Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | Sell | BOEING CO | $6,397,310,608 | -12.4% | 33,374,951 | -3.4% | 19.68% | -7.6% |
| GD | Sell | GENERAL DYNAMICS CORP | $3,599,609,463 | +1.8% | 16,290,037 | -0.9% | 11.08% | +7.3% |
| PSN | Sell | PARSONS CORP DEL | $3,249,642,169 | +10.1% | 59,791,024 | -2.5% | 10.00% | +16.1% |
| T | Buy | AT&T INC | $3,003,970,561 | -5.5% | 199,998,040 | +0.3% | 9.24% | -0.4% |
| HON | Sell | HONEYWELL INTL INC | $2,995,815,704 | -13.8% | 16,216,389 | -3.2% | 9.22% | -9.1% |
| F | Sell | FORD MTR CO DEL | $1,844,486,823 | -19.9% | 148,509,406 | -2.4% | 5.68% | -15.5% |
| DDS | Sell | DILLARDS INCcl a | $1,638,922,720 | +0.3% | 4,954,272 | -1.1% | 5.04% | +5.7% |
| DIS | Sell | DISNEY WALT CO | $1,016,525,373 | -10.5% | 12,541,954 | -1.4% | 3.13% | -5.7% |
| SRE | Buy | SEMPRA | $980,756,320 | -4.7% | 14,416,527 | +104.0% | 3.02% | +0.5% |
| MMM | Sell | 3M CO | $776,016,180 | -9.0% | 8,289,000 | -2.7% | 2.39% | -4.1% |
| NKE | New | NIKE INCcl b | $679,775,297 | – | 7,109,133 | – | 2.09% | – |
| HUM | Sell | HUMANA INC | $632,543,140 | +6.2% | 1,300,138 | -2.4% | 1.95% | +11.9% |
| ANTM | Sell | ELEVANCE HEALTH INC | $540,634,018 | -3.6% | 1,241,638 | -1.7% | 1.66% | +1.6% |
| SPGI | Buy | S&P GLOBAL INC | $435,731,693 | -8.0% | 1,192,446 | +0.9% | 1.34% | -3.0% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $360,720,941 | -2.7% | 6,831,836 | -0.4% | 1.11% | +2.5% |
| Sell | GE HEALTHCARE TECHNOLOGIES I | $342,160,913 | -19.8% | 5,028,820 | -4.2% | 1.05% | -15.4% | |
| COF | Sell | CAPITAL ONE FINL CORP | $300,213,402 | -11.5% | 3,093,389 | -0.2% | 0.92% | -6.7% |
| DRI | Buy | DARDEN RESTAURANTS INC | $297,365,108 | -14.1% | 2,076,282 | +0.2% | 0.92% | -9.4% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $295,335,401 | -22.9% | 5,550,374 | -1.3% | 0.91% | -18.7% |
| ETR | Sell | ENTERGY CORP NEW | $274,775,117 | -5.3% | 2,970,542 | -0.3% | 0.84% | -0.2% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $211,879,009 | -2.5% | 2,987,999 | -0.9% | 0.65% | +2.8% |
| UAL | Sell | UNITED AIRLS HLDGS INC | $160,959,229 | -23.8% | 3,805,183 | -1.1% | 0.50% | -19.6% |
| YUM | Sell | YUM BRANDS INC | $159,169,437 | -10.4% | 1,273,967 | -0.7% | 0.49% | -5.6% |
| NI | Sell | NISOURCE INC | $159,083,331 | -11.7% | 6,445,840 | -2.2% | 0.49% | -7.0% |
| WHR | Buy | WHIRLPOOL CORP | $142,407,881 | -8.7% | 1,065,130 | +1.6% | 0.44% | -3.7% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $124,299,164 | -5.3% | 11,951,843 | -1.9% | 0.38% | -0.3% |
| BMO | Buy | BANK MONTREAL QUE | $123,464,780 | -6.4% | 1,463,373 | +0.2% | 0.38% | -1.3% |
| STT | Sell | STATE STR CORP | $122,752,880 | -8.6% | 1,833,227 | -0.1% | 0.38% | -3.6% |
| Sell | WARNER BROS DISCOVERY INC | $117,984,506 | -15.0% | 10,864,135 | -1.8% | 0.36% | -10.4% | |
| KHC | Sell | KRAFT HEINZ CO | $112,097,159 | -6.6% | 3,332,258 | -1.5% | 0.34% | -1.4% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $104,140,797 | -5.8% | 3,315,530 | -0.4% | 0.32% | -0.9% |
| MCO | Sell | MOODYS CORP | $98,576,747 | -9.3% | 311,784 | -0.3% | 0.30% | -4.4% |
| M | Buy | MACYS INC | $90,676,608 | -27.2% | 7,810,216 | +0.6% | 0.28% | -23.4% |
| BBY | Sell | BEST BUY INC | $84,250,576 | -15.6% | 1,212,762 | -0.5% | 0.26% | -11.0% |
| WAT | Sell | WATERS CORP | $60,969,771 | -2.7% | 222,347 | -5.4% | 0.19% | +2.7% |
| VVV | Sell | VALVOLINE INC | $60,480,660 | -16.7% | 1,875,951 | -3.1% | 0.19% | -12.3% |
| PM | Sell | PHILIP MORRIS INTL INC | $60,116,701 | -7.1% | 649,349 | -2.1% | 0.18% | -2.1% |
| EMR | New | EMERSON ELEC CO | $51,324,059 | – | 531,470 | – | 0.16% | – |
| ED | New | CONSOLIDATED EDISON INC | $51,133,939 | – | 597,848 | – | 0.16% | – |
| PNW | Sell | PINNACLE WEST CAP CORP | $50,801,255 | -11.3% | 689,485 | -1.9% | 0.16% | -6.6% |
| ASH | Sell | ASHLAND INC | $49,957,759 | -7.5% | 611,628 | -1.5% | 0.15% | -2.5% |
| OZK | Buy | BANK OZK LITTLE ROCK ARK | $44,858,492 | -6.9% | 1,210,102 | +0.8% | 0.14% | -2.1% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $43,387,624 | -8.0% | 3,490,557 | +1.2% | 0.13% | -3.6% |
| BDC | Buy | BELDEN INC | $26,715,841 | +5.4% | 276,705 | +4.5% | 0.08% | +10.8% |
| New | BATH & BODY WORKS INC | $24,720,576 | – | 731,378 | – | 0.08% | – | |
| RAMP | Sell | LIVERAMP HLDGS INC | $21,046,855 | -0.7% | 729,780 | -1.7% | 0.06% | +4.8% |
| BOH | New | BANK HAWAII CORP | $20,169,916 | – | 405,915 | – | 0.06% | – |
| TRMK | Sell | TRUSTMARK CORP | $12,960,025 | +2.4% | 596,412 | -0.4% | 0.04% | +8.1% |
| SFNC | Sell | SIMMONS 1ST NATL CORPcl a $1 par | $12,709,279 | -7.2% | 749,368 | -5.6% | 0.04% | -2.5% |
| TDC | Sell | TERADATA CORP DEL | $11,450,837 | -19.4% | 254,350 | -4.4% | 0.04% | -14.6% |
| TGI | Sell | TRIUMPH GROUP INC NEW | $9,642,400 | -58.6% | 1,258,799 | -33.1% | 0.03% | -55.9% |
| GNW | Sell | GENWORTH FINL INC | $8,327,945 | +10.7% | 1,421,151 | -5.6% | 0.03% | +18.2% |
| MO | Sell | ALTRIA GROUP INC | $7,152,842 | -7.9% | 170,103 | -0.7% | 0.02% | -4.3% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $5,227,835 | -5.0% | 75,329 | -0.1% | 0.02% | 0.0% |
| UIS | Buy | UNISYS CORP | $4,048,109 | -12.6% | 1,173,365 | +0.9% | 0.01% | -14.3% |
| New | VICTORIAS SECRET AND CO | $3,344,423 | – | 200,505 | – | 0.01% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | New | BOEING CO | $7,298,810,437 | – | 34,565,308 | – | 21.30% | – |
| GD | New | GENERAL DYNAMICS CORP | $3,536,497,264 | – | 16,437,357 | – | 10.32% | – |
| HON | New | HONEYWELL INTL INC | $3,474,651,203 | – | 16,745,307 | – | 10.14% | – |
| T | New | AT&T INC | $3,179,233,702 | – | 199,324,997 | – | 9.28% | – |
| PSN | New | PARSONS CORP DEL | $2,950,805,387 | – | 61,296,331 | – | 8.61% | – |
| F | New | FORD MTR CO DEL | $2,302,117,965 | – | 152,155,847 | – | 6.72% | – |
| DDS | New | DILLARDS INCcl a | $1,633,724,745 | – | 5,007,125 | – | 4.77% | – |
| DIS | New | DISNEY WALT CO | $1,136,160,624 | – | 12,725,813 | – | 3.32% | – |
| SRE | New | SEMPRA | $1,028,998,277 | – | 7,067,781 | – | 3.00% | – |
| MMM | New | 3M CO | $852,785,417 | – | 8,520,186 | – | 2.49% | – |
| HUM | New | HUMANA INC | $595,793,124 | – | 1,332,483 | – | 1.74% | – |
| ANTM | New | ELEVANCE HEALTH INC | $560,978,326 | – | 1,262,640 | – | 1.64% | – |
| DAL | New | DELTA AIR LINES INC DEL | $495,625,085 | – | 10,425,433 | – | 1.45% | – |
| SPGI | New | S&P GLOBAL INC | $473,608,239 | – | 1,181,392 | – | 1.38% | – |
| New | GE HEALTHCARE TECHNOLOGIES I | $426,382,941 | – | 5,248,436 | – | 1.24% | – | |
| JCI | New | JOHNSON CTLS INTL PLC | $383,106,725 | – | 5,622,347 | – | 1.12% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $370,904,433 | – | 6,857,172 | – | 1.08% | – |
| DRI | New | DARDEN RESTAURANTS INC | $346,164,531 | – | 2,071,849 | – | 1.01% | – |
| COF | New | CAPITAL ONE FINL CORP | $339,069,858 | – | 3,100,209 | – | 0.99% | – |
| ETR | New | ENTERGY CORP NEW | $290,164,997 | – | 2,980,025 | – | 0.85% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $217,217,866 | – | 3,016,077 | – | 0.63% | – |
| UAL | New | UNITED AIRLS HLDGS INC | $211,213,511 | – | 3,849,344 | – | 0.62% | – |
| NI | New | NISOURCE INC | $180,234,449 | – | 6,589,925 | – | 0.53% | – |
| YUM | New | YUM BRANDS INC | $177,719,609 | – | 1,282,711 | – | 0.52% | – |
| WHR | New | WHIRLPOOL CORP | $155,932,218 | – | 1,048,002 | – | 0.46% | – |
| New | WARNER BROS DISCOVERY INC | $138,782,838 | – | 11,067,212 | – | 0.40% | – | |
| STT | New | STATE STR CORP | $134,298,399 | – | 1,835,179 | – | 0.39% | – |
| BMO | New | BANK MONTREAL QUE | $131,953,205 | – | 1,461,114 | – | 0.38% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $131,323,497 | – | 12,182,143 | – | 0.38% | – |
| M | New | MACYS INC | $124,629,165 | – | 7,765,057 | – | 0.36% | – |
| KHC | New | KRAFT HEINZ CO | $120,043,596 | – | 3,381,510 | – | 0.35% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $110,557,826 | – | 3,330,055 | – | 0.32% | – |
| MCO | New | MOODYS CORP | $108,733,435 | – | 312,704 | – | 0.32% | – |
| BBY | New | BEST BUY INC | $99,842,471 | – | 1,218,334 | – | 0.29% | – |
| VVV | New | VALVOLINE INC | $72,609,007 | – | 1,935,724 | – | 0.21% | – |
| PM | New | PHILIP MORRIS INTL INC | $64,744,987 | – | 663,235 | – | 0.19% | – |
| WAT | New | WATERS CORP | $62,677,681 | – | 235,153 | – | 0.18% | – |
| PNW | New | PINNACLE WEST CAP CORP | $57,265,158 | – | 702,985 | – | 0.17% | – |
| ASH | New | ASHLAND INC | $53,981,956 | – | 621,125 | – | 0.16% | – |
| OZK | New | BANK OZK LITTLE ROCK ARK | $48,201,827 | – | 1,200,245 | – | 0.14% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $47,182,238 | – | 3,448,994 | – | 0.14% | – |
| BDC | New | BELDEN INC | $25,337,627 | – | 264,899 | – | 0.07% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $23,272,126 | – | 1,881,336 | – | 0.07% | – |
| RAMP | New | LIVERAMP HLDGS INC | $21,195,232 | – | 742,130 | – | 0.06% | – |
| TDC | New | TERADATA CORP DEL | $14,206,099 | – | 265,982 | – | 0.04% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $13,695,727 | – | 793,955 | – | 0.04% | – |
| TRMK | New | TRUSTMARK CORP | $12,650,755 | – | 598,994 | – | 0.04% | – |
| MO | New | ALTRIA GROUP INC | $7,762,820 | – | 171,365 | – | 0.02% | – |
| GNW | New | GENWORTH FINL INC | $7,524,230 | – | 1,504,846 | – | 0.02% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $5,501,882 | – | 75,430 | – | 0.02% | – |
| UIS | New | UNISYS CORP | $4,629,134 | – | 1,163,099 | – | 0.01% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -76,848 | – | -0.01% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -1,695,327 | – | -0.02% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -979,933 | – | -0.02% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -189,460 | – | -0.03% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -336,532 | – | -0.04% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -715,000 | – | -0.04% | – |
| RAMP | Exit | LIVERAMP HLDGS INC | $0 | – | -784,957 | – | -0.05% | – |
| BDC | Exit | BELDEN INC | $0 | – | -240,060 | – | -0.05% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -852,981 | – | -0.06% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -642,584 | – | -0.07% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -3,502,422 | – | -0.12% | – |
| OZK | Exit | BANK OZK | $0 | – | -1,178,315 | – | -0.16% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -767,917 | – | -0.17% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -1,714,424 | – | -0.18% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -661,165 | – | -0.19% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -2,188,006 | – | -0.19% | – |
| ASH | Exit | ASHLAND INC | $0 | – | -655,990 | – | -0.21% | – |
| WAT | Exit | WATERS CORP | $0 | – | -241,816 | – | -0.22% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -1,229,127 | – | -0.26% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -322,987 | – | -0.27% | – |
| STT | Exit | STATE STR CORP | $0 | – | -1,860,707 | – | -0.38% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -3,569,441 | – | -0.40% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -3,452,564 | – | -0.42% | – |
| M | Exit | MACYS INC | $0 | – | -7,876,936 | – | -0.42% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -1,414,427 | – | -0.42% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -9,425,376 | – | -0.42% | – |
| UAL | Exit | UNITED AIRLS HLDGS INC | $0 | – | -4,032,188 | – | -0.44% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -1,048,611 | – | -0.48% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -1,355,242 | – | -0.49% | – |
| NI | Exit | NISOURCE INC | $0 | – | -6,686,110 | – | -0.57% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -3,148,840 | – | -0.66% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -2,158,817 | – | -0.92% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -3,006,365 | – | -0.94% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -7,277,494 | – | -0.95% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -5,837,254 | – | -0.97% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -10,425,433 | – | -0.99% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -3,234,255 | – | -1.10% | – |
| Exit | WARNER BROS DISCOVERY INC | $0 | – | -44,354,761 | – | -1.72% | – | |
| ANTM | Exit | ELEVANCE HEALTH INC | $0 | – | -1,306,349 | – | -2.01% | – |
| HUM | Exit | HUMANA INC | $0 | – | -1,352,443 | – | -2.22% | – |
| MMM | Exit | 3M CO | $0 | – | -9,262,400 | – | -3.46% | – |
| SRE | Exit | SEMPRA | $0 | – | -7,324,659 | – | -3.72% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -12,914,663 | – | -4.12% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -5,180,087 | – | -4.78% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -149,968,792 | – | -5.68% | – |
| PSN | Exit | PARSONS CORP DEL | $0 | – | -64,181,803 | – | -8.51% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -16,745,307 | – | -9.46% | – |
| T | Exit | AT&T INC | $0 | – | -203,165,755 | – | -10.54% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -16,782,035 | – | -12.04% | – |
| BA | Exit | BOEING CO | $0 | – | -44,977,130 | – | -18.42% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | Buy | BOEING CO | $5,445,831,000 | -10.8% | 44,977,130 | +0.7% | 18.42% | -6.8% |
| GD | Sell | GENERAL DYNAMICS CORP | $3,560,644,000 | -4.3% | 16,782,035 | -0.2% | 12.04% | 0.0% |
| T | Buy | AT&T INC | $3,116,563,000 | -25.4% | 203,165,755 | +2.0% | 10.54% | -22.0% |
| PSN | Sell | PARSONS CORP DEL | $2,515,927,000 | -4.7% | 64,181,803 | -1.7% | 8.51% | -0.3% |
| F | Buy | FORD MTR CO DEL | $1,679,650,000 | +1.8% | 149,968,792 | +1.2% | 5.68% | +6.4% |
| DDS | Sell | DILLARDS INCcl a | $1,412,921,000 | +20.5% | 5,180,087 | -2.6% | 4.78% | +26.0% |
| DIS | New | DISNEY WALT CO | $1,218,240,000 | – | 12,914,663 | – | 4.12% | – |
| SRE | Sell | SEMPRA | $1,098,259,000 | -1.9% | 7,324,659 | -1.6% | 3.72% | +2.6% |
| MMM | Sell | 3M CO | $1,023,495,000 | -17.3% | 9,262,400 | -3.1% | 3.46% | -13.5% |
| HUM | Sell | HUMANA INC | $656,192,000 | +2.5% | 1,352,443 | -1.1% | 2.22% | +7.1% |
| ANTM | Sell | ELEVANCE HEALTH INC | $593,396,000 | -7.3% | 1,306,349 | -1.5% | 2.01% | -3.1% |
| Sell | WARNER BROS DISCOVERY INC | $510,079,000 | -16.6% | 44,354,761 | -2.7% | 1.72% | -12.8% | |
| ETR | Sell | ENTERGY CORP NEW | $325,463,000 | -11.9% | 3,234,255 | -1.4% | 1.10% | -7.9% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $287,310,000 | +2.3% | 5,837,254 | -0.5% | 0.97% | +6.9% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $281,857,000 | +2.2% | 7,277,494 | -1.7% | 0.95% | +6.7% |
| COF | Buy | CAPITAL ONE FINL CORP | $277,097,000 | -10.0% | 3,006,365 | +1.8% | 0.94% | -5.9% |
| DRI | Sell | DARDEN RESTAURANTS INC | $272,702,000 | +11.4% | 2,158,817 | -0.2% | 0.92% | +16.4% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $195,039,000 | -5.6% | 3,148,840 | -0.2% | 0.66% | -1.2% |
| NI | Sell | NISOURCE INC | $168,423,000 | -16.4% | 6,686,110 | -2.1% | 0.57% | -12.6% |
| YUM | Sell | YUM BRANDS INC | $144,116,000 | -6.9% | 1,355,242 | -0.6% | 0.49% | -2.8% |
| WHR | Buy | WHIRLPOOL CORP | $141,363,000 | -11.7% | 1,048,611 | +1.5% | 0.48% | -7.7% |
| UAL | Sell | UNITED AIRLS HLDGS INC | $131,167,000 | -9.6% | 4,032,188 | -1.6% | 0.44% | -5.5% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $124,226,000 | +9.8% | 9,425,376 | +0.2% | 0.42% | +14.8% |
| BMO | Buy | BANK MONTREAL QUE | $123,960,000 | -8.0% | 1,414,427 | +0.9% | 0.42% | -3.9% |
| M | Sell | MACYS INC | $123,432,000 | -14.5% | 7,876,936 | -0.0% | 0.42% | -10.7% |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $122,566,000 | -12.8% | 3,452,564 | +5.4% | 0.42% | -8.8% |
| KHC | Sell | KRAFT HEINZ CO | $119,041,000 | -13.5% | 3,569,441 | -1.1% | 0.40% | -9.4% |
| STT | Buy | STATE STR CORP | $113,150,000 | -1.0% | 1,860,707 | +0.4% | 0.38% | +3.5% |
| MCO | Sell | MOODYS CORP | $78,521,000 | -10.7% | 322,987 | -0.1% | 0.27% | -6.3% |
| BBY | Buy | BEST BUY INC | $77,853,000 | -2.1% | 1,229,127 | +0.8% | 0.26% | +2.3% |
| WAT | Buy | WATERS CORP | $65,177,000 | -17.8% | 241,816 | +0.9% | 0.22% | -14.4% |
| ASH | Buy | ASHLAND INC | $62,299,000 | -6.9% | 655,990 | +1.1% | 0.21% | -2.3% |
| VVV | Sell | VALVOLINE INC | $55,444,000 | -14.3% | 2,188,006 | -2.5% | 0.19% | -10.0% |
| PM | Sell | PHILIP MORRIS INTL INC | $54,883,000 | -18.0% | 661,165 | -2.5% | 0.19% | -14.3% |
| BWA | Sell | BORGWARNER INC | $53,833,000 | -9.7% | 1,714,424 | -4.0% | 0.18% | -5.7% |
| PNW | Sell | PINNACLE WEST CAP CORP | $49,538,000 | -13.3% | 767,917 | -1.7% | 0.17% | -9.2% |
| OZK | Buy | BANK OZK | $46,614,000 | +6.2% | 1,178,315 | +0.8% | 0.16% | +11.3% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $35,339,000 | -6.2% | 3,502,422 | -0.4% | 0.12% | -1.6% |
| TRMK | Sell | TRUSTMARK CORP | $19,682,000 | +3.6% | 642,584 | -1.2% | 0.07% | +9.8% |
| SFNC | Sell | SIMMONS 1ST NATL CORPcl a $1 par | $18,586,000 | +1.5% | 852,981 | -1.0% | 0.06% | +6.8% |
| BDC | Buy | BELDEN INC | $14,408,000 | +15.2% | 240,060 | +2.3% | 0.05% | +22.5% |
| RAMP | Sell | LIVERAMP HLDGS INC | $14,255,000 | -30.4% | 784,957 | -1.1% | 0.05% | -27.3% |
| TDC | Sell | TERADATA CORP DEL | $10,453,000 | -20.1% | 336,532 | -4.8% | 0.04% | -16.7% |
| MO | Sell | ALTRIA GROUP INC | $7,650,000 | -6.8% | 189,460 | -3.6% | 0.03% | -3.7% |
| UIS | Buy | UNISYS CORP | $7,398,000 | -36.8% | 979,933 | +0.7% | 0.02% | -34.2% |
| GNW | Sell | GENWORTH FINL INC | $5,934,000 | -5.8% | 1,695,327 | -5.0% | 0.02% | 0.0% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $4,214,000 | -12.4% | 76,848 | -0.8% | 0.01% | -12.5% |
| DTM | Exit | DT MIDSTREAM INC | $0 | – | -1,537,944 | – | -0.24% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | New | BOEING CO | $6,108,487,000 | – | 44,678,806 | – | 19.76% | – |
| T | New | AT&T INC | $4,176,860,000 | – | 199,277,658 | – | 13.51% | – |
| GD | New | GENERAL DYNAMICS CORP | $3,722,131,000 | – | 16,823,191 | – | 12.04% | – |
| HON | New | HONEYWELL INTL INC | $2,910,502,000 | – | 16,745,307 | – | 9.42% | – |
| PSN | New | PARSONS CORP DEL | $2,638,838,000 | – | 65,285,458 | – | 8.54% | – |
| F | New | FORD MTR CO DEL | $1,649,723,000 | – | 148,223,090 | – | 5.34% | – |
| MMM | New | 3M CO | $1,237,330,000 | – | 9,561,315 | – | 4.00% | – |
| DDS | New | DILLARDS INCcl a | $1,172,753,000 | – | 5,316,922 | – | 3.79% | – |
| SRE | New | SEMPRA | $1,119,060,000 | – | 7,446,994 | – | 3.62% | – |
| HUM | New | HUMANA INC | $639,935,000 | – | 1,367,178 | – | 2.07% | – |
| ANTM | New | ELEVANCE HEALTH INC | $639,933,000 | – | 1,326,066 | – | 2.07% | – |
| New | WARNER BROS DISCOVERY INC | $611,510,000 | – | 45,567,077 | – | 1.98% | – | |
| ETR | New | ENTERGY CORP NEW | $369,524,000 | – | 3,280,573 | – | 1.20% | – |
| COF | New | CAPITAL ONE FINL CORP | $307,784,000 | – | 2,954,066 | – | 1.00% | – |
| DAL | New | DELTA AIR LINES INC DEL | $302,025,000 | – | 10,425,433 | – | 0.98% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $280,818,000 | – | 5,865,031 | – | 0.91% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $275,866,000 | – | 7,401,817 | – | 0.89% | – |
| DRI | New | DARDEN RESTAURANTS INC | $244,782,000 | – | 2,163,911 | – | 0.79% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $206,504,000 | – | 3,156,100 | – | 0.67% | – |
| NI | New | NISOURCE INC | $201,428,000 | – | 6,830,380 | – | 0.65% | – |
| WHR | New | WHIRLPOOL CORP | $160,072,000 | – | 1,033,591 | – | 0.52% | – |
| YUM | New | YUM BRANDS INC | $154,781,000 | – | 1,363,589 | – | 0.50% | – |
| UAL | New | UNITED AIRLS HLDGS INC | $145,155,000 | – | 4,098,116 | – | 0.47% | – |
| M | New | MACYS INC | $144,322,000 | – | 7,877,855 | – | 0.47% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $140,621,000 | – | 3,277,123 | – | 0.46% | – |
| KHC | New | KRAFT HEINZ CO | $137,619,000 | – | 3,608,273 | – | 0.44% | – |
| BMO | New | BANK MONTREAL QUE | $134,799,000 | – | 1,401,674 | – | 0.44% | – |
| STT | New | STATE STR CORP | $114,288,000 | – | 1,853,819 | – | 0.37% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $113,177,000 | – | 9,407,868 | – | 0.37% | – |
| MCO | New | MOODYS CORP | $87,898,000 | – | 323,189 | – | 0.28% | – |
| WAT | New | WATERS CORP | $79,309,000 | – | 239,620 | – | 0.26% | – |
| BBY | New | BEST BUY INC | $79,500,000 | – | 1,219,514 | – | 0.26% | – |
| DTM | New | DT MIDSTREAM INC | $75,390,000 | – | 1,537,944 | – | 0.24% | – |
| PM | New | PHILIP MORRIS INTL INC | $66,962,000 | – | 678,166 | – | 0.22% | – |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $66,884,000 | – | 649,048 | – | 0.22% | – |
| VVV | New | VALVOLINE INC | $64,676,000 | – | 2,243,373 | – | 0.21% | – |
| BWA | New | BORGWARNER INC | $59,609,000 | – | 1,786,303 | – | 0.19% | – |
| PNW | New | PINNACLE WEST CAP CORP | $57,132,000 | – | 781,346 | – | 0.18% | – |
| OZK | New | BANK OZK | $43,886,000 | – | 1,169,357 | – | 0.14% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $37,662,000 | – | 3,516,561 | – | 0.12% | – |
| RAMP | New | LIVERAMP HLDGS INC | $20,495,000 | – | 794,059 | – | 0.07% | – |
| TRMK | New | TRUSTMARK CORP | $18,991,000 | – | 650,584 | – | 0.06% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $18,308,000 | – | 861,169 | – | 0.06% | – |
| TDC | New | TERADATA CORP DEL | $13,076,000 | – | 353,322 | – | 0.04% | – |
| X | New | UNITED STATES STL CORP NEW | $12,806,000 | – | 715,000 | – | 0.04% | – |
| BDC | New | BELDEN INC | $12,504,000 | – | 234,717 | – | 0.04% | – |
| UIS | New | UNISYS CORP | $11,703,000 | – | 972,815 | – | 0.04% | – |
| MO | New | ALTRIA GROUP INC | $8,205,000 | – | 196,443 | – | 0.03% | – |
| GNW | New | GENWORTH FINL INC | $6,300,000 | – | 1,784,671 | – | 0.02% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $4,810,000 | – | 77,473 | – | 0.02% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHX | Exit | CHAMPIONX CORPORATION | $0 | – | -27,597 | – | -0.00% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -19,601 | – | -0.01% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -81,552 | – | -0.01% | – |
| VNT | Exit | VONTIER CORPORATION | $0 | – | -201,724 | – | -0.02% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -2,236,197 | – | -0.02% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -200,958 | – | -0.02% | – |
| BDC | Exit | BELDEN INC | $0 | – | -161,920 | – | -0.03% | – |
| LIN | Exit | LINDE PLC | $0 | – | -73,123 | – | -0.06% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -686,556 | – | -0.06% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -1,013,550 | – | -0.07% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -457,802 | – | -0.07% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -941,355 | – | -0.08% | – |
| X | Exit | UNITED STATES STL CORP NEW | $0 | – | -1,635,997 | – | -0.10% | – |
| RAMP | Exit | LIVERAMP HLDGS INC | $0 | – | -843,869 | – | -0.11% | – |
| WDC | Exit | WESTERN DIGITAL CORP. | $0 | – | -784,861 | – | -0.12% | – |
| OZK | Exit | BANK OZK | $0 | – | -1,241,304 | – | -0.14% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -649,659 | – | -0.17% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -851,756 | – | -0.17% | – |
| ASH | Exit | ASHLAND GLOBAL HLDGS INC | $0 | – | -698,827 | – | -0.17% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -3,606,312 | – | -0.17% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -2,335,792 | – | -0.20% | – |
| DHR | Exit | DANAHER CORPORATION | $0 | – | -250,231 | – | -0.21% | – |
| WAT | Exit | WATERS CORP | $0 | – | -245,646 | – | -0.24% | – |
| DTM | Exit | DT MIDSTREAM INC | $0 | – | -2,200,420 | – | -0.28% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -328,704 | – | -0.32% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -3,579,440 | – | -0.34% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -1,214,592 | – | -0.35% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -1,350,828 | – | -0.37% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -3,864,165 | – | -0.39% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -9,632,199 | – | -0.40% | – |
| STT | Exit | STATE STR CORP | $0 | – | -1,908,470 | – | -0.44% | – |
| NI | Exit | NISOURCE INC | $0 | – | -7,135,992 | – | -0.47% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -1,414,035 | – | -0.47% | – |
| M | Exit | MACYS INC | $0 | – | -8,148,222 | – | -0.50% | – |
| UAL | Exit | UNITED AIRLS HLDGS INC | $0 | – | -4,237,349 | – | -0.55% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -1,074,465 | – | -0.60% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -3,239,566 | – | -0.62% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -7,658,653 | – | -0.90% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -2,215,849 | – | -0.91% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -3,639,215 | – | -0.98% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -6,123,217 | – | -1.13% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -10,425,433 | – | -1.21% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -2,789,201 | – | -1.23% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -1,374,979 | – | -1.39% | – |
| HUM | Exit | HUMANA INC | $0 | – | -1,440,538 | – | -1.52% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -5,750,556 | – | -2.69% | – |
| SRE | Exit | SEMPRA | $0 | – | -8,003,043 | – | -2.75% | – |
| MMM | Exit | 3M CO | $0 | – | -10,141,383 | – | -4.83% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -160,486,909 | – | -6.17% | – |
| PSN | Exit | PARSONS CORP DEL | $0 | – | -69,776,043 | – | -6.40% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -17,863,597 | – | -9.51% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -16,745,307 | – | -9.65% | – |
| T | Exit | AT&T INC | $0 | – | -193,686,742 | – | -14.21% | – |
| BA | Exit | BOEING CO | $0 | – | -43,855,318 | – | -26.19% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | Sell | BOEING CO | $9,645,539,000 | -8.6% | 43,855,318 | -0.4% | 26.19% | -1.8% |
| T | Sell | AT&T INC | $5,231,479,000 | -6.7% | 193,686,742 | -0.6% | 14.21% | +0.2% |
| GD | Sell | GENERAL DYNAMICS CORP | $3,501,801,000 | +1.6% | 17,863,597 | -2.5% | 9.51% | +9.1% |
| PSN | Sell | PARSONS CORP DEL | $2,355,639,000 | -17.3% | 69,776,043 | -3.5% | 6.40% | -11.1% |
| F | Sell | FORD MTR CO DEL | $2,272,495,000 | -6.4% | 160,486,909 | -1.8% | 6.17% | +0.5% |
| MMM | Sell | 3M CO | $1,779,002,000 | -13.2% | 10,141,383 | -1.7% | 4.83% | -6.8% |
| SRE | Sell | SEMPRA | $1,012,385,000 | -5.7% | 8,003,043 | -1.2% | 2.75% | +1.3% |
| DDS | Sell | DILLARDS INCcl a | $992,086,000 | -9.3% | 5,750,556 | -4.9% | 2.69% | -2.6% |
| HUM | Sell | HUMANA INC | $560,585,000 | -12.2% | 1,440,538 | -0.1% | 1.52% | -5.7% |
| ANTM | Sell | ANTHEM INC | $512,592,000 | -3.9% | 1,374,979 | -1.6% | 1.39% | +3.2% |
| COF | Sell | CAPITAL ONE FINL CORP | $451,767,000 | +2.4% | 2,789,201 | -2.2% | 1.23% | +9.9% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $416,869,000 | -2.2% | 6,123,217 | -1.4% | 1.13% | +5.0% |
| ETR | Sell | ENTERGY CORP NEW | $361,410,000 | -5.6% | 3,639,215 | -5.2% | 0.98% | +1.3% |
| DRI | Sell | DARDEN RESTAURANTS INC | $335,635,000 | -0.3% | 2,215,849 | -3.9% | 0.91% | +7.1% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $332,309,000 | -1.6% | 7,658,653 | -3.0% | 0.90% | +5.6% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $227,580,000 | +11.7% | 3,239,566 | -1.5% | 0.62% | +20.0% |
| WHR | Sell | WHIRLPOOL CORP | $219,040,000 | -7.0% | 1,074,465 | -0.6% | 0.60% | -0.2% |
| UAL | Sell | UNITED AIRLS HLDGS INC | $201,571,000 | -9.8% | 4,237,349 | -0.8% | 0.55% | -3.2% |
| M | Sell | MACYS INC | $184,150,000 | +16.1% | 8,148,222 | -2.6% | 0.50% | +24.7% |
| NI | Buy | NISOURCE INC | $172,905,000 | -1.0% | 7,135,992 | +0.1% | 0.47% | +6.3% |
| YUM | Sell | YUM BRANDS INC | $172,951,000 | +5.3% | 1,414,035 | -1.0% | 0.47% | +13.3% |
| STT | Sell | STATE STR CORP | $161,686,000 | +1.3% | 1,908,470 | -1.6% | 0.44% | +8.7% |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $148,914,000 | +7.0% | 9,632,199 | -1.2% | 0.40% | +14.8% |
| KHC | Sell | KRAFT HEINZ CO | $142,278,000 | -11.9% | 3,864,165 | -2.5% | 0.39% | -5.6% |
| BMO | Sell | BANK MONTREAL QUE | $134,718,000 | -2.9% | 1,350,828 | -0.1% | 0.37% | +4.3% |
| BBY | Sell | BEST BUY INC | $128,395,000 | -8.1% | 1,214,592 | -0.0% | 0.35% | -1.1% |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $126,283,000 | -7.4% | 3,579,440 | +3.2% | 0.34% | -0.6% |
| MCO | Sell | MOODYS CORP | $116,726,000 | -4.9% | 328,704 | -3.0% | 0.32% | +2.3% |
| DTM | New | DT MIDSTREAM INC | $101,747,000 | – | 2,200,420 | – | 0.28% | – |
| WAT | Sell | WATERS CORP | $87,769,000 | +1.7% | 245,646 | -1.6% | 0.24% | +9.2% |
| DHR | Sell | DANAHER CORPORATION | $76,180,000 | +8.2% | 250,231 | -4.6% | 0.21% | +16.3% |
| VVV | Sell | VALVOLINE INC | $72,830,000 | -7.1% | 2,335,792 | -3.3% | 0.20% | 0.0% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $63,832,000 | -1.7% | 3,606,312 | -4.7% | 0.17% | +5.5% |
| ASH | Sell | ASHLAND GLOBAL HLDGS INC | $62,279,000 | -1.7% | 698,827 | -3.5% | 0.17% | +5.6% |
| PNW | Sell | PINNACLE WEST CAP CORP | $61,633,000 | -14.2% | 851,756 | -2.8% | 0.17% | -8.2% |
| PM | Sell | PHILIP MORRIS INTL INC | $61,581,000 | -7.9% | 649,659 | -3.7% | 0.17% | -1.2% |
| OZK | Sell | BANK OZK | $53,351,000 | -58.5% | 1,241,304 | -59.3% | 0.14% | -55.4% |
| WDC | Sell | WESTERN DIGITAL CORP. | $44,298,000 | -25.2% | 784,861 | -5.7% | 0.12% | -20.0% |
| RAMP | Sell | LIVERAMP HLDGS INC | $39,856,000 | -2.0% | 843,869 | -2.8% | 0.11% | +4.9% |
| X | Sell | UNITED STATES STL CORP NEW | $35,943,000 | -17.7% | 1,635,997 | -10.1% | 0.10% | -10.9% |
| SFNC | Sell | SIMMONS 1ST NATL CORPcl a $1 par | $27,826,000 | -1.9% | 941,355 | -2.6% | 0.08% | +5.6% |
| TDC | Buy | TERADATA CORP DEL | $26,255,000 | +15.6% | 457,802 | +0.7% | 0.07% | +24.6% |
| UIS | Sell | UNISYS CORP | $25,481,000 | -2.2% | 1,013,550 | -1.6% | 0.07% | +4.5% |
| TRMK | Sell | TRUSTMARK CORP | $22,121,000 | +0.6% | 686,556 | -3.9% | 0.06% | +7.1% |
| LIN | Sell | LINDE PLC | $21,453,000 | -5.5% | 73,123 | -6.8% | 0.06% | +1.8% |
| BDC | Buy | BELDEN INC | $9,433,000 | +37.0% | 161,920 | +18.9% | 0.03% | +52.9% |
| MO | Sell | ALTRIA GROUP INC | $9,148,000 | -7.4% | 200,958 | -3.0% | 0.02% | 0.0% |
| GNW | Sell | GENWORTH FINL INC | $8,386,000 | -6.0% | 2,236,197 | -2.2% | 0.02% | 0.0% |
| VNT | Sell | VONTIER CORPORATION | $6,778,000 | -10.2% | 201,724 | -12.9% | 0.02% | -5.3% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $4,745,000 | -10.2% | 81,552 | -3.7% | 0.01% | 0.0% |
| LLY | Sell | LILLY ELI & CO | $4,529,000 | -22.1% | 19,601 | -22.6% | 0.01% | -20.0% |
| CHX | Sell | CHAMPIONX CORPORATION | $617,000 | -18.4% | 27,597 | -6.3% | 0.00% | 0.0% |
| TFX | Exit | TELEFLEX INCORPORATED | $0 | – | -34,668 | – | -0.04% | – |
| WY | Exit | WEYERHAEUSER CO MTN BE | $0 | – | -3,262,130 | – | -0.28% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | New | BOEING CO | $10,551,531,000 | – | 44,045,462 | – | 26.68% | – |
| T | New | AT&T INC | $5,606,552,000 | – | 194,807,222 | – | 14.18% | – |
| HON | New | HONEYWELL INTL INC | $3,673,083,000 | – | 16,745,307 | – | 9.29% | – |
| GD | New | GENERAL DYNAMICS CORP | $3,448,041,000 | – | 18,315,314 | – | 8.72% | – |
| PSN | New | PARSONS CORP DEL | $2,846,774,000 | – | 72,326,569 | – | 7.20% | – |
| F | New | FORD MTR CO DEL | $2,428,938,000 | – | 163,454,787 | – | 6.14% | – |
| MMM | New | 3M CO | $2,050,115,000 | – | 10,321,274 | – | 5.18% | – |
| DDS | New | DILLARDS INCcl a | $1,094,071,000 | – | 6,048,600 | – | 2.77% | – |
| SRE | New | SEMPRA ENERGY | $1,073,422,000 | – | 8,102,518 | – | 2.71% | – |
| HUM | New | HUMANA INC | $638,377,000 | – | 1,441,944 | – | 1.61% | – |
| ANTM | New | ANTHEM INC | $533,286,000 | – | 1,396,768 | – | 1.35% | – |
| DAL | New | DELTA AIR LINES INC DEL | $451,004,000 | – | 10,425,433 | – | 1.14% | – |
| COF | New | CAPITAL ONE FINL CORP | $441,242,000 | – | 2,852,427 | – | 1.12% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $426,344,000 | – | 6,212,208 | – | 1.08% | – |
| ETR | New | ENTERGY CORP NEW | $382,906,000 | – | 3,840,580 | – | 0.97% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $337,579,000 | – | 7,894,739 | – | 0.85% | – |
| DRI | New | DARDEN RESTAURANTS INC | $336,537,000 | – | 2,305,204 | – | 0.85% | – |
| WHR | New | WHIRLPOOL CORP | $235,647,000 | – | 1,080,850 | – | 0.60% | – |
| UAL | New | UNITED AIRLS HLDGS INC | $223,423,000 | – | 4,272,771 | – | 0.56% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $203,786,000 | – | 3,288,455 | – | 0.52% | – |
| NI | New | NISOURCE INC | $174,684,000 | – | 7,129,964 | – | 0.44% | – |
| YUM | New | YUM BRANDS INC | $164,218,000 | – | 1,427,607 | – | 0.42% | – |
| KHC | New | KRAFT HEINZ CO | $161,576,000 | – | 3,962,146 | – | 0.41% | – |
| STT | New | STATE STR CORP | $159,622,000 | – | 1,939,989 | – | 0.40% | – |
| M | New | MACYS INC | $158,666,000 | – | 8,368,448 | – | 0.40% | – |
| BBY | New | BEST BUY INC | $139,692,000 | – | 1,214,922 | – | 0.35% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $139,110,000 | – | 9,748,434 | – | 0.35% | – |
| BMO | New | BANK MONTREAL QUE | $138,734,000 | – | 1,352,711 | – | 0.35% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $136,349,000 | – | 3,468,548 | – | 0.34% | – |
| OZK | New | BANK OZK | $128,486,000 | – | 3,047,585 | – | 0.32% | – |
| MCO | New | MOODYS CORP | $122,774,000 | – | 338,809 | – | 0.31% | – |
| WY | New | WEYERHAEUSER CO MTN BE | $112,283,000 | – | 3,262,130 | – | 0.28% | – |
| WAT | New | WATERS CORP | $86,270,000 | – | 249,616 | – | 0.22% | – |
| VVV | New | VALVOLINE INC | $78,371,000 | – | 2,414,386 | – | 0.20% | – |
| PNW | New | PINNACLE WEST CAP CORP | $71,805,000 | – | 875,995 | – | 0.18% | – |
| DHR | New | DANAHER CORPORATION | $70,378,000 | – | 262,252 | – | 0.18% | – |
| PM | New | PHILIP MORRIS INTL INC | $66,866,000 | – | 674,665 | – | 0.17% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $64,917,000 | – | 3,785,269 | – | 0.16% | – |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $63,365,000 | – | 724,169 | – | 0.16% | – |
| WDC | New | WESTERN DIGITAL CORP. | $59,229,000 | – | 832,225 | – | 0.15% | – |
| X | New | UNITED STATES STL CORP NEW | $43,667,000 | – | 1,819,448 | – | 0.11% | – |
| RAMP | New | LIVERAMP HLDGS INC | $40,670,000 | – | 868,096 | – | 0.10% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $28,364,000 | – | 966,721 | – | 0.07% | – |
| UIS | New | UNISYS CORP | $26,063,000 | – | 1,029,758 | – | 0.07% | – |
| LIN | New | LINDE PLC | $22,692,000 | – | 78,492 | – | 0.06% | – |
| TDC | New | TERADATA CORP DEL | $22,716,000 | – | 454,592 | – | 0.06% | – |
| TRMK | New | TRUSTMARK CORP | $21,994,000 | – | 714,097 | – | 0.06% | – |
| TFX | New | TELEFLEX INCORPORATED | $13,930,000 | – | 34,668 | – | 0.04% | – |
| MO | New | ALTRIA GROUP INC | $9,876,000 | – | 207,123 | – | 0.02% | – |
| GNW | New | GENWORTH FINL INC | $8,917,000 | – | 2,286,305 | – | 0.02% | – |
| VNT | New | VONTIER CORPORATION | $7,544,000 | – | 231,561 | – | 0.02% | – |
| BDC | New | BELDEN INC | $6,886,000 | – | 136,168 | – | 0.02% | – |
| LLY | New | LILLY ELI & CO | $5,815,000 | – | 25,333 | – | 0.02% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $5,286,000 | – | 84,655 | – | 0.01% | – |
| CHX | New | CHAMPIONX CORPORATION | $756,000 | – | 29,461 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CHX | Exit | CHAMPIONX CORPORATION | $0 | – | -33,742 | – | -0.00% | – |
| BDC | Exit | BELDEN INC | $0 | – | -33,239 | – | -0.00% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -37,542 | – | -0.02% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -95,095 | – | -0.02% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -243,998 | – | -0.03% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -2,944,712 | – | -0.03% | – |
| TGI | Exit | TRIUMPH GROUP INC NEW | $0 | – | -1,703,303 | – | -0.04% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -786,397 | – | -0.06% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -1,115,921 | – | -0.06% | – |
| TFX | Exit | TELEFLEX INCORPORATED | $0 | – | -71,900 | – | -0.08% | – |
| LIN | Exit | LINDE PLC | $0 | – | -103,513 | – | -0.09% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -325,461 | – | -0.13% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -4,969,630 | – | -0.13% | – |
| WDC | Exit | WESTERN DIGITAL CORP. | $0 | – | -1,064,954 | – | -0.14% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -2,672,716 | – | -0.18% | – |
| WAT | Exit | WATERS CORP | $0 | – | -263,617 | – | -0.18% | – |
| RAMP | Exit | LIVERAMP HLDGS INC | $0 | – | -1,010,917 | – | -0.18% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -754,879 | – | -0.20% | – |
| ASH | Exit | ASHLAND GLOBAL HLDGS INC | $0 | – | -813,869 | – | -0.20% | – |
| OZK | Exit | BANK OZK | $0 | – | -3,140,123 | – | -0.23% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -1,543,247 | – | -0.31% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -10,429,362 | – | -0.33% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -353,889 | – | -0.36% | – |
| WY | Exit | WEYERHAEUSER CO MTN BE | $0 | – | -4,211,960 | – | -0.42% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,074,954 | – | -0.43% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -4,279,542 | – | -0.45% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -3,556,537 | – | -0.46% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -3,929,407 | – | -0.50% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -1,275,349 | – | -0.50% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -1,637,305 | – | -0.52% | – |
| UAL | Exit | UNITED AIRLS HLDGS INC | $0 | – | -4,431,604 | – | -0.54% | – |
| NI | Exit | NISOURCE INC | $0 | – | -8,067,929 | – | -0.62% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -1,218,321 | – | -0.78% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -2,480,721 | – | -0.87% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -3,640,148 | – | -0.91% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -7,420,197 | – | -0.94% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -7,041,555 | – | -1.00% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -8,753,833 | – | -1.17% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -12,607,871 | – | -1.34% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -4,169,005 | – | -1.43% | – |
| HUM | Exit | HUMANA INC | $0 | – | -1,490,522 | – | -2.15% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -8,571,317 | – | -3.54% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -186,634,958 | – | -4.33% | – |
| MMM | Exit | 3M CO | $0 | – | -10,969,884 | – | -6.13% | – |
| PSN | Exit | PARSONS CORPORATION | $0 | – | -76,153,922 | – | -8.91% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -19,413,551 | – | -9.37% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -16,745,307 | – | -9.61% | – |
| T | Exit | AT&T INC | $0 | – | -199,386,853 | – | -19.82% | – |
| BA | Exit | BOEING CO | $0 | – | -35,141,250 | – | -20.25% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | Buy | BOEING CO | $5,807,443,000 | -7.6% | 35,141,250 | +2.4% | 20.25% | -11.8% |
| T | Sell | AT&T INC | $5,684,519,000 | -6.4% | 199,386,853 | -0.8% | 19.82% | -10.6% |
| GD | Sell | GENERAL DYNAMICS CORP | $2,687,418,000 | -8.2% | 19,413,551 | -0.9% | 9.37% | -12.3% |
| PSN | Sell | PARSONS CORPORATION | $2,554,203,000 | -8.3% | 76,153,922 | -1.0% | 8.91% | -12.4% |
| MMM | New | 3M CO | $1,757,156,000 | – | 10,969,884 | – | 6.13% | – |
| F | Sell | FORD MTR CO DEL | $1,242,989,000 | +7.7% | 186,634,958 | -1.7% | 4.33% | +2.8% |
| SRE | Sell | SEMPRA ENERGY | $1,014,501,000 | +0.6% | 8,571,317 | -0.3% | 3.54% | -3.9% |
| HUM | Sell | HUMANA INC | $616,912,000 | +4.8% | 1,490,522 | -1.8% | 2.15% | +0.2% |
| ETR | Sell | ENTERGY CORP NEW | $410,772,000 | +4.4% | 4,169,005 | -0.6% | 1.43% | -0.3% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $334,484,000 | +6.2% | 8,753,833 | -2.4% | 1.17% | +1.4% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $287,648,000 | +14.4% | 7,041,555 | -4.4% | 1.00% | +9.3% |
| DDS | Buy | DILLARDS INCcl a | $270,986,000 | +42.8% | 7,420,197 | +0.8% | 0.94% | +36.4% |
| COF | Sell | CAPITAL ONE FINL CORP | $261,581,000 | +11.7% | 3,640,148 | -2.7% | 0.91% | +6.7% |
| DRI | Sell | DARDEN RESTAURANTS INC | $249,908,000 | +6576.7% | 2,480,721 | -4.4% | 0.87% | +6121.4% |
| WHR | Sell | WHIRLPOOL CORP | $224,037,000 | +20.6% | 1,218,321 | -15.1% | 0.78% | +15.2% |
| NI | Sell | NISOURCE INC | $177,494,000 | -5.5% | 8,067,929 | -2.3% | 0.62% | -9.8% |
| UAL | Sell | UNITED AIRLS HLDGS INC | $153,998,000 | -1.4% | 4,431,604 | -1.8% | 0.54% | -5.8% |
| YUM | Sell | YUM BRANDS INC | $149,486,000 | +3.2% | 1,637,305 | -1.8% | 0.52% | -1.5% |
| BBY | Sell | BEST BUY INC | $141,934,000 | +20.4% | 1,275,349 | -5.6% | 0.50% | +15.1% |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $142,048,000 | -6.4% | 3,929,407 | +0.5% | 0.50% | -10.6% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $131,094,000 | -5.8% | 3,556,537 | -1.5% | 0.46% | -10.0% |
| KHC | Sell | KRAFT HEINZ CO | $128,172,000 | -8.2% | 4,279,542 | -2.3% | 0.45% | -12.4% |
| STT | Sell | STATE STR CORP | $123,107,000 | -7.8% | 2,074,954 | -1.2% | 0.43% | -11.9% |
| WY | Sell | WEYERHAEUSER CO MTN BE | $120,125,000 | +18.3% | 4,211,960 | -6.8% | 0.42% | +12.9% |
| MCO | Sell | MOODYS CORP | $102,575,000 | +3.6% | 353,889 | -1.8% | 0.36% | -0.8% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $95,637,000 | +1.7% | 10,429,362 | +0.2% | 0.33% | -2.9% |
| BMO | Buy | BANK MONTREAL QUE | $90,141,000 | +10.4% | 1,543,247 | +0.3% | 0.31% | +5.4% |
| OZK | Buy | BANK OZK | $66,947,000 | -9.0% | 3,140,123 | +0.2% | 0.23% | -13.1% |
| ASH | Sell | ASHLAND GLOBAL HLDGS INC | $57,720,000 | -2.5% | 813,869 | -5.0% | 0.20% | -6.9% |
| PM | Sell | PHILIP MORRIS INTL INC | $56,608,000 | +4.5% | 754,879 | -2.4% | 0.20% | -0.5% |
| RAMP | Sell | LIVERAMP HLDGS INC | $52,335,000 | +15.8% | 1,010,917 | -5.0% | 0.18% | +10.3% |
| WAT | Sell | WATERS CORP | $51,585,000 | +3.9% | 263,617 | -4.2% | 0.18% | -0.6% |
| VVV | Sell | VALVOLINE INC | $50,889,000 | -4.2% | 2,672,716 | -2.8% | 0.18% | -8.8% |
| WDC | Buy | WESTERN DIGITAL CORP. | $38,924,000 | -11.6% | 1,064,954 | +6.8% | 0.14% | -15.5% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $38,117,000 | -19.8% | 4,969,630 | -6.4% | 0.13% | -23.1% |
| DTE | New | DTE ENERGY CO | $37,441,000 | – | 325,461 | – | 0.13% | – |
| LIN | Sell | LINDE PLC | $24,650,000 | +9.9% | 103,513 | -2.1% | 0.09% | +4.9% |
| SFNC | Sell | SIMMONS 1ST NATL CORPcl a $1 par | $17,699,000 | -10.0% | 1,115,921 | -2.9% | 0.06% | -13.9% |
| TRMK | Sell | TRUSTMARK CORP | $16,837,000 | -13.6% | 786,397 | -1.1% | 0.06% | -16.9% |
| GNW | Buy | GENWORTH FINL INC | $9,865,000 | +52.2% | 2,944,712 | +4.9% | 0.03% | +41.7% |
| MO | Sell | ALTRIA GROUP INC | $9,428,000 | -4.5% | 243,998 | -3.0% | 0.03% | -8.3% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $5,463,000 | +11.4% | 95,095 | -0.9% | 0.02% | +5.6% |
| LLY | Sell | LILLY ELI & CO | $5,556,000 | -11.1% | 37,542 | -1.3% | 0.02% | -17.4% |
| BDC | New | BELDEN INC | $1,034,000 | – | 33,239 | – | 0.00% | – |
| CHX | Sell | CHAMPIONX CORPORATION | $270,000 | -26.2% | 33,742 | -10.1% | 0.00% | 0.0% |
| ABBV | Exit | ABBVIE INC | $0 | – | -1,215,146 | – | -0.44% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | New | BOEING CO | $6,287,665,000 | – | 34,302,591 | – | 22.95% | – |
| T | New | AT&T INC | $6,075,279,000 | – | 200,968,541 | – | 22.17% | – |
| GD | New | GENERAL DYNAMICS CORP | $2,928,095,000 | – | 19,591,159 | – | 10.69% | – |
| PSN | New | PARSONS CORPORATION | $2,786,306,000 | – | 76,884,832 | – | 10.17% | – |
| HON | New | HONEYWELL INTL INC | $2,421,204,000 | – | 16,745,307 | – | 8.84% | – |
| F | New | FORD MTR CO DEL | $1,154,563,000 | – | 189,895,163 | – | 4.21% | – |
| SRE | New | SEMPRA ENERGY | $1,008,042,000 | – | 8,598,842 | – | 3.68% | – |
| HUM | New | HUMANA INC | $588,418,000 | – | 1,517,520 | – | 2.15% | – |
| ETR | New | ENTERGY CORP NEW | $393,369,000 | – | 4,193,250 | – | 1.44% | – |
| DAL | New | DELTA AIR LINES INC DEL | $353,651,000 | – | 12,607,871 | – | 1.29% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $315,017,000 | – | 8,972,286 | – | 1.15% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $251,549,000 | – | 7,368,147 | – | 0.92% | – |
| COF | New | CAPITAL ONE FINL CORP | $234,252,000 | – | 3,742,636 | – | 0.86% | – |
| DDS | New | DILLARDS INCcl a | $189,781,000 | – | 7,358,692 | – | 0.69% | – |
| NI | New | NISOURCE INC | $187,845,000 | – | 8,260,566 | – | 0.69% | – |
| WHR | New | WHIRLPOOL CORP | $185,809,000 | – | 1,434,490 | – | 0.68% | – |
| UAL | New | UNITED AIRLS HLDGS INC | $156,159,000 | – | 4,511,966 | – | 0.57% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $151,832,000 | – | 3,911,171 | – | 0.55% | – |
| YUM | New | YUM BRANDS INC | $144,909,000 | – | 1,667,347 | – | 0.53% | – |
| KHC | New | KRAFT HEINZ CO | $139,660,000 | – | 4,379,414 | – | 0.51% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $139,142,000 | – | 3,609,403 | – | 0.51% | – |
| STT | New | STATE STR CORP | $133,484,000 | – | 2,100,460 | – | 0.49% | – |
| ABBV | New | ABBVIE INC | $119,303,000 | – | 1,215,146 | – | 0.44% | – |
| BBY | New | BEST BUY INC | $117,854,000 | – | 1,350,457 | – | 0.43% | – |
| WY | New | WEYERHAEUSER CO MTN BE | $101,553,000 | – | 4,521,488 | – | 0.37% | – |
| MCO | New | MOODYS CORP | $99,004,000 | – | 360,370 | – | 0.36% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $94,022,000 | – | 10,406,439 | – | 0.34% | – |
| BMO | New | BANK MONTREAL QUE | $81,614,000 | – | 1,538,437 | – | 0.30% | – |
| OZK | New | BANK OZK | $73,557,000 | – | 3,134,091 | – | 0.27% | – |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $59,187,000 | – | 856,548 | – | 0.22% | – |
| PM | New | PHILIP MORRIS INTL INC | $54,190,000 | – | 773,480 | – | 0.20% | – |
| VVV | New | VALVOLINE INC | $53,127,000 | – | 2,748,416 | – | 0.19% | – |
| WAT | New | WATERS CORP | $49,641,000 | – | 275,171 | – | 0.18% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $47,509,000 | – | 5,311,257 | – | 0.17% | – |
| RAMP | New | LIVERAMP HLDGS INC | $45,178,000 | – | 1,063,753 | – | 0.16% | – |
| WDC | New | WESTERN DIGITAL CORP. | $44,013,000 | – | 996,896 | – | 0.16% | – |
| TFX | New | TELEFLEX INCORPORATED | $26,170,000 | – | 71,900 | – | 0.10% | – |
| LIN | New | LINDE PLC | $22,423,000 | – | 105,713 | – | 0.08% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $19,661,000 | – | 1,149,111 | – | 0.07% | – |
| TRMK | New | TRUSTMARK CORP | $19,490,000 | – | 794,879 | – | 0.07% | – |
| TGI | New | TRIUMPH GROUP INC NEW | $15,347,000 | – | 1,703,303 | – | 0.06% | – |
| MO | New | ALTRIA GROUP INC | $9,874,000 | – | 251,570 | – | 0.04% | – |
| GNW | New | GENWORTH FINL INC | $6,483,000 | – | 2,806,680 | – | 0.02% | – |
| LLY | New | LILLY ELI & CO | $6,247,000 | – | 38,050 | – | 0.02% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $4,906,000 | – | 95,947 | – | 0.02% | – |
| DRI | New | DARDEN RESTAURANTS INC | $3,743,000 | – | 2,595,176 | – | 0.01% | – |
| CHX | New | CHAMPIONX CORPORATION | $366,000 | – | 37,542 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -34,689 | – | -0.00% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -102,927 | – | -0.02% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -268,493 | – | -0.03% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -2,618,738 | – | -0.03% | – |
| JCPNQ | Exit | PENNEY J C CORP INC | $0 | – | -16,228,707 | – | -0.04% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -201,649 | – | -0.06% | – |
| LIN | Exit | LINDE PLC | $0 | – | -119,283 | – | -0.06% | – |
| FLOW | Exit | SPX FLOW INC | $0 | – | -654,941 | – | -0.07% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -1,148,656 | – | -0.08% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -863,501 | – | -0.08% | – |
| TFX | Exit | TELEFLEX INC | $0 | – | -116,900 | – | -0.11% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -3,381,382 | – | -0.13% | – |
| RAMP | Exit | LIVERAMP HLDGS INC | $0 | – | -1,197,932 | – | -0.14% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -919,730 | – | -0.15% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -785,377 | – | -0.16% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -2,971,179 | – | -0.17% | – |
| WAT | Exit | WATERS CORP | $0 | – | -298,719 | – | -0.18% | – |
| ASH | Exit | ASHLAND GLOBAL HLDGS INC | $0 | – | -933,887 | – | -0.19% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -408,226 | – | -0.22% | – |
| WAB | Exit | WABTEC CORP | $0 | – | -1,230,632 | – | -0.24% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -1,328,203 | – | -0.26% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -1,428,122 | – | -0.26% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -1,429,394 | – | -0.28% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,206,632 | – | -0.35% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -4,788,421 | – | -0.36% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -5,103,603 | – | -0.38% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -4,363,395 | – | -0.43% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -1,230,134 | – | -0.52% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -1,804,387 | – | -0.54% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,250,381 | – | -0.56% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -3,679,659 | – | -0.59% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -3,115,851 | – | -0.75% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -2,579,208 | – | -0.81% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -7,823,220 | – | -0.91% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -9,663,662 | – | -1.05% | – |
| UAL | Exit | UNITED AIRLINES HLDGS INC | $0 | – | -4,783,966 | – | -1.12% | – |
| HUM | Exit | HUMANA INC | $0 | – | -1,696,091 | – | -1.15% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -7,213,260 | – | -1.27% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -4,529,721 | – | -1.41% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -12,607,871 | – | -1.93% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -8,789,625 | – | -3.45% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -185,425,924 | – | -4.52% | – |
| PSN | Exit | PARSONS CORPORATION | $0 | – | -78,138,602 | – | -6.85% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -17,860,019 | – | -8.04% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -20,113,152 | – | -9.78% | – |
| T | Exit | AT&T INC | $0 | – | -193,125,666 | – | -19.44% | – |
| BA | Exit | BOEING CO | $0 | – | -30,491,269 | – | -30.85% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | Sell | BOEING CO | $11,601,013,000 | +3.9% | 30,491,269 | -0.6% | 30.85% | +2.2% |
| T | Sell | AT&T INC | $7,307,875,000 | +10.8% | 193,125,666 | -1.9% | 19.44% | +8.9% |
| GD | Sell | GENERAL DYNAMICS CORP | $3,675,276,000 | -0.9% | 20,113,152 | -1.4% | 9.78% | -2.6% |
| HON | Sell | HONEYWELL INTL INC | $3,021,915,000 | -6.3% | 17,860,019 | -3.3% | 8.04% | -7.9% |
| F | Buy | FORD MTR CO DEL | $1,698,501,000 | -10.1% | 185,425,924 | +0.4% | 4.52% | -11.6% |
| SRE | Sell | SEMPRA ENERGY | $1,297,437,000 | +5.2% | 8,789,625 | -2.1% | 3.45% | +3.4% |
| DAL | Sell | DELTA AIR LINES INC DEL | $726,213,000 | -5.4% | 12,607,871 | -6.8% | 1.93% | -7.0% |
| ETR | Sell | ENTERGY CORP NEW | $531,608,000 | +8.6% | 4,529,721 | -4.8% | 1.41% | +6.7% |
| DDS | Sell | DILLARDS INCcl a | $476,869,000 | +4.8% | 7,213,260 | -1.3% | 1.27% | +3.0% |
| HUM | Sell | HUMANA INC | $433,640,000 | -6.1% | 1,696,091 | -2.5% | 1.15% | -7.7% |
| UAL | Sell | UNITED AIRLINES HLDGS INC | $422,950,000 | -0.1% | 4,783,966 | -1.1% | 1.12% | -1.7% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $393,214,000 | -7.1% | 9,663,662 | -1.9% | 1.05% | -8.6% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $343,361,000 | +1.2% | 7,823,220 | -4.8% | 0.91% | -0.5% |
| DRI | Sell | DARDEN RESTAURANTS INC | $304,914,000 | -4.0% | 2,579,208 | -1.1% | 0.81% | -5.6% |
| COF | Sell | CAPITAL ONE FINL CORP | $283,480,000 | -4.1% | 3,115,851 | -4.3% | 0.75% | -5.6% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $223,024,000 | +5.6% | 3,679,659 | -2.9% | 0.59% | +3.9% |
| AGN | Sell | ALLERGAN PLC | $210,427,000 | -1.0% | 1,250,381 | -1.5% | 0.56% | -2.6% |
| YUM | Sell | YUM BRANDS INC | $204,672,000 | +1.7% | 1,804,387 | -0.8% | 0.54% | 0.0% |
| WHR | Sell | WHIRLPOOL CORP | $194,804,000 | +3.2% | 1,230,134 | -7.2% | 0.52% | +1.4% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $161,009,000 | +4.0% | 4,363,395 | -1.7% | 0.43% | +2.1% |
| WY | Sell | WEYERHAEUSER CO | $141,370,000 | +2.6% | 5,103,603 | -2.4% | 0.38% | +0.8% |
| KHC | Buy | KRAFT HEINZ CO | $133,765,000 | +13357.2% | 4,788,421 | +14858.7% | 0.36% | +11766.7% |
| STT | Sell | STATE STR CORP | $130,611,000 | +3.0% | 2,206,632 | -2.4% | 0.35% | +1.2% |
| BMO | Buy | BANK MONTREAL QUE | $105,418,000 | -0.9% | 1,429,394 | +1.4% | 0.28% | -2.8% |
| BBY | Sell | BEST BUY INC | $98,526,000 | -2.5% | 1,428,122 | -1.4% | 0.26% | -4.0% |
| WAB | Sell | WABTEC CORP | $88,433,000 | -5.4% | 1,230,632 | -5.5% | 0.24% | -7.1% |
| MCO | Sell | MOODYS CORP | $83,617,000 | +3.6% | 408,226 | -1.2% | 0.22% | +1.8% |
| ASH | Sell | ASHLAND GLOBAL HLDGS INC | $71,956,000 | -6.8% | 933,887 | -3.2% | 0.19% | -8.6% |
| WAT | Sell | WATERS CORP | $66,683,000 | +1.6% | 298,719 | -2.0% | 0.18% | -0.6% |
| VVV | Sell | VALVOLINE INC | $65,455,000 | +8.9% | 2,971,179 | -3.4% | 0.17% | +6.7% |
| PM | Sell | PHILIP MORRIS INTL INC | $59,634,000 | -11.7% | 785,377 | -8.7% | 0.16% | -13.1% |
| WDC | Sell | WESTERN DIGITAL CORP | $54,853,000 | +21.5% | 919,730 | -3.1% | 0.15% | +19.7% |
| RAMP | Sell | LIVERAMP HLDGS INC | $51,463,000 | -14.4% | 1,197,932 | -3.5% | 0.14% | -16.0% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $48,709,000 | -3.4% | 3,381,382 | +2.7% | 0.13% | -4.4% |
| TFX | New | TELEFLEX INC | $39,717,000 | – | 116,900 | – | 0.11% | – |
| TRMK | New | TRUSTMARK CORP | $29,454,000 | – | 863,501 | – | 0.08% | – |
| SFNC | Sell | SIMMONS 1ST NATL CORPcl a $1 par | $28,602,000 | +1.4% | 1,148,656 | -5.3% | 0.08% | 0.0% |
| FLOW | Sell | SPX FLOW INC | $25,844,000 | -18.8% | 654,941 | -13.9% | 0.07% | -19.8% |
| LIN | Sell | LINDE PLC | $23,108,000 | -5.6% | 119,283 | -2.2% | 0.06% | -7.6% |
| LLY | Sell | LILLY ELI & CO | $22,551,000 | -12.4% | 201,649 | -13.2% | 0.06% | -14.3% |
| JCPNQ | Buy | PENNEY J C CORP INC | $14,426,000 | -14.4% | 16,228,707 | +9.7% | 0.04% | -17.4% |
| GNW | Buy | GENWORTH FINL INC | $11,522,000 | +18.6% | 2,618,738 | +0.0% | 0.03% | +19.2% |
| MO | Sell | ALTRIA GROUP INC | $10,981,000 | -14.4% | 268,493 | -0.9% | 0.03% | -17.1% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $5,694,000 | +1.5% | 102,927 | -1.1% | 0.02% | 0.0% |
| ELAN | Sell | ELANCO ANIMAL HEALTH INC | $922,000 | -29.5% | 34,689 | -10.4% | 0.00% | -50.0% |
| CGBD | Exit | TCG BDC INC | $0 | – | -85,000 | – | -0.00% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | New | BOEING CO | $11,163,856,000 | – | 30,669,091 | – | 30.20% | – |
| T | New | AT&T INC | $6,596,638,000 | – | 196,855,813 | – | 17.85% | – |
| GD | New | GENERAL DYNAMICS CORP | $3,708,873,000 | – | 20,398,598 | – | 10.03% | – |
| HON | New | HONEYWELL INTL INC | $3,225,066,000 | – | 18,472,225 | – | 8.72% | – |
| PSN | New | PARSONS CORPORATION | $2,880,189,000 | – | 78,138,602 | – | 7.79% | – |
| F | New | FORD MTR CO DEL | $1,889,806,000 | – | 184,731,738 | – | 5.11% | – |
| SRE | New | SEMPRA ENERGY | $1,233,427,000 | – | 8,974,291 | – | 3.34% | – |
| DAL | New | DELTA AIR LINES INC DEL | $767,443,000 | – | 13,523,218 | – | 2.08% | – |
| ETR | New | ENTERGY CORP NEW | $489,664,000 | – | 4,757,249 | – | 1.32% | – |
| HUM | New | HUMANA INC | $461,637,000 | – | 1,740,058 | – | 1.25% | – |
| DDS | New | DILLARDS INCcl a | $455,005,000 | – | 7,305,792 | – | 1.23% | – |
| UAL | New | UNITED CONTL HLDGS INC | $423,330,000 | – | 4,835,290 | – | 1.14% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $423,227,000 | – | 9,847,065 | – | 1.14% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $339,409,000 | – | 8,216,155 | – | 0.92% | – |
| DRI | New | DARDEN RESTAURANTS INC | $317,500,000 | – | 2,608,233 | – | 0.86% | – |
| COF | New | CAPITAL ONE FINL CORP | $295,500,000 | – | 3,256,555 | – | 0.80% | – |
| AGN | New | ALLERGAN PLC | $212,486,000 | – | 1,269,102 | – | 0.58% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $211,112,000 | – | 3,788,798 | – | 0.57% | – |
| YUM | New | YUM BRANDS INC | $201,214,000 | – | 1,818,148 | – | 0.54% | – |
| WHR | New | WHIRLPOOL CORP | $188,748,000 | – | 1,325,847 | – | 0.51% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $154,832,000 | – | 4,440,270 | – | 0.42% | – |
| WY | New | WEYERHAEUSER CO | $137,781,000 | – | 5,230,867 | – | 0.37% | – |
| STT | New | STATE STR CORP | $126,752,000 | – | 2,261,003 | – | 0.34% | – |
| BMO | New | BANK MONTREAL QUE | $106,339,000 | – | 1,409,393 | – | 0.29% | – |
| BBY | New | BEST BUY INC | $101,046,000 | – | 1,449,101 | – | 0.27% | – |
| CL | New | COLGATE PALMOLIVE CO | $95,192,000 | – | 1,328,203 | – | 0.26% | – |
| WAB | New | WABTEC CORP | $93,443,000 | – | 1,302,178 | – | 0.25% | – |
| MCO | New | MOODYS CORP | $80,700,000 | – | 413,188 | – | 0.22% | – |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $77,174,000 | – | 965,031 | – | 0.21% | – |
| PM | New | PHILIP MORRIS INTL INC | $67,560,000 | – | 860,308 | – | 0.18% | – |
| WAT | New | WATERS CORP | $65,631,000 | – | 304,919 | – | 0.18% | – |
| VVV | New | VALVOLINE INC | $60,091,000 | – | 3,076,843 | – | 0.16% | – |
| RAMP | New | LIVERAMP HLDGS INC | $60,155,000 | – | 1,240,831 | – | 0.16% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $50,398,000 | – | 3,293,968 | – | 0.14% | – |
| WDC | New | WESTERN DIGITAL CORP | $45,150,000 | – | 949,526 | – | 0.12% | – |
| FLOW | New | SPX FLOW INC | $31,839,000 | – | 760,617 | – | 0.09% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $28,206,000 | – | 1,212,627 | – | 0.08% | – |
| LLY | New | LILLY ELI & CO | $25,733,000 | – | 232,268 | – | 0.07% | – |
| LIN | New | LINDE PLC | $24,483,000 | – | 121,928 | – | 0.07% | – |
| JCPNQ | New | PENNEY J C CORP INC | $16,858,000 | – | 14,787,444 | – | 0.05% | – |
| MO | New | ALTRIA GROUP INC | $12,831,000 | – | 270,986 | – | 0.04% | – |
| GNW | New | GENWORTH FINL INC | $9,711,000 | – | 2,617,522 | – | 0.03% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $5,609,000 | – | 104,057 | – | 0.02% | – |
| CGBD | New | TCG BDC INC | $1,295,000 | – | 85,000 | – | 0.00% | – |
| ELAN | New | ELANCO ANIMAL HEALTH INC | $1,308,000 | – | 38,711 | – | 0.00% | – |
| KHC | New | KRAFT HEINZ CO | $994,000 | – | 32,011 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ETM | Exit | ENTERCOM COMMUNICATIONS CORPcl a | $0 | – | -25,908 | – | -0.00% | – |
| KHC | Exit | KRAFT HEINZ CO | $0 | – | -33,715 | – | -0.01% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -105,627 | – | -0.01% | – |
| GCI | Exit | GANNETT CO INC | $0 | – | -526,061 | – | -0.02% | – |
| GNW | Exit | GENWORTH FINL INC | $0 | – | -2,626,102 | – | -0.03% | – |
| CGBD | Exit | TCG BDC INC | $0 | – | -780,706 | – | -0.04% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -278,607 | – | -0.05% | – |
| CARS | Exit | CARS COM INC | $0 | – | -626,694 | – | -0.05% | – |
| JCPNQ | Exit | PENNEY J C INC | $0 | – | -13,719,834 | – | -0.06% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -1,286,310 | – | -0.10% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -817,399 | – | -0.13% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -985,992 | – | -0.16% | – |
| AJRD | Exit | AEROJET ROCKETDYNE HLDGS INC | $0 | – | -1,684,779 | – | -0.16% | – |
| WAT | Exit | WATERS CORP | $0 | – | -338,073 | – | -0.18% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -821,280 | – | -0.19% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -3,291,952 | – | -0.20% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -429,118 | – | -0.20% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -3,195,863 | – | -0.21% | – |
| ASH | Exit | ASHLAND GLOBAL HLDGS INC | $0 | – | -1,022,870 | – | -0.24% | – |
| ACXM | Exit | ACXIOM HOLDINGS INC | $0 | – | -1,753,686 | – | -0.24% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -1,328,203 | – | -0.25% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -1,341,306 | – | -0.31% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -1,481,909 | – | -0.33% | – |
| WY | Exit | WEYERHAEUSER CO | $0 | – | -5,111,015 | – | -0.46% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -1,425,019 | – | -0.47% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -1,898,414 | – | -0.48% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,301,950 | – | -0.54% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -3,920,826 | – | -0.54% | – |
| BTI | Exit | BRITISH AMERN TOB PLCsponsored adr | $0 | – | -4,519,345 | – | -0.58% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -1,297,964 | – | -0.69% | – |
| SCG | Exit | SCANA CORP NEW | $0 | – | -7,065,238 | – | -0.76% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -2,608,903 | – | -0.80% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -3,145,245 | – | -0.83% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -9,132,511 | – | -0.89% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -10,416,293 | – | -1.11% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -5,255,103 | – | -1.18% | – |
| UAL | Exit | UNITED CONTL HLDGS INC | $0 | – | -5,002,527 | – | -1.24% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -7,254,314 | – | -1.54% | – |
| HUM | Exit | HUMANA INC | $0 | – | -1,788,545 | – | -1.68% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -14,273,218 | – | -2.29% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -9,563,870 | – | -3.02% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -186,611,338 | – | -4.79% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -19,712,106 | – | -9.11% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -20,878,698 | – | -11.87% | – |
| T | Exit | AT&T INC | $0 | – | -201,611,799 | – | -18.80% | – |
| BA | Exit | BOEING CO | $0 | – | -32,128,350 | – | -33.18% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | Sell | BOEING CO | $11,948,533,000 | +8.2% | 32,128,350 | -2.4% | 33.18% | +3.4% |
| T | Sell | AT&T INC | $6,770,124,000 | +3.3% | 201,611,799 | -1.2% | 18.80% | -1.2% |
| GD | Sell | GENERAL DYNAMICS CORP | $4,274,287,000 | +8.8% | 20,878,698 | -0.9% | 11.87% | +4.1% |
| F | Buy | FORD MTR CO DEL | $1,726,155,000 | -15.5% | 186,611,338 | +1.1% | 4.79% | -19.2% |
| SRE | Sell | SEMPRA ENERGY | $1,087,890,000 | -3.4% | 9,563,870 | -1.4% | 3.02% | -7.7% |
| DAL | Sell | DELTA AIR LINES INC DEL | $825,420,000 | +16.5% | 14,273,218 | -0.2% | 2.29% | +11.4% |
| HUM | Sell | HUMANA INC | $605,458,000 | +10.6% | 1,788,545 | -2.8% | 1.68% | +5.7% |
| DDS | Buy | DILLARDS INCcl a | $553,794,000 | -19.1% | 7,254,314 | +0.1% | 1.54% | -22.7% |
| UAL | Sell | UNITED CONTL HLDGS INC | $445,525,000 | +24.7% | 5,002,527 | -2.4% | 1.24% | +19.2% |
| ETR | Sell | ENTERGY CORP NEW | $426,347,000 | -2.2% | 5,255,103 | -2.6% | 1.18% | -6.5% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $401,027,000 | +15.3% | 10,416,293 | -2.1% | 1.11% | +10.2% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $319,638,000 | +1.1% | 9,132,511 | -3.4% | 0.89% | -3.3% |
| COF | Sell | CAPITAL ONE FINL CORP | $298,578,000 | -1.9% | 3,145,245 | -5.0% | 0.83% | -6.2% |
| DRI | Sell | DARDEN RESTAURANTS INC | $290,084,000 | +3.7% | 2,608,903 | -0.2% | 0.80% | -1.0% |
| SCG | Buy | SCANA CORP NEW | $274,767,000 | +4.6% | 7,065,238 | +3.6% | 0.76% | 0.0% |
| AGN | Sell | ALLERGAN PLC | $247,236,000 | +12.1% | 1,297,964 | -1.9% | 0.69% | +7.3% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $210,737,000 | -10.1% | 4,519,345 | -2.8% | 0.58% | -14.1% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $195,884,000 | -5.6% | 3,920,826 | -3.4% | 0.54% | -9.8% |
| STT | Sell | STATE STR CORP | $192,857,000 | -10.9% | 2,301,950 | -1.1% | 0.54% | -14.8% |
| YUM | Sell | YUM BRANDS INC | $172,585,000 | +10.9% | 1,898,414 | -4.6% | 0.48% | +6.0% |
| WHR | Buy | WHIRLPOOL CORP | $169,221,000 | -16.0% | 1,425,019 | +3.4% | 0.47% | -19.7% |
| WY | Buy | WEYERHAEUSER CO | $164,932,000 | -11.1% | 5,111,015 | +0.4% | 0.46% | -15.0% |
| BBY | Sell | BEST BUY INC | $117,604,000 | +4.2% | 1,481,909 | -2.1% | 0.33% | -0.3% |
| BMO | Sell | BANK MONTREAL QUE | $110,698,000 | +2.9% | 1,341,306 | -3.6% | 0.31% | -1.6% |
| ACXM | Sell | ACXIOM HOLDINGS INC | $86,650,000 | +30.4% | 1,753,686 | -20.9% | 0.24% | +24.9% |
| ASH | Sell | ASHLAND GLOBAL HLDGS INC | $85,778,000 | +7.1% | 1,022,870 | -0.2% | 0.24% | +2.1% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $74,751,000 | -0.9% | 3,195,863 | -1.0% | 0.21% | -5.0% |
| MCO | Sell | MOODYS CORP | $71,749,000 | -3.1% | 429,118 | -1.1% | 0.20% | -7.4% |
| VVV | Sell | VALVOLINE INC | $70,810,000 | -9.8% | 3,291,952 | -9.6% | 0.20% | -13.6% |
| PM | Sell | PHILIP MORRIS INTL INC | $66,967,000 | +0.0% | 821,280 | -1.0% | 0.19% | -4.1% |
| WAT | Sell | WATERS CORP | $65,816,000 | -1.8% | 338,073 | -2.4% | 0.18% | -6.2% |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INC | $57,266,000 | – | 1,684,779 | – | 0.16% | – |
| CBS | Sell | CBS CORP NEWcl b | $56,645,000 | -6.3% | 985,992 | -8.3% | 0.16% | -10.8% |
| WDC | Buy | WESTERN DIGITAL CORP | $47,851,000 | -20.7% | 817,399 | +4.9% | 0.13% | -24.0% |
| SFNC | Sell | SIMMONS 1ST NATL CORPcl a $1 par | $37,882,000 | -4.7% | 1,286,310 | -3.2% | 0.10% | -8.7% |
| JCPNQ | Sell | PENNEY J C INC | $22,775,000 | -29.5% | 13,719,834 | -0.6% | 0.06% | -33.0% |
| CARS | Sell | CARS COM INC | $17,303,000 | -65.8% | 626,694 | -64.9% | 0.05% | -67.3% |
| MO | Sell | ALTRIA GROUP INC | $16,803,000 | +4.7% | 278,607 | -1.4% | 0.05% | 0.0% |
| CGBD | New | TCG BDC INC | $13,038,000 | – | 780,706 | – | 0.04% | – |
| GNW | Buy | GENWORTH FINL INC | $10,951,000 | -5.5% | 2,626,102 | +2.0% | 0.03% | -11.8% |
| GCI | Sell | GANNETT CO INC | $5,266,000 | -12.0% | 526,061 | -6.0% | 0.02% | -11.8% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $4,538,000 | +3.9% | 105,627 | -0.9% | 0.01% | 0.0% |
| KHC | Sell | KRAFT HEINZ CO | $1,858,000 | -13.1% | 33,715 | -0.9% | 0.01% | -16.7% |
| ETM | Sell | ENTERCOM COMMUNICATIONS CORPcl a | $205,000 | -7.2% | 25,908 | -11.3% | 0.00% | 0.0% |
| ATI | Exit | ALLEGHENY TECHNOLOGIES INC | $0 | – | -688,956 | – | -0.05% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -3,321,350 | – | -0.10% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -838,831 | – | -0.23% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BA | New | BOEING CO | $11,044,242,000 | – | 32,917,772 | – | 32.08% | – |
| T | New | AT&T INC | $6,553,371,000 | – | 204,091,273 | – | 19.03% | – |
| GD | New | GENERAL DYNAMICS CORP | $3,927,294,000 | – | 21,068,046 | – | 11.41% | – |
| HON | New | HONEYWELL INTL INC | $2,839,529,000 | – | 19,712,106 | – | 8.25% | – |
| F | New | FORD MTR CO DEL | $2,043,070,000 | – | 184,559,135 | – | 5.93% | – |
| SRE | New | SEMPRA ENERGY | $1,126,470,000 | – | 9,701,748 | – | 3.27% | – |
| DAL | New | DELTA AIR LINES INC DEL | $708,361,000 | – | 14,298,775 | – | 2.06% | – |
| DDS | New | DILLARDS INCcl a | $684,947,000 | – | 7,248,118 | – | 1.99% | – |
| HUM | New | HUMANA INC | $547,480,000 | – | 1,839,464 | – | 1.59% | – |
| ETR | New | ENTERGY CORP NEW | $435,806,000 | – | 5,394,308 | – | 1.27% | – |
| UAL | New | UNITED CONTL HLDGS INC | $357,390,000 | – | 5,125,345 | – | 1.04% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $347,946,000 | – | 10,640,538 | – | 1.01% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $316,198,000 | – | 9,452,846 | – | 0.92% | – |
| COF | New | CAPITAL ONE FINL CORP | $304,220,000 | – | 3,310,335 | – | 0.88% | – |
| DRI | New | DARDEN RESTAURANTS INC | $279,750,000 | – | 2,613,018 | – | 0.81% | – |
| SCG | New | SCANA CORP NEW | $262,589,000 | – | 6,816,950 | – | 0.76% | – |
| BTI | New | BRITISH AMERN TOB PLCsponsored adr | $234,474,000 | – | 4,647,661 | – | 0.68% | – |
| AGN | New | ALLERGAN PLC | $220,505,000 | – | 1,322,609 | – | 0.64% | – |
| STT | New | STATE STR CORP | $216,569,000 | – | 2,326,443 | – | 0.63% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $207,518,000 | – | 4,058,629 | – | 0.60% | – |
| WHR | New | WHIRLPOOL CORP | $201,478,000 | – | 1,377,818 | – | 0.58% | – |
| WY | New | WEYERHAEUSER CO | $185,513,000 | – | 5,088,133 | – | 0.54% | – |
| YUM | New | YUM BRANDS INC | $155,605,000 | – | 1,989,323 | – | 0.45% | – |
| BBY | New | BEST BUY INC | $112,835,000 | – | 1,512,933 | – | 0.33% | – |
| BMO | New | BANK MONTREAL QUE | $107,542,000 | – | 1,391,953 | – | 0.31% | – |
| CL | New | COLGATE PALMOLIVE CO | $86,081,000 | – | 1,328,203 | – | 0.25% | – |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $80,127,000 | – | 1,024,900 | – | 0.23% | – |
| VVV | New | VALVOLINE INC | $78,521,000 | – | 3,640,293 | – | 0.23% | – |
| HSY | New | HERSHEY CO | $78,062,000 | – | 838,831 | – | 0.23% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $75,447,000 | – | 3,229,444 | – | 0.22% | – |
| MCO | New | MOODYS CORP | $74,031,000 | – | 434,046 | – | 0.22% | – |
| WAT | New | WATERS CORP | $67,045,000 | – | 346,327 | – | 0.20% | – |
| PM | New | PHILIP MORRIS INTL INC | $66,959,000 | – | 829,316 | – | 0.19% | – |
| ACXM | New | ACXIOM CORP | $66,431,000 | – | 2,218,048 | – | 0.19% | – |
| CBS | New | CBS CORP NEWcl b | $60,473,000 | – | 1,075,653 | – | 0.18% | – |
| WDC | New | WESTERN DIGITAL CORP | $60,312,000 | – | 779,126 | – | 0.18% | – |
| CARS | New | CARS COM INC | $50,651,000 | – | 1,784,089 | – | 0.15% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $39,744,000 | – | 1,329,247 | – | 0.12% | – |
| TGNA | New | TEGNA INC | $36,036,000 | – | 3,321,350 | – | 0.10% | – |
| JCPNQ | New | PENNEY J C INC | $32,314,000 | – | 13,809,203 | – | 0.09% | – |
| ATI | New | ALLEGHENY TECHNOLOGIES INC | $17,307,000 | – | 688,956 | – | 0.05% | – |
| MO | New | ALTRIA GROUP INC | $16,046,000 | – | 282,544 | – | 0.05% | – |
| GNW | New | GENWORTH FINL INC | $11,585,000 | – | 2,574,427 | – | 0.03% | – |
| GCI | New | GANNETT CO INC | $5,985,000 | – | 559,366 | – | 0.02% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $4,369,000 | – | 106,549 | – | 0.01% | – |
| KHC | New | KRAFT HEINZ CO | $2,137,000 | – | 34,023 | – | 0.01% | – |
| ETM | New | ENTERCOM COMMUNICATIONS CORPcl a | $221,000 | – | 29,208 | – | 0.00% | – |