | -1.1% | 0.12% | -4.6% |
| MTX | Sell | MINERALS TECHNOLOGS | $348,000 | -12.1% | 5,254 | -2.8% | 0.12% | -4.6% |
| DGX | Sell | QUEST DIAGNOSTICS | $349,000 | -22.8% | 2,553 | -2.2% | 0.12% | -16.1% |
| GLW | Sell | CORNING INCORPORATED | $346,000 | -5.2% | 9,370 | -4.3% | 0.12% | +3.3% |
| TRP | Sell | TC ENERGY CORPORATIO | $338,000 | +17.8% | 5,982 | -3.0% | 0.12% | +27.4% |
| DD | Sell | DUPONT DE NEMOURS | $335,000 | -10.7% | 4,559 | -1.7% | 0.12% | -3.2% |
| RNG | Sell | RINGCENTRAL INC | $333,000 | -39.0% | 2,838 | -2.6% | 0.12% | -33.9% |
| OTIS | Sell | OTIS WORLDWIDE CORP | $327,000 | -15.5% | 4,248 | -4.3% | 0.12% | -8.6% |
| EPAM | Sell | EPAM SYS INC | $324,000 | -56.8% | 1,094 | -2.5% | 0.12% | -53.2% |
| GM | Sell | GENERAL MOTORS CO | $324,000 | -27.0% | 7,417 | -2.0% | 0.12% | -21.1% |
| DOW | Sell | DOW INC | $320,000 | +10.3% | 5,027 | -1.6% | 0.12% | +19.8% |
| DISCA | Sell | DISCOVERY INC | $319,000 | +3.2% | 12,813 | -2.5% | 0.11% | +11.8% |
| WAB | New | WABTEC | $313,000 | – | 3,250 | – | 0.11% | – |
| VMC | Sell | VULCAN MATERIALS CO | $311,000 | -13.1% | 1,693 | -1.7% | 0.11% | -5.9% |
| BDX | Sell | BECTON DICKINSON | $298,000 | +3.8% | 1,119 | -2.1% | 0.11% | +12.6% |
| PM | Sell | PHILIP MORRIS INTL | $285,000 | -1.7% | 3,036 | -0.5% | 0.10% | +6.2% |
| DOX | Sell | AMDOCS LTD | $284,000 | +9.2% | 3,450 | -0.6% | 0.10% | +18.6% |
| WBA | Sell | WALGREENS BOOTS ALNC | $282,000 | -16.3% | 6,303 | -2.4% | 0.10% | -9.0% |
| BMRN | Sell | BIOMARIN PHARMAC INC | $272,000 | -14.7% | 3,531 | -2.2% | 0.10% | -7.6% |
| CTVA | Sell | CORTEVA INC | $261,000 | +19.7% | 4,538 | -1.4% | 0.09% | +29.2% |
| FLS | Sell | FLOWSERVE CORP | $255,000 | +13.3% | 7,108 | -3.4% | 0.09% | +23.0% |
| ACC | Sell | AMERICAN CAMPUS CMNT | $251,000 | -4.6% | 4,478 | -2.3% | 0.09% | +3.4% |
| DKNG | Sell | DRAFTKINGS INC | $241,000 | -30.9% | 12,390 | -2.5% | 0.09% | -25.2% |
| TDOC | Sell | TELADOC HEALTH | $238,000 | -23.5% | 3,297 | -2.5% | 0.08% | -17.5% |
| DK | Sell | DELEK US HLDGS INC | $221,000 | +38.1% | 10,412 | -2.4% | 0.08% | +49.1% |
| New | CONSTELLATION ENERGY | $214,000 | – | 3,796 | – | 0.08% | – | |
| VTRS | New | VIATRIS INC | $211,000 | – | 19,401 | – | 0.08% | – |
| MOS | New | MOSAIC CO | $202,000 | – | 3,035 | – | 0.07% | – |
| FTV | Exit | FORTIVE CORPORATION | $0 | – | -3,078 | – | -0.08% | – |
| DOCU | Exit | DOCUSIGN INC | $0 | – | -2,641 | – | -0.13% | – |
| JD | Exit | JD.COM INC | $0 | – | -9,118 | – | -0.21% | – |
| APO | Exit | APOLLO GLOBAL MGMT | $0 | – | -11,400 | – | -0.27% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Sell | MICROSOFT CORP | $20,052,000 | +19.3% | 59,622 | -0.0% | 6.62% | +8.8% |
| AAPL | Sell | APPLE INC | $19,151,000 | +25.5% | 107,851 | -0.0% | 6.32% | +14.5% |
| AMZN | Sell | AMAZON COM INC | $10,923,000 | +1.5% | 3,276 | -0.0% | 3.60% | -7.4% |
| FB | Sell | FACEBOOK INC | $6,707,000 | -0.9% | 19,940 | -0.0% | 2.21% | -9.6% |
| NVDA | Sell | NVIDIA CORP | $5,553,000 | +41.9% | 18,881 | -0.0% | 1.83% | +29.4% |
| GOOG | Sell | ALPHABET INC Class C | $5,243,000 | +8.5% | 1,812 | -0.1% | 1.73% | -1.0% |
| HD | Sell | HOME DEPOT INC | $4,995,000 | +26.4% | 12,037 | -0.0% | 1.65% | +15.3% |
| JPM | Sell | JPMORGAN CHASE & CO | $4,311,000 | -3.3% | 27,225 | -0.0% | 1.42% | -11.7% |
| TMO | Sell | THERMO FISHER SCI | $3,588,000 | +16.8% | 5,378 | -0.0% | 1.18% | +6.5% |
| LLY | Sell | ELI LILLY & CO | $3,547,000 | +19.5% | 12,843 | -0.0% | 1.17% | +9.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $3,353,000 | +5.9% | 19,602 | -0.0% | 1.11% | -3.3% |
| UNH | Sell | UNITEDHEALTH GRP INC | $3,182,000 | +28.5% | 6,337 | -0.0% | 1.05% | +17.2% |
| V | Sell | VISA INC | $2,948,000 | -2.7% | 13,602 | -0.0% | 0.97% | -11.2% |
| PG | Sell | PROCTER & GAMBLE CO | $2,917,000 | +17.0% | 17,830 | -0.0% | 0.96% | +6.8% |
| PFE | Sell | PFIZER INC | $2,795,000 | +37.3% | 47,337 | -0.0% | 0.92% | +25.1% |
| ADBE | Sell | ADOBE SYSTEMS INC | $2,726,000 | -1.5% | 4,807 | -0.0% | 0.90% | -10.1% |
| AVGO | Sell | BROADCOM INC | $2,724,000 | +37.2% | 4,093 | -0.0% | 0.90% | +25.2% |
| TGT | Sell | TARGET CORPORATION | $2,495,000 | +1.1% | 10,781 | -0.0% | 0.82% | -7.7% |
| ISRG | Buy | INTUITIVE SURGIC INC | $2,449,000 | +8.4% | 6,815 | +200.0% | 0.81% | -1.1% |
| MA | Sell | MASTERCARD INC | $2,436,000 | +3.4% | 6,779 | -0.0% | 0.80% | -5.7% |
| BAC | Sell | BANK OF AMERICA CORP | $2,357,000 | +4.8% | 52,989 | -0.0% | 0.78% | -4.4% |
| HON | Sell | HONEYWELL INTL INC | $2,354,000 | -1.8% | 11,288 | -0.0% | 0.78% | -10.4% |
| PYPL | Sell | PAYPAL HLDGS INC | $2,341,000 | -27.5% | 12,413 | -0.0% | 0.77% | -33.9% |
| NOC | Sell | NORTHROP GRUMMAN CO | $2,340,000 | +7.5% | 6,045 | -0.0% | 0.77% | -2.0% |
| DIS | Sell | WALT DISNEY CO | $2,291,000 | -8.5% | 14,793 | -0.0% | 0.76% | -16.5% |
| DHR | Sell | DANAHER CORP | $2,286,000 | +8.0% | 6,948 | -0.0% | 0.75% | -1.4% |
| NFLX | Sell | NETFLIX INC | $2,248,000 | -1.3% | 3,731 | -0.0% | 0.74% | -10.0% |
| MMC | Sell | MARSH & MCLENNAN COS | $2,137,000 | +14.8% | 12,292 | -0.0% | 0.70% | +4.6% |
| MS | Sell | MORGAN STANLEY | $2,100,000 | +0.9% | 21,396 | -0.0% | 0.69% | -8.0% |
| KO | Sell | COCA-COLA CO | $2,079,000 | +12.8% | 35,114 | -0.0% | 0.69% | +2.8% |
| NEE | Sell | NEXTERA ENERGY INC | $2,061,000 | +18.9% | 22,080 | -0.0% | 0.68% | +8.5% |
| PEP | Sell | PEPSICO INC | $2,047,000 | +15.5% | 11,784 | -0.0% | 0.68% | +5.5% |
| WMT | Sell | WALMART INC | $1,994,000 | +3.8% | 13,782 | -0.0% | 0.66% | -5.3% |
| MCD | Sell | MCDONALDS CORP | $1,970,000 | +11.2% | 7,347 | -0.0% | 0.65% | +1.4% |
| CMCSA | Sell | COMCAST CORP | $1,923,000 | -10.0% | 38,207 | -0.0% | 0.64% | -17.9% |
| CRM | Sell | SALESFORCE.COM | $1,899,000 | -6.3% | 7,472 | -0.0% | 0.63% | -14.5% |
| QCOM | Sell | QUALCOMM INC | $1,856,000 | +41.8% | 10,147 | -0.0% | 0.61% | +29.3% |
| MMM | Sell | 3M COMPANY | $1,823,000 | +1.2% | 10,262 | -0.0% | 0.60% | -7.5% |
| CSCO | Sell | CISCO SYSTEMS INC | $1,823,000 | +16.4% | 28,762 | -0.0% | 0.60% | +6.4% |
| PNC | Sell | PNC FINL SVCS GRP | $1,749,000 | +2.5% | 8,722 | -0.0% | 0.58% | -6.5% |
| SCHW | Sell | SCHWAB CHARLES CORP | $1,747,000 | +15.5% | 20,771 | -0.0% | 0.58% | +5.5% |
| CVX | Sell | CHEVRON CORP | $1,728,000 | +15.7% | 14,727 | -0.0% | 0.57% | +5.6% |
| GS | Sell | GOLDMAN SACHS GROUP | $1,681,000 | +1.2% | 4,394 | -0.0% | 0.56% | -7.7% |
| MRK | Sell | MERCK & CO INC | $1,669,000 | +2.0% | 21,781 | -0.0% | 0.55% | -6.9% |
| LOW | Sell | LOWES CO | $1,661,000 | +27.4% | 6,426 | -0.0% | 0.55% | +16.1% |
| ABBV | Sell | ABBVIE INC | $1,589,000 | +25.5% | 11,736 | -0.0% | 0.52% | +14.4% |
| VZ | Sell | VERIZON COMMUNICATIO | $1,540,000 | -3.8% | 29,634 | -0.0% | 0.51% | -12.3% |
| ANTM | Sell | ANTHEM INC | $1,489,000 | +24.3% | 3,212 | -0.0% | 0.49% | +13.4% |
| ABT | Sell | ABBOTT LABS | $1,481,000 | +19.1% | 10,524 | -0.0% | 0.49% | +8.7% |
| CG | Sell | CARLYLE GROUP L P | $1,386,000 | +16.1% | 25,247 | -0.0% | 0.46% | +5.8% |
| AJG | Sell | GALLAGHER ARTHR J&CO | $1,377,000 | +14.1% | 8,116 | -0.0% | 0.45% | +3.9% |
| UPS | Sell | UNITED PARCEL SERVIC | $1,346,000 | +17.8% | 6,278 | -0.0% | 0.44% | +7.5% |
| T | Sell | AT&T INC | $1,322,000 | -9.8% | 53,746 | -1.0% | 0.44% | -17.7% |
| AMD | Sell | Advanced Micro Devices | $1,302,000 | +39.8% | 9,047 | -0.0% | 0.43% | +27.6% |
| INTC | Sell | INTEL CORP | $1,263,000 | -3.3% | 24,516 | -0.0% | 0.42% | -11.7% |
| WFC | Sell | WELLS FARGO & CO | $1,204,000 | +3.3% | 25,101 | -0.0% | 0.40% | -5.7% |
| BA | Sell | BOEING CO | $1,155,000 | -8.5% | 5,737 | -0.0% | 0.38% | -16.6% |
| BX | Sell | THE BLACKSTONE GROUP | $1,152,000 | +6.5% | 8,900 | -4.3% | 0.38% | -2.8% |
| OKTA | Sell | OKTA INC | $1,126,000 | -5.5% | 5,023 | -0.0% | 0.37% | -13.7% |
| BMY | Sell | BRISTOL MYERS SQUIBB | $1,117,000 | +5.4% | 17,920 | -0.0% | 0.37% | -3.7% |
| CVS | Sell | CVS HEALTH CORP | $1,113,000 | +21.5% | 10,792 | -0.0% | 0.37% | +10.9% |
| ICE | Sell | INTER CONTINENTAL EX | $1,108,000 | +19.0% | 8,104 | -0.0% | 0.37% | +8.6% |
| ALB | Sell | ALBEMARLE CORP | $1,080,000 | +6.7% | 4,620 | -0.0% | 0.36% | -2.7% |
| SO | Sell | SOUTHERN CO | $1,069,000 | +10.7% | 15,587 | -0.0% | 0.35% | +1.1% |
| ZS | Sell | ZSCALER INC | $1,060,000 | -14.6% | 3,300 | -30.3% | 0.35% | -22.0% |
| ORCL | Sell | ORACLE CORP | $1,022,000 | +0.1% | 11,720 | -0.0% | 0.34% | -8.7% |
| DG | Sell | DOLLAR GEN CORP | $1,010,000 | +11.1% | 4,284 | -0.0% | 0.33% | +1.2% |
| MELI | New | MERCADOLIBRE INC | $999,000 | – | 741 | – | 0.33% | – |
| TSCO | Sell | TRACTOR SUPPLY CO | $991,000 | +17.7% | 4,153 | -0.0% | 0.33% | +7.2% |
| PPG | Sell | PPG INDUSTRIES INC | $992,000 | +20.5% | 5,751 | -0.0% | 0.33% | +9.7% |
| SRE | Sell | SEMPRA ENERGY | $956,000 | +4.5% | 7,230 | -0.0% | 0.32% | -4.5% |
| MNST | New | MONSTER BEVERAGE CRP | $936,000 | – | 9,747 | – | 0.31% | – |
| TXN | Sell | TEXAS INSTRUMENTS | $887,000 | -2.0% | 4,706 | -0.0% | 0.29% | -10.4% |
| TMUS | Sell | T-MOBILE US INC | $882,000 | -9.3% | 7,607 | -0.0% | 0.29% | -17.3% |
| TJX | New | TJX COMPANIES INC | $866,000 | – | 11,405 | – | 0.29% | – |
| CMS | Sell | CMS ENERGY CORP | $865,000 | +8.8% | 13,304 | -0.0% | 0.28% | -1.0% |
| ASO | New | ACADEMY SPORTS & O | $839,000 | – | 19,110 | – | 0.28% | – |
| CDNS | Sell | CADENCE DESIGN SYS | $832,000 | +23.1% | 4,466 | -0.0% | 0.28% | +12.2% |
| CRWD | Sell | CROWDSTRIKE HOLDIN | $824,000 | -36.9% | 4,024 | -24.2% | 0.27% | -42.4% |
| MGPI | New | MGP INGREDIENTS INC | $824,000 | – | 9,696 | – | 0.27% | – |
| EPD | Sell | ENTERPRISE PRODS | $813,000 | +1.5% | 37,025 | -0.0% | 0.27% | -7.6% |
| CAT | Sell | CATERPILLAR INC | $797,000 | +7.7% | 3,853 | -0.1% | 0.26% | -1.9% |
| YETI | New | YETI HOLDINGS INC | $784,000 | – | 9,471 | – | 0.26% | – |
| NTR | Sell | NUTRIEN LTD. | $785,000 | +16.0% | 10,445 | -0.0% | 0.26% | +5.7% |
| FDX | Sell | FEDEX CORP | $780,000 | +17.8% | 3,016 | -0.1% | 0.26% | +7.5% |
| USB | Sell | US BANCORP DEL | $768,000 | -5.4% | 13,666 | -0.0% | 0.25% | -13.9% |
| RTX | Sell | RAYTHEON TECHNOLOGIE | $765,000 | +0.1% | 8,886 | -0.0% | 0.25% | -8.7% |
| LNG | Sell | CHENIERE ENERGY INC | $764,000 | +3.8% | 7,535 | -0.0% | 0.25% | -5.3% |
| EPAM | Sell | EPAM SYS INC | $750,000 | -16.4% | 1,122 | -28.7% | 0.25% | -23.5% |
| FITB | Sell | FIFTH THIRD BANCORP | $748,000 | +2.6% | 17,178 | -0.0% | 0.25% | -6.4% |
| DRI | Sell | DARDEN RESTAURANT | $739,000 | -0.5% | 4,905 | -0.0% | 0.24% | -9.3% |
| EXP | Sell | EAGLE MATERIALS | $736,000 | +26.9% | 4,419 | -0.0% | 0.24% | +15.7% |
| MDT | Sell | MEDTRONIC PLC | $729,000 | -17.5% | 7,048 | -0.0% | 0.24% | -24.7% |
| GLPI | Sell | GAMING & LEISURE PPTYS | $726,000 | +5.1% | 14,917 | -0.0% | 0.24% | -4.0% |
| AEP | Sell | AMERN ELEC PWR INC | $721,000 | +9.6% | 8,102 | -0.0% | 0.24% | 0.0% |
| GILD | Sell | GILEAD SCIENCES INC | $705,000 | +3.8% | 9,712 | -0.0% | 0.23% | -5.3% |
| FISV | Sell | FISERV INC | $705,000 | -4.5% | 6,797 | -0.0% | 0.23% | -12.7% |
| MDB | Sell | MONGODB INC | $704,000 | -27.8% | 1,330 | -35.7% | 0.23% | -34.3% |
| AWK | Sell | AMERICAN WTR WKS CO | $696,000 | +11.7% | 3,684 | -0.0% | 0.23% | +2.2% |
| MET | Sell | METLIFE INC | $693,000 | +1.2% | 11,090 | -0.0% | 0.23% | -7.7% |
| FIS | Sell | FIDELITY NATL INFO | $691,000 | -12.0% | 6,329 | -1.9% | 0.23% | -19.7% |
| EQT | Sell | EQT CORP | $682,000 | +6.6% | 31,269 | -0.0% | 0.22% | -3.0% |
| TRV | Sell | TRAVELERS CO(THE) | $674,000 | +2.9% | 4,310 | -0.0% | 0.22% | -6.3% |
| MO | Sell | ALTRIA GROUP INC | $663,000 | +4.1% | 13,983 | -0.0% | 0.22% | -4.8% |
| EXC | Sell | EXELON CORP | $665,000 | +19.4% | 11,518 | -0.0% | 0.22% | +9.0% |
| EXPE | Sell | EXPEDIA INC | $648,000 | +10.2% | 3,584 | -0.1% | 0.21% | +0.5% |
| CSTM | Sell | CONSTELLIUM SE | $644,000 | -4.6% | 35,951 | -0.0% | 0.21% | -12.7% |
| BK | Sell | BANK OF NEW YORK MEL | $643,000 | +12.0% | 11,079 | -0.0% | 0.21% | +1.9% |
| JD | Sell | JD.COM INC | $639,000 | -3.0% | 9,118 | -0.0% | 0.21% | -11.3% |
| UBER | Sell | UBER TECHNOLOGIES | $640,000 | -6.4% | 15,259 | -0.0% | 0.21% | -14.6% |
| ENB | Sell | ENBRIDGE INC | $640,000 | -1.8% | 16,371 | -0.0% | 0.21% | -10.6% |
| HUBS | Sell | HUBSPOT INC | $631,000 | -35.1% | 957 | -33.5% | 0.21% | -40.9% |
| CNC | Sell | CENTENE CORP DEL | $629,000 | +32.1% | 7,635 | -0.0% | 0.21% | +20.9% |
| SYF | Sell | SYNCHRONY FINL | $627,000 | -5.1% | 13,517 | -0.0% | 0.21% | -13.4% |
| SAIL | Sell | SAILPOINT TECHNLGIES | $594,000 | +12.7% | 12,280 | -0.0% | 0.20% | +2.6% |
| UDR | Sell | UDR INC | $586,000 | +5.6% | 9,767 | -6.8% | 0.19% | -4.0% |
| ACA | Sell | ARCOSA INC | $572,000 | +5.0% | 10,852 | -0.0% | 0.19% | -4.1% |
| EA | Sell | ELECTRONIC ARTS INC | $564,000 | -7.2% | 4,276 | -0.0% | 0.19% | -15.5% |
| TFC | Sell | TRUIST FINANCIAL COR | $547,000 | -0.2% | 9,338 | -0.0% | 0.18% | -8.6% |
| RNG | Sell | RINGCENTRAL INC | $546,000 | -13.9% | 2,913 | -0.0% | 0.18% | -21.4% |
| SPLK | Sell | SPLUNK INC | $543,000 | -20.0% | 4,689 | -0.0% | 0.18% | -27.2% |
| COLM | Sell | COLUMBIA SPORTSWEAR | $543,000 | +1.5% | 5,577 | -0.0% | 0.18% | -7.7% |
| ALL | Sell | ALLSTATE CORP | $541,000 | -7.5% | 4,595 | -0.0% | 0.18% | -15.6% |
| PRU | Sell | PRUDENTIAL FINL | $529,000 | +2.9% | 4,889 | -0.0% | 0.18% | -5.9% |
| NI | Sell | NISOURCE INC | $503,000 | +14.1% | 18,212 | -0.0% | 0.17% | +3.8% |
| FMC | Sell | FMC CORP | $495,000 | +19.9% | 4,509 | -0.0% | 0.16% | +9.4% |
| EIX | Sell | EDISON INTL | $491,000 | +23.1% | 7,193 | -0.0% | 0.16% | +12.5% |
| CARR | Sell | CARRIER GLOBAL CORP | $482,000 | +4.8% | 8,886 | -0.0% | 0.16% | -4.2% |
| RBC | New | REGAL REXNORD CORP | $482,000 | – | 2,835 | – | 0.16% | – |
| New | ZURN WATER SOLUTIONS | $464,000 | – | 12,747 | – | 0.15% | – | |
| DGX | Sell | QUEST DIAGNOSTICS | $452,000 | +18.9% | 2,611 | -0.1% | 0.15% | +8.8% |
| EVRG | Sell | EVERGY INC | $418,000 | +10.3% | 6,097 | -0.0% | 0.14% | +0.7% |
| ATVI | Sell | ACTIVISION BLIZZARD | $415,000 | -14.1% | 6,234 | -0.0% | 0.14% | -21.7% |
| DVA | Sell | DAVITA INC | $414,000 | -2.4% | 3,643 | -0.1% | 0.14% | -10.5% |
| OTIS | Sell | OTIS WORLDWIDE CORP | $387,000 | +6.0% | 4,440 | -0.0% | 0.13% | -3.0% |
| DD | Sell | DUPONT DE NEMOURS | $375,000 | +18.7% | 4,640 | -0.0% | 0.12% | +8.8% |
| GLW | Sell | CORNING INCORPORATED | $365,000 | +2.0% | 9,794 | -0.1% | 0.12% | -7.7% |
| DKNG | Sell | DRAFTKINGS INC | $349,000 | -43.0% | 12,712 | -0.0% | 0.12% | -48.0% |
| SLB | Sell | SCHLUMBERGER LTD | $332,000 | 0.0% | 11,082 | -1.1% | 0.11% | -8.3% |
| BMRN | Sell | BIOMARIN PHARMAC INC | $319,000 | +14.3% | 3,611 | -0.0% | 0.10% | +4.0% |
| DISCA | Sell | DISCOVERY INC | $309,000 | -7.5% | 13,145 | -0.0% | 0.10% | -15.7% |
| DOW | Sell | DOW INC | $290,000 | -1.4% | 5,107 | -0.0% | 0.10% | -9.4% |
| HAL | Sell | HALLIBURTON | $245,000 | +5.6% | 10,709 | -0.0% | 0.08% | -3.6% |
| FTV | Sell | FORTIVE CORPORATION | $235,000 | +8.3% | 3,078 | -0.1% | 0.08% | 0.0% |
| CTVA | New | CORTEVA INC | $218,000 | – | 4,601 | – | 0.07% | – |
| WES | New | WESTERN MIDSTREAM PA | $204,000 | – | 9,150 | – | 0.07% | – |
| LVS | New | LAS VEGAS SANDS CORP | $204,000 | – | 5,425 | – | 0.07% | – |
| DK | Sell | DELEK US HLDGS INC | $160,000 | -16.7% | 10,664 | -0.0% | 0.05% | -23.2% |
| CVA | Exit | COVANTA HOLDINGS | $0 | – | -10,075 | – | -0.07% | – |
| FLXN | Exit | FLEXION THERAPEUTI | $0 | – | -47,550 | – | -0.10% | – |
| MKC | Exit | MCCORMICK & CO INC | $0 | – | -7,125 | – | -0.21% | – |
| BABA | Exit | ALIBABA GROUP HLDG | $0 | – | -3,926 | – | -0.21% | – |
| PTON | Exit | PELOTON INTERACTIV | $0 | – | -10,611 | – | -0.33% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -11,823 | – | -0.35% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Sell | MICROSOFT CORP | $16,811,000 | +3.8% | 59,630 | -0.3% | 6.08% | +4.9% |
| AAPL | Sell | APPLE INC | $15,263,000 | +3.0% | 107,869 | -0.3% | 5.52% | +4.1% |
| AMZN | Sell | AMAZON COM INC | $10,765,000 | -4.9% | 3,277 | -0.4% | 3.89% | -3.9% |
| FB | Sell | FACEBOOK INC | $6,768,000 | -2.7% | 19,943 | -0.3% | 2.45% | -1.6% |
| GOOG | Sell | ALPHABET INC Class C | $4,832,000 | +6.0% | 1,813 | -0.3% | 1.75% | +7.2% |
| GOOGL | Sell | ALPHABET INC Class A | $4,732,000 | +9.1% | 1,770 | -0.4% | 1.71% | +10.3% |
| JPM | Sell | JPMORGAN CHASE & CO | $4,457,000 | +4.8% | 27,229 | -0.4% | 1.61% | +6.0% |
| HD | Sell | HOME DEPOT INC | $3,952,000 | +2.7% | 12,039 | -0.2% | 1.43% | +3.8% |
| NVDA | Buy | NVIDIA CORP | $3,913,000 | +3.2% | 18,887 | +298.6% | 1.42% | +4.4% |
| PYPL | Sell | PAYPAL HLDGS INC | $3,231,000 | -11.0% | 12,415 | -0.3% | 1.17% | -10.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $3,166,000 | -2.3% | 19,605 | -0.3% | 1.14% | -1.2% |
| TMO | Sell | THERMO FISHER SCI | $3,073,000 | +12.9% | 5,379 | -0.3% | 1.11% | +14.2% |
| V | Sell | VISA INC | $3,030,000 | -5.0% | 13,604 | -0.3% | 1.10% | -4.0% |
| LLY | Sell | ELI LILLY & CO | $2,968,000 | +0.4% | 12,845 | -0.3% | 1.07% | +1.5% |
| ADBE | Sell | ADOBE SYSTEMS INC | $2,768,000 | -2.1% | 4,808 | -0.4% | 1.00% | -1.0% |
| DIS | Sell | WALT DISNEY CO | $2,503,000 | -4.0% | 14,795 | -0.3% | 0.90% | -3.0% |
| PG | Sell | PROCTER & GAMBLE CO | $2,493,000 | +3.3% | 17,833 | -0.3% | 0.90% | +4.4% |
| UNH | Sell | UNITEDHEALTH GRP INC | $2,477,000 | -2.7% | 6,338 | -0.4% | 0.90% | -1.6% |
| TGT | Sell | TARGET CORPORATION | $2,467,000 | -5.6% | 10,783 | -0.3% | 0.89% | -4.6% |
| HON | Sell | HONEYWELL INTL INC | $2,397,000 | -3.5% | 11,290 | -0.3% | 0.87% | -2.5% |
| MA | Sell | MASTERCARD INC | $2,357,000 | -5.1% | 6,780 | -0.3% | 0.85% | -3.9% |
| NFLX | Sell | NETFLIX INC | $2,278,000 | +15.1% | 3,732 | -0.4% | 0.82% | +16.4% |
| ISRG | Sell | INTUITIVE SURGIC INC | $2,259,000 | +7.9% | 2,272 | -0.2% | 0.82% | +9.1% |
| BAC | Sell | BANK OF AMERICA CORP | $2,250,000 | +2.4% | 52,998 | -0.6% | 0.81% | +3.6% |
| NOC | Sell | NORTHROP GRUMMAN CO | $2,177,000 | -1.3% | 6,046 | -0.3% | 0.79% | -0.1% |
| CMCSA | Sell | COMCAST CORP | $2,137,000 | -2.2% | 38,212 | -0.3% | 0.77% | -1.2% |
| DHR | Sell | DANAHER CORP | $2,116,000 | +13.2% | 6,950 | -0.3% | 0.76% | +14.3% |
| MS | Sell | MORGAN STANLEY | $2,082,000 | +5.6% | 21,400 | -0.5% | 0.75% | +6.7% |
| PFE | Sell | PFIZER INC | $2,036,000 | +9.4% | 47,347 | -0.3% | 0.74% | +10.7% |
| CRM | Sell | SALESFORCE.COM | $2,027,000 | +10.6% | 7,474 | -0.4% | 0.73% | +11.7% |
| AVGO | Sell | BROADCOM INC | $1,986,000 | +1.6% | 4,095 | -0.1% | 0.72% | +2.7% |
| WMT | Sell | WALMART INC | $1,921,000 | -1.5% | 13,784 | -0.4% | 0.70% | -0.4% |
| MMC | Sell | MARSH & MCLENNAN COS | $1,862,000 | +7.4% | 12,294 | -0.3% | 0.67% | +8.7% |
| KO | Sell | COCA-COLA CO | $1,843,000 | -3.4% | 35,122 | -0.3% | 0.67% | -2.2% |
| MMM | Sell | 3M COMPANY | $1,801,000 | -12.0% | 10,264 | -0.4% | 0.65% | -11.1% |
| MCD | Sell | MCDONALDS CORP | $1,772,000 | +4.1% | 7,349 | -0.3% | 0.64% | +5.3% |
| PEP | Sell | PEPSICO INC | $1,773,000 | +1.1% | 11,788 | -0.4% | 0.64% | +2.2% |
| NEE | Sell | NEXTERA ENERGY INC | $1,734,000 | +6.9% | 22,082 | -0.3% | 0.63% | +8.1% |
| PNC | Sell | PNC FINL SVCS GRP | $1,707,000 | +2.2% | 8,724 | -0.4% | 0.62% | +3.2% |
| GS | Sell | GOLDMAN SACHS GROUP | $1,661,000 | -1.2% | 4,395 | -0.8% | 0.60% | 0.0% |
| MRK | Sell | MERCK & CO INC | $1,636,000 | -3.8% | 21,785 | -0.3% | 0.59% | -2.6% |
| UNP | Sell | UNION PAC CORP | $1,610,000 | -11.3% | 8,212 | -0.5% | 0.58% | -10.3% |
| VZ | Sell | VERIZON COMMUNICATIO | $1,601,000 | -3.8% | 29,637 | -0.3% | 0.58% | -2.9% |
| CSCO | Sell | CISCO SYSTEMS INC | $1,566,000 | +2.4% | 28,768 | -0.4% | 0.57% | +3.5% |
| ZTS | Sell | ZOETIS INC | $1,549,000 | +3.8% | 7,980 | -0.3% | 0.56% | +4.9% |
| SCHW | Sell | SCHWAB CHARLES CORP | $1,513,000 | -0.3% | 20,775 | -0.3% | 0.55% | +0.7% |
| CVX | Sell | CHEVRON CORP | $1,494,000 | -3.5% | 14,730 | -0.3% | 0.54% | -2.5% |
| T | Sell | AT&T INC | $1,466,000 | -6.4% | 54,270 | -0.3% | 0.53% | -5.4% |
| AXP | Sell | AMERICAN EXPRESS CO | $1,455,000 | +1.0% | 8,686 | -0.4% | 0.53% | +2.1% |
| PLD | Sell | PROLOGIS INC | $1,449,000 | +4.6% | 11,553 | -0.3% | 0.52% | +5.6% |
| NOW | Sell | SERVICENOW INC | $1,370,000 | +13.2% | 2,201 | -0.0% | 0.50% | +14.5% |
| COST | Sell | COSTCO WHSL CORP | $1,333,000 | +13.2% | 2,966 | -0.4% | 0.48% | +14.5% |
| QCOM | Sell | QUALCOMM INC | $1,309,000 | -10.0% | 10,149 | -0.3% | 0.47% | -9.0% |
| STZ | Sell | CONSTELLATION BRANDS | $1,309,000 | -10.0% | 6,213 | -0.1% | 0.47% | -9.0% |
| INTC | Sell | INTEL CORP | $1,306,000 | -5.4% | 24,521 | -0.3% | 0.47% | -4.5% |
| LOW | Sell | LOWES CO | $1,304,000 | +4.2% | 6,427 | -0.3% | 0.47% | +5.4% |
| CRWD | Sell | CROWDSTRIKE HOLDIN | $1,305,000 | -2.4% | 5,308 | -0.2% | 0.47% | -1.3% |
| SBUX | Sell | STARBUCKS CORP | $1,277,000 | -1.6% | 11,574 | -0.3% | 0.46% | -0.4% |
| ABBV | Sell | ABBVIE INC | $1,266,000 | -4.7% | 11,737 | -0.4% | 0.46% | -3.6% |
| BA | Sell | BOEING CO | $1,262,000 | -8.5% | 5,738 | -0.3% | 0.46% | -7.3% |
| ALGN | Sell | ALIGN TECH INC | $1,259,000 | +8.6% | 1,892 | -0.3% | 0.46% | +9.6% |
| XOM | Sell | EXXON MOBIL CORP | $1,256,000 | -7.2% | 21,359 | -0.4% | 0.45% | -6.2% |
| ABT | Sell | ABBOTT LABS | $1,243,000 | +1.4% | 10,526 | -0.5% | 0.45% | +2.5% |
| ZS | Sell | ZSCALER INC | $1,241,000 | +21.1% | 4,733 | -0.2% | 0.45% | +22.3% |
| AJG | Sell | GALLAGHER ARTHR J&CO | $1,207,000 | +5.8% | 8,117 | -0.4% | 0.44% | +7.1% |
| ANTM | Sell | ANTHEM INC | $1,198,000 | -2.7% | 3,213 | -0.4% | 0.43% | -1.6% |
| CG | Sell | CARLYLE GROUP L P | $1,194,000 | +1.4% | 25,250 | -0.3% | 0.43% | +2.6% |
| OKTA | Sell | OKTA INC | $1,192,000 | -3.3% | 5,024 | -0.3% | 0.43% | -2.3% |
| PODD | Sell | INSULET CORP | $1,185,000 | +3.4% | 4,168 | -0.1% | 0.43% | +4.6% |
| WFC | Sell | WELLS FARGO & CO | $1,165,000 | +2.0% | 25,107 | -0.4% | 0.42% | +2.9% |
| UPS | Sell | UNITED PARCEL SERVIC | $1,143,000 | -12.6% | 6,279 | -0.2% | 0.41% | -11.8% |
| DUK | Sell | DUKE ENERGY CORP | $1,067,000 | -1.3% | 10,931 | -0.2% | 0.39% | -0.3% |
| BMY | Sell | BRISTOL MYERS SQUIBB | $1,060,000 | -11.7% | 17,921 | -0.2% | 0.38% | -10.7% |
| ORCL | Sell | ORACLE CORP | $1,021,000 | +11.3% | 11,723 | -0.5% | 0.37% | +12.5% |
| ALB | Sell | ALBEMARLE CORP | $1,012,000 | +29.4% | 4,621 | -0.5% | 0.37% | +30.7% |
| COF | Sell | CAPITAL ONE FINL CO | $1,011,000 | +4.3% | 6,242 | -0.4% | 0.37% | +5.5% |
| MDB | Sell | MONGODB INC | $975,000 | +30.0% | 2,068 | -0.3% | 0.35% | +31.7% |
| CHD | Sell | CHURCH & DWIGHT INC | $976,000 | -3.4% | 11,823 | -0.3% | 0.35% | -2.2% |
| GTLS | Sell | CHART INDS INC | $972,000 | +30.3% | 5,084 | -0.3% | 0.35% | +31.8% |
| HUBS | Sell | HUBSPOT INC | $973,000 | +15.8% | 1,439 | -0.2% | 0.35% | +16.9% |
| TMUS | Sell | T-MOBILE US INC | $972,000 | -12.0% | 7,609 | -0.2% | 0.35% | -10.9% |
| SO | Sell | SOUTHERN CO | $966,000 | +2.3% | 15,589 | -0.1% | 0.35% | +3.3% |
| ICE | Sell | INTER CONTINENTAL EX | $931,000 | -3.5% | 8,105 | -0.3% | 0.34% | -2.3% |
| AMD | Sell | Advanced Micro Devices | $931,000 | +9.1% | 9,049 | -0.3% | 0.34% | +10.5% |
| PTON | Sell | PELOTON INTERACTIV | $924,000 | -30.0% | 10,611 | -0.3% | 0.33% | -29.2% |
| CVS | Sell | CVS HEALTH CORP | $916,000 | +1.3% | 10,795 | -0.3% | 0.33% | +2.5% |
| SRE | Sell | SEMPRA ENERGY | $915,000 | -4.7% | 7,231 | -0.2% | 0.33% | -3.5% |
| DG | Sell | DOLLAR GEN CORP | $909,000 | -2.4% | 4,286 | -0.3% | 0.33% | -1.2% |
| TXN | Sell | TEXAS INSTRUMENTS | $905,000 | -0.3% | 4,707 | -0.3% | 0.33% | +0.6% |
| EPAM | Sell | EPAM SYS INC | $897,000 | +11.4% | 1,573 | -0.1% | 0.32% | +12.5% |
| PANW | Sell | PALO ALTO NETWORKS | $888,000 | +28.5% | 1,854 | -0.4% | 0.32% | +30.0% |
| MDT | Sell | MEDTRONIC PLC | $884,000 | +0.8% | 7,050 | -0.2% | 0.32% | +1.9% |
| New | GENERAL ELECTRIC CO | $862,000 | – | 8,369 | – | 0.31% | – | |
| TSCO | Sell | TRACTOR SUPPLY CO | $842,000 | +8.5% | 4,154 | -0.4% | 0.30% | +9.7% |
| PPG | Sell | PPG INDUSTRIES INC | $823,000 | -15.9% | 5,752 | -0.2% | 0.30% | -14.9% |
| ULTA | Sell | ULTA BEAUTY INC | $816,000 | +4.1% | 2,262 | -0.3% | 0.30% | +5.0% |
| USB | Sell | US BANCORP DEL | $812,000 | +3.8% | 13,669 | -0.4% | 0.29% | +5.0% |
| CCI | Sell | CROWN CASTLE INTL | $807,000 | -11.5% | 4,655 | -0.4% | 0.29% | -10.4% |
| EPD | Sell | ENTERPRISE PRODS | $801,000 | -10.6% | 37,030 | -0.3% | 0.29% | -9.7% |
| CMS | Sell | CMS ENERGY CORP | $795,000 | +0.9% | 13,306 | -0.2% | 0.29% | +2.1% |
| ROP | Sell | ROPER TECHNOLOGIES | $785,000 | -5.4% | 1,760 | -0.3% | 0.28% | -4.4% |
| FIS | Sell | FIDELITY NATL INFO | $785,000 | -14.3% | 6,451 | -0.3% | 0.28% | -13.4% |
| CMI | Sell | CUMMINS INC | $782,000 | -8.2% | 3,482 | -0.4% | 0.28% | -7.2% |
| MDLZ | Sell | MONDELEZ INTL INC | $766,000 | -7.2% | 13,174 | -0.3% | 0.28% | -6.1% |
| RTX | Sell | RAYTHEON TECHNOLOGIE | $764,000 | +0.1% | 8,889 | -0.6% | 0.28% | +1.1% |
| DRI | Sell | DARDEN RESTAURANT | $743,000 | +3.5% | 4,907 | -0.2% | 0.27% | +4.7% |
| CAT | Sell | CATERPILLAR INC | $740,000 | -12.4% | 3,855 | -0.7% | 0.27% | -11.3% |
| EXAS | Sell | EXACT SCIENCES CORP | $741,000 | -23.4% | 7,762 | -0.2% | 0.27% | -22.5% |
| FISV | Sell | FISERV INC | $738,000 | +1.2% | 6,799 | -0.3% | 0.27% | +2.3% |
| LNG | Sell | CHENIERE ENERGY INC | $736,000 | +12.2% | 7,537 | -0.4% | 0.27% | +13.2% |
| FITB | Sell | FIFTH THIRD BANCORP | $729,000 | +10.5% | 17,181 | -0.5% | 0.26% | +11.9% |
| GLPI | Sell | GAMING & LEISURE PPTYS | $691,000 | -0.3% | 14,920 | -0.3% | 0.25% | +0.8% |
| IBM | Sell | INTL BUSINESS MCHN | $692,000 | -5.3% | 4,984 | -0.0% | 0.25% | -4.6% |
| MET | Sell | METLIFE INC | $685,000 | +2.7% | 11,093 | -0.5% | 0.25% | +3.8% |
| UBER | Sell | UBER TECHNOLOGIES | $684,000 | -10.8% | 15,261 | -0.3% | 0.25% | -9.9% |
| GILD | Sell | GILEAD SCIENCES INC | $679,000 | +1.2% | 9,715 | -0.3% | 0.25% | +2.5% |
| SPLK | Sell | SPLUNK INC | $679,000 | -0.1% | 4,690 | -0.3% | 0.25% | +1.2% |
| DOCU | Sell | DOCUSIGN INC | $680,000 | -8.2% | 2,641 | -0.3% | 0.25% | -7.2% |
| NTR | Sell | NUTRIEN LTD. | $677,000 | +6.6% | 10,447 | -0.2% | 0.24% | +7.9% |
| CDNS | Sell | CADENCE DESIGN SYS | $676,000 | +10.3% | 4,467 | -0.3% | 0.24% | +11.9% |
| CSTM | Sell | CONSTELLIUM SE | $675,000 | -1.2% | 35,956 | -0.2% | 0.24% | 0.0% |
| SYF | Sell | SYNCHRONY FINL | $661,000 | +0.8% | 13,519 | -0.0% | 0.24% | +1.7% |
| FDX | Sell | FEDEX CORP | $662,000 | -26.8% | 3,018 | -0.4% | 0.24% | -26.0% |
| WERN | Sell | WERNER ENTERPRISES | $662,000 | -0.7% | 14,945 | -0.2% | 0.24% | 0.0% |
| AEP | Sell | AMERN ELEC PWR INC | $658,000 | -4.2% | 8,104 | -0.3% | 0.24% | -3.3% |
| LHX | Sell | L3HARRIS TECHNOLOGIE | $657,000 | +1.5% | 2,985 | -0.3% | 0.24% | +3.0% |
| JD | Sell | JD.COM INC | $659,000 | -9.7% | 9,120 | -0.3% | 0.24% | -8.8% |
| TRV | Sell | TRAVELERS CO(THE) | $655,000 | +1.2% | 4,311 | -0.3% | 0.24% | +2.6% |
| ENB | Sell | ENBRIDGE INC | $652,000 | -0.8% | 16,374 | -0.2% | 0.24% | +0.4% |
| NEM | Sell | NEWMONT GOLD CORP | $643,000 | -14.6% | 11,835 | -0.3% | 0.23% | -13.4% |
| EQT | Sell | EQT CORP | $640,000 | -8.3% | 31,273 | -0.2% | 0.23% | -7.2% |
| MO | Sell | ALTRIA GROUP INC | $637,000 | -4.8% | 13,986 | -0.3% | 0.23% | -3.8% |
| RNG | Sell | RINGCENTRAL INC | $634,000 | -25.3% | 2,914 | -0.3% | 0.23% | -24.7% |
| APD | Sell | AIR PRODS & CHEMS | $631,000 | -11.3% | 2,462 | -0.4% | 0.23% | -10.2% |
| CI | Sell | CIGNA CORP | $622,000 | -15.8% | 3,108 | -0.3% | 0.22% | -14.8% |
| AWK | Sell | AMERICAN WTR WKS CO | $623,000 | +9.3% | 3,685 | -0.3% | 0.22% | +10.3% |
| IRM | Sell | IRON MOUNTAIN INC | $613,000 | +2.3% | 14,112 | -0.3% | 0.22% | +3.7% |
| DKNG | Sell | DRAFTKINGS INC | $612,000 | -8.0% | 12,714 | -0.3% | 0.22% | -7.1% |
| EA | Sell | ELECTRONIC ARTS INC | $608,000 | -1.5% | 4,277 | -0.2% | 0.22% | -0.5% |
| MU | Sell | MICRON TECHNOLOGY | $599,000 | -16.6% | 8,439 | -0.1% | 0.22% | -15.6% |
| EXPE | Sell | EXPEDIA INC | $588,000 | -0.2% | 3,586 | -0.3% | 0.21% | +0.9% |
| ALL | Sell | ALLSTATE CORP | $585,000 | -2.8% | 4,596 | -0.5% | 0.21% | -1.4% |
| EXP | Sell | EAGLE MATERIALS | $580,000 | -7.9% | 4,421 | -0.3% | 0.21% | -6.7% |
| BABA | Sell | ALIBABA GROUP HLDG | $581,000 | -34.9% | 3,926 | -0.3% | 0.21% | -34.4% |
| MKC | Sell | MCCORMICK & CO INC | $577,000 | -8.7% | 7,125 | -0.4% | 0.21% | -7.5% |
| BK | Sell | BANK OF NEW YORK MEL | $574,000 | +0.7% | 11,081 | -0.4% | 0.21% | +2.0% |
| EOG | Sell | EOG RESOURCES INC | $564,000 | -4.1% | 7,025 | -0.4% | 0.20% | -2.9% |
| TTWO | Sell | TAKE-TWO INTERACTIVE | $564,000 | -13.2% | 3,661 | -0.2% | 0.20% | -12.4% |
| EXC | Sell | EXELON CORP | $557,000 | +8.8% | 11,520 | -0.3% | 0.20% | +9.8% |
| TFC | Sell | TRUIST FINANCIAL COR | $548,000 | +5.2% | 9,340 | -0.5% | 0.20% | +6.5% |
| ACA | Sell | ARCOSA INC | $545,000 | -14.8% | 10,854 | -0.3% | 0.20% | -14.0% |
| VRTX | Sell | VERTEX PHARMACEUTICL | $541,000 | -10.1% | 2,981 | -0.2% | 0.20% | -8.8% |
| COLM | Sell | COLUMBIA SPORTSWEAR | $535,000 | -2.9% | 5,579 | -0.3% | 0.19% | -1.5% |
| SAIL | Sell | SAILPOINT TECHNLGIES | $527,000 | -16.2% | 12,282 | -0.3% | 0.19% | -15.1% |
| VMW | Sell | VMWARE INC | $515,000 | -7.2% | 3,461 | -0.3% | 0.19% | -6.5% |
| PRU | Sell | PRUDENTIAL FINL | $514,000 | +2.4% | 4,890 | -0.3% | 0.19% | +3.3% |
| ZEN | Sell | ZENDESK INC | $487,000 | -19.6% | 4,187 | -0.3% | 0.18% | -18.9% |
| ATVI | Sell | ACTIVISION BLIZZARD | $483,000 | -19.0% | 6,235 | -0.1% | 0.18% | -17.8% |
| CNC | Sell | CENTENE CORP DEL | $476,000 | -14.8% | 7,636 | -0.3% | 0.17% | -14.0% |
| CARR | Sell | CARRIER GLOBAL CORP | $460,000 | +5.7% | 8,889 | -0.6% | 0.17% | +6.4% |
| NI | Sell | NISOURCE INC | $441,000 | -1.3% | 18,217 | -0.2% | 0.16% | 0.0% |
| GPN | Sell | GLOBAL PAYMENTS INC | $430,000 | -16.3% | 2,729 | -0.4% | 0.16% | -15.2% |
| TDOC | Sell | TELADOC HEALTH | $429,000 | -23.9% | 3,383 | -0.2% | 0.16% | -23.3% |
| DVA | Sell | DAVITA INC | $424,000 | -3.6% | 3,645 | -0.3% | 0.15% | -2.5% |
| FMC | Sell | FMC CORP | $413,000 | -15.5% | 4,510 | -0.3% | 0.15% | -14.9% |
| EIX | Sell | EDISON INTL | $399,000 | -4.3% | 7,195 | -0.1% | 0.14% | -3.4% |
| GM | Sell | GENERAL MOTORS CO | $399,000 | -10.9% | 7,571 | -0.1% | 0.14% | -10.0% |
| PTC | Sell | PTC INC | $392,000 | -15.3% | 3,275 | -0.1% | 0.14% | -14.5% |
| MAR | Sell | MARRIOTT INTL INC | $388,000 | +8.1% | 2,620 | -0.3% | 0.14% | +9.4% |
| DGX | Sell | QUEST DIAGNOSTICS | $380,000 | +10.1% | 2,613 | -0.1% | 0.14% | +11.4% |
| EVRG | Sell | EVERGY INC | $379,000 | +2.4% | 6,099 | -0.3% | 0.14% | +3.8% |
| MTX | Sell | MINERALS TECHNOLOGS | $378,000 | -11.5% | 5,407 | -0.4% | 0.14% | -10.5% |
| COP | Sell | CONOCOPHILLIPS | $370,000 | +11.1% | 5,463 | -0.2% | 0.13% | +12.6% |
| OTIS | Sell | OTIS WORLDWIDE CORP | $365,000 | 0.0% | 4,441 | -0.6% | 0.13% | +0.8% |
| MPC | Sell | MARATHON PETROLEUM | $360,000 | +2.3% | 5,824 | -0.1% | 0.13% | +3.2% |
| GLW | Sell | CORNING INCORPORATED | $358,000 | -10.9% | 9,799 | -0.3% | 0.13% | -9.7% |
| DISCA | Sell | DISCOVERY INC | $334,000 | -17.3% | 13,147 | -0.3% | 0.12% | -16.6% |
| SLB | Sell | SCHLUMBERGER LTD | $332,000 | -7.8% | 11,209 | -0.4% | 0.12% | -7.0% |
| SEE | Sell | SEALED AIR CORP | $333,000 | -8.0% | 6,081 | -0.4% | 0.12% | -7.7% |
| FCX | Sell | FREEPORT-MCMORAN INC | $321,000 | -12.3% | 9,868 | -0.1% | 0.12% | -11.5% |
| DD | Sell | DUPONT DE NEMOURS | $316,000 | -12.2% | 4,641 | -0.2% | 0.11% | -11.6% |
| WBA | Sell | WALGREENS BOOTS ALNC | $304,000 | -10.6% | 6,461 | -0.1% | 0.11% | -9.8% |
| MCK | Sell | MCKESSON CORP | $301,000 | +3.8% | 1,508 | -0.5% | 0.11% | +4.8% |
| TRP | Sell | TC ENERGY CORPORATIO | $297,000 | -2.9% | 6,167 | -0.2% | 0.11% | -1.8% |
| DOW | Sell | DOW INC | $294,000 | -9.3% | 5,108 | -0.2% | 0.11% | -8.6% |
| FLXN | Sell | FLEXION THERAPEUTI | $290,000 | -26.2% | 47,550 | -0.3% | 0.10% | -25.5% |
| PM | Sell | PHILIP MORRIS INTL | $289,000 | -4.6% | 3,052 | -0.1% | 0.10% | -2.8% |
| VLO | Sell | VALERO ENERGY CORP | $285,000 | -9.8% | 4,040 | -0.1% | 0.10% | -8.8% |
| BDX | Sell | BECTON DICKINSON | $281,000 | +1.1% | 1,143 | -0.1% | 0.10% | +3.0% |
| BMRN | Sell | BIOMARIN PHARMAC INC | $279,000 | -7.6% | 3,612 | -0.3% | 0.10% | -6.5% |
| FLS | Sell | FLOWSERVE CORP | $255,000 | -14.4% | 7,357 | -0.4% | 0.09% | -14.0% |
| FANG | Sell | DIAMONDBACK ENERGY | $246,000 | +0.8% | 2,598 | -0.1% | 0.09% | +2.3% |
| HAL | Sell | HALLIBURTON | $232,000 | -6.8% | 10,714 | -0.4% | 0.08% | -5.6% |
| ACC | Sell | AMERICAN CAMPUS CMNT | $222,000 | +3.3% | 4,583 | -0.5% | 0.08% | +3.9% |
| FTV | Sell | FORTIVE CORPORATION | $217,000 | +0.9% | 3,080 | -0.1% | 0.08% | +1.3% |
| DK | Sell | DELEK US HLDGS INC | $192,000 | -16.9% | 10,666 | -0.2% | 0.07% | -16.9% |
| CTVA | Exit | CORTEVA INC | $0 | – | -4,612 | – | -0.07% | – |
| CBRL | Exit | CRACKER BARREL OLD | $0 | – | -1,400 | – | -0.07% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -5,425 | – | -0.10% | – |
| RXN | Exit | REXNORD CORP | $0 | – | -12,823 | – | -0.23% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -67,147 | – | -0.32% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | MICROSOFT CORP | $16,203,000 | – | 59,812 | – | 5.80% | – |
| AAPL | New | APPLE INC | $14,822,000 | – | 108,223 | – | 5.30% | – |
| AMZN | New | AMAZON COM INC | $11,318,000 | – | 3,290 | – | 4.05% | – |
| FB | New | FACEBOOK INC | $6,955,000 | – | 20,001 | – | 2.49% | – |
| GOOG | New | ALPHABET INC Class C | $4,559,000 | – | 1,819 | – | 1.63% | – |
| GOOGL | New | ALPHABET INC Class A | $4,339,000 | – | 1,777 | – | 1.55% | – |
| JPM | New | JPMORGAN CHASE & CO | $4,251,000 | – | 27,328 | – | 1.52% | – |
| HD | New | HOME DEPOT INC | $3,848,000 | – | 12,068 | – | 1.38% | – |
| NVDA | New | NVIDIA CORP | $3,791,000 | – | 4,738 | – | 1.36% | – |
| PYPL | New | PAYPAL HLDGS INC | $3,630,000 | – | 12,454 | – | 1.30% | – |
| JNJ | New | JOHNSON & JOHNSON | $3,240,000 | – | 19,669 | – | 1.16% | – |
| V | New | VISA INC | $3,191,000 | – | 13,646 | – | 1.14% | – |
| LLY | New | ELI LILLY & CO | $2,956,000 | – | 12,881 | – | 1.06% | – |
| ADBE | New | ADOBE SYSTEMS INC | $2,826,000 | – | 4,826 | – | 1.01% | – |
| TMO | New | THERMO FISHER SCI | $2,722,000 | – | 5,395 | – | 0.97% | – |
| TGT | New | TARGET CORPORATION | $2,614,000 | – | 10,813 | – | 0.94% | – |
| DIS | New | WALT DISNEY CO | $2,608,000 | – | 14,836 | – | 0.93% | – |
| UNH | New | UNITEDHEALTH GRP INC | $2,547,000 | – | 6,361 | – | 0.91% | – |
| HON | New | HONEYWELL INTL INC | $2,485,000 | – | 11,328 | – | 0.89% | – |
| MA | New | MASTERCARD INC | $2,483,000 | – | 6,800 | – | 0.89% | – |
| PG | New | PROCTER & GAMBLE CO | $2,414,000 | – | 17,888 | – | 0.86% | – |
| NOC | New | NORTHROP GRUMMAN CO | $2,205,000 | – | 6,067 | – | 0.79% | – |
| BAC | New | BANK OF AMERICA CORP | $2,197,000 | – | 53,295 | – | 0.79% | – |
| CMCSA | New | COMCAST CORP | $2,185,000 | – | 38,326 | – | 0.78% | – |
| ISRG | New | INTUITIVE SURGIC INC | $2,093,000 | – | 2,276 | – | 0.75% | – |
| MMM | New | 3M COMPANY | $2,047,000 | – | 10,305 | – | 0.73% | – |
| NFLX | New | NETFLIX INC | $1,979,000 | – | 3,746 | – | 0.71% | – |
| MS | New | MORGAN STANLEY | $1,972,000 | – | 21,512 | – | 0.71% | – |
| AVGO | New | BROADCOM INC | $1,955,000 | – | 4,100 | – | 0.70% | – |
| WMT | New | WALMART INC | $1,951,000 | – | 13,836 | – | 0.70% | – |
| KO | New | COCA-COLA CO | $1,907,000 | – | 35,239 | – | 0.68% | – |
| DHR | New | DANAHER CORP | $1,870,000 | – | 6,970 | – | 0.67% | – |
| PFE | New | PFIZER INC | $1,861,000 | – | 47,513 | – | 0.67% | – |
| CRM | New | SALESFORCE.COM | $1,833,000 | – | 7,504 | – | 0.66% | – |
| UNP | New | UNION PAC CORP | $1,815,000 | – | 8,251 | – | 0.65% | – |
| PEP | New | PEPSICO INC | $1,753,000 | – | 11,831 | – | 0.63% | – |
| MMC | New | MARSH & MCLENNAN COS | $1,734,000 | – | 12,329 | – | 0.62% | – |
| MCD | New | MCDONALDS CORP | $1,702,000 | – | 7,370 | – | 0.61% | – |
| MRK | New | MERCK & CO INC | $1,700,000 | – | 21,859 | – | 0.61% | – |
| GS | New | GOLDMAN SACHS GROUP | $1,681,000 | – | 4,429 | – | 0.60% | – |
| PNC | New | PNC FINL SVCS GRP | $1,670,000 | – | 8,757 | – | 0.60% | – |
| VZ | New | VERIZON COMMUNICATIO | $1,665,000 | – | 29,725 | – | 0.60% | – |
| NEE | New | NEXTERA ENERGY INC | $1,622,000 | – | 22,140 | – | 0.58% | – |
| T | New | AT&T INC | $1,566,000 | – | 54,420 | – | 0.56% | – |
| CVX | New | CHEVRON CORP | $1,548,000 | – | 14,776 | – | 0.55% | – |
| CSCO | New | CISCO SYSTEMS INC | $1,530,000 | – | 28,874 | – | 0.55% | – |
| SCHW | New | SCHWAB CHARLES CORP | $1,517,000 | – | 20,834 | – | 0.54% | – |
| ZTS | New | ZOETIS INC | $1,492,000 | – | 8,004 | – | 0.53% | – |
| QCOM | New | QUALCOMM INC | $1,455,000 | – | 10,178 | – | 0.52% | – |
| STZ | New | CONSTELLATION BRANDS | $1,455,000 | – | 6,222 | – | 0.52% | – |
| AXP | New | AMERICAN EXPRESS CO | $1,440,000 | – | 8,718 | – | 0.52% | – |
| PLD | New | PROLOGIS INC | $1,385,000 | – | 11,590 | – | 0.50% | – |
| INTC | New | INTEL CORP | $1,381,000 | – | 24,594 | – | 0.49% | – |
| BA | New | BOEING CO | $1,379,000 | – | 5,757 | – | 0.49% | – |
| XOM | New | EXXON MOBIL CORP | $1,353,000 | – | 21,444 | – | 0.48% | – |
| CRWD | New | CROWDSTRIKE HOLDIN | $1,337,000 | – | 5,320 | – | 0.48% | – |
| ABBV | New | ABBVIE INC | $1,328,000 | – | 11,788 | – | 0.48% | – |
| PTON | New | PELOTON INTERACTIV | $1,320,000 | – | 10,643 | – | 0.47% | – |
| UPS | New | UNITED PARCEL SERVIC | $1,308,000 | – | 6,291 | – | 0.47% | – |
| SBUX | New | STARBUCKS CORP | $1,298,000 | – | 11,609 | – | 0.46% | – |
| ACN | New | ACCENTURE PLC | $1,281,000 | – | 4,347 | – | 0.46% | – |
| LOW | New | LOWES CO | $1,251,000 | – | 6,448 | – | 0.45% | – |
| OKTA | New | OKTA INC | $1,233,000 | – | 5,038 | – | 0.44% | – |
| ANTM | New | ANTHEM INC | $1,231,000 | – | 3,225 | – | 0.44% | – |
| ABT | New | ABBOTT LABS | $1,226,000 | – | 10,578 | – | 0.44% | – |
| NOW | New | SERVICENOW INC | $1,210,000 | – | 2,202 | – | 0.43% | – |
| BMY | New | BRISTOL MYERS SQUIBB | $1,200,000 | – | 17,953 | – | 0.43% | – |
| COST | New | COSTCO WHSL CORP | $1,178,000 | – | 2,977 | – | 0.42% | – |
| CG | New | CARLYLE GROUP L P | $1,177,000 | – | 25,323 | – | 0.42% | – |
| ALGN | New | ALIGN TECH INC | $1,159,000 | – | 1,897 | – | 0.42% | – |
| PODD | New | INSULET CORP | $1,146,000 | – | 4,174 | – | 0.41% | – |
| WFC | New | WELLS FARGO & CO | $1,142,000 | – | 25,208 | – | 0.41% | – |
| AJG | New | GALLAGHER ARTHR J&CO | $1,141,000 | – | 8,147 | – | 0.41% | – |
| TMUS | New | T-MOBILE US INC | $1,104,000 | – | 7,625 | – | 0.40% | – |
| DUK | New | DUKE ENERGY CORP | $1,081,000 | – | 10,952 | – | 0.39% | – |
| ZS | New | ZSCALER INC | $1,025,000 | – | 4,743 | – | 0.37% | – |
| C | New | CITIGROUP INC | $1,018,000 | – | 14,390 | – | 0.36% | – |
| CHD | New | CHURCH & DWIGHT INC | $1,010,000 | – | 11,857 | – | 0.36% | – |
| PPG | New | PPG INDUSTRIES INC | $979,000 | – | 5,764 | – | 0.35% | – |
| COF | New | CAPITAL ONE FINL CO | $969,000 | – | 6,266 | – | 0.35% | – |
| EXAS | New | EXACT SCIENCES CORP | $967,000 | – | 7,775 | – | 0.35% | – |
| ICE | New | INTER CONTINENTAL EX | $965,000 | – | 8,129 | – | 0.34% | – |
| SRE | New | SEMPRA ENERGY | $960,000 | – | 7,245 | – | 0.34% | – |
| SO | New | SOUTHERN CO | $944,000 | – | 15,606 | – | 0.34% | – |
| DG | New | DOLLAR GEN CORP | $931,000 | – | 4,301 | – | 0.33% | – |
| FIS | New | FIDELITY NATL INFO | $916,000 | – | 6,469 | – | 0.33% | – |
| ORCL | New | ORACLE CORP | $917,000 | – | 11,777 | – | 0.33% | – |
| CCI | New | CROWN CASTLE INTL | $912,000 | – | 4,675 | – | 0.33% | – |
| TXN | New | TEXAS INSTRUMENTS | $908,000 | – | 4,720 | – | 0.32% | – |
| BX | New | THE BLACKSTONE GROUP | $903,000 | – | 9,300 | – | 0.32% | – |
| CVS | New | CVS HEALTH CORP | $904,000 | – | 10,829 | – | 0.32% | – |
| FDX | New | FEDEX CORP | $904,000 | – | 3,029 | – | 0.32% | – |
| GE | New | GENERAL ELECTRIC CO | $904,000 | – | 67,147 | – | 0.32% | – |
| SHOP | New | SHOPIFY INC | $901,000 | – | 617 | – | 0.32% | – |
| EPD | New | ENTERPRISE PRODS | $896,000 | – | 37,128 | – | 0.32% | – |
| BABA | New | ALIBABA GROUP HLDG | $893,000 | – | 3,938 | – | 0.32% | – |
| MDT | New | MEDTRONIC PLC | $877,000 | – | 7,066 | – | 0.31% | – |
| CMI | New | CUMMINS INC | $852,000 | – | 3,495 | – | 0.30% | – |
| AMD | New | Advanced Micro Devices | $853,000 | – | 9,077 | – | 0.30% | – |
| RNG | New | RINGCENTRAL INC | $849,000 | – | 2,923 | – | 0.30% | – |
| CAT | New | CATERPILLAR INC | $845,000 | – | 3,881 | – | 0.30% | – |
| HUBS | New | HUBSPOT INC | $840,000 | – | 1,442 | – | 0.30% | – |
| ROP | New | ROPER TECHNOLOGIES | $830,000 | – | 1,765 | – | 0.30% | – |
| MDLZ | New | MONDELEZ INTL INC | $825,000 | – | 13,213 | – | 0.30% | – |
| EPAM | New | EPAM SYS INC | $805,000 | – | 1,575 | – | 0.29% | – |
| CMS | New | CMS ENERGY CORP | $788,000 | – | 13,333 | – | 0.28% | – |
| ULTA | New | ULTA BEAUTY INC | $784,000 | – | 2,268 | – | 0.28% | – |
| ALB | New | ALBEMARLE CORP | $782,000 | – | 4,645 | – | 0.28% | – |
| USB | New | US BANCORP DEL | $782,000 | – | 13,728 | – | 0.28% | – |
| TSCO | New | TRACTOR SUPPLY CO | $776,000 | – | 4,170 | – | 0.28% | – |
| UBER | New | UBER TECHNOLOGIES | $767,000 | – | 15,308 | – | 0.27% | – |
| RTX | New | RAYTHEON TECHNOLOGIE | $763,000 | – | 8,943 | – | 0.27% | – |
| NEM | New | NEWMONT GOLD CORP | $753,000 | – | 11,874 | – | 0.27% | – |
| MDB | New | MONGODB INC | $750,000 | – | 2,075 | – | 0.27% | – |
| GTLS | New | CHART INDS INC | $746,000 | – | 5,100 | – | 0.27% | – |
| DOCU | New | DOCUSIGN INC | $741,000 | – | 2,650 | – | 0.26% | – |
| CI | New | CIGNA CORP | $739,000 | – | 3,117 | – | 0.26% | – |
| IBM | New | INTL BUSINESS MCHN | $731,000 | – | 4,986 | – | 0.26% | – |
| JD | New | JD.COM INC | $730,000 | – | 9,144 | – | 0.26% | – |
| FISV | New | FISERV INC | $729,000 | – | 6,818 | – | 0.26% | – |
| DRI | New | DARDEN RESTAURANT | $718,000 | – | 4,919 | – | 0.26% | – |
| MU | New | MICRON TECHNOLOGY | $718,000 | – | 8,449 | – | 0.26% | – |
| APD | New | AIR PRODS & CHEMS | $711,000 | – | 2,472 | – | 0.25% | – |
| APO | New | APOLLO GLOBAL MGMT | $709,000 | – | 11,400 | – | 0.25% | – |
| EQT | New | EQT CORP | $698,000 | – | 31,348 | – | 0.25% | – |
| GLPI | New | GAMING & LEISURE PPTYS | $693,000 | – | 14,965 | – | 0.25% | – |
| PANW | New | PALO ALTO NETWORKS | $691,000 | – | 1,862 | – | 0.25% | – |
| AEP | New | AMERN ELEC PWR INC | $687,000 | – | 8,125 | – | 0.25% | – |
| CSTM | New | CONSTELLIUM SE | $683,000 | – | 36,042 | – | 0.24% | – |
| SPLK | New | SPLUNK INC | $680,000 | – | 4,703 | – | 0.24% | – |
| GILD | New | GILEAD SCIENCES INC | $671,000 | – | 9,747 | – | 0.24% | – |
| WERN | New | WERNER ENTERPRISES | $667,000 | – | 14,980 | – | 0.24% | – |
| KKR | New | KKR & CO INC | $668,000 | – | 11,275 | – | 0.24% | – |
| MET | New | METLIFE INC | $667,000 | – | 11,149 | – | 0.24% | – |
| MO | New | ALTRIA GROUP INC | $669,000 | – | 14,025 | – | 0.24% | – |
| DKNG | New | DRAFTKINGS INC | $665,000 | – | 12,749 | – | 0.24% | – |
| FITB | New | FIFTH THIRD BANCORP | $660,000 | – | 17,263 | – | 0.24% | – |
| ENB | New | ENBRIDGE INC | $657,000 | – | 16,399 | – | 0.24% | – |
| LNG | New | CHENIERE ENERGY INC | $656,000 | – | 7,564 | – | 0.24% | – |
| SYF | New | SYNCHRONY FINL | $656,000 | – | 13,525 | – | 0.24% | – |
| TTWO | New | TAKE-TWO INTERACTIVE | $650,000 | – | 3,670 | – | 0.23% | – |
| LHX | New | L3HARRIS TECHNOLOGIE | $647,000 | – | 2,993 | – | 0.23% | – |
| TRV | New | TRAVELERS CO(THE) | $647,000 | – | 4,324 | – | 0.23% | – |
| RXN | New | REXNORD CORP | $642,000 | – | 12,823 | – | 0.23% | – |
| ACA | New | ARCOSA INC | $640,000 | – | 10,887 | – | 0.23% | – |
| NTR | New | NUTRIEN LTD. | $635,000 | – | 10,470 | – | 0.23% | – |
| MKC | New | MCCORMICK & CO INC | $632,000 | – | 7,151 | – | 0.23% | – |
| SAIL | New | SAILPOINT TECHNLGIES | $629,000 | – | 12,317 | – | 0.22% | – |
| EXP | New | EAGLE MATERIALS | $630,000 | – | 4,436 | – | 0.22% | – |
| EA | New | ELECTRONIC ARTS INC | $617,000 | – | 4,287 | – | 0.22% | – |
| DLR | New | DIGITAL RLTY TR INC | $613,000 | – | 4,075 | – | 0.22% | – |
| CDNS | New | CADENCE DESIGN SYS | $613,000 | – | 4,480 | – | 0.22% | – |
| ZEN | New | ZENDESK INC | $606,000 | – | 4,200 | – | 0.22% | – |
| VRTX | New | VERTEX PHARMACEUTICL | $602,000 | – | 2,988 | – | 0.22% | – |
| ALL | New | ALLSTATE CORP | $602,000 | – | 4,617 | – | 0.22% | – |
| IRM | New | IRON MOUNTAIN INC | $599,000 | – | 14,155 | – | 0.21% | – |
| ATVI | New | ACTIVISION BLIZZARD | $596,000 | – | 6,240 | – | 0.21% | – |
| EXPE | New | EXPEDIA INC | $589,000 | – | 3,598 | – | 0.21% | – |
| EOG | New | EOG RESOURCES INC | $588,000 | – | 7,050 | – | 0.21% | – |
| HPQ | New | HP INC | $583,000 | – | 19,325 | – | 0.21% | – |
| BK | New | BANK OF NEW YORK MEL | $570,000 | – | 11,124 | – | 0.20% | – |
| AWK | New | AMERICAN WTR WKS CO | $570,000 | – | 3,697 | – | 0.20% | – |
| TDOC | New | TELADOC HEALTH | $564,000 | – | 3,390 | – | 0.20% | – |
| CNC | New | CENTENE CORP DEL | $559,000 | – | 7,660 | – | 0.20% | – |
| VMW | New | VMWARE INC | $555,000 | – | 3,472 | – | 0.20% | – |
| COLM | New | COLUMBIA SPORTSWEAR | $551,000 | – | 5,598 | – | 0.20% | – |
| ATO | New | ATMOS ENERGY CORP | $543,000 | – | 5,650 | – | 0.19% | – |
| HOLX | New | HOLOGIC INC | $520,000 | – | 7,800 | – | 0.19% | – |
| TFC | New | TRUIST FINANCIAL COR | $521,000 | – | 9,384 | – | 0.19% | – |
| GPN | New | GLOBAL PAYMENTS INC | $514,000 | – | 2,741 | – | 0.18% | – |
| UDR | New | UDR INC | $513,000 | – | 10,482 | – | 0.18% | – |
| EXC | New | EXELON CORP | $512,000 | – | 11,554 | – | 0.18% | – |
| PRU | New | PRUDENTIAL FINL | $502,000 | – | 4,903 | – | 0.18% | – |
| FMC | New | FMC CORP | $489,000 | – | 4,523 | – | 0.18% | – |
| PTC | New | PTC INC | $463,000 | – | 3,278 | – | 0.17% | – |
| NI | New | NISOURCE INC | $447,000 | – | 18,261 | – | 0.16% | – |
| GM | New | GENERAL MOTORS CO | $448,000 | – | 7,575 | – | 0.16% | – |
| DVA | New | DAVITA INC | $440,000 | – | 3,657 | – | 0.16% | – |
| CARR | New | CARRIER GLOBAL CORP | $435,000 | – | 8,942 | – | 0.16% | – |
| MTX | New | MINERALS TECHNOLOGS | $427,000 | – | 5,427 | – | 0.15% | – |
| EIX | New | EDISON INTL | $417,000 | – | 7,204 | – | 0.15% | – |
| DISCA | New | DISCOVERY INC | $404,000 | – | 13,184 | – | 0.14% | – |
| GLW | New | CORNING INCORPORATED | $402,000 | – | 9,828 | – | 0.14% | – |
| FLXN | New | FLEXION THERAPEUTI | $393,000 | – | 47,695 | – | 0.14% | – |
| GRMN | New | GARMIN LTD | $391,000 | – | 2,700 | – | 0.14% | – |
| EQR | New | EQUITY RESIDENTIAL | $385,000 | – | 5,000 | – | 0.14% | – |
| STX | New | SEAGATE TECH HLDNGS | $378,000 | – | 4,300 | – | 0.14% | – |
| EVRG | New | EVERGY INC | $370,000 | – | 6,117 | – | 0.13% | – |
| FCX | New | FREEPORT-MCMORAN INC | $366,000 | – | 9,875 | – | 0.13% | – |
| OTIS | New | OTIS WORLDWIDE CORP | $365,000 | – | 4,467 | – | 0.13% | – |
| SEE | New | SEALED AIR CORP | $362,000 | – | 6,105 | – | 0.13% | – |
| NFG | New | NATIONAL FUEL GAS CO | $361,000 | – | 6,900 | – | 0.13% | – |
| SLB | New | SCHLUMBERGER LTD | $360,000 | – | 11,252 | – | 0.13% | – |
| DD | New | DUPONT DE NEMOURS | $360,000 | – | 4,652 | – | 0.13% | – |
| MAR | New | MARRIOTT INTL INC | $359,000 | – | 2,628 | – | 0.13% | – |
| MPC | New | MARATHON PETROLEUM | $352,000 | – | 5,831 | – | 0.13% | – |
| DGX | New | QUEST DIAGNOSTICS | $345,000 | – | 2,615 | – | 0.12% | – |
| WBA | New | WALGREENS BOOTS ALNC | $340,000 | – | 6,468 | – | 0.12% | – |
| COP | New | CONOCOPHILLIPS | $333,000 | – | 5,475 | – | 0.12% | – |
| HE | New | HAWAIIAN ELEC INDS | $326,000 | – | 7,700 | – | 0.12% | – |
| WELL | New | WELLTOWER INC | $328,000 | – | 3,950 | – | 0.12% | – |
| WY | New | WEYERHAEUSER CO | $325,000 | – | 9,440 | – | 0.12% | – |
| DOW | New | DOW INC | $324,000 | – | 5,117 | – | 0.12% | – |
| PEG | New | PUBLIC SVC ENTERPR | $323,000 | – | 5,400 | – | 0.12% | – |
| ESS | New | ESSEX PPTY TR INC | $321,000 | – | 1,069 | – | 0.12% | – |
| ARCC | New | ARES CAP CORP | $317,000 | – | 16,200 | – | 0.11% | – |
| VLO | New | VALERO ENERGY CORP | $316,000 | – | 4,043 | – | 0.11% | – |
| BXP | New | BOSTON PROPERTIES | $309,000 | – | 2,700 | – | 0.11% | – |
| TRP | New | TC ENERGY CORPORATIO | $306,000 | – | 6,178 | – | 0.11% | – |
| BMRN | New | BIOMARIN PHARMAC INC | $302,000 | – | 3,622 | – | 0.11% | – |
| PM | New | PHILIP MORRIS INTL | $303,000 | – | 3,055 | – | 0.11% | – |
| LAMR | New | LAMAR ADVERTISING | $303,000 | – | 2,900 | – | 0.11% | – |
| VMC | New | VULCAN MATERIALS CO | $300,000 | – | 1,723 | – | 0.11% | – |
| IEP | New | ICAHN ENTERPRISES LP | $298,000 | – | 5,425 | – | 0.11% | – |
| FLS | New | FLOWSERVE CORP | $298,000 | – | 7,389 | – | 0.11% | – |
| GSK | New | GLAXOSMITHKLINE PLC | $297,000 | – | 7,470 | – | 0.11% | – |
| IPG | New | INTERPUBLIC GROUP | $292,000 | – | 9,000 | – | 0.10% | – |
| MCK | New | MCKESSON CORP | $290,000 | – | 1,515 | – | 0.10% | – |
| DRE | New | DUKE REALTY CORP | $289,000 | – | 6,100 | – | 0.10% | – |
| LVS | New | LAS VEGAS SANDS CORP | $286,000 | – | 5,425 | – | 0.10% | – |
| BDX | New | BECTON DICKINSON | $278,000 | – | 1,144 | – | 0.10% | – |
| DOX | New | AMDOCS LTD | $269,000 | – | 3,471 | – | 0.10% | – |
| PEAK | New | HEALTHPEAK PROPERTIE | $265,000 | – | 7,975 | – | 0.10% | – |
| WMB | New | WILLIAMS COS INC | $255,000 | – | 9,600 | – | 0.09% | – |
| CAG | New | CONAGRA BRANDS INC | $255,000 | – | 7,000 | – | 0.09% | – |
| HAL | New | HALLIBURTON | $249,000 | – | 10,761 | – | 0.09% | – |
| SPG | New | SIMON PPTY INC | $245,000 | – | 1,880 | – | 0.09% | – |
| FANG | New | DIAMONDBACK ENERGY | $244,000 | – | 2,600 | – | 0.09% | – |
| SBRA | New | SABRA HEALTHCARE | $236,000 | – | 12,970 | – | 0.08% | – |
| DK | New | DELEK US HLDGS INC | $231,000 | – | 10,689 | – | 0.08% | – |
| DCP | New | DCP MIDSTREAM LP | $232,000 | – | 7,575 | – | 0.08% | – |
| FTV | New | FORTIVE CORPORATION | $215,000 | – | 3,084 | – | 0.08% | – |
| ACC | New | AMERICAN CAMPUS CMNT | $215,000 | – | 4,605 | – | 0.08% | – |
| KIM | New | KIMCO REALTY CORP | $209,000 | – | 10,000 | – | 0.08% | – |
| CBRL | New | CRACKER BARREL OLD | $208,000 | – | 1,400 | – | 0.07% | – |
| CTVA | New | CORTEVA INC | $205,000 | – | 4,612 | – | 0.07% | – |
| CVA | New | COVANTA HOLDINGS | $177,000 | – | 10,075 | – | 0.06% | – |
| ET | New | ENERGY TRANSFER LP | $164,000 | – | 15,445 | – | 0.06% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ET | Exit | Energy Transfer LP | $0 | – | -15,445 | – | -0.04% | – |
| CVA | Exit | Covanta Holding Corp | $0 | – | -11,625 | – | -0.04% | – |
| KIM | Exit | Kimco Realty Corp. | $0 | – | -10,000 | – | -0.05% | – |
| KMI | Exit | Kinder Morgan Inc. | $0 | – | -10,377 | – | -0.06% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -10,872 | – | -0.06% | – |
| DK | Exit | Delek US Holding Inc | $0 | – | -12,295 | – | -0.06% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -11,357 | – | -0.08% | – |
| SBRA | Exit | Sabra Health Care REIT Inc | $0 | – | -12,970 | – | -0.08% | – |
| FCX | Exit | Freeport-McMoRan Inc | $0 | – | -11,770 | – | -0.08% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -12,156 | – | -0.09% | – |
| FLS | Exit | Flowserve Corp. | $0 | – | -7,477 | – | -0.09% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -3,550 | – | -0.09% | – |
| MPC | Exit | Marathon Petroleum Corp. | $0 | – | -6,985 | – | -0.09% | – |
| WBA | Exit | Walgreens Boots Alliance Inc | $0 | – | -5,903 | – | -0.10% | – |
| STX | Exit | Seagate Technology | $0 | – | -4,300 | – | -0.10% | – |
| ESS | Exit | Essex Property Trust Inc | $0 | – | -1,069 | – | -0.10% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -2,700 | – | -0.10% | – |
| PEAK | Exit | Healthpeak Properties Inc | $0 | – | -7,975 | – | -0.10% | – |
| DOW | Exit | Dow Inc | $0 | – | -4,653 | – | -0.10% | – |
| WELL | Exit | Welltower Inc | $0 | – | -3,950 | – | -0.10% | – |
| GM | Exit | General Motors Inc | $0 | – | -7,640 | – | -0.10% | – |
| DRE | Exit | Duke Realty Corp. | $0 | – | -6,100 | – | -0.10% | – |
| ARCC | Exit | Ares Capital Corp | $0 | – | -16,200 | – | -0.10% | – |
| MCK | Exit | Mckesson HBOC Inc. | $0 | – | -1,545 | – | -0.10% | – |
| PM | Exit | Philip Morris International In | $0 | – | -3,055 | – | -0.10% | – |
| VMC | Exit | Vulcan Materials | $0 | – | -1,738 | – | -0.11% | – |
| FTV | Exit | Fortive Corp | $0 | – | -3,112 | – | -0.11% | – |
| SEE | Exit | Sealed Air Corp. | $0 | – | -6,160 | – | -0.11% | – |
| MAR | Exit | Marriott International | $0 | – | -2,650 | – | -0.11% | – |
| CAG | Exit | Conagra Brands Inc | $0 | – | -7,000 | – | -0.11% | – |
| LVS | Exit | Las Vegas Sands | $0 | – | -5,425 | – | -0.12% | – |
| HE | Exit | Hawaiian Electric Ind. | $0 | – | -7,700 | – | -0.12% | – |
| GRMN | Exit | Garmin Ltd | $0 | – | -2,700 | – | -0.12% | – |
| EOG | Exit | EOG Resources | $0 | – | -7,125 | – | -0.12% | – |
| EQR | Exit | Equity Residential Properties | $0 | – | -5,000 | – | -0.12% | – |
| DD | Exit | Du Pont (E.I.) De Nemours & Co | $0 | – | -4,693 | – | -0.12% | – |
| IEP | Exit | Icahn Enterprises LP | $0 | – | -5,425 | – | -0.12% | – |
| WY | Exit | Weyerhaeuser Co. | $0 | – | -9,440 | – | -0.12% | – |
| BDX | Exit | Becton Dickinson and Co | $0 | – | -1,150 | – | -0.12% | – |
| CARR | Exit | Carrier Global Corp | $0 | – | -9,041 | – | -0.13% | – |
| MTX | Exit | Minerals Technologies Inc | $0 | – | -5,465 | – | -0.13% | – |
| GSK | Exit | GlaxoSmithKline plc ADR | $0 | – | -7,470 | – | -0.13% | – |
| NFG | Exit | National Fuel Gas Co. | $0 | – | -6,900 | – | -0.13% | – |
| BMRN | Exit | Biomarin Pharmaceutical Inc | $0 | – | -3,725 | – | -0.13% | – |
| OTIS | Exit | Otis Worlwide Corp | $0 | – | -4,517 | – | -0.13% | – |
| PRU | Exit | Prudential Financial, Inc. | $0 | – | -4,597 | – | -0.13% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -5,400 | – | -0.14% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -2,650 | – | -0.14% | – |
| EVRG | Exit | Evergy Inc | $0 | – | -6,170 | – | -0.14% | – |
| PPL | Exit | PPL Corp. | $0 | – | -11,570 | – | -0.14% | – |
| DISCA | Exit | Discovery Inc | $0 | – | -14,803 | – | -0.15% | – |
| EXPE | Exit | Expedia Group Inc | $0 | – | -3,630 | – | -0.15% | – |
| UDR | Exit | UDR Inc | $0 | – | -10,482 | – | -0.16% | – |
| LNG | Exit | Cheniere Energy Inc | $0 | – | -7,630 | – | -0.16% | – |
| TFC | Exit | Truist Financial Corp | $0 | – | -9,458 | – | -0.16% | – |
| GLW | Exit | Corning Inc. | $0 | – | -11,118 | – | -0.16% | – |
| GTLS | Exit | Chart Industries Inc | $0 | – | -5,165 | – | -0.17% | – |
| HPQ | Exit | HP Inc | $0 | – | -19,325 | – | -0.17% | – |
| TRP | Exit | TC Energy Corp | $0 | – | -8,808 | – | -0.17% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -17,403 | – | -0.17% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -11,239 | – | -0.18% | – |
| RXN | Exit | Rexnord Corp | $0 | – | -12,935 | – | -0.18% | – |
| EXP | Exit | Eagle Materials Inc | $0 | – | -4,492 | – | -0.18% | – |
| KKR | Exit | KKR & Co Inc | $0 | – | -11,275 | – | -0.18% | – |
| IRM | Exit | Iron Mountain Inc. | $0 | – | -14,770 | – | -0.18% | – |
| MU | Exit | Micron Technology Inc. | $0 | – | -8,525 | – | -0.18% | – |
| EIX | Exit | Edison Int'l | $0 | – | -7,895 | – | -0.18% | – |
| NI | Exit | Nisource Inc. | $0 | – | -18,347 | – | -0.18% | – |
| NTR | Exit | Nutrien LTD | $0 | – | -10,546 | – | -0.19% | – |
| ALXN | Exit | Alexion Pharmaceuticals Inc | $0 | – | -3,640 | – | -0.19% | – |
| ALB | Exit | Albemarle Corp | $0 | – | -4,680 | – | -0.19% | – |
| MET | Exit | Metlife Inc | $0 | – | -11,298 | – | -0.19% | – |
| EXC | Exit | Exelon Corp. | $0 | – | -11,720 | – | -0.19% | – |
| DVA | Exit | Davita Inc | $0 | – | -4,925 | – | -0.19% | – |
| GE | Exit | General Electric Co. | $0 | – | -68,557 | – | -0.20% | – |
| CTSH | Exit | Cognizant Tech Solutions Corp. | $0 | – | -6,260 | – | -0.20% | – |
| ALL | Exit | Allstate Corp | $0 | – | -4,652 | – | -0.20% | – |
| CNC | Exit | Centene Corp | $0 | – | -7,725 | – | -0.21% | – |
| COF | Exit | Capital One Financial | $0 | – | -6,343 | – | -0.21% | – |
| PANW | Exit | Palo Alto Networks Inc | $0 | – | -1,880 | – | -0.21% | – |
| TRV | Exit | The Travelers Companies, Inc. | $0 | – | -4,368 | – | -0.22% | – |
| ENB | Exit | Enbridge Inc | $0 | – | -16,447 | – | -0.22% | – |
| CDNS | Exit | Cadence Design Systems, Inc. | $0 | – | -4,515 | – | -0.22% | – |
| FMC | Exit | FMC Corp | $0 | – | -4,560 | – | -0.22% | – |
| BX | Exit | Blackstone Group Inc NPV | $0 | – | -9,300 | – | -0.22% | – |
| COLM | Exit | Columbia Sportswear Co | $0 | – | -5,641 | – | -0.22% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -13,876 | – | -0.23% | – |
| FLXN | Exit | Flexion Therapeutics Inc | $0 | – | -48,095 | – | -0.23% | – |
| DRI | Exit | Darden Restaurants Inc. | $0 | – | -4,960 | – | -0.23% | – |
| APO | Exit | Apollo Global Management Inc | $0 | – | -11,400 | – | -0.23% | – |
| RTX | Exit | Raytheon Technologies Corp | $0 | – | -9,041 | – | -0.24% | – |
| ULTA | Exit | Ulta Beauty Inc | $0 | – | -2,335 | – | -0.24% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -7,850 | – | -0.24% | – |
| GPN | Exit | Global Payments Inc. | $0 | – | -2,974 | – | -0.24% | – |
| CI | Exit | Cigna Corp | $0 | – | -3,147 | – | -0.24% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -5,650 | – | -0.25% | – |
| AWK | Exit | American Water Works Co Inc | $0 | – | -3,735 | – | -0.25% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -14,147 | – | -0.25% | – |
| GLPI | Exit | Gaming and Leisure Properties | $0 | – | -14,955 | – | -0.25% | – |
| UBER | Exit | Uber Technologies Inc | $0 | – | -15,435 | – | -0.26% | – |
| IBM | Exit | International Business Machine | $0 | – | -4,821 | – | -0.27% | – |
| CAT | Exit | Caterpillar Inc. | $0 | – | -3,955 | – | -0.27% | – |
| GILD | Exit | Gilead Science Inc | $0 | – | -9,359 | – | -0.27% | – |
| DLR | Exit | Digital Realty | $0 | – | -4,075 | – | -0.27% | – |
| WFC | Exit | Wells Fargo Co. | $0 | – | -25,433 | – | -0.27% | – |
| TSCO | Exit | Tractor Supply Company | $0 | – | -4,208 | – | -0.28% | – |
| EA | Exit | Electronic Arts Inc. | $0 | – | -4,631 | – | -0.28% | – |
| KR | Exit | Kroger Co | $0 | – | -18,535 | – | -0.29% | – |
| C | Exit | Citigroup Inc. | $0 | – | -14,610 | – | -0.29% | – |
| TTWO | Exit | Take-Two Interactive Software | $0 | – | -3,870 | – | -0.29% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -10,964 | – | -0.29% | – |
| PTC | Exit | PTC Inc | $0 | – | -7,858 | – | -0.30% | – |
| ALGN | Exit | Align Technology | $0 | – | -1,988 | – | -0.30% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -8,263 | – | -0.30% | – |
| ZS | Exit | Zscaler Inc | $0 | – | -4,778 | – | -0.31% | – |
| TXN | Exit | Texas Instruments | $0 | – | -4,761 | – | -0.31% | – |
| AEP | Exit | American Electric Power | $0 | – | -8,570 | – | -0.32% | – |
| ROP | Exit | Roper Technologies, Inc | $0 | – | -1,780 | – | -0.32% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -11,898 | – | -0.32% | – |
| FISV | Exit | FIserv Inc. | $0 | – | -6,952 | – | -0.33% | – |
| PPG | Exit | PPG Industries, Inc. | $0 | – | -5,888 | – | -0.33% | – |
| CRWD | Exit | Crowdstrike Holdings Inc | $0 | – | -5,364 | – | -0.34% | – |
| MDT | Exit | Medtronic Inc | $0 | – | -7,108 | – | -0.34% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -2,497 | – | -0.34% | – |
| AMD | Exit | Advanced Micro Devices | $0 | – | -9,150 | – | -0.34% | – |
| CMI | Exit | Cummins Inc | $0 | – | -3,555 | – | -0.34% | – |
| SCHW | Exit | Charles Schwab Corp. | $0 | – | -21,005 | – | -0.35% | – |
| NEM | Exit | Newmont Goldcorp Corp. | $0 | – | -11,973 | – | -0.35% | – |
| MKC | Exit | McCormick & Co. | $0 | – | -3,921 | – | -0.35% | – |
| MDLZ | Exit | Mondelez International Inc | $0 | – | -13,318 | – | -0.35% | – |
| EPAM | Exit | EPAM Systems Inc | $0 | – | -2,415 | – | -0.36% | – |
| FDX | Exit | Fedex Corp. | $0 | – | -3,113 | – | -0.36% | – |
| CCI | Exit | Crown Castle International Cor | $0 | – | -4,715 | – | -0.36% | – |
| VRTX | Exit | Vertex Pharmaceuticals Inc | $0 | – | -3,015 | – | -0.38% | – |
| TMUS | Exit | T Mobile US Inc | $0 | – | -7,725 | – | -0.40% | – |
| SO | Exit | Southern Co. | $0 | – | -16,375 | – | -0.41% | – |
| SPLK | Exit | Splunk Inc | $0 | – | -4,742 | – | -0.41% | – |
| GS | Exit | Goldman Sachs Group | $0 | – | -4,467 | – | -0.41% | – |
| DG | Exit | Dollar General | $0 | – | -4,348 | – | -0.42% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -26,628 | – | -0.42% | – |
| CMS | Exit | CMS Energy Corp. | $0 | – | -14,998 | – | -0.42% | – |
| JD | Exit | JD.com Inc | $0 | – | -12,120 | – | -0.43% | – |
| SRE | Exit | Sempra Energy | $0 | – | -7,945 | – | -0.43% | – |
| BA | Exit | Boeing Company | $0 | – | -5,805 | – | -0.44% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -3,577 | – | -0.44% | – |
| FIS | Exit | Fidelity National Information | $0 | – | -6,522 | – | -0.44% | – |
| AXP | Exit | American Express | $0 | – | -9,730 | – | -0.45% | – |
| ACN | Exit | Accenture PLC CL A | $0 | – | -4,375 | – | -0.45% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -9,032 | – | -0.45% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -11,218 | – | -0.45% | – |
| SBUX | Exit | Starbucks Corp. | $0 | – | -11,720 | – | -0.46% | – |
| ABBV | Exit | Abbvie Inc | $0 | – | -11,757 | – | -0.47% | – |
| EXAS | Exit | Exact Sciences Corp | $0 | – | -10,110 | – | -0.47% | – |
| UPS | Exit | United Parcel Services Cl B | $0 | – | -6,337 | – | -0.48% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -14,775 | – | -0.49% | – |
| COST | Exit | Costco Co. | $0 | – | -3,005 | – | -0.49% | – |
| LOW | Exit | Lowe's Co. | $0 | – | -6,539 | – | -0.50% | – |
| BMY | Exit | Bristol Myers Squibb | $0 | – | -18,107 | – | -0.50% | – |
| MS | Exit | Morgan Stanley, Dean Witter, D | $0 | – | -22,913 | – | -0.51% | – |
| CSCO | Exit | Cisco Systems | $0 | – | -29,148 | – | -0.52% | – |
| BABA | Exit | Alibaba Group Holdings | $0 | – | -3,970 | – | -0.53% | – |
| ABT | Exit | Abbott Labs | $0 | – | -10,720 | – | -0.53% | – |
| PLD | Exit | Prologis Trust | $0 | – | -11,825 | – | -0.54% | – |
| AJG | Exit | Arthur J. Gallagher & Co. | $0 | – | -11,327 | – | -0.55% | – |
| STZ | Exit | Constellation Brands | $0 | – | -6,358 | – | -0.55% | – |
| QCOM | Exit | Qualcomm Inc. | $0 | – | -10,283 | – | -0.55% | – |
| INTC | Exit | Intel Corp. | $0 | – | -24,786 | – | -0.59% | – |
| CHD | Exit | Church & Dwight Co. | $0 | – | -13,795 | – | -0.59% | – |
| ZTS | Exit | Zoetis | $0 | – | -8,089 | – | -0.61% | – |
| PODD | Exit | Insulet Corp | $0 | – | -5,755 | – | -0.62% | – |
| AVGO | Exit | Broadcom Inc | $0 | – | -4,170 | – | -0.70% | – |
| ATVI | Exit | Activision Blizzard Inc | $0 | – | -19,004 | – | -0.70% | – |
| T | Exit | AT&T Inc | $0 | – | -54,899 | – | -0.72% | – |
| MMC | Exit | Marsh & McLennan Companies, In | $0 | – | -13,870 | – | -0.73% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -5,760 | – | -0.73% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -7,453 | – | -0.75% | – |
| ISRG | Exit | Intuitive Surgical, Inc. | $0 | – | -2,326 | – | -0.75% | – |
| UNP | Exit | Union Pacific | $0 | – | -8,392 | – | -0.76% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -11,943 | – | -0.76% | – |
| PTON | Exit | Peloton Interactive Inc | $0 | – | -17,213 | – | -0.78% | – |
| RNG | Exit | RingCentral Inc | $0 | – | -6,241 | – | -0.78% | – |
| TGT | Exit | Target Corp. | $0 | – | -11,021 | – | -0.79% | – |
| KO | Exit | Coca-Cola | $0 | – | -35,511 | – | -0.80% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -48,146 | – | -0.81% | – |
| DHR | Exit | Danaher Corp. | $0 | – | -8,223 | – | -0.81% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -29,955 | – | -0.82% | – |
| CMCSA | Exit | Comcast Corp | $0 | – | -38,730 | – | -0.82% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -22,155 | – | -0.84% | – |
| HON | Exit | Honeywell International, Inc. | $0 | – | -11,536 | – | -0.87% | – |
| NFLX | Exit | Netflix Inc | $0 | – | -3,822 | – | -0.87% | – |
| NOC | Exit | Northrop Grumman Corp. | $0 | – | -6,190 | – | -0.89% | – |
| CRM | Exit | Salesforce.com Inc | $0 | – | -7,780 | – | -0.89% | – |
| WMT | Exit | Walmart Stores Inc | $0 | – | -14,230 | – | -0.91% | – |
| NOW | Exit | Servicenow Inc | $0 | – | -4,144 | – | -0.92% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -6,535 | – | -0.93% | – |
| LLY | Exit | Lilly (Eli) & Co. | $0 | – | -14,851 | – | -1.00% | – |
| MA | Exit | MasterCard Inc | $0 | – | -6,860 | – | -1.06% | – |
| ADBE | Exit | Adobe Inc | $0 | – | -5,002 | – | -1.12% | – |
| PYPL | Exit | PayPal Holdings Inc | $0 | – | -12,560 | – | -1.13% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -20,025 | – | -1.14% | – |
| PG | Exit | Procter & Gamble Inc | $0 | – | -18,313 | – | -1.16% | – |
| NVDA | Exit | NVIDIA Corp. | $0 | – | -4,775 | – | -1.18% | – |
| TMO | Exit | Thermo Fisher Scientific Inc | $0 | – | -5,941 | – | -1.20% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -28,214 | – | -1.24% | – |
| GOOGL | Exit | Alphabet Inc Class A | $0 | – | -1,862 | – | -1.25% | – |
| V | Exit | Visa Inc | $0 | – | -13,760 | – | -1.26% | – |
| GOOG | Exit | Alphabet Inc Class C | $0 | – | -1,911 | – | -1.28% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -20,125 | – | -1.37% | – |
| HD | Exit | Home Depot, Inc. | $0 | – | -12,203 | – | -1.55% | – |
| FB | Exit | Facebook Inc | $0 | – | -20,555 | – | -2.46% | – |
| AMZN | Exit | Amazon.com, Inc. | $0 | – | -3,331 | – | -4.80% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -60,816 | – | -5.85% | – |
| AAPL | Exit | Apple Inc | $0 | – | -118,913 | – | -6.30% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Buy | Apple Inc | $13,771,000 | +18.5% | 118,913 | +273.4% | 6.30% | +9.0% |
| MSFT | Sell | Microsoft Corp | $12,791,000 | -0.0% | 60,816 | -3.2% | 5.85% | -8.0% |
| AMZN | Sell | Amazon.com, Inc. | $10,488,000 | +14.0% | 3,331 | -0.1% | 4.80% | +4.8% |
| HD | Sell | Home Depot, Inc. | $3,389,000 | +10.6% | 12,203 | -0.2% | 1.55% | +1.8% |
| DIS | Buy | Walt Disney Co. | $2,485,000 | +85.6% | 20,025 | +66.7% | 1.14% | +70.6% |
| ADBE | Sell | Adobe Inc | $2,453,000 | +6.0% | 5,002 | -5.9% | 1.12% | -2.5% |
| MRK | Sell | Merck & Co., Inc. | $1,838,000 | +7.1% | 22,155 | -0.2% | 0.84% | -1.5% |
| DHR | Sell | Danaher Corp. | $1,771,000 | +21.5% | 8,223 | -0.2% | 0.81% | +11.7% |
| MMC | Sell | Marsh & McLennan Companies, In | $1,591,000 | +6.7% | 13,870 | -0.1% | 0.73% | -1.9% |
| AVGO | Sell | Broadcom Inc | $1,519,000 | +15.0% | 4,170 | -0.3% | 0.70% | +5.8% |
| CHD | Sell | Church & Dwight Co. | $1,293,000 | +20.7% | 13,795 | -0.5% | 0.59% | +11.1% |
| INTC | Sell | Intel Corp. | $1,283,000 | -42.0% | 24,786 | -32.9% | 0.59% | -46.6% |
| ABT | Sell | Abbott Labs | $1,167,000 | +18.8% | 10,720 | -0.2% | 0.53% | +9.4% |
| CSCO | Sell | Cisco Systems | $1,148,000 | -25.0% | 29,148 | -11.1% | 0.52% | -31.0% |
| MS | Sell | Morgan Stanley, Dean Witter, D | $1,108,000 | 0.0% | 22,913 | -0.1% | 0.51% | -8.0% |
| SRE | New | Sempra Energy | $940,000 | – | 7,945 | – | 0.43% | – |
| AMD | New | Advanced Micro Devices | $749,000 | – | 9,150 | – | 0.34% | – |
| PPG | Sell | PPG Industries, Inc. | $719,000 | +14.5% | 5,888 | -0.6% | 0.33% | +5.4% |
| ORCL | Sell | Oracle Corp. | $710,000 | -53.4% | 11,898 | -56.8% | 0.32% | -57.1% |
| WFC | Sell | Wells Fargo Co. | $598,000 | -9.5% | 25,433 | -1.5% | 0.27% | -17.0% |
| GLPI | Buy | Gaming and Leisure Properties | $552,000 | +8.0% | 14,955 | +1.2% | 0.25% | -0.8% |
| GPN | Sell | Global Payments Inc. | $528,000 | -42.0% | 2,974 | -44.6% | 0.24% | -46.7% |
| FMC | New | FMC Corp | $483,000 | – | 4,560 | – | 0.22% | – |
| CDNS | New | Cadence Design Systems, Inc. | $482,000 | – | 4,515 | – | 0.22% | – |
| CNC | New | Centene Corp | $451,000 | – | 7,725 | – | 0.21% | – |
| DISCA | Sell | Discovery Inc | $322,000 | +1.6% | 14,803 | -1.5% | 0.15% | -7.0% |
| BDX | Sell | Becton Dickinson and Co | $268,000 | -3.2% | 1,150 | -0.8% | 0.12% | -10.9% |
| MAR | Sell | Marriott International | $245,000 | +5.6% | 2,650 | -2.0% | 0.11% | -2.6% |
| GM | New | General Motors Inc | $226,000 | – | 7,640 | – | 0.10% | – |
| DOW | New | Dow Inc | $219,000 | – | 4,653 | – | 0.10% | – |
| ARLP | Exit | Alliance Resource Partners | $0 | – | -13,075 | – | -0.02% | – |
| MRC | Exit | MRC Global Inc | $0 | – | -13,825 | – | -0.04% | – |
| CPE | Exit | Callon Petroleum Co | $0 | – | -113,272 | – | -0.06% | – |
| COP | Exit | ConocoPhillips | $0 | – | -5,517 | – | -0.12% | – |
| VLO | Exit | Valero Energy Corp. | $0 | – | -4,115 | – | -0.12% | – |
| HST | Exit | Host Hotels & Resorts Inc. | $0 | – | -31,992 | – | -0.17% | – |
| PFG | Exit | Principal Financial Group | $0 | – | -12,706 | – | -0.26% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | Microsoft Corp | $12,792,000 | – | 62,856 | – | 6.36% | – |
| AAPL | New | Apple Inc | $11,618,000 | – | 31,847 | – | 5.78% | – |
| AMZN | New | Amazon.com, Inc. | $9,203,000 | – | 3,336 | – | 4.58% | – |
| FB | New | Facebook Inc | $4,667,000 | – | 20,555 | – | 2.32% | – |
| HD | New | Home Depot, Inc. | $3,063,000 | – | 12,228 | – | 1.52% | – |
| JNJ | New | Johnson & Johnson | $2,830,000 | – | 20,125 | – | 1.41% | – |
| GOOG | New | Alphabet Inc Class C | $2,701,000 | – | 1,911 | – | 1.34% | – |
| V | New | Visa Inc | $2,658,000 | – | 13,760 | – | 1.32% | – |
| JPM | New | JPMorgan Chase & Co. | $2,654,000 | – | 28,214 | – | 1.32% | – |
| GOOGL | New | Alphabet Inc Class A | $2,640,000 | – | 1,862 | – | 1.31% | – |
| LLY | New | Lilly (Eli) & Co. | $2,438,000 | – | 14,851 | – | 1.21% | – |
| ADBE | New | Adobe Inc | $2,315,000 | – | 5,317 | – | 1.15% | – |
| INTC | New | Intel Corp. | $2,211,000 | – | 36,956 | – | 1.10% | – |
| PG | New | Procter & Gamble Inc | $2,190,000 | – | 18,313 | – | 1.09% | – |
| PYPL | New | PayPal Holdings Inc | $2,188,000 | – | 12,560 | – | 1.09% | – |
| TMO | New | Thermo Fisher Scientific Inc | $2,153,000 | – | 5,941 | – | 1.07% | – |
| MA | New | MasterCard Inc | $2,029,000 | – | 6,860 | – | 1.01% | – |
| UNH | New | United Health Group Inc. | $1,927,000 | – | 6,535 | – | 0.96% | – |
| NOC | New | Northrop Grumman Corp. | $1,903,000 | – | 6,190 | – | 0.95% | – |
| NVDA | New | NVIDIA Corp. | $1,814,000 | – | 4,775 | – | 0.90% | – |
| RNG | New | RingCentral Inc | $1,779,000 | – | 6,241 | – | 0.88% | – |
| NFLX | New | Netflix Inc | $1,739,000 | – | 3,822 | – | 0.86% | – |
| MRK | New | Merck & Co., Inc. | $1,716,000 | – | 22,195 | – | 0.85% | – |
| WMT | New | Walmart Stores Inc | $1,704,000 | – | 14,230 | – | 0.85% | – |
| NOW | New | Servicenow Inc | $1,679,000 | – | 4,144 | – | 0.84% | – |
| HON | New | Honeywell International, Inc. | $1,668,000 | – | 11,536 | – | 0.83% | – |
| T | New | AT&T Inc | $1,660,000 | – | 54,899 | – | 0.82% | – |
| VZ | New | Verizon Communications Inc | $1,651,000 | – | 29,955 | – | 0.82% | – |
| KO | New | Coca-Cola | $1,587,000 | – | 35,511 | – | 0.79% | – |
| PEP | New | PepsiCo, Inc. | $1,579,000 | – | 11,943 | – | 0.78% | – |
| PFE | New | Pfizer, Inc. | $1,574,000 | – | 48,146 | – | 0.78% | – |
| CSCO | New | Cisco Systems | $1,530,000 | – | 32,803 | – | 0.76% | – |
| ORCL | New | Oracle Corp. | $1,523,000 | – | 27,548 | – | 0.76% | – |
| CMCSA | New | Comcast Corp | $1,510,000 | – | 38,730 | – | 0.75% | – |
| MMC | New | Marsh & McLennan Companies, In | $1,491,000 | – | 13,890 | – | 0.74% | – |
| DHR | New | Danaher Corp. | $1,458,000 | – | 8,243 | – | 0.72% | – |
| CRM | New | Salesforce.com Inc | $1,457,000 | – | 7,780 | – | 0.72% | – |
| ATVI | New | Activision Blizzard Inc | $1,442,000 | – | 19,004 | – | 0.72% | – |
| UNP | New | Union Pacific | $1,419,000 | – | 8,392 | – | 0.70% | – |
| NEE | New | NextEra Energy Inc | $1,383,000 | – | 5,760 | – | 0.69% | – |
| MCD | New | McDonald's Corp. | $1,375,000 | – | 7,453 | – | 0.68% | – |
| DIS | New | Walt Disney Co. | $1,339,000 | – | 12,010 | – | 0.67% | – |
| ISRG | New | Intuitive Surgical, Inc. | $1,325,000 | – | 2,326 | – | 0.66% | – |
| AVGO | New | Broadcom Inc | $1,321,000 | – | 4,184 | – | 0.66% | – |
| TGT | New | Target Corp. | $1,322,000 | – | 11,021 | – | 0.66% | – |
| CVX | New | Chevron Corp. | $1,318,000 | – | 14,775 | – | 0.66% | – |
| XOM | New | Exxon Mobil Corp. | $1,191,000 | – | 26,628 | – | 0.59% | – |
| ABBV | New | Abbvie Inc | $1,154,000 | – | 11,757 | – | 0.57% | – |
| PODD | New | Insulet Corp | $1,118,000 | – | 5,755 | – | 0.56% | – |
| STZ | New | Constellation Brands | $1,112,000 | – | 6,358 | – | 0.55% | – |
| MS | New | Morgan Stanley, Dean Witter, D | $1,108,000 | – | 22,943 | – | 0.55% | – |
| ZTS | New | Zoetis | $1,109,000 | – | 8,089 | – | 0.55% | – |
| AJG | New | Arthur J. Gallagher & Co. | $1,104,000 | – | 11,327 | – | 0.55% | – |
| PLD | New | Prologis Trust | $1,104,000 | – | 11,825 | – | 0.55% | – |
| CHD | New | Church & Dwight Co. | $1,071,000 | – | 13,860 | – | 0.53% | – |
| BA | New | Boeing Company | $1,064,000 | – | 5,805 | – | 0.53% | – |
| BMY | New | Bristol Myers Squibb | $1,065,000 | – | 18,107 | – | 0.53% | – |
| PTON | New | Peloton Interactive Inc | $994,000 | – | 17,213 | – | 0.49% | – |
| ABT | New | Abbott Labs | $982,000 | – | 10,745 | – | 0.49% | – |
| PNC | New | PNC Financial Services Group | $950,000 | – | 9,032 | – | 0.47% | – |
| SPLK | New | Splunk Inc | $942,000 | – | 4,742 | – | 0.47% | – |
| ANTM | New | Anthem Inc | $941,000 | – | 3,577 | – | 0.47% | – |
| ACN | New | Accenture PLC CL A | $939,000 | – | 4,375 | – | 0.47% | – |
| QCOM | New | Qualcomm Inc. | $938,000 | – | 10,283 | – | 0.47% | – |
| AXP | New | American Express | $926,000 | – | 9,730 | – | 0.46% | – |
| COST | New | Costco Co. | $911,000 | – | 3,005 | – | 0.45% | – |
| GPN | New | Global Payments Inc. | $910,000 | – | 5,364 | – | 0.45% | – |
| DUK | New | Duke Energy Corp. | $896,000 | – | 11,218 | – | 0.44% | – |
| LOW | New | Lowe's Co. | $884,000 | – | 6,539 | – | 0.44% | – |
| GS | New | Goldman Sachs Group | $883,000 | – | 4,467 | – | 0.44% | – |
| EXAS | New | Exact Sciences Corp | $879,000 | – | 10,110 | – | 0.44% | – |
| CMS | New | CMS Energy Corp. | $876,000 | – | 14,998 | – | 0.44% | – |
| VRTX | New | Vertex Pharmaceuticals Inc | $875,000 | – | 3,015 | – | 0.44% | – |
| FIS | New | Fidelity National Information | $875,000 | – | 6,522 | – | 0.44% | – |
| SBUX | New | Starbucks Corp. | $862,000 | – | 11,720 | – | 0.43% | – |
| BABA | New | Alibaba Group Holdings | $856,000 | – | 3,970 | – | 0.43% | – |
| SO | New | Southern Co. | $849,000 | – | 16,375 | – | 0.42% | – |
| DG | New | Dollar General | $828,000 | – | 4,348 | – | 0.41% | – |
| TMUS | New | T Mobile US Inc | $806,000 | – | 7,725 | – | 0.40% | – |
| CCI | New | Crown Castle International Cor | $789,000 | – | 4,715 | – | 0.39% | – |
| C | New | Citigroup Inc. | $747,000 | – | 14,610 | – | 0.37% | – |
| NEM | New | Newmont Goldcorp Corp. | $739,000 | – | 11,973 | – | 0.37% | – |
| JD | New | JD.com Inc | $729,000 | – | 12,120 | – | 0.36% | – |
| GILD | New | Gilead Science Inc | $720,000 | – | 9,359 | – | 0.36% | – |
| CVS | New | CVS Health Corp | $712,000 | – | 10,964 | – | 0.35% | – |
| SCHW | New | Charles Schwab Corp. | $709,000 | – | 21,005 | – | 0.35% | – |
| UPS | New | United Parcel Services Cl B | $705,000 | – | 6,337 | – | 0.35% | – |
| MKC | New | McCormick & Co. | $703,000 | – | 3,921 | – | 0.35% | – |
| ROP | New | Roper Technologies, Inc | $691,000 | – | 1,780 | – | 0.34% | – |
| AEP | New | American Electric Power | $683,000 | – | 8,570 | – | 0.34% | – |
| MDLZ | New | Mondelez International Inc | $681,000 | – | 13,318 | – | 0.34% | – |
| FISV | New | FIserv Inc. | $679,000 | – | 6,952 | – | 0.34% | – |
| D | New | Dominion Energy Inc | $671,000 | – | 8,263 | – | 0.33% | – |
| WFC | New | Wells Fargo Co. | $661,000 | – | 25,833 | – | 0.33% | – |
| MDT | New | Medtronic Inc | $652,000 | – | 7,108 | – | 0.32% | – |
| FLXN | New | Flexion Therapeutics Inc | $632,000 | – | 48,095 | – | 0.31% | – |
| KR | New | Kroger Co | $627,000 | – | 18,535 | – | 0.31% | – |
| PPG | New | PPG Industries, Inc. | $628,000 | – | 5,923 | – | 0.31% | – |
| CMI | New | Cummins Inc | $616,000 | – | 3,555 | – | 0.31% | – |
| EA | New | Electronic Arts Inc. | $612,000 | – | 4,631 | – | 0.30% | – |
| PTC | New | PTC Inc | $611,000 | – | 7,858 | – | 0.30% | – |
| EPAM | New | EPAM Systems Inc | $609,000 | – | 2,415 | – | 0.30% | – |
| TXN | New | Texas Instruments | $605,000 | – | 4,761 | – | 0.30% | – |
| APD | New | Air Products & Chemicals, Inc. | $603,000 | – | 2,497 | – | 0.30% | – |
| CI | New | Cigna Corp | $591,000 | – | 3,147 | – | 0.29% | – |
| IBM | New | International Business Machine | $582,000 | – | 4,821 | – | 0.29% | – |
| DLR | New | Digital Realty | $579,000 | – | 4,075 | – | 0.29% | – |
| APO | New | Apollo Global Management Inc | $569,000 | – | 11,400 | – | 0.28% | – |
| ATO | New | Atmos Energy Corp. | $563,000 | – | 5,650 | – | 0.28% | – |
| RTX | New | Raytheon Technologies Corp | $557,000 | – | 9,041 | – | 0.28% | – |
| MO | New | Altria Group, Inc. | $555,000 | – | 14,147 | – | 0.28% | – |
| TSCO | New | Tractor Supply Company | $555,000 | – | 4,208 | – | 0.28% | – |
| ALGN | New | Align Technology | $546,000 | – | 1,988 | – | 0.27% | – |
| TTWO | New | Take-Two Interactive Software | $540,000 | – | 3,870 | – | 0.27% | – |
| CRWD | New | Crowdstrike Holdings Inc | $538,000 | – | 5,364 | – | 0.27% | – |
| BX | New | Blackstone Group Inc NPV | $527,000 | – | 9,300 | – | 0.26% | – |
| PFG | New | Principal Financial Group | $527,000 | – | 12,706 | – | 0.26% | – |
| ZS | New | Zscaler Inc | $523,000 | – | 4,778 | – | 0.26% | – |
| USB | New | U.S. Bancorp | $511,000 | – | 13,876 | – | 0.25% | – |
| GLPI | New | Gaming and Leisure Properties | $511,000 | – | 14,779 | – | 0.25% | – |
| CAT | New | Caterpillar Inc. | $500,000 | – | 3,955 | – | 0.25% | – |
| ENB | New | Enbridge Inc | $500,000 | – | 16,447 | – | 0.25% | – |
| TRV | New | The Travelers Companies, Inc. | $498,000 | – | 4,368 | – | 0.25% | – |
| UBER | New | Uber Technologies Inc | $480,000 | – | 15,435 | – | 0.24% | – |
| AWK | New | American Water Works Co Inc | $481,000 | – | 3,735 | – | 0.24% | – |
| ULTA | New | Ulta Beauty Inc | $475,000 | – | 2,335 | – | 0.24% | – |
| GE | New | General Electric Co. | $468,000 | – | 68,557 | – | 0.23% | – |
| BMRN | New | Biomarin Pharmaceutical Inc | $459,000 | – | 3,725 | – | 0.23% | – |
| COLM | New | Columbia Sportswear Co | $455,000 | – | 5,641 | – | 0.23% | – |
| ALL | New | Allstate Corp | $451,000 | – | 4,652 | – | 0.22% | – |
| HOLX | New | Hologic Inc | $447,000 | – | 7,850 | – | 0.22% | – |
| MU | New | Micron Technology Inc. | $439,000 | – | 8,525 | – | 0.22% | – |
| FDX | New | Fedex Corp. | $437,000 | – | 3,113 | – | 0.22% | – |
| BK | New | Bank of New York Mellon Corp. | $434,000 | – | 11,239 | – | 0.22% | – |
| PANW | New | Palo Alto Networks Inc | $432,000 | – | 1,880 | – | 0.22% | – |
| EIX | New | Edison Int'l | $429,000 | – | 7,895 | – | 0.21% | – |
| EXC | New | Exelon Corp. | $426,000 | – | 11,720 | – | 0.21% | – |
| NI | New | Nisource Inc. | $417,000 | – | 18,347 | – | 0.21% | – |
| MET | New | Metlife Inc | $413,000 | – | 11,298 | – | 0.20% | – |
| ALXN | New | Alexion Pharmaceuticals Inc | $409,000 | – | 3,640 | – | 0.20% | – |
| COF | New | Capital One Financial | $397,000 | – | 6,343 | – | 0.20% | – |
| UDR | New | UDR Inc | $392,000 | – | 10,482 | – | 0.20% | – |
| DVA | New | Davita Inc | $390,000 | – | 4,925 | – | 0.19% | – |
| IRM | New | Iron Mountain Inc. | $385,000 | – | 14,770 | – | 0.19% | – |
| TRP | New | TC Energy Corp | $378,000 | – | 8,808 | – | 0.19% | – |
| RXN | New | Rexnord Corp | $377,000 | – | 12,935 | – | 0.19% | – |
| DRI | New | Darden Restaurants Inc. | $376,000 | – | 4,960 | – | 0.19% | – |
| LNG | New | Cheniere Energy Inc | $369,000 | – | 7,630 | – | 0.18% | – |
| EVRG | New | Evergy Inc | $366,000 | – | 6,170 | – | 0.18% | – |
| EOG | New | EOG Resources | $361,000 | – | 7,125 | – | 0.18% | – |
| ALB | New | Albemarle Corp | $361,000 | – | 4,680 | – | 0.18% | – |
| CTSH | New | Cognizant Tech Solutions Corp. | $356,000 | – | 6,260 | – | 0.18% | – |
| TFC | New | Truist Financial Corp | $355,000 | – | 9,458 | – | 0.18% | – |
| KKR | New | KKR & Co Inc | $348,000 | – | 11,275 | – | 0.17% | – |
| HST | New | Host Hotels & Resorts Inc. | $345,000 | – | 31,992 | – | 0.17% | – |
| NTR | New | Nutrien LTD | $339,000 | – | 10,546 | – | 0.17% | – |
| HPQ | New | HP Inc | $337,000 | – | 19,325 | – | 0.17% | – |
| FITB | New | Fifth Third Bancorp | $336,000 | – | 17,403 | – | 0.17% | – |
| DISCA | New | Discovery Inc | $317,000 | – | 15,028 | – | 0.16% | – |
| EXP | New | Eagle Materials Inc | $315,000 | – | 4,492 | – | 0.16% | – |
| GSK | New | GlaxoSmithKline plc ADR | $305,000 | – | 7,470 | – | 0.15% | – |
| DGX | New | Quest Diagnostics Inc | $302,000 | – | 2,650 | – | 0.15% | – |
| PPL | New | PPL Corp. | $299,000 | – | 11,570 | – | 0.15% | – |
| EXPE | New | Expedia Group Inc | $298,000 | – | 3,630 | – | 0.15% | – |
| EQR | New | Equity Residential Properties | $294,000 | – | 5,000 | – | 0.15% | – |
| NFG | New | National Fuel Gas Co. | $289,000 | – | 6,900 | – | 0.14% | – |
| GLW | New | Corning Inc. | $288,000 | – | 11,118 | – | 0.14% | – |
| PRU | New | Prudential Financial, Inc. | $280,000 | – | 4,597 | – | 0.14% | – |
| BDX | New | Becton Dickinson and Co | $277,000 | – | 1,159 | – | 0.14% | – |
| HE | New | Hawaiian Electric Ind. | $278,000 | – | 7,700 | – | 0.14% | – |
| PEG | New | Public Service Enterprise Grou | $265,000 | – | 5,400 | – | 0.13% | – |
| GRMN | New | Garmin Ltd | $263,000 | – | 2,700 | – | 0.13% | – |
| MPC | New | Marathon Petroleum Corp. | $261,000 | – | 6,985 | – | 0.13% | – |
| IEP | New | Icahn Enterprises LP | $262,000 | – | 5,425 | – | 0.13% | – |
| OTIS | New | Otis Worlwide Corp | $257,000 | – | 4,517 | – | 0.13% | – |
| MTX | New | Minerals Technologies Inc | $256,000 | – | 5,465 | – | 0.13% | – |
| WBA | New | Walgreens Boots Alliance Inc | $250,000 | – | 5,903 | – | 0.12% | – |
| DD | New | Du Pont (E.I.) De Nemours & Co | $249,000 | – | 4,693 | – | 0.12% | – |
| GTLS | New | Chart Industries Inc | $250,000 | – | 5,165 | – | 0.12% | – |
| LVS | New | Las Vegas Sands | $247,000 | – | 5,425 | – | 0.12% | – |
| ESS | New | Essex Property Trust Inc | $245,000 | – | 1,069 | – | 0.12% | – |
| CAG | New | Conagra Brands Inc | $246,000 | – | 7,000 | – | 0.12% | – |
| BXP | New | Boston Properties Inc | $244,000 | – | 2,700 | – | 0.12% | – |
| VLO | New | Valero Energy Corp. | $242,000 | – | 4,115 | – | 0.12% | – |
| MCK | New | Mckesson HBOC Inc. | $237,000 | – | 1,545 | – | 0.12% | – |
| ARCC | New | Ares Capital Corp | $234,000 | – | 16,200 | – | 0.12% | – |
| MAR | New | Marriott International | $232,000 | – | 2,705 | – | 0.12% | – |
| COP | New | ConocoPhillips | $232,000 | – | 5,517 | – | 0.12% | – |
| EPD | New | Enterprise Products Partners L | $221,000 | – | 12,156 | – | 0.11% | – |
| PEAK | New | Healthpeak Properties Inc | $220,000 | – | 7,975 | – | 0.11% | – |
| DOX | New | Amdocs Ltd | $216,000 | – | 3,550 | – | 0.11% | – |
| DRE | New | Duke Realty Corp. | $216,000 | – | 6,100 | – | 0.11% | – |
| PM | New | Philip Morris International In | $214,000 | – | 3,055 | – | 0.11% | – |
| DK | New | Delek US Holding Inc | $214,000 | – | 12,295 | – | 0.11% | – |
| FLS | New | Flowserve Corp. | $213,000 | – | 7,477 | – | 0.11% | – |
| FTV | New | Fortive Corp | $211,000 | – | 3,112 | – | 0.10% | – |
| WY | New | Weyerhaeuser Co. | $212,000 | – | 9,440 | – | 0.10% | – |
| SLB | New | Schlumberger Ltd. | $209,000 | – | 11,357 | – | 0.10% | – |
| STX | New | Seagate Technology | $208,000 | – | 4,300 | – | 0.10% | – |
| WELL | New | Welltower Inc | $204,000 | – | 3,950 | – | 0.10% | – |
| CARR | New | Carrier Global Corp | $201,000 | – | 9,041 | – | 0.10% | – |
| VMC | New | Vulcan Materials | $201,000 | – | 1,738 | – | 0.10% | – |
| SEE | New | Sealed Air Corp. | $202,000 | – | 6,160 | – | 0.10% | – |
| SBRA | New | Sabra Health Care REIT Inc | $187,000 | – | 12,970 | – | 0.09% | – |
| KMI | New | Kinder Morgan Inc. | $157,000 | – | 10,377 | – | 0.08% | – |
| HAL | New | Halliburton Co. | $141,000 | – | 10,872 | – | 0.07% | – |
| FCX | New | Freeport-McMoRan Inc | $136,000 | – | 11,770 | – | 0.07% | – |
| CPE | New | Callon Petroleum Co | $130,000 | – | 113,272 | – | 0.06% | – |
| KIM | New | Kimco Realty Corp. | $128,000 | – | 10,000 | – | 0.06% | – |
| CVA | New | Covanta Holding Corp | $111,000 | – | 11,625 | – | 0.06% | – |
| ET | New | Energy Transfer LP | $110,000 | – | 15,445 | – | 0.06% | – |
| MRC | New | MRC Global Inc | $82,000 | – | 13,825 | – | 0.04% | – |
| ARLP | New | Alliance Resource Partners | $43,000 | – | 13,075 | – | 0.02% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OCSL | Exit | Oaktree Specialty Lending Co | $0 | – | -19,550 | – | -0.06% | – |
| FCX | Exit | Freeport-McMoRan Inc | $0 | – | -11,995 | – | -0.06% | – |
| CPE | Exit | Callon Petroleum Co | $0 | – | -34,766 | – | -0.08% | – |
| VGR | Exit | Vector Group Ltd | $0 | – | -14,670 | – | -0.10% | – |
| MRC | Exit | MRC Global Inc | $0 | – | -14,535 | – | -0.10% | – |
| ET | Exit | Energy Transfer LP | $0 | – | -15,445 | – | -0.11% | – |
| CVA | Exit | Covanta Holding Corp | $0 | – | -11,625 | – | -0.11% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -11,017 | – | -0.11% | – |
| DRE | Exit | Duke Realty Corp. | $0 | – | -6,100 | – | -0.11% | – |
| KIM | Exit | Kimco Realty Corp. | $0 | – | -10,000 | – | -0.12% | – |
| ARLP | Exit | Alliance Resource Partners | $0 | – | -13,075 | – | -0.12% | – |
| MCK | Exit | Mckesson HBOC Inc. | $0 | – | -1,530 | – | -0.12% | – |
| FTV | Exit | Fortive Corp | $0 | – | -3,097 | – | -0.12% | – |
| CAG | Exit | Conagra Brands Inc | $0 | – | -7,000 | – | -0.12% | – |
| KMI | Exit | Kinder Morgan Inc. | $0 | – | -10,377 | – | -0.12% | – |
| DOW | Exit | Dow Inc | $0 | – | -4,653 | – | -0.12% | – |
| ACC | Exit | American Campus Communities | $0 | – | -4,635 | – | -0.12% | – |
| WES | Exit | Western Midstream Partners LP | $0 | – | -9,150 | – | -0.12% | – |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -1,400 | – | -0.12% | – |
| GRMN | Exit | Garmin Ltd | $0 | – | -2,700 | – | -0.13% | – |
| WMB | Exit | Williams Cos. | $0 | – | -9,600 | – | -0.13% | – |
| STX | Exit | Seagate Technology | $0 | – | -4,300 | – | -0.13% | – |
| PM | Exit | Philip Morris International In | $0 | – | -3,055 | – | -0.13% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -3,550 | – | -0.13% | – |
| LAMR | Exit | Lamar Advertising Co | $0 | – | -2,900 | – | -0.13% | – |
| EPR | Exit | EPR Properties | $0 | – | -3,225 | – | -0.14% | – |
| BDX | Exit | Becton Dickinson and Co | $0 | – | -984 | – | -0.14% | – |
| BMRN | Exit | Biomarin Pharmaceutical Inc | $0 | – | -3,725 | – | -0.14% | – |
| WY | Exit | Weyerhaeuser Co. | $0 | – | -9,440 | – | -0.14% | – |
| VMC | Exit | Vulcan Materials | $0 | – | -1,738 | – | -0.14% | – |
| TSCO | Exit | Tractor Supply Company | $0 | – | -2,933 | – | -0.15% | – |
| SEE | Exit | Sealed Air Corp. | $0 | – | -6,650 | – | -0.15% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -2,650 | – | -0.16% | – |
| HCP | Exit | HCP Inc | $0 | – | -7,975 | – | -0.16% | – |
| GM | Exit | General Motors Inc | $0 | – | -7,640 | – | -0.16% | – |
| MTX | Exit | Minerals Technologies Inc | $0 | – | -5,465 | – | -0.16% | – |
| DVA | Exit | Davita Inc | $0 | – | -5,115 | – | -0.16% | – |
| SPG | Exit | Simon Property Group, Inc. | $0 | – | -1,880 | – | -0.16% | – |
| BMY | Exit | Bristol Myers Squibb | $0 | – | -5,820 | – | -0.16% | – |
| SBRA | Exit | Sabra Health Care REIT Inc | $0 | – | -12,970 | – | -0.16% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -5,875 | – | -0.17% | – |
| CNK | Exit | Cinemark Holdings Inc. | $0 | – | -7,800 | – | -0.17% | – |
| ARCC | Exit | Ares Capital Corp | $0 | – | -16,200 | – | -0.17% | – |
| KKR | Exit | KKR & Co Inc | $0 | – | -11,275 | – | -0.17% | – |
| LVS | Exit | Las Vegas Sands | $0 | – | -5,425 | – | -0.17% | – |
| GLW | Exit | Corning Inc. | $0 | – | -11,118 | – | -0.17% | – |
| GSK | Exit | GlaxoSmithKline plc ADR | $0 | – | -7,470 | – | -0.18% | – |
| GTLS | Exit | Chart Industries Inc | $0 | – | -5,165 | – | -0.18% | – |
| NFG | Exit | National Fuel Gas Co. | $0 | – | -6,900 | – | -0.18% | – |
| WBA | Exit | Walgreens Boots Alliance Inc | $0 | – | -5,903 | – | -0.18% | – |
| ALB | Exit | Albemarle Corp | $0 | – | -4,710 | – | -0.18% | – |
| DD | Exit | Du Pont (E.I.) De Nemours & Co | $0 | – | -4,653 | – | -0.18% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -5,400 | – | -0.18% | – |
| MAR | Exit | Marriott International | $0 | – | -2,705 | – | -0.18% | – |
| JD | Exit | JD.com Inc | $0 | – | -12,105 | – | -0.19% | – |
| IEP | Exit | Icahn Enterprises LP | $0 | – | -5,425 | – | -0.19% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -12,156 | – | -0.19% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -2,700 | – | -0.19% | – |
| FLS | Exit | Flowserve Corp. | $0 | – | -7,477 | – | -0.19% | – |
| ESS | Exit | Essex Property Trust Inc | $0 | – | -1,069 | – | -0.19% | – |
| RXN | Exit | Rexnord Corp | $0 | – | -12,930 | – | -0.19% | – |
| HE | Exit | Hawaiian Electric Ind. | $0 | – | -7,700 | – | -0.19% | – |
| VLO | Exit | Valero Energy Corp. | $0 | – | -4,125 | – | -0.19% | – |
| ALXN | Exit | Alexion Pharmaceuticals Inc | $0 | – | -3,640 | – | -0.20% | – |
| WELL | Exit | Welltower Inc | $0 | – | -3,950 | – | -0.20% | – |
| ALGN | Exit | Align Technology | $0 | – | -1,978 | – | -0.20% | – |
| PPL | Exit | PPL Corp. | $0 | – | -11,607 | – | -0.20% | – |
| MU | Exit | Micron Technology Inc. | $0 | – | -8,525 | – | -0.20% | – |
| HPQ | Exit | HP Inc | $0 | – | -19,325 | – | -0.20% | – |
| CTSH | Exit | Cognizant Tech Solutions Corp. | $0 | – | -6,260 | – | -0.21% | – |
| PANW | Exit | Palo Alto Networks Inc | $0 | – | -1,875 | – | -0.21% | – |
| AGN | Exit | Allergan PLC | $0 | – | -2,276 | – | -0.21% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -11,442 | – | -0.22% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -7,850 | – | -0.22% | – |
| EXP | Exit | Eagle Materials Inc | $0 | – | -4,500 | – | -0.22% | – |
| EVRG | Exit | Evergy Inc | $0 | – | -6,170 | – | -0.23% | – |
| PRU | Exit | Prudential Financial, Inc. | $0 | – | -4,597 | – | -0.23% | – |
| DISCA | Exit | Discovery Inc | $0 | – | -15,800 | – | -0.23% | – |
| MPC | Exit | Marathon Petroleum Corp. | $0 | – | -7,050 | – | -0.24% | – |
| APO | Exit | Apollo Global Management Inc | $0 | – | -11,400 | – | -0.24% | – |
| EQR | Exit | Equity Residential Properties | $0 | – | -5,000 | – | -0.24% | – |
| DK | Exit | Delek US Holding Inc | $0 | – | -12,295 | – | -0.24% | – |
| EPAM | Exit | EPAM Systems Inc | $0 | – | -2,440 | – | -0.24% | – |
| EA | Exit | Electronic Arts Inc. | $0 | – | -4,631 | – | -0.25% | – |
| NEM | Exit | Newmont Goldcorp Corp. | $0 | – | -11,973 | – | -0.25% | – |
| BX | Exit | Blackstone Group Inc NPV | $0 | – | -9,300 | – | -0.25% | – |
| AWK | Exit | American Water Works Co Inc | $0 | – | -3,735 | – | -0.26% | – |
| FDX | Exit | Fedex Corp. | $0 | – | -3,198 | – | -0.26% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -2,112 | – | -0.26% | – |
| TRP | Exit | TC Energy Corp | $0 | – | -9,083 | – | -0.26% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -17,403 | – | -0.26% | – |
| KR | Exit | Kroger Co | $0 | – | -18,535 | – | -0.26% | – |
| CI | Exit | Cigna Corp | $0 | – | -3,147 | – | -0.26% | – |
| LNG | Exit | Cheniere Energy Inc | $0 | – | -7,630 | – | -0.26% | – |
| IRM | Exit | Iron Mountain Inc. | $0 | – | -15,155 | – | -0.27% | – |
| TTWO | Exit | Take-Two Interactive Software | $0 | – | -3,950 | – | -0.27% | – |
| CAT | Exit | Caterpillar Inc. | $0 | – | -3,955 | – | -0.28% | – |
| EXPE | Exit | Expedia Group Inc | $0 | – | -3,740 | – | -0.28% | – |
| ALL | Exit | Allstate Corp | $0 | – | -4,637 | – | -0.28% | – |
| BBT | Exit | BB&T Corporation | $0 | – | -9,458 | – | -0.28% | – |
| UDR | Exit | UDR Inc | $0 | – | -10,482 | – | -0.28% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -11,239 | – | -0.28% | – |
| VRTX | Exit | Vertex Pharmaceuticals Inc | $0 | – | -3,015 | – | -0.28% | – |
| NTR | Exit | Nutrien LTD | $0 | – | -10,566 | – | -0.29% | – |
| DLR | Exit | Digital Realty | $0 | – | -4,075 | – | -0.29% | – |
| MET | Exit | Metlife Inc | $0 | – | -11,298 | – | -0.29% | – |
| PTC | Exit | PTC Inc | $0 | – | -7,853 | – | -0.29% | – |
| EOG | Exit | EOG Resources | $0 | – | -7,210 | – | -0.29% | – |
| NI | Exit | Nisource Inc. | $0 | – | -18,497 | – | -0.30% | – |
| SPLK | Exit | Splunk Inc | $0 | – | -4,737 | – | -0.31% | – |
| GLPI | Exit | Gaming and Leisure Properties | $0 | – | -14,600 | – | -0.31% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -6,963 | – | -0.31% | – |
| HST | Exit | Host Hotels & Resorts Inc. | $0 | – | -32,822 | – | -0.31% | – |
| EXC | Exit | Exelon Corp. | $0 | – | -11,765 | – | -0.31% | – |
| MDT | Exit | Medtronic Inc | $0 | – | -5,283 | – | -0.32% | – |
| COF | Exit | Capital One Financial | $0 | – | -6,318 | – | -0.32% | – |
| ENB | Exit | Enbridge Inc | $0 | – | -16,482 | – | -0.32% | – |
| CMI | Exit | Cummins Inc | $0 | – | -3,555 | – | -0.32% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -14,147 | – | -0.32% | – |
| GILD | Exit | Gilead Science Inc | $0 | – | -9,339 | – | -0.33% | – |
| DRI | Exit | Darden Restaurants Inc. | $0 | – | -5,045 | – | -0.33% | – |
| EIX | Exit | Edison Int'l | $0 | – | -7,950 | – | -0.33% | – |
| GE | Exit | General Electric Co. | $0 | – | -68,557 | – | -0.34% | – |
| TXN | Exit | Texas Instruments | $0 | – | -4,761 | – | -0.34% | – |
| TMUS | Exit | T Mobile US Inc | $0 | – | -7,915 | – | -0.34% | – |
| SBUX | Exit | Starbucks Corp. | $0 | – | -7,115 | – | -0.35% | – |
| MKC | Exit | McCormick & Co. | $0 | – | -4,071 | – | -0.35% | – |
| ACN | Exit | Accenture PLC CL A | $0 | – | -3,350 | – | -0.35% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -5,650 | – | -0.35% | – |
| COLM | Exit | Columbia Sportswear Co | $0 | – | -6,711 | – | -0.36% | – |
| CCI | Exit | Crown Castle International Cor | $0 | – | -4,790 | – | -0.37% | – |
| TRV | Exit | The Travelers Companies, Inc. | $0 | – | -4,483 | – | -0.37% | – |
| BABA | Exit | Alibaba Group Holdings | $0 | – | -4,030 | – | -0.37% | – |
| ABBV | Exit | Abbvie Inc | $0 | – | -8,971 | – | -0.37% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -11,039 | – | -0.38% | – |
| IBM | Exit | International Business Machine | $0 | – | -4,821 | – | -0.39% | – |
| PPG | Exit | PPG Industries, Inc. | $0 | – | -5,965 | – | -0.39% | – |
| LOW | Exit | Lowe's Co. | $0 | – | -6,539 | – | -0.40% | – |
| PFG | Exit | Principal Financial Group | $0 | – | -12,706 | – | -0.40% | – |
| MDLZ | Exit | Mondelez International Inc | $0 | – | -13,423 | – | -0.41% | – |
| CELG | Exit | Celgene Corp. | $0 | – | -7,572 | – | -0.41% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -13,861 | – | -0.42% | – |
| UPS | Exit | United Parcel Services Cl B | $0 | – | -6,532 | – | -0.43% | – |
| ABT | Exit | Abbott Labs | $0 | – | -9,525 | – | -0.44% | – |
| QCOM | Exit | Qualcomm Inc. | $0 | – | -10,548 | – | -0.44% | – |
| NVDA | Exit | NVIDIA Corp. | $0 | – | -4,650 | – | -0.44% | – |
| AEP | Exit | American Electric Power | $0 | – | -8,725 | – | -0.45% | – |
| DG | Exit | Dollar General | $0 | – | -5,238 | – | -0.46% | – |
| AVGO | Exit | Broadcom Inc | $0 | – | -3,049 | – | -0.46% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -3,572 | – | -0.47% | – |
| COST | Exit | Costco Co. | $0 | – | -3,005 | – | -0.48% | – |
| PLD | Exit | Prologis Trust | $0 | – | -10,295 | – | -0.48% | – |
| SCHW | Exit | Charles Schwab Corp. | $0 | – | -21,005 | – | -0.48% | – |
| GPN | Exit | Global Payments Inc. | $0 | – | -5,554 | – | -0.49% | – |
| RNG | Exit | RingCentral Inc | $0 | – | -7,106 | – | -0.49% | – |
| EXAS | Exit | Exact Sciences Corp | $0 | – | -10,230 | – | -0.51% | – |
| GS | Exit | Goldman Sachs Group | $0 | – | -4,527 | – | -0.52% | – |
| PODD | Exit | Insulet Corp | $0 | – | -5,755 | – | -0.52% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -10,018 | – | -0.53% | – |
| STZ | Exit | Constellation Brands | $0 | – | -4,698 | – | -0.54% | – |
| CMS | Exit | CMS Energy Corp. | $0 | – | -15,493 | – | -0.54% | – |
| ATVI | Exit | Activision Blizzard Inc | $0 | – | -19,054 | – | -0.55% | – |
| C | Exit | Citigroup Inc. | $0 | – | -14,610 | – | -0.56% | – |
| MS | Exit | Morgan Stanley, Dean Witter, D | $0 | – | -23,698 | – | -0.56% | – |
| NFLX | Exit | Netflix Inc | $0 | – | -3,812 | – | -0.56% | – |
| SO | Exit | Southern Co. | $0 | – | -16,615 | – | -0.56% | – |
| ZTS | Exit | Zoetis | $0 | – | -8,244 | – | -0.56% | – |
| AJG | Exit | Arthur J. Gallagher & Co. | $0 | – | -11,632 | – | -0.57% | – |
| NOW | Exit | Servicenow Inc | $0 | – | -4,144 | – | -0.58% | – |
| CHD | Exit | Church & Dwight Co. | $0 | – | -14,275 | – | -0.59% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -4,700 | – | -0.60% | – |
| CRM | Exit | Salesforce.com Inc | $0 | – | -7,775 | – | -0.64% | – |
| AXP | Exit | American Express | $0 | – | -10,110 | – | -0.66% | – |
| DHR | Exit | Danaher Corp. | $0 | – | -8,378 | – | -0.66% | – |
| UTX | Exit | United Technologies | $0 | – | -9,049 | – | -0.68% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -9,032 | – | -0.70% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -5,880 | – | -0.70% | – |
| PYPL | Exit | PayPal Holdings Inc | $0 | – | -12,550 | – | -0.72% | – |
| WFC | Exit | Wells Fargo Co. | $0 | – | -25,858 | – | -0.72% | – |
| UNP | Exit | Union Pacific | $0 | – | -8,512 | – | -0.76% | – |
| MMC | Exit | Marsh & McLennan Companies, In | $0 | – | -13,975 | – | -0.77% | – |
| KO | Exit | Coca-Cola | $0 | – | -26,875 | – | -0.80% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -24,990 | – | -0.83% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -28,298 | – | -0.86% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -12,000 | – | -0.86% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -13,330 | – | -0.87% | – |
| TGT | Exit | Target Corp. | $0 | – | -15,006 | – | -0.88% | – |
| CSCO | Exit | Cisco Systems | $0 | – | -33,588 | – | -0.91% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -12,123 | – | -0.91% | – |
| LLY | Exit | Lilly (Eli) & Co. | $0 | – | -15,026 | – | -0.92% | – |
| WMT | Exit | Walmart Stores Inc | $0 | – | -14,285 | – | -0.93% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -48,281 | – | -0.95% | – |
| CMCSA | Exit | Comcast Corp | $0 | – | -39,030 | – | -0.97% | – |
| TMO | Exit | Thermo Fisher Scientific Inc | $0 | – | -6,106 | – | -0.98% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -25,593 | – | -0.99% | – |
| MA | Exit | MasterCard Inc | $0 | – | -6,720 | – | -1.00% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -22,580 | – | -1.04% | – |
| ADBE | Exit | Adobe Inc | $0 | – | -6,967 | – | -1.06% | – |
| INTC | Exit | Intel Corp. | $0 | – | -37,456 | – | -1.06% | – |
| HON | Exit | Honeywell International, Inc. | $0 | – | -11,541 | – | -1.07% | – |
| T | Exit | AT&T Inc. | $0 | – | -55,084 | – | -1.15% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -9,778 | – | -1.15% | – |
| PG | Exit | Procter & Gamble Inc | $0 | – | -17,038 | – | -1.16% | – |
| BA | Exit | Boeing Company | $0 | – | -5,805 | – | -1.22% | – |
| GOOGL | Exit | Alphabet Inc Class A | $0 | – | -1,849 | – | -1.24% | – |
| GOOG | Exit | Alphabet Inc Class C | $0 | – | -1,883 | – | -1.26% | – |
| NOC | Exit | Northrop Grumman Corp. | $0 | – | -6,197 | – | -1.28% | – |
| V | Exit | Visa Inc | $0 | – | -13,750 | – | -1.30% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -19,695 | – | -1.40% | – |
| HD | Exit | Home Depot, Inc. | $0 | – | -12,228 | – | -1.56% | – |
| FB | Exit | Facebook Inc | $0 | – | -16,520 | – | -1.62% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -28,214 | – | -1.83% | – |
| AMZN | Exit | Amazon.com, Inc. | $0 | – | -3,351 | – | -3.20% | – |
| AAPL | Exit | Apple Inc | $0 | – | -30,698 | – | -3.78% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -62,666 | – | -4.79% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| V | Buy | Visa Inc | $2,365,000 | +26.8% | 13,750 | +28.0% | 1.30% | +24.5% |
| MA | New | MasterCard Inc | $1,825,000 | – | 6,720 | – | 1.00% | – |
| PYPL | New | PayPal Holdings Inc | $1,300,000 | – | 12,550 | – | 0.72% | – |
| GPN | New | Global Payments Inc. | $883,000 | – | 5,554 | – | 0.49% | – |
| LOW | Sell | Lowe's Co. | $719,000 | -28.0% | 6,539 | -33.9% | 0.40% | -29.3% |
| ACN | Sell | Accenture PLC CL A | $644,000 | -29.2% | 3,350 | -31.9% | 0.35% | -30.6% |
| DRI | Sell | Darden Restaurants Inc. | $596,000 | -50.5% | 5,045 | -49.0% | 0.33% | -51.3% |
| GLPI | New | Gaming and Leisure Properties | $558,000 | – | 14,600 | – | 0.31% | – |
| APO | New | Apollo Global Management Inc | $431,000 | – | 11,400 | – | 0.24% | – |
| PRU | Sell | Prudential Financial, Inc. | $414,000 | -60.7% | 4,597 | -56.0% | 0.23% | -61.4% |
| MAR | Sell | Marriott International | $336,000 | -55.3% | 2,705 | -49.5% | 0.18% | -56.2% |
| DD | Sell | Du Pont (E.I.) De Nemours & Co | $332,000 | -5.1% | 4,653 | -0.2% | 0.18% | -6.6% |
| GSK | New | GlaxoSmithKline plc ADR | $319,000 | – | 7,470 | – | 0.18% | – |
| BMY | New | Bristol Myers Squibb | $295,000 | – | 5,820 | – | 0.16% | – |
| PM | Buy | Philip Morris International In | $232,000 | 0.0% | 3,055 | +3.6% | 0.13% | -1.5% |
| CAG | New | Conagra Brands Inc | $215,000 | – | 7,000 | – | 0.12% | – |
| ARLP | New | Alliance Resource Partners | $209,000 | – | 13,075 | – | 0.12% | – |
| DRE | New | Duke Realty Corp. | $207,000 | – | 6,100 | – | 0.11% | – |
| ET | New | Energy Transfer LP | $202,000 | – | 15,445 | – | 0.11% | – |
| VGR | Buy | Vector Group Ltd | $175,000 | +28.7% | 14,670 | +5.0% | 0.10% | +26.3% |
| F | Exit | Ford Motor Co. | $0 | – | -19,175 | – | -0.11% | – |
| CMA | Exit | Comerica, Inc. | $0 | – | -3,000 | – | -0.12% | – |
| DCP | Exit | DCP Midstream LP | $0 | – | -7,575 | – | -0.12% | – |
| APO | Exit | Apollo Global Management LLC | $0 | – | -11,400 | – | -0.22% | – |
| TAP | Exit | Molson Coors Brewing Company | $0 | – | -8,547 | – | -0.27% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -8,209 | – | -0.32% | – |
| TSS | Exit | Total System Services | $0 | – | -6,856 | – | -0.49% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | New | Microsoft Corp | $8,395,000 | – | 62,666 | – | 4.71% | – |
| AMZN | New | Amazon.com, Inc. | $6,336,000 | – | 3,351 | – | 3.55% | – |
| AAPL | New | Apple Inc | $6,076,000 | – | 30,698 | – | 3.41% | – |
| FB | New | Facebook Inc | $3,189,000 | – | 16,520 | – | 1.79% | – |
| JPM | New | JPMorgan Chase & Co. | $3,154,000 | – | 28,214 | – | 1.77% | – |
| JNJ | New | Johnson & Johnson | $2,743,000 | – | 19,695 | – | 1.54% | – |
| HD | New | Home Depot, Inc. | $2,543,000 | – | 12,228 | – | 1.42% | – |
| BA | New | Boeing Company | $2,113,000 | – | 5,805 | – | 1.18% | – |
| PFE | New | Pfizer, Inc. | $2,092,000 | – | 48,281 | – | 1.17% | – |
| ADBE | New | Adobe Inc | $2,052,000 | – | 6,967 | – | 1.15% | – |
| GOOG | New | Alphabet Inc Class C | $2,035,000 | – | 1,883 | – | 1.14% | – |
| MCD | New | McDonald's Corp. | $2,030,000 | – | 9,778 | – | 1.14% | – |
| HON | New | Honeywell International, Inc. | $2,015,000 | – | 11,541 | – | 1.13% | – |
| GOOGL | New | Alphabet Inc Class A | $2,002,000 | – | 1,849 | – | 1.12% | – |
| NOC | New | Northrop Grumman Corp. | $2,002,000 | – | 6,197 | – | 1.12% | – |
| XOM | New | Exxon Mobil Corp. | $1,961,000 | – | 25,593 | – | 1.10% | – |
| MRK | New | Merck & Co., Inc. | $1,893,000 | – | 22,580 | – | 1.06% | – |
| PG | New | Procter & Gamble Inc | $1,868,000 | – | 17,038 | – | 1.05% | – |
| V | New | Visa Inc | $1,865,000 | – | 10,745 | – | 1.04% | – |
| T | New | AT&T Inc. | $1,846,000 | – | 55,084 | – | 1.04% | – |
| CSCO | New | Cisco Systems | $1,833,000 | – | 33,588 | – | 1.03% | – |
| INTC | New | Intel Corp. | $1,793,000 | – | 37,456 | – | 1.00% | – |
| TMO | New | Thermo Fisher Scientific Inc | $1,793,000 | – | 6,106 | – | 1.00% | – |
| DIS | New | Walt Disney Co. | $1,676,000 | – | 12,000 | – | 0.94% | – |
| LLY | New | Lilly (Eli) & Co. | $1,665,000 | – | 15,026 | – | 0.93% | – |
| CVX | New | Chevron Corp. | $1,659,000 | – | 13,330 | – | 0.93% | – |
| CMCSA | New | Comcast Corp | $1,649,000 | – | 39,030 | – | 0.92% | – |
| ORCL | New | Oracle Corp. | $1,612,000 | – | 28,298 | – | 0.90% | – |
| PEP | New | PepsiCo, Inc. | $1,590,000 | – | 12,123 | – | 0.89% | – |
| WMT | New | Walmart Stores Inc | $1,578,000 | – | 14,285 | – | 0.88% | – |
| UNP | New | Union Pacific | $1,439,000 | – | 8,512 | – | 0.81% | – |
| UNH | New | United Health Group Inc. | $1,435,000 | – | 5,880 | – | 0.80% | – |
| VZ | New | Verizon Communications Inc | $1,428,000 | – | 24,990 | – | 0.80% | – |
| NFLX | New | Netflix Inc | $1,400,000 | – | 3,812 | – | 0.78% | – |
| MMC | New | Marsh & McLennan Companies, In | $1,394,000 | – | 13,975 | – | 0.78% | – |
| KO | New | Coca-Cola | $1,368,000 | – | 26,875 | – | 0.77% | – |
| TGT | New | Target Corp. | $1,300,000 | – | 15,006 | – | 0.73% | – |
| AXP | New | American Express | $1,248,000 | – | 10,110 | – | 0.70% | – |
| PNC | New | PNC Financial Services Group | $1,240,000 | – | 9,032 | – | 0.70% | – |
| WFC | New | Wells Fargo Co. | $1,224,000 | – | 25,858 | – | 0.69% | – |
| EXAS | New | Exact Sciences Corp | $1,206,000 | – | 10,230 | – | 0.68% | – |
| DRI | New | Darden Restaurants Inc. | $1,203,000 | – | 9,885 | – | 0.67% | – |
| DHR | New | Danaher Corp. | $1,197,000 | – | 8,378 | – | 0.67% | – |
| CRM | New | Salesforce.com Inc | $1,180,000 | – | 7,775 | – | 0.66% | – |
| UTX | New | United Technologies | $1,178,000 | – | 9,049 | – | 0.66% | – |
| NOW | New | Servicenow Inc | $1,138,000 | – | 4,144 | – | 0.64% | – |
| PRU | New | Prudential Financial, Inc. | $1,054,000 | – | 10,437 | – | 0.59% | – |
| CHD | New | Church & Dwight Co. | $1,043,000 | – | 14,275 | – | 0.58% | – |
| MS | New | Morgan Stanley, Dean Witter, D | $1,038,000 | – | 23,698 | – | 0.58% | – |
| C | New | Citigroup Inc. | $1,023,000 | – | 14,610 | – | 0.57% | – |
| AJG | New | Arthur J. Gallagher & Co. | $1,019,000 | – | 11,632 | – | 0.57% | – |
| ANTM | New | Anthem Inc | $1,008,000 | – | 3,572 | – | 0.56% | – |
| LOW | New | Lowe's Co. | $998,000 | – | 9,894 | – | 0.56% | – |
| NEE | New | NextEra Energy Inc | $963,000 | – | 4,700 | – | 0.54% | – |
| ZTS | New | Zoetis | $936,000 | – | 8,244 | – | 0.52% | – |
| GS | New | Goldman Sachs Group | $926,000 | – | 4,527 | – | 0.52% | – |
| STZ | New | Constellation Brands | $925,000 | – | 4,698 | – | 0.52% | – |
| SO | New | Southern Co. | $918,000 | – | 16,615 | – | 0.52% | – |
| ACN | New | Accenture PLC CL A | $909,000 | – | 4,920 | – | 0.51% | – |
| ATVI | New | Activision Blizzard Inc | $900,000 | – | 19,054 | – | 0.50% | – |
| CMS | New | CMS Energy Corp. | $897,000 | – | 15,493 | – | 0.50% | – |
| DUK | New | Duke Energy Corp. | $884,000 | – | 10,018 | – | 0.50% | – |
| TSS | New | Total System Services | $879,000 | – | 6,856 | – | 0.49% | – |
| AVGO | New | Broadcom Inc | $877,000 | – | 3,049 | – | 0.49% | – |
| SCHW | New | Charles Schwab Corp. | $844,000 | – | 21,005 | – | 0.47% | – |
| PLD | New | Prologis Trust | $825,000 | – | 10,295 | – | 0.46% | – |
| RNG | New | RingCentral Inc | $817,000 | – | 7,106 | – | 0.46% | – |
| QCOM | New | Qualcomm Inc. | $802,000 | – | 10,548 | – | 0.45% | – |
| ABT | New | Abbott Labs | $801,000 | – | 9,525 | – | 0.45% | – |
| COST | New | Costco Co. | $794,000 | – | 3,005 | – | 0.44% | – |
| AEP | New | American Electric Power | $768,000 | – | 8,725 | – | 0.43% | – |
| NVDA | New | NVIDIA Corp. | $764,000 | – | 4,650 | – | 0.43% | – |
| MAR | New | Marriott International | $752,000 | – | 5,360 | – | 0.42% | – |
| PFG | New | Principal Financial Group | $736,000 | – | 12,706 | – | 0.41% | – |
| USB | New | U.S. Bancorp | $726,000 | – | 13,861 | – | 0.41% | – |
| MDLZ | New | Mondelez International Inc | $723,000 | – | 13,423 | – | 0.40% | – |
| GE | New | General Electric Co. | $720,000 | – | 68,557 | – | 0.40% | – |
| DG | New | Dollar General | $708,000 | – | 5,238 | – | 0.40% | – |
| PTC | New | PTC Inc | $705,000 | – | 7,853 | – | 0.40% | – |
| CELG | New | Celgene Corp. | $699,000 | – | 7,572 | – | 0.39% | – |
| PPG | New | PPG Industries, Inc. | $696,000 | – | 5,965 | – | 0.39% | – |
| PODD | New | Insulet Corp | $687,000 | – | 5,755 | – | 0.38% | – |
| BABA | New | Alibaba Group Holdings | $683,000 | – | 4,030 | – | 0.38% | – |
| UPS | New | United Parcel Services Cl B | $675,000 | – | 6,532 | – | 0.38% | – |
| EOG | New | EOG Resources | $672,000 | – | 7,210 | – | 0.38% | – |
| COLM | New | Columbia Sportswear Co | $673,000 | – | 6,711 | – | 0.38% | – |
| MO | New | Altria Group, Inc. | $670,000 | – | 14,147 | – | 0.38% | – |
| TRV | New | The Travelers Companies, Inc. | $670,000 | – | 4,483 | – | 0.38% | – |
| IBM | New | International Business Machine | $665,000 | – | 4,821 | – | 0.37% | – |
| ABBV | New | Abbvie Inc | $652,000 | – | 8,971 | – | 0.36% | – |
| MKC | New | McCormick & Co. | $631,000 | – | 4,071 | – | 0.35% | – |
| GILD | New | Gilead Science Inc | $631,000 | – | 9,339 | – | 0.35% | – |
| CCI | New | Crown Castle International Cor | $624,000 | – | 4,790 | – | 0.35% | – |
| CMI | New | Cummins Inc | $609,000 | – | 3,555 | – | 0.34% | – |
| CVS | New | CVS Health Corp | $602,000 | – | 11,039 | – | 0.34% | – |
| HST | New | Host Hotels & Resorts Inc. | $598,000 | – | 32,822 | – | 0.34% | – |
| ATO | New | Atmos Energy Corp. | $596,000 | – | 5,650 | – | 0.33% | – |
| ENB | New | Enbridge Inc | $595,000 | – | 16,482 | – | 0.33% | – |
| SBUX | New | Starbucks Corp. | $596,000 | – | 7,115 | – | 0.33% | – |
| SPLK | New | Splunk Inc | $596,000 | – | 4,737 | – | 0.33% | – |
| TMUS | New | T Mobile US Inc | $587,000 | – | 7,915 | – | 0.33% | – |
| APC | New | Anadarko Petroleum Corp. | $579,000 | – | 8,209 | – | 0.32% | – |
| COF | New | Capital One Financial | $573,000 | – | 6,318 | – | 0.32% | – |
| NTR | New | Nutrien LTD | $565,000 | – | 10,566 | – | 0.32% | – |
| EXC | New | Exelon Corp. | $564,000 | – | 11,765 | – | 0.32% | – |
| MET | New | Metlife Inc | $561,000 | – | 11,298 | – | 0.31% | – |
| VRTX | New | Vertex Pharmaceuticals Inc | $553,000 | – | 3,015 | – | 0.31% | – |
| TXN | New | Texas Instruments | $546,000 | – | 4,761 | – | 0.31% | – |
| ALGN | New | Align Technology | $542,000 | – | 1,978 | – | 0.30% | – |
| D | New | Dominion Energy Inc | $538,000 | – | 6,963 | – | 0.30% | – |
| CAT | New | Caterpillar Inc. | $539,000 | – | 3,955 | – | 0.30% | – |
| EIX | New | Edison Int'l | $536,000 | – | 7,950 | – | 0.30% | – |
| NI | New | Nisource Inc. | $533,000 | – | 18,497 | – | 0.30% | – |
| FDX | New | Fedex Corp. | $525,000 | – | 3,198 | – | 0.29% | – |
| LNG | New | Cheniere Energy Inc | $522,000 | – | 7,630 | – | 0.29% | – |
| MDT | New | Medtronic Inc | $515,000 | – | 5,283 | – | 0.29% | – |
| DK | New | Delek US Holding Inc | $498,000 | – | 12,295 | – | 0.28% | – |
| EXPE | New | Expedia Group Inc | $498,000 | – | 3,740 | – | 0.28% | – |
| BK | New | Bank of New York Mellon Corp. | $496,000 | – | 11,239 | – | 0.28% | – |
| CI | New | Cigna Corp | $496,000 | – | 3,147 | – | 0.28% | – |
| FITB | New | Fifth Third Bancorp | $486,000 | – | 17,403 | – | 0.27% | – |
| DISCA | New | Discovery Inc | $485,000 | – | 15,800 | – | 0.27% | – |
| DLR | New | Digital Realty | $480,000 | – | 4,075 | – | 0.27% | – |
| TAP | New | Molson Coors Brewing Company | $479,000 | – | 8,547 | – | 0.27% | – |
| APD | New | Air Products & Chemicals, Inc. | $478,000 | – | 2,112 | – | 0.27% | – |
| ALXN | New | Alexion Pharmaceuticals Inc | $477,000 | – | 3,640 | – | 0.27% | – |
| IRM | New | Iron Mountain Inc. | $474,000 | – | 15,155 | – | 0.27% | – |
| ALL | New | Allstate Corp | $472,000 | – | 4,637 | – | 0.26% | – |
| UDR | New | UDR Inc | $471,000 | – | 10,482 | – | 0.26% | – |
| EA | New | Electronic Arts Inc. | $469,000 | – | 4,631 | – | 0.26% | – |
| BBT | New | BB&T Corporation | $465,000 | – | 9,458 | – | 0.26% | – |
| NEM | New | Newmont Goldcorp Corp. | $461,000 | – | 11,973 | – | 0.26% | – |
| SLB | New | Schlumberger Ltd. | $455,000 | – | 11,442 | – | 0.26% | – |
| TRP | New | TC Energy Corp | $450,000 | – | 9,083 | – | 0.25% | – |
| TTWO | New | Take-Two Interactive Software | $448,000 | – | 3,950 | – | 0.25% | – |
| AWK | New | American Water Works Co Inc | $433,000 | – | 3,735 | – | 0.24% | – |
| EPAM | New | EPAM Systems Inc | $422,000 | – | 2,440 | – | 0.24% | – |
| EXP | New | Eagle Materials Inc | $417,000 | – | 4,500 | – | 0.23% | – |
| BX | New | Blackstone Group Inc NPV | $413,000 | – | 9,300 | – | 0.23% | – |
| HPQ | New | HP Inc | $402,000 | – | 19,325 | – | 0.22% | – |
| KR | New | Kroger Co | $402,000 | – | 18,535 | – | 0.22% | – |
| CTSH | New | Cognizant Tech Solutions Corp. | $397,000 | – | 6,260 | – | 0.22% | – |
| GTLS | New | Chart Industries Inc | $397,000 | – | 5,165 | – | 0.22% | – |
| MPC | New | Marathon Petroleum Corp. | $394,000 | – | 7,050 | – | 0.22% | – |
| FLS | New | Flowserve Corp. | $394,000 | – | 7,477 | – | 0.22% | – |
| IEP | New | Icahn Enterprises LP | $393,000 | – | 5,425 | – | 0.22% | – |
| RXN | New | Rexnord Corp | $391,000 | – | 12,930 | – | 0.22% | – |
| APO | New | Apollo Global Management LLC | $391,000 | – | 11,400 | – | 0.22% | – |
| PANW | New | Palo Alto Networks Inc | $382,000 | – | 1,875 | – | 0.21% | – |
| AGN | New | Allergan PLC | $381,000 | – | 2,276 | – | 0.21% | – |
| EQR | New | Equity Residential Properties | $380,000 | – | 5,000 | – | 0.21% | – |
| HOLX | New | Hologic Inc | $377,000 | – | 7,850 | – | 0.21% | – |
| EVRG | New | Evergy Inc | $371,000 | – | 6,170 | – | 0.21% | – |
| GLW | New | Corning Inc. | $369,000 | – | 11,118 | – | 0.21% | – |
| JD | New | JD.com Inc | $367,000 | – | 12,105 | – | 0.21% | – |
| NFG | New | National Fuel Gas Co. | $364,000 | – | 6,900 | – | 0.20% | – |
| PPL | New | PPL Corp. | $360,000 | – | 11,607 | – | 0.20% | – |
| VLO | New | Valero Energy Corp. | $353,000 | – | 4,125 | – | 0.20% | – |
| EPD | New | Enterprise Products Partners L | $351,000 | – | 12,156 | – | 0.20% | – |
| DD | New | Du Pont (E.I.) De Nemours & Co | $350,000 | – | 4,662 | – | 0.20% | – |
| BXP | New | Boston Properties Inc | $348,000 | – | 2,700 | – | 0.20% | – |
| HE | New | Hawaiian Electric Ind. | $335,000 | – | 7,700 | – | 0.19% | – |
| ALB | New | Albemarle Corp | $332,000 | – | 4,710 | – | 0.19% | – |
| MU | New | Micron Technology Inc. | $329,000 | – | 8,525 | – | 0.18% | – |
| WBA | New | Walgreens Boots Alliance Inc | $323,000 | – | 5,903 | – | 0.18% | – |
| WELL | New | Welltower Inc | $322,000 | – | 3,950 | – | 0.18% | – |
| LVS | New | Las Vegas Sands | $321,000 | – | 5,425 | – | 0.18% | – |
| TSCO | New | Tractor Supply Company | $319,000 | – | 2,933 | – | 0.18% | – |
| BMRN | New | Biomarin Pharmaceutical Inc | $319,000 | – | 3,725 | – | 0.18% | – |
| PEG | New | Public Service Enterprise Grou | $318,000 | – | 5,400 | – | 0.18% | – |
| ESS | New | Essex Property Trust Inc | $312,000 | – | 1,069 | – | 0.18% | – |
| SPG | New | Simon Property Group, Inc. | $300,000 | – | 1,880 | – | 0.17% | – |
| LPT | New | Liberty Property Trust | $294,000 | – | 5,875 | – | 0.16% | – |
| GM | New | General Motors Inc | $294,000 | – | 7,640 | – | 0.16% | – |
| MTX | New | Minerals Technologies Inc | $292,000 | – | 5,465 | – | 0.16% | – |
| ARCC | New | Ares Capital Corp | $291,000 | – | 16,200 | – | 0.16% | – |
| DVA | New | Davita Inc | $288,000 | – | 5,115 | – | 0.16% | – |
| KKR | New | KKR & Co Inc | $285,000 | – | 11,275 | – | 0.16% | – |
| SEE | New | Sealed Air Corp. | $284,000 | – | 6,650 | – | 0.16% | – |
| WES | New | Western Midstream Partners LP | $282,000 | – | 9,150 | – | 0.16% | – |
| CNK | New | Cinemark Holdings Inc. | $282,000 | – | 7,800 | – | 0.16% | – |
| DGX | New | Quest Diagnostics Inc | $270,000 | – | 2,650 | – | 0.15% | – |
| WMB | New | Williams Cos. | $269,000 | – | 9,600 | – | 0.15% | – |
| HCP | New | HCP Inc | $255,000 | – | 7,975 | – | 0.14% | – |
| SBRA | New | Sabra Health Care REIT Inc | $255,000 | – | 12,970 | – | 0.14% | – |
| FTV | New | Fortive Corp | $252,000 | – | 3,097 | – | 0.14% | – |
| HAL | New | Halliburton Co. | $251,000 | – | 11,017 | – | 0.14% | – |
| MRC | New | MRC Global Inc | $249,000 | – | 14,535 | – | 0.14% | – |
| WY | New | Weyerhaeuser Co. | $249,000 | – | 9,440 | – | 0.14% | – |
| BDX | New | Becton Dickinson and Co | $248,000 | – | 984 | – | 0.14% | – |
| EPR | New | EPR Properties | $241,000 | – | 3,225 | – | 0.14% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $239,000 | – | 1,400 | – | 0.13% | – |
| VMC | New | Vulcan Materials | $239,000 | – | 1,738 | – | 0.13% | – |
| LAMR | New | Lamar Advertising Co | $234,000 | – | 2,900 | – | 0.13% | – |
| PM | New | Philip Morris International In | $232,000 | – | 2,950 | – | 0.13% | – |
| DOW | New | Dow Inc | $229,000 | – | 4,653 | – | 0.13% | – |
| CPE | New | Callon Petroleum Co | $229,000 | – | 34,766 | – | 0.13% | – |
| DCP | New | DCP Midstream LP | $222,000 | – | 7,575 | – | 0.12% | – |
| DOX | New | Amdocs Ltd | $220,000 | – | 3,550 | – | 0.12% | – |
| KMI | New | Kinder Morgan Inc. | $217,000 | – | 10,377 | – | 0.12% | – |
| CMA | New | Comerica, Inc. | $218,000 | – | 3,000 | – | 0.12% | – |
| GRMN | New | Garmin Ltd | $215,000 | – | 2,700 | – | 0.12% | – |
| ACC | New | American Campus Communities | $214,000 | – | 4,635 | – | 0.12% | – |
| CVA | New | Covanta Holding Corp | $208,000 | – | 11,625 | – | 0.12% | – |
| MCK | New | Mckesson HBOC Inc. | $206,000 | – | 1,530 | – | 0.12% | – |
| STX | New | Seagate Technology | $203,000 | – | 4,300 | – | 0.11% | – |
| F | New | Ford Motor Co. | $196,000 | – | 19,175 | – | 0.11% | – |
| KIM | New | Kimco Realty Corp. | $185,000 | – | 10,000 | – | 0.10% | – |
| FCX | New | Freeport-McMoRan Inc | $139,000 | – | 11,995 | – | 0.08% | – |
| VGR | New | Vector Group Ltd | $136,000 | – | 13,971 | – | 0.08% | – |
| OCSL | New | Oaktree Specialty Lending Co | $106,000 | – | 19,550 | – | 0.06% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OCSL | Exit | Oaktree Specialty Lending Co | $0 | – | -20,815 | – | -0.05% | – |
| CSIQ | Exit | Canadian Solar Inc | $0 | – | -10,995 | – | -0.08% | – |
| KIM | Exit | Kimco Realty Corp. | $0 | – | -10,000 | – | -0.09% | – |
| FCX | Exit | Freeport-McMoRan Inc | $0 | – | -12,245 | – | -0.09% | – |
| MAT | Exit | Mattel Inc. | $0 | – | -10,770 | – | -0.09% | – |
| F | Exit | Ford Motor Co. | $0 | – | -19,425 | – | -0.10% | – |
| VGR | Exit | Vector Group Ltd | $0 | – | -13,972 | – | -0.10% | – |
| CVA | Exit | Covanta Holding Corp | $0 | – | -12,400 | – | -0.11% | – |
| MCK | Exit | Mckesson HBOC Inc. | $0 | – | -1,535 | – | -0.11% | – |
| GRMN | Exit | Garmin Ltd | $0 | – | -2,900 | – | -0.11% | – |
| STX | Exit | Seagate Technology | $0 | – | -4,500 | – | -0.11% | – |
| HCP | Exit | HCP Inc | $0 | – | -8,175 | – | -0.11% | – |
| KMI | Exit | Kinder Morgan Inc. | $0 | – | -12,172 | – | -0.11% | – |
| RDSA | Exit | Royal Dutch Shell PLC ADR | $0 | – | -3,150 | – | -0.11% | – |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -1,500 | – | -0.12% | – |
| EPR | Exit | EPR Properties | $0 | – | -3,300 | – | -0.12% | – |
| WRI | Exit | Weingarten Realty Investors | $0 | – | -7,740 | – | -0.12% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -3,575 | – | -0.12% | – |
| LAMR | Exit | Lamar Advertising Co | $0 | – | -3,100 | – | -0.13% | – |
| PM | Exit | Philip Morris International In | $0 | – | -2,950 | – | -0.13% | – |
| CAG | Exit | Conagra Brands Inc | $0 | – | -7,400 | – | -0.13% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -6,175 | – | -0.14% | – |
| BDX | Exit | Becton Dickinson and Co | $0 | – | -995 | – | -0.14% | – |
| WELL | Exit | Welltower Inc | $0 | – | -4,050 | – | -0.14% | – |
| WMB | Exit | Williams Cos. | $0 | – | -9,600 | – | -0.14% | – |
| GM | Exit | General Motors Inc | $0 | – | -7,715 | – | -0.14% | – |
| FTV | Exit | Fortive Corp | $0 | – | -3,113 | – | -0.14% | – |
| IMPV | Exit | Imperva Inc | $0 | – | -5,655 | – | -0.14% | – |
| SEE | Exit | Sealed Air Corp. | $0 | – | -6,688 | – | -0.14% | – |
| TSCO | Exit | Tractor Supply Company | $0 | – | -2,950 | – | -0.14% | – |
| WES | Exit | Western Gas Partners | $0 | – | -6,200 | – | -0.14% | – |
| CMA | Exit | Comerica, Inc. | $0 | – | -3,000 | – | -0.14% | – |
| MRC | Exit | MRC Global Inc | $0 | – | -14,590 | – | -0.14% | – |
| ARCC | Exit | Ares Capital Corp | $0 | – | -16,200 | – | -0.15% | – |
| ESS | Exit | Essex Property Trust Inc | $0 | – | -1,128 | – | -0.15% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -2,650 | – | -0.15% | – |
| HE | Exit | Hawaiian Electric Ind. | $0 | – | -8,050 | – | -0.15% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -5,400 | – | -0.15% | – |
| IVZ | Exit | Invesco Ltd | $0 | – | -12,835 | – | -0.15% | – |
| MHK | Exit | Mohawk Industries Inc. | $0 | – | -1,690 | – | -0.16% | – |
| WY | Exit | Weyerhaeuser Co. | $0 | – | -9,440 | – | -0.16% | – |
| MAC | Exit | Macerich Co. | $0 | – | -5,535 | – | -0.16% | – |
| SBRA | Exit | Sabra Health Care REIT Inc | $0 | – | -13,284 | – | -0.16% | – |
| DCP | Exit | DCP Midstream LP | $0 | – | -7,800 | – | -0.16% | – |
| JD | Exit | JD.com Inc | $0 | – | -12,145 | – | -0.17% | – |
| LVS | Exit | Las Vegas Sands | $0 | – | -5,425 | – | -0.17% | – |
| KKR | Exit | KKR & Co Inc | $0 | – | -11,825 | – | -0.17% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -7,975 | – | -0.17% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -2,700 | – | -0.17% | – |
| CNK | Exit | Cinemark Holdings Inc. | $0 | – | -8,300 | – | -0.18% | – |
| BLMN | Exit | Bloomin Brands Inc | $0 | – | -17,105 | – | -0.18% | – |
| PPL | Exit | PPL Corp. | $0 | – | -12,090 | – | -0.19% | – |
| SPG | Exit | Simon Property Group, Inc. | $0 | – | -2,030 | – | -0.19% | – |
| BMRN | Exit | Biomarin Pharmaceutical Inc | $0 | – | -3,735 | – | -0.19% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -2,200 | – | -0.19% | – |
| MTX | Exit | Minerals Technologies Inc | $0 | – | -5,485 | – | -0.20% | – |
| GG | Exit | Goldcorp Inc | $0 | – | -36,650 | – | -0.20% | – |
| TRP | Exit | Transcanada Corp | $0 | – | -9,316 | – | -0.20% | – |
| DVA | Exit | Davita Inc | $0 | – | -5,325 | – | -0.20% | – |
| BX | Exit | Blackstone Group LP | $0 | – | -10,000 | – | -0.20% | – |
| MU | Exit | Micron Technology Inc. | $0 | – | -8,565 | – | -0.20% | – |
| IEP | Exit | Icahn Enterprises LP | $0 | – | -5,550 | – | -0.21% | – |
| EXP | Exit | Eagle Materials Inc | $0 | – | -4,625 | – | -0.21% | – |
| GLW | Exit | Corning Inc. | $0 | – | -11,218 | – | -0.21% | – |
| RXN | Exit | Rexnord Corp | $0 | – | -12,980 | – | -0.21% | – |
| GTLS | Exit | Chart Industries Inc | $0 | – | -5,165 | – | -0.21% | – |
| SBUX | Exit | Starbucks Corp. | $0 | – | -7,180 | – | -0.21% | – |
| CPE | Exit | Callon Petroleum Co | $0 | – | -34,910 | – | -0.22% | – |
| PANW | Exit | Palo Alto Networks Inc | $0 | – | -1,875 | – | -0.22% | – |
| EQR | Exit | Equity Residential Properties | $0 | – | -6,400 | – | -0.22% | – |
| UDR | Exit | UDR Inc | $0 | – | -10,482 | – | -0.22% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -14,906 | – | -0.22% | – |
| WBA | Exit | Walgreens Boots Alliance Inc | $0 | – | -5,946 | – | -0.23% | – |
| WDC | Exit | Western Digital | $0 | – | -7,415 | – | -0.23% | – |
| FLS | Exit | Flowserve Corp. | $0 | – | -7,967 | – | -0.23% | – |
| AGN | Exit | Allergan PLC | $0 | – | -2,288 | – | -0.23% | – |
| NFG | Exit | National Fuel Gas Co. | $0 | – | -8,100 | – | -0.24% | – |
| APO | Exit | Apollo Global Management LLC | $0 | – | -13,215 | – | -0.24% | – |
| ALL | Exit | Allstate Corp | $0 | – | -4,650 | – | -0.24% | – |
| BBT | Exit | BB&T Corporation | $0 | – | -9,496 | – | -0.24% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -11,392 | – | -0.24% | – |
| ENB | Exit | Enbridge Inc | $0 | – | -14,489 | – | -0.25% | – |
| ALB | Exit | Albemarle Corp | $0 | – | -4,725 | – | -0.25% | – |
| VLO | Exit | Valero Energy Corp. | $0 | – | -4,150 | – | -0.25% | – |
| NI | Exit | Nisource Inc. | $0 | – | -19,022 | – | -0.25% | – |
| CTSH | Exit | Cognizant Tech Solutions Corp. | $0 | – | -6,260 | – | -0.25% | – |
| HPQ | Exit | HP Inc | $0 | – | -19,325 | – | -0.26% | – |
| EXPE | Exit | Expedia Group Inc | $0 | – | -3,845 | – | -0.26% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -18,098 | – | -0.26% | – |
| ALXN | Exit | Alexion Pharmaceuticals Inc | $0 | – | -3,650 | – | -0.27% | – |
| DISCA | Exit | Discovery Inc | $0 | – | -15,835 | – | -0.27% | – |
| GWRE | Exit | Guidewire Software Inc | $0 | – | -5,110 | – | -0.27% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -7,333 | – | -0.27% | – |
| CBS | Exit | CBS Corp | $0 | – | -9,045 | – | -0.27% | – |
| MDT | Exit | Medtronic Inc | $0 | – | -5,308 | – | -0.27% | – |
| MET | Exit | Metlife Inc | $0 | – | -11,388 | – | -0.28% | – |
| IRM | Exit | Iron Mountain Inc. | $0 | – | -15,480 | – | -0.28% | – |
| CMI | Exit | Cummins Inc | $0 | – | -3,730 | – | -0.29% | – |
| CCI | Exit | Crown Castle International Cor | $0 | – | -4,895 | – | -0.29% | – |
| TAP | Exit | Molson Coors Brewing Company | $0 | – | -8,930 | – | -0.29% | – |
| DLR | Exit | Digital Realty | $0 | – | -4,900 | – | -0.29% | – |
| TMUS | Exit | T Mobile US Inc | $0 | – | -7,940 | – | -0.29% | – |
| KR | Exit | Kroger Co | $0 | – | -19,485 | – | -0.30% | – |
| MKC | Exit | McCormick & Co. | $0 | – | -4,336 | – | -0.30% | – |
| EIX | Exit | Edison Int'l | $0 | – | -8,450 | – | -0.30% | – |
| MDLZ | Exit | Mondelez International Inc | $0 | – | -13,423 | – | -0.30% | – |
| VRTX | Exit | Vertex Pharmaceuticals Inc | $0 | – | -3,025 | – | -0.31% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -8,641 | – | -0.31% | – |
| COF | Exit | Capital One Financial | $0 | – | -6,356 | – | -0.32% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -6,500 | – | -0.32% | – |
| DG | Exit | Dollar General | $0 | – | -5,571 | – | -0.32% | – |
| NTR | Exit | Nutrien LTD | $0 | – | -10,794 | – | -0.33% | – |
| COLM | Exit | Columbia Sportswear Co | $0 | – | -6,876 | – | -0.34% | – |
| EPAM | Exit | EPAM Systems Inc | $0 | – | -4,660 | – | -0.34% | – |
| AEP | Exit | American Electric Power | $0 | – | -9,070 | – | -0.34% | – |
| CAT | Exit | Caterpillar Inc. | $0 | – | -4,235 | – | -0.34% | – |
| RHT | Exit | Red Hat Inc. | $0 | – | -4,935 | – | -0.35% | – |
| CELG | Exit | Celgene Corp. | $0 | – | -7,600 | – | -0.36% | – |
| TSS | Exit | Total System Services | $0 | – | -6,884 | – | -0.36% | – |
| HST | Exit | Host Hotels & Resorts Inc. | $0 | – | -33,542 | – | -0.37% | – |
| COST | Exit | Costco Co. | $0 | – | -3,025 | – | -0.37% | – |
| PLD | Exit | Prologis Trust | $0 | – | -10,530 | – | -0.38% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -11,755 | – | -0.38% | – |
| ABT | Exit | Abbott Labs | $0 | – | -9,855 | – | -0.38% | – |
| COL | Exit | Rockwell Collins Inc. | $0 | – | -5,185 | – | -0.38% | – |
| GILD | Exit | Gilead Science Inc | $0 | – | -9,491 | – | -0.38% | – |
| ESRX | Exit | Express Scripts Holding Compan | $0 | – | -7,825 | – | -0.39% | – |
| SO | Exit | Southern Co. | $0 | – | -17,140 | – | -0.39% | – |
| AVGO | Exit | Broadcom Inc | $0 | – | -3,049 | – | -0.40% | – |
| CCOI | Exit | Cogent Communications Holding | $0 | – | -13,550 | – | -0.40% | – |
| MAR | Exit | Marriott International | $0 | – | -5,785 | – | -0.40% | – |
| PFG | Exit | Principal Financial Group | $0 | – | -13,163 | – | -0.40% | – |
| QCOM | Exit | Qualcomm Inc. | $0 | – | -10,793 | – | -0.41% | – |
| FDX | Exit | Fedex Corp. | $0 | – | -3,275 | – | -0.42% | – |
| CMS | Exit | CMS Energy Corp. | $0 | – | -16,123 | – | -0.42% | – |
| MXIM | Exit | Maxim Integrated Products, Inc | $0 | – | -14,030 | – | -0.42% | – |
| ZTS | Exit | Zoetis | $0 | – | -8,636 | – | -0.42% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -15,549 | – | -0.42% | – |
| GE | Exit | General Electric Co. | $0 | – | -70,207 | – | -0.42% | – |
| ANDV | Exit | Andeavor | $0 | – | -5,193 | – | -0.42% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -4,800 | – | -0.42% | – |
| NOW | Exit | Servicenow Inc | $0 | – | -4,159 | – | -0.43% | – |
| PTC | Exit | PTC Inc | $0 | – | -7,853 | – | -0.44% | – |
| ACN | Exit | Accenture PLC CL A | $0 | – | -4,940 | – | -0.44% | – |
| CHD | Exit | Church & Dwight Co. | $0 | – | -14,375 | – | -0.45% | – |
| SPLK | Exit | Splunk Inc | $0 | – | -7,110 | – | -0.45% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -11,064 | – | -0.46% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -11,098 | – | -0.47% | – |
| ABBV | Exit | Abbvie Inc | $0 | – | -9,451 | – | -0.47% | – |
| AJG | Exit | Arthur J. Gallagher & Co. | $0 | – | -12,070 | – | -0.47% | – |
| DWDP | Exit | DowDuPont Inc | $0 | – | -14,276 | – | -0.48% | – |
| UPS | Exit | United Parcel Services Cl B | $0 | – | -7,975 | – | -0.49% | – |
| DHR | Exit | Danaher Corp. | $0 | – | -8,660 | – | -0.49% | – |
| EOG | Exit | EOG Resources | $0 | – | -7,435 | – | -0.50% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -18,206 | – | -0.50% | – |
| IBM | Exit | International Business Machine | $0 | – | -6,546 | – | -0.52% | – |
| GS | Exit | Goldman Sachs Group | $0 | – | -4,547 | – | -0.54% | – |
| UTX | Exit | United Technologies | $0 | – | -7,355 | – | -0.54% | – |
| RNG | Exit | RingCentral Inc | $0 | – | -11,295 | – | -0.55% | – |
| C | Exit | Citigroup Inc. | $0 | – | -14,750 | – | -0.56% | – |
| PRU | Exit | Prudential Financial, Inc. | $0 | – | -10,475 | – | -0.56% | – |
| STZ | Exit | Constellation Brands | $0 | – | -5,030 | – | -0.57% | – |
| TRV | Exit | The Travelers Companies, Inc. | $0 | – | -8,493 | – | -0.58% | – |
| AXP | Exit | American Express | $0 | – | -10,373 | – | -0.58% | – |
| EXAS | Exit | Exact Sciences Corp | $0 | – | -14,050 | – | -0.58% | – |
| MS | Exit | Morgan Stanley, Dean Witter, D | $0 | – | -24,088 | – | -0.59% | – |
| MMC | Exit | Marsh & McLennan Companies, In | $0 | – | -14,025 | – | -0.61% | – |
| DRI | Exit | Darden Restaurants Inc. | $0 | – | -10,695 | – | -0.62% | – |
| FTNT | Exit | Fortinet Inc | $0 | – | -12,925 | – | -0.63% | – |
| PPG | Exit | PPG Industries, Inc. | $0 | – | -11,140 | – | -0.64% | – |
| CRM | Exit | Salesforce.com Inc | $0 | – | -7,800 | – | -0.65% | – |
| KO | Exit | Coca-Cola | $0 | – | -27,421 | – | -0.67% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -4,712 | – | -0.68% | – |
| NVDA | Exit | NVIDIA Corp. | $0 | – | -4,670 | – | -0.69% | – |
| WMT | Exit | Walmart Stores Inc | $0 | – | -14,348 | – | -0.71% | – |
| V | Exit | Visa Inc | $0 | – | -8,980 | – | -0.71% | – |
| TGT | Exit | Target Corp. | $0 | – | -15,351 | – | -0.71% | – |
| WFC | Exit | Wells Fargo Co. | $0 | – | -25,958 | – | -0.72% | – |
| SCHW | Exit | Charles Schwab Corp. | $0 | – | -27,835 | – | -0.72% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -12,273 | – | -0.72% | – |
| UNP | Exit | Union Pacific | $0 | – | -8,552 | – | -0.73% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -26,430 | – | -0.74% | – |
| NFLX | Exit | Netflix Inc | $0 | – | -3,825 | – | -0.75% | – |
| PG | Exit | Procter & Gamble Inc | $0 | – | -17,245 | – | -0.75% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -10,784 | – | -0.77% | – |
| TMO | Exit | Thermo Fisher Scientific Inc | $0 | – | -6,131 | – | -0.79% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -29,318 | – | -0.79% | – |
| ATVI | Exit | Activision Blizzard Inc | $0 | – | -19,099 | – | -0.84% | – |
| CSCO | Exit | Cisco Systems | $0 | – | -33,731 | – | -0.86% | – |
| LLY | Exit | Lilly (Eli) & Co. | $0 | – | -15,416 | – | -0.87% | – |
| BABA | Exit | Alibaba Group Holdings | $0 | – | -10,070 | – | -0.87% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -27,560 | – | -0.87% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -23,530 | – | -0.88% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -10,043 | – | -0.88% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -6,375 | – | -0.89% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -13,887 | – | -0.89% | – |
| INTC | Exit | Intel Corp. | $0 | – | -37,786 | – | -0.94% | – |
| LOW | Exit | Lowe's Co. | $0 | – | -15,860 | – | -0.96% | – |
| T | Exit | AT&T Inc. | $0 | – | -56,274 | – | -0.99% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -16,250 | – | -1.00% | – |
| ADBE | Exit | Adobe Inc | $0 | – | -7,112 | – | -1.01% | – |
| HON | Exit | Honeywell International, Inc. | $0 | – | -11,591 | – | -1.01% | – |
| NOC | Exit | Northrop Grumman Corp. | $0 | – | -6,355 | – | -1.06% | – |
| GOOGL | Exit | Alphabet Inc Class A | $0 | – | -1,692 | – | -1.07% | – |
| GOOG | Exit | Alphabet Inc Class C | $0 | – | -1,716 | – | -1.08% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -48,848 | – | -1.13% | – |
| TXN | Exit | Texas Instruments | $0 | – | -20,458 | – | -1.15% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -26,393 | – | -1.18% | – |
| FB | Exit | Facebook Inc | $0 | – | -14,965 | – | -1.29% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -18,590 | – | -1.35% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -28,499 | – | -1.69% | – |
| HD | Exit | Home Depot, Inc. | $0 | – | -15,936 | – | -1.73% | – |
| BA | Exit | Boeing Company | $0 | – | -10,078 | – | -1.97% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -52,921 | – | -3.18% | – |
| AMZN | Exit | Amazon.com, Inc. | $0 | – | -3,364 | – | -3.54% | – |
| AAPL | Exit | Apple Inc | $0 | – | -34,673 | – | -4.11% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Buy | Apple Inc | $7,827,000 | +26.3% | 34,673 | +3.6% | 4.11% | +38.5% |
| MSFT | Sell | Microsoft Corp | $6,053,000 | +8.0% | 52,921 | -6.9% | 3.18% | +18.5% |
| BA | Sell | Boeing Company | $3,748,000 | -7.5% | 10,078 | -16.6% | 1.97% | +1.4% |
| HD | Sell | Home Depot, Inc. | $3,301,000 | -9.5% | 15,936 | -14.7% | 1.73% | -0.7% |
| JPM | Sell | JPMorgan Chase & Co. | $3,216,000 | -8.1% | 28,499 | -15.1% | 1.69% | +0.8% |
| JNJ | Sell | Johnson & Johnson | $2,569,000 | -3.7% | 18,590 | -15.5% | 1.35% | +5.6% |
| TXN | Sell | Texas Instruments | $2,195,000 | -12.4% | 20,458 | -10.0% | 1.15% | -3.9% |
| PFE | Sell | Pfizer, Inc. | $2,153,000 | +1.0% | 48,848 | -16.8% | 1.13% | +10.8% |
| NOC | Sell | Northrop Grumman Corp. | $2,017,000 | -10.9% | 6,355 | -13.6% | 1.06% | -2.2% |
| HON | Sell | Honeywell International, Inc. | $1,929,000 | +0.7% | 11,591 | -12.8% | 1.01% | +10.5% |
| T | Sell | AT&T Inc. | $1,890,000 | -8.7% | 56,274 | -12.7% | 0.99% | +0.1% |
| INTC | Sell | Intel Corp. | $1,787,000 | -19.9% | 37,786 | -15.8% | 0.94% | -12.2% |
| CVX | Sell | Chevron Corp. | $1,698,000 | -15.5% | 13,887 | -12.6% | 0.89% | -7.3% |
| MCD | Sell | McDonald's Corp. | $1,680,000 | -7.1% | 10,043 | -13.0% | 0.88% | +1.8% |
| MRK | Sell | Merck & Co., Inc. | $1,669,000 | +4.1% | 23,530 | -11.0% | 0.88% | +14.2% |
| MO | Sell | Altria Group, Inc. | $1,662,000 | -14.8% | 27,560 | -19.8% | 0.87% | -6.6% |
| LLY | Sell | Lilly (Eli) & Co. | $1,654,000 | +8.2% | 15,416 | -14.0% | 0.87% | +18.7% |
| CSCO | Sell | Cisco Systems | $1,641,000 | -13.6% | 33,731 | -23.6% | 0.86% | -5.3% |
| PNC | Sell | PNC Financial Services Group | $1,469,000 | -13.2% | 10,784 | -13.9% | 0.77% | -4.7% |
| PG | Sell | Procter & Gamble Inc | $1,435,000 | -2.1% | 17,245 | -8.2% | 0.75% | +7.4% |
| NFLX | Buy | Netflix Inc | $1,431,000 | +27.9% | 3,825 | +33.7% | 0.75% | +40.3% |
| VZ | Sell | Verizon Communications Inc | $1,411,000 | -7.8% | 26,430 | -13.1% | 0.74% | +1.1% |
| PEP | Sell | PepsiCo, Inc. | $1,372,000 | -10.0% | 12,273 | -12.3% | 0.72% | -1.2% |
| SCHW | Sell | Charles Schwab Corp. | $1,368,000 | -3.9% | 27,835 | -0.1% | 0.72% | +5.4% |
| WFC | Sell | Wells Fargo Co. | $1,364,000 | -19.3% | 25,958 | -14.9% | 0.72% | -11.5% |
| NVDA | Buy | NVIDIA Corp. | $1,312,000 | +28.5% | 4,670 | +8.4% | 0.69% | +40.9% |
| ANTM | Buy | Anthem Inc | $1,291,000 | +19.5% | 4,712 | +3.9% | 0.68% | +31.1% |
| KO | Sell | Coca-Cola | $1,267,000 | -8.7% | 27,421 | -13.4% | 0.67% | +0.2% |
| CRM | Buy | Salesforce.com Inc | $1,240,000 | +23.4% | 7,800 | +5.8% | 0.65% | +35.3% |
| PPG | Sell | PPG Industries, Inc. | $1,216,000 | -16.9% | 11,140 | -21.0% | 0.64% | -8.8% |
| DRI | Sell | Darden Restaurants Inc. | $1,189,000 | -8.2% | 10,695 | -11.6% | 0.62% | +0.8% |
| MS | Sell | Morgan Stanley, Dean Witter, D | $1,122,000 | -21.3% | 24,088 | -19.9% | 0.59% | -13.8% |
| TRV | Sell | The Travelers Companies, Inc. | $1,102,000 | +5.0% | 8,493 | -1.0% | 0.58% | +15.1% |
| STZ | Buy | Constellation Brands | $1,085,000 | +3.1% | 5,030 | +4.7% | 0.57% | +13.1% |
| PRU | Sell | Prudential Financial, Inc. | $1,061,000 | -18.9% | 10,475 | -25.2% | 0.56% | -11.2% |
| USB | Sell | U.S. Bancorp | $961,000 | -12.4% | 18,206 | -17.0% | 0.50% | -3.8% |
| UPS | Sell | United Parcel Services Cl B | $931,000 | -5.5% | 7,975 | -14.0% | 0.49% | +3.6% |
| DWDP | Sell | DowDuPont Inc | $918,000 | -2.7% | 14,276 | -0.2% | 0.48% | +6.6% |
| AJG | Sell | Arthur J. Gallagher & Co. | $898,000 | +1.4% | 12,070 | -11.1% | 0.47% | +11.3% |
| ABBV | Sell | Abbvie Inc | $894,000 | -17.1% | 9,451 | -18.9% | 0.47% | -9.1% |
| DUK | Sell | Duke Energy Corp. | $888,000 | -19.9% | 11,098 | -20.9% | 0.47% | -12.1% |
| CVS | Sell | CVS Health Corp | $871,000 | +22.0% | 11,064 | -0.2% | 0.46% | +33.9% |
| SPLK | Buy | Splunk Inc | $860,000 | +29.5% | 7,110 | +6.2% | 0.45% | +42.1% |
| ACN | Buy | Accenture PLC CL A | $841,000 | +13.0% | 4,940 | +8.6% | 0.44% | +24.2% |
| PTC | Buy | PTC Inc | $834,000 | +20.3% | 7,853 | +6.4% | 0.44% | +31.9% |
| NOW | Buy | Servicenow Inc | $814,000 | +20.4% | 4,159 | +6.1% | 0.43% | +32.1% |
| NEE | Sell | NextEra Energy Inc | $804,000 | -24.9% | 4,800 | -25.1% | 0.42% | -17.7% |
| ANDV | Sell | Andeavor | $797,000 | -24.7% | 5,193 | -35.6% | 0.42% | -17.4% |
| BK | Sell | Bank of New York Mellon Corp. | $793,000 | -5.6% | 15,549 | -0.2% | 0.42% | +3.7% |
| GE | Sell | General Electric Co. | $793,000 | -29.0% | 70,207 | -14.5% | 0.42% | -22.1% |
| MXIM | Sell | Maxim Integrated Products, Inc | $791,000 | -24.8% | 14,030 | -21.8% | 0.42% | -17.5% |
| CMS | Sell | CMS Energy Corp. | $790,000 | -17.5% | 16,123 | -20.4% | 0.42% | -9.4% |
| QCOM | Sell | Qualcomm Inc. | $777,000 | -14.8% | 10,793 | -33.6% | 0.41% | -6.6% |
| PFG | Sell | Principal Financial Group | $771,000 | -4.1% | 13,163 | -13.3% | 0.40% | +5.2% |
| CCOI | Sell | Cogent Communications Holding | $756,000 | -10.1% | 13,550 | -14.0% | 0.40% | -1.5% |
| SO | Sell | Southern Co. | $747,000 | -22.6% | 17,140 | -17.8% | 0.39% | -15.2% |
| ESRX | Buy | Express Scripts Holding Compan | $743,000 | +31.5% | 7,825 | +6.9% | 0.39% | +43.9% |
| ABT | Sell | Abbott Labs | $723,000 | -1.6% | 9,855 | -18.2% | 0.38% | +8.0% |
| PLD | Sell | Prologis Trust | $714,000 | -14.8% | 10,530 | -17.4% | 0.38% | -6.5% |
| HST | Sell | Host Hotels & Resorts Inc. | $708,000 | -17.1% | 33,542 | -17.3% | 0.37% | -9.0% |
| TSS | Sell | Total System Services | $680,000 | -5.2% | 6,884 | -18.8% | 0.36% | +4.1% |
| AEP | Sell | American Electric Power | $643,000 | -9.6% | 9,070 | -11.7% | 0.34% | -0.9% |
| EPAM | Buy | EPAM Systems Inc | $642,000 | +19.1% | 4,660 | +7.5% | 0.34% | +30.6% |
| NTR | Sell | Nutrien LTD | $623,000 | -22.9% | 10,794 | -27.4% | 0.33% | -15.5% |
| ATO | Sell | Atmos Energy Corp. | $610,000 | -41.2% | 6,500 | -43.5% | 0.32% | -35.6% |
| VRTX | Buy | Vertex Pharmaceuticals Inc | $583,000 | +23.8% | 3,025 | +9.2% | 0.31% | +35.4% |
| MDLZ | Sell | Mondelez International Inc | $577,000 | -14.0% | 13,423 | -18.0% | 0.30% | -5.6% |
| EIX | Sell | Edison Int'l | $572,000 | -14.8% | 8,450 | -20.3% | 0.30% | -6.2% |
| MKC | Sell | McCormick & Co. | $571,000 | -8.2% | 4,336 | -19.1% | 0.30% | +0.7% |
| TMUS | Buy | T Mobile US Inc | $557,000 | +28.6% | 7,940 | +9.4% | 0.29% | +41.5% |
| DLR | Sell | Digital Realty | $551,000 | -35.9% | 4,900 | -36.4% | 0.29% | -29.7% |
| CCI | Sell | Crown Castle International Cor | $545,000 | -15.0% | 4,895 | -17.7% | 0.29% | -6.8% |
| IRM | Sell | Iron Mountain Inc. | $534,000 | -18.6% | 15,480 | -17.4% | 0.28% | -10.5% |
| MDT | Buy | Medtronic Inc | $522,000 | +33.2% | 5,308 | +15.9% | 0.27% | +45.7% |
| CBS | Sell | CBS Corp | $520,000 | -23.9% | 9,045 | -25.5% | 0.27% | -16.5% |
| D | Sell | Dominion Energy Inc | $515,000 | -17.7% | 7,333 | -20.1% | 0.27% | -9.7% |
| ALXN | Buy | Alexion Pharmaceuticals Inc | $507,000 | +25.2% | 3,650 | +11.8% | 0.27% | +37.1% |
| HPQ | Sell | HP Inc | $498,000 | -43.7% | 19,325 | -50.4% | 0.26% | -38.1% |
| NI | Sell | Nisource Inc. | $474,000 | -15.1% | 19,022 | -10.4% | 0.25% | -6.7% |
| ENB | Sell | Enbridge Inc | $468,000 | -30.3% | 14,489 | -22.9% | 0.25% | -23.4% |
| APO | Sell | Apollo Global Management LLC | $457,000 | -37.3% | 13,215 | -42.2% | 0.24% | -31.2% |
| NFG | Sell | National Fuel Gas Co. | $454,000 | -37.9% | 8,100 | -41.3% | 0.24% | -31.7% |
| WBA | Sell | Walgreens Boots Alliance Inc | $433,000 | +20.9% | 5,946 | -0.4% | 0.23% | +32.7% |
| EPD | Sell | Enterprise Products Partners L | $428,000 | -35.8% | 14,906 | -38.2% | 0.22% | -29.5% |
| UDR | Sell | UDR Inc | $424,000 | -36.6% | 10,482 | -41.2% | 0.22% | -30.3% |
| EQR | Sell | Equity Residential Properties | $424,000 | -37.2% | 6,400 | -39.6% | 0.22% | -31.0% |
| IEP | Sell | Icahn Enterprises LP | $392,000 | -48.4% | 5,550 | -48.1% | 0.21% | -43.4% |
| BX | Sell | Blackstone Group LP | $381,000 | -8.9% | 10,000 | -23.1% | 0.20% | 0.0% |
| TRP | Sell | Transcanada Corp | $377,000 | -26.1% | 9,316 | -21.2% | 0.20% | -18.9% |
| GG | Buy | Goldcorp Inc | $374,000 | -19.0% | 36,650 | +8.8% | 0.20% | -11.3% |
| BMRN | Buy | Biomarin Pharmaceutical Inc | $362,000 | +17.2% | 3,735 | +13.7% | 0.19% | +28.4% |
| SPG | Sell | Simon Property Group, Inc. | $359,000 | -60.0% | 2,030 | -61.5% | 0.19% | -56.0% |
| PPL | Sell | PPL Corp. | $354,000 | -9.5% | 12,090 | -11.7% | 0.19% | -0.5% |
| CNK | Sell | Cinemark Holdings Inc. | $334,000 | -40.9% | 8,300 | -48.4% | 0.18% | -35.4% |
| BXP | Sell | Boston Properties Inc | $332,000 | -41.1% | 2,700 | -40.0% | 0.17% | -35.6% |
| KKR | Sell | KKR & Co Inc | $322,000 | -61.8% | 11,825 | -65.2% | 0.17% | -58.2% |
| LVS | Sell | Las Vegas Sands | $322,000 | -61.5% | 5,425 | -50.5% | 0.17% | -57.8% |
| JD | Buy | JD.com Inc | $317,000 | -24.2% | 12,145 | +13.3% | 0.17% | -16.5% |
| DCP | Sell | DCP Midstream LP | $309,000 | -36.9% | 7,800 | -37.1% | 0.16% | -31.1% |
| MAC | Sell | Macerich Co. | $306,000 | -20.7% | 5,535 | -18.5% | 0.16% | -13.0% |
| SBRA | Sell | Sabra Health Care REIT Inc | $307,000 | -46.7% | 13,284 | -49.9% | 0.16% | -41.7% |
| WY | Sell | Weyerhaeuser Co. | $305,000 | -46.1% | 9,440 | -39.2% | 0.16% | -41.0% |
| IVZ | Sell | Invesco Ltd | $294,000 | -36.5% | 12,835 | -26.4% | 0.15% | -30.6% |
| HE | Sell | Hawaiian Electric Ind. | $286,000 | -47.2% | 8,050 | -49.1% | 0.15% | -42.3% |
| PEG | Sell | Public Service Enterprise Grou | $285,000 | -48.4% | 5,400 | -47.1% | 0.15% | -43.2% |
| ESS | Sell | Essex Property Trust Inc | $278,000 | -46.3% | 1,128 | -47.9% | 0.15% | -41.1% |
| ARCC | Sell | Ares Capital Corp | $278,000 | -39.2% | 16,200 | -41.7% | 0.15% | -33.3% |
| CMA | Sell | Comerica, Inc. | $271,000 | -40.4% | 3,000 | -40.0% | 0.14% | -34.9% |
| WES | Sell | Western Gas Partners | $271,000 | -44.8% | 6,200 | -38.9% | 0.14% | -39.6% |
| GM | Sell | General Motors Inc | $260,000 | -63.0% | 7,715 | -56.8% | 0.14% | -59.3% |
| LPT | Sell | Liberty Property Trust | $261,000 | -39.2% | 6,175 | -36.2% | 0.14% | -33.2% |
| WMB | Sell | Williams Cos. | $261,000 | -37.4% | 9,600 | -37.7% | 0.14% | -31.5% |
| WELL | Sell | Welltower Inc | $260,000 | -34.5% | 4,050 | -36.0% | 0.14% | -27.9% |
| CAG | Sell | Conagra Brands Inc | $251,000 | -47.6% | 7,400 | -44.8% | 0.13% | -42.4% |
| PM | Sell | Philip Morris International In | $241,000 | -38.5% | 2,950 | -39.2% | 0.13% | -32.4% |
| LAMR | Sell | Lamar Advertising Co | $241,000 | -33.4% | 3,100 | -41.5% | 0.13% | -26.6% |
| WRI | Sell | Weingarten Realty Investors | $230,000 | -42.6% | 7,740 | -40.6% | 0.12% | -37.0% |
| EPR | Sell | EPR Properties | $226,000 | -12.7% | 3,300 | -17.5% | 0.12% | -4.0% |
| CBRL | Sell | Cracker Barrel Old Country Sto | $221,000 | -43.5% | 1,500 | -40.0% | 0.12% | -38.0% |
| RDSA | Sell | Royal Dutch Shell PLC ADR | $215,000 | -46.9% | 3,150 | -46.2% | 0.11% | -41.8% |
| KMI | Sell | Kinder Morgan Inc. | $216,000 | -20.9% | 12,172 | -21.3% | 0.11% | -13.7% |
| HCP | Sell | HCP Inc | $215,000 | -35.8% | 8,175 | -37.0% | 0.11% | -29.4% |
| STX | Sell | Seagate Technology | $213,000 | -58.2% | 4,500 | -50.1% | 0.11% | -54.1% |
| GRMN | Sell | Garmin Ltd | $203,000 | -32.1% | 2,900 | -40.8% | 0.11% | -25.2% |
| CVA | Sell | Covanta Holding Corp | $202,000 | -59.9% | 12,400 | -59.4% | 0.11% | -56.0% |
| VGR | Sell | Vector Group Ltd | $193,000 | -62.2% | 13,972 | -47.9% | 0.10% | -58.8% |
| F | Sell | Ford Motor Co. | $180,000 | -61.7% | 19,425 | -54.2% | 0.10% | -57.8% |
| MAT | Sell | Mattel Inc. | $169,000 | -36.5% | 10,770 | -33.4% | 0.09% | -29.9% |
| KIM | Sell | Kimco Realty Corp. | $167,000 | -42.2% | 10,000 | -41.2% | 0.09% | -36.2% |
| CSIQ | Sell | Canadian Solar Inc | $159,000 | +16.1% | 10,995 | -2.0% | 0.08% | +27.3% |
| OCSL | Sell | Oaktree Specialty Lending Co | $103,000 | -55.0% | 20,815 | -56.6% | 0.05% | -50.9% |
| EEP | Exit | Enbridge Energy Partners LP | $0 | – | -11,925 | – | -0.06% | – |
| NYCB | Exit | New York Community Bancorp | $0 | – | -14,600 | – | -0.08% | – |
| ENBL | Exit | Enable Midstream Partners LP | $0 | – | -10,000 | – | -0.08% | – |
| SSW | Exit | Seaspan Corp | $0 | – | -17,600 | – | -0.09% | – |
| ABDC | Exit | Alcentra Capital Corp | $0 | – | -28,450 | – | -0.09% | – |
| LB | Exit | L Brands Inc | $0 | – | -5,739 | – | -0.10% | – |
| PAA | Exit | Plains All American Pipeline L | $0 | – | -9,100 | – | -0.10% | – |
| VMC | Exit | Vulcan Materials | $0 | – | -1,750 | – | -0.11% | – |
| SFL | Exit | Ship Finance Intl Ltd | $0 | – | -15,380 | – | -0.11% | – |
| GME | Exit | GameStop Corp. | $0 | – | -16,800 | – | -0.12% | – |
| ACC | Exit | American Campus Communities | $0 | – | -5,750 | – | -0.12% | – |
| RF | Exit | Regions Financial Corp. | $0 | – | -14,137 | – | -0.12% | – |
| KHC | Exit | Kraft Heinz Co The | $0 | – | -4,558 | – | -0.14% | – |
| TWO | Exit | Two Harbors Investment Corp | $0 | – | -18,425 | – | -0.14% | – |
| DRE | Exit | Duke Realty Corp. | $0 | – | -10,300 | – | -0.14% | – |
| LUMN | Exit | CenturyLink Inc | $0 | – | -17,125 | – | -0.15% | – |
| MIC | Exit | Macquarie Infrastructure Co | $0 | – | -7,665 | – | -0.16% | – |
| BP | Exit | BP plc ADR | $0 | – | -7,200 | – | -0.16% | – |
| PNW | Exit | Pinnacle West Capital | $0 | – | -4,300 | – | -0.17% | – |
| TUP | Exit | Tupperware Brands Corp | $0 | – | -8,700 | – | -0.17% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -4,000 | – | -0.18% | – |
| OUT | Exit | Outfront Media Inc | $0 | – | -19,625 | – | -0.18% | – |
| PEGI | Exit | Pattern Energy Group Inc | $0 | – | -21,130 | – | -0.19% | – |
| MOS | Exit | The Mosaic Co | $0 | – | -14,785 | – | -0.20% | – |
| PACW | Exit | Pacwest Bancorp | $0 | – | -8,450 | – | -0.20% | – |
| OHI | Exit | Omega Healthcare Investors | $0 | – | -13,600 | – | -0.20% | – |
| LYB | Exit | Lyondellbassel Industries N.V. | $0 | – | -5,505 | – | -0.29% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | Apple Inc | $6,196,000 | – | 33,473 | – | 2.97% | – |
| AMZN | New | Amazon.com, Inc. | $5,718,000 | – | 3,364 | – | 2.74% | – |
| MSFT | New | Microsoft Corp | $5,603,000 | – | 56,821 | – | 2.68% | – |
| BA | New | Boeing Company | $4,052,000 | – | 12,078 | – | 1.94% | – |
| HD | New | Home Depot, Inc. | $3,646,000 | – | 18,686 | – | 1.75% | – |
| JPM | New | JPMorgan Chase & Co. | $3,498,000 | – | 33,574 | – | 1.68% | – |
| FB | New | Facebook Inc | $2,908,000 | – | 14,965 | – | 1.39% | – |
| JNJ | New | Johnson & Johnson | $2,668,000 | – | 21,990 | – | 1.28% | – |
| TXN | New | Texas Instruments | $2,506,000 | – | 22,733 | – | 1.20% | – |
| NOC | New | Northrop Grumman Corp. | $2,263,000 | – | 7,355 | – | 1.08% | – |
| INTC | New | Intel Corp. | $2,231,000 | – | 44,886 | – | 1.07% | – |
| XOM | New | Exxon Mobil Corp. | $2,183,000 | – | 26,393 | – | 1.05% | – |
| PFE | New | Pfizer, Inc. | $2,131,000 | – | 58,736 | – | 1.02% | – |
| T | New | AT&T Inc. | $2,071,000 | – | 64,496 | – | 0.99% | – |
| CVX | New | Chevron Corp. | $2,009,000 | – | 15,887 | – | 0.96% | – |
| MO | New | Altria Group, Inc. | $1,951,000 | – | 34,360 | – | 0.94% | – |
| HON | New | Honeywell International, Inc. | $1,915,000 | – | 13,291 | – | 0.92% | – |
| GOOG | New | Alphabet Inc Class C | $1,914,000 | – | 1,716 | – | 0.92% | – |
| GOOGL | New | Alphabet Inc Class A | $1,911,000 | – | 1,692 | – | 0.92% | – |
| CSCO | New | Cisco Systems | $1,899,000 | – | 44,131 | – | 0.91% | – |
| BABA | New | Alibaba Group Holdings | $1,868,000 | – | 10,070 | – | 0.90% | – |
| MCD | New | McDonald's Corp. | $1,809,000 | – | 11,543 | – | 0.87% | – |
| ADBE | New | Adobe Systems | $1,734,000 | – | 7,112 | – | 0.83% | – |
| DIS | New | Walt Disney Co. | $1,703,000 | – | 16,250 | – | 0.82% | – |
| PNC | New | PNC Financial Services Group | $1,692,000 | – | 12,523 | – | 0.81% | – |
| WFC | New | Wells Fargo Co. | $1,691,000 | – | 30,493 | – | 0.81% | – |
| MRK | New | Merck & Co., Inc. | $1,604,000 | – | 26,430 | – | 0.77% | – |
| UNH | New | United Health Group Inc. | $1,564,000 | – | 6,375 | – | 0.75% | – |
| VZ | New | Verizon Communications Inc | $1,531,000 | – | 30,430 | – | 0.73% | – |
| LLY | New | Lilly (Eli) & Co. | $1,529,000 | – | 17,916 | – | 0.73% | – |
| PEP | New | PepsiCo, Inc. | $1,524,000 | – | 13,998 | – | 0.73% | – |
| LOW | New | Lowe's Co. | $1,516,000 | – | 15,860 | – | 0.73% | – |
| PG | New | Procter & Gamble Inc | $1,466,000 | – | 18,780 | – | 0.70% | – |
| PPG | New | PPG Industries, Inc. | $1,463,000 | – | 14,100 | – | 0.70% | – |
| ATVI | New | Activision Blizzard Inc | $1,458,000 | – | 19,099 | – | 0.70% | – |
| MS | New | Morgan Stanley, Dean Witter, D | $1,426,000 | – | 30,088 | – | 0.68% | – |
| SCHW | New | Charles Schwab Corp. | $1,424,000 | – | 27,860 | – | 0.68% | – |
| KO | New | Coca-Cola | $1,388,000 | – | 31,646 | – | 0.66% | – |
| PRU | New | Prudential Financial, Inc. | $1,309,000 | – | 14,000 | – | 0.63% | – |
| DRI | New | Darden Restaurants Inc. | $1,295,000 | – | 12,095 | – | 0.62% | – |
| ORCL | New | Oracle Corp. | $1,292,000 | – | 29,318 | – | 0.62% | – |
| TMO | New | Thermo Fisher Scientific Inc | $1,270,000 | – | 6,131 | – | 0.61% | – |
| WMT | New | Walmart Stores Inc | $1,229,000 | – | 14,348 | – | 0.59% | – |
| UNP | New | Union Pacific | $1,212,000 | – | 8,552 | – | 0.58% | – |
| V | New | Visa Inc | $1,189,000 | – | 8,980 | – | 0.57% | – |
| TGT | New | Target Corp. | $1,169,000 | – | 15,351 | – | 0.56% | – |
| MMC | New | Marsh & McLennan Companies, In | $1,150,000 | – | 14,025 | – | 0.55% | – |
| NFLX | New | Netflix Inc | $1,119,000 | – | 2,860 | – | 0.54% | – |
| GE | New | General Electric Co. | $1,117,000 | – | 82,107 | – | 0.54% | – |
| DUK | New | Duke Energy Corp. | $1,109,000 | – | 14,024 | – | 0.53% | – |
| USB | New | U.S. Bancorp | $1,097,000 | – | 21,931 | – | 0.52% | – |
| ABBV | New | Abbvie Inc | $1,079,000 | – | 11,651 | – | 0.52% | – |
| ANTM | New | Anthem Inc | $1,080,000 | – | 4,537 | – | 0.52% | – |
| NEE | New | NextEra Energy Inc | $1,071,000 | – | 6,410 | – | 0.51% | – |
| ANDV | New | Andeavor | $1,058,000 | – | 8,069 | – | 0.51% | – |
| STZ | New | Constellation Brands | $1,052,000 | – | 4,805 | – | 0.50% | – |
| MXIM | New | Maxim Integrated Products, Inc | $1,052,000 | – | 17,930 | – | 0.50% | – |
| TRV | New | The Travelers Companies, Inc. | $1,050,000 | – | 8,583 | – | 0.50% | – |
| ATO | New | Atmos Energy Corp. | $1,037,000 | – | 11,500 | – | 0.50% | – |
| NVDA | New | NVIDIA Corp. | $1,021,000 | – | 4,310 | – | 0.49% | – |
| AXP | New | American Express | $1,017,000 | – | 10,373 | – | 0.49% | – |
| CRM | New | Salesforce.com Inc | $1,005,000 | – | 7,370 | – | 0.48% | – |
| GS | New | Goldman Sachs Group | $1,003,000 | – | 4,547 | – | 0.48% | – |
| C | New | Citigroup Inc. | $987,000 | – | 14,750 | – | 0.47% | – |
| UPS | New | United Parcel Services Cl B | $985,000 | – | 9,275 | – | 0.47% | – |
| SO | New | Southern Co. | $965,000 | – | 20,840 | – | 0.46% | – |
| CMS | New | CMS Energy Corp. | $957,000 | – | 20,248 | – | 0.46% | – |
| DWDP | New | DowDuPont Inc | $943,000 | – | 14,302 | – | 0.45% | – |
| EOG | New | EOG Resources | $925,000 | – | 7,435 | – | 0.44% | – |
| UTX | New | United Technologies | $920,000 | – | 7,355 | – | 0.44% | – |
| IBM | New | International Business Machine | $914,000 | – | 6,546 | – | 0.44% | – |
| QCOM | New | Qualcomm Inc. | $912,000 | – | 16,243 | – | 0.44% | – |
| SPG | New | Simon Property Group, Inc. | $897,000 | – | 5,270 | – | 0.43% | – |
| AJG | New | Arthur J. Gallagher & Co. | $886,000 | – | 13,570 | – | 0.42% | – |
| HPQ | New | HP Inc | $884,000 | – | 38,975 | – | 0.42% | – |
| DLR | New | Digital Realty | $859,000 | – | 7,700 | – | 0.41% | – |
| DHR | New | Danaher Corp. | $855,000 | – | 8,660 | – | 0.41% | – |
| HST | New | Host Hotels & Resorts Inc. | $854,000 | – | 40,542 | – | 0.41% | – |
| KKR | New | KKR & Co Inc | $844,000 | – | 33,975 | – | 0.40% | – |
| CCOI | New | Cogent Communications Holding | $841,000 | – | 15,750 | – | 0.40% | – |
| BK | New | Bank of New York Mellon Corp. | $840,000 | – | 15,574 | – | 0.40% | – |
| EXAS | New | Exact Sciences Corp | $840,000 | – | 14,050 | – | 0.40% | – |
| PLD | New | Prologis Trust | $838,000 | – | 12,755 | – | 0.40% | – |
| LVS | New | Las Vegas Sands | $836,000 | – | 10,950 | – | 0.40% | – |
| NTR | New | Nutrien LTD | $808,000 | – | 14,863 | – | 0.39% | – |
| FTNT | New | Fortinet Inc | $807,000 | – | 12,925 | – | 0.39% | – |
| PFG | New | Principal Financial Group | $804,000 | – | 15,188 | – | 0.38% | – |
| RNG | New | RingCentral Inc | $795,000 | – | 11,295 | – | 0.38% | – |
| SLB | New | Schlumberger Ltd. | $788,000 | – | 11,755 | – | 0.38% | – |
| CHD | New | Church & Dwight Co. | $764,000 | – | 14,375 | – | 0.37% | – |
| IEP | New | Icahn Enterprises LP | $760,000 | – | 10,700 | – | 0.36% | – |
| ACN | New | Accenture PLC CL A | $744,000 | – | 4,550 | – | 0.36% | – |
| FDX | New | Fedex Corp. | $744,000 | – | 3,275 | – | 0.36% | – |
| AVGO | New | Broadcom Inc | $740,000 | – | 3,049 | – | 0.35% | – |
| ZTS | New | Zoetis | $736,000 | – | 8,636 | – | 0.35% | – |
| ABT | New | Abbott Labs | $735,000 | – | 12,055 | – | 0.35% | – |
| MAR | New | Marriott International | $732,000 | – | 5,785 | – | 0.35% | – |
| NFG | New | National Fuel Gas Co. | $731,000 | – | 13,800 | – | 0.35% | – |
| APO | New | Apollo Global Management LLC | $729,000 | – | 22,865 | – | 0.35% | – |
| TSS | New | Total System Services | $717,000 | – | 8,480 | – | 0.34% | – |
| CVS | New | CVS Health Corp | $714,000 | – | 11,089 | – | 0.34% | – |
| AEP | New | American Electric Power | $711,000 | – | 10,270 | – | 0.34% | – |
| GM | New | General Motors Inc | $703,000 | – | 17,840 | – | 0.34% | – |
| COL | New | Rockwell Collins Inc. | $698,000 | – | 5,185 | – | 0.33% | – |
| PTC | New | PTC Inc | $693,000 | – | 7,383 | – | 0.33% | – |
| CBS | New | CBS Corp | $683,000 | – | 12,145 | – | 0.33% | – |
| NOW | New | Servicenow Inc | $676,000 | – | 3,919 | – | 0.32% | – |
| EQR | New | Equity Residential Properties | $675,000 | – | 10,600 | – | 0.32% | – |
| GILD | New | Gilead Science Inc | $672,000 | – | 9,491 | – | 0.32% | – |
| EIX | New | Edison Int'l | $671,000 | – | 10,600 | – | 0.32% | – |
| ENB | New | Enbridge Inc | $671,000 | – | 18,794 | – | 0.32% | – |
| MDLZ | New | Mondelez International Inc | $671,000 | – | 16,373 | – | 0.32% | – |
| UDR | New | UDR Inc | $669,000 | – | 17,831 | – | 0.32% | – |
| EPD | New | Enterprise Products Partners L | $667,000 | – | 24,106 | – | 0.32% | – |
| RHT | New | Red Hat Inc. | $663,000 | – | 4,935 | – | 0.32% | – |
| SPLK | New | Splunk Inc | $664,000 | – | 6,695 | – | 0.32% | – |
| IRM | New | Iron Mountain Inc. | $656,000 | – | 18,730 | – | 0.31% | – |
| CCI | New | Crown Castle International Cor | $641,000 | – | 5,945 | – | 0.31% | – |
| COST | New | Costco Co. | $632,000 | – | 3,025 | – | 0.30% | – |
| APC | New | Anadarko Petroleum Corp. | $633,000 | – | 8,641 | – | 0.30% | – |
| COLM | New | Columbia Sportswear Co | $629,000 | – | 6,876 | – | 0.30% | – |
| D | New | Dominion Energy Inc | $626,000 | – | 9,183 | – | 0.30% | – |
| MKC | New | McCormick & Co. | $622,000 | – | 5,361 | – | 0.30% | – |
| TAP | New | Molson Coors Brewing Company | $608,000 | – | 8,930 | – | 0.29% | – |
| LYB | New | Lyondellbassel Industries N.V. | $605,000 | – | 5,505 | – | 0.29% | – |
| CELG | New | Celgene Corp. | $604,000 | – | 7,600 | – | 0.29% | – |
| COF | New | Capital One Financial | $584,000 | – | 6,356 | – | 0.28% | – |
| SBRA | New | Sabra Health Care REIT Inc | $576,000 | – | 26,507 | – | 0.28% | – |
| WDC | New | Western Digital | $574,000 | – | 7,415 | – | 0.28% | – |
| CAT | New | Caterpillar Inc. | $575,000 | – | 4,235 | – | 0.28% | – |
| WY | New | Weyerhaeuser Co. | $566,000 | – | 15,520 | – | 0.27% | – |
| ESRX | New | Express Scripts Holding Compan | $565,000 | – | 7,320 | – | 0.27% | – |
| CNK | New | Cinemark Holdings Inc. | $565,000 | – | 16,100 | – | 0.27% | – |
| BXP | New | Boston Properties Inc | $564,000 | – | 4,500 | – | 0.27% | – |
| NI | New | Nisource Inc. | $558,000 | – | 21,222 | – | 0.27% | – |
| KR | New | Kroger Co | $554,000 | – | 19,485 | – | 0.26% | – |
| PEG | New | Public Service Enterprise Grou | $552,000 | – | 10,200 | – | 0.26% | – |
| DG | New | Dollar General | $549,000 | – | 5,571 | – | 0.26% | – |
| HE | New | Hawaiian Electric Ind. | $542,000 | – | 15,800 | – | 0.26% | – |
| EPAM | New | EPAM Systems Inc | $539,000 | – | 4,335 | – | 0.26% | – |
| FITB | New | Fifth Third Bancorp | $519,000 | – | 18,098 | – | 0.25% | – |
| ESS | New | Essex Property Trust Inc | $518,000 | – | 2,167 | – | 0.25% | – |
| HAL | New | Halliburton Co. | $513,000 | – | 11,392 | – | 0.25% | – |
| VGR | New | Vector Group Ltd | $511,000 | – | 26,799 | – | 0.24% | – |
| TRP | New | Transcanada Corp | $510,000 | – | 11,816 | – | 0.24% | – |
| STX | New | Seagate Technology | $510,000 | – | 9,025 | – | 0.24% | – |
| CVA | New | Covanta Holding Corp | $504,000 | – | 30,525 | – | 0.24% | – |
| MET | New | Metlife Inc | $497,000 | – | 11,388 | – | 0.24% | – |
| CMI | New | Cummins Inc | $496,000 | – | 3,730 | – | 0.24% | – |
| CTSH | New | Cognizant Tech Solutions Corp. | $494,000 | – | 6,260 | – | 0.24% | – |
| WES | New | Western Gas Partners | $491,000 | – | 10,150 | – | 0.24% | – |
| DCP | New | DCP Midstream LP | $490,000 | – | 12,400 | – | 0.24% | – |
| EXP | New | Eagle Materials Inc | $485,000 | – | 4,625 | – | 0.23% | – |
| CAG | New | Conagra Brands Inc | $479,000 | – | 13,400 | – | 0.23% | – |
| BBT | New | BB&T Corporation | $479,000 | – | 9,496 | – | 0.23% | – |
| VRTX | New | Vertex Pharmaceuticals Inc | $471,000 | – | 2,770 | – | 0.23% | – |
| F | New | Ford Motor Co. | $470,000 | – | 42,425 | – | 0.22% | – |
| IVZ | New | Invesco Ltd | $463,000 | – | 17,450 | – | 0.22% | – |
| GG | New | Goldcorp Inc | $462,000 | – | 33,700 | – | 0.22% | – |
| EXPE | New | Expedia Group Inc | $462,000 | – | 3,845 | – | 0.22% | – |
| VLO | New | Valero Energy Corp. | $460,000 | – | 4,150 | – | 0.22% | – |
| ARCC | New | Ares Capital Corp | $457,000 | – | 27,775 | – | 0.22% | – |
| CMA | New | Comerica, Inc. | $455,000 | – | 5,000 | – | 0.22% | – |
| GWRE | New | Guidewire Software Inc | $454,000 | – | 5,110 | – | 0.22% | – |
| MU | New | Micron Technology Inc. | $449,000 | – | 8,565 | – | 0.22% | – |
| ALB | New | Albemarle Corp | $446,000 | – | 4,725 | – | 0.21% | – |
| DISCA | New | Discovery Inc | $435,000 | – | 15,835 | – | 0.21% | – |
| TMUS | New | T Mobile US Inc | $433,000 | – | 7,255 | – | 0.21% | – |
| LPT | New | Liberty Property Trust | $429,000 | – | 9,675 | – | 0.20% | – |
| ALL | New | Allstate Corp | $424,000 | – | 4,650 | – | 0.20% | – |
| OHI | New | Omega Healthcare Investors | $422,000 | – | 13,600 | – | 0.20% | – |
| PACW | New | Pacwest Bancorp | $418,000 | – | 8,450 | – | 0.20% | – |
| WMB | New | Williams Cos. | $417,000 | – | 15,400 | – | 0.20% | – |
| JD | New | JD.com Inc | $418,000 | – | 10,720 | – | 0.20% | – |
| BX | New | Blackstone Group LP | $418,000 | – | 13,000 | – | 0.20% | – |
| MOS | New | The Mosaic Co | $415,000 | – | 14,785 | – | 0.20% | – |
| MTX | New | Minerals Technologies Inc | $413,000 | – | 5,485 | – | 0.20% | – |
| ALXN | New | Alexion Pharmaceuticals Inc | $405,000 | – | 3,265 | – | 0.19% | – |
| RDSA | New | Royal Dutch Shell PLC ADR | $405,000 | – | 5,850 | – | 0.19% | – |
| WRI | New | Weingarten Realty Investors | $401,000 | – | 13,025 | – | 0.19% | – |
| PEGI | New | Pattern Energy Group Inc | $396,000 | – | 21,130 | – | 0.19% | – |
| WELL | New | Welltower Inc | $397,000 | – | 6,325 | – | 0.19% | – |
| PM | New | Philip Morris International In | $392,000 | – | 4,850 | – | 0.19% | – |
| MDT | New | Medtronic Inc | $392,000 | – | 4,578 | – | 0.19% | – |
| PPL | New | PPL Corp. | $391,000 | – | 13,690 | – | 0.19% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $391,000 | – | 2,500 | – | 0.19% | – |
| MAC | New | Macerich Co. | $386,000 | – | 6,790 | – | 0.18% | – |
| PANW | New | Palo Alto Networks Inc | $385,000 | – | 1,875 | – | 0.18% | – |
| AGN | New | Allergan PLC | $381,000 | – | 2,288 | – | 0.18% | – |
| OUT | New | Outfront Media Inc | $382,000 | – | 19,625 | – | 0.18% | – |
| RXN | New | Rexnord Corp | $377,000 | – | 12,980 | – | 0.18% | – |
| CPE | New | Callon Petroleum Co | $375,000 | – | 34,910 | – | 0.18% | – |
| DVA | New | Davita Inc | $370,000 | – | 5,325 | – | 0.18% | – |
| GPC | New | Genuine Parts Co. | $367,000 | – | 4,000 | – | 0.18% | – |
| MHK | New | Mohawk Industries Inc. | $362,000 | – | 1,690 | – | 0.17% | – |
| LAMR | New | Lamar Advertising Co | $362,000 | – | 5,300 | – | 0.17% | – |
| TUP | New | Tupperware Brands Corp | $359,000 | – | 8,700 | – | 0.17% | – |
| WBA | New | Walgreens Boots Alliance Inc | $358,000 | – | 5,971 | – | 0.17% | – |
| SBUX | New | Starbucks Corp. | $351,000 | – | 7,180 | – | 0.17% | – |
| PNW | New | Pinnacle West Capital | $346,000 | – | 4,300 | – | 0.17% | – |
| BLMN | New | Bloomin Brands Inc | $344,000 | – | 17,105 | – | 0.16% | – |
| APD | New | Air Products & Chemicals, Inc. | $343,000 | – | 2,200 | – | 0.16% | – |
| HCP | New | HCP Inc | $335,000 | – | 12,975 | – | 0.16% | – |
| BP | New | BP plc ADR | $329,000 | – | 7,200 | – | 0.16% | – |
| MIC | New | Macquarie Infrastructure Co | $323,000 | – | 7,665 | – | 0.16% | – |
| FLS | New | Flowserve Corp. | $322,000 | – | 7,967 | – | 0.15% | – |
| LUMN | New | CenturyLink Inc | $319,000 | – | 17,125 | – | 0.15% | – |
| GTLS | New | Chart Industries Inc | $319,000 | – | 5,165 | – | 0.15% | – |
| HOLX | New | Hologic Inc | $317,000 | – | 7,975 | – | 0.15% | – |
| MRC | New | MRC Global Inc | $316,000 | – | 14,590 | – | 0.15% | – |
| BMRN | New | Biomarin Pharmaceutical Inc | $309,000 | – | 3,285 | – | 0.15% | – |
| GLW | New | Corning Inc. | $309,000 | – | 11,218 | – | 0.15% | – |
| GRMN | New | Garmin Ltd | $299,000 | – | 4,900 | – | 0.14% | – |
| DRE | New | Duke Realty Corp. | $299,000 | – | 10,300 | – | 0.14% | – |
| DGX | New | Quest Diagnostics Inc | $291,000 | – | 2,650 | – | 0.14% | – |
| TWO | New | Two Harbors Investment Corp | $291,000 | – | 18,425 | – | 0.14% | – |
| KIM | New | Kimco Realty Corp. | $289,000 | – | 17,000 | – | 0.14% | – |
| KHC | New | Kraft Heinz Co The | $286,000 | – | 4,558 | – | 0.14% | – |
| SEE | New | Sealed Air Corp. | $284,000 | – | 6,688 | – | 0.14% | – |
| KMI | New | Kinder Morgan Inc. | $273,000 | – | 15,472 | – | 0.13% | – |
| IMPV | New | Imperva Inc | $273,000 | – | 5,655 | – | 0.13% | – |
| MAT | New | Mattel Inc. | $266,000 | – | 16,180 | – | 0.13% | – |
| EPR | New | EPR Properties | $259,000 | – | 4,000 | – | 0.12% | – |
| RF | New | Regions Financial Corp. | $251,000 | – | 14,137 | – | 0.12% | – |
| ACC | New | American Campus Communities | $247,000 | – | 5,750 | – | 0.12% | – |
| GME | New | GameStop Corp. | $245,000 | – | 16,800 | – | 0.12% | – |
| FTV | New | Fortive Corp | $240,000 | – | 3,113 | – | 0.12% | – |
| DOX | New | Amdocs Ltd | $237,000 | – | 3,575 | – | 0.11% | – |
| BDX | New | Becton Dickinson and Co | $238,000 | – | 995 | – | 0.11% | – |
| OCSL | New | Oaktree Specialty Lending Co | $229,000 | – | 47,990 | – | 0.11% | – |
| SFL | New | Ship Finance Intl Ltd | $230,000 | – | 15,380 | – | 0.11% | – |
| VMC | New | Vulcan Materials | $226,000 | – | 1,750 | – | 0.11% | – |
| TSCO | New | Tractor Supply Company | $226,000 | – | 2,950 | – | 0.11% | – |
| PAA | New | Plains All American Pipeline L | $215,000 | – | 9,100 | – | 0.10% | – |
| LB | New | L Brands Inc | $212,000 | – | 5,739 | – | 0.10% | – |
| FCX | New | Freeport-McMoRan Inc | $211,000 | – | 12,245 | – | 0.10% | – |
| MCK | New | Mckesson HBOC Inc. | $205,000 | – | 1,535 | – | 0.10% | – |
| ABDC | New | Alcentra Capital Corp | $182,000 | – | 28,450 | – | 0.09% | – |
| SSW | New | Seaspan Corp | $179,000 | – | 17,600 | – | 0.09% | – |
| ENBL | New | Enable Midstream Partners LP | $171,000 | – | 10,000 | – | 0.08% | – |
| NYCB | New | New York Community Bancorp | $161,000 | – | 14,600 | – | 0.08% | – |
| CSIQ | New | Canadian Solar Inc | $137,000 | – | 11,220 | – | 0.07% | – |
| EEP | New | Enbridge Energy Partners LP | $130,000 | – | 11,925 | – | 0.06% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EXPR | Exit | Express | $0 | – | -10,695 | – | -0.04% | – |
| SSW | Exit | Seaspan Corp | $0 | – | -17,600 | – | -0.06% | – |
| ENBL | Exit | Enable Midstream Partners LP | $0 | – | -10,000 | – | -0.08% | – |
| FCX | Exit | Freeport-McMoRan Inc | $0 | – | -12,780 | – | -0.09% | – |
| NYCB | Exit | New York Community Bancorp | $0 | – | -14,600 | – | -0.09% | – |
| EEP | Exit | Enbridge Energy Partners LP | $0 | – | -11,925 | – | -0.10% | – |
| GTLS | Exit | Chart Industries Inc | $0 | – | -5,340 | – | -0.10% | – |
| VMC | Exit | Vulcan Materials | $0 | – | -1,750 | – | -0.10% | – |
| CSIQ | Exit | Canadian Solar Inc | $0 | – | -12,660 | – | -0.11% | – |
| RF | Exit | Regions Financial Corp. | $0 | – | -14,137 | – | -0.11% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -4,275 | – | -0.11% | – |
| SFL | Exit | Ship Finance Intl Ltd | $0 | – | -15,380 | – | -0.11% | – |
| FTV | Exit | Fortive Corp | $0 | – | -3,213 | – | -0.11% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -3,575 | – | -0.12% | – |
| MCK | Exit | Mckesson HBOC Inc. | $0 | – | -1,570 | – | -0.12% | – |
| LB | Exit | L Brands Inc | $0 | – | -5,864 | – | -0.12% | – |
| IMPV | Exit | Imperva Inc | $0 | – | -5,800 | – | -0.13% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -2,750 | – | -0.13% | – |
| ACC | Exit | American Campus Communities | $0 | – | -5,885 | – | -0.13% | – |
| MRC | Exit | MRC Global Inc | $0 | – | -14,940 | – | -0.13% | – |
| FSC | Exit | Fifth Street Finance Corp | $0 | – | -47,990 | – | -0.13% | – |
| GRMN | Exit | Garmin Ltd | $0 | – | -4,900 | – | -0.13% | – |
| APA | Exit | Apache Corp | $0 | – | -5,811 | – | -0.13% | – |
| BP | Exit | BP plc ADR | $0 | – | -7,114 | – | -0.14% | – |
| PANW | Exit | Palo Alto Networks Inc | $0 | – | -1,915 | – | -0.14% | – |
| MAT | Exit | Mattel Inc. | $0 | – | -18,330 | – | -0.14% | – |
| SEE | Exit | Sealed Air Corp. | $0 | – | -6,688 | – | -0.14% | – |
| EPR | Exit | EPR Properties | $0 | – | -4,095 | – | -0.14% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -7,975 | – | -0.15% | – |
| PSEC | Exit | Prospect Capital Corp | $0 | – | -43,700 | – | -0.15% | – |
| DRE | Exit | Duke Realty Corp. | $0 | – | -10,300 | – | -0.15% | – |
| STX | Exit | Seagate Technology | $0 | – | -9,025 | – | -0.15% | – |
| KMI | Exit | Kinder Morgan Inc. | $0 | – | -15,608 | – | -0.15% | – |
| JCI | Exit | Johnson Controls Interanationa | $0 | – | -7,450 | – | -0.15% | – |
| ABDC | Exit | Alcentra Capital Corp | $0 | – | -28,450 | – | -0.15% | – |
| BLMN | Exit | Bloomin Brands Inc | $0 | – | -17,530 | – | -0.16% | – |
| BMRN | Exit | Biomarin Pharmaceutical Inc | $0 | – | -3,350 | – | -0.16% | – |
| MOS | Exit | The Mosaic Co | $0 | – | -14,785 | – | -0.16% | – |
| LUMN | Exit | CenturyLink Inc. | $0 | – | -17,125 | – | -0.16% | – |
| DVA | Exit | Davita Inc | $0 | – | -5,525 | – | -0.16% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -2,200 | – | -0.17% | – |
| VLO | Exit | Valero Energy Corp. | $0 | – | -4,310 | – | -0.17% | – |
| KIM | Exit | Kimco Realty Corp. | $0 | – | -17,000 | – | -0.17% | – |
| RXN | Exit | Rexnord Corp | $0 | – | -13,280 | – | -0.17% | – |
| EGHT | Exit | 8x8 Inc | $0 | – | -24,945 | – | -0.17% | – |
| MU | Exit | Micron Technology Inc. | $0 | – | -8,790 | – | -0.17% | – |
| GME | Exit | GameStop Corp. | $0 | – | -16,800 | – | -0.17% | – |
| FLS | Exit | Flowserve Corp. | $0 | – | -8,192 | – | -0.18% | – |
| GLW | Exit | Corning Inc. | $0 | – | -11,618 | – | -0.18% | – |
| RDSA | Exit | Royal Dutch Shell PLC ADR | $0 | – | -5,850 | – | -0.18% | – |
| RGC | Exit | Regal Entertainment Group - A | $0 | – | -22,125 | – | -0.18% | – |
| KHC | Exit | Kraft Heinz Co The | $0 | – | -4,658 | – | -0.18% | – |
| HCP | Exit | HCP Inc | $0 | – | -12,975 | – | -0.18% | – |
| LAMR | Exit | Lamar Advertising Co | $0 | – | -5,300 | – | -0.18% | – |
| PNW | Exit | Pinnacle West Capital | $0 | – | -4,300 | – | -0.18% | – |
| MDT | Exit | Medtronic Inc | $0 | – | -4,685 | – | -0.18% | – |
| TWO | Exit | Two Harbors Investment Corp | $0 | – | -36,850 | – | -0.19% | – |
| MAC | Exit | Macerich Co. | $0 | – | -6,790 | – | -0.19% | – |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -2,500 | – | -0.19% | – |
| CMA | Exit | Comerica, Inc. | $0 | – | -5,000 | – | -0.19% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -4,000 | – | -0.19% | – |
| EPAM | Exit | EPAM Systems Inc | $0 | – | -4,485 | – | -0.20% | – |
| MTX | Exit | Minerals Technologies Inc | $0 | – | -5,610 | – | -0.20% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -9,675 | – | -0.20% | – |
| SBUX | Exit | Starbucks Corp. | $0 | – | -7,430 | – | -0.20% | – |
| KR | Exit | Kroger Co | $0 | – | -20,010 | – | -0.20% | – |
| MON | Exit | Monsanto Co. | $0 | – | -3,358 | – | -0.20% | – |
| GWRE | Exit | Guidewire Software Inc | $0 | – | -5,250 | – | -0.20% | – |
| JD | Exit | JD.com Inc | $0 | – | -11,045 | – | -0.21% | – |
| PACW | Exit | Pacwest Bancorp | $0 | – | -8,450 | – | -0.21% | – |
| PTC | Exit | PTC Inc | $0 | – | -7,608 | – | -0.22% | – |
| MHK | Exit | Mohawk Industries Inc. | $0 | – | -1,730 | – | -0.22% | – |
| DCP | Exit | DCP Midstream LP | $0 | – | -12,400 | – | -0.22% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -8,866 | – | -0.22% | – |
| OHI | Exit | Omega Healthcare Investors | $0 | – | -13,600 | – | -0.22% | – |
| DDC | Exit | Dominion Diamond Corp | $0 | – | -30,675 | – | -0.22% | – |
| BX | Exit | Blackstone Group LP | $0 | – | -13,000 | – | -0.22% | – |
| ALL | Exit | Allstate Corp | $0 | – | -4,745 | – | -0.22% | – |
| COLM | Exit | Columbia Sportswear Co | $0 | – | -7,076 | – | -0.22% | – |
| WELL | Exit | Welltower Inc | $0 | – | -6,325 | – | -0.22% | – |
| WRI | Exit | Weingarten Realty Investors | $0 | – | -14,100 | – | -0.22% | – |
| CAG | Exit | Conagra Brands Inc | $0 | – | -13,400 | – | -0.23% | – |
| CVA | Exit | Covanta Holding Corp | $0 | – | -30,525 | – | -0.23% | – |
| BBT | Exit | BB&T Corporation | $0 | – | -9,671 | – | -0.23% | – |
| SPLK | Exit | Splunk Inc | $0 | – | -6,845 | – | -0.23% | – |
| ARCC | Exit | Ares Capital Corp | $0 | – | -27,775 | – | -0.23% | – |
| TMUS | Exit | T Mobile US Inc | $0 | – | -7,405 | – | -0.23% | – |
| WMB | Exit | Williams Cos. | $0 | – | -15,400 | – | -0.23% | – |
| DG | Exit | Dollar General | $0 | – | -5,721 | – | -0.23% | – |
| CTSH | Exit | Cognizant Tech Solutions Corp. | $0 | – | -6,410 | – | -0.23% | – |
| NOW | Exit | Servicenow Inc | $0 | – | -4,019 | – | -0.24% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -10,200 | – | -0.24% | – |
| FTNT | Exit | Fortinet Inc | $0 | – | -13,200 | – | -0.24% | – |
| ESRX | Exit | Express Scripts Holding Compan | $0 | – | -7,495 | – | -0.24% | – |
| AGN | Exit | Allergan PLC | $0 | – | -2,354 | – | -0.24% | – |
| OUT | Exit | Outfront Media Inc | $0 | – | -19,625 | – | -0.25% | – |
| COST | Exit | Costco Co. | $0 | – | -3,060 | – | -0.25% | – |
| EXP | Exit | Eagle Materials Inc | $0 | – | -4,725 | – | -0.25% | – |
| PEGI | Exit | Pattern Energy Group Inc | $0 | – | -21,130 | – | -0.26% | – |
| F | Exit | Ford Motor Co. | $0 | – | -42,425 | – | -0.26% | – |
| RNG | Exit | RingCentral Inc | $0 | – | -12,175 | – | -0.26% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -18,448 | – | -0.26% | – |
| WES | Exit | Western Gas Partners | $0 | – | -10,150 | – | -0.26% | – |
| HE | Exit | Hawaiian Electric Ind. | $0 | – | -15,800 | – | -0.26% | – |
| PPL | Exit | PPL Corp. | $0 | – | -13,890 | – | -0.26% | – |
| WY | Exit | Weyerhaeuser Co. | $0 | – | -15,520 | – | -0.26% | – |
| NFLX | Exit | Netflix Inc | $0 | – | -2,925 | – | -0.27% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -11,667 | – | -0.27% | – |
| TUP | Exit | Tupperware Brands Corp | $0 | – | -8,700 | – | -0.27% | – |
| PM | Exit | Philip Morris International In | $0 | – | -4,850 | – | -0.27% | – |
| CAT | Exit | Caterpillar Inc. | $0 | – | -4,360 | – | -0.27% | – |
| LYB | Exit | Lyondellbassel Industries N.V. | $0 | – | -5,505 | – | -0.27% | – |
| ESS | Exit | Essex Property Trust Inc | $0 | – | -2,167 | – | -0.28% | – |
| NI | Exit | Nisource Inc. | $0 | – | -21,522 | – | -0.28% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -4,500 | – | -0.28% | – |
| VGR | Exit | Vector Group Ltd | $0 | – | -27,080 | – | -0.28% | – |
| MIC | Exit | Macquarie Infrastructure Co | $0 | – | -7,665 | – | -0.28% | – |
| RHT | Exit | Red Hat Inc. | $0 | – | -5,035 | – | -0.28% | – |
| COF | Exit | Capital One Financial | $0 | – | -6,606 | – | -0.28% | – |
| ZTS | Exit | Zoetis | $0 | – | -8,811 | – | -0.28% | – |
| EXPE | Exit | Expedia Inc | $0 | – | -3,925 | – | -0.28% | – |
| TSS | Exit | Total System Services | $0 | – | -8,655 | – | -0.28% | – |
| SBRA | Exit | Sabra Health Care REIT Inc | $0 | – | -26,507 | – | -0.29% | – |
| CNK | Exit | Cinemark Holdings Inc. | $0 | – | -16,100 | – | -0.29% | – |
| IEP | Exit | Icahn Enterprises LP | $0 | – | -10,700 | – | -0.30% | – |
| TRP | Exit | Transcanada Corp | $0 | – | -11,991 | – | -0.30% | – |
| CCI | Exit | Crown Castle International Cor | $0 | – | -6,090 | – | -0.31% | – |
| MET | Exit | Metlife Inc | $0 | – | -11,763 | – | -0.31% | – |
| IVZ | Exit | Invesco Ltd | $0 | – | -17,725 | – | -0.31% | – |
| WBA | Exit | Walgreens Boots Alliance Inc | $0 | – | -8,121 | – | -0.32% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -24,106 | – | -0.32% | – |
| ACN | Exit | Accenture PLC CL A | $0 | – | -4,650 | – | -0.32% | – |
| MKC | Exit | McCormick & Co. | $0 | – | -6,131 | – | -0.32% | – |
| CMI | Exit | Cummins Inc | $0 | – | -3,810 | – | -0.32% | – |
| MAR | Exit | Marriott International | $0 | – | -5,945 | – | -0.33% | – |
| WDC | Exit | Western Digital | $0 | – | -7,585 | – | -0.33% | – |
| ABT | Exit | Abbott Labs | $0 | – | -12,355 | – | -0.33% | – |
| UDR | Exit | UDR Inc | $0 | – | -17,831 | – | -0.34% | – |
| MDLZ | Exit | Mondelez International Inc | $0 | – | -16,673 | – | -0.34% | – |
| EXAS | Exit | Exact Sciences Corp | $0 | – | -14,700 | – | -0.35% | – |
| EQR | Exit | Equity Residential Properties | $0 | – | -10,600 | – | -0.35% | – |
| LVS | Exit | Las Vegas Sands | $0 | – | -10,950 | – | -0.35% | – |
| CRM | Exit | Salesforce.com Inc | $0 | – | -7,520 | – | -0.35% | – |
| KKR | Exit | KKR & Co LP | $0 | – | -34,700 | – | -0.35% | – |
| AGU | Exit | Agrium Inc | $0 | – | -6,590 | – | -0.36% | – |
| APO | Exit | Apollo Global Management LLC | $0 | – | -23,540 | – | -0.36% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -9,308 | – | -0.36% | – |
| CBS | Exit | CBS Corp | $0 | – | -12,370 | – | -0.36% | – |
| COL | Exit | Rockwell Collins Inc. | $0 | – | -5,485 | – | -0.36% | – |
| GM | Exit | General Motors Inc | $0 | – | -18,065 | – | -0.37% | – |
| AEP | Exit | American Electric Power | $0 | – | -10,420 | – | -0.37% | – |
| EOG | Exit | EOG Resources | $0 | – | -7,615 | – | -0.37% | – |
| IRM | Exit | Iron Mountain Inc. | $0 | – | -19,180 | – | -0.37% | – |
| FDX | Exit | Fedex Corp. | $0 | – | -3,370 | – | -0.38% | – |
| DHR | Exit | Danaher Corp. | $0 | – | -8,860 | – | -0.38% | – |
| AVGO | Exit | Broadcom Ltd | $0 | – | -3,149 | – | -0.38% | – |
| HST | Exit | Host Hotels & Resorts Inc. | $0 | – | -41,492 | – | -0.38% | – |
| HPQ | Exit | HP Inc | $0 | – | -38,975 | – | -0.39% | – |
| NFG | Exit | National Fuel Gas Co. | $0 | – | -13,800 | – | -0.39% | – |
| ENB | Exit | Enbridge Inc | $0 | – | -19,187 | – | -0.40% | – |
| TAP | Exit | Molson Coors Brewing Company | $0 | – | -9,840 | – | -0.40% | – |
| CHD | Exit | Church & Dwight Co. | $0 | – | -16,645 | – | -0.40% | – |
| PLD | Exit | Prologis Trust | $0 | – | -13,055 | – | -0.42% | – |
| EIX | Exit | Edison Int'l | $0 | – | -10,775 | – | -0.42% | – |
| GILD | Exit | Gilead Science Inc | $0 | – | -10,301 | – | -0.42% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -12,005 | – | -0.42% | – |
| ANDV | Exit | Andeavor | $0 | – | -8,179 | – | -0.42% | – |
| SPG | Exit | Simon Property Group, Inc. | $0 | – | -5,270 | – | -0.43% | – |
| AJG | Exit | Arthur J. Gallagher & Co. | $0 | – | -13,845 | – | -0.43% | – |
| CCOI | Exit | Cogent Communications Holding | $0 | – | -17,415 | – | -0.43% | – |
| QCOM | Exit | Qualcomm Inc. | $0 | – | -16,493 | – | -0.43% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -16,139 | – | -0.43% | – |
| MXIM | Exit | Maxim Integrated Products, Inc | $0 | – | -18,130 | – | -0.43% | – |
| UTX | Exit | United Technologies | $0 | – | -7,555 | – | -0.44% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -4,692 | – | -0.45% | – |
| DLR | Exit | Digital Realty | $0 | – | -7,700 | – | -0.46% | – |
| TGT | Exit | Target Corp. | $0 | – | -15,661 | – | -0.46% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -11,414 | – | -0.47% | – |
| CMS | Exit | CMS Energy Corp. | $0 | – | -20,553 | – | -0.48% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -6,520 | – | -0.48% | – |
| IBM | Exit | International Business Machine | $0 | – | -6,636 | – | -0.48% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -11,500 | – | -0.48% | – |
| AXP | Exit | American Express | $0 | – | -10,683 | – | -0.48% | – |
| V | Exit | Visa Inc | $0 | – | -9,180 | – | -0.48% | – |
| DRI | Exit | Darden Restaurants Inc. | $0 | – | -12,295 | – | -0.49% | – |
| DWDP | Exit | DowDuPont Inc | $0 | – | -14,494 | – | -0.50% | – |
| UNP | Exit | Union Pacific | $0 | – | -8,802 | – | -0.51% | – |
| STZ | Exit | Constellation Brands | $0 | – | -5,165 | – | -0.52% | – |
| SO | Exit | Southern Co. | $0 | – | -21,725 | – | -0.54% | – |
| ADBE | Exit | Adobe Systems | $0 | – | -7,312 | – | -0.55% | – |
| GS | Exit | Goldman Sachs Group | $0 | – | -4,697 | – | -0.56% | – |
| C | Exit | Citigroup Inc. | $0 | – | -15,300 | – | -0.56% | – |
| ABBV | Exit | Abbvie Inc | $0 | – | -12,601 | – | -0.56% | – |
| UPS | Exit | United Parcel Services Cl B | $0 | – | -9,450 | – | -0.57% | – |
| WMT | Exit | Wal-Mart | $0 | – | -14,658 | – | -0.58% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -14,363 | – | -0.60% | – |
| TRV | Exit | The Travelers Companies, Inc. | $0 | – | -9,918 | – | -0.61% | – |
| SCHW | Exit | Charles Schwab Corp. | $0 | – | -28,490 | – | -0.62% | – |
| TMO | Exit | Thermo Fisher Scientific Inc | $0 | – | -6,591 | – | -0.63% | – |
| ATVI | Exit | Activision Blizzard Inc | $0 | – | -19,409 | – | -0.63% | – |
| MMC | Exit | Marsh & McLennan Companies, In | $0 | – | -14,935 | – | -0.63% | – |
| PFG | Exit | Principal Financial Group | $0 | – | -20,113 | – | -0.65% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -6,685 | – | -0.66% | – |
| LOW | Exit | Lowe's Co. | $0 | – | -16,425 | – | -0.66% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -24,981 | – | -0.67% | – |
| KO | Exit | Coca-Cola | $0 | – | -32,246 | – | -0.73% | – |
| MS | Exit | Morgan Stanley, Dean Witter, D | $0 | – | -30,938 | – | -0.75% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -31,193 | – | -0.76% | – |
| CSCO | Exit | Cisco Systems | $0 | – | -45,171 | – | -0.76% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -31,050 | – | -0.77% | – |
| LLY | Exit | Lilly (Eli) & Co. | $0 | – | -18,791 | – | -0.81% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -14,573 | – | -0.82% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -16,710 | – | -0.83% | – |
| GOOG | Exit | Alphabet Inc Class C | $0 | – | -1,756 | – | -0.84% | – |
| GOOGL | Exit | Alphabet Inc Class A | $0 | – | -1,732 | – | -0.85% | – |
| PPG | Exit | PPG Industries, Inc. | $0 | – | -15,850 | – | -0.86% | – |
| WFC | Exit | Wells Fargo Co. | $0 | – | -31,268 | – | -0.86% | – |
| INTC | Exit | Intel Corp. | $0 | – | -45,611 | – | -0.87% | – |
| PG | Exit | Procter & Gamble, Inc. | $0 | – | -19,290 | – | -0.88% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -27,430 | – | -0.88% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -13,302 | – | -0.90% | – |
| BABA | Exit | Alibaba Group Holdings | $0 | – | -10,595 | – | -0.92% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -11,718 | – | -0.92% | – |
| AMZN | Exit | Amazon.com, Inc. | $0 | – | -1,959 | – | -0.94% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -16,116 | – | -0.95% | – |
| PRU | Exit | Prudential Financial, Inc. | $0 | – | -18,305 | – | -0.98% | – |
| HON | Exit | Honeywell International, Inc. | $0 | – | -13,766 | – | -0.98% | – |
| GE | Exit | General Electric Co. | $0 | – | -84,687 | – | -1.03% | – |
| CELG | Exit | Celgene Corp. | $0 | – | -14,105 | – | -1.03% | – |
| NOC | Exit | Northrop Grumman Corp. | $0 | – | -7,480 | – | -1.08% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -60,776 | – | -1.09% | – |
| TXN | Exit | Texas Instruments | $0 | – | -24,558 | – | -1.10% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -26,983 | – | -1.11% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -35,325 | – | -1.12% | – |
| FB | Exit | Facebook Inc | $0 | – | -15,318 | – | -1.31% | – |
| T | Exit | AT&T Inc. | $0 | – | -70,795 | – | -1.39% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -22,490 | – | -1.47% | – |
| HD | Exit | Home Depot, Inc. | $0 | – | -18,996 | – | -1.56% | – |
| BA | Exit | Boeing Company | $0 | – | -12,453 | – | -1.59% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -34,216 | – | -1.64% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -59,596 | – | -2.23% | – |
| AAPL | Exit | Apple Inc | $0 | – | -36,518 | – | -2.82% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | Apple Inc | $5,628,000 | -23.7% | 36,518 | -28.7% | 2.82% | -8.4% |
| MSFT | Sell | Microsoft Corp | $4,439,000 | -16.2% | 59,596 | -22.5% | 2.23% | +0.7% |
| JPM | Sell | JPMorgan Chase & Co. | $3,268,000 | -17.1% | 34,216 | -20.6% | 1.64% | -0.4% |
| BA | Sell | Boeing Company | $3,166,000 | -3.3% | 12,453 | -24.8% | 1.59% | +16.2% |
| HD | Sell | Home Depot, Inc. | $3,107,000 | -17.5% | 18,996 | -22.6% | 1.56% | -0.8% |
| JNJ | Sell | Johnson & Johnson | $2,924,000 | -24.5% | 22,490 | -23.2% | 1.47% | -9.3% |
| T | Sell | AT&T Inc. | $2,773,000 | -14.8% | 70,795 | -18.0% | 1.39% | +2.4% |
| FB | Sell | Facebook Inc | $2,617,000 | -2.7% | 15,318 | -14.0% | 1.31% | +16.9% |
| MO | Sell | Altria Group, Inc. | $2,240,000 | -35.6% | 35,325 | -24.4% | 1.12% | -22.6% |
| XOM | Sell | Exxon Mobil Corp. | $2,212,000 | -18.0% | 26,983 | -19.3% | 1.11% | -1.5% |
| TXN | Sell | Texas Instruments | $2,201,000 | +2.3% | 24,558 | -12.2% | 1.10% | +23.1% |
| PFE | Sell | Pfizer, Inc. | $2,170,000 | -16.9% | 60,776 | -21.8% | 1.09% | -0.2% |
| NOC | Sell | Northrop Grumman Corp. | $2,152,000 | -0.3% | 7,480 | -11.0% | 1.08% | +19.9% |
| CELG | Sell | Celgene Corp. | $2,057,000 | -7.7% | 14,105 | -17.8% | 1.03% | +11.0% |
| GE | Sell | General Electric Co. | $2,048,000 | -30.3% | 84,687 | -22.1% | 1.03% | -16.2% |
| HON | Sell | Honeywell International, Inc. | $1,951,000 | -16.7% | 13,766 | -21.6% | 0.98% | +0.1% |
| PRU | Sell | Prudential Financial, Inc. | $1,946,000 | -24.3% | 18,305 | -23.0% | 0.98% | -9.0% |
| CVX | Sell | Chevron Corp. | $1,894,000 | -15.6% | 16,116 | -25.0% | 0.95% | +1.5% |
| AMZN | Sell | Amazon.com, Inc. | $1,883,000 | -15.4% | 1,959 | -14.8% | 0.94% | +1.7% |
| MCD | Sell | McDonald's Corp. | $1,836,000 | -17.7% | 11,718 | -19.6% | 0.92% | -1.2% |
| BABA | Sell | Alibaba Group Holdings | $1,830,000 | +9.6% | 10,595 | -10.6% | 0.92% | +31.7% |
| PNC | Sell | PNC Financial Services Group | $1,793,000 | -17.0% | 13,302 | -23.1% | 0.90% | -0.2% |
| PG | Sell | Procter & Gamble, Inc. | $1,755,000 | -23.9% | 19,290 | -27.1% | 0.88% | -8.5% |
| MRK | Sell | Merck & Co., Inc. | $1,756,000 | -20.0% | 27,430 | -19.9% | 0.88% | -3.8% |
| INTC | Sell | Intel Corp. | $1,737,000 | -8.7% | 45,611 | -19.1% | 0.87% | +9.8% |
| WFC | Sell | Wells Fargo Co. | $1,724,000 | -24.6% | 31,268 | -24.2% | 0.86% | -9.4% |
| PPG | Sell | PPG Industries, Inc. | $1,722,000 | -10.3% | 15,850 | -9.2% | 0.86% | +7.9% |
| GOOGL | Sell | Alphabet Inc Class A | $1,686,000 | -16.5% | 1,732 | -20.3% | 0.85% | +0.4% |
| GOOG | Sell | Alphabet Inc Class C | $1,684,000 | -15.6% | 1,756 | -20.0% | 0.84% | +1.4% |
| DIS | Sell | Walt Disney Co. | $1,647,000 | -34.4% | 16,710 | -29.2% | 0.83% | -21.1% |
| PEP | Sell | PepsiCo, Inc. | $1,624,000 | -24.7% | 14,573 | -22.0% | 0.82% | -9.5% |
| LLY | Sell | Lilly (Eli) & Co. | $1,607,000 | -15.8% | 18,791 | -19.0% | 0.81% | +1.1% |
| VZ | Sell | Verizon Communications Inc | $1,537,000 | -10.9% | 31,050 | -19.6% | 0.77% | +7.1% |
| CSCO | Sell | Cisco Systems | $1,519,000 | -19.8% | 45,171 | -25.4% | 0.76% | -3.7% |
| ORCL | Sell | Oracle Corp. | $1,508,000 | -23.1% | 31,193 | -20.2% | 0.76% | -7.5% |
| MS | Sell | Morgan Stanley, Dean Witter, D | $1,490,000 | -16.3% | 30,938 | -22.5% | 0.75% | +0.7% |
| KO | Sell | Coca-Cola | $1,451,000 | -18.4% | 32,246 | -18.7% | 0.73% | -1.9% |
| USB | Sell | U.S. Bancorp | $1,339,000 | -22.1% | 24,981 | -24.5% | 0.67% | -6.3% |
| LOW | Sell | Lowe's Co. | $1,313,000 | -24.1% | 16,425 | -26.4% | 0.66% | -8.9% |
| UNH | Sell | United Health Group Inc. | $1,309,000 | -23.1% | 6,685 | -27.2% | 0.66% | -7.6% |
| PFG | Sell | Principal Financial Group | $1,294,000 | -24.5% | 20,113 | -24.8% | 0.65% | -9.4% |
| MMC | Sell | Marsh & McLennan Companies, In | $1,252,000 | -18.9% | 14,935 | -24.6% | 0.63% | -2.6% |
| ATVI | Sell | Activision Blizzard Inc | $1,252,000 | +4.0% | 19,409 | -7.2% | 0.63% | +24.9% |
| TMO | Sell | Thermo Fisher Scientific Inc | $1,247,000 | -18.9% | 6,591 | -25.2% | 0.63% | -2.5% |
| SCHW | Sell | Charles Schwab Corp. | $1,246,000 | -20.7% | 28,490 | -22.1% | 0.62% | -4.7% |
| TRV | Sell | The Travelers Companies, Inc. | $1,215,000 | -30.0% | 9,918 | -27.7% | 0.61% | -15.9% |
| DUK | Sell | Duke Energy Corp. | $1,205,000 | -6.0% | 14,363 | -6.4% | 0.60% | +13.1% |
| WMT | Sell | Wal-Mart | $1,145,000 | -25.8% | 14,658 | -28.1% | 0.58% | -10.7% |
| UPS | Sell | United Parcel Services Cl B | $1,135,000 | -15.0% | 9,450 | -21.7% | 0.57% | +2.3% |
| ABBV | Sell | Abbvie Inc | $1,120,000 | +8.0% | 12,601 | -11.9% | 0.56% | +29.8% |
| C | Sell | Citigroup Inc. | $1,113,000 | -14.8% | 15,300 | -21.6% | 0.56% | +2.6% |
| GS | Sell | Goldman Sachs Group | $1,114,000 | -20.6% | 4,697 | -25.7% | 0.56% | -4.6% |
| ADBE | Sell | Adobe Systems | $1,091,000 | -7.3% | 7,312 | -12.2% | 0.55% | +11.6% |
| SO | Sell | Southern Co. | $1,068,000 | -26.4% | 21,725 | -28.4% | 0.54% | -11.6% |
| STZ | Sell | Constellation Brands | $1,030,000 | -16.1% | 5,165 | -18.5% | 0.52% | +0.8% |
| UNP | Sell | Union Pacific | $1,021,000 | -13.6% | 8,802 | -18.9% | 0.51% | +3.6% |
| DWDP | New | DowDuPont Inc | $1,003,000 | – | 14,494 | – | 0.50% | – |
| DRI | Sell | Darden Restaurants Inc. | $969,000 | -28.5% | 12,295 | -18.0% | 0.49% | -14.1% |
| AXP | Sell | American Express | $966,000 | -12.0% | 10,683 | -18.0% | 0.48% | +5.9% |
| V | Sell | Visa Inc | $966,000 | -15.4% | 9,180 | -24.6% | 0.48% | +1.7% |
| ATO | Sell | Atmos Energy Corp. | $964,000 | -13.9% | 11,500 | -14.8% | 0.48% | +3.4% |
| IBM | Sell | International Business Machine | $963,000 | -28.9% | 6,636 | -24.6% | 0.48% | -14.7% |
| NEE | Sell | NextEra Energy Inc | $956,000 | -20.5% | 6,520 | -24.0% | 0.48% | -4.4% |
| CMS | Sell | CMS Energy Corp. | $952,000 | -14.8% | 20,553 | -14.9% | 0.48% | +2.6% |
| CVS | Sell | CVS Health Corp | $928,000 | -19.4% | 11,414 | -20.3% | 0.47% | -3.1% |
| TGT | Sell | Target Corp. | $924,000 | -14.9% | 15,661 | -24.6% | 0.46% | +2.4% |
| DLR | Sell | Digital Realty | $911,000 | -23.2% | 7,700 | -26.7% | 0.46% | -7.7% |
| ANTM | Sell | Anthem Inc | $891,000 | -20.9% | 4,692 | -21.7% | 0.45% | -5.1% |
| UTX | Sell | United Technologies | $877,000 | -27.9% | 7,555 | -24.1% | 0.44% | -13.4% |
| MXIM | Sell | Maxim Integrated Products, Inc | $865,000 | -18.5% | 18,130 | -23.3% | 0.43% | -2.0% |
| BK | Sell | Bank of New York Mellon Corp. | $856,000 | -14.6% | 16,139 | -17.8% | 0.43% | +2.9% |
| QCOM | Sell | Qualcomm Inc. | $855,000 | -29.3% | 16,493 | -24.7% | 0.43% | -15.0% |
| AJG | Sell | Arthur J. Gallagher & Co. | $852,000 | -16.8% | 13,845 | -22.6% | 0.43% | 0.0% |
| CCOI | Sell | Cogent Communications Holding | $852,000 | -0.8% | 17,415 | -18.7% | 0.43% | +19.2% |
| SPG | Sell | Simon Property Group, Inc. | $849,000 | -14.1% | 5,270 | -13.7% | 0.43% | +3.1% |
| ANDV | New | Andeavor | $844,000 | – | 8,179 | – | 0.42% | – |
| SLB | Sell | Schlumberger Ltd. | $837,000 | -18.4% | 12,005 | -22.9% | 0.42% | -1.9% |
| GILD | Sell | Gilead Science Inc | $835,000 | -5.2% | 10,301 | -17.3% | 0.42% | +13.9% |
| EIX | Sell | Edison Int'l | $832,000 | -18.3% | 10,775 | -17.3% | 0.42% | -1.6% |
| PLD | Sell | Prologis Trust | $828,000 | -18.7% | 13,055 | -24.9% | 0.42% | -2.1% |
| CHD | Sell | Church & Dwight Co. | $806,000 | -21.4% | 16,645 | -15.8% | 0.40% | -5.6% |
| ENB | Sell | Enbridge Inc | $803,000 | -16.5% | 19,187 | -20.6% | 0.40% | +0.2% |
| TAP | Sell | Molson Coors Brewing Company | $803,000 | -25.0% | 9,840 | -20.6% | 0.40% | -9.8% |
| HPQ | Sell | HP Inc | $778,000 | -6.4% | 38,975 | -18.0% | 0.39% | +12.4% |
| HST | Sell | Host Hotels & Resorts Inc. | $767,000 | -23.8% | 41,492 | -24.7% | 0.38% | -8.3% |
| AVGO | Sell | Broadcom Ltd | $764,000 | -17.4% | 3,149 | -20.7% | 0.38% | -0.8% |
| FDX | Sell | Fedex Corp. | $760,000 | -13.5% | 3,370 | -16.7% | 0.38% | +3.8% |
| DHR | Sell | Danaher Corp. | $760,000 | -18.5% | 8,860 | -19.9% | 0.38% | -2.3% |
| IRM | Sell | Iron Mountain Inc. | $746,000 | -15.0% | 19,180 | -24.9% | 0.37% | +1.9% |
| EOG | Sell | EOG Resources | $737,000 | -9.7% | 7,615 | -15.5% | 0.37% | +8.5% |
| AEP | Sell | American Electric Power | $732,000 | -17.2% | 10,420 | -18.1% | 0.37% | -0.5% |
| GM | Sell | General Motors Inc | $729,000 | +7.5% | 18,065 | -7.0% | 0.37% | +29.3% |
| CBS | Sell | CBS Corp | $717,000 | -19.0% | 12,370 | -10.8% | 0.36% | -2.7% |
| COL | Sell | Rockwell Collins Inc. | $717,000 | -8.2% | 5,485 | -26.2% | 0.36% | +10.4% |
| D | Sell | Dominion Energy Inc | $716,000 | -16.1% | 9,308 | -16.4% | 0.36% | +0.8% |
| APO | Sell | Apollo Global Management LLC | $709,000 | -8.4% | 23,540 | -19.6% | 0.36% | +10.2% |
| AGU | Buy | Agrium Inc | $707,000 | +39.7% | 6,590 | +17.9% | 0.36% | +68.2% |
| KKR | Sell | KKR & Co LP | $705,000 | +0.1% | 34,700 | -8.3% | 0.35% | +20.4% |
| CRM | Sell | Salesforce.com Inc | $703,000 | -8.0% | 7,520 | -14.7% | 0.35% | +10.7% |
| LVS | Sell | Las Vegas Sands | $703,000 | -17.6% | 10,950 | -18.0% | 0.35% | -0.8% |
| EQR | Sell | Equity Residential Properties | $699,000 | -6.8% | 10,600 | -7.0% | 0.35% | +12.1% |
| EXAS | Sell | Exact Sciences Corp | $693,000 | +8.3% | 14,700 | -18.8% | 0.35% | +30.3% |
| MDLZ | Sell | Mondelez International Inc | $678,000 | -24.6% | 16,673 | -19.9% | 0.34% | -9.3% |
| WDC | Sell | Western Digital | $655,000 | -17.5% | 7,585 | -15.3% | 0.33% | -0.9% |
| MAR | Sell | Marriott International | $655,000 | -8.6% | 5,945 | -16.8% | 0.33% | +10.0% |
| CMI | Sell | Cummins Inc | $640,000 | -11.0% | 3,810 | -14.1% | 0.32% | +7.0% |
| MKC | Sell | McCormick & Co. | $629,000 | -12.0% | 6,131 | -16.4% | 0.32% | +5.7% |
| WBA | Sell | Walgreens Boots Alliance Inc | $627,000 | -20.5% | 8,121 | -19.4% | 0.32% | -4.3% |
| ACN | Sell | Accenture PLC CL A | $628,000 | -6.0% | 4,650 | -13.9% | 0.32% | +12.9% |
| EPD | Sell | Enterprise Products Partners L | $628,000 | -19.8% | 24,106 | -16.6% | 0.32% | -3.7% |
| IVZ | Sell | Invesco Ltd | $621,000 | -18.4% | 17,725 | -18.0% | 0.31% | -1.9% |
| MET | Sell | Metlife Inc | $611,000 | -27.0% | 11,763 | -22.8% | 0.31% | -12.0% |
| CCI | Sell | Crown Castle International Cor | $609,000 | -24.8% | 6,090 | -24.7% | 0.31% | -9.5% |
| TRP | Sell | Transcanada Corp | $593,000 | -14.2% | 11,991 | -17.3% | 0.30% | +3.1% |
| IEP | Sell | Icahn Enterprises LP | $587,000 | -12.1% | 10,700 | -17.2% | 0.30% | +5.7% |
| CNK | Sell | Cinemark Holdings Inc. | $583,000 | -19.4% | 16,100 | -13.4% | 0.29% | -3.0% |
| SBRA | New | Sabra Health Care REIT Inc | $582,000 | – | 26,507 | – | 0.29% | – |
| TSS | Sell | Total System Services | $567,000 | -13.7% | 8,655 | -23.3% | 0.28% | +4.0% |
| EXPE | Sell | Expedia Inc | $565,000 | -17.5% | 3,925 | -14.7% | 0.28% | -0.7% |
| ZTS | Sell | Zoetis | $562,000 | -20.7% | 8,811 | -22.4% | 0.28% | -4.7% |
| COF | Sell | Capital One Financial | $559,000 | -16.3% | 6,606 | -18.3% | 0.28% | +0.7% |
| RHT | Sell | Red Hat Inc. | $558,000 | -0.7% | 5,035 | -14.2% | 0.28% | +19.1% |
| BXP | Sell | Boston Properties Inc | $553,000 | -18.3% | 4,500 | -18.2% | 0.28% | -1.8% |
| VGR | Sell | Vector Group Ltd | $554,000 | -16.4% | 27,080 | -12.9% | 0.28% | +0.4% |
| MIC | Sell | Macquarie Infrastructure Co | $553,000 | -23.8% | 7,665 | -17.3% | 0.28% | -8.3% |
| NI | Sell | Nisource Inc. | $551,000 | -15.7% | 21,522 | -16.6% | 0.28% | +1.5% |
| ESS | Sell | Essex Property Trust Inc | $550,000 | -7.7% | 2,167 | -6.4% | 0.28% | +10.8% |
| CAT | Sell | Caterpillar Inc. | $544,000 | -3.7% | 4,360 | -17.1% | 0.27% | +15.7% |
| PM | Sell | Philip Morris International In | $538,000 | -27.9% | 4,850 | -23.6% | 0.27% | -13.2% |
| TUP | Sell | Tupperware Brands Corp | $538,000 | -17.6% | 8,700 | -6.5% | 0.27% | -1.1% |
| HAL | Sell | Halliburton Co. | $537,000 | -8.8% | 11,667 | -15.4% | 0.27% | +9.3% |
| NFLX | Sell | Netflix Inc | $530,000 | +2.9% | 2,925 | -15.2% | 0.27% | +23.7% |
| WY | Sell | Weyerhaeuser Co. | $528,000 | -12.0% | 15,520 | -13.4% | 0.26% | +5.6% |
| HE | Sell | Hawaiian Electric Ind. | $527,000 | -17.4% | 15,800 | -19.8% | 0.26% | -0.8% |
| PPL | Sell | PPL Corp. | $527,000 | -10.4% | 13,890 | -8.7% | 0.26% | +7.3% |
| WES | Sell | Western Gas Partners | $520,000 | -34.1% | 10,150 | -28.0% | 0.26% | -20.7% |
| FITB | Sell | Fifth Third Bancorp | $516,000 | -16.0% | 18,448 | -22.0% | 0.26% | +1.2% |
| PEGI | Sell | Pattern Energy Group Inc | $509,000 | -8.6% | 21,130 | -9.6% | 0.26% | +9.4% |
| RNG | Sell | RingCentral Inc | $508,000 | -5.8% | 12,175 | -17.5% | 0.26% | +13.3% |
| F | Sell | Ford Motor Co. | $508,000 | -2.7% | 42,425 | -9.0% | 0.26% | +17.0% |
| EXP | Sell | Eagle Materials Inc | $504,000 | -1.8% | 4,725 | -14.9% | 0.25% | +18.2% |
| COST | Sell | Costco Co. | $503,000 | -16.9% | 3,060 | -19.2% | 0.25% | -0.4% |
| AGN | Sell | Allergan PLC | $482,000 | -35.7% | 2,354 | -23.7% | 0.24% | -22.7% |
| ESRX | Sell | Express Scripts Holding Compan | $475,000 | -17.1% | 7,495 | -16.4% | 0.24% | -0.4% |
| FTNT | New | Fortinet Inc | $473,000 | – | 13,200 | – | 0.24% | – |
| NOW | Sell | Servicenow Inc | $472,000 | -8.0% | 4,019 | -17.0% | 0.24% | +10.7% |
| CTSH | Sell | Cognizant Tech Solutions Corp. | $465,000 | -9.7% | 6,410 | -17.4% | 0.23% | +8.4% |
| DG | Sell | Dollar General | $464,000 | -6.1% | 5,721 | -16.4% | 0.23% | +13.1% |
| WMB | Sell | Williams Cos. | $462,000 | -28.0% | 15,400 | -27.4% | 0.23% | -13.4% |
| TMUS | New | T Mobile US Inc | $457,000 | – | 7,405 | – | 0.23% | – |
| BBT | Sell | BB&T Corporation | $454,000 | -19.6% | 9,671 | -22.3% | 0.23% | -3.4% |
| ARCC | Sell | Ares Capital Corp | $455,000 | -20.5% | 27,775 | -20.5% | 0.23% | -4.6% |
| SPLK | New | Splunk Inc | $455,000 | – | 6,845 | – | 0.23% | – |
| CAG | Sell | Conagra Brands Inc | $452,000 | -18.0% | 13,400 | -13.0% | 0.23% | -1.3% |
| CVA | Buy | Covanta Holding Corp | $453,000 | +22.8% | 30,525 | +9.2% | 0.23% | +47.4% |
| WRI | Sell | Weingarten Realty Investors | $448,000 | -9.5% | 14,100 | -14.3% | 0.22% | +8.7% |
| WELL | Sell | Welltower Inc | $445,000 | -16.0% | 6,325 | -10.6% | 0.22% | +0.9% |
| COLM | Sell | Columbia Sportswear Co | $436,000 | -19.3% | 7,076 | -23.9% | 0.22% | -2.7% |
| ALL | Sell | Allstate Corp | $436,000 | -10.7% | 4,745 | -14.0% | 0.22% | +7.4% |
| BX | Sell | Blackstone Group LP | $434,000 | -27.7% | 13,000 | -27.8% | 0.22% | -13.1% |
| DDC | Sell | Dominion Diamond Corp | $435,000 | -1.1% | 30,675 | -12.4% | 0.22% | +18.5% |
| OHI | Sell | Omega Healthcare Investors | $434,000 | -12.9% | 13,600 | -9.8% | 0.22% | +4.8% |
| APC | Sell | Anadarko Petroleum Corp. | $433,000 | -6.9% | 8,866 | -13.6% | 0.22% | +11.9% |
| DCP | Sell | DCP Midstream LP | $430,000 | -25.2% | 12,400 | -27.1% | 0.22% | -10.0% |
| PTC | Sell | PTC Inc | $428,000 | -17.5% | 7,608 | -19.1% | 0.22% | -0.9% |
| MHK | Sell | Mohawk Industries Inc. | $428,000 | -14.9% | 1,730 | -16.8% | 0.22% | +2.4% |
| JD | Sell | JD.com Inc | $422,000 | -20.5% | 11,045 | -18.5% | 0.21% | -4.5% |
| GWRE | New | Guidewire Software Inc | $409,000 | – | 5,250 | – | 0.20% | – |
| MON | Sell | Monsanto Co. | $402,000 | -25.1% | 3,358 | -25.9% | 0.20% | -9.8% |
| KR | New | Kroger Co | $401,000 | – | 20,010 | – | 0.20% | – |
| SBUX | Sell | Starbucks Corp. | $399,000 | -30.0% | 7,430 | -24.0% | 0.20% | -16.0% |
| LPT | Sell | Liberty Property Trust | $397,000 | -8.7% | 9,675 | -9.4% | 0.20% | +9.3% |
| MTX | Sell | Minerals Technologies Inc | $396,000 | -17.8% | 5,610 | -14.8% | 0.20% | -1.0% |
| EPAM | Sell | EPAM Systems Inc | $394,000 | -15.8% | 4,485 | -19.3% | 0.20% | +1.5% |
| GPC | Sell | Genuine Parts Co. | $383,000 | -24.9% | 4,000 | -27.3% | 0.19% | -9.9% |
| CBRL | Sell | Cracker Barrel Old Country Sto | $379,000 | -24.5% | 2,500 | -16.7% | 0.19% | -9.5% |
| MAC | Sell | Macerich Co. | $373,000 | -14.8% | 6,790 | -10.0% | 0.19% | +2.2% |
| TWO | New | Two Harbors Investment Corp | $371,000 | – | 36,850 | – | 0.19% | – |
| PNW | Sell | Pinnacle West Capital | $364,000 | -14.6% | 4,300 | -14.0% | 0.18% | +2.8% |
| MDT | Sell | Medtronic Inc | $364,000 | -30.8% | 4,685 | -21.0% | 0.18% | -16.8% |
| LAMR | Sell | Lamar Advertising Co | $363,000 | -21.6% | 5,300 | -15.9% | 0.18% | -5.7% |
| HCP | Sell | HCP Inc | $361,000 | -34.6% | 12,975 | -24.9% | 0.18% | -21.3% |
| KHC | Sell | Kraft Heinz Co The | $361,000 | -30.2% | 4,658 | -22.9% | 0.18% | -16.2% |
| RGC | Sell | Regal Entertainment Group - A | $354,000 | -34.8% | 22,125 | -16.6% | 0.18% | -21.6% |
| RDSA | Sell | Royal Dutch Shell PLC ADR | $354,000 | -15.3% | 5,850 | -25.5% | 0.18% | +1.7% |
| FLS | Sell | Flowserve Corp. | $349,000 | -24.1% | 8,192 | -17.4% | 0.18% | -8.9% |
| GLW | Sell | Corning Inc. | $348,000 | -20.0% | 11,618 | -19.7% | 0.18% | -3.8% |
| MU | Sell | Micron Technology Inc. | $346,000 | +7.5% | 8,790 | -18.5% | 0.17% | +29.9% |
| GME | Sell | GameStop Corp. | $347,000 | -13.5% | 16,800 | -9.6% | 0.17% | +4.2% |
| RXN | Sell | Rexnord Corp | $337,000 | -8.2% | 13,280 | -15.8% | 0.17% | +10.5% |
| EGHT | Sell | 8x8 Inc | $337,000 | -23.4% | 24,945 | -17.5% | 0.17% | -8.2% |
| VLO | New | Valero Energy Corp. | $332,000 | – | 4,310 | – | 0.17% | – |
| KIM | Sell | Kimco Realty Corp. | $332,000 | -4.9% | 17,000 | -10.5% | 0.17% | +14.4% |
| APD | Sell | Air Products & Chemicals, Inc. | $333,000 | -13.1% | 2,200 | -17.8% | 0.17% | +4.4% |
| DVA | Sell | Davita Inc | $328,000 | -26.3% | 5,525 | -19.6% | 0.16% | -11.3% |
| LUMN | New | CenturyLink Inc. | $324,000 | – | 17,125 | – | 0.16% | – |
| MOS | Sell | The Mosaic Co | $319,000 | -15.8% | 14,785 | -11.0% | 0.16% | +1.3% |
| BMRN | Sell | Biomarin Pharmaceutical Inc | $312,000 | -20.0% | 3,350 | -21.9% | 0.16% | -3.7% |
| BLMN | Sell | Bloomin Brands Inc | $309,000 | -31.0% | 17,530 | -16.8% | 0.16% | -17.1% |
| JCI | Sell | Johnson Controls Interanationa | $300,000 | -25.7% | 7,450 | -20.0% | 0.15% | -10.7% |
| KMI | Sell | Kinder Morgan Inc. | $299,000 | -15.1% | 15,608 | -14.9% | 0.15% | +2.0% |
| STX | New | Seagate Technology | $299,000 | – | 9,025 | – | 0.15% | – |
| DRE | Sell | Duke Realty Corp. | $297,000 | -20.2% | 10,300 | -22.6% | 0.15% | -3.9% |
| PSEC | Sell | Prospect Capital Corp | $294,000 | -33.8% | 43,700 | -20.1% | 0.15% | -20.0% |
| HOLX | Sell | Hologic Inc | $293,000 | -30.9% | 7,975 | -14.7% | 0.15% | -16.9% |
| SEE | Sell | Sealed Air Corp. | $286,000 | -21.2% | 6,688 | -17.6% | 0.14% | -5.3% |
| EPR | Sell | EPR Properties | $286,000 | -26.9% | 4,095 | -24.7% | 0.14% | -11.7% |
| MAT | Sell | Mattel Inc. | $284,000 | -41.1% | 18,330 | -18.1% | 0.14% | -28.9% |
| PANW | Sell | Palo Alto Networks Inc | $276,000 | -8.9% | 1,915 | -15.5% | 0.14% | +9.4% |
| BP | Sell | BP plc ADR | $273,000 | -18.0% | 7,114 | -26.0% | 0.14% | -1.4% |
| APA | Sell | Apache Corp | $266,000 | -22.2% | 5,811 | -18.6% | 0.13% | -7.0% |
| GRMN | Sell | Garmin Ltd | $264,000 | -12.3% | 4,900 | -16.9% | 0.13% | +4.8% |
| FSC | Sell | Fifth Street Finance Corp | $263,000 | -9.9% | 47,990 | -20.1% | 0.13% | +8.2% |
| MRC | Sell | MRC Global Inc | $261,000 | -16.3% | 14,940 | -20.9% | 0.13% | +0.8% |
| ACC | Sell | American Campus Communities | $260,000 | -29.7% | 5,885 | -24.8% | 0.13% | -15.6% |
| DGX | Sell | Quest Diagnostics Inc | $258,000 | -40.1% | 2,750 | -29.0% | 0.13% | -28.3% |
| IMPV | Sell | Imperva Inc | $252,000 | -23.2% | 5,800 | -15.3% | 0.13% | -8.0% |
| LB | Sell | L Brands Inc | $244,000 | -33.2% | 5,864 | -13.3% | 0.12% | -19.7% |
| MCK | Sell | Mckesson HBOC Inc. | $241,000 | -21.8% | 1,570 | -16.0% | 0.12% | -6.2% |
| DOX | Sell | Amdocs Ltd | $230,000 | -43.3% | 3,575 | -43.3% | 0.12% | -32.4% |
| FTV | Sell | Fortive Corp | $227,000 | -16.8% | 3,213 | -25.5% | 0.11% | 0.0% |
| GIS | New | General Mills Inc. | $221,000 | – | 4,275 | – | 0.11% | – |
| CSIQ | Sell | Canadian Solar Inc | $213,000 | -9.4% | 12,660 | -14.1% | 0.11% | +9.2% |
| GTLS | Sell | Chart Industries Inc | $209,000 | -10.7% | 5,340 | -20.8% | 0.10% | +7.1% |
| VMC | Sell | Vulcan Materials | $209,000 | -25.1% | 1,750 | -20.5% | 0.10% | -9.5% |
| EEP | Sell | Enbridge Energy Partners LP | $191,000 | -23.0% | 11,925 | -23.2% | 0.10% | -7.7% |
| NYCB | Sell | New York Community Bancorp | $188,000 | -13.8% | 14,600 | -12.0% | 0.09% | +3.3% |
| FCX | Sell | Freeport-McMoRan Inc | $179,000 | -1.1% | 12,780 | -15.3% | 0.09% | +18.4% |
| SSW | Sell | Seaspan Corp | $125,000 | -18.8% | 17,600 | -18.5% | 0.06% | -1.6% |
| EXPR | Sell | Express | $72,000 | -17.2% | 10,695 | -16.9% | 0.04% | 0.0% |
| FTRCQ | Exit | Frontier Communications Corp | $0 | – | -83,106 | – | -0.04% | – |
| TSCO | Exit | Tractor Supply Company | $0 | – | -3,745 | – | -0.08% | – |
| FTI | Exit | TechnipFMC PLC | $0 | – | -7,775 | – | -0.09% | – |
| HZNP | Exit | Horizon Pharma Plc | $0 | – | -18,315 | – | -0.09% | – |
| HES | Exit | Hess Corporation | $0 | – | -5,075 | – | -0.09% | – |
| BWP | Exit | Boardwalk Pipeline Partners L. | $0 | – | -12,750 | – | -0.10% | – |
| UNIT | Exit | Uniti Group Inc | $0 | – | -9,893 | – | -0.10% | – |
| CLI | Exit | Mack-Cali Realty Corp. | $0 | – | -9,300 | – | -0.10% | – |
| FOXA | Exit | Twenty First Century Fox Inc | $0 | – | -9,250 | – | -0.11% | – |
| PAA | Exit | Plains All American Pipeline L | $0 | – | -10,100 | – | -0.11% | – |
| BDX | Exit | Becton Dickinson and Co | $0 | – | -1,370 | – | -0.11% | – |
| RAI | Exit | Reynolds American Inc | $0 | – | -4,216 | – | -0.11% | – |
| AKAM | Exit | Akamai Technologies Inc. | $0 | – | -7,890 | – | -0.16% | – |
| XPER | Exit | Xperi Corp | $0 | – | -14,311 | – | -0.18% | – |
| TWO | Exit | Two Harbors Investment Corp | $0 | – | -43,000 | – | -0.18% | – |
| OXY | Exit | Occidental Petroleum | $0 | – | -7,585 | – | -0.19% | – |
| MYL | Exit | Mylan NV | $0 | – | -14,222 | – | -0.23% | – |
| TSO | Exit | Tesoro Corp | $0 | – | -5,872 | – | -0.23% | – |
| CCP | Exit | Care Capital Properties Inc | $0 | – | -28,730 | – | -0.32% | – |
| DD | Exit | Du Pont (E.I.) De Nemours & Co | $0 | – | -13,435 | – | -0.45% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | Apple Inc | $7,380,000 | – | 51,243 | – | 3.08% | – |
| MSFT | New | Microsoft Corp | $5,300,000 | – | 76,896 | – | 2.21% | – |
| JPM | New | JPMorgan Chase & Co. | $3,941,000 | – | 43,116 | – | 1.65% | – |
| JNJ | New | Johnson & Johnson | $3,875,000 | – | 29,290 | – | 1.62% | – |
| HD | New | Home Depot, Inc. | $3,765,000 | – | 24,546 | – | 1.57% | – |
| MO | New | Altria Group, Inc. | $3,478,000 | – | 46,700 | – | 1.45% | – |
| BA | New | Boeing Company | $3,273,000 | – | 16,553 | – | 1.37% | – |
| T | New | AT&T Inc. | $3,256,000 | – | 86,302 | – | 1.36% | – |
| GE | New | General Electric Co. | $2,937,000 | – | 108,737 | – | 1.23% | – |
| XOM | New | Exxon Mobil Corp. | $2,699,000 | – | 33,433 | – | 1.13% | – |
| FB | New | Facebook Inc | $2,690,000 | – | 17,818 | – | 1.12% | – |
| PFE | New | Pfizer, Inc. | $2,612,000 | – | 77,749 | – | 1.09% | – |
| PRU | New | Prudential Financial, Inc. | $2,572,000 | – | 23,780 | – | 1.07% | – |
| DIS | New | Walt Disney Co. | $2,509,000 | – | 23,610 | – | 1.05% | – |
| HON | New | Honeywell International, Inc. | $2,341,000 | – | 17,566 | – | 0.98% | – |
| PG | New | Procter & Gamble, Inc. | $2,306,000 | – | 26,465 | – | 0.96% | – |
| WFC | New | Wells Fargo Co. | $2,287,000 | – | 41,268 | – | 0.96% | – |
| CVX | New | Chevron Corp. | $2,243,000 | – | 21,495 | – | 0.94% | – |
| MCD | New | McDonald's Corp. | $2,231,000 | – | 14,568 | – | 0.93% | – |
| CELG | New | Celgene Corp. | $2,228,000 | – | 17,155 | – | 0.93% | – |
| AMZN | New | Amazon.com, Inc. | $2,225,000 | – | 2,299 | – | 0.93% | – |
| MRK | New | Merck & Co., Inc. | $2,194,000 | – | 34,230 | – | 0.92% | – |
| PNC | New | PNC Financial Services Group | $2,160,000 | – | 17,299 | – | 0.90% | – |
| NOC | New | Northrop Grumman Corp. | $2,158,000 | – | 8,405 | – | 0.90% | – |
| PEP | New | PepsiCo, Inc. | $2,157,000 | – | 18,673 | – | 0.90% | – |
| TXN | New | Texas Instruments | $2,151,000 | – | 27,958 | – | 0.90% | – |
| GOOGL | New | Alphabet Inc Class A | $2,019,000 | – | 2,172 | – | 0.84% | – |
| GOOG | New | Alphabet Inc Class C | $1,996,000 | – | 2,196 | – | 0.83% | – |
| ORCL | New | Oracle Corp. | $1,960,000 | – | 39,093 | – | 0.82% | – |
| PPG | New | PPG Industries, Inc. | $1,919,000 | – | 17,450 | – | 0.80% | – |
| LLY | New | Lilly (Eli) & Co. | $1,909,000 | – | 23,191 | – | 0.80% | – |
| INTC | New | Intel Corp. | $1,902,000 | – | 56,361 | – | 0.79% | – |
| CSCO | New | Cisco Systems | $1,895,000 | – | 60,541 | – | 0.79% | – |
| MS | New | Morgan Stanley, Dean Witter, D | $1,780,000 | – | 39,938 | – | 0.74% | – |
| KO | New | Coca-Cola | $1,778,000 | – | 39,646 | – | 0.74% | – |
| TRV | New | The Travelers Companies, Inc. | $1,736,000 | – | 13,718 | – | 0.72% | – |
| LOW | New | Lowe's Co. | $1,731,000 | – | 22,325 | – | 0.72% | – |
| VZ | New | Verizon Communications Inc | $1,725,000 | – | 38,615 | – | 0.72% | – |
| USB | New | U.S. Bancorp | $1,718,000 | – | 33,081 | – | 0.72% | – |
| PFG | New | Principal Financial Group | $1,715,000 | – | 26,763 | – | 0.72% | – |
| UNH | New | United Health Group Inc. | $1,703,000 | – | 9,185 | – | 0.71% | – |
| BABA | New | Alibaba Group Holdings | $1,669,000 | – | 11,845 | – | 0.70% | – |
| SCHW | New | Charles Schwab Corp. | $1,572,000 | – | 36,590 | – | 0.66% | – |
| MMC | New | Marsh & McLennan Companies, In | $1,544,000 | – | 19,810 | – | 0.64% | – |
| WMT | New | Wal-Mart | $1,543,000 | – | 20,383 | – | 0.64% | – |
| TMO | New | Thermo Fisher Scientific Inc | $1,538,000 | – | 8,816 | – | 0.64% | – |
| SO | New | Southern Co. | $1,452,000 | – | 30,325 | – | 0.61% | – |
| GS | New | Goldman Sachs Group | $1,403,000 | – | 6,322 | – | 0.59% | – |
| IBM | New | International Business Machine | $1,355,000 | – | 8,806 | – | 0.57% | – |
| DRI | New | Darden Restaurants Inc. | $1,356,000 | – | 14,995 | – | 0.57% | – |
| UPS | New | United Parcel Services Cl B | $1,335,000 | – | 12,075 | – | 0.56% | – |
| C | New | Citigroup Inc. | $1,306,000 | – | 19,525 | – | 0.54% | – |
| DUK | New | Duke Energy Corp. | $1,282,000 | – | 15,337 | – | 0.54% | – |
| STZ | New | Constellation Brands | $1,228,000 | – | 6,340 | – | 0.51% | – |
| UTX | New | United Technologies | $1,216,000 | – | 9,955 | – | 0.51% | – |
| QCOM | New | Qualcomm Inc. | $1,209,000 | – | 21,893 | – | 0.50% | – |
| ATVI | New | Activision Blizzard Inc | $1,204,000 | – | 20,909 | – | 0.50% | – |
| NEE | New | NextEra Energy Inc | $1,202,000 | – | 8,580 | – | 0.50% | – |
| DLR | New | Digital Realty | $1,186,000 | – | 10,500 | – | 0.50% | – |
| UNP | New | Union Pacific | $1,182,000 | – | 10,852 | – | 0.49% | – |
| ADBE | New | Adobe Systems | $1,177,000 | – | 8,325 | – | 0.49% | – |
| CVS | New | CVS Health Corp | $1,152,000 | – | 14,314 | – | 0.48% | – |
| V | New | Visa Inc | $1,142,000 | – | 12,180 | – | 0.48% | – |
| ANTM | New | Anthem Inc | $1,127,000 | – | 5,992 | – | 0.47% | – |
| ATO | New | Atmos Energy Corp. | $1,120,000 | – | 13,500 | – | 0.47% | – |
| CMS | New | CMS Energy Corp. | $1,117,000 | – | 24,153 | – | 0.47% | – |
| AXP | New | American Express | $1,098,000 | – | 13,033 | – | 0.46% | – |
| TGT | New | Target Corp. | $1,086,000 | – | 20,761 | – | 0.45% | – |
| DD | New | Du Pont (E.I.) De Nemours & Co | $1,084,000 | – | 13,435 | – | 0.45% | – |
| TAP | New | Molson Coors Brewing Company | $1,070,000 | – | 12,390 | – | 0.45% | – |
| MXIM | New | Maxim Integrated Products, Inc | $1,061,000 | – | 23,630 | – | 0.44% | – |
| ABBV | New | Abbvie Inc | $1,037,000 | – | 14,301 | – | 0.43% | – |
| CHD | New | Church & Dwight Co. | $1,026,000 | – | 19,770 | – | 0.43% | – |
| SLB | New | Schlumberger Ltd. | $1,026,000 | – | 15,580 | – | 0.43% | – |
| AJG | New | Arthur J. Gallagher & Co. | $1,024,000 | – | 17,895 | – | 0.43% | – |
| PLD | New | Prologis Trust | $1,019,000 | – | 17,380 | – | 0.42% | – |
| EIX | New | Edison Int'l | $1,018,000 | – | 13,025 | – | 0.42% | – |
| HST | New | Host Hotels & Resorts Inc. | $1,006,000 | – | 55,067 | – | 0.42% | – |
| BK | New | Bank of New York Mellon Corp. | $1,002,000 | – | 19,639 | – | 0.42% | – |
| SPG | New | Simon Property Group, Inc. | $988,000 | – | 6,105 | – | 0.41% | – |
| ENB | New | Enbridge Inc | $962,000 | – | 24,156 | – | 0.40% | – |
| DHR | New | Danaher Corp. | $933,000 | – | 11,060 | – | 0.39% | – |
| AVGO | New | Broadcom Ltd | $925,000 | – | 3,969 | – | 0.39% | – |
| MDLZ | New | Mondelez International Inc | $899,000 | – | 20,823 | – | 0.38% | – |
| CBS | New | CBS Corp. | $885,000 | – | 13,870 | – | 0.37% | – |
| AEP | New | American Electric Power | $884,000 | – | 12,720 | – | 0.37% | – |
| GILD | New | Gilead Science Inc | $881,000 | – | 12,451 | – | 0.37% | – |
| FDX | New | Fedex Corp. | $879,000 | – | 4,045 | – | 0.37% | – |
| IRM | New | Iron Mountain Inc. | $878,000 | – | 25,555 | – | 0.37% | – |
| CCOI | New | Cogent Communications Holding | $859,000 | – | 21,415 | – | 0.36% | – |
| LVS | New | Las Vegas Sands | $853,000 | – | 13,350 | – | 0.36% | – |
| D | New | Dominion Energy Inc | $853,000 | – | 11,133 | – | 0.36% | – |
| MET | New | Metlife Inc | $837,000 | – | 15,238 | – | 0.35% | – |
| HPQ | New | HP Inc | $831,000 | – | 47,525 | – | 0.35% | – |
| EOG | New | EOG Resources | $816,000 | – | 9,015 | – | 0.34% | – |
| CCI | New | Crown Castle International Cor | $810,000 | – | 8,090 | – | 0.34% | – |
| WDC | New | Western Digital | $794,000 | – | 8,960 | – | 0.33% | – |
| WES | New | Western Gas Partners | $789,000 | – | 14,100 | – | 0.33% | – |
| WBA | New | Walgreens Boots Alliance Inc | $789,000 | – | 10,071 | – | 0.33% | – |
| EPD | New | Enterprise Products Partners L | $783,000 | – | 28,906 | – | 0.33% | – |
| COL | New | Rockwell Collins Inc. | $781,000 | – | 7,435 | – | 0.33% | – |
| APO | New | Apollo Global Management LLC | $774,000 | – | 29,265 | – | 0.32% | – |
| NFG | New | National Fuel Gas Co. | $771,000 | – | 13,800 | – | 0.32% | – |
| CCP | New | Care Capital Properties Inc | $767,000 | – | 28,730 | – | 0.32% | – |
| CRM | New | Salesforce.com Inc | $764,000 | – | 8,820 | – | 0.32% | – |
| IVZ | New | Invesco Ltd | $761,000 | – | 21,625 | – | 0.32% | – |
| EQR | New | Equity Residential Properties | $750,000 | – | 11,400 | – | 0.31% | – |
| AGN | New | Allergan PLC | $750,000 | – | 3,087 | – | 0.31% | – |
| PM | New | Philip Morris International In | $746,000 | – | 6,350 | – | 0.31% | – |
| MIC | New | Macquarie Infrastructure Co | $726,000 | – | 9,265 | – | 0.30% | – |
| CNK | New | Cinemark Holdings Inc. | $723,000 | – | 18,600 | – | 0.30% | – |
| CMI | New | Cummins Inc | $719,000 | – | 4,435 | – | 0.30% | – |
| MAR | New | Marriott International | $717,000 | – | 7,145 | – | 0.30% | – |
| MKC | New | McCormick & Co. | $715,000 | – | 7,331 | – | 0.30% | – |
| ZTS | New | Zoetis | $709,000 | – | 11,361 | – | 0.30% | – |
| KKR | New | KKR & Co LP | $704,000 | – | 37,850 | – | 0.29% | – |
| UDR | New | UDR Inc | $695,000 | – | 17,831 | – | 0.29% | – |
| TRP | New | Transcanada Corp | $691,000 | – | 14,491 | – | 0.29% | – |
| EXPE | New | Expedia Inc | $685,000 | – | 4,600 | – | 0.29% | – |
| GM | New | General Motors Inc | $678,000 | – | 19,415 | – | 0.28% | – |
| BXP | New | Boston Properties Inc | $677,000 | – | 5,500 | – | 0.28% | – |
| ACN | New | Accenture PLC CL A | $668,000 | – | 5,400 | – | 0.28% | – |
| IEP | New | Icahn Enterprises LP | $668,000 | – | 12,925 | – | 0.28% | – |
| COF | New | Capital One Financial | $668,000 | – | 8,081 | – | 0.28% | – |
| VGR | New | Vector Group Ltd | $663,000 | – | 31,100 | – | 0.28% | – |
| TSS | New | Total System Services | $657,000 | – | 11,280 | – | 0.27% | – |
| NI | New | Nisource Inc. | $654,000 | – | 25,797 | – | 0.27% | – |
| TUP | New | Tupperware Brands Corp | $653,000 | – | 9,300 | – | 0.27% | – |
| WMB | New | Williams Cos. | $642,000 | – | 21,200 | – | 0.27% | – |
| EXAS | New | Exact Sciences Corp | $640,000 | – | 18,100 | – | 0.27% | – |
| HE | New | Hawaiian Electric Ind. | $638,000 | – | 19,700 | – | 0.27% | – |
| FITB | New | Fifth Third Bancorp | $614,000 | – | 23,648 | – | 0.26% | – |
| COST | New | Costco Co. | $605,000 | – | 3,785 | – | 0.25% | – |
| ABT | New | Abbott Labs | $601,000 | – | 12,355 | – | 0.25% | – |
| WY | New | Weyerhaeuser Co. | $600,000 | – | 17,920 | – | 0.25% | – |
| BX | New | Blackstone Group LP | $600,000 | – | 18,000 | – | 0.25% | – |
| ESS | New | Essex Property Trust Inc | $596,000 | – | 2,315 | – | 0.25% | – |
| HAL | New | Halliburton Co. | $589,000 | – | 13,792 | – | 0.25% | – |
| PPL | New | PPL Corp. | $588,000 | – | 15,215 | – | 0.25% | – |
| DCP | New | DCP Midstream LP | $575,000 | – | 17,000 | – | 0.24% | – |
| ARCC | New | Ares Capital Corp | $572,000 | – | 34,925 | – | 0.24% | – |
| ESRX | New | Express Scripts Holding Compan | $573,000 | – | 8,970 | – | 0.24% | – |
| SBUX | New | Starbucks Corp. | $570,000 | – | 9,780 | – | 0.24% | – |
| CAT | New | Caterpillar Inc. | $565,000 | – | 5,260 | – | 0.24% | – |
| BBT | New | BB&T Corporation | $565,000 | – | 12,446 | – | 0.24% | – |
| RHT | New | Red Hat Inc. | $562,000 | – | 5,870 | – | 0.24% | – |
| PEGI | New | Pattern Energy Group Inc | $557,000 | – | 23,380 | – | 0.23% | – |
| HCP | New | HCP Inc | $552,000 | – | 17,275 | – | 0.23% | – |
| CAG | New | Conagra Brands Inc | $551,000 | – | 15,400 | – | 0.23% | – |
| MYL | New | Mylan NV | $552,000 | – | 14,222 | – | 0.23% | – |
| TSO | New | Tesoro Corp | $550,000 | – | 5,872 | – | 0.23% | – |
| RGC | New | Regal Entertainment Group - A | $543,000 | – | 26,525 | – | 0.23% | – |
| COLM | New | Columbia Sportswear Co | $540,000 | – | 9,296 | – | 0.22% | – |
| RNG | New | RingCentral Inc | $539,000 | – | 14,750 | – | 0.22% | – |
| MON | New | Monsanto Co. | $537,000 | – | 4,533 | – | 0.22% | – |
| JD | New | JD.com Inc | $531,000 | – | 13,545 | – | 0.22% | – |
| WELL | New | Welltower Inc | $530,000 | – | 7,075 | – | 0.22% | – |
| MDT | New | Medtronic Inc | $526,000 | – | 5,927 | – | 0.22% | – |
| F | New | Ford Motor Co. | $522,000 | – | 46,625 | – | 0.22% | – |
| PTC | New | PTC Inc | $519,000 | – | 9,408 | – | 0.22% | – |
| KHC | New | Kraft Heinz Co The | $517,000 | – | 6,040 | – | 0.22% | – |
| CTSH | New | Cognizant Tech Solutions Corp. | $515,000 | – | 7,760 | – | 0.22% | – |
| NFLX | New | Netflix Inc | $515,000 | – | 3,450 | – | 0.22% | – |
| NOW | New | Servicenow Inc | $513,000 | – | 4,844 | – | 0.21% | – |
| EXP | New | Eagle Materials Inc | $513,000 | – | 5,550 | – | 0.21% | – |
| GPC | New | Genuine Parts Co. | $510,000 | – | 5,500 | – | 0.21% | – |
| AGU | New | Agrium Inc | $506,000 | – | 5,590 | – | 0.21% | – |
| MHK | New | Mohawk Industries Inc. | $503,000 | – | 2,080 | – | 0.21% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $502,000 | – | 3,000 | – | 0.21% | – |
| OHI | New | Omega Healthcare Investors | $498,000 | – | 15,082 | – | 0.21% | – |
| WRI | New | Weingarten Realty Investors | $495,000 | – | 16,450 | – | 0.21% | – |
| DG | New | Dollar General | $494,000 | – | 6,846 | – | 0.21% | – |
| ALL | New | Allstate Corp | $488,000 | – | 5,520 | – | 0.20% | – |
| MTX | New | Minerals Technologies Inc | $482,000 | – | 6,585 | – | 0.20% | – |
| MAT | New | Mattel Inc. | $482,000 | – | 22,380 | – | 0.20% | – |
| EPAM | New | EPAM Systems Inc | $468,000 | – | 5,560 | – | 0.20% | – |
| LYB | New | Lyondellbassel Industries N.V. | $465,000 | – | 5,505 | – | 0.19% | – |
| APC | New | Anadarko Petroleum Corp. | $465,000 | – | 10,266 | – | 0.19% | – |
| LAMR | New | Lamar Advertising Co | $463,000 | – | 6,300 | – | 0.19% | – |
| FLS | New | Flowserve Corp. | $460,000 | – | 9,917 | – | 0.19% | – |
| OXY | New | Occidental Petroleum | $454,000 | – | 7,585 | – | 0.19% | – |
| OUT | New | Outfront Media Inc | $454,000 | – | 19,625 | – | 0.19% | – |
| BLMN | New | Bloomin Brands Inc | $448,000 | – | 21,080 | – | 0.19% | – |
| DVA | New | Davita Inc | $445,000 | – | 6,875 | – | 0.19% | – |
| PSEC | New | Prospect Capital Corp | $444,000 | – | 54,700 | – | 0.18% | – |
| EGHT | New | 8x8 Inc | $440,000 | – | 30,245 | – | 0.18% | – |
| DDC | New | Dominion Diamond Corp | $440,000 | – | 35,025 | – | 0.18% | – |
| MAC | New | Macerich Co. | $438,000 | – | 7,543 | – | 0.18% | – |
| PEG | New | Public Service Enterprise Grou | $439,000 | – | 10,200 | – | 0.18% | – |
| GLW | New | Corning Inc. | $435,000 | – | 14,468 | – | 0.18% | – |
| LPT | New | Liberty Property Trust | $435,000 | – | 10,675 | – | 0.18% | – |
| DGX | New | Quest Diagnostics Inc | $431,000 | – | 3,875 | – | 0.18% | – |
| TWO | New | Two Harbors Investment Corp | $426,000 | – | 43,000 | – | 0.18% | – |
| PNW | New | Pinnacle West Capital | $426,000 | – | 5,000 | – | 0.18% | – |
| XPER | New | Xperi Corp | $426,000 | – | 14,311 | – | 0.18% | – |
| HOLX | New | Hologic Inc | $424,000 | – | 9,350 | – | 0.18% | – |
| RDSA | New | Royal Dutch Shell PLC ADR | $418,000 | – | 7,850 | – | 0.18% | – |
| DOX | New | Amdocs Ltd | $406,000 | – | 6,300 | – | 0.17% | – |
| JCI | New | Johnson Controls Interanationa | $404,000 | – | 9,309 | – | 0.17% | – |
| GME | New | GameStop Corp. | $401,000 | – | 18,575 | – | 0.17% | – |
| PACW | New | Pacwest Bancorp | $395,000 | – | 8,450 | – | 0.16% | – |
| AKAM | New | Akamai Technologies Inc. | $393,000 | – | 7,890 | – | 0.16% | – |
| EPR | New | EPR Properties | $391,000 | – | 5,440 | – | 0.16% | – |
| BMRN | New | Biomarin Pharmaceutical Inc | $390,000 | – | 4,290 | – | 0.16% | – |
| ABDC | New | Alcentra Capital Corp | $387,000 | – | 28,450 | – | 0.16% | – |
| APD | New | Air Products & Chemicals, Inc. | $383,000 | – | 2,675 | – | 0.16% | – |
| MOS | New | The Mosaic Co | $379,000 | – | 16,610 | – | 0.16% | – |
| DRE | New | Duke Realty Corp. | $372,000 | – | 13,300 | – | 0.16% | – |
| ACC | New | American Campus Communities | $370,000 | – | 7,830 | – | 0.15% | – |
| CVA | New | Covanta Holding Corp | $369,000 | – | 27,950 | – | 0.15% | – |
| CMA | New | Comerica, Inc. | $366,000 | – | 5,000 | – | 0.15% | – |
| RXN | New | Rexnord Corp | $367,000 | – | 15,780 | – | 0.15% | – |
| SEE | New | Sealed Air Corp. | $363,000 | – | 8,113 | – | 0.15% | – |
| LB | New | L Brands Inc | $365,000 | – | 6,764 | – | 0.15% | – |
| KMI | New | Kinder Morgan Inc. | $352,000 | – | 18,346 | – | 0.15% | – |
| KIM | New | Kimco Realty Corp. | $349,000 | – | 19,000 | – | 0.15% | – |
| APA | New | Apache Corp | $342,000 | – | 7,136 | – | 0.14% | – |
| BP | New | BP plc ADR | $333,000 | – | 9,614 | – | 0.14% | – |
| IMPV | New | Imperva Inc | $328,000 | – | 6,850 | – | 0.14% | – |
| MU | New | Micron Technology Inc. | $322,000 | – | 10,790 | – | 0.13% | – |
| MRC | New | MRC Global Inc | $312,000 | – | 18,890 | – | 0.13% | – |
| MCK | New | Mckesson HBOC Inc. | $308,000 | – | 1,870 | – | 0.13% | – |
| PANW | New | Palo Alto Networks Inc | $303,000 | – | 2,265 | – | 0.13% | – |
| GRMN | New | Garmin Ltd | $301,000 | – | 5,900 | – | 0.13% | – |
| FSC | New | Fifth Street Finance Corp | $292,000 | – | 60,040 | – | 0.12% | – |
| VMC | New | Vulcan Materials | $279,000 | – | 2,200 | – | 0.12% | – |
| FTV | New | Fortive Corp | $273,000 | – | 4,313 | – | 0.11% | – |
| RAI | New | Reynolds American Inc | $274,000 | – | 4,216 | – | 0.11% | – |
| BDX | New | Becton Dickinson and Co | $267,000 | – | 1,370 | – | 0.11% | – |
| PAA | New | Plains All American Pipeline L | $265,000 | – | 10,100 | – | 0.11% | – |
| FOXA | New | Twenty First Century Fox Inc | $262,000 | – | 9,250 | – | 0.11% | – |
| CLI | New | Mack-Cali Realty Corp. | $252,000 | – | 9,300 | – | 0.10% | – |
| EEP | New | Enbridge Energy Partners LP | $248,000 | – | 15,525 | – | 0.10% | – |
| UNIT | New | Uniti Group Inc | $249,000 | – | 9,893 | – | 0.10% | – |
| CSIQ | New | Canadian Solar Inc | $235,000 | – | 14,735 | – | 0.10% | – |
| GTLS | New | Chart Industries Inc | $234,000 | – | 6,740 | – | 0.10% | – |
| BWP | New | Boardwalk Pipeline Partners L. | $230,000 | – | 12,750 | – | 0.10% | – |
| HES | New | Hess Corporation | $223,000 | – | 5,075 | – | 0.09% | – |
| NYCB | New | New York Community Bancorp | $218,000 | – | 16,600 | – | 0.09% | – |
| HZNP | New | Horizon Pharma Plc | $217,000 | – | 18,315 | – | 0.09% | – |
| FTI | New | TechnipFMC PLC | $211,000 | – | 7,775 | – | 0.09% | – |
| SFL | New | Ship Finance Intl Ltd | $209,000 | – | 15,380 | – | 0.09% | – |
| RF | New | Regions Financial Corp. | $207,000 | – | 14,137 | – | 0.09% | – |
| TSCO | New | Tractor Supply Company | $203,000 | – | 3,745 | – | 0.08% | – |
| FCX | New | Freeport-McMoRan Inc | $181,000 | – | 15,080 | – | 0.08% | – |
| ENBL | New | Enable Midstream Partners LP | $159,000 | – | 10,000 | – | 0.07% | – |
| SSW | New | Seaspan Corp | $154,000 | – | 21,600 | – | 0.06% | – |
| FTRCQ | New | Frontier Communications Corp | $96,000 | – | 83,106 | – | 0.04% | – |
| EXPR | New | Express | $87,000 | – | 12,870 | – | 0.04% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RF | Exit | Regions Financial Corp. | $0 | – | -14,137 | – | -0.06% | – |
| EXPR | Exit | Express | $0 | – | -12,935 | – | -0.07% | – |
| ENBL | Exit | Enable Midstream Partners LP | $0 | – | -10,000 | – | -0.07% | – |
| FCX | Exit | Freeport-McMoRan Inc | $0 | – | -15,080 | – | -0.08% | – |
| APO | Exit | Apollo Global Management LLC | $0 | – | -10,325 | – | -0.09% | – |
| MU | Exit | Micron Technology Inc. | $0 | – | -10,790 | – | -0.09% | – |
| CSIQ | Exit | Canadian Solar Inc | $0 | – | -14,735 | – | -0.09% | – |
| CRZO | Exit | Carrizo Oil & Gas Inc | $0 | – | -4,950 | – | -0.09% | – |
| BWP | Exit | Boardwalk Pipeline Partners L. | $0 | – | -12,750 | – | -0.10% | – |
| SHPG | Exit | Shire PLC | $0 | – | -1,129 | – | -0.10% | – |
| GTLS | Exit | Chart Industries Inc | $0 | – | -6,740 | – | -0.10% | – |
| FTV | Exit | Fortive Corp | $0 | – | -4,313 | – | -0.10% | – |
| FOXA | Exit | Twenty First Century Fox Inc | $0 | – | -9,250 | – | -0.10% | – |
| SFL | Exit | Ship Finance Intl Ltd | $0 | – | -15,380 | – | -0.11% | – |
| FTI | Exit | FMC Technologies Inc | $0 | – | -7,835 | – | -0.11% | – |
| NYCB | Exit | New York Community Bancorp | $0 | – | -16,600 | – | -0.11% | – |
| CMA | Exit | Comerica, Inc. | $0 | – | -5,000 | – | -0.11% | – |
| BDX | Exit | Becton Dickinson and Co | $0 | – | -1,370 | – | -0.12% | – |
| VMC | Exit | Vulcan Materials | $0 | – | -2,200 | – | -0.12% | – |
| CLI | Exit | Mack-Cali Realty Corp. | $0 | – | -9,300 | – | -0.12% | – |
| DBD | Exit | Diebold Inc | $0 | – | -11,325 | – | -0.13% | – |
| GRMN | Exit | Garmin Ltd | $0 | – | -5,900 | – | -0.13% | – |
| SSW | Exit | Seaspan Corp | $0 | – | -21,600 | – | -0.13% | – |
| HES | Exit | Hess Corporation | $0 | – | -5,730 | – | -0.14% | – |
| MRC | Exit | MRC Global Inc | $0 | – | -18,890 | – | -0.14% | – |
| CSAL | Exit | Communications Sales & Leasing | $0 | – | -9,913 | – | -0.14% | – |
| MCK | Exit | Mckesson HBOC Inc. | $0 | – | -1,870 | – | -0.15% | – |
| PAA | Exit | Plains All American Pipeline L | $0 | – | -10,100 | – | -0.15% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -3,875 | – | -0.15% | – |
| HZNP | Exit | Horizon Pharma Plc | $0 | – | -18,315 | – | -0.16% | – |
| EXAS | Exit | Exact Sciences Corp | $0 | – | -18,100 | – | -0.16% | – |
| RXN | Exit | Rexnord Corp | $0 | – | -15,780 | – | -0.16% | – |
| BP | Exit | BP plc ADR | $0 | – | -9,614 | – | -0.16% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -4,698 | – | -0.16% | – |
| NFLX | Exit | Netflix Inc | $0 | – | -3,450 | – | -0.16% | – |
| DDC | Exit | Dominion Diamond Corp | $0 | – | -35,025 | – | -0.16% | – |
| GLW | Exit | Corning Inc. | $0 | – | -14,468 | – | -0.16% | – |
| FTR | Exit | Frontier Communications Corp | $0 | – | -83,813 | – | -0.16% | – |
| RNG | Exit | RingCentral Inc | $0 | – | -14,750 | – | -0.16% | – |
| FSC | Exit | Fifth Street Finance Corp | $0 | – | -60,040 | – | -0.16% | – |
| WNR | Exit | Western Refining Inc | $0 | – | -13,506 | – | -0.17% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -9,350 | – | -0.17% | – |
| PACW | Exit | Pacwest Bancorp | $0 | – | -8,450 | – | -0.17% | – |
| PANW | Exit | Palo Alto Networks Inc | $0 | – | -2,270 | – | -0.17% | – |
| DRE | Exit | Duke Realty Corp. | $0 | – | -13,300 | – | -0.17% | – |
| BLMN | Exit | Bloomin Brands Inc | $0 | – | -21,080 | – | -0.17% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -6,300 | – | -0.17% | – |
| TWO | Exit | Two Harbors Investment Corp | $0 | – | -43,000 | – | -0.17% | – |
| IMPV | Exit | Imperva Inc | $0 | – | -6,870 | – | -0.17% | – |
| CTSH | Exit | Cognizant Tech Solutions Corp. | $0 | – | -7,760 | – | -0.17% | – |
| ABDC | Exit | Alcentra Capital Corp | $0 | – | -28,450 | – | -0.17% | – |
| SEE | Exit | Sealed Air Corp. | $0 | – | -8,113 | – | -0.17% | – |
| PNW | Exit | Pinnacle West Capital | $0 | – | -5,000 | – | -0.18% | – |
| NOW | Exit | Servicenow Inc | $0 | – | -4,844 | – | -0.18% | – |
| RDSA | Exit | Royal Dutch Shell PLC ADR | $0 | – | -7,850 | – | -0.18% | – |
| EEP | Exit | Enbridge Energy Partners LP | $0 | – | -15,525 | – | -0.18% | – |
| BMRN | Exit | Biomarin Pharmaceutical Inc | $0 | – | -4,290 | – | -0.18% | – |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -3,000 | – | -0.18% | – |
| ACC | Exit | American Campus Communities | $0 | – | -7,830 | – | -0.19% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -2,675 | – | -0.19% | – |
| MOS | Exit | The Mosaic Co | $0 | – | -16,610 | – | -0.19% | – |
| LAMR | Exit | Lamar Advertising Co | $0 | – | -6,300 | – | -0.19% | – |
| PTC | Exit | PTC Inc | $0 | – | -9,408 | – | -0.20% | – |
| AKAM | Exit | Akamai Technologies Inc. | $0 | – | -7,890 | – | -0.20% | – |
| FFIV | Exit | F5 Networks Inc. | $0 | – | -3,358 | – | -0.20% | – |
| MHK | Exit | Mohawk Industries Inc. | $0 | – | -2,080 | – | -0.20% | – |
| KMI | Exit | Kinder Morgan Inc. | $0 | – | -18,346 | – | -0.20% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -10,200 | – | -0.20% | – |
| EPR | Exit | EPR Properties | $0 | – | -5,440 | – | -0.20% | – |
| EXP | Exit | Eagle Materials Inc | $0 | – | -5,550 | – | -0.20% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -10,675 | – | -0.20% | – |
| CVA | Exit | Covanta Holding Corp | $0 | – | -27,950 | – | -0.20% | – |
| JCI | Exit | Johnson Controls Interanationa | $0 | – | -9,309 | – | -0.20% | – |
| LYB | Exit | Lyondellbassel Industries N.V. | $0 | – | -5,505 | – | -0.21% | – |
| PSEC | Exit | Prospect Capital Corp | $0 | – | -54,700 | – | -0.21% | – |
| APA | Exit | Apache Corp | $0 | – | -7,136 | – | -0.21% | – |
| BX | Exit | Blackstone Group LP | $0 | – | -18,000 | – | -0.22% | – |
| MON | Exit | Monsanto Co. | $0 | – | -4,533 | – | -0.22% | – |
| OUT | Exit | Outfront Media Inc | $0 | – | -19,625 | – | -0.22% | – |
| MTX | Exit | Minerals Technologies Inc | $0 | – | -6,585 | – | -0.22% | – |
| CAT | Exit | Caterpillar Inc. | $0 | – | -5,260 | – | -0.22% | – |
| ALL | Exit | Allstate Corp | $0 | – | -6,795 | – | -0.22% | – |
| BBT | Exit | BB&T Corporation | $0 | – | -12,446 | – | -0.22% | – |
| RHT | Exit | Red Hat Inc. | $0 | – | -5,870 | – | -0.22% | – |
| DG | Exit | Dollar General | $0 | – | -6,846 | – | -0.22% | – |
| FLS | Exit | Flowserve Corp. | $0 | – | -9,917 | – | -0.22% | – |
| MAR | Exit | Marriott International | $0 | – | -7,146 | – | -0.22% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -23,648 | – | -0.23% | – |
| LB | Exit | L Brands Inc | $0 | – | -6,889 | – | -0.23% | – |
| DVA | Exit | Davita Inc | $0 | – | -7,425 | – | -0.23% | – |
| PEGI | Exit | Pattern Energy Group Inc | $0 | – | -22,655 | – | -0.24% | – |
| MDT | Exit | Medtronic Inc | $0 | – | -5,927 | – | -0.24% | – |
| GME | Exit | GameStop Corp. | $0 | – | -18,575 | – | -0.24% | – |
| ESS | Exit | Essex Property Trust Inc | $0 | – | -2,315 | – | -0.24% | – |
| ABT | Exit | Abbott Labs | $0 | – | -12,355 | – | -0.24% | – |
| PPL | Exit | PPL Corp. | $0 | – | -15,215 | – | -0.24% | – |
| COLM | Exit | Columbia Sportswear Co | $0 | – | -9,296 | – | -0.25% | – |
| WELL | Exit | Welltower Inc | $0 | – | -7,075 | – | -0.25% | – |
| SBUX | Exit | Starbucks Corp. | $0 | – | -9,780 | – | -0.25% | – |
| OHI | Exit | Omega Healthcare Investors | $0 | – | -15,082 | – | -0.25% | – |
| EXPE | Exit | Expedia Inc | $0 | – | -4,600 | – | -0.25% | – |
| KKR | Exit | KKR & Co LP | $0 | – | -37,850 | – | -0.25% | – |
| ARCC | Exit | Ares Capital Corp | $0 | – | -34,925 | – | -0.25% | – |
| KHC | Exit | Kraft Heinz Co The | $0 | – | -6,040 | – | -0.25% | – |
| MYL | Exit | Mylan NV | $0 | – | -14,222 | – | -0.25% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -5,500 | – | -0.26% | – |
| KIM | Exit | Kimco Realty Corp. | $0 | – | -19,000 | – | -0.26% | – |
| TSRA | Exit | Tessera Technologies Inc. | $0 | – | -14,311 | – | -0.26% | – |
| OXY | Exit | Occidental Petroleum | $0 | – | -7,685 | – | -0.26% | – |
| F | Exit | Ford Motor Co. | $0 | – | -46,625 | – | -0.26% | – |
| CMI | Exit | Cummins Inc | $0 | – | -4,435 | – | -0.26% | – |
| WY | Exit | Weyerhaeuser Co. | $0 | – | -17,920 | – | -0.27% | – |
| COST | Exit | Costco Co. | $0 | – | -3,785 | – | -0.27% | – |
| RGC | Exit | Regal Entertainment Group - A | $0 | – | -26,525 | – | -0.27% | – |
| HE | Exit | Hawaiian Electric Ind. | $0 | – | -19,700 | – | -0.27% | – |
| ZTS | Exit | Zoetis | $0 | – | -11,361 | – | -0.28% | – |
| COF | Exit | Capital One Financial | $0 | – | -8,286 | – | -0.28% | – |
| DCP | Exit | DCP Midstream Partners LP | $0 | – | -17,000 | – | -0.28% | – |
| TUP | Exit | Tupperware Brands Corp | $0 | – | -9,300 | – | -0.28% | – |
| MAC | Exit | Macerich Co. | $0 | – | -7,543 | – | -0.28% | – |
| GM | Exit | General Motors Inc | $0 | – | -19,415 | – | -0.29% | – |
| PM | Exit | Philip Morris International In | $0 | – | -6,350 | – | -0.29% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -13,792 | – | -0.29% | – |
| NI | Exit | Nisource Inc. | $0 | – | -25,872 | – | -0.29% | – |
| COL | Exit | Rockwell Collins Inc. | $0 | – | -7,435 | – | -0.29% | – |
| CRM | Exit | Salesforce.com Inc | $0 | – | -8,820 | – | -0.29% | – |
| ESRX | Exit | Express Scripts Holding Compan | $0 | – | -8,970 | – | -0.30% | – |
| WRI | Exit | Weingarten Realty Investors | $0 | – | -16,450 | – | -0.30% | – |
| UDR | Exit | UDR Inc | $0 | – | -17,831 | – | -0.30% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -10,266 | – | -0.30% | – |
| WMB | Exit | Williams Cos. | $0 | – | -21,200 | – | -0.30% | – |
| HCP | Exit | HCP Inc | $0 | – | -17,275 | – | -0.31% | – |
| ACN | Exit | Accenture PLC CL A | $0 | – | -5,400 | – | -0.31% | – |
| IVZ | Exit | Invesco Ltd | $0 | – | -21,670 | – | -0.32% | – |
| MET | Exit | Metlife Inc | $0 | – | -15,238 | – | -0.32% | – |
| MAT | Exit | Mattel Inc. | $0 | – | -22,380 | – | -0.32% | – |
| AVGO | Exit | Broadcom Ltd | $0 | – | -3,969 | – | -0.32% | – |
| TRP | Exit | Transcanada Pipelines Ltd | $0 | – | -14,491 | – | -0.32% | – |
| AGN | Exit | Allergan PLC | $0 | – | -3,087 | – | -0.33% | – |
| CNK | Exit | Cinemark Holdings Inc. | $0 | – | -18,600 | – | -0.33% | – |
| CAG | Exit | ConAgra Foods, Inc. | $0 | – | -15,400 | – | -0.34% | – |
| FDX | Exit | Fedex Corp. | $0 | – | -4,185 | – | -0.34% | – |
| MKC | Exit | McCormick & Co. | $0 | – | -7,331 | – | -0.34% | – |
| EQR | Exit | Equity Residential Properties | $0 | – | -11,400 | – | -0.34% | – |
| HRB | Exit | Block H&R | $0 | – | -31,805 | – | -0.34% | – |
| NFG | Exit | National Fuel Gas Co. | $0 | – | -13,800 | – | -0.35% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -5,500 | – | -0.35% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -5,992 | – | -0.35% | – |
| CBS | Exit | CBS Corp. | $0 | – | -13,870 | – | -0.35% | – |
| CCI | Exit | Crown Castle International Cor | $0 | – | -8,090 | – | -0.36% | – |
| WES | Exit | Western Gas Partners | $0 | – | -14,100 | – | -0.36% | – |
| CCOI | Exit | Cogent Communications Holding | $0 | – | -21,415 | – | -0.37% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -28,906 | – | -0.37% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -20,339 | – | -0.38% | – |
| WBA | Exit | Walgreens Boots Alliance Inc | $0 | – | -10,096 | – | -0.38% | – |
| AEP | Exit | American Electric Power | $0 | – | -12,720 | – | -0.38% | – |
| D | Exit | Dominion Resources | $0 | – | -11,133 | – | -0.39% | – |
| AXP | Exit | American Express | $0 | – | -13,033 | – | -0.39% | – |
| HST | Exit | Host Hotels & Resorts Inc. | $0 | – | -55,067 | – | -0.40% | – |
| EOG | Exit | EOG Resources | $0 | – | -9,015 | – | -0.41% | – |
| DHR | Exit | Danaher Corp. | $0 | – | -11,470 | – | -0.42% | – |
| ABBV | Exit | Abbvie Inc | $0 | – | -14,301 | – | -0.42% | – |
| ADBE | Exit | Adobe Systems | $0 | – | -8,325 | – | -0.42% | – |
| AJG | Exit | Arthur J. Gallagher & Co. | $0 | – | -17,905 | – | -0.42% | – |
| MDLZ | Exit | Mondelez International Inc | $0 | – | -20,823 | – | -0.43% | – |
| DRI | Exit | Darden Restaurants Inc. | $0 | – | -14,995 | – | -0.43% | – |
| C | Exit | Citigroup Inc. | $0 | – | -19,525 | – | -0.43% | – |
| ATVI | Exit | Activision Blizzard Inc | $0 | – | -20,909 | – | -0.43% | – |
| PLD | Exit | Prologis Trust | $0 | – | -17,380 | – | -0.43% | – |
| EIX | Exit | Edison Int'l | $0 | – | -13,025 | – | -0.44% | – |
| MXIM | Exit | Maxim Integrated Products, Inc | $0 | – | -23,630 | – | -0.44% | – |
| CHD | Exit | Church & Dwight Co. | $0 | – | -19,770 | – | -0.44% | – |
| IRM | Exit | Iron Mountain Inc. | $0 | – | -25,555 | – | -0.45% | – |
| GILD | Exit | Gilead Science Inc | $0 | – | -12,636 | – | -0.47% | – |
| V | Exit | Visa Inc | $0 | – | -12,180 | – | -0.47% | – |
| UTX | Exit | United Technologies | $0 | – | -9,955 | – | -0.47% | – |
| CMS | Exit | CMS Energy Corp. | $0 | – | -24,153 | – | -0.47% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -13,625 | – | -0.47% | – |
| DLR | Exit | Digital Realty | $0 | – | -10,500 | – | -0.48% | – |
| SE | Exit | Spectra Energy Corp | $0 | – | -24,553 | – | -0.49% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -8,605 | – | -0.49% | – |
| UNP | Exit | Union Pacific | $0 | – | -10,852 | – | -0.49% | – |
| GS | Exit | Goldman Sachs Group | $0 | – | -6,632 | – | -0.50% | – |
| STZ | Exit | Constellation Brands | $0 | – | -6,550 | – | -0.51% | – |
| SCHW | Exit | Charles Schwab Corp. | $0 | – | -36,590 | – | -0.54% | – |
| DD | Exit | Du Pont (E.I.) De Nemours & Co | $0 | – | -17,560 | – | -0.55% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -15,580 | – | -0.57% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -15,347 | – | -0.57% | – |
| BABA | Exit | Alibaba Group Holdings | $0 | – | -11,845 | – | -0.58% | – |
| SPG | Exit | Simon Property Group, Inc. | $0 | – | -6,105 | – | -0.59% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -14,339 | – | -0.60% | – |
| MS | Exit | Morgan Stanley, Dean Witter, D | $0 | – | -39,938 | – | -0.60% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -9,270 | – | -0.60% | – |
| UPS | Exit | United Parcel Services Cl B | $0 | – | -12,315 | – | -0.63% | – |
| TAP | Exit | Molson Coors Brewing Company | $0 | – | -12,390 | – | -0.63% | – |
| PFG | Exit | Principal Financial Group | $0 | – | -26,788 | – | -0.64% | – |
| TMO | Exit | Thermo Fisher Scientific Inc | $0 | – | -8,816 | – | -0.65% | – |
| IBM | Exit | International Business Machine | $0 | – | -8,901 | – | -0.66% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -33,081 | – | -0.66% | – |
| TGT | Exit | Target Corp. | $0 | – | -20,761 | – | -0.66% | – |
| WMT | Exit | Wal-Mart | $0 | – | -20,383 | – | -0.69% | – |
| QCOM | Exit | Qualcomm Inc. | $0 | – | -21,893 | – | -0.70% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -39,093 | – | -0.72% | – |
| SO | Exit | Southern Co. | $0 | – | -30,350 | – | -0.73% | – |
| MMC | Exit | Marsh & McLennan Companies, In | $0 | – | -23,400 | – | -0.73% | – |
| TRV | Exit | The Travelers Companies, Inc. | $0 | – | -13,743 | – | -0.73% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -17,599 | – | -0.74% | – |
| LOW | Exit | Lowe's Co. | $0 | – | -22,325 | – | -0.75% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -14,568 | – | -0.78% | – |
| KO | Exit | Coca-Cola | $0 | – | -40,196 | – | -0.79% | – |
| GOOG | Exit | Alphabet Inc Class C | $0 | – | -2,196 | – | -0.80% | – |
| GOOGL | Exit | Alphabet Inc Class A | $0 | – | -2,172 | – | -0.81% | – |
| CELG | Exit | Celgene Corp. | $0 | – | -17,155 | – | -0.84% | – |
| PPG | Exit | PPG Industries, Inc. | $0 | – | -17,450 | – | -0.84% | – |
| WFC | Exit | Wells Fargo Co. | $0 | – | -41,513 | – | -0.86% | – |
| LLY | Exit | Lilly (Eli) & Co. | $0 | – | -23,641 | – | -0.88% | – |
| CSCO | Exit | Cisco Systems | $0 | – | -60,541 | – | -0.90% | – |
| AMZN | Exit | Amazon.com, Inc. | $0 | – | -2,299 | – | -0.90% | – |
| TXN | Exit | Texas Instruments | $0 | – | -28,033 | – | -0.92% | – |
| PRU | Exit | Prudential Financial, Inc. | $0 | – | -24,230 | – | -0.92% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -18,698 | – | -0.95% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -39,265 | – | -0.95% | – |
| HON | Exit | Honeywell International, Inc. | $0 | – | -17,566 | – | -0.96% | – |
| NOC | Exit | Northrop Grumman Corp. | $0 | – | -9,605 | – | -0.96% | – |
| INTC | Exit | Intel Corp. | $0 | – | -56,386 | – | -0.99% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -34,250 | – | -1.00% | – |
| BA | Exit | Boeing Company | $0 | – | -16,578 | – | -1.02% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -23,635 | – | -1.02% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -21,390 | – | -1.03% | – |
| FB | Exit | Facebook Inc | $0 | – | -17,818 | – | -1.07% | – |
| PG | Exit | Procter & Gamble, Inc. | $0 | – | -26,490 | – | -1.11% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -78,749 | – | -1.24% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -43,246 | – | -1.34% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -33,318 | – | -1.36% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -46,800 | – | -1.38% | – |
| HD | Exit | Home Depot, Inc. | $0 | – | -24,546 | – | -1.47% | – |
| GE | Exit | General Electric Co. | $0 | – | -109,812 | – | -1.52% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -29,325 | – | -1.62% | – |
| T | Exit | AT&T Inc. | $0 | – | -87,227 | – | -1.65% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -76,996 | – | -2.07% | – |
| AAPL | Exit | Apple Inc | $0 | – | -51,268 | – | -2.70% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Sell | Microsoft Corp | $4,435,000 | +8.4% | 76,996 | -3.8% | 2.07% | +8.8% |
| T | Sell | AT&T Inc. | $3,542,000 | -7.4% | 87,227 | -1.4% | 1.65% | -7.0% |
| JNJ | Sell | Johnson & Johnson | $3,464,000 | -2.7% | 29,325 | -0.1% | 1.62% | -2.4% |
| HD | Sell | Home Depot, Inc. | $3,159,000 | -3.2% | 24,546 | -3.9% | 1.47% | -2.8% |
| MO | Sell | Altria Group, Inc. | $2,959,000 | -9.9% | 46,800 | -1.7% | 1.38% | -9.6% |
| XOM | Sell | Exxon Mobil Corp. | $2,908,000 | -7.4% | 33,318 | -0.5% | 1.36% | -7.1% |
| JPM | Sell | JPMorgan Chase & Co. | $2,880,000 | +4.9% | 43,246 | -2.1% | 1.34% | +5.3% |
| PG | Sell | Procter & Gamble, Inc. | $2,377,000 | +3.3% | 26,490 | -2.5% | 1.11% | +3.7% |
| DIS | Sell | Walt Disney Co. | $2,195,000 | -8.2% | 23,635 | -3.3% | 1.02% | -7.7% |
| BA | Sell | Boeing Company | $2,184,000 | +0.0% | 16,578 | -1.4% | 1.02% | +0.5% |
| INTC | Sell | Intel Corp. | $2,129,000 | +11.9% | 56,386 | -2.8% | 0.99% | +12.3% |
| NOC | Sell | Northrop Grumman Corp. | $2,055,000 | -5.3% | 9,605 | -1.6% | 0.96% | -4.9% |
| HON | Sell | Honeywell International, Inc. | $2,048,000 | -3.0% | 17,566 | -3.2% | 0.96% | -2.7% |
| VZ | Sell | Verizon Communications Inc | $2,041,000 | -8.9% | 39,265 | -2.1% | 0.95% | -8.5% |
| PEP | Sell | PepsiCo, Inc. | $2,034,000 | +0.5% | 18,698 | -2.1% | 0.95% | +1.0% |
| TXN | Sell | Texas Instruments | $1,967,000 | +7.2% | 28,033 | -4.3% | 0.92% | +7.5% |
| WFC | Sell | Wells Fargo Co. | $1,838,000 | -9.0% | 41,513 | -2.7% | 0.86% | -8.6% |
| PPG | Sell | PPG Industries, Inc. | $1,804,000 | -4.5% | 17,450 | -3.8% | 0.84% | -4.2% |
| CELG | Sell | Celgene Corp. | $1,793,000 | +0.8% | 17,155 | -4.9% | 0.84% | +1.2% |
| LOW | Sell | Lowe's Co. | $1,612,000 | -15.8% | 22,325 | -7.7% | 0.75% | -15.5% |
| PNC | Sell | PNC Financial Services Group | $1,585,000 | +10.5% | 17,599 | -0.1% | 0.74% | +11.0% |
| MMC | Sell | Marsh & McLennan Companies, In | $1,574,000 | -1.9% | 23,400 | -0.1% | 0.73% | -1.5% |
| SO | Sell | Southern Co. | $1,557,000 | -10.5% | 30,350 | -6.5% | 0.73% | -10.1% |
| TGT | Sell | Target Corp. | $1,426,000 | -4.4% | 20,761 | -2.9% | 0.66% | -4.0% |
| CVS | Sell | CVS Health Corp | $1,276,000 | -10.8% | 14,339 | -4.1% | 0.60% | -10.5% |
| DUK | Sell | Duke Energy Corp. | $1,228,000 | -6.9% | 15,347 | -0.2% | 0.57% | -6.5% |
| DD | Sell | Du Pont (E.I.) De Nemours & Co | $1,176,000 | +0.1% | 17,560 | -3.2% | 0.55% | +0.5% |
| SE | Sell | Spectra Energy Corp | $1,050,000 | +5.1% | 24,553 | -10.0% | 0.49% | +5.6% |
| GILD | Sell | Gilead Science Inc | $1,000,000 | -8.1% | 12,636 | -3.1% | 0.47% | -7.9% |
| CHD | Buy | Church & Dwight Co. | $947,000 | -6.9% | 19,770 | +100.0% | 0.44% | -6.6% |
| HRB | Sell | Block H&R | $736,000 | -0.3% | 31,805 | -0.9% | 0.34% | 0.0% |
| TRP | Sell | Transcanada Pipelines Ltd | $689,000 | -0.3% | 14,491 | -5.2% | 0.32% | 0.0% |
| IVZ | Sell | Invesco Ltd | $678,000 | +15.5% | 21,670 | -5.7% | 0.32% | +15.8% |
| COF | Sell | Capital One Financial | $595,000 | +7.2% | 8,286 | -5.2% | 0.28% | +7.8% |
| MAR | New | Marriott International | $481,000 | – | 7,146 | – | 0.22% | – |
| JCI | New | Johnson Controls Interanationa | $433,000 | – | 9,309 | – | 0.20% | – |
| IMPV | Sell | Imperva Inc | $369,000 | +16.0% | 6,870 | -7.1% | 0.17% | +16.2% |
| WNR | Sell | Western Refining Inc | $357,000 | +28.0% | 13,506 | -0.0% | 0.17% | +28.5% |
| MRC | New | MRC Global Inc | $310,000 | – | 18,890 | – | 0.14% | – |
| GTLS | New | Chart Industries Inc | $221,000 | – | 6,740 | – | 0.10% | – |
| FTV | New | Fortive Corp | $220,000 | – | 4,313 | – | 0.10% | – |
| SHPG | Sell | Shire PLC | $219,000 | -8.4% | 1,129 | -13.2% | 0.10% | -8.1% |
| CRZO | New | Carrizo Oil & Gas Inc | $201,000 | – | 4,950 | – | 0.09% | – |
| MU | Sell | Micron Technology Inc. | $192,000 | +17.1% | 10,790 | -9.6% | 0.09% | +18.4% |
| CHK | Exit | Chesapeake Energy Corp | $0 | – | -10,280 | – | -0.02% | – |
| KORS | Exit | Michael Kors Holdings | $0 | – | -4,375 | – | -0.10% | – |
| RAI | Exit | Reynolds American Inc | $0 | – | -4,216 | – | -0.10% | – |
| GIII | Exit | G-III Apparel Group LTD | $0 | – | -6,485 | – | -0.14% | – |
| PTEN | Exit | Patterson-UTI Energy | $0 | – | -13,940 | – | -0.14% | – |
| CPGX | Exit | Columbia Pipeline Group | $0 | – | -12,275 | – | -0.14% | – |
| RAX | Exit | RackSpace Hosting Inc | $0 | – | -18,935 | – | -0.18% | – |
| JCI | Exit | Johnson Controls, Inc. | $0 | – | -12,573 | – | -0.26% | – |
| LLTC | Exit | Linear Technology Corp. | $0 | – | -12,740 | – | -0.28% | – |
| HOT | Exit | Starwood Hotels & Resorts Inc. | $0 | – | -8,932 | – | -0.31% | – |
| STT | Exit | State Street Corp. | $0 | – | -12,393 | – | -0.31% | – |
| EMC | Exit | EMC Corp. | $0 | – | -27,795 | – | -0.35% | – |
| GAS | Exit | AGL Resources Inc. | $0 | – | -13,000 | – | -0.40% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | Apple Inc | $4,901,000 | – | 51,268 | – | 2.28% | – |
| MSFT | New | Microsoft Corp | $4,093,000 | – | 79,996 | – | 1.90% | – |
| T | New | AT&T Inc. | $3,824,000 | – | 88,507 | – | 1.78% | – |
| JNJ | New | Johnson & Johnson | $3,561,000 | – | 29,360 | – | 1.66% | – |
| GE | New | General Electric Co. | $3,457,000 | – | 109,812 | – | 1.61% | – |
| MO | New | Altria Group, Inc. | $3,284,000 | – | 47,625 | – | 1.53% | – |
| HD | New | Home Depot, Inc. | $3,263,000 | – | 25,551 | – | 1.52% | – |
| XOM | New | Exxon Mobil Corp. | $3,140,000 | – | 33,493 | – | 1.46% | – |
| PFE | New | Pfizer, Inc. | $2,773,000 | – | 78,749 | – | 1.29% | – |
| JPM | New | JPMorgan Chase & Co. | $2,745,000 | – | 44,169 | – | 1.28% | – |
| DIS | New | Walt Disney Co. | $2,390,000 | – | 24,435 | – | 1.11% | – |
| PG | New | Procter & Gamble, Inc. | $2,300,000 | – | 27,165 | – | 1.07% | – |
| CVX | New | Chevron Corp. | $2,242,000 | – | 21,390 | – | 1.04% | – |
| VZ | New | Verizon Communications Inc | $2,240,000 | – | 40,115 | – | 1.04% | – |
| BA | New | Boeing Company | $2,183,000 | – | 16,808 | – | 1.01% | – |
| NOC | New | Northrop Grumman Corp. | $2,169,000 | – | 9,760 | – | 1.01% | – |
| HON | New | Honeywell International, Inc. | $2,111,000 | – | 18,151 | – | 0.98% | – |
| FB | New | Facebook Inc | $2,036,000 | – | 17,818 | – | 0.95% | – |
| PEP | New | PepsiCo, Inc. | $2,024,000 | – | 19,108 | – | 0.94% | – |
| WFC | New | Wells Fargo Co. | $2,019,000 | – | 42,663 | – | 0.94% | – |
| MRK | New | Merck & Co., Inc. | $1,973,000 | – | 34,250 | – | 0.92% | – |
| LOW | New | Lowe's Co. | $1,915,000 | – | 24,185 | – | 0.89% | – |
| INTC | New | Intel Corp. | $1,902,000 | – | 57,991 | – | 0.88% | – |
| PPG | New | PPG Industries, Inc. | $1,889,000 | – | 18,135 | – | 0.88% | – |
| LLY | New | Lilly (Eli) & Co. | $1,862,000 | – | 23,641 | – | 0.86% | – |
| TXN | New | Texas Instruments | $1,835,000 | – | 29,283 | – | 0.85% | – |
| KO | New | Coca-Cola | $1,822,000 | – | 40,196 | – | 0.85% | – |
| CELG | New | Celgene Corp. | $1,778,000 | – | 18,030 | – | 0.83% | – |
| MCD | New | McDonald's Corp. | $1,753,000 | – | 14,568 | – | 0.82% | – |
| SO | New | Southern Co. | $1,740,000 | – | 32,450 | – | 0.81% | – |
| CSCO | New | Cisco Systems | $1,737,000 | – | 60,541 | – | 0.81% | – |
| PRU | New | Prudential Financial, Inc. | $1,729,000 | – | 24,230 | – | 0.80% | – |
| AMZN | New | Amazon.com, Inc. | $1,645,000 | – | 2,299 | – | 0.76% | – |
| TRV | New | The Travelers Companies, Inc. | $1,636,000 | – | 13,743 | – | 0.76% | – |
| MMC | New | Marsh & McLennan Companies, In | $1,604,000 | – | 23,425 | – | 0.74% | – |
| ORCL | New | Oracle Corp. | $1,600,000 | – | 39,093 | – | 0.74% | – |
| GOOGL | New | Alphabet Inc Class A | $1,528,000 | – | 2,172 | – | 0.71% | – |
| GOOG | New | Alphabet Inc Class C | $1,520,000 | – | 2,196 | – | 0.71% | – |
| TGT | New | Target Corp. | $1,492,000 | – | 21,376 | – | 0.69% | – |
| WMT | New | Wal-Mart | $1,488,000 | – | 20,383 | – | 0.69% | – |
| PNC | New | PNC Financial Services Group | $1,434,000 | – | 17,624 | – | 0.67% | – |
| CVS | New | CVS Health Corp | $1,431,000 | – | 14,949 | – | 0.66% | – |
| IBM | New | International Business Machine | $1,351,000 | – | 8,901 | – | 0.63% | – |
| USB | New | U.S. Bancorp | $1,334,000 | – | 33,081 | – | 0.62% | – |
| UPS | New | United Parcel Services Cl B | $1,327,000 | – | 12,315 | – | 0.62% | – |
| SPG | New | Simon Property Group, Inc. | $1,324,000 | – | 6,105 | – | 0.62% | – |
| DUK | New | Duke Energy Corp. | $1,319,000 | – | 15,372 | – | 0.61% | – |
| UNH | New | United Health Group Inc. | $1,309,000 | – | 9,270 | – | 0.61% | – |
| TMO | New | Thermo Fisher Scientific Inc | $1,303,000 | – | 8,816 | – | 0.60% | – |
| TAP | New | Molson Coors Brewing Company | $1,253,000 | – | 12,390 | – | 0.58% | – |
| SLB | New | Schlumberger Ltd. | $1,232,000 | – | 15,580 | – | 0.57% | – |
| DD | New | Du Pont (E.I.) De Nemours & Co | $1,175,000 | – | 18,135 | – | 0.55% | – |
| QCOM | New | Qualcomm Inc. | $1,173,000 | – | 21,893 | – | 0.54% | – |
| DHR | New | Danaher Corp. | $1,158,000 | – | 11,470 | – | 0.54% | – |
| DLR | New | Digital Realty | $1,144,000 | – | 10,500 | – | 0.53% | – |
| NEE | New | NextEra Energy Inc | $1,122,000 | – | 8,605 | – | 0.52% | – |
| CMS | New | CMS Energy Corp. | $1,108,000 | – | 24,153 | – | 0.52% | – |
| ATO | New | Atmos Energy Corp. | $1,108,000 | – | 13,625 | – | 0.52% | – |
| PFG | New | Principal Financial Group | $1,101,000 | – | 26,788 | – | 0.51% | – |
| GILD | New | Gilead Science Inc | $1,088,000 | – | 13,046 | – | 0.51% | – |
| STZ | New | Constellation Brands | $1,083,000 | – | 6,550 | – | 0.50% | – |
| MS | New | Morgan Stanley, Dean Witter, D | $1,038,000 | – | 39,938 | – | 0.48% | – |
| UTX | New | United Technologies | $1,021,000 | – | 9,955 | – | 0.47% | – |
| CHD | New | Church & Dwight Co. | $1,017,000 | – | 9,885 | – | 0.47% | – |
| IRM | New | Iron Mountain Inc. | $1,018,000 | – | 25,555 | – | 0.47% | – |
| EIX | New | Edison Int'l | $1,012,000 | – | 13,025 | – | 0.47% | – |
| SE | New | Spectra Energy Corp | $999,000 | – | 27,278 | – | 0.46% | – |
| GS | New | Goldman Sachs Group | $985,000 | – | 6,632 | – | 0.46% | – |
| DRI | New | Darden Restaurants Inc. | $950,000 | – | 14,995 | – | 0.44% | – |
| UNP | New | Union Pacific | $947,000 | – | 10,852 | – | 0.44% | – |
| MDLZ | New | Mondelez International Inc | $948,000 | – | 20,823 | – | 0.44% | – |
| BABA | New | Alibaba Group Holdings | $942,000 | – | 11,845 | – | 0.44% | – |
| SCHW | New | Charles Schwab Corp. | $926,000 | – | 36,590 | – | 0.43% | – |
| V | New | Visa Inc | $903,000 | – | 12,180 | – | 0.42% | – |
| HST | New | Host Hotels & Resorts Inc. | $893,000 | – | 55,067 | – | 0.42% | – |
| AEP | New | American Electric Power | $892,000 | – | 12,720 | – | 0.41% | – |
| ABBV | New | Abbvie Inc | $885,000 | – | 14,301 | – | 0.41% | – |
| D | New | Dominion Resources | $868,000 | – | 11,133 | – | 0.40% | – |
| CCOI | New | Cogent Communications Holding | $858,000 | – | 21,415 | – | 0.40% | – |
| GAS | New | AGL Resources Inc. | $858,000 | – | 13,000 | – | 0.40% | – |
| AJG | New | Arthur J. Gallagher & Co. | $852,000 | – | 17,905 | – | 0.40% | – |
| PLD | New | Prologis Trust | $852,000 | – | 17,380 | – | 0.40% | – |
| EPD | New | Enterprise Products Partners L | $846,000 | – | 28,906 | – | 0.39% | – |
| MXIM | New | Maxim Integrated Products, Inc | $843,000 | – | 23,630 | – | 0.39% | – |
| WBA | New | Walgreens Boots Alliance Inc | $841,000 | – | 10,096 | – | 0.39% | – |
| ATVI | New | Activision Blizzard Inc | $829,000 | – | 20,909 | – | 0.38% | – |
| C | New | Citigroup Inc. | $828,000 | – | 19,525 | – | 0.38% | – |
| CCI | New | Crown Castle International Cor | $821,000 | – | 8,090 | – | 0.38% | – |
| ADBE | New | Adobe Systems | $797,000 | – | 8,325 | – | 0.37% | – |
| AXP | New | American Express | $792,000 | – | 13,033 | – | 0.37% | – |
| BK | New | Bank of New York Mellon Corp. | $790,000 | – | 20,339 | – | 0.37% | – |
| ANTM | New | Anthem Inc | $787,000 | – | 5,992 | – | 0.37% | – |
| NFG | New | National Fuel Gas Co. | $785,000 | – | 13,800 | – | 0.36% | – |
| EQR | New | Equity Residential Properties | $785,000 | – | 11,400 | – | 0.36% | – |
| MKC | New | McCormick & Co. | $782,000 | – | 7,331 | – | 0.36% | – |
| EMC | New | EMC Corp. | $755,000 | – | 27,795 | – | 0.35% | – |
| CBS | New | CBS Corp. | $755,000 | – | 13,870 | – | 0.35% | – |
| EOG | New | EOG Resources | $752,000 | – | 9,015 | – | 0.35% | – |
| HRB | New | Block H&R | $738,000 | – | 32,105 | – | 0.34% | – |
| CAG | New | ConAgra Foods, Inc. | $736,000 | – | 15,400 | – | 0.34% | – |
| BXP | New | Boston Properties Inc | $725,000 | – | 5,500 | – | 0.34% | – |
| AGN | New | Allergan PLC | $713,000 | – | 3,087 | – | 0.33% | – |
| WES | New | Western Gas Partners | $711,000 | – | 14,100 | – | 0.33% | – |
| CRM | New | Salesforce.com Inc | $700,000 | – | 8,820 | – | 0.32% | – |
| MAT | New | Mattel Inc. | $700,000 | – | 22,380 | – | 0.32% | – |
| TRP | New | Transcanada Pipelines Ltd | $691,000 | – | 15,291 | – | 0.32% | – |
| NI | New | Nisource Inc. | $686,000 | – | 25,872 | – | 0.32% | – |
| ESRX | New | Express Scripts Holding Compan | $680,000 | – | 8,970 | – | 0.32% | – |
| CNK | New | Cinemark Holdings Inc. | $678,000 | – | 18,600 | – | 0.32% | – |
| WRI | New | Weingarten Realty Investors | $671,000 | – | 16,450 | – | 0.31% | – |
| STT | New | State Street Corp. | $668,000 | – | 12,393 | – | 0.31% | – |
| HOT | New | Starwood Hotels & Resorts Inc. | $661,000 | – | 8,932 | – | 0.31% | – |
| UDR | New | UDR Inc | $658,000 | – | 17,831 | – | 0.31% | – |
| HE | New | Hawaiian Electric Ind. | $646,000 | – | 19,700 | – | 0.30% | – |
| PM | New | Philip Morris International In | $646,000 | – | 6,350 | – | 0.30% | – |
| DG | New | Dollar General | $644,000 | – | 6,846 | – | 0.30% | – |
| MAC | New | Macerich Co. | $644,000 | – | 7,543 | – | 0.30% | – |
| FDX | New | Fedex Corp. | $635,000 | – | 4,185 | – | 0.30% | – |
| COL | New | Rockwell Collins Inc. | $633,000 | – | 7,435 | – | 0.29% | – |
| HAL | New | Halliburton Co. | $625,000 | – | 13,792 | – | 0.29% | – |
| AVGO | New | Broadcom Ltd | $617,000 | – | 3,969 | – | 0.29% | – |
| MYL | New | Mylan NV | $615,000 | – | 14,222 | – | 0.29% | – |
| ACN | New | Accenture PLC CL A | $612,000 | – | 5,400 | – | 0.28% | – |
| HCP | New | HCP Inc | $611,000 | – | 17,275 | – | 0.28% | – |
| MET | New | Metlife Inc | $607,000 | – | 15,238 | – | 0.28% | – |
| KIM | New | Kimco Realty Corp. | $596,000 | – | 19,000 | – | 0.28% | – |
| LLTC | New | Linear Technology Corp. | $593,000 | – | 12,740 | – | 0.28% | – |
| COST | New | Costco Co. | $594,000 | – | 3,785 | – | 0.28% | – |
| IVZ | New | Invesco Ltd | $587,000 | – | 22,970 | – | 0.27% | – |
| F | New | Ford Motor Co. | $586,000 | – | 46,625 | – | 0.27% | – |
| DCP | New | DCP Midstream Partners LP | $586,000 | – | 17,000 | – | 0.27% | – |
| RGC | New | Regal Entertainment Group - A | $585,000 | – | 26,525 | – | 0.27% | – |
| OXY | New | Occidental Petroleum | $581,000 | – | 7,685 | – | 0.27% | – |
| DVA | New | Davita Healthcare Partners Inc | $574,000 | – | 7,425 | – | 0.27% | – |
| PPL | New | PPL Corp. | $574,000 | – | 15,215 | – | 0.27% | – |
| SBUX | New | Starbucks Corp. | $559,000 | – | 9,780 | – | 0.26% | – |
| GPC | New | Genuine Parts Co. | $557,000 | – | 5,500 | – | 0.26% | – |
| JCI | New | Johnson Controls, Inc. | $556,000 | – | 12,573 | – | 0.26% | – |
| COF | New | Capital One Financial | $555,000 | – | 8,736 | – | 0.26% | – |
| GM | New | General Motors Inc | $549,000 | – | 19,415 | – | 0.26% | – |
| APC | New | Anadarko Petroleum Corp. | $547,000 | – | 10,266 | – | 0.25% | – |
| ZTS | New | Zoetis | $539,000 | – | 11,361 | – | 0.25% | – |
| WELL | New | Welltower Inc | $539,000 | – | 7,075 | – | 0.25% | – |
| COLM | New | Columbia Sportswear Co | $535,000 | – | 9,296 | – | 0.25% | – |
| KHC | New | Kraft Heinz Co The | $534,000 | – | 6,040 | – | 0.25% | – |
| WY | New | Weyerhaeuser Co. | $533,000 | – | 17,920 | – | 0.25% | – |
| ESS | New | Essex Property Trust Inc | $528,000 | – | 2,315 | – | 0.24% | – |
| TUP | New | Tupperware Brands Corp | $523,000 | – | 9,300 | – | 0.24% | – |
| PEGI | New | Pattern Energy Group Inc | $520,000 | – | 22,655 | – | 0.24% | – |
| MDT | New | Medtronic Inc | $514,000 | – | 5,927 | – | 0.24% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $514,000 | – | 3,000 | – | 0.24% | – |
| OHI | New | Omega Healthcare Investors | $512,000 | – | 15,082 | – | 0.24% | – |
| CMI | New | Cummins Inc | $499,000 | – | 4,435 | – | 0.23% | – |
| GME | New | GameStop Corp. | $494,000 | – | 18,575 | – | 0.23% | – |
| ARCC | New | Ares Capital Corp | $496,000 | – | 34,925 | – | 0.23% | – |
| EXPE | New | Expedia Inc | $489,000 | – | 4,600 | – | 0.23% | – |
| ABT | New | Abbott Labs | $486,000 | – | 12,355 | – | 0.23% | – |
| PEG | New | Public Service Enterprise Grou | $475,000 | – | 10,200 | – | 0.22% | – |
| ALL | New | Allstate Corp | $475,000 | – | 6,795 | – | 0.22% | – |
| OUT | New | Outfront Media Inc | $474,000 | – | 19,625 | – | 0.22% | – |
| MON | New | Monsanto Co. | $469,000 | – | 4,533 | – | 0.22% | – |
| KKR | New | KKR & Co LP | $467,000 | – | 37,850 | – | 0.22% | – |
| LB | New | L Brands Inc | $462,000 | – | 6,889 | – | 0.22% | – |
| CVA | New | Covanta Holding Corp | $460,000 | – | 27,950 | – | 0.21% | – |
| WMB | New | Williams Cos. | $459,000 | – | 21,200 | – | 0.21% | – |
| FLS | New | Flowserve Corp. | $448,000 | – | 9,917 | – | 0.21% | – |
| BBT | New | BB&T Corporation | $443,000 | – | 12,446 | – | 0.21% | – |
| CTSH | New | Cognizant Tech Solutions Corp. | $444,000 | – | 7,760 | – | 0.21% | – |
| AKAM | New | Akamai Technologies Inc. | $441,000 | – | 7,890 | – | 0.20% | – |
| BX | New | Blackstone Group LP | $442,000 | – | 18,000 | – | 0.20% | – |
| EPR | New | EPR Properties | $439,000 | – | 5,440 | – | 0.20% | – |
| TSRA | New | Tessera Technologies Inc. | $438,000 | – | 14,311 | – | 0.20% | – |
| MOS | New | The Mosaic Co | $435,000 | – | 16,610 | – | 0.20% | – |
| RDSA | New | Royal Dutch Shell PLC ADR | $433,000 | – | 7,850 | – | 0.20% | – |
| EXP | New | Eagle Materials Inc | $428,000 | – | 5,550 | – | 0.20% | – |
| PSEC | New | Prospect Capital Corp | $428,000 | – | 54,700 | – | 0.20% | – |
| RHT | New | Red Hat Inc. | $426,000 | – | 5,870 | – | 0.20% | – |
| LPT | New | Liberty Property Trust | $424,000 | – | 10,675 | – | 0.20% | – |
| LAMR | New | Lamar Advertising Co | $418,000 | – | 6,300 | – | 0.19% | – |
| FITB | New | Fifth Third Bancorp | $416,000 | – | 23,648 | – | 0.19% | – |
| FTR | New | Frontier Communications Corp | $414,000 | – | 83,813 | – | 0.19% | – |
| ACC | New | American Campus Communities | $414,000 | – | 7,830 | – | 0.19% | – |
| LYB | New | Lyondellbassel Industries N.V. | $410,000 | – | 5,505 | – | 0.19% | – |
| PNW | New | Pinnacle West Capital | $405,000 | – | 5,000 | – | 0.19% | – |
| CAT | New | Caterpillar Inc. | $399,000 | – | 5,260 | – | 0.18% | – |
| RAX | New | RackSpace Hosting Inc | $395,000 | – | 18,935 | – | 0.18% | – |
| MHK | New | Mohawk Industries Inc. | $395,000 | – | 2,080 | – | 0.18% | – |
| APA | New | Apache Corp | $397,000 | – | 7,136 | – | 0.18% | – |
| FFIV | New | F5 Networks Inc. | $382,000 | – | 3,358 | – | 0.18% | – |
| APD | New | Air Products & Chemicals, Inc. | $380,000 | – | 2,675 | – | 0.18% | – |
| BLMN | New | Bloomin Brands Inc | $377,000 | – | 21,080 | – | 0.18% | – |
| MTX | New | Minerals Technologies Inc | $374,000 | – | 6,585 | – | 0.17% | – |
| SEE | New | Sealed Air Corp. | $373,000 | – | 8,113 | – | 0.17% | – |
| TWO | New | Two Harbors Investment Corp | $368,000 | – | 43,000 | – | 0.17% | – |
| DOX | New | Amdocs Ltd | $364,000 | – | 6,300 | – | 0.17% | – |
| EEP | New | Enbridge Energy Partners LP | $360,000 | – | 15,525 | – | 0.17% | – |
| DRE | New | Duke Realty Corp. | $355,000 | – | 13,300 | – | 0.16% | – |
| PTC | New | PTC Inc | $354,000 | – | 9,408 | – | 0.16% | – |
| MCK | New | Mckesson HBOC Inc. | $349,000 | – | 1,870 | – | 0.16% | – |
| ABDC | New | Alcentra Capital Corp | $346,000 | – | 28,450 | – | 0.16% | – |
| HES | New | Hess Corporation | $344,000 | – | 5,730 | – | 0.16% | – |
| KMI | New | Kinder Morgan Inc. | $343,000 | – | 18,346 | – | 0.16% | – |
| BP | New | BP plc ADR | $341,000 | – | 9,614 | – | 0.16% | – |
| PACW | New | Pacwest Bancorp | $336,000 | – | 8,450 | – | 0.16% | – |
| BMRN | New | Biomarin Pharmaceutical Inc | $334,000 | – | 4,290 | – | 0.16% | – |
| HOLX | New | Hologic Inc | $324,000 | – | 9,350 | – | 0.15% | – |
| NOW | New | Servicenow Inc | $322,000 | – | 4,844 | – | 0.15% | – |
| IMPV | New | Imperva Inc | $318,000 | – | 7,395 | – | 0.15% | – |
| NFLX | New | Netflix Inc | $316,000 | – | 3,450 | – | 0.15% | – |
| DGX | New | Quest Diagnostics Inc | $315,000 | – | 3,875 | – | 0.15% | – |
| CPGX | New | Columbia Pipeline Group | $313,000 | – | 12,275 | – | 0.14% | – |
| DDC | New | Dominion Diamond Corp | $310,000 | – | 35,025 | – | 0.14% | – |
| RXN | New | Rexnord Corp | $310,000 | – | 15,780 | – | 0.14% | – |
| SSW | New | Seaspan Corp | $302,000 | – | 21,600 | – | 0.14% | – |
| HZNP | New | Horizon Pharma Plc | $302,000 | – | 18,315 | – | 0.14% | – |
| PTEN | New | Patterson-UTI Energy | $297,000 | – | 13,940 | – | 0.14% | – |
| GIII | New | G-III Apparel Group LTD | $296,000 | – | 6,485 | – | 0.14% | – |
| GLW | New | Corning Inc. | $296,000 | – | 14,468 | – | 0.14% | – |
| RNG | New | RingCentral Inc | $291,000 | – | 14,750 | – | 0.14% | – |
| FSC | New | Fifth Street Finance Corp | $291,000 | – | 60,040 | – | 0.14% | – |
| CSAL | New | Communications Sales & Leasing | $286,000 | – | 9,913 | – | 0.13% | – |
| TIF | New | Tiffany & Co. | $285,000 | – | 4,698 | – | 0.13% | – |
| DBD | New | Diebold Inc | $281,000 | – | 11,325 | – | 0.13% | – |
| WNR | New | Western Refining Inc | $279,000 | – | 13,509 | – | 0.13% | – |
| PANW | New | Palo Alto Networks Inc | $278,000 | – | 2,270 | – | 0.13% | – |
| PAA | New | Plains All American Pipeline L | $278,000 | – | 10,100 | – | 0.13% | – |
| VMC | New | Vulcan Materials | $265,000 | – | 2,200 | – | 0.12% | – |
| CLI | New | Mack-Cali Realty Corp. | $251,000 | – | 9,300 | – | 0.12% | – |
| FOXA | New | Twenty First Century Fox Inc | $250,000 | – | 9,250 | – | 0.12% | – |
| GRMN | New | Garmin Ltd | $250,000 | – | 5,900 | – | 0.12% | – |
| NYCB | New | New York Community Bancorp | $249,000 | – | 16,600 | – | 0.12% | – |
| SHPG | New | Shire PLC | $239,000 | – | 1,301 | – | 0.11% | – |
| BDX | New | Becton Dickinson and Co | $232,000 | – | 1,370 | – | 0.11% | – |
| SFL | New | Ship Finance Intl Ltd | $227,000 | – | 15,380 | – | 0.10% | – |
| RAI | New | Reynolds American Inc | $227,000 | – | 4,216 | – | 0.10% | – |
| CSIQ | New | Canadian Solar Inc | $223,000 | – | 14,735 | – | 0.10% | – |
| BWP | New | Boardwalk Pipeline Partners L. | $222,000 | – | 12,750 | – | 0.10% | – |
| EXAS | New | Exact Sciences Corp | $222,000 | – | 18,100 | – | 0.10% | – |
| KORS | New | Michael Kors Holdings | $216,000 | – | 4,375 | – | 0.10% | – |
| FTI | New | FMC Technologies Inc | $209,000 | – | 7,835 | – | 0.10% | – |
| CMA | New | Comerica, Inc. | $206,000 | – | 5,000 | – | 0.10% | – |
| EXPR | New | Express | $188,000 | – | 12,935 | – | 0.09% | – |
| FCX | New | Freeport-McMoRan Inc | $168,000 | – | 15,080 | – | 0.08% | – |
| MU | New | Micron Technology Inc. | $164,000 | – | 11,940 | – | 0.08% | – |
| APO | New | Apollo Global Management LLC | $156,000 | – | 10,325 | – | 0.07% | – |
| ENBL | New | Enable Midstream Partners LP | $135,000 | – | 10,000 | – | 0.06% | – |
| RF | New | Regions Financial Corp. | $120,000 | – | 14,137 | – | 0.06% | – |
| CHK | New | Chesapeake Energy Corp | $44,000 | – | 10,280 | – | 0.02% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHK | Exit | Chesapeake Energy Corp | $0 | – | -10,325 | – | -0.04% | – |
| RF | Exit | Regions Financial Corp. | $0 | – | -14,137 | – | -0.07% | – |
| ENBL | Exit | Enable Midstream Partners LP | $0 | – | -10,000 | – | -0.07% | – |
| MUFG | Exit | Mitsubishi UFJ Financial Group | $0 | – | -21,800 | – | -0.07% | – |
| BWP | Exit | Boardwalk Pipeline Partners L. | $0 | – | -12,750 | – | -0.08% | – |
| APO | Exit | Apollo Global Management LLC | $0 | – | -10,325 | – | -0.09% | – |
| PTEN | Exit | Patterson-UTI Energy | $0 | – | -13,940 | – | -0.10% | – |
| ABDC | Exit | Alcentra Capital Corp | $0 | – | -16,300 | – | -0.10% | – |
| CMA | Exit | Comerica, Inc. | $0 | – | -5,000 | – | -0.11% | – |
| FCX | Exit | Freeport-McMoRan Inc | $0 | – | -21,280 | – | -0.11% | – |
| NOV | Exit | National Oilwell Varco Inc | $0 | – | -5,461 | – | -0.11% | – |
| GRMN | Exit | Garmin Ltd | $0 | – | -5,900 | – | -0.11% | – |
| MU | Exit | Micron Technology Inc. | $0 | – | -14,165 | – | -0.11% | – |
| ENR | Exit | Energizer Holdings Inc | $0 | – | -5,770 | – | -0.12% | – |
| KORS | Exit | Michael Kors Holdings | $0 | – | -5,325 | – | -0.12% | – |
| CVLT | Exit | Commvault Systems | $0 | – | -6,750 | – | -0.12% | – |
| EXPR | Exit | Express | $0 | – | -12,935 | – | -0.12% | – |
| NVS | Exit | Novartis ADR | $0 | – | -2,500 | – | -0.12% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -3,875 | – | -0.12% | – |
| GLW | Exit | Corning Inc. | $0 | – | -14,468 | – | -0.13% | – |
| SFL | Exit | Ship Finance Intl Ltd | $0 | – | -15,380 | – | -0.13% | – |
| FOXA | Exit | Twenty First Century Fox Inc | $0 | – | -9,250 | – | -0.13% | – |
| ENDP | Exit | Endo International PLC | $0 | – | -3,625 | – | -0.13% | – |
| DRE | Exit | Duke Realty Corp. | $0 | – | -13,300 | – | -0.13% | – |
| FTI | Exit | FMC Technologies Inc | $0 | – | -8,460 | – | -0.14% | – |
| RXN | Exit | Rexnord Corp | $0 | – | -15,830 | – | -0.14% | – |
| RNG | Exit | RingCentral Inc | $0 | – | -14,750 | – | -0.14% | – |
| NVO | Exit | Novo Nordisk ADR | $0 | – | -5,000 | – | -0.14% | – |
| WBK | Exit | Westpac Banking Corp. Ltd ADR | $0 | – | -13,000 | – | -0.14% | – |
| APA | Exit | Apache Corp | $0 | – | -7,136 | – | -0.14% | – |
| BXLT | Exit | Baxalta Inc | $0 | – | -8,868 | – | -0.14% | – |
| HES | Exit | Hess Corporation | $0 | – | -5,730 | – | -0.15% | – |
| BAX | Exit | Baxter International, Inc. | $0 | – | -8,793 | – | -0.15% | – |
| NYCB | Exit | New York Community Bancorp | $0 | – | -16,600 | – | -0.16% | – |
| PAA | Exit | Plains All American Pipeline L | $0 | – | -10,100 | – | -0.16% | – |
| PNW | Exit | Pinnacle West Capital | $0 | – | -5,000 | – | -0.17% | – |
| TM | Exit | Toyota Motor Corp. ADR | $0 | – | -2,750 | – | -0.17% | – |
| EXAS | Exit | Exact Sciences Corp | $0 | – | -18,100 | – | -0.17% | – |
| GM | Exit | General Motors Inc | $0 | – | -10,940 | – | -0.17% | – |
| WRI | Exit | Weingarten Realty Investors | $0 | – | -9,950 | – | -0.17% | – |
| PTC | Exit | PTC Inc | $0 | – | -10,408 | – | -0.17% | – |
| LAMR | Exit | Lamar Advertising Co | $0 | – | -6,300 | – | -0.17% | – |
| SSW | Exit | Seaspan Corp | $0 | – | -21,600 | – | -0.17% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -10,675 | – | -0.18% | – |
| DBD | Exit | Diebold Inc | $0 | – | -11,325 | – | -0.18% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -2,675 | – | -0.18% | – |
| CAT | Exit | Caterpillar Inc. | $0 | – | -5,260 | – | -0.18% | – |
| MCK | Exit | Mckesson HBOC Inc. | $0 | – | -1,870 | – | -0.18% | – |
| NFLX | Exit | Netflix Inc | $0 | – | -3,450 | – | -0.19% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -6,300 | – | -0.19% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -4,713 | – | -0.19% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -9,350 | – | -0.19% | – |
| FSC | Exit | Fifth Street Finance Corp | $0 | – | -60,040 | – | -0.19% | – |
| KKR | Exit | KKR & Co LP | $0 | – | -22,525 | – | -0.20% | – |
| SEE | Exit | Sealed Air Corp. | $0 | – | -8,113 | – | -0.20% | – |
| TWO | Exit | Two Harbors Investment Corp | $0 | – | -43,000 | – | -0.20% | – |
| EEP | Exit | Enbridge Energy Partners LP | $0 | – | -15,525 | – | -0.20% | – |
| MON | Exit | Monsanto Co. | $0 | – | -4,533 | – | -0.20% | – |
| F | Exit | Ford Motor Co. | $0 | – | -28,725 | – | -0.20% | – |
| FFIV | Exit | F5 Networks Inc. | $0 | – | -3,368 | – | -0.20% | – |
| PANW | Exit | Palo Alto Networks Inc | $0 | – | -2,270 | – | -0.20% | – |
| PSEC | Exit | Prospect Capital Corp | $0 | – | -54,700 | – | -0.20% | – |
| ALL | Exit | Allstate Corp | $0 | – | -6,795 | – | -0.21% | – |
| MDT | Exit | Medtronic Inc | $0 | – | -5,927 | – | -0.21% | – |
| FTR | Exit | Frontier Communications Corp | $0 | – | -83,813 | – | -0.21% | – |
| FLS | Exit | Flowserve Corp. | $0 | – | -9,947 | – | -0.21% | – |
| DCP | Exit | DCP Midstream Partners LP | $0 | – | -17,000 | – | -0.21% | – |
| RDSA | Exit | Royal Dutch Shell PLC ADR | $0 | – | -8,950 | – | -0.22% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -10,200 | – | -0.22% | – |
| BP | Exit | BP plc ADR | $0 | – | -14,214 | – | -0.23% | – |
| NTI | Exit | Northen Tier Energy LP | $0 | – | -19,200 | – | -0.23% | – |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -3,000 | – | -0.23% | – |
| BBT | Exit | BB&T Corporation | $0 | – | -12,446 | – | -0.23% | – |
| PCL | Exit | Plum Creek Timber Co., Inc. | $0 | – | -11,200 | – | -0.23% | – |
| CE | Exit | Celanese Corp | $0 | – | -7,485 | – | -0.23% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -23,648 | – | -0.23% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -5,500 | – | -0.24% | – |
| TUP | Exit | Tupperware Brands Corp | $0 | – | -9,300 | – | -0.24% | – |
| KHC | Exit | Kraft Heinz Co The | $0 | – | -6,565 | – | -0.24% | – |
| KIM | Exit | Kimco Realty Corp. | $0 | – | -19,000 | – | -0.24% | – |
| TSRA | Exit | Tessera Technologies Inc. | $0 | – | -14,361 | – | -0.24% | – |
| BRCM | Exit | Broadcom Corp | $0 | – | -9,085 | – | -0.24% | – |
| ZTS | Exit | Zoetis | $0 | – | -11,361 | – | -0.24% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -4,595 | – | -0.24% | – |
| MAT | Exit | Mattel Inc. | $0 | – | -22,380 | – | -0.25% | – |
| EPC | Exit | Edgewell Personal Care Co | $0 | – | -5,770 | – | -0.25% | – |
| WELL | Exit | Welltower Inc | $0 | – | -7,075 | – | -0.25% | – |
| CPGX | Exit | Columbia Pipeline Group | $0 | – | -26,342 | – | -0.25% | – |
| CMI | Exit | Cummins Inc | $0 | – | -4,450 | – | -0.25% | – |
| IMPV | Exit | Imperva Inc | $0 | – | -7,395 | – | -0.25% | – |
| NI | Exit | Nisource Inc. | $0 | – | -26,172 | – | -0.25% | – |
| CTSH | Exit | Cognizant Tech Solutions Corp. | $0 | – | -7,760 | – | -0.25% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -13,792 | – | -0.25% | – |
| VAR | Exit | Varian Medical Systems Inc | $0 | – | -6,640 | – | -0.26% | – |
| DEM | Exit | Wisdomtree Emerging Markets Hi | $0 | – | -14,750 | – | -0.26% | – |
| ABT | Exit | Abbott Labs | $0 | – | -12,355 | – | -0.26% | – |
| RGC | Exit | Regal Entertainment Group - A | $0 | – | -26,525 | – | -0.26% | – |
| DG | Exit | Dollar General | $0 | – | -6,846 | – | -0.26% | – |
| PPL | Exit | PPL Corp. | $0 | – | -15,215 | – | -0.26% | – |
| PM | Exit | Philip Morris International In | $0 | – | -6,350 | – | -0.26% | – |
| ARCC | Exit | Ares Capital Corp | $0 | – | -34,925 | – | -0.26% | – |
| TRP | Exit | Transcanada Pipelines Ltd | $0 | – | -16,016 | – | -0.26% | – |
| KMI | Exit | Kinder Morgan Inc. | $0 | – | -18,346 | – | -0.26% | – |
| OXY | Exit | Occidental Petroleum | $0 | – | -7,685 | – | -0.26% | – |
| LLTC | Exit | Linear Technology Corp. | $0 | – | -12,740 | – | -0.27% | – |
| ESS | Exit | Essex Property Trust Inc | $0 | – | -2,315 | – | -0.27% | – |
| ACN | Exit | Accenture PLC CL A | $0 | – | -5,400 | – | -0.28% | – |
| JCI | Exit | Johnson Controls, Inc. | $0 | – | -12,898 | – | -0.28% | – |
| BBBY | Exit | Bed Bath & Beyond Inc. | $0 | – | -9,375 | – | -0.28% | – |
| DVA | Exit | Davita Healthcare Partners Inc | $0 | – | -7,425 | – | -0.28% | – |
| AKAM | Exit | Akamai Technologies Inc. | $0 | – | -7,890 | – | -0.28% | – |
| COLM | Exit | Columbia Sportswear Co | $0 | – | -9,296 | – | -0.28% | – |
| CBS | Exit | CBS Corp. | $0 | – | -13,870 | – | -0.29% | – |
| SBUX | Exit | Starbucks Corp. | $0 | – | -9,780 | – | -0.29% | – |
| HE | Exit | Hawaiian Electric Ind. | $0 | – | -19,700 | – | -0.30% | – |
| BX | Exit | Blackstone Group LP | $0 | – | -18,000 | – | -0.30% | – |
| COST | Exit | Costco Co. | $0 | – | -3,960 | – | -0.30% | – |
| MYL | Exit | Mylan NV | $0 | – | -14,222 | – | -0.30% | – |
| MAC | Exit | Macerich Co. | $0 | – | -7,543 | – | -0.30% | – |
| CCOI | Exit | Cogent Communications Holding | $0 | – | -21,415 | – | -0.30% | – |
| HOT | Exit | Starwood Hotels & Resorts Inc. | $0 | – | -8,962 | – | -0.31% | – |
| MKC | Exit | McCormick & Co. | $0 | – | -7,331 | – | -0.31% | – |
| FDX | Exit | Fedex Corp. | $0 | – | -4,185 | – | -0.31% | – |
| CNK | Exit | Cinemark Holdings Inc. | $0 | – | -18,600 | – | -0.32% | – |
| COL | Exit | Rockwell Collins Inc. | $0 | – | -7,435 | – | -0.32% | – |
| UDR | Exit | UDR Inc | $0 | – | -17,831 | – | -0.32% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -10,266 | – | -0.32% | – |
| CAG | Exit | ConAgra Foods, Inc. | $0 | – | -15,400 | – | -0.32% | – |
| COF | Exit | Capital One Financial | $0 | – | -8,736 | – | -0.33% | – |
| GT | Exit | Goodyear Tire & Rubber Company | $0 | – | -21,767 | – | -0.33% | – |
| HCP | Exit | HCP Inc | $0 | – | -17,275 | – | -0.34% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -5,500 | – | -0.34% | – |
| WES | Exit | Western Gas Partners | $0 | – | -14,100 | – | -0.34% | – |
| EOG | Exit | EOG Resources | $0 | – | -9,270 | – | -0.35% | – |
| NOW | Exit | Servicenow Inc | $0 | – | -9,788 | – | -0.36% | – |
| DLR | Exit | Digital Realty | $0 | – | -10,500 | – | -0.36% | – |
| NFG | Exit | National Fuel Gas Co. | $0 | – | -13,800 | – | -0.36% | – |
| SE | Exit | Spectra Energy Corp | $0 | – | -27,278 | – | -0.37% | – |
| IVZ | Exit | Invesco Ltd | $0 | – | -22,970 | – | -0.37% | – |
| MET | Exit | Metlife Inc | $0 | – | -15,238 | – | -0.37% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -28,906 | – | -0.38% | – |
| AEP | Exit | American Electric Power | $0 | – | -12,720 | – | -0.38% | – |
| ESRX | Exit | Express Scripts Holding Compan | $0 | – | -9,000 | – | -0.38% | – |
| BABA | Exit | Alibaba Group Holdings | $0 | – | -12,375 | – | -0.38% | – |
| AJG | Exit | Arthur J. Gallagher & Co. | $0 | – | -17,905 | – | -0.38% | – |
| AMZN | Exit | Amazon.com, Inc. | $0 | – | -1,469 | – | -0.39% | – |
| HME | Exit | Home Properties Inc | $0 | – | -10,200 | – | -0.40% | – |
| ABBV | Exit | Abbvie Inc | $0 | – | -14,301 | – | -0.41% | – |
| WMB | Exit | Williams Cos. | $0 | – | -21,200 | – | -0.41% | – |
| D | Exit | Dominion Resources | $0 | – | -11,133 | – | -0.41% | – |
| EMC | Exit | EMC Corp. | $0 | – | -32,495 | – | -0.41% | – |
| MXIM | Exit | Maxim Integrated Products, Inc | $0 | – | -23,630 | – | -0.41% | – |
| POM | Exit | Pepco Holdings, Inc. | $0 | – | -32,650 | – | -0.41% | – |
| GAS | Exit | AGL Resources Inc. | $0 | – | -13,000 | – | -0.41% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -20,339 | – | -0.42% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -13,825 | – | -0.42% | – |
| STZ | Exit | Constellation Brands | $0 | – | -6,550 | – | -0.43% | – |
| STT | Exit | State Street Corp. | $0 | – | -12,443 | – | -0.44% | – |
| WBA | Exit | Walgreens Boots Alliance Inc | $0 | – | -10,096 | – | -0.44% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -8,605 | – | -0.44% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -5,992 | – | -0.44% | – |
| AGN | Exit | Allergan PLC | $0 | – | -3,087 | – | -0.44% | – |
| V | Exit | Visa Inc | $0 | – | -12,180 | – | -0.44% | – |
| CMS | Exit | CMS Energy Corp. | $0 | – | -24,153 | – | -0.44% | – |
| EQR | Exit | Equity Residential Properties | $0 | – | -11,400 | – | -0.45% | – |
| CHD | Exit | Church & Dwight Co. | $0 | – | -10,225 | – | -0.45% | – |
| EIX | Exit | Edison Int'l | $0 | – | -13,775 | – | -0.45% | – |
| MDLZ | Exit | Mondelez International Inc | $0 | – | -20,823 | – | -0.46% | – |
| DD | Exit | Du Pont (E.I.) De Nemours & Co | $0 | – | -18,135 | – | -0.46% | – |
| UTX | Exit | United Technologies | $0 | – | -9,955 | – | -0.46% | – |
| HRB | Exit | Block H&R | $0 | – | -24,580 | – | -0.46% | – |
| LB | Exit | L Brands Inc | $0 | – | -10,352 | – | -0.49% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -14,005 | – | -0.50% | – |
| ADBE | Exit | Adobe Systems | $0 | – | -11,786 | – | -0.50% | – |
| C | Exit | Citigroup Inc. | $0 | – | -19,525 | – | -0.50% | – |
| QCOM | Exit | Qualcomm Inc. | $0 | – | -18,008 | – | -0.50% | – |
| AXP | Exit | American Express | $0 | – | -13,083 | – | -0.51% | – |
| UNP | Exit | Union Pacific | $0 | – | -11,007 | – | -0.51% | – |
| DHR | Exit | Danaher Corp. | $0 | – | -11,470 | – | -0.51% | – |
| FB | Exit | Facebook Inc | $0 | – | -10,900 | – | -0.51% | – |
| ATVI | Exit | Activision Blizzard Inc | $0 | – | -32,639 | – | -0.53% | – |
| TAP | Exit | Molson Coors Brewing Company | $0 | – | -12,390 | – | -0.54% | – |
| DRI | Exit | Darden Restaurants Inc. | $0 | – | -15,620 | – | -0.56% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -9,270 | – | -0.56% | – |
| TMO | Exit | Thermo Fisher Scientific Inc | $0 | – | -8,816 | – | -0.56% | – |
| SCHW | Exit | Charles Schwab Corp. | $0 | – | -38,340 | – | -0.57% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -15,372 | – | -0.58% | – |
| SPG | Exit | Simon Property Group, Inc. | $0 | – | -6,105 | – | -0.58% | – |
| GS | Exit | Goldman Sachs Group | $0 | – | -6,632 | – | -0.60% | – |
| UPS | Exit | United Parcel Services Cl B | $0 | – | -12,315 | – | -0.63% | – |
| MMC | Exit | Marsh & McLennan Companies, In | $0 | – | -23,425 | – | -0.64% | – |
| MS | Exit | Morgan Stanley, Dean Witter, D | $0 | – | -39,938 | – | -0.66% | – |
| GILD | Exit | Gilead Science Inc | $0 | – | -13,046 | – | -0.67% | – |
| CSCO | Exit | Cisco Systems | $0 | – | -49,616 | – | -0.68% | – |
| IBM | Exit | International Business Machine | $0 | – | -9,101 | – | -0.69% | – |
| WMT | Exit | Wal-Mart | $0 | – | -20,383 | – | -0.69% | – |
| PFG | Exit | Principal Financial Group | $0 | – | -28,138 | – | -0.69% | – |
| GOOG | Exit | Alphabet Inc Class C | $0 | – | -2,196 | – | -0.70% | – |
| TRV | Exit | The Travelers Companies, Inc. | $0 | – | -13,743 | – | -0.71% | – |
| GOOGL | Exit | Alphabet Inc Class A | $0 | – | -2,172 | – | -0.72% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -34,431 | – | -0.74% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -14,568 | – | -0.75% | – |
| SO | Exit | Southern Co. | $0 | – | -33,450 | – | -0.78% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -41,493 | – | -0.78% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -15,659 | – | -0.79% | – |
| KO | Exit | Coca-Cola | $0 | – | -40,196 | – | -0.84% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -18,249 | – | -0.85% | – |
| NOC | Exit | Northrop Grumman Corp. | $0 | – | -9,885 | – | -0.86% | – |
| TXN | Exit | Texas Instruments | $0 | – | -33,258 | – | -0.86% | – |
| LOW | Exit | Lowe's Co. | $0 | – | -24,235 | – | -0.87% | – |
| PPG | Exit | PPG Industries, Inc. | $0 | – | -19,135 | – | -0.88% | – |
| TGT | Exit | Target Corp. | $0 | – | -21,406 | – | -0.88% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -21,390 | – | -0.88% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -34,250 | – | -0.88% | – |
| HON | Exit | Honeywell International, Inc. | $0 | – | -18,301 | – | -0.90% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -41,323 | – | -0.94% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -19,108 | – | -0.94% | – |
| PRU | Exit | Prudential Financial, Inc. | $0 | – | -24,230 | – | -0.96% | – |
| INTC | Exit | Intel Corp. | $0 | – | -62,266 | – | -0.98% | – |
| CELG | Exit | Celgene Corp. | $0 | – | -18,030 | – | -1.02% | – |
| PG | Exit | Procter & Gamble, Inc. | $0 | – | -27,165 | – | -1.02% | – |
| LLY | Exit | Lilly (Eli) & Co. | $0 | – | -23,641 | – | -1.03% | – |
| WFC | Exit | Wells Fargo Co. | $0 | – | -42,663 | – | -1.14% | – |
| BA | Exit | Boeing Company | $0 | – | -16,833 | – | -1.15% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -78,749 | – | -1.29% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -33,493 | – | -1.30% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -24,435 | – | -1.30% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -47,625 | – | -1.35% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -44,169 | – | -1.40% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -29,360 | – | -1.43% | – |
| GE | Exit | General Electric Co. | $0 | – | -109,812 | – | -1.44% | – |
| HD | Exit | Home Depot, Inc. | $0 | – | -25,726 | – | -1.55% | – |
| T | Exit | AT&T Inc. | $0 | – | -94,707 | – | -1.61% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -80,046 | – | -1.85% | – |
| AAPL | Exit | Apple Inc | $0 | – | -51,268 | – | -2.95% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| T | Buy | AT&T Inc. | $3,086,000 | +12.8% | 94,707 | +23.0% | 1.61% | +21.4% |
| GE | Sell | General Electric Co. | $2,769,000 | -5.1% | 109,812 | -0.0% | 1.44% | +2.1% |
| JNJ | Sell | Johnson & Johnson | $2,741,000 | -4.4% | 29,360 | -0.2% | 1.43% | +2.9% |
| WFC | Sell | Wells Fargo Co. | $2,191,000 | -8.8% | 42,663 | -0.1% | 1.14% | -1.9% |
| LLY | Sell | Lilly (Eli) & Co. | $1,979,000 | +0.1% | 23,641 | -0.2% | 1.03% | +7.7% |
| CELG | Sell | Celgene Corp. | $1,950,000 | -7.1% | 18,030 | -0.6% | 1.02% | 0.0% |
| PPG | Sell | PPG Industries, Inc. | $1,678,000 | -23.7% | 19,135 | -0.1% | 0.88% | -17.8% |
| PNC | Sell | PNC Financial Services Group | $1,628,000 | -6.9% | 18,249 | -0.1% | 0.85% | +0.2% |
| CVS | Sell | CVS Health Corp | $1,511,000 | -11.4% | 15,659 | -3.7% | 0.79% | -4.6% |
| USB | Sell | U.S. Bancorp | $1,412,000 | -5.7% | 34,431 | -0.2% | 0.74% | +1.4% |
| GOOGL | New | Alphabet Inc Class A | $1,387,000 | – | 2,172 | – | 0.72% | – |
| TRV | Sell | The Travelers Companies, Inc. | $1,368,000 | +2.8% | 13,743 | -0.2% | 0.71% | +10.5% |
| GOOG | New | Alphabet Inc Class C | $1,336,000 | – | 2,196 | – | 0.70% | – |
| WMT | Sell | Wal-Mart | $1,322,000 | -12.9% | 20,383 | -4.7% | 0.69% | -6.3% |
| IBM | Sell | International Business Machine | $1,319,000 | -11.4% | 9,101 | -0.5% | 0.69% | -4.6% |
| CSCO | Sell | Cisco Systems | $1,302,000 | -8.4% | 49,616 | -4.2% | 0.68% | -1.5% |
| GILD | Sell | Gilead Science Inc | $1,281,000 | -16.6% | 13,046 | -0.6% | 0.67% | -10.2% |
| UNP | Sell | Union Pacific | $973,000 | -7.5% | 11,007 | -0.2% | 0.51% | -0.6% |
| C | Buy | Citigroup Inc. | $969,000 | -8.1% | 19,525 | +2.4% | 0.50% | -1.2% |
| MDLZ | Sell | Mondelez International Inc | $872,000 | +0.7% | 20,823 | -1.1% | 0.46% | +8.3% |
| STT | Sell | State Street Corp. | $836,000 | -13.6% | 12,443 | -1.0% | 0.44% | -7.0% |
| BK | Sell | Bank of New York Mellon Corp. | $796,000 | -8.2% | 20,339 | -1.6% | 0.42% | -1.2% |
| MXIM | Sell | Maxim Integrated Products, Inc | $789,000 | -3.5% | 23,630 | -0.1% | 0.41% | +3.8% |
| AMZN | New | Amazon.com, Inc. | $752,000 | – | 1,469 | – | 0.39% | – |
| BABA | Sell | Alibaba Group Holdings | $730,000 | -28.9% | 12,375 | -0.9% | 0.38% | -23.5% |
| IVZ | Sell | Invesco Ltd | $717,000 | -17.5% | 22,970 | -0.9% | 0.37% | -11.2% |
| EOG | Sell | EOG Resources | $675,000 | -17.1% | 9,270 | -0.3% | 0.35% | -10.7% |
| CCOI | New | Cogent Communications Holding | $582,000 | – | 21,415 | – | 0.30% | – |
| LLTC | Sell | Linear Technology Corp. | $514,000 | -28.8% | 12,740 | -21.9% | 0.27% | -23.4% |
| VAR | Sell | Varian Medical Systems Inc | $490,000 | -14.0% | 6,640 | -1.8% | 0.26% | -7.6% |
| NI | Sell | Nisource Inc. | $485,000 | -59.7% | 26,172 | -0.9% | 0.25% | -56.6% |
| CTSH | Sell | Cognizant Tech Solutions Corp. | $486,000 | +0.6% | 7,760 | -1.9% | 0.25% | +8.1% |
| IMPV | New | Imperva Inc | $484,000 | – | 7,395 | – | 0.25% | – |
| CPGX | New | Columbia Pipeline Group | $482,000 | – | 26,342 | – | 0.25% | – |
| WELL | New | Welltower Inc | $479,000 | – | 7,075 | – | 0.25% | – |
| TSRA | Sell | Tessera Technologies Inc. | $465,000 | -15.9% | 14,361 | -1.4% | 0.24% | -9.7% |
| KHC | New | Kraft Heinz Co The | $463,000 | – | 6,565 | – | 0.24% | – |
| CE | Sell | Celanese Corp | $443,000 | -18.7% | 7,485 | -1.3% | 0.23% | -12.5% |
| ALL | New | Allstate Corp | $396,000 | – | 6,795 | – | 0.21% | – |
| PANW | New | Palo Alto Networks Inc | $390,000 | – | 2,270 | – | 0.20% | – |
| F | New | Ford Motor Co. | $390,000 | – | 28,725 | – | 0.20% | – |
| TIF | Sell | Tiffany & Co. | $364,000 | -17.6% | 4,713 | -2.1% | 0.19% | -11.2% |
| NFLX | New | Netflix Inc | $356,000 | – | 3,450 | – | 0.19% | – |
| MCK | New | Mckesson HBOC Inc. | $346,000 | – | 1,870 | – | 0.18% | – |
| CAT | Sell | Caterpillar Inc. | $344,000 | -24.1% | 5,260 | -1.6% | 0.18% | -18.6% |
| GM | New | General Motors Inc | $328,000 | – | 10,940 | – | 0.17% | – |
| BAX | Sell | Baxter International, Inc. | $289,000 | -53.4% | 8,793 | -0.8% | 0.15% | -49.7% |
| BXLT | New | Baxalta Inc | $279,000 | – | 8,868 | – | 0.14% | – |
| FTI | Sell | FMC Technologies Inc | $262,000 | -26.6% | 8,460 | -1.7% | 0.14% | -20.8% |
| EXPR | Sell | Express | $231,000 | -2.9% | 12,935 | -1.5% | 0.12% | +4.3% |
| CVLT | Sell | Commvault Systems | $229,000 | -32.2% | 6,750 | -15.4% | 0.12% | -27.4% |
| KORS | Sell | Michael Kors Holdings | $225,000 | -1.3% | 5,325 | -1.8% | 0.12% | +6.4% |
| ENR | New | Energizer Holdings Inc | $223,000 | – | 5,770 | – | 0.12% | – |
| MU | Sell | Micron Technology Inc. | $212,000 | -20.9% | 14,165 | -0.3% | 0.11% | -14.6% |
| FCX | Sell | Freeport-McMoRan Inc | $206,000 | -48.5% | 21,280 | -1.0% | 0.11% | -44.8% |
| NOV | Sell | National Oilwell Varco Inc | $206,000 | -35.4% | 5,461 | -17.4% | 0.11% | -31.0% |
| PTEN | New | Patterson-UTI Energy | $183,000 | – | 13,940 | – | 0.10% | – |
| AB | Exit | AllianceBernstein Holding LP | $0 | – | -6,900 | – | -0.10% | – |
| CRZO | Exit | Carrizo Oil & Gas Inc | $0 | – | -4,950 | – | -0.12% | – |
| CSAL | Exit | Communications Sales & Leasing | $0 | – | -10,003 | – | -0.12% | – |
| ATI | Exit | Allegheny Technologies Inc. | $0 | – | -8,335 | – | -0.12% | – |
| CG | Exit | Carlyle Group | $0 | – | -9,675 | – | -0.13% | – |
| GTLS | Exit | Chart Industries Inc | $0 | – | -8,965 | – | -0.16% | – |
| CAM | Exit | Cameron International Corp | $0 | – | -6,210 | – | -0.16% | – |
| HCN | Exit | Health Care REIT, Inc. | $0 | – | -7,075 | – | -0.22% | – |
| KRFT | Exit | Kraft Foods Group Inc. | $0 | – | -6,565 | – | -0.27% | – |
| BHI | Exit | Baker Hughes | $0 | – | -9,088 | – | -0.27% | – |
| A309PS | Exit | DirectTV | $0 | – | -9,420 | – | -0.42% | – |
| GOOG | Exit | Google Inc Cl C | $0 | – | -2,196 | – | -0.55% | – |
| GOOGL | Exit | Google Inc. Cl A | $0 | – | -2,172 | – | -0.57% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | Apple Inc | $6,430,000 | – | 51,268 | – | 3.12% | – |
| MSFT | New | Microsoft Corp | $3,534,000 | – | 80,046 | – | 1.71% | – |
| JPM | New | JPMorgan Chase & Co. | $2,993,000 | – | 44,169 | – | 1.45% | – |
| GE | New | General Electric Co. | $2,919,000 | – | 109,862 | – | 1.41% | – |
| JNJ | New | Johnson & Johnson | $2,866,000 | – | 29,410 | – | 1.39% | – |
| HD | New | Home Depot, Inc. | $2,859,000 | – | 25,726 | – | 1.38% | – |
| DIS | New | Walt Disney Co. | $2,789,000 | – | 24,435 | – | 1.35% | – |
| XOM | New | Exxon Mobil Corp. | $2,787,000 | – | 33,493 | – | 1.35% | – |
| T | New | AT&T Inc. | $2,735,000 | – | 76,994 | – | 1.32% | – |
| PFE | New | Pfizer, Inc. | $2,640,000 | – | 78,749 | – | 1.28% | – |
| WFC | New | Wells Fargo Co. | $2,402,000 | – | 42,708 | – | 1.16% | – |
| BA | New | Boeing Company | $2,335,000 | – | 16,833 | – | 1.13% | – |
| MO | New | Altria Group, Inc. | $2,329,000 | – | 47,625 | – | 1.13% | – |
| PPG | New | PPG Industries, Inc. | $2,198,000 | – | 19,160 | – | 1.06% | – |
| PG | New | Procter & Gamble, Inc. | $2,125,000 | – | 27,165 | – | 1.03% | – |
| PRU | New | Prudential Financial, Inc. | $2,121,000 | – | 24,230 | – | 1.03% | – |
| CELG | New | Celgene Corp. | $2,098,000 | – | 18,130 | – | 1.02% | – |
| CVX | New | Chevron Corp. | $2,063,000 | – | 21,390 | – | 1.00% | – |
| LLY | New | Lilly (Eli) & Co. | $1,978,000 | – | 23,691 | – | 0.96% | – |
| MRK | New | Merck & Co., Inc. | $1,950,000 | – | 34,250 | – | 0.94% | – |
| VZ | New | Verizon Communications Inc | $1,926,000 | – | 41,323 | – | 0.93% | – |
| INTC | New | Intel Corp. | $1,894,000 | – | 62,266 | – | 0.92% | – |
| HON | New | Honeywell International, Inc. | $1,866,000 | – | 18,301 | – | 0.90% | – |
| PEP | New | PepsiCo, Inc. | $1,784,000 | – | 19,108 | – | 0.86% | – |
| PNC | New | PNC Financial Services Group | $1,748,000 | – | 18,274 | – | 0.85% | – |
| TGT | New | Target Corp. | $1,747,000 | – | 21,406 | – | 0.85% | – |
| TXN | New | Texas Instruments | $1,713,000 | – | 33,258 | – | 0.83% | – |
| CVS | New | CVS Health Corp | $1,705,000 | – | 16,259 | – | 0.83% | – |
| ORCL | New | Oracle Corp. | $1,672,000 | – | 41,493 | – | 0.81% | – |
| LOW | New | Lowe's Co. | $1,623,000 | – | 24,235 | – | 0.79% | – |
| KO | New | Coca-Cola | $1,577,000 | – | 40,196 | – | 0.76% | – |
| NOC | New | Northrop Grumman Corp. | $1,568,000 | – | 9,885 | – | 0.76% | – |
| MS | New | Morgan Stanley, Dean Witter, D | $1,549,000 | – | 39,938 | – | 0.75% | – |
| GILD | New | Gilead Science Inc | $1,536,000 | – | 13,121 | – | 0.74% | – |
| WMT | New | Wal-Mart | $1,517,000 | – | 21,383 | – | 0.74% | – |
| USB | New | U.S. Bancorp | $1,498,000 | – | 34,506 | – | 0.73% | – |
| IBM | New | International Business Machine | $1,489,000 | – | 9,151 | – | 0.72% | – |
| PFG | New | Principal Financial Group | $1,443,000 | – | 28,138 | – | 0.70% | – |
| CSCO | New | Cisco Systems | $1,422,000 | – | 51,791 | – | 0.69% | – |
| SO | New | Southern Co. | $1,402,000 | – | 33,450 | – | 0.68% | – |
| MCD | New | McDonald's Corp. | $1,385,000 | – | 14,568 | – | 0.67% | – |
| GS | New | Goldman Sachs Group | $1,385,000 | – | 6,632 | – | 0.67% | – |
| TRV | New | The Travelers Companies, Inc. | $1,331,000 | – | 13,768 | – | 0.64% | – |
| MMC | New | Marsh & McLennan Companies, In | $1,328,000 | – | 23,425 | – | 0.64% | – |
| SCHW | New | Charles Schwab Corp. | $1,252,000 | – | 38,340 | – | 0.61% | – |
| WMB | New | Williams Cos. | $1,217,000 | – | 21,200 | – | 0.59% | – |
| SLB | New | Schlumberger Ltd. | $1,207,000 | – | 14,005 | – | 0.58% | – |
| NI | New | Nisource Inc. | $1,203,000 | – | 26,397 | – | 0.58% | – |
| UPS | New | United Parcel Services Cl B | $1,193,000 | – | 12,315 | – | 0.58% | – |
| GOOGL | New | Google Inc. Cl A | $1,173,000 | – | 2,172 | – | 0.57% | – |
| DD | New | Du Pont (E.I.) De Nemours & Co | $1,160,000 | – | 18,135 | – | 0.56% | – |
| TMO | New | Thermo Fisher Scientific Inc | $1,144,000 | – | 8,816 | – | 0.55% | – |
| GOOG | New | Google Inc Cl C | $1,143,000 | – | 2,196 | – | 0.55% | – |
| UNH | New | United Health Group Inc. | $1,131,000 | – | 9,270 | – | 0.55% | – |
| QCOM | New | Qualcomm Inc. | $1,128,000 | – | 18,008 | – | 0.55% | – |
| DRI | New | Darden Restaurants Inc. | $1,110,000 | – | 15,620 | – | 0.54% | – |
| UTX | New | United Technologies | $1,104,000 | – | 9,955 | – | 0.54% | – |
| DUK | New | Duke Energy Corp. | $1,086,000 | – | 15,372 | – | 0.53% | – |
| SPG | New | Simon Property Group, Inc. | $1,056,000 | – | 6,105 | – | 0.51% | – |
| C | New | Citigroup Inc. | $1,054,000 | – | 19,075 | – | 0.51% | – |
| UNP | New | Union Pacific | $1,052,000 | – | 11,027 | – | 0.51% | – |
| BABA | New | Alibaba Group Holdings | $1,027,000 | – | 12,485 | – | 0.50% | – |
| AXP | New | American Express | $1,017,000 | – | 13,083 | – | 0.49% | – |
| ANTM | New | Anthem Inc | $984,000 | – | 5,992 | – | 0.48% | – |
| DHR | New | Danaher Corp. | $982,000 | – | 11,470 | – | 0.48% | – |
| STT | New | State Street Corp. | $968,000 | – | 12,568 | – | 0.47% | – |
| MYL | New | Mylan NV | $965,000 | – | 14,222 | – | 0.47% | – |
| ABBV | New | Abbvie Inc | $961,000 | – | 14,301 | – | 0.47% | – |
| ADBE | New | Adobe Systems | $955,000 | – | 11,786 | – | 0.46% | – |
| AGN | New | Allergan PLC | $937,000 | – | 3,087 | – | 0.45% | – |
| FB | New | Facebook Inc | $935,000 | – | 10,900 | – | 0.45% | – |
| WES | New | Western Gas Partners | $894,000 | – | 14,100 | – | 0.43% | – |
| SE | New | Spectra Energy Corp | $889,000 | – | 27,278 | – | 0.43% | – |
| LB | New | L Brands Inc | $887,000 | – | 10,352 | – | 0.43% | – |
| POM | New | Pepco Holdings, Inc. | $880,000 | – | 32,650 | – | 0.43% | – |
| A309PS | New | DirectTV | $874,000 | – | 9,420 | – | 0.42% | – |
| IVZ | New | Invesco Ltd | $869,000 | – | 23,170 | – | 0.42% | – |
| MDLZ | New | Mondelez International Inc | $866,000 | – | 21,048 | – | 0.42% | – |
| BK | New | Bank of New York Mellon Corp. | $867,000 | – | 20,664 | – | 0.42% | – |
| TAP | New | Molson Coors Brewing Company | $865,000 | – | 12,390 | – | 0.42% | – |
| EPD | New | Enterprise Products Partners L | $864,000 | – | 28,906 | – | 0.42% | – |
| EMC | New | EMC Corp. | $858,000 | – | 32,495 | – | 0.42% | – |
| WBA | New | Walgreens Boots Alliance Inc | $853,000 | – | 10,096 | – | 0.41% | – |
| MET | New | Metlife Inc | $853,000 | – | 15,238 | – | 0.41% | – |
| AJG | New | Arthur J. Gallagher & Co. | $847,000 | – | 17,905 | – | 0.41% | – |
| NEE | New | NextEra Energy Inc | $844,000 | – | 8,605 | – | 0.41% | – |
| CHD | New | Church & Dwight Co. | $830,000 | – | 10,225 | – | 0.40% | – |
| MXIM | New | Maxim Integrated Products, Inc | $818,000 | – | 23,665 | – | 0.40% | – |
| V | New | Visa Inc | $818,000 | – | 12,180 | – | 0.40% | – |
| EOG | New | EOG Resources | $814,000 | – | 9,300 | – | 0.39% | – |
| NFG | New | National Fuel Gas Co. | $813,000 | – | 13,800 | – | 0.39% | – |
| EQR | New | Equity Residential Properties | $800,000 | – | 11,400 | – | 0.39% | – |
| APC | New | Anadarko Petroleum Corp. | $801,000 | – | 10,266 | – | 0.39% | – |
| ESRX | New | Express Scripts Holding Compan | $800,000 | – | 9,000 | – | 0.39% | – |
| ATVI | New | Activision Blizzard Inc | $790,000 | – | 32,639 | – | 0.38% | – |
| COF | New | Capital One Financial | $769,000 | – | 8,736 | – | 0.37% | – |
| CBS | New | CBS Corp. | $770,000 | – | 13,870 | – | 0.37% | – |
| CMS | New | CMS Energy Corp. | $769,000 | – | 24,153 | – | 0.37% | – |
| EIX | New | Edison Int'l | $766,000 | – | 13,775 | – | 0.37% | – |
| STZ | New | Constellation Brands | $760,000 | – | 6,550 | – | 0.37% | – |
| EPC | New | Edgewell Personal Care Co | $759,000 | – | 5,770 | – | 0.37% | – |
| CNK | New | Cinemark Holdings Inc. | $747,000 | – | 18,600 | – | 0.36% | – |
| HME | New | Home Properties Inc | $745,000 | – | 10,200 | – | 0.36% | – |
| D | New | Dominion Resources | $744,000 | – | 11,133 | – | 0.36% | – |
| BX | New | Blackstone Group LP | $736,000 | – | 18,000 | – | 0.36% | – |
| HRB | New | Block H&R | $729,000 | – | 24,580 | – | 0.35% | – |
| NOW | New | Servicenow Inc | $727,000 | – | 9,788 | – | 0.35% | – |
| HOT | New | Starwood Hotels & Resorts Inc. | $727,000 | – | 8,962 | – | 0.35% | – |
| LLTC | New | Linear Technology Corp. | $722,000 | – | 16,315 | – | 0.35% | – |
| FDX | New | Fedex Corp. | $713,000 | – | 4,185 | – | 0.34% | – |
| ATO | New | Atmos Energy Corp. | $709,000 | – | 13,825 | – | 0.34% | – |
| KMI | New | Kinder Morgan Inc. | $704,000 | – | 18,346 | – | 0.34% | – |
| DLR | New | Digital Realty | $700,000 | – | 10,500 | – | 0.34% | – |
| COL | New | Rockwell Collins Inc. | $687,000 | – | 7,435 | – | 0.33% | – |
| AEP | New | American Electric Power | $674,000 | – | 12,720 | – | 0.33% | – |
| CAG | New | ConAgra Foods, Inc. | $673,000 | – | 15,400 | – | 0.33% | – |
| BXP | New | Boston Properties Inc | $666,000 | – | 5,500 | – | 0.32% | – |
| GT | New | Goodyear Tire & Rubber Company | $656,000 | – | 21,767 | – | 0.32% | – |
| TRP | New | Transcanada Pipelines Ltd | $651,000 | – | 16,016 | – | 0.32% | – |
| BBBY | New | Bed Bath & Beyond Inc. | $647,000 | – | 9,375 | – | 0.31% | – |
| DEM | New | Wisdomtree Emerging Markets Eq | $641,000 | – | 14,750 | – | 0.31% | – |
| JCI | New | Johnson Controls, Inc. | $639,000 | – | 12,898 | – | 0.31% | – |
| HCP | New | HCP Inc | $630,000 | – | 17,275 | – | 0.30% | – |
| BAX | New | Baxter International, Inc. | $620,000 | – | 8,868 | – | 0.30% | – |
| ABT | New | Abbott Labs | $606,000 | – | 12,355 | – | 0.29% | – |
| GAS | New | AGL Resources Inc. | $605,000 | – | 13,000 | – | 0.29% | – |
| TUP | New | Tupperware Brands Corp | $600,000 | – | 9,300 | – | 0.29% | – |
| OXY | New | Occidental Petroleum | $598,000 | – | 7,685 | – | 0.29% | – |
| HAL | New | Halliburton Co. | $594,000 | – | 13,792 | – | 0.29% | – |
| MKC | New | McCormick & Co. | $593,000 | – | 7,331 | – | 0.29% | – |
| DVA | New | Davita Healthcare Partners Inc | $590,000 | – | 7,425 | – | 0.29% | – |
| HE | New | Hawaiian Electric Ind. | $586,000 | – | 19,700 | – | 0.28% | – |
| CMI | New | Cummins Inc | $584,000 | – | 4,450 | – | 0.28% | – |
| ARCC | New | Ares Capital Corp | $575,000 | – | 34,925 | – | 0.28% | – |
| MAT | New | Mattel Inc. | $575,000 | – | 22,380 | – | 0.28% | – |
| UDR | New | UDR Inc | $571,000 | – | 17,831 | – | 0.28% | – |
| VAR | New | Varian Medical Systems Inc | $570,000 | – | 6,765 | – | 0.28% | – |
| BP | New | BP plc ADR | $568,000 | – | 14,214 | – | 0.28% | – |
| MAC | New | Macerich Co. | $563,000 | – | 7,543 | – | 0.27% | – |
| COLM | New | Columbia Sportswear Co | $562,000 | – | 9,296 | – | 0.27% | – |
| BHI | New | Baker Hughes | $561,000 | – | 9,088 | – | 0.27% | – |
| KRFT | New | Kraft Foods Group Inc. | $559,000 | – | 6,565 | – | 0.27% | – |
| RGC | New | Regal Entertainment Group - A | $555,000 | – | 26,525 | – | 0.27% | – |
| TSRA | New | Tessera Technologies Inc. | $553,000 | – | 14,561 | – | 0.27% | – |
| AKAM | New | Akamai Technologies Inc. | $551,000 | – | 7,890 | – | 0.27% | – |
| PX | New | Praxair, Inc. | $549,000 | – | 4,595 | – | 0.27% | – |
| ZTS | New | Zoetis | $548,000 | – | 11,361 | – | 0.27% | – |
| CE | New | Celanese Corp | $545,000 | – | 7,585 | – | 0.26% | – |
| EXAS | New | Exact Sciences Corp | $538,000 | – | 18,100 | – | 0.26% | – |
| COST | New | Costco Co. | $535,000 | – | 3,960 | – | 0.26% | – |
| DG | New | Dollar General | $532,000 | – | 6,846 | – | 0.26% | – |
| SBUX | New | Starbucks Corp. | $524,000 | – | 9,780 | – | 0.25% | – |
| FLS | New | Flowserve Corp. | $524,000 | – | 9,947 | – | 0.25% | – |
| DCP | New | DCP Midstream Partners LP | $522,000 | – | 17,000 | – | 0.25% | – |
| ACN | New | Accenture PLC CL A | $523,000 | – | 5,400 | – | 0.25% | – |
| EEP | New | Enbridge Energy Partners LP | $517,000 | – | 15,525 | – | 0.25% | – |
| KKR | New | KKR & Co LP | $515,000 | – | 22,525 | – | 0.25% | – |
| PM | New | Philip Morris International In | $509,000 | – | 6,350 | – | 0.25% | – |
| RDSA | New | Royal Dutch Shell PLC ADR | $510,000 | – | 8,950 | – | 0.25% | – |
| BBT | New | BB&T Corporation | $502,000 | – | 12,446 | – | 0.24% | – |
| GPC | New | Genuine Parts Co. | $492,000 | – | 5,500 | – | 0.24% | – |
| ESS | New | Essex Property Trust Inc | $492,000 | – | 2,315 | – | 0.24% | – |
| FITB | New | Fifth Third Bancorp | $492,000 | – | 23,648 | – | 0.24% | – |
| CTSH | New | Cognizant Tech Solutions Corp. | $483,000 | – | 7,910 | – | 0.23% | – |
| MON | New | Monsanto Co. | $483,000 | – | 4,533 | – | 0.23% | – |
| BRCM | New | Broadcom Corp | $468,000 | – | 9,085 | – | 0.23% | – |
| HCN | New | Health Care REIT, Inc. | $464,000 | – | 7,075 | – | 0.22% | – |
| NTI | New | Northen Tier Energy LP | $456,000 | – | 19,200 | – | 0.22% | – |
| PCL | New | Plum Creek Timber Co., Inc. | $454,000 | – | 11,200 | – | 0.22% | – |
| CAT | New | Caterpillar Inc. | $453,000 | – | 5,345 | – | 0.22% | – |
| PPL | New | PPL Corp. | $448,000 | – | 15,215 | – | 0.22% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $447,000 | – | 3,000 | – | 0.22% | – |
| TIF | New | Tiffany & Co. | $442,000 | – | 4,813 | – | 0.21% | – |
| MDT | New | Medtronic Inc | $439,000 | – | 5,927 | – | 0.21% | – |
| PAA | New | Plains All American Pipeline L | $440,000 | – | 10,100 | – | 0.21% | – |
| PTC | New | PTC Inc | $427,000 | – | 10,408 | – | 0.21% | – |
| KIM | New | Kimco Realty Corp. | $428,000 | – | 19,000 | – | 0.21% | – |
| TWO | New | Two Harbors Investment Corp | $419,000 | – | 43,000 | – | 0.20% | – |
| SEE | New | Sealed Air Corp. | $417,000 | – | 8,113 | – | 0.20% | – |
| FTR | New | Frontier Communications Corp | $415,000 | – | 83,813 | – | 0.20% | – |
| APA | New | Apache Corp | $411,000 | – | 7,136 | – | 0.20% | – |
| SSW | New | Seaspan Corp | $408,000 | – | 21,600 | – | 0.20% | – |
| FFIV | New | F5 Networks Inc. | $405,000 | – | 3,368 | – | 0.20% | – |
| PSEC | New | Prospect Capital Corp | $403,000 | – | 54,700 | – | 0.20% | – |
| PEG | New | Public Service Enterprise Grou | $401,000 | – | 10,200 | – | 0.19% | – |
| FCX | New | Freeport-McMoRan Inc | $400,000 | – | 21,505 | – | 0.19% | – |
| DBD | New | Diebold Inc | $396,000 | – | 11,325 | – | 0.19% | – |
| FSC | New | Fifth Street Finance Corp | $393,000 | – | 60,040 | – | 0.19% | – |
| HES | New | Hess Corporation | $383,000 | – | 5,730 | – | 0.19% | – |
| RXN | New | Rexnord Corp | $378,000 | – | 15,830 | – | 0.18% | – |
| TM | New | Toyota Motor Corp. ADR | $368,000 | – | 2,750 | – | 0.18% | – |
| APD | New | Air Products & Chemicals, Inc. | $366,000 | – | 2,675 | – | 0.18% | – |
| LAMR | New | Lamar Advertising Co | $362,000 | – | 6,300 | – | 0.18% | – |
| HOLX | New | Hologic Inc | $356,000 | – | 9,350 | – | 0.17% | – |
| FTI | New | FMC Technologies Inc | $357,000 | – | 8,610 | – | 0.17% | – |
| LPT | New | Liberty Property Trust | $344,000 | – | 10,675 | – | 0.17% | – |
| DOX | New | Amdocs Ltd | $344,000 | – | 6,300 | – | 0.17% | – |
| CVLT | New | Commvault Systems | $338,000 | – | 7,975 | – | 0.16% | – |
| CAM | New | Cameron International Corp | $325,000 | – | 6,210 | – | 0.16% | – |
| WRI | New | Weingarten Realty Investors | $325,000 | – | 9,950 | – | 0.16% | – |
| WBK | New | Westpac Banking Corp. Ltd ADR | $322,000 | – | 13,000 | – | 0.16% | – |
| NOV | New | National Oilwell Varco Inc | $319,000 | – | 6,611 | – | 0.16% | – |
| GTLS | New | Chart Industries Inc | $320,000 | – | 8,965 | – | 0.16% | – |
| NYCB | New | New York Community Bancorp | $305,000 | – | 16,600 | – | 0.15% | – |
| FOXA | New | Twenty First Century Fox Inc | $301,000 | – | 9,250 | – | 0.15% | – |
| ENDP | New | Endo International PLC | $289,000 | – | 3,625 | – | 0.14% | – |
| GLW | New | Corning Inc. | $285,000 | – | 14,468 | – | 0.14% | – |
| PNW | New | Pinnacle West Capital | $284,000 | – | 5,000 | – | 0.14% | – |
| DGX | New | Quest Diagnostics Inc | $281,000 | – | 3,875 | – | 0.14% | – |
| NVO | New | Novo Nordisk ADR | $274,000 | – | 5,000 | – | 0.13% | – |
| CG | New | Carlyle Group | $272,000 | – | 9,675 | – | 0.13% | – |
| RNG | New | RingCentral Inc | $273,000 | – | 14,750 | – | 0.13% | – |
| MU | New | Micron Technology Inc. | $268,000 | – | 14,205 | – | 0.13% | – |
| CMA | New | Comerica, Inc. | $257,000 | – | 5,000 | – | 0.12% | – |
| GRMN | New | Garmin Ltd | $259,000 | – | 5,900 | – | 0.12% | – |
| SFL | New | Ship Finance Intl Ltd | $251,000 | – | 15,380 | – | 0.12% | – |
| ATI | New | Allegheny Technologies Inc. | $252,000 | – | 8,335 | – | 0.12% | – |
| DRE | New | Duke Realty Corp. | $247,000 | – | 13,300 | – | 0.12% | – |
| CSAL | New | Communications Sales & Leasing | $247,000 | – | 10,003 | – | 0.12% | – |
| NVS | New | Novartis ADR | $246,000 | – | 2,500 | – | 0.12% | – |
| CRZO | New | Carrizo Oil & Gas Inc | $244,000 | – | 4,950 | – | 0.12% | – |
| EXPR | New | Express | $238,000 | – | 13,135 | – | 0.12% | – |
| APO | New | Apollo Global Management LLC | $229,000 | – | 10,325 | – | 0.11% | – |
| KORS | New | Michael Kors Holdings | $228,000 | – | 5,425 | – | 0.11% | – |
| ABDC | New | Alcentra Capital Corp | $207,000 | – | 16,300 | – | 0.10% | – |
| AB | New | AllianceBernstein Holding LP | $204,000 | – | 6,900 | – | 0.10% | – |
| BWP | New | Boardwalk Pipeline Partners L. | $185,000 | – | 12,750 | – | 0.09% | – |
| ENBL | New | Enable Midstream Partners LP | $160,000 | – | 10,000 | – | 0.08% | – |
| MUFG | New | Mitsubishi UFJ Financial Group | $157,000 | – | 21,800 | – | 0.08% | – |
| RF | New | Regions Financial Corp. | $146,000 | – | 14,137 | – | 0.07% | – |
| CHK | New | Chesapeake Energy Corp | $115,000 | – | 10,325 | – | 0.06% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KMIWS | Exit | Kinder Morgan Inc Del Warrant | $0 | – | -11,999 | – | -0.02% | – |
| MUFG | Exit | Mitsubishi UFJ Financial Group | $0 | – | -21,800 | – | -0.06% | – |
| RF | Exit | Regions Financial Corp. | $0 | – | -14,137 | – | -0.07% | – |
| SNDK | Exit | Sandisk Corp. | $0 | – | -2,100 | – | -0.10% | – |
| AAIC | Exit | Arlington Asset Investment Cor | $0 | – | -8,500 | – | -0.10% | – |
| EXPR | Exit | Express | $0 | – | -13,915 | – | -0.10% | – |
| DRE | Exit | Duke Realty Corp. | $0 | – | -13,300 | – | -0.11% | – |
| NVS | Exit | Novartis ADR | $0 | – | -2,500 | – | -0.11% | – |
| BWP | Exit | Boardwalk Pipeline Partners L. | $0 | – | -12,750 | – | -0.11% | – |
| NVO | Exit | Novo Nordisk ADR | $0 | – | -5,000 | – | -0.11% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -10,150 | – | -0.12% | – |
| CMA | Exit | Comerica, Inc. | $0 | – | -5,000 | – | -0.12% | – |
| ENDP | Exit | Endo International PLC | $0 | – | -3,625 | – | -0.12% | – |
| JOY | Exit | Joy Global Inc. | $0 | – | -4,713 | – | -0.12% | – |
| SFL | Exit | Ship Finance Intl Ltd | $0 | – | -15,380 | – | -0.12% | – |
| EXXIQ | Exit | Energy XXI Bermuda | $0 | – | -23,210 | – | -0.13% | – |
| NYCB | Exit | New York Community Bancorp | $0 | – | -16,600 | – | -0.13% | – |
| CHK | Exit | Chesapeake Energy Corp | $0 | – | -11,465 | – | -0.13% | – |
| CRZO | Exit | Carrizo Oil & Gas Inc | $0 | – | -4,950 | – | -0.13% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -4,610 | – | -0.13% | – |
| FNSR | Exit | Finisar Corp | $0 | – | -16,956 | – | -0.14% | – |
| PNW | Exit | Pinnacle West Capital | $0 | – | -5,250 | – | -0.14% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -6,300 | – | -0.14% | – |
| OI | Exit | Owens-Illinois Inc | $0 | – | -11,326 | – | -0.14% | – |
| SEE | Exit | Sealed Air Corp. | $0 | – | -8,618 | – | -0.14% | – |
| GRMN | Exit | Garmin Ltd | $0 | – | -5,900 | – | -0.15% | – |
| GLW | Exit | Corning Inc. | $0 | – | -15,918 | – | -0.15% | – |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -3,000 | – | -0.15% | – |
| LAMR | Exit | Lamar Advertising Co | $0 | – | -6,300 | – | -0.15% | – |
| WRI | Exit | Weingarten Realty Investors | $0 | – | -9,950 | – | -0.15% | – |
| FOXA | Exit | Twenty First Century Fox Inc | $0 | – | -9,250 | – | -0.15% | – |
| TM | Exit | Toyota Motor Corp. ADR | $0 | – | -2,750 | – | -0.16% | – |
| ACM | Exit | Aecom Technology Corp | $0 | – | -9,590 | – | -0.16% | – |
| ATI | Exit | Allegheny Technologies Inc. | $0 | – | -8,865 | – | -0.16% | – |
| FTR | Exit | Frontier Communications Corp | $0 | – | -53,867 | – | -0.17% | – |
| COLM | Exit | Columbia Sportswear Co | $0 | – | -9,876 | – | -0.17% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -10,675 | – | -0.17% | – |
| SYMC | Exit | Symantec Corp. | $0 | – | -15,305 | – | -0.17% | – |
| WBK | Exit | Westpac Banking Corp. Ltd ADR | $0 | – | -13,000 | – | -0.18% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -2,850 | – | -0.18% | – |
| CTSH | Exit | Cognizant Tech Solutions Corp. | $0 | – | -8,390 | – | -0.18% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -10,200 | – | -0.18% | – |
| BRCM | Exit | Broadcom Corp | $0 | – | -9,740 | – | -0.19% | – |
| SBUX | Exit | Starbucks Corp. | $0 | – | -5,265 | – | -0.19% | – |
| DBD | Exit | Diebold Inc | $0 | – | -11,325 | – | -0.19% | – |
| PTC | Exit | PTC Inc | $0 | – | -10,983 | – | -0.19% | – |
| KORS | Exit | Michael Kors Holdings | $0 | – | -5,700 | – | -0.20% | – |
| TSRA | Exit | Tessera Technologies Inc. | $0 | – | -15,426 | – | -0.20% | – |
| ESS | Exit | Essex Property Trust Inc | $0 | – | -2,315 | – | -0.20% | – |
| KIM | Exit | Kimco Realty Corp. | $0 | – | -19,000 | – | -0.20% | – |
| CVLT | Exit | Commvault Systems | $0 | – | -8,400 | – | -0.20% | – |
| FFIV | Exit | F5 Networks Inc. | $0 | – | -3,578 | – | -0.20% | – |
| CFN | Exit | Carefusion Corp. | $0 | – | -9,555 | – | -0.21% | – |
| LO | Exit | Lorillard Inc. | $0 | – | -7,250 | – | -0.21% | – |
| PCL | Exit | Plum Creek Timber Co., Inc. | $0 | – | -11,200 | – | -0.21% | – |
| ZTS | Exit | Zoetis | $0 | – | -11,881 | – | -0.21% | – |
| HCN | Exit | Health Care REIT, Inc. | $0 | – | -7,075 | – | -0.21% | – |
| KRFT | Exit | Kraft Foods Group Inc. | $0 | – | -7,895 | – | -0.21% | – |
| DG | Exit | Dollar General | $0 | – | -7,306 | – | -0.21% | – |
| SSW | Exit | Seaspan Corp | $0 | – | -21,600 | – | -0.22% | – |
| CE | Exit | Celanese Corp | $0 | – | -7,984 | – | -0.22% | – |
| MAC | Exit | Macerich Co. | $0 | – | -7,543 | – | -0.23% | – |
| BBT | Exit | BB&T Corporation | $0 | – | -13,016 | – | -0.23% | – |
| UDR | Exit | UDR Inc | $0 | – | -17,831 | – | -0.23% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -24,663 | – | -0.24% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -5,158 | – | -0.24% | – |
| AKAM | Exit | Akamai Technologies Inc. | $0 | – | -8,365 | – | -0.24% | – |
| FTI | Exit | FMC Technologies Inc | $0 | – | -9,329 | – | -0.24% | – |
| CAM | Exit | Cameron International Corp | $0 | – | -7,680 | – | -0.24% | – |
| PPL | Exit | PPL Corp. | $0 | – | -15,675 | – | -0.25% | – |
| MKC | Exit | McCormick & Co. | $0 | – | -7,806 | – | -0.25% | – |
| HE | Exit | Hawaiian Electric Ind. | $0 | – | -19,700 | – | -0.25% | – |
| GT | Exit | Goodyear Tire & Rubber Company | $0 | – | -23,142 | – | -0.25% | – |
| COST | Exit | Costco Co. | $0 | – | -4,200 | – | -0.25% | – |
| CAG | Exit | ConAgra Foods, Inc. | $0 | – | -15,900 | – | -0.25% | – |
| RGC | Exit | Regal Entertainment Group - A | $0 | – | -26,525 | – | -0.25% | – |
| PM | Exit | Philip Morris International In | $0 | – | -6,350 | – | -0.25% | – |
| CTXS | Exit | Citrix Systems Inc | $0 | – | -7,540 | – | -0.26% | – |
| MON | Exit | Monsanto Co. | $0 | – | -4,808 | – | -0.26% | – |
| PSEC | Exit | Prospect Capital Corp | $0 | – | -54,700 | – | -0.26% | – |
| ABT | Exit | Abbott Labs | $0 | – | -13,170 | – | -0.26% | – |
| FSC | Exit | Fifth Street Finance Corp | $0 | – | -60,040 | – | -0.26% | – |
| NOV | Exit | National Oilwell Varco Inc | $0 | – | -7,251 | – | -0.26% | – |
| WIN | Exit | Windstream Holdings Inc | $0 | – | -51,501 | – | -0.27% | – |
| CAT | Exit | Caterpillar Inc. | $0 | – | -5,675 | – | -0.27% | – |
| ARCC | Exit | Ares Capital Corp | $0 | – | -34,925 | – | -0.27% | – |
| BX | Exit | Blackstone Group LP | $0 | – | -18,000 | – | -0.27% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -6,500 | – | -0.27% | – |
| VAR | Exit | Varian Medical Systems Inc | $0 | – | -7,115 | – | -0.27% | – |
| SDRL | Exit | Seadrill Ltd | $0 | – | -21,400 | – | -0.28% | – |
| F113PS | Exit | Covidien PLC | $0 | – | -6,653 | – | -0.28% | – |
| HES | Exit | Hess Corporation | $0 | – | -6,100 | – | -0.28% | – |
| DVA | Exit | Davita Healthcare Partners Inc | $0 | – | -8,110 | – | -0.28% | – |
| HME | Exit | Home Properties Inc | $0 | – | -10,200 | – | -0.28% | – |
| PAA | Exit | Plains All American Pipeline L | $0 | – | -10,100 | – | -0.28% | – |
| NOW | Exit | Servicenow Inc | $0 | – | -10,183 | – | -0.29% | – |
| STZ | Exit | Constellation Brands | $0 | – | -6,950 | – | -0.29% | – |
| COL | Exit | Rockwell Collins Inc. | $0 | – | -7,785 | – | -0.29% | – |
| CMI | Exit | Cummins Inc | $0 | – | -4,685 | – | -0.30% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -4,810 | – | -0.30% | – |
| CLR | Exit | Continental Resources Inc | $0 | – | -9,360 | – | -0.30% | – |
| BP | Exit | BP plc ADR | $0 | – | -14,214 | – | -0.30% | – |
| EEP | Exit | Enbridge Energy Partners LP | $0 | – | -16,075 | – | -0.30% | – |
| CNK | Exit | Cinemark Holdings Inc. | $0 | – | -18,600 | – | -0.30% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -5,500 | – | -0.30% | – |
| BHI | Exit | Baker Hughes | $0 | – | -9,803 | – | -0.31% | – |
| TUP | Exit | Tupperware Brands Corp | $0 | – | -9,300 | – | -0.31% | – |
| WEC | Exit | Wisconsin Energy Corp. | $0 | – | -14,941 | – | -0.31% | – |
| DLR | Exit | Digital Realty | $0 | – | -10,500 | – | -0.31% | – |
| BBBY | Exit | Bed Bath & Beyond Inc. | $0 | – | -9,980 | – | -0.32% | – |
| BAX | Exit | Baxter International, Inc. | $0 | – | -9,148 | – | -0.32% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -13,825 | – | -0.32% | – |
| GAS | Exit | AGL Resources Inc. | $0 | – | -13,000 | – | -0.32% | – |
| JCI | Exit | Johnson Controls, Inc. | $0 | – | -15,368 | – | -0.32% | – |
| KMI | Exit | Kinder Morgan Inc. | $0 | – | -17,634 | – | -0.32% | – |
| RDSA | Exit | Royal Dutch Shell PLC ADR | $0 | – | -8,950 | – | -0.33% | – |
| ESRX | Exit | Express Scripts Holding Compan | $0 | – | -9,650 | – | -0.33% | – |
| HCP | Exit | HCP Inc | $0 | – | -17,275 | – | -0.33% | – |
| MYL | Exit | Mylan Inc. | $0 | – | -15,097 | – | -0.33% | – |
| EQR | Exit | Equity Residential Properties | $0 | – | -11,400 | – | -0.34% | – |
| DEM | Exit | Wisdomtree Emerging Markets Eq | $0 | – | -14,750 | – | -0.34% | – |
| MAT | Exit | Mattel Inc. | $0 | – | -23,155 | – | -0.34% | – |
| APA | Exit | Apache Corp | $0 | – | -7,586 | – | -0.34% | – |
| WAG | Exit | Walgreen Co. | $0 | – | -12,156 | – | -0.34% | – |
| MXIM | Exit | Maxim Integrated Products, Inc | $0 | – | -24,215 | – | -0.35% | – |
| CMS | Exit | CMS Energy Corp. | $0 | – | -24,843 | – | -0.35% | – |
| FDX | Exit | Fedex Corp. | $0 | – | -4,605 | – | -0.36% | – |
| LB | Exit | L Brands Inc | $0 | – | -11,082 | – | -0.36% | – |
| LLTC | Exit | Linear Technology Corp. | $0 | – | -16,860 | – | -0.36% | – |
| FLS | Exit | Flowserve Corp. | $0 | – | -10,657 | – | -0.36% | – |
| COF | Exit | Capital One Financial | $0 | – | -9,291 | – | -0.36% | – |
| R108 | Exit | Energizer Holdings Inc | $0 | – | -6,225 | – | -0.37% | – |
| V107SC | Exit | WellPoint, Inc. | $0 | – | -6,462 | – | -0.37% | – |
| CHD | Exit | Church & Dwight Co. | $0 | – | -11,135 | – | -0.37% | – |
| FCX | Exit | Freeport-McMoRan Inc | $0 | – | -24,045 | – | -0.38% | – |
| ATVI | Exit | Activision Blizzard Inc | $0 | – | -38,114 | – | -0.38% | – |
| D | Exit | Dominion Resources | $0 | – | -11,483 | – | -0.38% | – |
| OXY | Exit | Occidental Petroleum | $0 | – | -8,260 | – | -0.38% | – |
| EIX | Exit | Edison Int'l | $0 | – | -14,215 | – | -0.38% | – |
| HOT | Exit | Starwood Hotels & Resorts Inc. | $0 | – | -9,687 | – | -0.39% | – |
| MDLZ | Exit | Mondelez International Inc | $0 | – | -23,523 | – | -0.39% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -9,360 | – | -0.39% | – |
| DRI | Exit | Darden Restaurants Inc. | $0 | – | -16,215 | – | -0.40% | – |
| AJG | Exit | Arthur J. Gallagher & Co. | $0 | – | -18,455 | – | -0.40% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -8,925 | – | -0.40% | – |
| EBAY | Exit | eBay Inc. | $0 | – | -14,975 | – | -0.41% | – |
| TRP | Exit | Transcanada Pipelines Ltd | $0 | – | -16,556 | – | -0.41% | – |
| A309PS | Exit | DirectTV | $0 | – | -10,005 | – | -0.42% | – |
| MET | Exit | Metlife Inc | $0 | – | -16,193 | – | -0.42% | – |
| ABBV | Exit | Abbvie Inc | $0 | – | -15,116 | – | -0.42% | – |
| POM | Exit | Pepco Holdings, Inc. | $0 | – | -32,650 | – | -0.42% | – |
| ADBE | Exit | Adobe Systems | $0 | – | -12,711 | – | -0.42% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -22,924 | – | -0.43% | – |
| CBS | Exit | CBS Corp. | $0 | – | -17,007 | – | -0.44% | – |
| DHR | Exit | Danaher Corp. | $0 | – | -12,090 | – | -0.44% | – |
| DCP | Exit | DCP Midstream Partners LP | $0 | – | -17,000 | – | -0.44% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -14,637 | – | -0.45% | – |
| IVZ | Exit | Invesco Ltd | $0 | – | -23,940 | – | -0.45% | – |
| HRB | Exit | Block H&R | $0 | – | -30,795 | – | -0.46% | – |
| TAP | Exit | Molson Coors Brewing Company | $0 | – | -12,935 | – | -0.46% | – |
| NFG | Exit | National Fuel Gas Co. | $0 | – | -13,800 | – | -0.46% | – |
| STT | Exit | State Street Corp. | $0 | – | -13,363 | – | -0.47% | – |
| EMC | Exit | EMC Corp. | $0 | – | -33,845 | – | -0.48% | – |
| EOG | Exit | EOG Resources | $0 | – | -10,090 | – | -0.48% | – |
| SPG | Exit | Simon Property Group, Inc. | $0 | – | -6,105 | – | -0.48% | – |
| WES | Exit | Western Gas Partners | $0 | – | -14,100 | – | -0.51% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -10,786 | – | -0.52% | – |
| SE | Exit | Spectra Energy Corp | $0 | – | -28,252 | – | -0.53% | – |
| UTX | Exit | United Technologies | $0 | – | -10,540 | – | -0.53% | – |
| NI | Exit | Nisource Inc. | $0 | – | -27,402 | – | -0.54% | – |
| TMO | Exit | Thermo Fisher Scientific Inc | $0 | – | -9,266 | – | -0.54% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -15,667 | – | -0.56% | – |
| WMB | Exit | Williams Cos. | $0 | – | -21,200 | – | -0.56% | – |
| SCHW | Exit | Charles Schwab Corp. | $0 | – | -40,305 | – | -0.57% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -29,506 | – | -0.57% | – |
| AGN | Exit | Allergan, Inc. | $0 | – | -6,803 | – | -0.58% | – |
| AXP | Exit | American Express | $0 | – | -13,928 | – | -0.58% | – |
| UPS | Exit | United Parcel Services Cl B | $0 | – | -12,960 | – | -0.61% | – |
| MMC | Exit | Marsh & McLennan Companies, In | $0 | – | -24,425 | – | -0.61% | – |
| UNP | Exit | Union Pacific | $0 | – | -12,007 | – | -0.62% | – |
| GS | Exit | Goldman Sachs Group | $0 | – | -7,092 | – | -0.62% | – |
| NOC | Exit | Northrop Grumman Corp. | $0 | – | -10,265 | – | -0.65% | – |
| GOOG | Exit | Google Inc Cl C | $0 | – | -2,345 | – | -0.65% | – |
| DD | Exit | Du Pont (E.I.) De Nemours & Co | $0 | – | -18,895 | – | -0.65% | – |
| CSCO | Exit | Cisco Systems | $0 | – | -54,461 | – | -0.66% | – |
| GOOGL | Exit | Google Inc. Cl A | $0 | – | -2,342 | – | -0.66% | – |
| LOW | Exit | Lowe's Co. | $0 | – | -26,460 | – | -0.67% | – |
| QCOM | Exit | Qualcomm Inc. | $0 | – | -18,873 | – | -0.68% | – |
| TGT | Exit | Target Corp. | $0 | – | -22,656 | – | -0.68% | – |
| TRV | Exit | The Travelers Companies, Inc. | $0 | – | -15,193 | – | -0.68% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -15,068 | – | -0.68% | – |
| CVS | Exit | CVS Health Corp | $0 | – | -18,461 | – | -0.70% | – |
| GILD | Exit | Gilead Science Inc | $0 | – | -13,951 | – | -0.71% | – |
| MS | Exit | Morgan Stanley, Dean Witter, D | $0 | – | -43,163 | – | -0.72% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -14,720 | – | -0.72% | – |
| SO | Exit | Southern Co. | $0 | – | -34,350 | – | -0.72% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -36,006 | – | -0.72% | – |
| PFG | Exit | Principal Financial Group | $0 | – | -29,563 | – | -0.74% | – |
| LLY | Exit | Lilly (Eli) & Co. | $0 | – | -25,061 | – | -0.78% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -19,022 | – | -0.78% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -43,743 | – | -0.80% | – |
| TXN | Exit | Texas Instruments | $0 | – | -35,408 | – | -0.81% | – |
| WMT | Exit | Wal-Mart | $0 | – | -22,593 | – | -0.83% | – |
| KO | Exit | Coca-Cola | $0 | – | -41,886 | – | -0.86% | – |
| HON | Exit | Honeywell International, Inc. | $0 | – | -19,271 | – | -0.86% | – |
| CELG | Exit | Celgene Corp. | $0 | – | -19,110 | – | -0.87% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -19,938 | – | -0.89% | – |
| PPG | Exit | PPG Industries, Inc. | $0 | – | -10,225 | – | -0.96% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -35,615 | – | -1.01% | – |
| VZ | Exit | Verizon Communications Inc | $0 | – | -42,793 | – | -1.02% | – |
| PRU | Exit | Prudential Financial, Inc. | $0 | – | -25,065 | – | -1.06% | – |
| BA | Exit | Boeing Company | $0 | – | -17,393 | – | -1.06% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -49,385 | – | -1.09% | – |
| INTC | Exit | Intel Corp. | $0 | – | -65,316 | – | -1.09% | – |
| WFC | Exit | Wells Fargo Co. | $0 | – | -46,233 | – | -1.15% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -27,050 | – | -1.15% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -82,403 | – | -1.17% | – |
| PG | Exit | Procter & Gamble, Inc. | $0 | – | -29,415 | – | -1.18% | – |
| IBM | Exit | International Business Machine | $0 | – | -13,738 | – | -1.25% | – |
| HD | Exit | Home Depot, Inc. | $0 | – | -28,711 | – | -1.26% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -22,315 | – | -1.28% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -46,666 | – | -1.35% | – |
| T | Exit | AT&T Inc. | $0 | – | -79,909 | – | -1.35% | – |
| GE | Exit | General Electric Co. | $0 | – | -125,767 | – | -1.54% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -30,915 | – | -1.58% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -35,728 | – | -1.61% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -84,171 | – | -1.87% | – |
| AAPL | Exit | Apple Inc | $0 | – | -53,788 | – | -2.60% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | Apple Inc | $5,419,000 | +7.2% | 53,788 | -1.1% | 2.60% | +8.5% |
| MSFT | Sell | Microsoft Corp | $3,902,000 | +10.3% | 84,171 | -0.8% | 1.87% | +11.6% |
| XOM | Sell | Exxon Mobil Corp. | $3,360,000 | -7.7% | 35,728 | -1.2% | 1.61% | -6.6% |
| JNJ | Sell | Johnson & Johnson | $3,295,000 | +0.7% | 30,915 | -1.2% | 1.58% | +2.0% |
| GE | Sell | General Electric Co. | $3,222,000 | -3.6% | 125,767 | -1.1% | 1.54% | -2.3% |
| T | Sell | AT&T Inc. | $2,816,000 | -0.6% | 79,909 | -0.2% | 1.35% | +0.7% |
| JPM | Sell | JPMorgan Chase & Co. | $2,811,000 | +3.2% | 46,666 | -1.3% | 1.35% | +4.6% |
| CVX | Sell | Chevron Corp. | $2,663,000 | -10.0% | 22,315 | -1.6% | 1.28% | -8.9% |
| HD | Sell | Home Depot, Inc. | $2,634,000 | +11.4% | 28,711 | -1.7% | 1.26% | +12.8% |
| IBM | Sell | International Business Machine | $2,608,000 | +4.5% | 13,738 | -0.2% | 1.25% | +5.8% |
| PG | Sell | Procter & Gamble, Inc. | $2,463,000 | +6.3% | 29,415 | -0.2% | 1.18% | +7.7% |
| PFE | Sell | Pfizer, Inc. | $2,437,000 | -0.5% | 82,403 | -0.2% | 1.17% | +0.7% |
| DIS | Sell | Walt Disney Co. | $2,408,000 | +3.7% | 27,050 | -0.1% | 1.15% | +4.9% |
| WFC | Sell | Wells Fargo Co. | $2,398,000 | -2.6% | 46,233 | -1.3% | 1.15% | -1.4% |
| INTC | Sell | Intel Corp. | $2,274,000 | +12.5% | 65,316 | -0.2% | 1.09% | +13.9% |
| BA | Sell | Boeing Company | $2,216,000 | 0.0% | 17,393 | -0.2% | 1.06% | +1.2% |
| PRU | Sell | Prudential Financial, Inc. | $2,204,000 | -1.1% | 25,065 | -0.2% | 1.06% | +0.2% |
| VZ | Sell | Verizon Communications Inc | $2,139,000 | +1.9% | 42,793 | -0.2% | 1.02% | +3.1% |
| MRK | Sell | Merck & Co., Inc. | $2,111,000 | +2.1% | 35,615 | -0.3% | 1.01% | +3.4% |
| PPG | Sell | PPG Industries, Inc. | $2,012,000 | -6.5% | 10,225 | -0.2% | 0.96% | -5.4% |
| PEP | Sell | PepsiCo, Inc. | $1,856,000 | +4.0% | 19,938 | -0.2% | 0.89% | +5.3% |
| CELG | Sell | Celgene Corp. | $1,811,000 | +10.2% | 19,110 | -0.1% | 0.87% | +11.6% |
| HON | Sell | Honeywell International, Inc. | $1,795,000 | +0.1% | 19,271 | -0.2% | 0.86% | +1.3% |
| KO | Sell | Coca-Cola | $1,787,000 | +0.5% | 41,886 | -0.2% | 0.86% | +1.8% |
| WMT | Sell | Wal-Mart | $1,728,000 | +1.6% | 22,593 | -0.3% | 0.83% | +2.9% |
| TXN | Sell | Texas Instruments | $1,689,000 | -0.5% | 35,408 | -0.3% | 0.81% | +0.9% |
| ORCL | Sell | Oracle Corp. | $1,674,000 | -5.8% | 43,743 | -0.3% | 0.80% | -4.8% |
| LLY | Sell | Lilly (Eli) & Co. | $1,625,000 | +4.0% | 25,061 | -0.3% | 0.78% | +5.3% |
| PFG | Sell | Principal Financial Group | $1,551,000 | +3.6% | 29,563 | -0.3% | 0.74% | +4.8% |
| USB | Sell | U.S. Bancorp | $1,506,000 | -3.8% | 36,006 | -0.3% | 0.72% | -2.6% |
| SO | Sell | Southern Co. | $1,499,000 | -4.0% | 34,350 | -0.2% | 0.72% | -2.8% |
| SLB | Sell | Schlumberger Ltd. | $1,497,000 | -14.1% | 14,720 | -0.4% | 0.72% | -13.0% |
| MS | Sell | Morgan Stanley, Dean Witter, D | $1,492,000 | +6.6% | 43,163 | -0.3% | 0.72% | +7.8% |
| GILD | Sell | Gilead Science Inc | $1,485,000 | +27.9% | 13,951 | -0.4% | 0.71% | +29.5% |
| CVS | Sell | CVS Health Corp | $1,469,000 | +5.3% | 18,461 | -0.2% | 0.70% | +6.7% |
| MCD | Sell | McDonald's Corp. | $1,429,000 | -6.2% | 15,068 | -0.3% | 0.68% | -5.0% |
| TRV | Sell | The Travelers Companies, Inc. | $1,427,000 | -1.2% | 15,193 | -1.1% | 0.68% | 0.0% |
| TGT | Sell | Target Corp. | $1,420,000 | +8.0% | 22,656 | -0.1% | 0.68% | +9.3% |
| QCOM | Sell | Qualcomm Inc. | $1,411,000 | -5.9% | 18,873 | -0.3% | 0.68% | -4.8% |
| LOW | Sell | Lowe's Co. | $1,400,000 | +7.8% | 26,460 | -2.2% | 0.67% | +9.1% |
| GOOGL | Sell | Google Inc. Cl A | $1,378,000 | +0.3% | 2,342 | -0.3% | 0.66% | +1.5% |
| CSCO | Sell | Cisco Systems | $1,371,000 | +1.0% | 54,461 | -0.3% | 0.66% | +2.3% |
| GOOG | Sell | Google Inc Cl C | $1,354,000 | -0.1% | 2,345 | -0.4% | 0.65% | +1.1% |
| UNP | Sell | Union Pacific | $1,302,000 | +5.9% | 12,007 | -2.6% | 0.62% | +7.2% |
| GS | Sell | Goldman Sachs Group | $1,302,000 | +9.3% | 7,092 | -0.3% | 0.62% | +10.6% |
| UPS | Sell | United Parcel Services Cl B | $1,274,000 | -4.4% | 12,960 | -0.2% | 0.61% | -3.2% |
| AXP | Sell | American Express | $1,219,000 | -8.1% | 13,928 | -0.3% | 0.58% | -7.0% |
| AGN | Sell | Allergan, Inc. | $1,212,000 | +4.9% | 6,803 | -0.3% | 0.58% | +6.2% |
| EPD | Buy | Enterprise Products Partners L | $1,189,000 | +2.8% | 29,506 | +99.6% | 0.57% | +4.0% |
| DUK | Sell | Duke Energy Corp. | $1,171,000 | +0.5% | 15,667 | -0.2% | 0.56% | +1.6% |
| TMO | Sell | Thermo Fisher Scientific Inc | $1,128,000 | +2.8% | 9,266 | -0.4% | 0.54% | +4.2% |
| NI | Sell | Nisource Inc. | $1,123,000 | +3.8% | 27,402 | -0.4% | 0.54% | +5.1% |
| UTX | Sell | United Technologies | $1,113,000 | -8.8% | 10,540 | -0.4% | 0.53% | -7.6% |
| APC | Sell | Anadarko Petroleum Corp. | $1,094,000 | -7.8% | 10,786 | -0.5% | 0.52% | -6.8% |
| EOG | Sell | EOG Resources | $999,000 | -15.9% | 10,090 | -0.8% | 0.48% | -14.8% |
| STT | Sell | State Street Corp. | $984,000 | +9.1% | 13,363 | -0.4% | 0.47% | +10.5% |
| TAP | Sell | Molson Coors Brewing Company | $963,000 | +0.1% | 12,935 | -0.3% | 0.46% | +1.5% |
| HAL | Sell | Halliburton Co. | $944,000 | -9.8% | 14,637 | -0.7% | 0.45% | -8.5% |
| DHR | Sell | Danaher Corp. | $919,000 | -3.8% | 12,090 | -0.3% | 0.44% | -2.4% |
| CBS | Sell | CBS Corp. | $910,000 | -14.2% | 17,007 | -0.4% | 0.44% | -13.1% |
| BK | Sell | Bank of New York Mellon Corp. | $888,000 | +2.9% | 22,924 | -0.5% | 0.43% | +4.2% |
| ADBE | Sell | Adobe Systems | $879,000 | -4.9% | 12,711 | -0.4% | 0.42% | -3.7% |
| ABBV | Sell | Abbvie Inc | $873,000 | +2.0% | 15,116 | -0.4% | 0.42% | +3.2% |
| MET | Sell | Metlife Inc | $870,000 | -3.9% | 16,193 | -0.5% | 0.42% | -2.6% |
| TRP | Sell | Transcanada Pipelines Ltd | $853,000 | +7.6% | 16,556 | -0.3% | 0.41% | +9.1% |
| AJG | Sell | Arthur J. Gallagher & Co. | $837,000 | -2.9% | 18,455 | -0.2% | 0.40% | -1.7% |
| UNH | Sell | United Health Group Inc. | $807,000 | +5.1% | 9,360 | -0.4% | 0.39% | +6.3% |
| HOT | Sell | Starwood Hotels & Resorts Inc. | $806,000 | +2.7% | 9,687 | -0.3% | 0.39% | +3.8% |
| MDLZ | Sell | Mondelez International Inc | $806,000 | -9.2% | 23,523 | -0.3% | 0.39% | -8.1% |
| EIX | New | Edison Int'l | $795,000 | – | 14,215 | – | 0.38% | – |
| OXY | Sell | Occidental Petroleum | $794,000 | -6.8% | 8,260 | -0.5% | 0.38% | -5.5% |
| ATVI | Sell | Activision Blizzard Inc | $792,000 | -7.2% | 38,114 | -0.3% | 0.38% | -5.9% |
| D | Sell | Dominion Resources | $793,000 | -3.6% | 11,483 | -0.2% | 0.38% | -2.6% |
| FCX | Sell | Freeport-McMoRan Inc | $785,000 | -10.9% | 24,045 | -0.4% | 0.38% | -9.8% |
| CHD | Sell | Church & Dwight Co. | $781,000 | -0.1% | 11,135 | -0.4% | 0.37% | +1.1% |
| V107SC | Sell | WellPoint, Inc. | $773,000 | +10.3% | 6,462 | -0.7% | 0.37% | +11.7% |
| COF | Sell | Capital One Financial | $758,000 | -1.8% | 9,291 | -0.6% | 0.36% | -0.8% |
| FLS | Sell | Flowserve Corp. | $752,000 | -5.3% | 10,657 | -0.2% | 0.36% | -4.3% |
| LLTC | Sell | Linear Technology Corp. | $748,000 | -10.5% | 16,860 | -5.1% | 0.36% | -9.3% |
| LB | Sell | L Brands Inc | $742,000 | +13.8% | 11,082 | -0.3% | 0.36% | +15.2% |
| CMS | Sell | CMS Energy Corp. | $737,000 | -5.0% | 24,843 | -0.3% | 0.35% | -3.8% |
| MXIM | Sell | Maxim Integrated Products, Inc | $732,000 | -10.8% | 24,215 | -0.3% | 0.35% | -9.8% |
| WAG | Sell | Walgreen Co. | $720,000 | -20.4% | 12,156 | -0.4% | 0.34% | -19.4% |
| APA | Sell | Apache Corp | $712,000 | -7.2% | 7,586 | -0.4% | 0.34% | -6.1% |
| MAT | Sell | Mattel Inc. | $710,000 | -21.5% | 23,155 | -0.2% | 0.34% | -20.6% |
| MYL | Sell | Mylan Inc. | $687,000 | -12.3% | 15,097 | -0.6% | 0.33% | -11.3% |
| ESRX | Sell | Express Scripts Holding Compan | $682,000 | +1.5% | 9,650 | -0.4% | 0.33% | +2.8% |
| KMI | Sell | Kinder Morgan Inc. | $676,000 | +5.5% | 17,634 | -0.3% | 0.32% | +6.9% |
| JCI | Sell | Johnson Controls, Inc. | $676,000 | -12.3% | 15,368 | -0.4% | 0.32% | -11.2% |
| BAX | Sell | Baxter International, Inc. | $657,000 | -0.9% | 9,148 | -0.3% | 0.32% | +0.3% |
| BBBY | Sell | Bed Bath & Beyond Inc. | $657,000 | +14.3% | 9,980 | -0.4% | 0.32% | +15.8% |
| WEC | Sell | Wisconsin Energy Corp. | $642,000 | -8.7% | 14,941 | -0.3% | 0.31% | -7.5% |
| BHI | Sell | Baker Hughes | $638,000 | -13.2% | 9,803 | -0.7% | 0.31% | -12.1% |
| CLR | Buy | Continental Resources Inc | $622,000 | -16.3% | 9,360 | +99.1% | 0.30% | -15.3% |
| PX | Sell | Praxair, Inc. | $620,000 | -3.4% | 4,810 | -0.4% | 0.30% | -2.3% |
| CMI | Sell | Cummins Inc | $618,000 | -14.9% | 4,685 | -0.4% | 0.30% | -14.0% |
| COL | Sell | Rockwell Collins Inc. | $611,000 | 0.0% | 7,785 | -0.5% | 0.29% | +1.4% |
| NOW | Sell | Servicenow Inc | $599,000 | -5.5% | 10,183 | -0.4% | 0.29% | -4.3% |
| CAT | Sell | Caterpillar Inc. | $562,000 | -9.5% | 5,675 | -0.7% | 0.27% | -8.5% |
| NOV | Sell | National Oilwell Varco Inc | $552,000 | -8.0% | 7,251 | -0.5% | 0.26% | -6.7% |
| ABT | Sell | Abbott Labs | $548,000 | +1.1% | 13,170 | -0.6% | 0.26% | +2.3% |
| MON | Sell | Monsanto Co. | $541,000 | -10.3% | 4,808 | -0.6% | 0.26% | -9.4% |
| GT | Sell | Goodyear Tire & Rubber Company | $523,000 | -19.3% | 23,142 | -0.7% | 0.25% | -18.2% |
| MKC | Sell | McCormick & Co. | $522,000 | -7.0% | 7,806 | -0.4% | 0.25% | -6.0% |
| CAM | Sell | Cameron International Corp | $510,000 | -2.5% | 7,680 | -0.5% | 0.24% | -1.6% |
| FTI | Sell | FMC Technologies Inc | $507,000 | -11.5% | 9,329 | -0.6% | 0.24% | -10.3% |
| TIF | Sell | Tiffany & Co. | $497,000 | -4.4% | 5,158 | -0.5% | 0.24% | -3.3% |
| FITB | Sell | Fifth Third Bancorp | $494,000 | -6.4% | 24,663 | -0.3% | 0.24% | -5.2% |
| BBT | Sell | BB&T Corporation | $484,000 | -6.0% | 13,016 | -0.3% | 0.23% | -4.9% |
| CE | Sell | Celanese Corp | $467,000 | -9.3% | 7,984 | -0.3% | 0.22% | -8.2% |
| DG | Sell | Dollar General | $446,000 | +5.9% | 7,306 | -0.5% | 0.21% | +7.5% |
| KRFT | Sell | Kraft Foods Group Inc. | $445,000 | -6.3% | 7,895 | -0.3% | 0.21% | -5.3% |
| ZTS | Sell | Zoetis | $439,000 | +14.3% | 11,881 | -0.3% | 0.21% | +15.4% |
| CFN | Sell | Carefusion Corp. | $432,000 | +1.4% | 9,555 | -0.4% | 0.21% | +2.5% |
| FFIV | Sell | F5 Networks Inc. | $425,000 | +6.0% | 3,578 | -0.5% | 0.20% | +7.4% |
| CVLT | Sell | Commvault Systems | $423,000 | +2.2% | 8,400 | -0.3% | 0.20% | +3.6% |
| TSRA | Sell | Tessera Technologies Inc. | $410,000 | +19.5% | 15,426 | -0.7% | 0.20% | +21.6% |
| PTC | Sell | PTC Inc | $405,000 | -5.4% | 10,983 | -0.4% | 0.19% | -4.4% |
| CTSH | Sell | Cognizant Tech Solutions Corp. | $376,000 | -8.7% | 8,390 | -0.5% | 0.18% | -7.7% |
| COLM | Buy | Columbia Sportswear Co | $353,000 | -13.9% | 9,876 | +99.1% | 0.17% | -12.9% |
| CBRL | New | Cracker Barrel Old Country Sto | $310,000 | – | 3,000 | – | 0.15% | – |
| LAMR | New | Lamar Advertising Co | $310,000 | – | 6,300 | – | 0.15% | – |
| GLW | Sell | Corning Inc. | $308,000 | -21.8% | 15,918 | -11.2% | 0.15% | -20.9% |
| GRMN | New | Garmin Ltd | $307,000 | – | 5,900 | – | 0.15% | – |
| SEE | Sell | Sealed Air Corp. | $301,000 | +1.7% | 8,618 | -0.5% | 0.14% | +2.9% |
| OI | Sell | Owens-Illinois Inc | $295,000 | -25.1% | 11,326 | -0.3% | 0.14% | -24.6% |
| FNSR | Sell | Finisar Corp | $282,000 | -16.3% | 16,956 | -0.7% | 0.14% | -15.6% |
| CHK | Sell | Chesapeake Energy Corp | $264,000 | -33.7% | 11,465 | -10.4% | 0.13% | -32.4% |
| JOY | Sell | Joy Global Inc. | $257,000 | -12.0% | 4,713 | -0.6% | 0.12% | -10.9% |
| KMIWS | Sell | Kinder Morgan Inc Del Warrant | $44,000 | +22.2% | 11,999 | -8.2% | 0.02% | +23.5% |
| DOFSQ | Exit | Diamond Offshore Drilling | $0 | – | -4,925 | – | -0.12% | – |
| RIG | Exit | Transocean Ltd | $0 | – | -5,684 | – | -0.12% | – |
| ED | Exit | Consolidated Edison | $0 | – | -14,380 | – | -0.39% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | Apple Inc | $5,056,000 | – | 54,405 | – | 2.39% | – |
| XOM | New | Exxon Mobil Corp. | $3,642,000 | – | 36,170 | – | 1.72% | – |
| MSFT | New | Microsoft Corp | $3,538,000 | – | 84,845 | – | 1.68% | – |
| GE | New | General Electric Co. | $3,341,000 | – | 127,135 | – | 1.58% | – |
| JNJ | New | Johnson & Johnson | $3,272,000 | – | 31,275 | – | 1.55% | – |
| CVX | New | Chevron Corp. | $2,960,000 | – | 22,670 | – | 1.40% | – |
| T | New | AT&T Inc. | $2,833,000 | – | 80,105 | – | 1.34% | – |
| JPM | New | JPMorgan Chase & Co. | $2,723,000 | – | 47,265 | – | 1.29% | – |
| IBM | New | International Business Machine | $2,496,000 | – | 13,770 | – | 1.18% | – |
| WFC | New | Wells Fargo Co. | $2,463,000 | – | 46,860 | – | 1.17% | – |
| PFE | New | Pfizer, Inc. | $2,450,000 | – | 82,549 | – | 1.16% | – |
| HD | New | Home Depot, Inc. | $2,365,000 | – | 29,215 | – | 1.12% | – |
| DIS | New | Walt Disney Co. | $2,323,000 | – | 27,090 | – | 1.10% | – |
| PG | New | Procter & Gamble, Inc. | $2,316,000 | – | 29,470 | – | 1.10% | – |
| PRU | New | Prudential Financial, Inc. | $2,229,000 | – | 25,115 | – | 1.06% | – |
| BA | New | Boeing Company | $2,216,000 | – | 17,420 | – | 1.05% | – |
| PPG | New | PPG Industries, Inc. | $2,153,000 | – | 10,245 | – | 1.02% | – |
| VZ | New | Verizon Communications Inc | $2,099,000 | – | 42,892 | – | 0.99% | – |
| MO | New | Altria Group, Inc. | $2,071,000 | – | 49,385 | – | 0.98% | – |
| MRK | New | Merck & Co., Inc. | $2,067,000 | – | 35,735 | – | 0.98% | – |
| INTC | New | Intel Corp. | $2,022,000 | – | 65,450 | – | 0.96% | – |
| HON | New | Honeywell International, Inc. | $1,794,000 | – | 19,305 | – | 0.85% | – |
| PEP | New | PepsiCo, Inc. | $1,785,000 | – | 19,975 | – | 0.84% | – |
| ORCL | New | Oracle Corp. | $1,778,000 | – | 43,865 | – | 0.84% | – |
| KO | New | Coca-Cola | $1,778,000 | – | 41,981 | – | 0.84% | – |
| SLB | New | Schlumberger Ltd. | $1,743,000 | – | 14,780 | – | 0.82% | – |
| WMT | New | Wal-Mart | $1,701,000 | – | 22,655 | – | 0.80% | – |
| TXN | New | Texas Instruments | $1,697,000 | – | 35,510 | – | 0.80% | – |
| PNC | New | PNC Financial Services Group | $1,694,000 | – | 19,022 | – | 0.80% | – |
| CELG | New | Celgene Corp. | $1,643,000 | – | 19,130 | – | 0.78% | – |
| USB | New | U.S. Bancorp | $1,565,000 | – | 36,117 | – | 0.74% | – |
| LLY | New | Lilly (Eli) & Co. | $1,562,000 | – | 25,125 | – | 0.74% | – |
| SO | New | Southern Co. | $1,562,000 | – | 34,410 | – | 0.74% | – |
| MCD | New | McDonald's Corp. | $1,523,000 | – | 15,115 | – | 0.72% | – |
| QCOM | New | Qualcomm Inc. | $1,499,000 | – | 18,925 | – | 0.71% | – |
| PFG | New | Principal Financial Group | $1,497,000 | – | 29,655 | – | 0.71% | – |
| TRV | New | The Travelers Companies, Inc. | $1,445,000 | – | 15,365 | – | 0.68% | – |
| MS | New | Morgan Stanley, Dean Witter, D | $1,400,000 | – | 43,300 | – | 0.66% | – |
| CVS | New | CVS Caremark Corp. | $1,395,000 | – | 18,505 | – | 0.66% | – |
| GOOGL | New | Google Inc. Cl A | $1,374,000 | – | 2,350 | – | 0.65% | – |
| CSCO | New | Cisco Systems | $1,357,000 | – | 54,620 | – | 0.64% | – |
| GOOG | New | Google Inc Cl C | $1,355,000 | – | 2,355 | – | 0.64% | – |
| UPS | New | United Parcel Services Cl B | $1,333,000 | – | 12,980 | – | 0.63% | – |
| AXP | New | American Express | $1,326,000 | – | 13,975 | – | 0.63% | – |
| TGT | New | Target Corp. | $1,315,000 | – | 22,690 | – | 0.62% | – |
| LOW | New | Lowe's Co. | $1,299,000 | – | 27,060 | – | 0.62% | – |
| MMC | New | Marsh & McLennan Companies, In | $1,266,000 | – | 24,425 | – | 0.60% | – |
| DD | New | Du Pont (E.I.) De Nemours & Co | $1,236,000 | – | 18,895 | – | 0.58% | – |
| WMB | New | Williams Cos. | $1,234,000 | – | 21,200 | – | 0.58% | – |
| UNP | New | Union Pacific | $1,230,000 | – | 12,330 | – | 0.58% | – |
| NOC | New | Northrop Grumman Corp. | $1,228,000 | – | 10,265 | – | 0.58% | – |
| UTX | New | United Technologies | $1,221,000 | – | 10,580 | – | 0.58% | – |
| SE | New | Spectra Energy Corp | $1,200,000 | – | 28,252 | – | 0.57% | – |
| GS | New | Goldman Sachs Group | $1,191,000 | – | 7,115 | – | 0.56% | – |
| EOG | New | EOG Resources | $1,188,000 | – | 10,170 | – | 0.56% | – |
| APC | New | Anadarko Petroleum Corp. | $1,187,000 | – | 10,840 | – | 0.56% | – |
| DUK | New | Duke Energy Corp. | $1,165,000 | – | 15,698 | – | 0.55% | – |
| GILD | New | Gilead Science Inc | $1,161,000 | – | 14,005 | – | 0.55% | – |
| EPD | New | Enterprise Products Partners L | $1,157,000 | – | 14,780 | – | 0.55% | – |
| AGN | New | Allergan, Inc. | $1,155,000 | – | 6,825 | – | 0.55% | – |
| TMO | New | Thermo Fisher Scientific Inc | $1,097,000 | – | 9,300 | – | 0.52% | – |
| SCHW | New | Charles Schwab Corp. | $1,085,000 | – | 40,305 | – | 0.51% | – |
| NFG | New | National Fuel Gas Co. | $1,081,000 | – | 13,800 | – | 0.51% | – |
| NI | New | Nisource Inc. | $1,082,000 | – | 27,500 | – | 0.51% | – |
| WES | New | Western Gas Partners | $1,078,000 | – | 14,100 | – | 0.51% | – |
| CBS | New | CBS Corp. | $1,061,000 | – | 17,067 | – | 0.50% | – |
| HAL | New | Halliburton Co. | $1,046,000 | – | 14,735 | – | 0.50% | – |
| HRB | New | Block H&R | $1,032,000 | – | 30,795 | – | 0.49% | – |
| SPG | New | Simon Property Group, Inc. | $1,015,000 | – | 6,105 | – | 0.48% | – |
| DCP | New | DCP Midstream Partners LP | $969,000 | – | 17,000 | – | 0.46% | – |
| TAP | New | Molson Coors Brewing Company | $962,000 | – | 12,975 | – | 0.46% | – |
| DHR | New | Danaher Corp. | $955,000 | – | 12,130 | – | 0.45% | – |
| ADBE | New | Adobe Systems | $924,000 | – | 12,765 | – | 0.44% | – |
| NEE | New | NextEra Energy Inc | $915,000 | – | 8,925 | – | 0.43% | – |
| WAG | New | Walgreen Co. | $904,000 | – | 12,200 | – | 0.43% | – |
| MAT | New | Mattel Inc. | $904,000 | – | 23,195 | – | 0.43% | – |
| IVZ | New | Invesco Ltd | $904,000 | – | 23,940 | – | 0.43% | – |
| MET | New | Metlife Inc | $905,000 | – | 16,280 | – | 0.43% | – |
| STT | New | State Street Corp. | $902,000 | – | 13,410 | – | 0.43% | – |
| POM | New | Pepco Holdings, Inc. | $897,000 | – | 32,650 | – | 0.42% | – |
| EMC | New | EMC Corp. | $891,000 | – | 33,845 | – | 0.42% | – |
| MDLZ | New | Mondelez International Inc | $888,000 | – | 23,605 | – | 0.42% | – |
| FCX | New | Freeport-McMoRan Inc | $881,000 | – | 24,140 | – | 0.42% | – |
| BK | New | Bank of New York Mellon Corp. | $863,000 | – | 23,030 | – | 0.41% | – |
| AJG | New | Arthur J. Gallagher & Co. | $862,000 | – | 18,495 | – | 0.41% | – |
| SDRL | New | Seadrill Ltd | $855,000 | – | 21,400 | – | 0.40% | – |
| ABBV | New | Abbvie Inc | $856,000 | – | 15,170 | – | 0.40% | – |
| ATVI | New | Activision Blizzard Inc | $853,000 | – | 38,235 | – | 0.40% | – |
| A309PS | New | DirectTV | $851,000 | – | 10,005 | – | 0.40% | – |
| OXY | New | Occidental Petroleum | $852,000 | – | 8,300 | – | 0.40% | – |
| LLTC | New | Linear Technology Corp. | $836,000 | – | 17,760 | – | 0.40% | – |
| ED | New | Consolidated Edison | $830,000 | – | 14,380 | – | 0.39% | – |
| D | New | Dominion Resources | $823,000 | – | 11,510 | – | 0.39% | – |
| MXIM | New | Maxim Integrated Products, Inc | $821,000 | – | 24,295 | – | 0.39% | – |
| FLS | New | Flowserve Corp. | $794,000 | – | 10,675 | – | 0.38% | – |
| TRP | New | Transcanada Pipelines Ltd | $793,000 | – | 16,610 | – | 0.38% | – |
| HOT | New | Starwood Hotels & Resorts Inc. | $785,000 | – | 9,715 | – | 0.37% | – |
| MYL | New | Mylan Inc. | $783,000 | – | 15,195 | – | 0.37% | – |
| CHD | New | Church & Dwight Co. | $782,000 | – | 11,175 | – | 0.37% | – |
| TUP | New | Tupperware Brands Corp | $778,000 | – | 9,300 | – | 0.37% | – |
| CMS | New | CMS Energy Corp. | $776,000 | – | 24,910 | – | 0.37% | – |
| COF | New | Capital One Financial | $772,000 | – | 9,345 | – | 0.37% | – |
| JCI | New | Johnson Controls, Inc. | $771,000 | – | 15,435 | – | 0.36% | – |
| UNH | New | United Health Group Inc. | $768,000 | – | 9,400 | – | 0.36% | – |
| APA | New | Apache Corp | $767,000 | – | 7,620 | – | 0.36% | – |
| DEM | New | Wisdomtree Emerging Markets Eq | $765,000 | – | 14,750 | – | 0.36% | – |
| R108 | New | Energizer Holdings Inc | $760,000 | – | 6,225 | – | 0.36% | – |
| DRI | New | Darden Restaurants Inc. | $750,000 | – | 16,215 | – | 0.36% | – |
| BP | New | BP plc ADR | $750,000 | – | 14,214 | – | 0.36% | – |
| EBAY | New | eBay Inc. | $750,000 | – | 14,975 | – | 0.36% | – |
| CLR | New | Continental Resources Inc | $743,000 | – | 4,700 | – | 0.35% | – |
| RDSA | New | Royal Dutch Shell PLC ADR | $737,000 | – | 8,950 | – | 0.35% | – |
| ATO | New | Atmos Energy Corp. | $738,000 | – | 13,825 | – | 0.35% | – |
| BHI | New | Baker Hughes | $735,000 | – | 9,875 | – | 0.35% | – |
| CMI | New | Cummins Inc | $726,000 | – | 4,705 | – | 0.34% | – |
| EQR | New | Equity Residential Properties | $718,000 | – | 11,400 | – | 0.34% | – |
| GAS | New | AGL Resources Inc. | $715,000 | – | 13,000 | – | 0.34% | – |
| HCP | New | HCP Inc | $715,000 | – | 17,275 | – | 0.34% | – |
| WEC | New | Wisconsin Energy Corp. | $703,000 | – | 14,980 | – | 0.33% | – |
| V107SC | New | WellPoint, Inc. | $701,000 | – | 6,510 | – | 0.33% | – |
| FDX | New | Fedex Corp. | $697,000 | – | 4,605 | – | 0.33% | – |
| ESRX | New | Express Scripts Holding Compan | $672,000 | – | 9,690 | – | 0.32% | – |
| BAX | New | Baxter International, Inc. | $663,000 | – | 9,175 | – | 0.31% | – |
| CNK | New | Cinemark Holdings Inc. | $658,000 | – | 18,600 | – | 0.31% | – |
| LB | New | L Brands Inc | $652,000 | – | 11,110 | – | 0.31% | – |
| HME | New | Home Properties Inc | $652,000 | – | 10,200 | – | 0.31% | – |
| BXP | New | Boston Properties Inc | $650,000 | – | 5,500 | – | 0.31% | – |
| GT | New | Goodyear Tire & Rubber Company | $648,000 | – | 23,310 | – | 0.31% | – |
| PX | New | Praxair, Inc. | $642,000 | – | 4,830 | – | 0.30% | – |
| KMI | New | Kinder Morgan Inc. | $641,000 | – | 17,685 | – | 0.30% | – |
| NOW | New | Servicenow Inc | $634,000 | – | 10,225 | – | 0.30% | – |
| ARCC | New | Ares Capital Corp | $624,000 | – | 34,925 | – | 0.30% | – |
| CAT | New | Caterpillar Inc. | $621,000 | – | 5,715 | – | 0.29% | – |
| STZ | New | Constellation Brands | $613,000 | – | 6,950 | – | 0.29% | – |
| DLR | New | Digital Realty | $612,000 | – | 10,500 | – | 0.29% | – |
| COL | New | Rockwell Collins Inc. | $611,000 | – | 7,825 | – | 0.29% | – |
| PAA | New | Plains All American Pipeline L | $607,000 | – | 10,100 | – | 0.29% | – |
| HES | New | Hess Corporation | $603,000 | – | 6,100 | – | 0.29% | – |
| MON | New | Monsanto Co. | $603,000 | – | 4,835 | – | 0.29% | – |
| BX | New | Blackstone Group LP | $602,000 | – | 18,000 | – | 0.28% | – |
| NOV | New | National Oilwell Varco Inc | $600,000 | – | 7,285 | – | 0.28% | – |
| F113PS | New | Covidien PLC | $600,000 | – | 6,653 | – | 0.28% | – |
| EEP | New | Enbridge Energy Partners LP | $594,000 | – | 16,075 | – | 0.28% | – |
| VAR | New | Varian Medical Systems Inc | $592,000 | – | 7,115 | – | 0.28% | – |
| FSC | New | Fifth Street Finance Corp | $590,000 | – | 60,040 | – | 0.28% | – |
| DVA | New | Davita Healthcare Partners Inc | $587,000 | – | 8,110 | – | 0.28% | – |
| PSEC | New | Prospect Capital Corp | $581,000 | – | 54,700 | – | 0.28% | – |
| BBBY | New | Bed Bath & Beyond Inc. | $575,000 | – | 10,020 | – | 0.27% | – |
| FTI | New | FMC Technologies Inc | $573,000 | – | 9,385 | – | 0.27% | – |
| GPC | New | Genuine Parts Co. | $571,000 | – | 6,500 | – | 0.27% | – |
| MKC | New | McCormick & Co. | $561,000 | – | 7,840 | – | 0.27% | – |
| RGC | New | Regal Entertainment Group - A | $560,000 | – | 26,525 | – | 0.26% | – |
| PPL | New | PPL Corp. | $557,000 | – | 15,675 | – | 0.26% | – |
| EXXIQ | New | Energy XXI Bermuda | $548,000 | – | 23,210 | – | 0.26% | – |
| ABT | New | Abbott Labs | $542,000 | – | 13,250 | – | 0.26% | – |
| PM | New | Philip Morris International In | $535,000 | – | 6,350 | – | 0.25% | – |
| FITB | New | Fifth Third Bancorp | $528,000 | – | 24,730 | – | 0.25% | – |
| CAM | New | Cameron International Corp | $523,000 | – | 7,720 | – | 0.25% | – |
| TIF | New | Tiffany & Co. | $520,000 | – | 5,185 | – | 0.25% | – |
| CE | New | Celanese Corp | $515,000 | – | 8,009 | – | 0.24% | – |
| BBT | New | BB&T Corporation | $515,000 | – | 13,050 | – | 0.24% | – |
| WIN | New | Windstream Holdings Inc | $513,000 | – | 51,501 | – | 0.24% | – |
| AKAM | New | Akamai Technologies Inc. | $511,000 | – | 8,365 | – | 0.24% | – |
| UDR | New | UDR Inc | $511,000 | – | 17,831 | – | 0.24% | – |
| SSW | New | Seaspan Corp | $506,000 | – | 21,600 | – | 0.24% | – |
| KORS | New | Michael Kors Holdings | $505,000 | – | 5,700 | – | 0.24% | – |
| PCL | New | Plum Creek Timber Co., Inc. | $505,000 | – | 11,200 | – | 0.24% | – |
| MAC | New | Macerich Co. | $503,000 | – | 7,543 | – | 0.24% | – |
| HE | New | Hawaiian Electric Ind. | $499,000 | – | 19,700 | – | 0.24% | – |
| COST | New | Costco Co. | $484,000 | – | 4,200 | – | 0.23% | – |
| KRFT | New | Kraft Foods Group Inc. | $475,000 | – | 7,920 | – | 0.22% | – |
| CAG | New | ConAgra Foods, Inc. | $472,000 | – | 15,900 | – | 0.22% | – |
| CTXS | New | Citrix Systems Inc | $472,000 | – | 7,540 | – | 0.22% | – |
| DBD | New | Diebold Inc | $455,000 | – | 11,325 | – | 0.22% | – |
| HCN | New | Health Care REIT, Inc. | $443,000 | – | 7,075 | – | 0.21% | – |
| LO | New | Lorillard Inc. | $442,000 | – | 7,250 | – | 0.21% | – |
| KIM | New | Kimco Realty Corp. | $437,000 | – | 19,000 | – | 0.21% | – |
| ESS | New | Essex Property Trust Inc | $428,000 | – | 2,315 | – | 0.20% | – |
| PTC | New | PTC Inc | $428,000 | – | 11,025 | – | 0.20% | – |
| CFN | New | Carefusion Corp. | $426,000 | – | 9,595 | – | 0.20% | – |
| DG | New | Dollar General | $421,000 | – | 7,340 | – | 0.20% | – |
| WBK | New | Westpac Banking Corp. Ltd ADR | $418,000 | – | 13,000 | – | 0.20% | – |
| PEG | New | Public Service Enterprise Grou | $416,000 | – | 10,200 | – | 0.20% | – |
| CVLT | New | Commvault Systems | $414,000 | – | 8,425 | – | 0.20% | – |
| CTSH | New | Cognizant Tech Solutions Corp. | $412,000 | – | 8,430 | – | 0.20% | – |
| COLM | New | Columbia Sportswear Co | $410,000 | – | 4,960 | – | 0.19% | – |
| SBUX | New | Starbucks Corp. | $407,000 | – | 5,265 | – | 0.19% | – |
| LPT | New | Liberty Property Trust | $405,000 | – | 10,675 | – | 0.19% | – |
| FFIV | New | F5 Networks Inc. | $401,000 | – | 3,595 | – | 0.19% | – |
| ATI | New | Allegheny Technologies Inc. | $400,000 | – | 8,865 | – | 0.19% | – |
| CHK | New | Chesapeake Energy Corp | $398,000 | – | 12,790 | – | 0.19% | – |
| OI | New | Owens-Illinois Inc | $394,000 | – | 11,360 | – | 0.19% | – |
| GLW | New | Corning Inc. | $394,000 | – | 17,930 | – | 0.19% | – |
| ZTS | New | Zoetis | $384,000 | – | 11,915 | – | 0.18% | – |
| APD | New | Air Products & Chemicals, Inc. | $367,000 | – | 2,850 | – | 0.17% | – |
| BRCM | New | Broadcom Corp | $362,000 | – | 9,740 | – | 0.17% | – |
| SYMC | New | Symantec Corp. | $350,000 | – | 15,305 | – | 0.17% | – |
| CRZO | New | Carrizo Oil & Gas Inc | $343,000 | – | 4,950 | – | 0.16% | – |
| TSRA | New | Tessera Technologies Inc. | $343,000 | – | 15,535 | – | 0.16% | – |
| FNSR | New | Finisar Corp | $337,000 | – | 17,075 | – | 0.16% | – |
| TM | New | Toyota Motor Corp. ADR | $329,000 | – | 2,750 | – | 0.16% | – |
| WRI | New | Weingarten Realty Investors | $327,000 | – | 9,950 | – | 0.16% | – |
| FOXA | New | Twenty-First Century Fox Inc | $325,000 | – | 9,250 | – | 0.15% | – |
| FTR | New | Frontier Communications Corp | $315,000 | – | 53,867 | – | 0.15% | – |
| ACM | New | Aecom Technology Corp | $309,000 | – | 9,590 | – | 0.15% | – |
| PNW | New | Pinnacle West Capital | $304,000 | – | 5,250 | – | 0.14% | – |
| SEE | New | Sealed Air Corp. | $296,000 | – | 8,665 | – | 0.14% | – |
| JOY | New | Joy Global Inc. | $292,000 | – | 4,740 | – | 0.14% | – |
| DOX | New | Amdocs Ltd | $292,000 | – | 6,300 | – | 0.14% | – |
| SFL | New | Ship Finance Intl Ltd | $286,000 | – | 15,380 | – | 0.14% | – |
| DGX | New | Quest Diagnostics Inc | $271,000 | – | 4,610 | – | 0.13% | – |
| NYCB | New | New York Community Bancorp | $265,000 | – | 16,600 | – | 0.12% | – |
| HOLX | New | Hologic Inc | $257,000 | – | 10,150 | – | 0.12% | – |
| RIG | New | Transocean Ltd | $256,000 | – | 5,684 | – | 0.12% | – |
| ENDP | New | Endo International PLC | $254,000 | – | 3,625 | – | 0.12% | – |
| CMA | New | Comerica, Inc. | $251,000 | – | 5,000 | – | 0.12% | – |
| DOFSQ | New | Diamond Offshore Drilling | $244,000 | – | 4,925 | – | 0.12% | – |
| DRE | New | Duke Realty Corp. | $242,000 | – | 13,300 | – | 0.12% | – |
| BWP | New | Boardwalk Pipeline Partners L. | $236,000 | – | 12,750 | – | 0.11% | – |
| EXPR | New | Express | $237,000 | – | 13,915 | – | 0.11% | – |
| AAIC | New | Arlington Asset Investment Cor | $232,000 | – | 8,500 | – | 0.11% | – |
| NVO | New | Novo Nordisk ADR | $231,000 | – | 5,000 | – | 0.11% | – |
| NVS | New | Novartis ADR | $226,000 | – | 2,500 | – | 0.11% | – |
| SNDK | New | Sandisk Corp. | $219,000 | – | 2,100 | – | 0.10% | – |
| RF | New | Regions Financial Corp. | $150,000 | – | 14,137 | – | 0.07% | – |
| MUFG | New | Mitsubishi UFJ Financial Group | $134,000 | – | 21,800 | – | 0.06% | – |
| KMIWS | New | Kinder Morgan Inc Del Warrant | $36,000 | – | 13,071 | – | 0.02% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KMIWS | Exit | Kinder Morgan Inc Del Warrant | $0 | – | -13,263 | – | -0.04% | – |
| RF | Exit | Regions Financial Corp. | $0 | – | -14,137 | – | -0.07% | – |
| MUFG | Exit | Mitsubishi UFJ Financial Group | $0 | – | -21,800 | – | -0.08% | – |
| FTR | Exit | Frontier Communications Corp | $0 | – | -46,485 | – | -0.11% | – |
| PSEC | Exit | Prospect Capital Corp | $0 | – | -17,700 | – | -0.11% | – |
| POM | Exit | Pepco Holdings, Inc. | $0 | – | -10,800 | – | -0.11% | – |
| SFL | Exit | Ship Finance Intl Ltd | $0 | – | -13,100 | – | -0.11% | – |
| FSC | Exit | Fifth Street Finance Corp | $0 | – | -19,400 | – | -0.11% | – |
| ARCC | Exit | Ares Capital Corp | $0 | – | -11,575 | – | -0.11% | – |
| PAY | Exit | Verifone Holdings Inc | $0 | – | -8,895 | – | -0.12% | – |
| CLI | Exit | Mack-Cali Realty Corp. | $0 | – | -9,300 | – | -0.12% | – |
| DRE | Exit | Duke Realty Corp. | $0 | – | -13,300 | – | -0.12% | – |
| HOLX | Exit | Hologic Inc | $0 | – | -10,150 | – | -0.12% | – |
| NYCB | Exit | New York Community Bancorp | $0 | – | -14,100 | – | -0.12% | – |
| CLF | Exit | Cliffs Natural Resources Inc | $0 | – | -10,825 | – | -0.13% | – |
| DOX | Exit | Amdocs Ltd | $0 | – | -6,300 | – | -0.13% | – |
| SEE | Exit | Sealed Air Corp. | $0 | – | -8,680 | – | -0.13% | – |
| JOY | Exit | Joy Global Inc. | $0 | – | -4,765 | – | -0.14% | – |
| RIG | Exit | Transocean Ltd | $0 | – | -5,849 | – | -0.15% | – |
| GLW | Exit | Corning Inc. | $0 | – | -18,045 | – | -0.15% | – |
| ATI | Exit | Allegheny Technologies Inc. | $0 | – | -9,165 | – | -0.16% | – |
| PNW | Exit | Pinnacle West Capital | $0 | – | -5,250 | – | -0.16% | – |
| AA | Exit | Alcoa Inc. | $0 | – | -35,585 | – | -0.16% | – |
| DGX | Exit | Quest Diagnostics Inc | $0 | – | -4,700 | – | -0.16% | – |
| WRI | Exit | Weingarten Realty Investors | $0 | – | -9,950 | – | -0.17% | – |
| LO | Exit | Lorillard Inc. | $0 | – | -6,625 | – | -0.17% | – |
| DBD | Exit | Diebold Inc | $0 | – | -10,200 | – | -0.17% | – |
| COLM | Exit | Columbia Sportswear Co | $0 | – | -4,985 | – | -0.17% | – |
| ACM | Exit | Aecom Technology Corp | $0 | – | -9,665 | – | -0.17% | – |
| TSRA | Exit | Tessera Technologies Inc. | $0 | – | -15,610 | – | -0.17% | – |
| BRCM | Exit | Broadcom Corp | $0 | – | -11,610 | – | -0.17% | – |
| APD | Exit | Air Products & Chemicals, Inc. | $0 | – | -2,850 | – | -0.17% | – |
| NUAN | Exit | Nuance Communications Inc | $0 | – | -16,425 | – | -0.17% | – |
| COH | Exit | Coach Inc | $0 | – | -5,675 | – | -0.18% | – |
| FFIV | Exit | F5 Networks Inc. | $0 | – | -3,610 | – | -0.18% | – |
| EXPR | Exit | Express | $0 | – | -13,990 | – | -0.19% | – |
| CHK | Exit | Chesapeake Energy Corp | $0 | – | -12,830 | – | -0.19% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -10,300 | – | -0.19% | – |
| XRX | Exit | Xerox Corp. | $0 | – | -33,175 | – | -0.19% | – |
| CTSH | Exit | Cognizant Tech Solutions Corp. | $0 | – | -4,235 | – | -0.20% | – |
| LPT | Exit | Liberty Property Trust | $0 | – | -9,800 | – | -0.20% | – |
| TM | Exit | Toyota Motor Corp. ADR | $0 | – | -2,750 | – | -0.20% | – |
| CFN | Exit | Carefusion Corp. | $0 | – | -9,635 | – | -0.20% | – |
| BWP | Exit | Boardwalk Pipeline Partners L. | $0 | – | -12,100 | – | -0.21% | – |
| WBK | Exit | Westpac Banking Corp. Ltd ADR | $0 | – | -12,000 | – | -0.21% | – |
| ZTS | Exit | Zoetis | $0 | – | -11,935 | – | -0.21% | – |
| KIM | Exit | Kimco Realty Corp. | $0 | – | -19,000 | – | -0.22% | – |
| SYMC | Exit | Symantec Corp. | $0 | – | -15,575 | – | -0.22% | – |
| FNSR | Exit | Finisar Corp | $0 | – | -17,165 | – | -0.22% | – |
| WIN | Exit | Windstream Holdings Inc | $0 | – | -48,816 | – | -0.22% | – |
| BRE | Exit | BRE Properties | $0 | – | -7,800 | – | -0.22% | – |
| STZ | Exit | Constellation Brands | $0 | – | -6,950 | – | -0.23% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -5,210 | – | -0.23% | – |
| F113PS | Exit | Covidien PLC | $0 | – | -6,665 | – | -0.23% | – |
| HCN | Exit | Health Care REIT, Inc. | $0 | – | -6,575 | – | -0.23% | – |
| DG | Exit | Dollar General | $0 | – | -7,375 | – | -0.24% | – |
| KRFT | Exit | Kraft Foods Group Inc. | $0 | – | -7,947 | – | -0.24% | – |
| UDR | Exit | UDR Inc | $0 | – | -17,831 | – | -0.24% | – |
| BX | Exit | Blackstone Group LP | $0 | – | -17,100 | – | -0.24% | – |
| MAC | Exit | Macerich Co. | $0 | – | -7,543 | – | -0.24% | – |
| BBT | Exit | BB&T Corporation | $0 | – | -13,075 | – | -0.25% | – |
| FITB | Exit | Fifth Third Bancorp | $0 | – | -24,755 | – | -0.25% | – |
| PPL | Exit | PPL Corp. | $0 | – | -14,790 | – | -0.26% | – |
| CAM | Exit | Cameron International Corp | $0 | – | -7,760 | – | -0.26% | – |
| EEP | Exit | Enbridge Energy Partners LP | $0 | – | -15,125 | – | -0.26% | – |
| DVA | Exit | Davita Healthcare Partners Inc | $0 | – | -8,130 | – | -0.26% | – |
| RGC | Exit | Regal Entertainment Group - A | $0 | – | -24,800 | – | -0.27% | – |
| HES | Exit | Hess Corporation | $0 | – | -6,100 | – | -0.27% | – |
| AKAM | Exit | Akamai Technologies Inc. | $0 | – | -9,185 | – | -0.27% | – |
| CAT | Exit | Caterpillar Inc. | $0 | – | -5,740 | – | -0.27% | – |
| COST | Exit | Costco Co. | $0 | – | -4,200 | – | -0.28% | – |
| CAG | Exit | ConAgra Foods, Inc. | $0 | – | -16,050 | – | -0.28% | – |
| BHI | Exit | Baker Hughes | $0 | – | -9,920 | – | -0.28% | – |
| HE | Exit | Hawaiian Electric Ind. | $0 | – | -19,900 | – | -0.28% | – |
| PAA | Exit | Plains All American Pipeline L | $0 | – | -9,450 | – | -0.28% | – |
| ABT | Exit | Abbott Labs. | $0 | – | -15,045 | – | -0.28% | – |
| CLR | Exit | Continental Resources Inc | $0 | – | -4,705 | – | -0.29% | – |
| MON | Exit | Monsanto Co. | $0 | – | -4,860 | – | -0.29% | – |
| MKC | Exit | McCormick & Co. | $0 | – | -7,880 | – | -0.29% | – |
| SSW | Exit | Seaspan Corp | $0 | – | -21,100 | – | -0.29% | – |
| PCL | Exit | Plum Creek Timber Co., Inc. | $0 | – | -11,200 | – | -0.30% | – |
| GT | Exit | Goodyear Tire & Rubber Company | $0 | – | -23,435 | – | -0.30% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -6,500 | – | -0.30% | – |
| DLR | Exit | Digital Realty | $0 | – | -10,000 | – | -0.30% | – |
| VAR | Exit | Varian Medical Systems Inc | $0 | – | -7,130 | – | -0.30% | – |
| COL | Exit | Rockwell Collins Inc. | $0 | – | -7,865 | – | -0.30% | – |
| FTI | Exit | FMC Technologies Inc | $0 | – | -9,750 | – | -0.31% | – |
| V107SC | Exit | WellPoint, Inc. | $0 | – | -6,545 | – | -0.31% | – |
| PM | Exit | Philip Morris International In | $0 | – | -6,350 | – | -0.31% | – |
| RDSA | Exit | Royal Dutch Shell PLC | $0 | – | -8,375 | – | -0.31% | – |
| BP | Exit | BP plc ADR | $0 | – | -13,464 | – | -0.32% | – |
| R108 | Exit | Energizer Holdings Inc | $0 | – | -6,245 | – | -0.32% | – |
| NOV | Exit | National Oilwell Varco Inc | $0 | – | -7,320 | – | -0.32% | – |
| MYL | Exit | Mylan Inc. | $0 | – | -15,270 | – | -0.33% | – |
| PX | Exit | Praxair, Inc. | $0 | – | -4,855 | – | -0.33% | – |
| FDX | Exit | Fedex Corp. | $0 | – | -5,120 | – | -0.33% | – |
| BXP | Exit | Boston Properties Inc | $0 | – | -5,500 | – | -0.33% | – |
| ATO | Exit | Atmos Energy Corp. | $0 | – | -13,825 | – | -0.33% | – |
| CNK | Exit | Cinemark Holdings Inc. | $0 | – | -18,600 | – | -0.34% | – |
| ESRX | Exit | Express Scripts Holding Compan | $0 | – | -9,730 | – | -0.34% | – |
| A309PS | Exit | DirectTV | $0 | – | -10,035 | – | -0.34% | – |
| KMI | Exit | Kinder Morgan Inc. | $0 | – | -16,897 | – | -0.34% | – |
| GAS | Exit | AGL Resources Inc. | $0 | – | -13,100 | – | -0.34% | – |
| BAX | Exit | Baxter International, Inc. | $0 | – | -9,200 | – | -0.34% | – |
| WEC | Exit | Wisconsin Energy Corp. | $0 | – | -15,120 | – | -0.35% | – |
| EQR | Exit | Equity Residential Properties | $0 | – | -11,400 | – | -0.35% | – |
| AGN | Exit | Allergan, Inc. | $0 | – | -6,835 | – | -0.35% | – |
| CMI | Exit | Cummins Inc | $0 | – | -4,720 | – | -0.36% | – |
| JCI | Exit | Johnson Controls, Inc. | $0 | – | -15,500 | – | -0.36% | – |
| COF | Exit | Capital One Financial | $0 | – | -9,390 | – | -0.37% | – |
| TAP | Exit | Molson Coors Brewing Company | $0 | – | -13,055 | – | -0.37% | – |
| HOT | Exit | Starwood Hotels & Resorts Inc. | $0 | – | -9,835 | – | -0.37% | – |
| WAG | Exit | Walgreen Co. | $0 | – | -12,285 | – | -0.38% | – |
| CMS | Exit | CMS Energy Corp. | $0 | – | -25,175 | – | -0.38% | – |
| ADBE | Exit | Adobe Systems | $0 | – | -12,825 | – | -0.38% | – |
| FLS | Exit | Flowserve Corp. | $0 | – | -10,735 | – | -0.38% | – |
| CHD | Exit | Church & Dwight Co. | $0 | – | -11,220 | – | -0.38% | – |
| UNH | Exit | United Health Group Inc. | $0 | – | -9,445 | – | -0.38% | – |
| HCP | Exit | HCP Inc | $0 | – | -16,600 | – | -0.39% | – |
| ABBV | Exit | Abbvie Inc | $0 | – | -15,255 | – | -0.39% | – |
| LB | Exit | L Brands Inc | $0 | – | -11,240 | – | -0.39% | – |
| BK | Exit | Bank of New York Mellon Corp. | $0 | – | -23,115 | – | -0.40% | – |
| TRP | Exit | Transcanada Pipelines Ltd | $0 | – | -16,030 | – | -0.40% | – |
| LLTC | Exit | Linear Technology Corp. | $0 | – | -17,990 | – | -0.40% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -14,860 | – | -0.41% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -9,020 | – | -0.41% | – |
| DRI | Exit | Darden Restaurants Inc. | $0 | – | -15,635 | – | -0.41% | – |
| D | Exit | Dominion Resources | $0 | – | -11,640 | – | -0.41% | – |
| MXIM | Exit | Maxim Integrated Products, Inc | $0 | – | -24,450 | – | -0.41% | – |
| WMB | Exit | Williams Cos. | $0 | – | -20,450 | – | -0.42% | – |
| MDLZ | Exit | Mondelez International Inc | $0 | – | -23,680 | – | -0.42% | – |
| DEM | Exit | Wisdomtree Emerging Markets Eq | $0 | – | -14,750 | – | -0.43% | – |
| IVZ | Exit | Invesco Ltd | $0 | – | -23,980 | – | -0.43% | – |
| MET | Exit | Metlife Inc | $0 | – | -16,380 | – | -0.44% | – |
| BBBY | Exit | Bed Bath & Beyond Inc. | $0 | – | -10,065 | – | -0.44% | – |
| OXY | Exit | Occidental Petroleum | $0 | – | -8,340 | – | -0.44% | – |
| ED | Exit | Consolidated Edison | $0 | – | -14,420 | – | -0.45% | – |
| TUP | Exit | Tupperware Brands Corp | $0 | – | -9,300 | – | -0.46% | – |
| FCX | Exit | Freeport-McMoRan Copper & Gold | $0 | – | -24,320 | – | -0.46% | – |
| AJG | Exit | Arthur J. Gallagher & Co. | $0 | – | -18,560 | – | -0.46% | – |
| DCP | Exit | DCP Midstream Partners LP | $0 | – | -16,475 | – | -0.46% | – |
| DOFSQ | Exit | Diamond Offshore Drilling | $0 | – | -13,170 | – | -0.47% | – |
| HRB | Exit | Block H&R | $0 | – | -31,135 | – | -0.47% | – |
| SCHW | Exit | Charles Schwab Corp. | $0 | – | -40,370 | – | -0.48% | – |
| NI | Exit | Nisource Inc. | $0 | – | -27,570 | – | -0.48% | – |
| WES | Exit | Western Gas Partners | $0 | – | -14,200 | – | -0.48% | – |
| TMO | Exit | Thermo Fisher Scientific Inc | $0 | – | -9,335 | – | -0.49% | – |
| EOG | Exit | EOG Resources | $0 | – | -5,110 | – | -0.49% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -14,265 | – | -0.50% | – |
| EMC | Exit | EMC Corp. | $0 | – | -34,125 | – | -0.50% | – |
| STT | Exit | State Street Corp. | $0 | – | -13,450 | – | -0.50% | – |
| SPG | Exit | Simon Property Group, Inc. | $0 | – | -6,105 | – | -0.51% | – |
| GILD | Exit | Gilead Science Inc | $0 | – | -14,480 | – | -0.52% | – |
| SDRL | Exit | Seadrill Ltd | $0 | – | -20,800 | – | -0.53% | – |
| NFG | Exit | National Fuel Gas Co. | $0 | – | -13,900 | – | -0.54% | – |
| DHR | Exit | Danaher Corp. | $0 | – | -13,850 | – | -0.54% | – |
| UNP | Exit | Union Pacific | $0 | – | -6,235 | – | -0.55% | – |
| MAT | Exit | Mattel Inc. | $0 | – | -23,250 | – | -0.55% | – |
| SE | Exit | Spectra Energy Corp | $0 | – | -28,752 | – | -0.56% | – |
| NOC | Exit | Northrop Grumman Corp. | $0 | – | -10,430 | – | -0.56% | – |
| APC | Exit | Anadarko Petroleum Corp. | $0 | – | -10,885 | – | -0.58% | – |
| CBS | Exit | CBS Corp. | $0 | – | -18,437 | – | -0.58% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -152,741 | – | -0.58% | – |
| CVS | Exit | CVS Caremark Corp. | $0 | – | -18,755 | – | -0.60% | – |
| AXP | Exit | American Express | $0 | – | -14,085 | – | -0.60% | – |
| MMC | Exit | Marsh & McLennan Companies, In | $0 | – | -24,575 | – | -0.61% | – |
| GS | Exit | Goldman Sachs Group | $0 | – | -7,205 | – | -0.65% | – |
| UTX | Exit | United Technologies | $0 | – | -10,670 | – | -0.65% | – |
| DD | Exit | Du Pont (E.I.) De Nemours & Co | $0 | – | -19,850 | – | -0.66% | – |
| MS | Exit | Morgan Stanley, Dean Witter, D | $0 | – | -43,615 | – | -0.67% | – |
| UPS | Exit | United Parcel Services Cl B | $0 | – | -13,450 | – | -0.70% | – |
| LLY | Exit | Lilly (Eli) & Co. | $0 | – | -24,665 | – | -0.70% | – |
| PFG | Exit | Principal Financial Group | $0 | – | -29,765 | – | -0.72% | – |
| QCOM | Exit | Qualcomm Inc. | $0 | – | -18,995 | – | -0.73% | – |
| CSCO | Exit | Cisco Systems | $0 | – | -55,290 | – | -0.74% | – |
| TRV | Exit | The Travelers Companies, Inc. | $0 | – | -15,475 | – | -0.74% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -14,900 | – | -0.75% | – |
| USB | Exit | U.S. Bancorp | $0 | – | -36,332 | – | -0.76% | – |
| LOW | Exit | Lowe's Co. | $0 | – | -28,185 | – | -0.76% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -19,187 | – | -0.79% | – |
| SO | Exit | Southern Co. | $0 | – | -34,255 | – | -0.80% | – |
| TXN | Exit | Texas Instruments | $0 | – | -35,800 | – | -0.82% | – |
| TGT | Exit | Target Corp. | $0 | – | -22,915 | – | -0.83% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -44,275 | – | -0.83% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -15,590 | – | -0.85% | – |
| CELG | Exit | Celgene Corp. | $0 | – | -9,810 | – | -0.86% | – |
| PEP | Exit | PepsiCo, Inc. | $0 | – | -20,095 | – | -0.91% | – |
| KO | Exit | Coca-Cola | $0 | – | -42,211 | – | -0.91% | – |
| HON | Exit | Honeywell International, Inc. | $0 | – | -19,365 | – | -0.91% | – |
| MO | Exit | Altria Group, Inc. | $0 | – | -48,575 | – | -0.95% | – |
| MRK | Exit | Merck & Co., Inc. | $0 | – | -36,065 | – | -0.98% | – |
| WMT | Exit | Wal-Mart | $0 | – | -23,375 | – | -0.98% | – |
| PPG | Exit | PPG Industries, Inc. | $0 | – | -10,380 | – | -0.98% | – |
| INTC | Exit | Intel Corp. | $0 | – | -76,315 | – | -0.99% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -28,290 | – | -1.04% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -41,710 | – | -1.11% | – |
| PRU | Exit | Prudential Financial, Inc. | $0 | – | -25,355 | – | -1.12% | – |
| WFC | Exit | Wells Fargo Co. | $0 | – | -48,540 | – | -1.14% | – |
| BA | Exit | Boeing Company | $0 | – | -17,470 | – | -1.17% | – |
| GOOGL | Exit | Google Inc. Cl A | $0 | – | -2,460 | – | -1.22% | – |
| HD | Exit | Home Depot, Inc. | $0 | – | -30,150 | – | -1.30% | – |
| PG | Exit | Procter & Gamble, Inc. | $0 | – | -30,495 | – | -1.31% | – |
| PFE | Exit | Pfizer, Inc. | $0 | – | -83,529 | – | -1.36% | – |
| JPM | Exit | JPMorgan Chase & Co. | $0 | – | -48,550 | – | -1.42% | – |
| IBM | Exit | International Business Machine | $0 | – | -14,275 | – | -1.50% | – |
| T | Exit | AT&T Inc. | $0 | – | -80,670 | – | -1.55% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -22,883 | – | -1.58% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -32,455 | – | -1.60% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -85,725 | – | -1.62% | – |
| GE | Exit | General Electric Co. | $0 | – | -128,185 | – | -1.74% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -37,610 | – | -1.84% | – |
| AAPL | Exit | Apple Inc | $0 | – | -8,105 | – | -2.19% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | Apple Inc | $3,864,000 | +14.0% | 8,105 | -5.2% | 2.19% | +14.0% |
| XOM | Sell | Exxon Mobil Corp. | $3,236,000 | -11.8% | 37,610 | -7.4% | 1.84% | -11.9% |
| GE | Sell | General Electric Co. | $3,062,000 | -2.3% | 128,185 | -5.2% | 1.74% | -2.3% |
| MSFT | Sell | Microsoft Corp | $2,853,000 | -8.7% | 85,725 | -5.3% | 1.62% | -8.7% |
| JNJ | Sell | Johnson & Johnson | $2,814,000 | -3.5% | 32,455 | -4.4% | 1.60% | -3.4% |
| CVX | Sell | Chevron Corp. | $2,780,000 | -0.3% | 22,883 | -2.8% | 1.58% | -0.3% |
| T | Sell | AT&T Inc. | $2,728,000 | -8.3% | 80,670 | -4.0% | 1.55% | -8.3% |
| IBM | Sell | International Business Machine | $2,643,000 | -6.9% | 14,275 | -3.9% | 1.50% | -6.9% |
| JPM | Sell | JPMorgan Chase & Co. | $2,510,000 | -7.1% | 48,550 | -5.2% | 1.42% | -7.2% |
| PFE | Sell | Pfizer, Inc. | $2,399,000 | +2.4% | 83,529 | -0.1% | 1.36% | +2.4% |
| PG | Sell | Procter & Gamble, Inc. | $2,305,000 | -5.8% | 30,495 | -4.1% | 1.31% | -5.8% |
| HD | Sell | Home Depot, Inc. | $2,287,000 | -5.1% | 30,150 | -3.1% | 1.30% | -5.1% |
| GOOGL | Sell | Google Inc. Cl A | $2,155,000 | -5.5% | 2,460 | -5.0% | 1.22% | -5.5% |
| BA | Sell | Boeing Company | $2,053,000 | +11.2% | 17,470 | -3.1% | 1.17% | +11.2% |
| WFC | Sell | Wells Fargo Co. | $2,006,000 | -4.9% | 48,540 | -5.0% | 1.14% | -4.9% |
| PRU | Sell | Prudential Financial, Inc. | $1,977,000 | +2.6% | 25,355 | -3.9% | 1.12% | +2.7% |
| VZ | Sell | Verizon Communications Inc. | $1,947,000 | -10.7% | 41,710 | -3.7% | 1.11% | -10.7% |
| DIS | Sell | Walt Disney Co. | $1,824,000 | -2.7% | 28,290 | -4.7% | 1.04% | -2.7% |
| INTC | Sell | Intel Corp. | $1,749,000 | -10.5% | 76,315 | -5.3% | 0.99% | -10.5% |
| PPG | Sell | PPG Industries, Inc. | $1,734,000 | +10.2% | 10,380 | -3.4% | 0.98% | +10.3% |
| WMT | Sell | Wal-Mart | $1,729,000 | -5.1% | 23,375 | -4.4% | 0.98% | -5.0% |
| MRK | Sell | Merck & Co., Inc. | $1,717,000 | -1.7% | 36,065 | -4.0% | 0.98% | -1.7% |
| MO | Sell | Altria Group, Inc. | $1,669,000 | -4.7% | 48,575 | -2.9% | 0.95% | -4.6% |
| HON | Sell | Honeywell International, Inc. | $1,608,000 | +0.8% | 19,365 | -3.7% | 0.91% | +0.8% |
| KO | Sell | Coca-Cola | $1,599,000 | -8.6% | 42,211 | -3.2% | 0.91% | -8.6% |
| PEP | Sell | PepsiCo, Inc. | $1,598,000 | -6.3% | 20,095 | -3.6% | 0.91% | -6.4% |
| CELG | Sell | Celgene Corp. | $1,512,000 | +31.6% | 9,810 | -0.1% | 0.86% | +31.5% |
| MCD | Sell | McDonald's Corp. | $1,500,000 | -6.5% | 15,590 | -3.9% | 0.85% | -6.6% |
| ORCL | Sell | Oracle Corp. | $1,469,000 | +2.9% | 44,275 | -4.7% | 0.83% | +3.0% |
| TGT | Sell | Target Corp. | $1,466,000 | -11.0% | 22,915 | -4.2% | 0.83% | -11.0% |
| TXN | Sell | Texas Instruments | $1,442,000 | +10.0% | 35,800 | -4.8% | 0.82% | +9.9% |
| SO | Sell | Southern Co. | $1,411,000 | -9.8% | 34,255 | -3.3% | 0.80% | -9.8% |
| PNC | Sell | PNC Financial Services Group | $1,390,000 | -4.8% | 19,187 | -4.2% | 0.79% | -4.8% |
| LOW | Sell | Lowe's Co. | $1,342,000 | +6.4% | 28,185 | -8.6% | 0.76% | +6.4% |
| USB | Sell | U.S. Bancorp | $1,329,000 | -4.0% | 36,332 | -5.2% | 0.76% | -4.1% |
| SLB | Sell | Schlumberger Ltd. | $1,317,000 | +16.8% | 14,900 | -5.3% | 0.75% | +16.7% |
| TRV | Sell | The Travelers Companies, Inc. | $1,312,000 | +0.8% | 15,475 | -4.9% | 0.74% | +0.8% |
| CSCO | Sell | Cisco Systems | $1,295,000 | -8.4% | 55,290 | -4.7% | 0.74% | -8.4% |
| QCOM | Sell | Qualcomm Inc. | $1,279,000 | +4.9% | 18,995 | -4.8% | 0.73% | +4.9% |
| PFG | Sell | Principal Financial Group | $1,275,000 | +10.5% | 29,765 | -3.4% | 0.72% | +10.5% |
| LLY | Sell | Lilly (Eli) & Co. | $1,241,000 | -1.4% | 24,665 | -3.7% | 0.70% | -1.3% |
| UPS | Sell | United Parcel Services Cl B | $1,229,000 | +1.9% | 13,450 | -3.6% | 0.70% | +1.9% |
| MS | Sell | Morgan Stanley, Dean Witter, D | $1,175,000 | +4.0% | 43,615 | -5.7% | 0.67% | +3.9% |
| DD | Sell | Du Pont (E.I.) De Nemours & Co | $1,162,000 | +6.9% | 19,850 | -4.1% | 0.66% | +7.0% |
| UTX | Sell | United Technologies | $1,150,000 | +11.0% | 10,670 | -4.3% | 0.65% | +11.1% |
| GS | Sell | Goldman Sachs Group | $1,140,000 | -3.2% | 7,205 | -7.5% | 0.65% | -3.3% |
| MMC | Sell | Marsh & McLennan Companies, In | $1,070,000 | +5.6% | 24,575 | -3.2% | 0.61% | +5.7% |
| AXP | Sell | American Express | $1,064,000 | -3.5% | 14,085 | -4.5% | 0.60% | -3.5% |
| CVS | Sell | CVS Caremark Corp. | $1,064,000 | -5.6% | 18,755 | -4.8% | 0.60% | -5.6% |
| DUK | Buy | Duke Energy Corp. | $1,020,000 | -4.5% | 152,741 | +865.6% | 0.58% | -4.6% |
| CBS | Sell | CBS Corp. | $1,017,000 | +8.7% | 18,437 | -3.8% | 0.58% | +8.5% |
| APC | Sell | Anadarko Petroleum Corp. | $1,012,000 | +0.6% | 10,885 | -7.0% | 0.58% | +0.7% |
| NOC | Sell | Northrop Grumman Corp. | $994,000 | +10.0% | 10,430 | -4.5% | 0.56% | +9.9% |
| SE | Sell | Spectra Energy Corp | $984,000 | -3.3% | 28,752 | -2.6% | 0.56% | -3.3% |
| MAT | Sell | Mattel Inc. | $974,000 | -9.6% | 23,250 | -2.2% | 0.55% | -9.6% |
| UNP | Sell | Union Pacific | $969,000 | -4.2% | 6,235 | -4.9% | 0.55% | -4.2% |
| DHR | Sell | Danaher Corp. | $960,000 | +4.5% | 13,850 | -4.6% | 0.54% | +4.4% |
| GILD | Sell | Gilead Science Inc | $910,000 | +22.5% | 14,480 | -0.1% | 0.52% | +22.5% |
| STT | Sell | State Street Corp. | $884,000 | -5.7% | 13,450 | -6.4% | 0.50% | -5.6% |
| EMC | Sell | EMC Corp. | $872,000 | +6.0% | 34,125 | -2.1% | 0.50% | +6.0% |
| EPD | Sell | Enterprise Products Partners L | $871,000 | -1.8% | 14,265 | -0.1% | 0.50% | -1.8% |
| EOG | Sell | EOG Resources | $865,000 | +20.0% | 5,110 | -6.7% | 0.49% | +20.0% |
| TMO | Sell | Thermo Fisher Scientific Inc | $860,000 | +3.1% | 9,335 | -5.2% | 0.49% | +3.0% |
| NI | Sell | Nisource Inc. | $852,000 | +4.2% | 27,570 | -3.5% | 0.48% | +4.1% |
| SCHW | Sell | Charles Schwab Corp. | $853,000 | -3.6% | 40,370 | -3.1% | 0.48% | -3.8% |
| HRB | Sell | Block H&R | $830,000 | -6.3% | 31,135 | -2.5% | 0.47% | -6.4% |
| DOFSQ | Sell | Diamond Offshore Drilling | $821,000 | -12.0% | 13,170 | -2.9% | 0.47% | -12.1% |
| AJG | Sell | Arthur J. Gallagher & Co. | $810,000 | -2.8% | 18,560 | -2.7% | 0.46% | -2.7% |
| FCX | Sell | Freeport-McMoRan Copper & Gold | $805,000 | +15.7% | 24,320 | -3.6% | 0.46% | +15.7% |
| ED | Sell | Consolidated Edison | $795,000 | -7.7% | 14,420 | -2.3% | 0.45% | -7.8% |
| OXY | Sell | Occidental Petroleum | $780,000 | -1.0% | 8,340 | -5.5% | 0.44% | -1.1% |
| BBBY | Sell | Bed Bath & Beyond Inc. | $779,000 | +4.0% | 10,065 | -4.6% | 0.44% | +4.0% |
| MET | Sell | Metlife Inc | $769,000 | -4.6% | 16,380 | -7.0% | 0.44% | -4.6% |
| IVZ | Sell | Invesco Ltd | $765,000 | -2.2% | 23,980 | -2.5% | 0.43% | -2.3% |
| DEM | New | Wisdomtree Emerging Markets Eq | $762,000 | – | 14,750 | – | 0.43% | – |
| MDLZ | Sell | Mondelez International Inc | $744,000 | +6.7% | 23,680 | -3.1% | 0.42% | +6.6% |
| MXIM | Sell | Maxim Integrated Products, Inc | $729,000 | +3.3% | 24,450 | -3.8% | 0.41% | +3.2% |
| D | Sell | Dominion Resources | $727,000 | +6.4% | 11,640 | -3.2% | 0.41% | +6.4% |
| DRI | Sell | Darden Restaurants Inc. | $724,000 | -10.6% | 15,635 | -2.6% | 0.41% | -10.7% |
| NEE | Sell | NextEra Energy Inc | $723,000 | -4.4% | 9,020 | -2.8% | 0.41% | -4.2% |
| HAL | Sell | Halliburton Co. | $716,000 | +7.8% | 14,860 | -6.6% | 0.41% | +8.0% |
| LLTC | Sell | Linear Technology Corp. | $713,000 | +3.5% | 17,990 | -3.7% | 0.40% | +3.6% |
| TRP | Sell | Transcanada Pipelines Ltd | $704,000 | -1.3% | 16,030 | -3.1% | 0.40% | -1.2% |
| BK | Sell | Bank of New York Mellon Corp. | $698,000 | +1.7% | 23,115 | -5.4% | 0.40% | +1.5% |
| LB | Sell | L Brands Inc | $687,000 | +17.4% | 11,240 | -5.4% | 0.39% | +17.5% |
| ABBV | Sell | Abbvie Inc | $682,000 | +2.7% | 15,255 | -5.0% | 0.39% | +2.7% |
| UNH | Sell | United Health Group Inc. | $676,000 | +4.6% | 9,445 | -4.3% | 0.38% | +4.6% |
| CHD | Sell | Church & Dwight Co. | $674,000 | -7.3% | 11,220 | -4.8% | 0.38% | -7.3% |
| FLS | Sell | Flowserve Corp. | $670,000 | +10.2% | 10,735 | -4.6% | 0.38% | +10.1% |
| ADBE | Sell | Adobe Systems | $666,000 | +7.8% | 12,825 | -5.4% | 0.38% | +7.7% |
| CMS | Sell | CMS Energy Corp. | $663,000 | -6.1% | 25,175 | -3.2% | 0.38% | -6.2% |
| WAG | Sell | Walgreen Co. | $661,000 | +16.8% | 12,285 | -4.1% | 0.38% | +16.8% |
| TAP | Sell | Molson Coors Brewing Company | $654,000 | -1.1% | 13,055 | -5.5% | 0.37% | -1.1% |
| HOT | Sell | Starwood Hotels & Resorts Inc. | $654,000 | -0.5% | 9,835 | -5.5% | 0.37% | -0.5% |
| COF | Sell | Capital One Financial | $645,000 | +2.9% | 9,390 | -5.9% | 0.37% | +2.8% |
| JCI | Sell | Johnson Controls, Inc. | $643,000 | +9.4% | 15,500 | -5.6% | 0.36% | +9.3% |
| CMI | Sell | Cummins Inc | $627,000 | +13.4% | 4,720 | -7.4% | 0.36% | +13.4% |
| AGN | Sell | Allergan, Inc. | $618,000 | +7.1% | 6,835 | -0.1% | 0.35% | +7.0% |
| WEC | Sell | Wisconsin Energy Corp. | $611,000 | -5.0% | 15,120 | -3.5% | 0.35% | -4.9% |
| BAX | Sell | Baxter International, Inc. | $604,000 | -9.3% | 9,200 | -4.3% | 0.34% | -9.3% |
| KMI | Sell | Kinder Morgan Inc. | $601,000 | -8.5% | 16,897 | -1.8% | 0.34% | -8.6% |
| ESRX | Sell | Express Scripts Holding Compan | $601,000 | -6.4% | 9,730 | -6.4% | 0.34% | -6.6% |
| A309PS | Sell | DirectTV | $600,000 | -9.8% | 10,035 | -7.0% | 0.34% | -9.8% |
| CNK | Sell | Cinemark Holdings Inc. | $590,000 | +9.5% | 18,600 | -3.6% | 0.34% | +9.5% |
| FDX | Sell | Fedex Corp. | $584,000 | +7.7% | 5,120 | -6.8% | 0.33% | +7.8% |
| PX | Sell | Praxair, Inc. | $584,000 | +0.7% | 4,855 | -3.7% | 0.33% | +0.9% |
| MYL | Sell | Mylan Inc. | $583,000 | +11.9% | 15,270 | -9.1% | 0.33% | +11.8% |
| NOV | Sell | National Oilwell Varco Inc | $572,000 | +6.9% | 7,320 | -5.7% | 0.32% | +6.9% |
| R108 | Sell | Energizer Holdings Inc | $569,000 | -12.9% | 6,245 | -3.8% | 0.32% | -12.9% |
| V107SC | Sell | WellPoint, Inc. | $547,000 | -4.4% | 6,545 | -6.3% | 0.31% | -4.3% |
| FTI | Sell | FMC Technologies Inc | $540,000 | -5.6% | 9,750 | -5.1% | 0.31% | -5.5% |
| COL | Sell | Rockwell Collins Inc. | $534,000 | +1.7% | 7,865 | -5.0% | 0.30% | +1.7% |
| VAR | Sell | Varian Medical Systems Inc | $533,000 | +7.0% | 7,130 | -3.4% | 0.30% | +7.1% |
| GT | Sell | Goodyear Tire & Rubber Company | $526,000 | +40.3% | 23,435 | -4.5% | 0.30% | +40.4% |
| PCL | Sell | Plum Creek Timber Co., Inc. | $524,000 | -3.1% | 11,200 | -3.4% | 0.30% | -2.9% |
| MKC | Sell | McCormick & Co. | $510,000 | -13.6% | 7,880 | -6.0% | 0.29% | -13.4% |
| MON | Sell | Monsanto Co. | $507,000 | +0.2% | 4,860 | -5.2% | 0.29% | +0.3% |
| CLR | Sell | Continental Resources Inc | $505,000 | +16.9% | 4,705 | -6.4% | 0.29% | +17.1% |
| ABT | Sell | Abbott Labs. | $499,000 | -9.8% | 15,045 | -5.1% | 0.28% | -9.9% |
| BHI | Sell | Baker Hughes | $487,000 | +0.2% | 9,920 | -5.9% | 0.28% | +0.4% |
| CAG | Sell | ConAgra Foods, Inc. | $487,000 | -16.3% | 16,050 | -3.6% | 0.28% | -16.3% |
| COST | Sell | Costco Co. | $484,000 | -1.6% | 4,200 | -5.6% | 0.28% | -1.4% |
| CAT | Sell | Caterpillar Inc. | $479,000 | -4.8% | 5,740 | -5.9% | 0.27% | -4.9% |
| AKAM | Sell | Akamai Technologies Inc. | $475,000 | +15.9% | 9,185 | -4.7% | 0.27% | +15.9% |
| HES | Sell | Hess Corporation | $472,000 | +9.3% | 6,100 | -6.2% | 0.27% | +9.4% |
| DVA | Buy | Davita Healthcare Partners Inc | $463,000 | -9.0% | 8,130 | +92.9% | 0.26% | -9.0% |
| EEP | Sell | Enbridge Energy Partners LP | $461,000 | -3.2% | 15,125 | -3.2% | 0.26% | -3.0% |
| CAM | Sell | Cameron International Corp | $453,000 | -10.5% | 7,760 | -6.2% | 0.26% | -10.5% |
| PPL | Sell | PPL Corp. | $449,000 | -3.2% | 14,790 | -3.5% | 0.26% | -3.4% |
| FITB | Sell | Fifth Third Bancorp | $447,000 | -0.7% | 24,755 | -0.7% | 0.25% | -0.8% |
| BBT | Sell | BB&T Corporation | $441,000 | -0.5% | 13,075 | -0.1% | 0.25% | -0.8% |
| KRFT | Sell | Kraft Foods Group Inc. | $417,000 | -8.6% | 7,947 | -2.5% | 0.24% | -8.5% |
| DG | Sell | Dollar General | $416,000 | +5.1% | 7,375 | -6.1% | 0.24% | +4.9% |
| F113PS | Sell | Covidien PLC | $406,000 | -8.6% | 6,665 | -5.7% | 0.23% | -8.3% |
| TIF | Sell | Tiffany & Co. | $399,000 | -0.7% | 5,210 | -5.7% | 0.23% | -0.4% |
| STZ | Sell | Constellation Brands | $399,000 | +3.9% | 6,950 | -5.8% | 0.23% | +4.1% |
| WIN | New | Windstream Holdings Inc | $390,000 | – | 48,816 | – | 0.22% | – |
| FNSR | Sell | Finisar Corp | $388,000 | +23.2% | 17,165 | -7.6% | 0.22% | +22.9% |
| SYMC | Sell | Symantec Corp. | $385,000 | +6.4% | 15,575 | -3.3% | 0.22% | +6.3% |
| ZTS | Sell | Zoetis | $371,000 | +0.5% | 11,935 | -0.1% | 0.21% | +0.5% |
| WBK | Buy | Westpac Banking Corp. Ltd ADR | $368,000 | +16.1% | 12,000 | +400.0% | 0.21% | +16.1% |
| CFN | Sell | Carefusion Corp. | $356,000 | -4.8% | 9,635 | -5.1% | 0.20% | -4.7% |
| CTSH | Sell | Cognizant Tech Solutions Corp. | $348,000 | +22.1% | 4,235 | -6.9% | 0.20% | +22.2% |
| PEG | Sell | Public Service Enterprise Grou | $339,000 | -2.9% | 10,300 | -3.7% | 0.19% | -3.0% |
| CHK | Sell | Chesapeake Energy Corp | $332,000 | +21.6% | 12,830 | -4.1% | 0.19% | +21.9% |
| EXPR | Sell | Express | $330,000 | +5.8% | 13,990 | -5.9% | 0.19% | +5.6% |
| FFIV | Sell | F5 Networks Inc. | $310,000 | +15.7% | 3,610 | -7.3% | 0.18% | +15.8% |
| COH | Sell | Coach Inc | $309,000 | -10.4% | 5,675 | -6.0% | 0.18% | -10.7% |
| NUAN | Sell | Nuance Communications Inc | $307,000 | -3.2% | 16,425 | -4.8% | 0.17% | -3.3% |
| APD | Sell | Air Products & Chemicals, Inc. | $304,000 | +9.0% | 2,850 | -6.6% | 0.17% | +9.5% |
| TSRA | Sell | Tessera Technologies Inc. | $302,000 | -12.0% | 15,610 | -5.3% | 0.17% | -12.3% |
| BRCM | Sell | Broadcom Corp | $302,000 | -35.9% | 11,610 | -16.7% | 0.17% | -36.0% |
| ACM | Sell | Aecom Technology Corp | $302,000 | -6.5% | 9,665 | -4.9% | 0.17% | -6.6% |
| COLM | Sell | Columbia Sportswear Co | $300,000 | -10.2% | 4,985 | -6.4% | 0.17% | -10.5% |
| DBD | Sell | Diebold Inc | $299,000 | -16.2% | 10,200 | -3.8% | 0.17% | -16.3% |
| DGX | Sell | Quest Diagnostics Inc | $290,000 | -2.0% | 4,700 | -3.6% | 0.16% | -1.8% |
| AA | Sell | Alcoa Inc. | $289,000 | -5.2% | 35,585 | -8.7% | 0.16% | -5.2% |
| ATI | Sell | Allegheny Technologies Inc. | $280,000 | +9.4% | 9,165 | -5.9% | 0.16% | +9.7% |
| GLW | Sell | Corning Inc. | $263,000 | -4.4% | 18,045 | -6.5% | 0.15% | -4.5% |
| RIG | Sell | Transocean Ltd | $260,000 | -11.0% | 5,849 | -4.1% | 0.15% | -10.8% |
| JOY | Sell | Joy Global Inc. | $243,000 | -0.8% | 4,765 | -5.6% | 0.14% | -0.7% |
| SEE | Sell | Sealed Air Corp. | $236,000 | +5.8% | 8,680 | -6.7% | 0.13% | +5.5% |
| DOX | Sell | Amdocs Ltd | $231,000 | -6.9% | 6,300 | -5.6% | 0.13% | -7.1% |
| CLF | Sell | Cliffs Natural Resources Inc | $222,000 | +20.7% | 10,825 | -4.5% | 0.13% | +21.2% |
| HOLX | Sell | Hologic Inc | $210,000 | -2.3% | 10,150 | -9.0% | 0.12% | -2.5% |
| PAY | Sell | Verifone Holdings Inc | $203,000 | +4.1% | 8,895 | -23.2% | 0.12% | +3.6% |
| SFL | New | Ship Finance Intl Ltd | $200,000 | – | 13,100 | – | 0.11% | – |
| FSC | New | Fifth Street Finance Corp | $200,000 | – | 19,400 | – | 0.11% | – |
| ARCC | New | Ares Capital Corp | $200,000 | – | 11,575 | – | 0.11% | – |
| POM | New | Pepco Holdings, Inc. | $199,000 | – | 10,800 | – | 0.11% | – |
| PSEC | New | Prospect Capital Corp | $198,000 | – | 17,700 | – | 0.11% | – |
| FTR | Sell | Frontier Communications Corp | $194,000 | +2.6% | 46,485 | -0.5% | 0.11% | +2.8% |
| KMIWS | Sell | Kinder Morgan Inc Del Warrant | $66,000 | -5.7% | 13,263 | -3.4% | 0.04% | -7.5% |
| CMA | Exit | Comerica, Inc. | $0 | – | -5,400 | – | -0.12% | – |
| ITRI | Exit | Itron, Inc. | $0 | – | -5,100 | – | -0.12% | – |
| MOS | Exit | The Mosaic Co | $0 | – | -4,350 | – | -0.13% | – |
| WIN | Exit | Windstream Corporation | $0 | – | -50,526 | – | -0.22% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XOM | New | Exxon Mobil Corp. | $3,670,000 | – | 40,615 | – | 2.08% | – |
| AAPL | New | Apple Inc | $3,390,000 | – | 8,550 | – | 1.92% | – |
| GE | New | General Electric Co. | $3,134,000 | – | 135,160 | – | 1.78% | – |
| MSFT | New | Microsoft Corp | $3,126,000 | – | 90,500 | – | 1.78% | – |
| T | New | AT&T Inc. | $2,975,000 | – | 84,045 | – | 1.69% | – |
| JNJ | New | Johnson & Johnson | $2,915,000 | – | 33,945 | – | 1.66% | – |
| IBM | New | International Business Machine | $2,838,000 | – | 14,850 | – | 1.61% | – |
| CVX | New | Chevron Corp. | $2,787,000 | – | 23,548 | – | 1.58% | – |
| JPM | New | JPMorgan Chase & Co. | $2,702,000 | – | 51,189 | – | 1.54% | – |
| PG | New | Procter & Gamble, Inc. | $2,448,000 | – | 31,800 | – | 1.39% | – |
| HD | New | Home Depot, Inc. | $2,411,000 | – | 31,125 | – | 1.37% | – |
| PFE | New | Pfizer, Inc. | $2,342,000 | – | 83,624 | – | 1.33% | – |
| GOOGL | New | Google Inc. Cl A | $2,280,000 | – | 2,590 | – | 1.30% | – |
| VZ | New | Verizon Communications Inc. | $2,180,000 | – | 43,305 | – | 1.24% | – |
| WFC | New | Wells Fargo Co. | $2,109,000 | – | 51,105 | – | 1.20% | – |
| INTC | New | Intel Corp. | $1,954,000 | – | 80,625 | – | 1.11% | – |
| PRU | New | Prudential Financial, Inc. | $1,927,000 | – | 26,380 | – | 1.09% | – |
| DIS | New | Walt Disney Co. | $1,875,000 | – | 29,695 | – | 1.06% | – |
| BA | New | Boeing Company | $1,847,000 | – | 18,030 | – | 1.05% | – |
| WMT | New | Wal-Mart | $1,821,000 | – | 24,440 | – | 1.03% | – |
| MO | New | Altria Group, Inc. | $1,751,000 | – | 50,035 | – | 0.99% | – |
| KO | New | Coca-Cola | $1,749,000 | – | 43,611 | – | 0.99% | – |
| MRK | New | Merck & Co., Inc. | $1,746,000 | – | 37,585 | – | 0.99% | – |
| PEP | New | PepsiCo, Inc. | $1,706,000 | – | 20,855 | – | 0.97% | – |
| TGT | New | Target Corp. | $1,647,000 | – | 23,915 | – | 0.94% | – |
| MCD | New | McDonald's Corp. | $1,605,000 | – | 16,215 | – | 0.91% | – |
| HON | New | Honeywell International, Inc. | $1,595,000 | – | 20,105 | – | 0.91% | – |
| PPG | New | PPG Industries, Inc. | $1,573,000 | – | 10,745 | – | 0.89% | – |
| SO | New | Southern Co. | $1,564,000 | – | 35,435 | – | 0.89% | – |
| PNC | New | PNC Financial Services Group | $1,460,000 | – | 20,027 | – | 0.83% | – |
| ORCL | New | Oracle Corp. | $1,427,000 | – | 46,475 | – | 0.81% | – |
| CSCO | New | Cisco Systems | $1,413,000 | – | 58,045 | – | 0.80% | – |
| USB | New | U.S. Bancorp | $1,385,000 | – | 38,305 | – | 0.79% | – |
| TXN | New | Texas Instruments | $1,311,000 | – | 37,620 | – | 0.74% | – |
| TRV | New | The Travelers Companies, Inc. | $1,301,000 | – | 16,280 | – | 0.74% | – |
| LOW | New | Lowe's Co. | $1,261,000 | – | 30,835 | – | 0.72% | – |
| LLY | New | Lilly (Eli) & Co. | $1,258,000 | – | 25,620 | – | 0.71% | – |
| QCOM | New | Qualcomm Inc. | $1,219,000 | – | 19,960 | – | 0.69% | – |
| UPS | New | United Parcel Services Cl B | $1,206,000 | – | 13,950 | – | 0.68% | – |
| GS | New | Goldman Sachs Group | $1,178,000 | – | 7,790 | – | 0.67% | – |
| PFG | New | Principal Financial Group | $1,154,000 | – | 30,805 | – | 0.66% | – |
| CELG | New | Celgene Corp. | $1,149,000 | – | 9,820 | – | 0.65% | – |
| MS | New | Morgan Stanley, Dean Witter, D | $1,130,000 | – | 46,240 | – | 0.64% | – |
| SLB | New | Schlumberger Ltd. | $1,128,000 | – | 15,735 | – | 0.64% | – |
| CVS | New | CVS Caremark Corp. | $1,127,000 | – | 19,705 | – | 0.64% | – |
| AXP | New | American Express | $1,103,000 | – | 14,755 | – | 0.63% | – |
| DD | New | Du Pont (E.I.) De Nemours & Co | $1,087,000 | – | 20,700 | – | 0.62% | – |
| MAT | New | Mattel Inc. | $1,077,000 | – | 23,765 | – | 0.61% | – |
| DUK | New | Duke Energy Corp. | $1,068,000 | – | 15,818 | – | 0.61% | – |
| UTX | New | United Technologies | $1,036,000 | – | 11,145 | – | 0.59% | – |
| SE | New | Spectra Energy Corp | $1,018,000 | – | 29,533 | – | 0.58% | – |
| MMC | New | Marsh & McLennan Companies, In | $1,013,000 | – | 25,375 | – | 0.58% | – |
| UNP | New | Union Pacific | $1,011,000 | – | 6,555 | – | 0.57% | – |
| APC | New | Anadarko Petroleum Corp. | $1,006,000 | – | 11,705 | – | 0.57% | – |
| SPG | New | Simon Property Group, Inc. | $964,000 | – | 6,105 | – | 0.55% | – |
| STT | New | State Street Corp. | $937,000 | – | 14,370 | – | 0.53% | – |
| CBS | New | CBS Corp. | $936,000 | – | 19,162 | – | 0.53% | – |
| DOFSQ | New | Diamond Offshore Drilling | $933,000 | – | 13,570 | – | 0.53% | – |
| WES | New | Western Gas Partners | $921,000 | – | 14,200 | – | 0.52% | – |
| DHR | New | Danaher Corp. | $919,000 | – | 14,515 | – | 0.52% | – |
| NOC | New | Northrop Grumman Corp. | $904,000 | – | 10,920 | – | 0.51% | – |
| DCP | New | DCP Midstream Partners LP | $891,000 | – | 16,475 | – | 0.51% | – |
| EPD | New | Enterprise Products Partners L | $887,000 | – | 14,275 | – | 0.50% | – |
| HRB | New | Block H&R | $886,000 | – | 31,935 | – | 0.50% | – |
| SCHW | New | Charles Schwab Corp. | $885,000 | – | 41,670 | – | 0.50% | – |
| ED | New | Consolidated Edison | $861,000 | – | 14,760 | – | 0.49% | – |
| SDRL | New | Seadrill Ltd | $847,000 | – | 20,800 | – | 0.48% | – |
| TMO | New | Thermo Fisher Scientific Inc | $834,000 | – | 9,850 | – | 0.47% | – |
| AJG | New | Arthur J. Gallagher & Co. | $833,000 | – | 19,075 | – | 0.47% | – |
| EMC | New | EMC Corp. | $823,000 | – | 34,845 | – | 0.47% | – |
| NI | New | Nisource Inc. | $818,000 | – | 28,575 | – | 0.46% | – |
| DRI | New | Darden Restaurants Inc. | $810,000 | – | 16,050 | – | 0.46% | – |
| MET | New | Metlife Inc | $806,000 | – | 17,620 | – | 0.46% | – |
| NFG | New | National Fuel Gas Co. | $806,000 | – | 13,900 | – | 0.46% | – |
| OXY | New | Occidental Petroleum | $788,000 | – | 8,830 | – | 0.45% | – |
| IVZ | New | Invesco Ltd | $782,000 | – | 24,605 | – | 0.44% | – |
| NEE | New | NextEra Energy Inc | $756,000 | – | 9,280 | – | 0.43% | – |
| HCP | New | HCP Inc | $754,000 | – | 16,600 | – | 0.43% | – |
| BBBY | New | Bed Bath & Beyond Inc. | $749,000 | – | 10,555 | – | 0.42% | – |
| GILD | New | Gilead Science Inc | $743,000 | – | 14,500 | – | 0.42% | – |
| CHD | New | Church & Dwight Co. | $727,000 | – | 11,785 | – | 0.41% | – |
| TUP | New | Tupperware Brands Corp | $723,000 | – | 9,300 | – | 0.41% | – |
| EOG | New | EOG Resources | $721,000 | – | 5,475 | – | 0.41% | – |
| TRP | New | Transcanada Pipelines Ltd | $713,000 | – | 16,550 | – | 0.40% | – |
| CMS | New | CMS Energy Corp. | $706,000 | – | 26,000 | – | 0.40% | – |
| MXIM | New | Maxim Integrated Products, Inc | $706,000 | – | 25,425 | – | 0.40% | – |
| MDLZ | New | Mondelez International Inc | $697,000 | – | 24,435 | – | 0.40% | – |
| FCX | New | Freeport-McMoRan Copper & Gold | $696,000 | – | 25,220 | – | 0.40% | – |
| LLTC | New | Linear Technology Corp. | $689,000 | – | 18,690 | – | 0.39% | – |
| BK | New | Bank of New York Mellon Corp. | $686,000 | – | 24,440 | – | 0.39% | – |
| D | New | Dominion Resources | $683,000 | – | 12,025 | – | 0.39% | – |
| A309PS | New | DirectTV | $665,000 | – | 10,785 | – | 0.38% | – |
| BAX | New | Baxter International, Inc. | $666,000 | – | 9,610 | – | 0.38% | – |
| WMB | New | Williams Cos. | $664,000 | – | 20,450 | – | 0.38% | – |
| HAL | New | Halliburton Co. | $664,000 | – | 15,905 | – | 0.38% | – |
| ABBV | New | Abbvie Inc | $664,000 | – | 16,060 | – | 0.38% | – |
| EQR | New | Equity Residential Properties | $662,000 | – | 11,400 | – | 0.38% | – |
| TAP | New | Molson Coors Brewing Company | $661,000 | – | 13,810 | – | 0.38% | – |
| KMI | New | Kinder Morgan Inc. | $657,000 | – | 17,210 | – | 0.37% | – |
| HOT | New | Starwood Hotels & Resorts Inc. | $657,000 | – | 10,405 | – | 0.37% | – |
| R108 | New | Energizer Holdings Inc | $653,000 | – | 6,495 | – | 0.37% | – |
| UNH | New | United Health Group Inc. | $646,000 | – | 9,870 | – | 0.37% | – |
| WEC | New | Wisconsin Energy Corp. | $643,000 | – | 15,675 | – | 0.36% | – |
| ESRX | New | Express Scripts Holding Compan | $642,000 | – | 10,395 | – | 0.36% | – |
| COF | New | Capital One Financial | $627,000 | – | 9,975 | – | 0.36% | – |
| ADBE | New | Adobe Systems | $618,000 | – | 13,555 | – | 0.35% | – |
| DLR | New | Digital Realty | $610,000 | – | 10,000 | – | 0.35% | – |
| FLS | New | Flowserve Corp. | $608,000 | – | 11,250 | – | 0.34% | – |
| MKC | New | McCormick & Co. | $590,000 | – | 8,380 | – | 0.34% | – |
| JCI | New | Johnson Controls, Inc. | $588,000 | – | 16,425 | – | 0.33% | – |
| LB | New | L Brands Inc | $585,000 | – | 11,885 | – | 0.33% | – |
| CAG | New | ConAgra Foods, Inc. | $582,000 | – | 16,650 | – | 0.33% | – |
| PX | New | Praxair, Inc. | $580,000 | – | 5,040 | – | 0.33% | – |
| BXP | New | Boston Properties Inc | $580,000 | – | 5,500 | – | 0.33% | – |
| AGN | New | Allergan, Inc. | $577,000 | – | 6,845 | – | 0.33% | – |
| FTI | New | FMC Technologies Inc | $572,000 | – | 10,270 | – | 0.32% | – |
| V107SC | New | WellPoint, Inc. | $572,000 | – | 6,985 | – | 0.32% | – |
| ATO | New | Atmos Energy Corp. | $568,000 | – | 13,825 | – | 0.32% | – |
| WAG | New | Walgreen Co. | $566,000 | – | 12,810 | – | 0.32% | – |
| GAS | New | AGL Resources Inc. | $561,000 | – | 13,100 | – | 0.32% | – |
| BP | New | BP plc ADR | $562,000 | – | 13,464 | – | 0.32% | – |
| ABT | New | Abbott Labs. | $553,000 | – | 15,860 | – | 0.31% | – |
| CMI | New | Cummins Inc | $553,000 | – | 5,095 | – | 0.31% | – |
| PM | New | Philip Morris International In | $550,000 | – | 6,350 | – | 0.31% | – |
| FDX | New | Fedex Corp. | $542,000 | – | 5,495 | – | 0.31% | – |
| PCL | New | Plum Creek Timber Co., Inc. | $541,000 | – | 11,600 | – | 0.31% | – |
| CNK | New | Cinemark Holdings Inc. | $539,000 | – | 19,300 | – | 0.31% | – |
| NOV | New | National Oilwell Varco Inc | $535,000 | – | 7,760 | – | 0.30% | – |
| RDSA | New | Royal Dutch Shell PLC | $534,000 | – | 8,375 | – | 0.30% | – |
| PAA | New | Plains All American Pipeline L | $527,000 | – | 9,450 | – | 0.30% | – |
| COL | New | Rockwell Collins Inc. | $525,000 | – | 8,280 | – | 0.30% | – |
| MYL | New | Mylan Inc. | $521,000 | – | 16,800 | – | 0.30% | – |
| DVA | New | Davita Healthcare Partners Inc | $509,000 | – | 4,215 | – | 0.29% | – |
| GPC | New | Genuine Parts Co. | $507,000 | – | 6,500 | – | 0.29% | – |
| MON | New | Monsanto Co. | $506,000 | – | 5,125 | – | 0.29% | – |
| CAM | New | Cameron International Corp | $506,000 | – | 8,275 | – | 0.29% | – |
| CAT | New | Caterpillar Inc. | $503,000 | – | 6,100 | – | 0.29% | – |
| HE | New | Hawaiian Electric Ind. | $504,000 | – | 19,900 | – | 0.29% | – |
| VAR | New | Varian Medical Systems Inc | $498,000 | – | 7,380 | – | 0.28% | – |
| COST | New | Costco Co. | $492,000 | – | 4,450 | – | 0.28% | – |
| BHI | New | Baker Hughes | $486,000 | – | 10,545 | – | 0.28% | – |
| EEP | New | Enbridge Energy Partners LP | $476,000 | – | 15,625 | – | 0.27% | – |
| BRCM | New | Broadcom Corp | $471,000 | – | 13,930 | – | 0.27% | – |
| PPL | New | PPL Corp. | $464,000 | – | 15,320 | – | 0.26% | – |
| MAC | New | Macerich Co. | $460,000 | – | 7,543 | – | 0.26% | – |
| KRFT | New | Kraft Foods Group Inc. | $456,000 | – | 8,153 | – | 0.26% | – |
| UDR | New | UDR Inc | $455,000 | – | 17,831 | – | 0.26% | – |
| FITB | New | Fifth Third Bancorp | $450,000 | – | 24,935 | – | 0.26% | – |
| F113PS | New | Covidien PLC | $444,000 | – | 7,065 | – | 0.25% | – |
| RGC | New | Regal Entertainment Group - A | $444,000 | – | 24,800 | – | 0.25% | – |
| BBT | New | BB&T Corporation | $443,000 | – | 13,085 | – | 0.25% | – |
| HCN | New | Health Care REIT, Inc. | $441,000 | – | 6,575 | – | 0.25% | – |
| SSW | New | Seaspan Corp | $438,000 | – | 21,100 | – | 0.25% | – |
| CLR | New | Continental Resources Inc | $432,000 | – | 5,025 | – | 0.24% | – |
| HES | New | Hess Corporation | $432,000 | – | 6,500 | – | 0.24% | – |
| AKAM | New | Akamai Technologies Inc. | $410,000 | – | 9,635 | – | 0.23% | – |
| KIM | New | Kimco Realty Corp. | $407,000 | – | 19,000 | – | 0.23% | – |
| TIF | New | Tiffany & Co. | $402,000 | – | 5,525 | – | 0.23% | – |
| DG | New | Dollar General | $396,000 | – | 7,850 | – | 0.22% | – |
| BRE | New | BRE Properties | $390,000 | – | 7,800 | – | 0.22% | – |
| WIN | New | Windstream Corporation | $390,000 | – | 50,526 | – | 0.22% | – |
| STZ | New | Constellation Brands | $384,000 | – | 7,375 | – | 0.22% | – |
| GT | New | Goodyear Tire & Rubber Company | $375,000 | – | 24,540 | – | 0.21% | – |
| CFN | New | Carefusion Corp. | $374,000 | – | 10,150 | – | 0.21% | – |
| ZTS | New | zoetis | $369,000 | – | 11,950 | – | 0.21% | – |
| BWP | New | Boardwalk Pipeline Partners L. | $365,000 | – | 12,100 | – | 0.21% | – |
| SYMC | New | Symantec Corp. | $362,000 | – | 16,105 | – | 0.21% | – |
| LPT | New | Liberty Property Trust | $362,000 | – | 9,800 | – | 0.21% | – |
| BX | New | Blackstone Group LP | $360,000 | – | 17,100 | – | 0.20% | – |
| DBD | New | Diebold Inc | $357,000 | – | 10,600 | – | 0.20% | – |
| PEG | New | Public Service Enterprise Grou | $349,000 | – | 10,700 | – | 0.20% | – |
| COH | New | Coach Inc | $345,000 | – | 6,040 | – | 0.20% | – |
| TSRA | New | Tessera Technologies Inc. | $343,000 | – | 16,475 | – | 0.20% | – |
| COLM | New | Columbia Sportswear Co | $334,000 | – | 5,325 | – | 0.19% | – |
| TM | New | Toyota Motor Corp. ADR | $332,000 | – | 2,750 | – | 0.19% | – |
| ACM | New | Aecom Technology Corp | $323,000 | – | 10,165 | – | 0.18% | – |
| WBK | New | Westpac Banking Corp. Ltd ADR | $317,000 | – | 2,400 | – | 0.18% | – |
| NUAN | New | Nuance Communications Inc | $317,000 | – | 17,250 | – | 0.18% | – |
| FNSR | New | Finisar Corp | $315,000 | – | 18,575 | – | 0.18% | – |
| EXPR | New | Express | $312,000 | – | 14,860 | – | 0.18% | – |
| WRI | New | Weingarten Realty Investors | $306,000 | – | 9,950 | – | 0.17% | – |
| AA | New | Alcoa Inc. | $305,000 | – | 38,985 | – | 0.17% | – |
| XRX | New | Xerox Corp. | $301,000 | – | 33,175 | – | 0.17% | – |
| DGX | New | Quest Diagnostics Inc | $296,000 | – | 4,875 | – | 0.17% | – |
| RIG | New | Transocean Ltd | $292,000 | – | 6,099 | – | 0.17% | – |
| PNW | New | Pinnacle West Capital | $291,000 | – | 5,250 | – | 0.16% | – |
| LO | New | Lorillard Inc. | $289,000 | – | 6,625 | – | 0.16% | – |
| CTSH | New | Cognizant Tech Solutions Corp. | $285,000 | – | 4,550 | – | 0.16% | – |
| APD | New | Air Products & Chemicals, Inc. | $279,000 | – | 3,050 | – | 0.16% | – |
| GLW | New | Corning Inc. | $275,000 | – | 19,295 | – | 0.16% | – |
| CHK | New | Chesapeake Energy Corp | $273,000 | – | 13,380 | – | 0.16% | – |
| FFIV | New | F5 Networks Inc. | $268,000 | – | 3,895 | – | 0.15% | – |
| ATI | New | Allegheny Technologies Inc. | $256,000 | – | 9,735 | – | 0.14% | – |
| DOX | New | Amdocs Ltd | $248,000 | – | 6,675 | – | 0.14% | – |
| JOY | New | Joy Global Inc. | $245,000 | – | 5,050 | – | 0.14% | – |
| MOS | New | The Mosaic Co | $234,000 | – | 4,350 | – | 0.13% | – |
| CLI | New | Mack-Cali Realty Corp. | $228,000 | – | 9,300 | – | 0.13% | – |
| SEE | New | Sealed Air Corp. | $223,000 | – | 9,300 | – | 0.13% | – |
| ITRI | New | Itron, Inc. | $216,000 | – | 5,100 | – | 0.12% | – |
| HOLX | New | Hologic Inc | $215,000 | – | 11,150 | – | 0.12% | – |
| CMA | New | Comerica, Inc. | $215,000 | – | 5,400 | – | 0.12% | – |
| DRE | New | Duke Realty Corp. | $207,000 | – | 13,300 | – | 0.12% | – |
| NYCB | New | New York Community Bancorp | $197,000 | – | 14,100 | – | 0.11% | – |
| PAY | New | Verifone Holdings Inc | $195,000 | – | 11,575 | – | 0.11% | – |
| FTR | New | Frontier Communications Corp | $189,000 | – | 46,713 | – | 0.11% | – |
| CLF | New | Cliffs Natural Resources Inc | $184,000 | – | 11,340 | – | 0.10% | – |
| RF | New | Regions Financial Corp. | $135,000 | – | 14,137 | – | 0.08% | – |
| MUFG | New | Mitsubishi UFJ Financial Group | $135,000 | – | 21,800 | – | 0.08% | – |
| KMIWS | New | Kinder Morgan Inc Del Warrant | $70,000 | – | 13,727 | – | 0.04% | – |